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_optimized_strategy_905(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 = { "0": 0.199, "115": 0.083, "219": 0.042, "497": 0 } stoploss = -0.28 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_1sd = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=1) dataframe['bb_upperband_1sd'] = bollinger_1sd['upper'] bollinger_3sd = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=3) dataframe['bb_lowerband_3sd'] = bollinger_3sd['lower'] return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['close'] < dataframe['bb_lowerband_3sd']) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rsi'] > 72) & (dataframe['close'] > dataframe['bb_upperband_1sd']) ), 'sell'] = 1 return dataframe