import numpy as np import pandas as pd import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.strategy import IStrategy, stoploss_from_absolute, stoploss_from_open from freqtrade.persistence import Trade from datetime import datetime import logging # remove after logger = logging.getLogger(__name__) # remove after class roger4(IStrategy): INTERFACE_VERSION = 3 can_short = False minimal_roi = { "60": 0.01, "30": 0.03, "20": 0.04, "0": 0.05 } stoploss = -0.1 trailing_stop = False timeframe = '15m' process_only_new_candles = True def populate_indicators(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame: macd = ta.MACD(dataframe, fastperiod=12, slowperiod=26, signalperiod=9) dataframe['sma200'] = ta.SMA(dataframe, timeperiod=200) dataframe['sma50'] = ta.SMA(dataframe, timeperiod=50) 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['bb_percent'] = \ (dataframe['close'] - dataframe['bb_lowerband']) / (dataframe['bb_upperband'] - dataframe['bb_lowerband']) dataframe['bb_width'] = (dataframe['bb_upperband'] - dataframe['bb_lowerband']) / dataframe['bb_middleband'] return dataframe def populate_entry_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame: dataframe.loc[ ( (dataframe['sma200'] < dataframe['sma50']) & (dataframe['bb_percent'] < 0.1) & (dataframe['bb_width'] > 0.03) ), 'buy' ] = 1 return dataframe def populate_exit_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame: dataframe.loc[ ( (dataframe['sma200'] > dataframe['sma50']) & (dataframe['bb_percent'] > 0.9) & (dataframe['bb_width'] > 0.03) ), 'sell' ] = 1 return dataframe