# --- Do not remove these libs --- from functools import reduce from freqtrade.strategy import IStrategy from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter from pandas import DataFrame # -------------------------------- import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class AverageStrategy(IStrategy): # def leverage(self, pair: str, current_rate: float, # proposed_leverage: 3.0, max_leverage: 5.0, side: str, **kwargs) -> float: # return 3.0 INTERFACE_VERSION: int = 3 # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi" minimal_roi = { "0": 0.341, "1648": 0.162, "4193": 0.091, "4979": 0 } # Trailing stop-loss trailing_stop = True trailing_only_offset_is_reached = True trailing_stop_positive = 0.013 trailing_stop_positive_offset = 0.107 # Disabled / not configured # Optimal stoploss designed for the strategy # This attribute will be overridden if the config file contains "stoploss" stoploss = -0.264 # Optimal timeframe for the strategy timeframe = '4h' buy_range_short = IntParameter(5, 20, default=7) buy_range_long = IntParameter(20, 120, default=75) def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Combine all ranges ... to avoid duplicate calculation for val in list(set(list(self.buy_range_short.range) + list(self.buy_range_long.range))): dataframe[f'ema{val}'] = ta.EMA(dataframe, timeperiod=val) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the buy signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with buy column """ dataframe.loc[ ( qtpylib.crossed_above( dataframe[f'ema{self.buy_range_short.value}'], dataframe[f'ema{self.buy_range_long.value}'] ) & (dataframe['volume'] > 0) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the sell signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with buy column """ dataframe.loc[ ( qtpylib.crossed_above( dataframe[f'ema{self.buy_range_long.value}'], dataframe[f'ema{self.buy_range_short.value}'] ) & (dataframe['volume'] > 0) ), 'exit_long'] = 1 return dataframe