import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, IStrategy, IntParameter) import talib.abstract as ta import pandas_ta as pta import freqtrade.vendor.qtpylib.indicators as qtpylib class MAC_0(IStrategy): """ This is a strategy template to get you started. More information in https://www.freqtrade.io/en/latest/strategy-customization/ You can: :return: a Dataframe with all mandatory indicators for the strategies - Rename the class name (Do not forget to update class_name) - Add any methods you want to build your strategy - Add any lib you need to build your strategy You must keep: - the lib in the section "Do not remove these libs" - the methods: populate_indicators, populate_buy_trend, populate_sell_trend You should keep: - timeframe, minimal_roi, stoploss, trailing_* """ INTERFACE_VERSION = 2 timeframe = '1d' minimal_roi = { "0": 10 } stoploss = -0.15 trailing_stop = False process_only_new_candles = False use_sell_signal = True sell_profit_only = False ignore_roi_if_buy_signal = False startup_candle_count: int = 50 buy_rsi = IntParameter(10, 40, default=30, space="buy") sell_rsi = IntParameter(60, 90, default=70, space="sell") order_types = { 'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } order_time_in_force = { 'buy': 'gtc', 'sell': 'gtc' } @property def plot_config(self): return { 'main_plot': { 'ema50': {'color': 'blue'}, 'ema200': {'color': 'orange'}, }, 'subplots': { } } def informative_pairs(self): """ Define additional, informative pair/interval combinations to be cached from the exchange. These pair/interval combinations are non-tradeable, unless they are part of the whitelist as well. For more information, please consult the documentation :return: List of tuples in the format (pair, interval) Sample: return [("ETH/USDT", "5m"), ("BTC/USDT", "15m"), ] """ return [] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rsi'] = ta.RSI(dataframe) macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] dataframe['ema20'] = ta.EMA(dataframe, timeperiod=20) dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the buy signal for the given dataframe :param dataframe: DataFrame populated with indicators :param metadata: Additional information, like the currently traded pair :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['ema20'] > dataframe['ema50']) & (dataframe['ema20'].shift() < dataframe['ema50'].shift()) & (dataframe['volume'] > 0) # Make sure Volume is not 0 ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the sell signal for the given dataframe :param dataframe: DataFrame populated with indicators :param metadata: Additional information, like the currently traded pair :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['ema20'] < dataframe['ema50']) & (dataframe['ema20'].shift() > dataframe['ema50'].shift()) & (dataframe['volume'] > 0) # Make sure Volume is not 0 ), 'sell'] = 1 return dataframe