from datetime import datetime import talib.abstract as ta from pandas import DataFrame from freqtrade.persistence import Trade from freqtrade.strategy import DecimalParameter, IntParameter from freqtrade.strategy.interface import IStrategy # Author @Jooopieeert#0239 class SMA1CTE1(IStrategy): INTERFACE_VERSION = 2 buy_params = { "base_nb_candles_buy": 18, "low_offset": 0.968, } sell_params = { "base_nb_candles_sell": 26, "high_offset": 0.985, } base_nb_candles_buy = IntParameter(16, 60, default=buy_params['base_nb_candles_buy'], space='buy', optimize=True) base_nb_candles_sell = IntParameter(16, 60, default=sell_params['base_nb_candles_sell'], space='sell', optimize=False) low_offset = DecimalParameter(0.8, 0.99, default=buy_params['low_offset'], space='buy', optimize=True) high_offset = DecimalParameter(0.8, 1.1, default=sell_params['high_offset'], space='sell', optimize=False) timeframe = '5m' stoploss = -0.23 minimal_roi = {"0": 10,} trailing_stop = False trailing_only_offset_is_reached = True trailing_stop_positive = 0.003 trailing_stop_positive_offset = 0.018 use_sell_signal = True sell_profit_only = False ignore_roi_if_buy_signal = False process_only_new_candles = True startup_candle_count = 400 def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, rate: float, time_in_force: str, sell_reason: str, current_time: datetime, **kwargs) -> bool: dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) last_candle = dataframe.iloc[-1] previous_candle_1 = dataframe.iloc[-2] if (last_candle is not None): if (sell_reason in ['roi','sell_signal','trailing_stop_loss']): if (last_candle['open'] > previous_candle_1['open']) and (last_candle['rsi_exit'] > 50) and (last_candle['rsi_exit'] > previous_candle_1['rsi_exit']): return False return True def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['ema_50'] = ta.EMA(dataframe, timeperiod=50) dataframe['ema_200'] = ta.EMA(dataframe, timeperiod=200) dataframe['rsi_exit'] = ta.RSI(dataframe, timeperiod=2) if not self.config['runmode'].value == 'hyperopt': dataframe['ma_offset_buy'] = ta.SMA(dataframe, int(self.base_nb_candles_buy.value)) * self.low_offset.value dataframe['ma_offset_sell'] = ta.EMA(dataframe, int(self.base_nb_candles_sell.value)) * self.high_offset.value return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if self.config['runmode'].value == 'hyperopt': dataframe['ma_offset_buy'] = ta.SMA(dataframe, int(self.base_nb_candles_buy.value)) * self.low_offset.value dataframe.loc[ ( (dataframe['ema_50'] > dataframe['ema_200']) & (dataframe['close'] > dataframe['ema_200']) & (dataframe['close'] < dataframe['ma_offset_buy']) & (dataframe['volume'] > 0) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if self.config['runmode'].value == 'hyperopt': dataframe['ma_offset_sell'] = ta.EMA(dataframe, int(self.base_nb_candles_sell.value)) * self.high_offset.value dataframe.loc[ ( (dataframe['close'] > dataframe['ma_offset_sell']) & (dataframe['volume'] > 0) ), 'sell'] = 1 return dataframe