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 ours(IStrategy): INTERFACE_VERSION = 3 can_short: bool = False minimal_roi = { "0": 1 } stoploss = -0.348 timeframe = '1h' process_only_new_candles = False use_exit_signal = True exit_profit_only = False ignore_roi_if_entry_signal = False emalow = IntParameter(low=1, high=55, default=21, space='buy', optimize=True, load=True) emahigh = IntParameter(low=10, high=200, default=55, space='buy', optimize=True, load=True) emalong = IntParameter(low=55, high=361, default=200, space='buy', optimize=True, load=True) emaverylow = IntParameter(low=9, high=90, default=15, space='sell', optimize=True, load=True) startup_candle_count: int = 12 order_types = { 'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } order_time_in_force = { 'entry': 'gtc', 'exit': 'gtc' } plot_config = { 'main_plot': { 'emalow': {'color': 'red'}, 'emahigh': {'color': 'green'}, 'emalong': {'color': 'blue'}, 'emaverylow': {'color' : 'orange'}, }, 'subplots': { } } def informative_pairs(self): return [] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['trix9'] = ta.TRIX(dataframe['close'], timeperiod=15) dataframe['trix15'] = ta.TRIX(dataframe['close'], timeperiod=21) dataframe['emaverylow'] = ta.EMA(dataframe['close'], timeperiod=9) dataframe['emalow'] = ta.EMA(dataframe['close'], timeperiod=21) dataframe['emahigh'] = ta.EMA(dataframe['close'], timeperiod=89) dataframe['emalong'] = ta.EMA(dataframe['close'], timeperiod=200) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['emalow'] > dataframe['emahigh']) & (dataframe['emahigh'] > dataframe['emalong']) & (dataframe['low'] > dataframe['emahigh'] ) ), ['enter_long','ours']] = 1 dataframe.loc[ ( (dataframe['emalow'] < dataframe['emahigh']) & (dataframe['emahigh'] < dataframe['emalong']) & (dataframe['low'] < dataframe['emahigh'] ) ), ['enter_short','ours']] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['emaverylow'] < dataframe['emalow']) ), ['exit_long','ours']] = 1 dataframe.loc[ ( (dataframe['emaverylow'] > dataframe['emalow']) ), ['exit_short','ours']] = 1 return dataframe