# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from freqtrade.strategy import merge_informative_pair from typing import Dict, List from functools import reduce from pandas import DataFrame # -------------------------------- import talib.abstract as ta 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 # PLEAS CHANGE THIS SETTINGS WITH BACKTEST # base_nb_candles = 30 #something higher than 1 low_offset = 0.958 # something lower than 1 high_offset = 1.012 # something higher than 1 class SMAOffsetMod1BTC(IStrategy): INTERFACE_VERSION = 2 # ROI table: minimal_roi = { "0": 0.16, } # Stoploss: stoploss = -0.12 # Trailing stop: trailing_stop = True trailing_stop_positive = 0.01 trailing_stop_positive_offset = 0.12 trailing_only_offset_is_reached = True # Sell signal use_sell_signal = True sell_profit_only = True sell_profit_offset = 0.01 ignore_roi_if_buy_signal = True # Optimal timeframe for the strategy timeframe = '5m' # Run "populate_indicators()" only for new candle. process_only_new_candles = True # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 60 # Optional order type mapping. order_types = { 'buy': 'market', 'sell': 'market', 'stoploss': 'market', 'stoploss_on_exchange': True } # Optional order time in force. order_time_in_force = { 'buy': 'gtc', 'sell': 'gtc' } plot_config = { 'main_plot': { 'tema': {}, 'sar': {'color': 'white'}, }, 'subplots': { "MACD": { 'macd': {'color': 'blue'}, 'macdsignal': {'color': 'orange'}, }, "RSI": { 'rsi': {'color': 'red'}, } } } def informative_pairs(self): # get access to all pairs available in whitelist. pairs = self.dp.current_whitelist() # Assign tf to each pair so they can be downloaded and cached for strategy. informative_pairs = [("BTC/USDT", "5m") ] return informative_pairs def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: assert self.dp, "DataProvider is required for multiple timeframes." # Get the informative pair informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.timeframe) # SMA informative['sma_35'] = ta.SMA(informative, timeperiod=35) informative['sma_5'] = ta.SMA(informative, timeperiod=5) dataframe = merge_informative_pair(dataframe, informative, self.timeframe, ffill=True) dataframe['sma_30'] = ta.SMA(dataframe, timeperiod=30) dataframe['sma_3'] = ta.SMA(dataframe, timeperiod=3) dataframe['sma_2'] = ta.SMA(dataframe, timeperiod=2) # dataframe['sma_35'] = ta.SMA(dataframe, timeperiod=35) # dataframe['sma_5'] = ta.SMA(dataframe, timeperiod=5) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['close'] < (dataframe['sma_30'] * low_offset)) & (dataframe['sma_2'] < dataframe['close']) & (dataframe['sma_3'] < dataframe['sma_2']) & (dataframe['sma_35'] < dataframe['sma_5']) & (dataframe['volume'] > 40000) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['close'] > (dataframe['sma_30'] * high_offset)) & (dataframe['sma_2'] > dataframe['close']) & (dataframe['sma_3'] > dataframe['sma_2']) & (dataframe['volume'] > 40000) ), 'sell'] = 1 return dataframe