from freqtrade.strategy.interface import IStrategy from freqtrade.strategy import IStrategy, merge_informative_pair from pandas import DataFrame from technical.util import resample_to_interval, resampled_merge import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib import numpy from technical.indicators import ichimoku class Ichimoku_v13(IStrategy): """ """ minimal_roi = { "0": 10 } stoploss = -1 #-0.35 ticker_interval = '4h' #3m def informative_pairs(self): informative_pairs += [("BTC/USDT", "1d")] return informative_pairs def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if not self.dp: return dataframe inf_tf = '1d' informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=inf_tf) ichi = ichimoku(informative, conversion_line_period=20, base_line_periods=60, laggin_span=120, displacement=30) informative['tenkan'] = ichi['tenkan_sen'] informative['kijun'] = ichi['kijun_sen'] dataframe = merge_informative_pair(dataframe, informative, self.timeframe, inf_tf, ffill=True) ichi = ichimoku(dataframe, conversion_line_period=20, base_line_periods=60, laggin_span=120, displacement=30) dataframe['tenkan'] = ichi['tenkan_sen'] dataframe['kijun'] = ichi['kijun_sen'] dataframe['senkou_a'] = ichi['senkou_span_a'] dataframe['senkou_b'] = ichi['senkou_span_b'] dataframe['cloud_green'] = ichi['cloud_green'] dataframe['cloud_red'] = ichi['cloud_red'] return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['close'] > dataframe['senkou_a']) & (dataframe['close'] > dataframe['senkou_b']) ), 'buy'] = 1 dataframe.loc[ ( (dataframe['close'] > dataframe['senkou_a']) & (dataframe['close'] > dataframe['senkou_b']) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: (qtpylib.crossed_below(dataframe['tenkan_1d'], dataframe['kijun_1d'])) return dataframe