# RokoNeural strategy # Stupid simple triple layer NN strategy # IT SHOULD BE OPTIMIZED BEFORE FIRST RUN USING HYPEROPT # For better results in terms of profit or/and win ratio # I recommend not to optimize sell space at beginning. # Optimize roi and trailing instead. # 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 # -------------------------------- # Add your lib to import here import talib.abstract as ta from pandas import DataFrame from freqtrade.strategy import (DecimalParameter, IStrategy, IntParameter) class RokoNeuralV3(IStrategy): minimal_roi = { "0": 10000 } stoploss = -0.9 # Trailing stoploss trailing_stop = False trailing_only_offset_is_reached = False trailing_stop_positive = 0.01 trailing_stop_positive_offset = 0.0 # Disabled / not configured # Hyperoptable parameters # Buy neural network weights buy_w_0_0_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_0_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_0_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_0_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_0_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_0_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_0_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_0_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_1_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_1_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_1_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_1_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_1_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_1_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_1_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_1_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_2_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_2_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_2_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_2_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_2_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_2_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_2_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_2_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_3_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_3_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_3_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_3_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_3_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_3_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_3_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_3_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_4_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_4_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_4_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_4_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_4_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_4_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_4_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_0_4_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_0_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_0_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_0_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_0_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_0_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_1_0_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_1_0_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_1_0_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_1_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_1_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_1_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_1_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_1_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_1_1_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_1_1_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_1_1_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_2_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_2_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_2_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_2_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_2_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_1_2_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_1_2_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_1_2_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_3_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_3_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_3_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_3_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_3_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_1_3_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_1_3_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_1_3_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_4_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_4_