from freqtrade.strategy.interface import IStrategy from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class firstpython(IStrategy): """ author@: Gert Wohlgemuth converted from: https://github.com/sthewissen/Mynt/blob/master/src/Mynt.Core/Strategies/BbandRsi.cs """ minimal_roi = { "0": 0.11078, "33": 0.06816, "68": 0.02844, "165": 0 } trailing_stop = True trailing_stop_positive = 0.0102 trailing_stop_positive_offset = 0.03701 trailing_only_offset_is_reached = False stoploss = -0.32745 timeframe = '5m' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) 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. Can be a copy of the corresponding method from the strategy, or will be loaded from the strategy. Must align to populate_indicators used (either from this File, or from the strategy) Only used when --spaces does not include buy """ dataframe.loc[ ( (dataframe['close'] < dataframe['bb_lowerband']) & (dataframe['rsi'] < 40) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators. Can be a copy of the corresponding method from the strategy, or will be loaded from the strategy. Must align to populate_indicators used (either from this File, or from the strategy) Only used when --spaces does not include sell """ dataframe.loc[ ( (dataframe['close'] > dataframe['bb_upperband']) ), 'sell'] = 1 return dataframe