import talib.abstract as ta import pandas from pandas import DataFrame import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.strategy.interface import IStrategy pandas.set_option("display.precision",8) class bbrsi_941(IStrategy): """ Default Strategy provided by freqtrade bot. You can override it with your own strategy """ minimal_roi = { "0": 0.131, "109": 0.08, "226": 0.031, "522": 0 } stoploss = -0.348 trailing_stop = True trailing_stop_positive = 0.293 trailing_stop_positive_offset = 0.362 trailing_only_offset_is_reached = True timeframe = '15m' order_types = { "buy": "limit", "sell": "limit", "emergencysell": "market", "forcebuy": "market", "forcesell": "market", "stoploss": "market", "stoploss_on_exchange": True, "stoploss_on_exchange_interval": 60, "stoploss_on_exchange_limit_ratio": 0.99, } order_time_in_force = { 'buy': 'gtc', 'sell': 'gtc', } 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: Raw data from the exchange and parsed by parse_ticker_dataframe() :param metadata: Additional information, like the currently traded pair :return: a Dataframe with all mandatory indicators for the strategies """ dataframe['rsi'] = ta.RSI(dataframe) bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=3) dataframe['bb_lowerband'] = bollinger['lower'] dataframe['bb_middleband'] = bollinger['mid'] dataframe['bb_upperband'] = bollinger['upper'] 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 :param metadata: Additional information, like the currently traded pair :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['rsi'] < 74) & (dataframe['close'] < dataframe['bb_middleband']) ), '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 :param metadata: Additional information, like the currently traded pair :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['close'] > dataframe['bb_upperband']) ), 'sell'] = 1 return dataframe