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 Simple_4(IStrategy): """ author@: Gert Wohlgemuth idea: this strategy is based on the book, 'The Simple Strategy' and can be found in detail here: https://www.amazon.com/Simple-Strategy-Powerful-Trading-Futures-ebook/dp/B00E66QPCG/ref=sr_1_1?ie=UTF8&qid=1525202675&sr=8-1&keywords=the+simple+strategy """ minimal_roi = { "0": 0.01 } stoploss = -0.25 ticker_interval = '5m' def populate_indicators(self, dataframe: DataFrame) -> DataFrame: macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] dataframe['rsi'] = ta.RSI(dataframe, timeperiod=7) bollinger = qtpylib.bollinger_bands(dataframe['close'], window=12, stds=2) dataframe['bb_lowerband'] = bollinger['lower'] dataframe['bb_upperband'] = bollinger['upper'] dataframe['bb_middleband'] = bollinger['mid'] return dataframe def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: dataframe.loc[ ( ( (dataframe['macd'] > 0) # over 0 & (dataframe['macd'] > dataframe['macdsignal']) # over signal & (dataframe['bb_upperband'] > dataframe['bb_upperband'].shift(1)) # pointed up & (dataframe['rsi'] > 70) # optional filter, need to investigate ) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame: dataframe.loc[ ( (dataframe['rsi'] > 80) ), 'sell'] = 1 return dataframe