import logging import pandas as pd from technical import qtpylib from pandas import DataFrame from datetime import datetime from typing import Optional import talib.abstract as ta from freqtrade.strategy import (DecimalParameter, IStrategy, IntParameter, BooleanParameter) import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.persistence import Trade class ZaratustraV31(IStrategy): INTERFACE_VERSION = 3 timeframe = '1h' can_short = True minimal_roi = { "0": 0.01 } stoploss = -0.01 trailing_stop = True trailing_stop_positive = 0.001 trailing_stop_positive_offset = 0.0011 trailing_only_offset_is_reached = True use_exit_signal = True exit_profit_only = False ignore_buy_sell_signals = False @property def plot_config(self): plot_config = {} plot_config['main_plot'] = {} plot_config['subplots'] = { 'RSI' : { 'rsi_7' : { 'color' : 'orange', }, 'rsi_14' : { 'color' : 'red' }, }, } return plot_config def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rsi7'] = ta.RSI(dataframe, timeperiod=7) dataframe['rsi14'] = ta.RSI(dataframe, timeperiod=14) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe['rsi7'] > dataframe['rsi14']), ['enter_long', 'enter_tag'] ] = (1, 'RSI7 > RSI14') dataframe.loc[ (dataframe['rsi7'] < dataframe['rsi14']), ['enter_short', 'enter_tag'] ] = (1, 'RSI7 < RSI14') return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe['rsi7'] < dataframe['rsi14']), ['exit_long', 'exit_tag'] ] = (1, 'RSI7 cross down') dataframe.loc[ (dataframe['rsi7'] > dataframe['rsi14']), ['exit_short', 'exit_tag'] ] = (1, 'RSI7 cross up') return dataframe def leverage(self, pair: str, current_time: datetime, current_rate: float, proposed_leverage: float, max_leverage: float, side: str, **kwargs,) -> float: return 1