# 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 import pandas as pd from pandas import DataFrame from datetime import datetime from typing import Optional, Union from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, IntParameter, IStrategy, merge_informative_pair) # -------------------------------- # Add your lib to import here import talib.abstract as ta import pandas_ta as pta from technical import qtpylib class extreme_rsi_macd_cross(IStrategy): """ This strategy get into positions based on extreme RSI values and macd cross. :Get in: :LONG: RSI below 20 and macd cross from below :SHORT: RSI above 80 and macd cross from above :Close: trailing_stop of 1 precent """ # 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 # Optimal timeframe for the strategy. timeframe = '5m' # Can this strategy go short? can_short: bool = False # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi". minimal_roi = { "0": 100 } # Stop loss - trailing stoploss of 2% # Optimal stoploss designed for the strategy. # This attribute will be overridden if the config file contains "stoploss". stoploss = -0.02 # Trailing stoploss trailing_stop = True # trailing_only_offset_is_reached = False # trailing_stop_positive = 0.01 # trailing_stop_positive_offset = 0.0 # Disabled / not configured # *** Might be changed to false *** # 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 = 30 # Strategy parameters buy_rsi = IntParameter(0, 30, default=30, space="buy") sell_rsi = IntParameter(70, 100, default=70, space="sell") # Optional order type mapping. order_types = { 'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': True, 'stoploss_on_exchange_interval': 60, 'stoploss_on_exchange_limit_ratio': 0.99 } # Optional order time in force. order_time_in_force = { 'entry': 'GTC', 'exit': 'GTC' } @property def plot_config(self): return { # Main plot indicators (Moving averages, ...) 'main_plot': { }, 'subplots': { # Subplots - each dict defines one additional plot "MACD 5m": { 'macd': {'color': 'blue'}, 'macdsignal': {'color': 'red'}, }, "RSI 15m": { 'rsi_15m': {'color': 'orange'}, } } } def informative_pairs(self): """ Define additional, informative pair/interval combinations to be cached from the exchange. These pair/interval combinations are non-tradeable, unless they are part of the whitelist as well. For more information, please consult the documentation :return: List of tuples in the format (pair, interval) Sample: return [("ETH/USDT", "5m"), ("BTC/USDT", "15m"), ] """ pairs = self.dp.current_whitelist() informative_pairs = [(pair, '15m') for pair in pairs] return informative_pairs def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Adds several different TA indicators to the given DataFrame Populate rsi and macd indicators :param dataframe: Dataframe with data from the exchange :param metadata: Additional information, like the currently traded pair :return: a Dataframe with all mandatory indicators for the strategies """ # Populate 15m rsi indicator and merge with main dataframe # Informative pairs bars timeframe inf_tf='15m' # Get the informative pair informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=inf_tf) # Get informative pair macd informative['rsi'] = ta.RSI(informative) # Use the helper function merge_informative_pair to safely merge the pair dataframe = merge_informative_pair(dataframe, informative, self.timeframe, inf_tf, ffill=True) # MACD macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the entry signal for the given dataframe :param dataframe: DataFrame :param metadata: Additional information, like the currently traded pair :return: DataFrame with entry columns populated """ dataframe.loc[ ( (dataframe['rsi_15m'] < 30) & (qtpylib.crossed_below(dataframe['macdsignal'], dataframe['macd'])) & # Signal: macdsignal crossed below macd (dataframe['volume'] > 0) # Make sure Volume is not 0 ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: return dataframe