import talib.abstract as ta from pandas import DataFrame import freqtrade.vendor.qtpylib.indicators as qtpylib from technical.indicator_helpers import fishers_inverse from freqtrade.strategy.interface import IStrategy class low_bb(IStrategy): """ author@: Thorsten works on new objectify branch! idea: buy after crossing .98 * lower_bb and sell if trailing stop loss is hit """ minimal_roi = { "0": 0.9, "1": 0.05, "10": 0.04, "15": 0.5 } stoploss = -0.015 order_types = { 'buy': 'limit', 'sell': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False } order_time_in_force = { 'buy': 'gtc', 'sell': 'gtc', } def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: 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'] dataframe['ema50'] = ta.EMA(dataframe, timeperiod=20) 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 :return: DataFrame with buy column """ dataframe.loc[ ( qtpylib.crossed_below(dataframe['close'], 0.98 * dataframe['bb_lowerband']) ) , '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 :return: DataFrame with buy column """ dataframe.loc[ (), 'sell'] = 0 return dataframe