from freqtrade.strategy.interface import IStrategy from typing import Dict, List from functools import reduce from pandas import DataFrame import numpy as np import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib def bollinger_bands(stock_price, window_size, num_of_std): rolling_mean = stock_price.rolling(window=window_size).mean() rolling_std = stock_price.rolling(window=window_size).std() lower_band = rolling_mean - (rolling_std * num_of_std) return rolling_mean, lower_band class BinHV45_343(IStrategy): minimal_roi = { "0": 0.0125 } stoploss = -0.05 ticker_interval = '1m' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: mid, lower = bollinger_bands(dataframe['close'], window_size=40, num_of_std=2) dataframe['mid'] = np.nan_to_num(mid) #replace nan with zero dataframe['lower'] = np.nan_to_num(lower) #replace nan with zero dataframe['bbdelta'] = (dataframe['mid'] - dataframe['lower']).abs() #absolute delta between mid and lower bb bands dataframe['pricedelta'] = (dataframe['open'] - dataframe['close']).abs() #absolute delta between dataframe['closedelta'] = (dataframe['close'] - dataframe['close'].shift()).abs() dataframe['tail'] = (dataframe['close'] - dataframe['low']).abs() return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( dataframe['lower'].shift().gt(0) & dataframe['bbdelta'].gt(dataframe['close'] * 0.008) & dataframe['closedelta'].gt(dataframe['close'] * 0.0175) & dataframe['tail'].lt(dataframe['bbdelta'] * 0.25) & dataframe['close'].lt(dataframe['lower'].shift()) & dataframe['close'].le(dataframe['close'].shift()) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ no sell signal """ dataframe['sell'] = 0 return dataframe