from freqtrade.strategy import IStrategy from freqtrade.strategy import CategoricalParameter, IntParameter from functools import reduce from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib import numpy # noqa class abydon_wbtc_ver1_0(IStrategy): """ Strategy WBTC Arbitrage by abydon author@: Iggy Pi github@: https://github.com/ipctec/freqtrade-strategies How to use it with docker ? > docker-compose run --rm freqtrade backtesting --strategy wbtc --timerange 20210901- """ INTERFACE_VERSION = 2 timeframe = '3m' minimal_roi = { "03": 0.0, "15": 0.07, "9": 0.05, "3": 0.06, "2": 0.08, } trailing_stop = False stoploss = -0.99 process_only_new_candles = True use_sell_signal = True sell_profit_only = True ignore_roi_if_buy_signal = False order_types = { 'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } close = IntParameter(low=1.0001, high=1.15, default=1.002, space='buy', optimize=True) close = IntParameter(low=50, high=300, default=70, space='sell', optimize=True) buy_params = { "close": 1, } sell_params = { "close": 1, } 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 [ ("BTC/USDT", "3m"), ("BTC/USDT", "1h"), ] 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. """ macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['rsi'] = ta.RSI(dataframe) dataframe['sar'] = ta.SAR(dataframe) dataframe['sma'] = ta.SMA(dataframe, timeperiod=40) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( dataframe['close'] < 1.00250000 ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( dataframe['close'] > 1.00250000 ), 'sell'] = 1 return dataframe