from freqtrade.strategy.hyper import IntParameter from freqtrade.strategy.interface import IStrategy import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, IStrategy, IntParameter) import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class new(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_params = { "buy_ma_count": 4, "buy_ma_gap": 15, } sell_params = { "sell_ma_count": 12, "sell_ma_gap": 68, } minimal_roi = { "0": 0.523, "1553": 0.123, "2332": 0.076, "3169": 0 } stoploss = -0.345 trailing_stop = False # value loaded from strategy trailing_stop_positive = None # value loaded from strategy trailing_stop_positive_offset = 0.0 # value loaded from strategy trailing_only_offset_is_reached = False # value loaded from strategy timeframe = "4h" count_max = 20 gap_max = 100 buy_ma_count = IntParameter(1, count_max, default=7, space="buy") buy_ma_gap = IntParameter(1, gap_max, default=7, space="buy") sell_ma_count = IntParameter(1, count_max, default=7, space="sell") sell_ma_gap = IntParameter(1, gap_max, default=94, space="sell") def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: for count in range(self.count_max): for gap in range(self.gap_max): if count*gap > 1 and count*gap not in dataframe.keys(): dataframe[count*gap] = ta.TEMA( dataframe, timeperiod=int(count*gap) ) print(" ", metadata['pair'], end="\t\r") return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] for ma_count in range(self.buy_ma_count.value): key = ma_count*self.buy_ma_gap.value past_key = (ma_count-1)*self.buy_ma_gap.value if past_key > 1 and key in dataframe.keys() and past_key in dataframe.keys(): conditions.append(dataframe[key] < dataframe[past_key]) if conditions: dataframe.loc[reduce(lambda x, y: x & y, conditions), "buy"] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] for ma_count in range(self.sell_ma_count.value): key = ma_count*self.sell_ma_gap.value past_key = (ma_count-1)*self.sell_ma_gap.value if past_key > 1 and key in dataframe.keys() and past_key in dataframe.keys(): conditions.append(dataframe[key] > dataframe[past_key]) if conditions: dataframe.loc[reduce(lambda x, y: x | y, conditions), "sell"] = 1 return dataframe