# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib # -------------------------------- class Bb(IStrategy): minimal_roi = { "0": 20 } # Stoploss: stoploss = -0.2 # Trailing stop: trailing_stop = True trailing_stop_positive = 0.05 trailing_stop_positive_offset = 0.15 trailing_only_offset_is_reached = True ticker_interval = '1h' # Experimental settings (configuration will overide these if set) use_sell_signal = True ignore_roi_if_buy_signal = False order_types = { 'buy': 'market', 'sell': 'market', 'stoploss': 'limit', 'stoploss_on_exchange': True } def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) # EMA dataframe['ema9'] = ta.EMA(dataframe, timeperiod=9) dataframe['ema20'] = ta.EMA(dataframe, timeperiod=20) dataframe['ema200'] = ta.EMA(dataframe, timeperiod=200) # Bollinger bands bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bb_middleband'] = bollinger['mid'] dataframe['bb_upperband'] = bollinger['upper'] return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['close'] > dataframe['bb_middleband']) & (dataframe['close'] < dataframe['bb_upperband']) & (dataframe['close'] > dataframe['ema9']) & (dataframe['close'] > dataframe['ema200']) & (dataframe['ema20'] > dataframe['ema200']) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rsi'] > 75) | (dataframe['close'] < dataframe['bb_middleband'] * 0.97) & (dataframe['open'] > dataframe['close']) # red bar ), 'sell'] = 1 return dataframe