# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement # flake8: noqa: F401 # --- Do not remove these libs --- import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame from freqtrade.strategy import IStrategy from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter # -------------------------------- # Add your lib to import here import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib import math """ https://tr.tradingview.com/script/SlCjQY3v/ translated for freqtrade: viksal1982 viktors.s@gmail.com """ def SuperSM(dataframe, p = 'close', len = 8, len2 = 13, len3 = 3): df = dataframe.copy() f = (1.414*3.14159)/len a = math.exp(-f) c2 = 2*a*math.cos(f) c3 = -a*a c1 = 1-c2-c3 def calc_ssmooth(dfr, init=0): global calc_ssmooth_value global calc_src_value if init == 1: calc_ssmooth_value = [0.0] * 2 calc_src_value = [0.0] * 2 return calc_src_value.pop(0) calc_src_value.append(dfr[p]) ssm = c1*(calc_src_value[-1]+calc_src_value[-2])*0.5+c2*(calc_ssmooth_value[-1])+c3*(calc_ssmooth_value[-2]) calc_ssmooth_value.pop(0) calc_ssmooth_value.append(ssm) return ssm calc_ssmooth(None, init=1) df['ssmooth'] = df.apply(calc_ssmooth, axis = 1) f2 = (1.414*3.14159)/len2 a2 = math.exp(-f2) c22 = 2*a2*math.cos(f2) c32 = -a2*a2 c12 = 1-c22-c32 def calc_ssmooth2(dfr, init=0): global calc_ssmooth_value global calc_src_value if init == 1: calc_ssmooth_value = [0.0] * 2 calc_src_value = [0.0] * 2 return calc_src_value.pop(0) calc_src_value.append(dfr[p]) ssm = c12*(calc_src_value[-1]+calc_src_value[-2])*0.5+c22*(calc_ssmooth_value[-1])+c32*(calc_ssmooth_value[-2]) calc_ssmooth_value.pop(0) calc_ssmooth_value.append(ssm) return ssm calc_ssmooth2(None, init=1) df['ssmooth2'] = df.apply(calc_ssmooth2, axis = 1) df['macd'] = (df['ssmooth'] - df['ssmooth2'])*10000000 f3 = (1.414*3.14159)/len3 a3 = math.exp(-f3) c23 = 2*a3*math.cos(f3) c33 = -a3*a3 c13 = 1-c23-c33 def calc_ssmooth3(dfr, init=0): global calc_ssmooth_value global calc_src_value if init == 1: calc_ssmooth_value = [0.0] * 2 calc_src_value = [0.0] * 2 return calc_src_value.pop(0) calc_src_value.append(dfr['macd']) ssm = c13*(calc_src_value[-1]+calc_src_value[-2])*0.5+c23*(calc_ssmooth_value[-1])+c33*(calc_ssmooth_value[-2]) calc_ssmooth_value.pop(0) calc_ssmooth_value.append(ssm) return ssm calc_ssmooth3(None, init=1) df['ssmooth3'] = df.apply(calc_ssmooth3, axis = 1) return df['ssmooth3'], df['macd'] class SuperSmoothedMACDforCRYPTO(IStrategy): p1_buy = IntParameter(1, 100, default= 8, space='buy') p2_buy = IntParameter(1, 100, default= 13, space='buy') p3_buy = IntParameter(1, 100, default= 3, space='buy') p1_sell = IntParameter(1, 100, default= 8, space='sell') p2_sell = IntParameter(1, 100, default= 13, space='sell') p3_sell = IntParameter(1, 100, default= 3, space='sell') INTERFACE_VERSION = 2 stoploss = -0.99 # Trailing stoploss trailing_stop = False # Optimal timeframe for the strategy. timeframe = '5m' 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' } plot_config = { # Main plot indicators (Moving averages, ...) 'main_plot': { }, 'subplots': { # Subplots - each dict defines one additional plot "OSC": { 'macd': {'color': 'blue'}, 'ssmooth3': {'color': 'orange'}, } } } def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # dataframe.to_csv('aaa.csv') return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: p = 'close' len = self.p1_buy.value len2 = self.p2_buy.value len3 = self.p3_buy.value dataframe['ssmooth3_buy'], dataframe['macd_buy'] = SuperSM(dataframe,p,len,len2,len3) dataframe.loc[ ( (qtpylib.crossed_above(dataframe['ssmooth3_buy'], dataframe['macd_buy'])) & (dataframe['ssmooth3_buy'] > dataframe['ssmooth3_buy'].shift(1)) & (dataframe['volume'] > 0) # Make sure Volume is not 0 ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: p = 'close' len = self.p1_sell.value len2 = self.p2_sell.value len3 = self.p3_sell.value dataframe['ssmooth3_sell'], dataframe['macd_sell'] = SuperSM(dataframe,p,len,len2,len3) dataframe.loc[ ( (qtpylib.crossed_above(dataframe['macd_sell'], dataframe['ssmooth3_sell'])) & (dataframe['ssmooth3_sell'] < dataframe['ssmooth3_sell'].shift(1)) & (dataframe['volume'] > 0) # Make sure Volume is not 0 ), 'sell'] = 1 return dataframe