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 freqtrade.vendor.qtpylib.indicators as qtpylib class Roth01(IStrategy): buy_params = { 'adx-enabled': False, 'adx-value': 31, 'cci-enabled': False, 'cci-value': -74, 'fastd-enabled': False, 'fastd-value': 41, 'mfi-enabled': True, 'mfi-value': 20, 'rsi-enabled': False, 'rsi-value': 34, 'trigger': 'bb_lower' } sell_params = { 'sell-adx-enabled': True, 'sell-adx-value': 69, 'sell-cci-enabled': False, 'sell-cci-value': 60, 'sell-fastd-enabled': False, 'sell-fastd-value': 77, 'sell-mfi-enabled': True, 'sell-mfi-value': 92, 'sell-rsi-enabled': True, 'sell-rsi-value': 75, 'sell-trigger': 'sell-bb_upper' } minimal_roi = { "0": 0.14696, "29": 0.06698, "75": 0.02449, "181": 0 } stoploss = -0.29585 timeframe = '5m' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] dataframe['adx'] = ta.ADX(dataframe) dataframe['cci'] = ta.CCI(dataframe) bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bb_low'] = bollinger['lower'] dataframe['bb_mid'] = bollinger['mid'] dataframe['bb_upper'] = bollinger['upper'] dataframe['bb_perc'] = (dataframe['close'] - dataframe['bb_low']) / ( dataframe['bb_upper'] - dataframe['bb_low']) dataframe['rsi'] = ta.RSI(dataframe) dataframe['sar'] = ta.SAR(dataframe) dataframe['mfi'] = ta.MFI(dataframe) stoch_fast = ta.STOCHF(dataframe) dataframe['fastd'] = stoch_fast['fastd'] dataframe['fastk'] = stoch_fast['fastk'] 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 :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['mfi'] < 24) & (dataframe['close'] < dataframe['bb_low']) & (dataframe['cci'] <= -57.0) ), '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 :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['sar'] > dataframe['close']) & (dataframe['rsi'] > 75) & (dataframe['close'] > dataframe['bb_upper']) & (dataframe['cci'] >= 83.0) & (dataframe['mfi'] < 92) & (dataframe['sar']) ), 'sell'] = 1 return dataframe