from freqtrade.strategy.hyper import IntParameter from freqtrade.strategy.interface import IStrategy from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib from functools import reduce class strategy(IStrategy): 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