import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame from freqtrade.strategy import IStrategy from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class bbrsi_naive_strategy_904(IStrategy): """ This is a sample strategy to inspire you. More information in https://www.freqtrade.io/en/latest/strategy-customization/ 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 methods: populate_indicators, populate_buy_trend, populate_sell_trend You should keep: - timeframe, minimal_roi, stoploss, trailing_* """ INTERFACE_VERSION = 2 minimal_roi = { "60": 0.01, "30": 0.02, "0": 0.04 } stoploss = -0.10 trailing_stop = False buy_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True) sell_rsi = IntParameter(low=50, high=100, default=70, space='sell', optimize=True, load=True) timeframe = '5m' process_only_new_candles = False use_sell_signal = True sell_profit_only = False ignore_roi_if_buy_signal = False startup_candle_count: int = 30 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: dataframe['rsi'] = ta.RSI(dataframe) bollinger = qtpylib.bollinger_bands( qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bb_upperband'] = bollinger['upper'] dataframe['bb_midband'] = bollinger['mid'] dataframe['bb_lowerband'] = bollinger['lower'] return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rsi'] > 25) & # Signal: RSI is greater 25 (dataframe['close'] < dataframe['bb_lowerband']) # Signal: price is less than lower bb ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rsi'] > 70) & # Signal: RSI is greater 70 (dataframe['close'] > dataframe['bb_midband']) # Signal: price is greater than mid bb ), 'sell'] = 1 return dataframe