import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame from freqtrade.strategy.interface import IStrategy import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class bbrsi_for_hyperopts(IStrategy): INTERFACE_VERSION = 2 minimal_roi = { "1130": 0, "323": 0.02425, "125": 0.10237, "0": 0.51888 } stoploss = -0.30185 trailing_stop = False ticker_interval = '1h' process_only_new_candles = False use_sell_signal = True sell_profit_only = False ignore_roi_if_buy_signal = False startup_candle_count: int = 20 order_types = { 'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } 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 :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) dataframe['mfi'] = ta.MFI(dataframe) for std in range(1, 4): bollinger = qtpylib.bollinger_bands( qtpylib.typical_price(dataframe), window=20, stds=std) dataframe['bb_lowerband' + str(std)] = bollinger['lower'] dataframe['bb_upperband' + str(std)] = bollinger['upper'] bollinger = qtpylib.bollinger_bands( qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bb_middleband'] = bollinger['mid'] """ if self.dp: if self.dp.runmode in ('live', 'dry_run'): ob = self.dp.orderbook(metadata['pair'], 1) dataframe['best_bid'] = ob['bids'][0][0] dataframe['best_ask'] = ob['asks'][0][0] """ 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[ ( (dataframe['close'] < dataframe['bb_lowerband']) & (dataframe['rsi'] <= 31) ), '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 populated with indicators :param metadata: Additional information, like the currently traded pair :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['close'] > dataframe['bb_middleband']) & (dataframe['rsi'] >= 61) ), 'sell'] = 1 return dataframe