from freqtrade.strategy import IStrategy, IntParameter, DecimalParameter from pandas import DataFrame import talib.abstract as ta class BBStrategy(IStrategy): """ Bollinger Bands mean-reversion strategy with RSI confirmation. Buys when price closes below lower band AND RSI < 35 (double confirmation). Sells when price closes above upper band AND RSI > 65. Timeframe: 1h | Pairs: BTC/USDT, ETH/USDT """ INTERFACE_VERSION = 3 timeframe = "1h" startup_candle_count: int = 30 minimal_roi = { "60": 0.01, "30": 0.02, "0": 0.04 } stoploss = -0.05 trailing_stop = False process_only_new_candles = True use_exit_signal = True exit_profit_only = False bb_period = IntParameter(10, 30, default=20, space="buy", optimize=True) bb_std_dev = DecimalParameter(1.5, 3.0, default=2.0, decimals=1, space="buy", optimize=True) buy_rsi = IntParameter(25, 40, default=35, space="buy", optimize=True) sell_rsi = IntParameter(60, 75, default=65, space="sell", optimize=True) def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: upper, middle, lower = ta.BBANDS( dataframe, timeperiod=self.bb_period.value, nbdevup=self.bb_std_dev.value, nbdevdn=self.bb_std_dev.value, matype=0, ) dataframe["bb_upper"] = upper dataframe["bb_middle"] = middle dataframe["bb_lower"] = lower dataframe["bb_width"] = (upper - lower) / middle dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe["close"] <= dataframe["bb_lower"]) & (dataframe["rsi"] < self.buy_rsi.value) & (dataframe["volume"] > 0), "enter_long", ] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe["close"] >= dataframe["bb_upper"]) & (dataframe["rsi"] > self.sell_rsi.value) & (dataframe["volume"] > 0), "exit_long", ] = 1 return dataframe