# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib from typing import Dict, List from functools import reduce # -------------------------------- class BbandRsiRolling(IStrategy): """ author@: Michael Fourie This strategy uses Bollinger Bands and the rolling rsi to determine when it should make a buy. Selling is completley determined by the minimal roi. """ # Minimal ROI designed for the strategy. # This has been determined through hyperopt in a timerange of 270 days. minimal_roi = { "0": 0.03279, "259": 0.02964, "536" : 0.02467, "818": 0.02326, "965": 0.01951, "1230": 0.01492, "1279" : 0.01502, "1448": 0.00945, "1525" : 0.00698, "1616": 0.00319, "1897" : 0 } # Optimal stoploss designed for the strategy stoploss = -0.08 # Optimal timeframe for the strategy timeframe = '5m' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) # Bollinger bands bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bb_lowerband'] = bollinger['lower'] dataframe['bb_middleband'] = bollinger['mid'] dataframe['bb_upperband'] = bollinger['upper'] return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rsi'].rolling(8).min() < 37) & (dataframe['close'] < dataframe['bb_lowerband']) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( ), 'sell'] = 1 return dataframe