# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement # --- Do not remove these libs --- import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame from freqtrade.strategy.interface import IStrategy # -------------------------------- # Add your lib to import here import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib from technical.util import resample_to_interval, resampled_merge from freqtrade.strategy import IStrategy, merge_informative_pair from technical.indicators import ichimoku class Ichimoku_v37(IStrategy): # ROI table: minimal_roi = { "0": 100 } # Stoploss: stoploss = -0.99 # Optimal timeframe for the strategy. timeframe = '4h' inf_tf = '1d' # Run "populate_indicators()" only for new candle. process_only_new_candles = True # These values can be overridden in the "ask_strategy" section in the config. use_sell_signal = True sell_profit_only = False ignore_roi_if_buy_signal = True # Number of candles the strategy requires before producing valid signals startup_candle_count = 150 # Optional order type mapping. order_types = { 'buy': 'market', 'sell': 'market', 'stoploss': 'market', 'stoploss_on_exchange': False } def informative_pairs(self): if not self.dp: # Don't do anything if DataProvider is not available. return [] # Get access to all pairs available in whitelist. pairs = self.dp.current_whitelist() # Assign tf to each pair so they can be downloaded and cached for strategy. informative_pairs = [(pair, '1d') for pair in pairs] return informative_pairs def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if not self.dp: # Don't do anything if DataProvider is not available. return dataframe dataframe_inf = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.inf_tf) #Heiken Ashi Candlestick Data heikinashi = qtpylib.heikinashi(dataframe_inf) heik = qtpylib.heikinashi(dataframe) dataframe_inf['ha_open'] = heikinashi['open'] dataframe_inf['ha_close'] = heikinashi['close'] dataframe_inf['ha_high'] = heikinashi['high'] dataframe_inf['ha_low'] = heikinashi['low'] dataframe['ha_4h_open'] = heik['open'] dataframe['ha_4h_close'] = heik['close'] dataframe['ha_4h_high'] = heik['high'] dataframe['ha_4h_low'] = heik['low'] ha_ichi = ichimoku(heikinashi, conversion_line_period=20, base_line_periods=60, laggin_span=120, displacement=30 ) #Required Ichi Parameters dataframe_inf['senkou_a'] = ha_ichi['senkou_span_a'] dataframe_inf['senkou_b'] = ha_ichi['senkou_span_b'] dataframe_inf['cloud_green'] = ha_ichi['cloud_green'] dataframe_inf['cloud_red'] = ha_ichi['cloud_red'] # Merge timeframes dataframe = merge_informative_pair(dataframe, dataframe_inf, self.timeframe, self.inf_tf, ffill=True) """ Senkou Span A > Senkou Span B = Cloud Green Senkou Span B > Senkou Span A = Cloud Red """ return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( ( (dataframe['ha_4h_close'].crossed_above(dataframe['senkou_a_1d'])) & (dataframe['ha_4h_close'].shift() < (dataframe['senkou_a_1d'])) & (dataframe['cloud_green_1d'] == True) ) | ( (dataframe['ha_4h_close'].crossed_above(dataframe['senkou_b_1d'])) & (dataframe['ha_4h_close'].shift() < (dataframe['senkou_b_1d'])) & (dataframe['cloud_red_1d'] == True) ) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['ha_4h_close'] < dataframe['senkou_a_1d']) | (dataframe['ha_4h_close'] < dataframe['senkou_b_1d']) ), 'sell'] = 1 return dataframe