from freqtrade.strategy.interface import IStrategy from pandas import DataFrame #from technical.indicators import accumulation_distribution from technical.util import resample_to_interval, resampled_merge import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib import numpy from technical.indicators import ichimoku # from freqtrade.vendor.qtpylib.indicators import stoch class Ichimoku_v1(IStrategy): minimal_roi = { "0": 10, "43200": 7.5 } ticker_interval = '4h' #3m # startup_candle_count: int = 2 # trailing stoploss stoploss = -1 trailing_stop = True trailing_stop_positive = 0.35 trailing_stop_positive_offset = 0.50 trailing_only_offset_is_reached = True def informative_pairs(self): return [ ] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: ichi = ichimoku(dataframe, conversion_line_period=20, base_line_periods=60, laggin_span=120, displacement=30) # dataframe['chikou_span'] = ichi['chikou_span'] dataframe['tenkan'] = ichi['tenkan_sen'] dataframe['kijun'] = ichi['kijun_sen'] dataframe['senkou_a'] = ichi['senkou_span_a'] dataframe['senkou_b'] = ichi['senkou_span_b'] dataframe['cloud_green'] = ichi['cloud_green'] dataframe['cloud_red'] = ichi['cloud_red'] # dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (qtpylib.crossed_above(dataframe['senkou_a'], dataframe['senkou_b'])) & (dataframe['close'] > dataframe['senkou_a']) & (dataframe['close'] > dataframe['senkou_b']) & (dataframe['cloud_green'] == True) ), 'buy'] = 1 dataframe.loc[ ( (qtpylib.crossed_above(dataframe['close'], dataframe['senkou_a'])) & (dataframe['tenkan'] > dataframe['kijun']) & (dataframe['close'] > dataframe['tenkan']) & (dataframe['cloud_green'] == True) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (qtpylib.crossed_above(dataframe['senkou_b'], dataframe['senkou_a'])) & (dataframe['close'] < dataframe['senkou_a']) & (dataframe['close'] < dataframe['senkou_b']) & (dataframe['cloud_red'] == True) ), 'sell'] = 1 return dataframe