import math import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame from freqtrade.persistence import Trade from freqtrade.strategy import IStrategy, merge_informative_pair import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class TenderEnter(IStrategy): """ This is a strategy template to get you started. More information in https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md 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 prototype for the methods: minimal_roi, stoploss, populate_indicators, populate_buy_trend, populate_sell_trend, hyperopt_space, buy_strategy_generator """ INTERFACE_VERSION = 2 custom_stops = {} minimal_roi = { "0": 0.21296, "94": 0.13203, "190": 0.04443, "374": 0 } stoploss = -0.25933 trailing_stop = True trailing_stop_positive = 0.25571 trailing_stop_positive_offset = 0.35142 trailing_only_offset_is_reached = True timeframe = '15m' inf_tf = '15m' #timeframe of second line process_only_new_candles = False use_sell_signal = False sell_profit_only = False ignore_roi_if_buy_signal = True startup_candle_count: int = 102 order_types = { 'buy': 'market', 'sell': 'market', 'stoploss': 'market', 'stoploss_on_exchange': True } order_time_in_force = { 'buy': 'gtc', 'sell': 'gtc' } plot_config = { 'main_plot': { 'tema': {}, 'sar': {'color': 'white'}, }, 'subplots': { "MACD": { 'macd': {'color': 'blue'}, 'macdsignal': {'color': 'orange'}, }, "RSI": { 'rsi': {'color': 'red'}, } } } 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: """ Adds several different TA indicators to the given DataFrame Performance Note: For the best performance be frugal on the number of indicators you are using. Let uncomment only the indicator you are using in your strategies or your hyperopt configuration, otherwise you will waste your memory and CPU usage. :param dataframe: Dataframe with data from the exchange :param metadata: Additional information, like the currently traded pair :return: a Dataframe with all mandatory indicators for the strategies """ 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[( self.compareFields(dataframe, 'close', 1, 1017) & self.compareFields(dataframe, 'close', 2, 1017) & self.compareFields(dataframe, 'volume', 1, 65) & self.compareFields(dataframe, 'volume', 2, 65) & (dataframe['volume'] > 0)),'buy'] = 1 return dataframe def compareFields(self, dt, fieldname, shift, ratio=1.034): return dt[fieldname].shift(shift)/dt[fieldname] > ratio/1000 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['volume'] > 0) # Make sure Volume is not 0 ), 'sell'] = 0 return dataframe