# --- Do not remove these libs --- import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame, Series import talib.abstract as ta from freqtrade.strategy import IStrategy, IntParameter import freqtrade.vendor.qtpylib.indicators as qtpylib pd.set_option("display.precision",8) class bbrsittfv1(IStrategy): INTERFACE_VERSION = 3 stoploss = -0.99 timeframe = '15m' ############################################################# #TTF ttf_length = IntParameter(1, 50, default=15) ttf_upperTrigger = IntParameter(1, 400, default=100) ttf_lowerTrigger = IntParameter(1, -400, default=-100) plot_config = { 'main_plot': { 'bb_upperband': {'color': 'blue'}, 'bb_middleband': {'color': 'white'}, 'bb_lowerband': {'color': 'yellow'}, }, 'subplots': { "RSI": { 'rsi': {'color': 'blue'}, 'rsiob': {'color': '#d3d3d3'}, 'rsios': {'color': '#d3d3d3'}, }, "TTF": { 'ttf': {'color': 'red'}, 'ttfhigh': {'color': '#d3d3d3'}, 'ttflow': {'color': '#d3d3d3'}, } } } def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # TTF - Trend Trigger Factor dataframe['ttf'] = ttf(dataframe, self.ttf_length.value) dataframe['ttfhigh'] = self.ttf_upperTrigger.value dataframe['ttflow'] = self.ttf_lowerTrigger.value # RSI dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) dataframe['rsiob'] = 70 dataframe['rsios'] = 30 # 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'] < 30) & (dataframe['ttf'] < self.ttf_lowerTrigger.value) & (dataframe['close'] < dataframe['bb_lowerband']) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rsi'] > 70) & (dataframe['ttf'] > self.ttf_upperTrigger.value) & (dataframe['close'] > dataframe['bb_upperband']) ), 'sell'] = 1 return dataframe def ttf(dataframe, ttf_length): # Thanks to FeelsGoodMan for the TTF Maths df = dataframe.copy() high, low = df['high'], df['low'] buyPower = high.rolling(ttf_length).max() - low.shift(ttf_length).fillna(99999).rolling(ttf_length).min() sellPower = high.shift(ttf_length).fillna(0).rolling(ttf_length).max() - low.rolling(ttf_length).min() ttf = 200 * (buyPower - sellPower) / (buyPower + sellPower) return Series(ttf, name ='ttf')