# --- Do not remove these libs --- # -------------------------------- from datetime import datetime, timedelta import talib.abstract as ta from pandas import DataFrame from freqtrade.persistence import Trade from freqtrade.strategy import CategoricalParameter from freqtrade.strategy import DecimalParameter, IntParameter from freqtrade.strategy.interface import IStrategy # author @tirail ma_types = { 'SMA': ta.SMA, 'EMA': ta.EMA, } class SMAIP3(IStrategy): INTERFACE_VERSION = 2 # hyperopt and paste results here # Buy hyperspace params: buy_params = { "base_nb_candles_buy": 18, "buy_trigger": "SMA", "low_offset": 0.968, "pair_is_bad_1_threshold": 0.130, "pair_is_bad_2_threshold": 0.075, } # ######################################################### # Sell hyperspace params: sell_params = { "base_nb_candles_sell": 55, "high_offset": 1.07, "sell_trigger": "EMA", } # ROI table: minimal_roi = { "0": 0.135, "35": 0.061, "86": 0.037, "167": 0 } # Stoploss: stoploss = -0.331 # Trailing stop: trailing_stop = True trailing_stop_positive = 0.098 trailing_stop_positive_offset = 0.159 trailing_only_offset_is_reached = True base_nb_candles_buy = IntParameter( 16, 60, default=buy_params['base_nb_candles_buy'], space='buy') base_nb_candles_sell = IntParameter( 16, 60, default=sell_params['base_nb_candles_sell'], space='sell') low_offset = DecimalParameter( 0.8, 0.99, default=buy_params['low_offset'], space='buy') high_offset = DecimalParameter( 0.8, 1.1, default=sell_params['high_offset'], space='sell') buy_trigger = CategoricalParameter( ma_types.keys(), default=buy_params['buy_trigger'], space='buy') sell_trigger = CategoricalParameter( ma_types.keys(), default=sell_params['sell_trigger'], space='sell') pair_is_bad_1_threshold = DecimalParameter( 0.00, 0.30, default=0.200, space='buy') pair_is_bad_2_threshold = DecimalParameter( 0.00, 0.25, default=0.072, space='buy') # Optimal timeframe for the strategy timeframe = '5m' use_sell_signal = True sell_profit_only = False ignore_roi_if_buy_signal = False process_only_new_candles = True startup_candle_count = 30 plot_config = { 'main_plot': { 'ma_offset_buy': {'color': 'orange'}, 'ma_offset_sell': {'color': 'orange'}, }, } use_custom_stoploss = False def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if not self.config['runmode'].value == 'hyperopt': dataframe['ma_offset_buy'] = ma_types[self.buy_trigger.value](dataframe, int(self.base_nb_candles_buy.value)) * self.low_offset.value dataframe['ma_offset_sell'] = ma_types[self.sell_trigger.value](dataframe, int(self.base_nb_candles_sell.value)) * self.high_offset.value dataframe['pair_is_bad'] = ( (((dataframe['open'].shift(12) - dataframe['close']) / dataframe[ 'close']) >= self.pair_is_bad_1_threshold.value) | (((dataframe['open'].shift(6) - dataframe['close']) / dataframe[ 'close']) >= self.pair_is_bad_2_threshold.value)).astype('int') dataframe['ema_50'] = ta.EMA(dataframe, timeperiod=50) dataframe['ema_200'] = ta.EMA(dataframe, timeperiod=200) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if self.config['runmode'].value == 'hyperopt': dataframe['ma_offset_buy'] = ma_types[self.buy_trigger.value](dataframe, int(self.base_nb_candles_buy.value)) * self.low_offset.value dataframe['pair_is_bad'] = ( (((dataframe['open'].shift(12) - dataframe['close']) / dataframe[ 'close']) >= self.pair_is_bad_1_threshold.value) | (((dataframe['open'].shift(6) - dataframe['close']) / dataframe[ 'close']) >= self.pair_is_bad_2_threshold.value)).astype('int') dataframe['ema_50'] = ta.EMA(dataframe, timeperiod=50) dataframe['ema_200'] = ta.EMA(dataframe, timeperiod=200) dataframe.loc[ ( (dataframe['ema_50'] > dataframe['ema_200']) & (dataframe['close'] > dataframe['ema_200']) & (dataframe['pair_is_bad'] < 1) & (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'] = ma_types[self.sell_trigger.value](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