# MultiMa Strategy # Author: @Mablue (Masoud Azizi) # github: https://github.com/mablue/ # (First Hyperopt it.A hyperopt file is available) # # --- Do not remove these libs --- from freqtrade.strategy.hyper import IntParameter from freqtrade.strategy.interface import IStrategy from pandas import DataFrame # -------------------------------- # Add your lib to import here import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib from functools import reduce class MultiMa(IStrategy): buy_ma_count = IntParameter(2, 10, default=10, space='buy') buy_ma_gap = IntParameter(2, 10, default=2, space='buy') buy_ma_shift = IntParameter(0, 10, default=0, space='buy') # buy_ma_rolling = IntParameter(0, 10, default=0, space='buy') sell_ma_count = IntParameter(2, 10, default=10, space='sell') sell_ma_gap = IntParameter(2, 10, default=2, space='sell') sell_ma_shift = IntParameter(0, 10, default=0, space='sell') # sell_ma_rolling = IntParameter(0, 10, default=0, space='sell') # ROI table: minimal_roi = { "0": 0.30873, "569": 0.16689, "3211": 0.06473, "7617": 0 } # Stoploss: stoploss = -0.1 # Buy hypers timeframe = '4h' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # We will dinamicly generate the indicators # cuz this method just run one time in hyperopts # if you have static timeframes you can move first loop of buy and sell trends populators inside this method return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: for i in self.buy_ma_count.range: dataframe[f'buy-ma-{i+1}'] = ta.SMA(dataframe, timeperiod=int((i+1) * self.buy_ma_gap.value)) conditions = [] for i in self.buy_ma_count.range: if i > 1: shift = self.buy_ma_shift.value for shift in self.buy_ma_shift.range: conditions.append( dataframe[f'buy-ma-{i}'].shift(shift) > dataframe[f'buy-ma-{i-1}'].shift(shift) ) 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: for i in self.sell_ma_count.range: dataframe[f'sell-ma-{i+1}'] = ta.SMA(dataframe, timeperiod=int((i+1) * self.sell_ma_gap.value)) conditions = [] for i in self.sell_ma_count.range: if i > 1: shift = self.sell_ma_shift.value for shift in self.sell_ma_shift.range: conditions.append( dataframe[f'sell-ma-{i}'].shift(shift) < dataframe[f'sell-ma-{i-1}'].shift(shift) ) if conditions: dataframe.loc[ reduce(lambda x, y: x & y, conditions), 'sell']=1 return dataframe