from freqtrade.strategy.interface import IStrategy from typing import Dict, List from hyperopt import hp from functools import reduce from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class Quickie_3(IStrategy): """ author@: Gert Wohlgemuth idea: momentum based strategie. The main idea is that it closes trades very quickly, while avoiding excessive losses. Hence a rather moderate stop loss in this case """ minimal_roi = { "60": 0.005, "10": 0.01, } stoploss = -0.25 ticker_interval = 5 def populate_indicators(self, dataframe: DataFrame) -> DataFrame: dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9) dataframe['adx'] = ta.ADX(dataframe) dataframe['sma_200'] = ta.SMA(dataframe, timeperiod=200) dataframe['sma_50'] = ta.SMA(dataframe, timeperiod=50) bollinger = qtpylib.bollinger_bands(dataframe['close'], window=20, stds=2) dataframe['bb_lowerband'] = bollinger['lower'] dataframe['bb_middleband'] = bollinger['mid'] dataframe['bb_upperband'] = bollinger['upper'] return dataframe def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: dataframe.loc[ ( ( (dataframe['adx'] > 30) & (dataframe['tema'] < dataframe['bb_middleband']) & (dataframe['tema'] > dataframe['tema'].shift(1)) & (dataframe['sma_200'] > dataframe['close']) ) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame: dataframe.loc[ ( ( (dataframe['adx'] > 70) & (dataframe['tema'] > dataframe['bb_middleband']) & (dataframe['tema'] < dataframe['tema'].shift(1)) ) ), 'sell'] = 1 return dataframe