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_4_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_4_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_1_4_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_1_4_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_1_4_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_1_4_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_0_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_0_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_0_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_0_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_0_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_2_0_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_2_0_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_2_0_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_1_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_1_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_1_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_1_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_1_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_2_1_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_2_1_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_2_1_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_2_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_2_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_2_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_2_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_2_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_2_2_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_2_2_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_2_2_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_3_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_3_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_3_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_3_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_3_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_2_3_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_2_3_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_2_3_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_4_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_4_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_4_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_4_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_w_2_4_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_2_4_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_2_4_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) #buy_w_2_4_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_exit_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_exit_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_exit_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_exit_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_exit_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True) buy_activation = IntParameter(low=0, high=100000, default=0, space='buy', optimize=True, load=True) # Sell neural network weights sell_w_0_0_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_0_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_0_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_0_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_0_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_0_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_0_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_0_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_1_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_1_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_1_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_1_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_1_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_1_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_1_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_1_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_2_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_2_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_2_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_2_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_2_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_2_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_2_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_2_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_3_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_3_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_3_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_3_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_3_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_3_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_3_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_3_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_4_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_4_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_4_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_4_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_4_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_4_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_4_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_0_4_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_0_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_0_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_0_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_0_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_0_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_1_0_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_1_0_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_1_0_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_1_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_1_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_1_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_1_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_1_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_1_1_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_1_1_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_1_1_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_2_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_2_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_2_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_2_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_2_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_1_2_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_1_2_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_1_2_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_3_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_3_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_3_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_3_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_3_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_1_3_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_1_3_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_1_3_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_4_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_4_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_4_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_4_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_1_4_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_1_4_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_1_4_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_1_4_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_0_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_0_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_0_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_0_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_0_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_2_0_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_2_0_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_2_0_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_1_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_1_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_1_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_1_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_1_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_2_1_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_2_1_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_2_1_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_2_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_2_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_2_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_2_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_2_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_2_2_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_2_2_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_2_2_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_3_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_3_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_3_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_3_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_3_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_2_3_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_2_3_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_2_3_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_4_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_4_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_4_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_4_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_w_2_4_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_2_4_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_2_4_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) #sell_w_2_4_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_exit_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_exit_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_exit_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_exit_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_exit_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True) sell_activation = IntParameter(low=0, high=100000, default=0, space='sell', optimize=True, load=True) timeframe = '5m' # Run "populate_indicators()" only for new candle. process_only_new_candles = False # These values can be overridden in the "ask_strategy" section in the config. use_sell_signal = True sell_profit_only = False ignore_roi_if_buy_signal = False # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 30 # Optional order type mapping. order_types = { 'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } # Optional order time in force. order_time_in_force = { 'buy': 'gtc', 'sell': 'gtc' } def informative_pairs(self): return [] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Momentum Indicators # ------------------------------------ # # Commodity Channel Index: values [Oversold:-100, Overbought:100] dataframe['cci'] = ta.CCI(dataframe) # RSI dataframe['rsi'] = ta.RSI(dataframe) dataframe['rsi_norm'] = (dataframe['rsi'] - 50) * 2 # MFI dataframe['mfi'] = ta.MFI(dataframe) dataframe['mfi_norm'] = (dataframe['mfi'] - 50) * 2 # Williams %R dataframe['willr'] = ta.WILLR(dataframe) dataframe['willr_norm'] = (dataframe['willr'] + 50) * 2 # ROC dataframe['roc'] = ta.ROC(dataframe) dataframe['uo'] = ta.ULTOSC(dataframe) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: nn_input_0 = [dataframe['cci'], dataframe['rsi_norm'], dataframe['mfi_norm'], dataframe['willr_norm'], dataframe['roc'], dataframe['uo'], 1] buy_weight_0_0 = [self.buy_w_0_0_0.value, self.buy_w_0_0_1.value, self.buy_w_0_0_2.value, self.buy_w_0_0_3.value, self.buy_w_0_0_4.value, self.buy_w_0_0_5.value, self.buy_w_0_0_6.value, self.buy_w_0_0_7.value, ] buy_weight_0_1 = [self.buy_w_0_1_0.value, self.buy_w_0_1_1.value, self.buy_w_0_1_2.value, self.buy_w_0_1_3.value, self.buy_w_0_1_4.value, self.buy_w_0_1_5.value, self.buy_w_0_1_6.value, self.buy_w_0_1_7.value, ] buy_weight_0_2 = [self.buy_w_0_2_0.value, self.buy_w_0_2_1.value, self.buy_w_0_2_2.value, self.buy_w_0_2_3.value, self.buy_w_0_2_4.value, self.buy_w_0_2_5.value, self.buy_w_0_2_6.value, self.buy_w_0_2_7.value, ] buy_weight_0_3 = [self.buy_w_0_3_0.value, self.buy_w_0_3_1.value, self.buy_w_0_3_2.value, self.buy_w_0_3_3.value, self.buy_w_0_3_4.value, self.buy_w_0_3_5.value, self.buy_w_0_3_6.value, self.buy_w_0_3_7.value, ] buy_weight_0_4 = [self.buy_w_0_4_0.value, self.buy_w_0_4_1.value, self.buy_w_0_4_2.value, self.buy_w_0_4_3.value, self.buy_w_0_4_4.value, self.buy_w_0_4_5.value, self.buy_w_0_4_6.value, self.buy_w_0_4_7.value, ] buy_weight_1_0 = [self.buy_w_1_0_0.value, self.buy_w_1_0_1.value, self.buy_w_1_0_2.value, self.buy_w_1_0_3.value, self.buy_w_1_0_4.value] buy_weight_1_1 = [self.buy_w_1_1_0.value, self.buy_w_1_1_1.value, self.buy_w_1_1_2.value, self.buy_w_1_1_3.value, self.buy_w_1_1_4.value] buy_weight_1_2 = [self.buy_w_1_2_0.value, self.buy_w_1_2_1.value, self.buy_w_1_2_2.value, self.buy_w_1_2_3.value, self.buy_w_1_2_4.value] buy_weight_1_3 = [self.buy_w_1_3_0.value, self.buy_w_1_3_1.value, self.buy_w_1_3_2.value, self.buy_w_1_3_3.value, self.buy_w_1_3_4.value] buy_weight_1_4 = [self.buy_w_1_4_0.value, self.buy_w_1_4_1.value, self.buy_w_1_4_2.value, self.buy_w_1_4_3.value, self.buy_w_1_4_4.value] buy_weight_2_0 = [self.buy_w_2_0_0.value, self.buy_w_2_0_1.value, self.buy_w_2_0_2.value, self.buy_w_2_0_3.value, self.buy_w_2_0_4.value] buy_weight_2_1 = [self.buy_w_2_1_0.value, self.buy_w_2_1_1.value, self.buy_w_2_1_2.value, self.buy_w_2_1_3.value, self.buy_w_2_1_4.value] buy_weight_2_2 = [self.buy_w_2_2_0.value, self.buy_w_2_2_1.value, self.buy_w_2_2_2.value, self.buy_w_2_2_3.value, self.buy_w_2_2_4.value] buy_weight_2_3 = [self.buy_w_2_3_0.value, self.buy_w_2_3_1.value, self.buy_w_2_3_2.value, self.buy_w_2_3_3.value, self.buy_w_2_3_4.value] buy_weight_2_4 = [self.buy_w_2_4_0.value, self.buy_w_2_4_1.value, self.buy_w_2_4_2.value, self.buy_w_2_4_3.value, self.buy_w_2_4_4.value] #buy_weight_1_0 = [self.buy_w_1_0_0.value, self.buy_w_1_0_1.value, self.buy_w_1_0_2.value, #self.buy_w_1_0_3.value, self.buy_w_1_0_4.value, self.buy_w_1_0_5.value, #self.buy_w_1_0_6.value, self.buy_w_1_0_7.value, ] #buy_weight_1_1 = [self.buy_w_1_1_0.value, self.buy_w_1_1_1.value, self.buy_w_1_1_2.value, #self.buy_w_1_1_3.value, self.buy_w_1_1_4.value, self.buy_w_1_1_5.value, #self.buy_w_1_1_6.value, self.buy_w_1_1_7.value, ] #buy_weight_1_2 = [self.buy_w_1_2_0.value, self.buy_w_1_2_1.value, self.buy_w_1_2_2.value, #self.buy_w_1_2_3.value, self.buy_w_1_2_4.value, self.buy_w_1_2_5.value, #self.buy_w_1_2_6.value, self.buy_w_1_2_7.value, ] #buy_weight_1_3 = [self.buy_w_1_3_0.value, self.buy_w_1_3_1.value, self.buy_w_1_3_2.value, #self.buy_w_1_3_3.value, self.buy_w_1_3_4.value, self.buy_w_1_3_5.value, #self.buy_w_1_3_6.value, self.buy_w_1_3_7.value, ] #buy_weight_1_4 = [self.buy_w_1_4_0.value, self.buy_w_1_4_1.value, self.buy_w_1_4_2.value, #self.buy_w_1_4_3.value, self.buy_w_1_4_4.value, self.buy_w_1_4_5.value, #self.buy_w_1_4_6.value, self.buy_w_1_4_7.value, ] #buy_weight_2_0 = [self.buy_w_2_0_0.value, self.buy_w_2_0_1.value, self.buy_w_2_0_2.value, #self.buy_w_2_0_3.value, self.buy_w_2_0_4.value, self.buy_w_2_0_5.value, #self.buy_w_2_0_6.value, self.buy_w_2_0_7.value, ] #buy_weight_2_1 = [self.buy_w_2_1_0.value, self.buy_w_2_1_1.value, self.buy_w_2_1_2.value, #self.buy_w_2_1_3.value, self.buy_w_2_1_4.value, self.buy_w_2_1_5.value, #self.buy_w_2_1_6.value, self.buy_w_2_1_7.value, ] #buy_weight_2_2 = [self.buy_w_2_2_0.value, self.buy_w_2_2_1.value, self.buy_w_2_2_2.value, #self.buy_w_2_2_3.value, self.buy_w_2_2_4.value, self.buy_w_2_2_5.value, #self.buy_w_2_2_6.value, self.buy_w_2_2_7.value, ] #buy_weight_2_3 = [self.buy_w_2_3_0.value, self.buy_w_2_3_1.value, self.buy_w_2_3_2.value, #self.buy_w_2_3_3.value, self.buy_w_2_3_4.value, self.buy_w_2_3_5.value, #self.buy_w_2_3_6.value, self.buy_w_2_3_7.value, ] #buy_weight_2_4 = [self.buy_w_2_4_0.value, self.buy_w_2_4_1.value, self.buy_w_2_4_2.value, #self.buy_w_2_4_3.value, self.buy_w_2_4_4.value, self.buy_w_2_4_5.value, #self.buy_w_2_4_6.value, self.buy_w_2_4_7.value, ] buy_neuron_0_0 = 0 buy_neuron_0_1 = 0 buy_neuron_0_2 = 0 buy_neuron_0_3 = 0 buy_neuron_0_4 = 0 buy_neuron_1_0 = 0 buy_neuron_1_1 = 0 buy_neuron_1_2 = 0 buy_neuron_1_3 = 0 buy_neuron_1_4 = 0 buy_neuron_2_0 = 0 buy_neuron_2_1 = 0 buy_neuron_2_2 = 0 buy_neuron_2_3 = 0 buy_neuron_2_4 = 0 for i in range(len(nn_input_0)): buy_neuron_0_0 += nn_input_0[i] * buy_weight_0_0[i] buy_neuron_0_1 += nn_input_0[i] * buy_weight_0_1[i] buy_neuron_0_2 += nn_input_0[i] * buy_weight_0_2[i] buy_neuron_0_3 += nn_input_0[i] * buy_weight_0_3[i] buy_neuron_0_4 += nn_input_0[i] * buy_weight_0_4[i] nn_input_1 = [buy_neuron_0_0, buy_neuron_0_1, buy_neuron_0_2, buy_neuron_0_3, buy_neuron_0_4] for i in range(len(nn_input_1)): buy_neuron_1_0 += nn_input_1[i] * buy_weight_1_0[i] buy_neuron_1_1 += nn_input_1[i] * buy_weight_1_1[i] buy_neuron_1_2 += nn_input_1[i] * buy_weight_1_2[i] buy_neuron_1_3 += nn_input_1[i] * buy_weight_1_3[i] buy_neuron_1_4 += nn_input_1[i] * buy_weight_1_4[i] nn_input_2 = [buy_neuron_1_0, buy_neuron_1_1, buy_neuron_1_2, buy_neuron_1_3, buy_neuron_1_4] for i in range(len(nn_input_2)): buy_neuron_2_0 += nn_input_2[i] * buy_weight_2_0[i] buy_neuron_2_1 += nn_input_2[i] * buy_weight_2_1[i] buy_neuron_2_2 += nn_input_2[i] * buy_weight_2_2[i] buy_neuron_2_3 += nn_input_2[i] * buy_weight_2_3[i] buy_neuron_2_4 += nn_input_2[i] * buy_weight_2_4[i] nn_input_3 = [buy_neuron_2_0, buy_neuron_2_1, buy_neuron_2_2, buy_neuron_2_3, buy_neuron_2_4, ] buy_exit_neuron = self.buy_exit_0.value * buy_neuron_2_0 + self.buy_exit_1.value * buy_neuron_2_1 + self.buy_exit_2.value * buy_neuron_2_2 + self.buy_exit_3.value * buy_neuron_2_3 + self.buy_exit_4.value * buy_neuron_2_4 dataframe.loc[ ( (buy_exit_neuron > self.buy_activation.value) & (dataframe['volume'] > 0) # Make sure Volume is not 0 ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: nn_input_0 = [dataframe['cci'], dataframe['rsi_norm'], dataframe['mfi_norm'], dataframe['willr_norm'], dataframe['roc'], dataframe['uo'], 1] sell_weight_0_0 = [self.sell_w_0_0_0.value, self.sell_w_0_0_1.value, self.sell_w_0_0_2.value, self.sell_w_0_0_3.value, self.sell_w_0_0_4.value, self.sell_w_0_0_5.value, self.sell_w_0_0_6.value, self.sell_w_0_0_7.value, ] sell_weight_0_1 = [self.sell_w_0_1_0.value, self.sell_w_0_1_1.value, self.sell_w_0_1_2.value, self.sell_w_0_1_3.value, self.sell_w_0_1_4.value, self.sell_w_0_1_5.value, self.sell_w_0_1_6.value, self.sell_w_0_1_7.value, ] sell_weight_0_2 = [self.sell_w_0_2_0.value, self.sell_w_0_2_1.value, self.sell_w_0_2_2.value, self.sell_w_0_2_3.value, self.sell_w_0_2_4.value, self.sell_w_0_2_5.value, self.sell_w_0_2_6.value, self.sell_w_0_2_7.value, ] sell_weight_0_3 = [self.sell_w_0_3_0.value, self.sell_w_0_3_1.value, self.sell_w_0_3_2.value, self.sell_w_0_3_3.value, self.sell_w_0_3_4.value, self.sell_w_0_3_5.value, self.sell_w_0_3_6.value, self.sell_w_0_3_7.value, ] sell_weight_0_4 = [self.sell_w_0_4_0.value, self.sell_w_0_4_1.value, self.sell_w_0_4_2.value, self.sell_w_0_4_3.value, self.sell_w_0_4_4.value, self.sell_w_0_4_5.value, self.sell_w_0_4_6.value, self.sell_w_0_4_7.value, ] sell_weight_1_0 = [self.sell_w_1_0_0.value, self.sell_w_1_0_1.value, self.sell_w_1_0_2.value, self.sell_w_1_0_3.value, self.sell_w_1_0_4.value] sell_weight_1_1 = [self.sell_w_1_1_0.value, self.sell_w_1_1_1.value, self.sell_w_1_1_2.value, self.sell_w_1_1_3.value, self.sell_w_1_1_4.value] sell_weight_1_2 = [self.sell_w_1_2_0.value, self.sell_w_1_2_1.value, self.sell_w_1_2_2.value, self.sell_w_1_2_3.value, self.sell_w_1_2_4.value] sell_weight_1_3 = [self.sell_w_1_3_0.value, self.sell_w_1_3_1.value, self.sell_w_1_3_2.value, self.sell_w_1_3_3.value, self.sell_w_1_3_4.value] sell_weight_1_4 = [self.sell_w_1_4_0.value, self.sell_w_1_4_1.value, self.sell_w_1_4_2.value, self.sell_w_1_4_3.value, self.sell_w_1_4_4.value] sell_weight_2_0 = [self.sell_w_2_0_0.value, self.sell_w_2_0_1.value, self.sell_w_2_0_2.value, self.sell_w_2_0_3.value, self.sell_w_2_0_4.value] sell_weight_2_1 = [self.sell_w_2_1_0.value, self.sell_w_2_1_1.value, self.sell_w_2_1_2.value, self.sell_w_2_1_3.value, self.sell_w_2_1_4.value] sell_weight_2_2 = [self.sell_w_2_2_0.value, self.sell_w_2_2_1.value, self.sell_w_2_2_2.value, self.sell_w_2_2_3.value, self.sell_w_2_2_4.value] sell_weight_2_3 = [self.sell_w_2_3_0.value, self.sell_w_2_3_1.value, self.sell_w_2_3_2.value, self.sell_w_2_3_3.value, self.sell_w_2_3_4.value] sell_weight_2_4 = [self.sell_w_2_4_0.value, self.sell_w_2_4_1.value, self.sell_w_2_4_2.value, self.sell_w_2_4_3.value, self.sell_w_2_4_4.value] #sell_weight_1_0 = [self.sell_w_1_0_0.value, self.sell_w_1_0_1.value, self.sell_w_1_0_2.value, #self.sell_w_1_0_3.value, self.sell_w_1_0_4.value, self.sell_w_1_0_5.value, #self.sell_w_1_0_6.value, self.sell_w_1_0_7.value, ] #sell_weight_1_1 = [self.sell_w_1_1_0.value, self.sell_w_1_1_1.value, self.sell_w_1_1_2.value, #self.sell_w_1_1_3.value, self.sell_w_1_1_4.value, self.sell_w_1_1_5.value, #self.sell_w_1_1_6.value, self.sell_w_1_1_7.value, ] #sell_weight_1_2 = [self.sell_w_1_2_0.value, self.sell_w_1_2_1.value, self.sell_w_1_2_2.value, #self.sell_w_1_2_3.value, self.sell_w_1_2_4.value, self.sell_w_1_2_5.value, #self.sell_w_1_2_6.value, self.sell_w_1_2_7.value, ] #sell_weight_1_3 = [self.sell_w_1_3_0.value, self.sell_w_1_3_1.value, self.sell_w_1_3_2.value, #self.sell_w_1_3_3.value, self.sell_w_1_3_4.value, self.sell_w_1_3_5.value, #self.sell_w_1_3_6.value, self.sell_w_1_3_7.value, ] #sell_weight_1_4 = [self.sell_w_1_4_0.value, self.sell_w_1_4_1.value, self.sell_w_1_4_2.value, #self.sell_w_1_4_3.value, self.sell_w_1_4_4.value, self.sell_w_1_4_5.value, #self.sell_w_1_4_6.value, self.sell_w_1_4_7.value, ] #sell_weight_2_0 = [self.sell_w_2_0_0.value, self.sell_w_2_0_1.value, self.sell_w_2_0_2.value, #self.sell_w_2_0_3.value, self.sell_w_2_0_4.value, self.sell_w_2_0_5.value, #self.sell_w_2_0_6.value, self.sell_w_2_0_7.value, ] #sell_weight_2_1 = [self.sell_w_2_1_0.value, self.sell_w_2_1_1.value, self.sell_w_2_1_2.value, #self.sell_w_2_1_3.value, self.sell_w_2_1_4.value, self.sell_w_2_1_5.value, #self.sell_w_2_1_6.value, self.sell_w_2_1_7.value, ] #sell_weight_2_2 = [self.sell_w_2_2_0.value, self.sell_w_2_2_1.value, self.sell_w_2_2_2.value, #self.sell_w_2_2_3.value, self.sell_w_2_2_4.value, self.sell_w_2_2_5.value, #self.sell_w_2_2_6.value, self.sell_w_2_2_7.value, ] #sell_weight_2_3 = [self.sell_w_2_3_0.value, self.sell_w_2_3_1.value, self.sell_w_2_3_2.value, #self.sell_w_2_3_3.value, self.sell_w_2_3_4.value, self.sell_w_2_3_5.value, #self.sell_w_2_3_6.value, self.sell_w_2_3_7.value, ] #sell_weight_2_4 = [self.sell_w_2_4_0.value, self.sell_w_2_4_1.value, self.sell_w_2_4_2.value, #self.sell_w_2_4_3.value, self.sell_w_2_4_4.value, self.sell_w_2_4_5.value, #self.sell_w_2_4_6.value, self.sell_w_2_4_7.value, ] sell_neuron_0_0 = 0 sell_neuron_0_1 = 0 sell_neuron_0_2 = 0 sell_neuron_0_3 = 0 sell_neuron_0_4 = 0 sell_neuron_1_0 = 0 sell_neuron_1_1 = 0 sell_neuron_1_2 = 0 sell_neuron_1_3 = 0 sell_neuron_1_4 = 0 sell_neuron_2_0 = 0 sell_neuron_2_1 = 0 sell_neuron_2_2 = 0 sell_neuron_2_3 = 0 sell_neuron_2_4 = 0 for i in range(len(nn_input_0)): sell_neuron_0_0 += nn_input_0[i] * sell_weight_0_0[i] sell_neuron_0_1 += nn_input_0[i] * sell_weight_0_1[i] sell_neuron_0_2 += nn_input_0[i] * sell_weight_0_2[i] sell_neuron_0_3 += nn_input_0[i] * sell_weight_0_3[i] sell_neuron_0_4 += nn_input_0[i] * sell_weight_0_4[i] nn_input_1 = [sell_neuron_0_0, sell_neuron_0_1, sell_neuron_0_2, sell_neuron_0_3, sell_neuron_0_4] for i in range(len(nn_input_1)): sell_neuron_1_0 += nn_input_1[i] * sell_weight_1_0[i] sell_neuron_1_1 += nn_input_1[i] * sell_weight_1_1[i] sell_neuron_1_2 += nn_input_1[i] * sell_weight_1_2[i] sell_neuron_1_3 += nn_input_1[i] * sell_weight_1_3[i] sell_neuron_1_4 += nn_input_1[i] * sell_weight_1_4[i] nn_input_2 = [sell_neuron_1_0, sell_neuron_1_1, sell_neuron_1_2, sell_neuron_1_3, sell_neuron_1_4] for i in range(len(nn_input_2)): sell_neuron_2_0 += nn_input_2[i] * sell_weight_2_0[i] sell_neuron_2_1 += nn_input_2[i] * sell_weight_2_1[i] sell_neuron_2_2 += nn_input_2[i] * sell_weight_2_2[i] sell_neuron_2_3 += nn_input_2[i] * sell_weight_2_3[i] sell_neuron_2_4 += nn_input_2[i] * sell_weight_2_4[i] sell_exit_neuron = self.sell_exit_0.value * sell_neuron_2_0 + self.sell_exit_1.value * sell_neuron_2_1 + self.sell_exit_2.value * sell_neuron_2_2 + self.sell_exit_3.value * sell_neuron_2_3 + self.sell_exit_4.value * sell_neuron_2_4 dataframe.loc[ ( (sell_exit_neuron < self.sell_activation.value) & (dataframe['volume'] > 0) # Make sure Volume is not 0 ), 'sell'] = 1 return dataframe