# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement # flake8: noqa: F401 # isort: skip_file # --- Do not remove these libs --- import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame import os from datetime import datetime from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, IStrategy, IntParameter, RealParameter) from freqtrade.strategy import merge_informative_pair # -------------------------------- # Add your lib to import here import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib import ta as taichi pd.set_option('display.max_columns', 100) pd.set_option('display.max_rows', None) pd.set_option('display.expand_frame_repr', True) def delete_log_results(): if os.path.exists("mylogs.txt"): os.remove("mylogs.txt") def log_to_results(str_to_log): fr = open("mylogs.txt", "a") #fr.write(str(datetime.now()) + " : " + str_to_log + "\n") fr.write(str_to_log + "\n") fr.close() # This class is a sample. Feel free to customize it. class StratEma7Ema25(IStrategy): delete_log_results() # Strategy interface version - allow new iterations of the strategy interface. # Check the documentation or the Sample strategy to get the latest version. INTERFACE_VERSION = 3 # Can this strategy go short? can_short: bool = True #roi0 = RealParameter(0.01, 0.09, decimals=1, default=0.04, space="buy") # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi". minimal_roi = { #"60": 0.01, #"30": 0.01, "0": 0.25 } # Optimal stoploss designed for the strategy. # This attribute will be overridden if the config file contains "stoploss". stoploss = -0.25 # Trailing stoploss trailing_stop = False # trailing_only_offset_is_reached = False trailing_stop_positive = 0.005 # trailing_stop_positive_offset = 0.0 # Disabled / not configured # Optimal timeframe for the strategy. timeframe = '15m' # Run "populate_indicators()" only for new candle. process_only_new_candles = True # These values can be overridden in the config. use_exit_signal = True exit_profit_only = False ignore_roi_if_entry_signal = False # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 26 # Optional order type mapping. order_types = { 'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } # Optional order time in force. order_time_in_force = { 'entry': 'gtc', 'exit': 'gtc' } def informative_pairs(self): # get access to all pairs available in whitelist. return [] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # RSI dataframe['rsi'] = ta.RSI(dataframe) dataframe['ema20'] = ta.EMA(dataframe, timeperiod = 20) dataframe['ema50'] = ta.EMA(dataframe, timeperiod = 50) dataframe['ema100'] = ta.EMA(dataframe, timeperiod = 100) #log_to_results(dataframe.to_string()) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( qtpylib.crossed_above(dataframe['ema20'], dataframe['ema100']) ), 'enter_long'] = 1 """ dataframe.loc[ ( qtpylib.crossed_below(dataframe['ema20'], dataframe['ema100']) ), 'enter_short'] = 1 """ return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ dataframe.loc[ ( qtpylib.crossed_below(dataframe['ema20'], dataframe['ema50']) ), 'exit_long'] = 1 dataframe.loc[ ( qtpylib.crossed_above(dataframe['ema20'], dataframe['ema50']) ), 'exit_short'] = 1 """ return dataframe