# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from typing import Dict, List from functools import reduce from pandas import DataFrame # -------------------------------- import talib.abstract as ta import numpy as np import freqtrade.vendor.qtpylib.indicators as qtpylib import datetime from technical.util import resample_to_interval, resampled_merge from datetime import datetime, timedelta from freqtrade.persistence import Trade from freqtrade.strategy import stoploss_from_open, merge_informative_pair, DecimalParameter, IntParameter, CategoricalParameter import technical.indicators as ftt SCALE_BUY = 0.02 SCALE_SELL = 0.02 def EWO(dataframe, ema_length=5, ema2_length=35): df = dataframe.copy() ema1 = ta.EMA(df, timeperiod=ema_length) ema2 = ta.EMA(df, timeperiod=ema2_length) # ema1 = ta.SMA(df, timeperiod=ema_length) # ema2 = ta.SMA(df, timeperiod=ema2_length) emadif = (ema1 - ema2) / df['close'] * 100 return emadif class BOAV1(IStrategy): INTERFACE_VERSION = 2 # ROI table: minimal_roi = { # "0": 0.01 "0": SCALE_SELL # "0": 100.0 } # Stoploss: stoploss = -0.02 # Trailing stop: trailing_stop = False trailing_stop_positive = 0.001 trailing_stop_positive_offset = 0.01 trailing_only_offset_is_reached = True # Sell signal use_sell_signal = True sell_profit_only = False sell_profit_offset = 0.01 ignore_roi_if_buy_signal = False # Optimal timeframe for the strategy timeframe = '1m' informative_timeframe = '1h' process_only_new_candles = True startup_candle_count = 0 plot_config = { 'main_plot': { 'ma_buy': {'color': 'orange'}, 'ma_sell': {'color': 'orange'}, }, } use_custom_stoploss = False def informative_pairs(self): pairs = self.dp.current_whitelist() informative_pairs = [(pair, self.informative_timeframe) for pair in pairs] return informative_pairs def get_informative_indicators(self, metadata: dict): dataframe = self.dp.get_pair_dataframe( pair=metadata['pair'], timeframe=self.informative_timeframe) return dataframe def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] conditions.append( ( (((dataframe['open'] - dataframe['close'])/dataframe['open']) > SCALE_BUY) & (dataframe['volume'] > 0) ) ) if conditions: dataframe.loc[ reduce(lambda x, y: x | y, conditions), 'buy' ]=1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] conditions.append( ( (dataframe['volume'] > 0) ) ) if conditions: dataframe.loc[ reduce(lambda x, y: x | y, conditions), 'sell' ]=0 return dataframe