import numpy as np import pandas as pd import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.strategy import IStrategy, stoploss_from_absolute, stoploss_from_open from freqtrade.persistence import Trade from datetime import datetime import logging # remove after logger = logging.getLogger(__name__) # remove after class roger(IStrategy): INTERFACE_VERSION = 3 # Short / Long can_short = False # ROI table (config.json can't have this value as it will override): minimal_roi = { "60": 0.01, "30": 0.03, "20": 0.04, "0": 0.05 } # Stoploss (config.json can't have this value as it will override) stoploss = -0.20 # Trailing stoploss trailing_stop = False # Timeframe timeframe = '15m' # Run "populate_indicators" only for new candle process_only_new_candles = True def populate_indicators(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame: """ Populates new indicators for given strategy Args: dataframe (pd.DataFrame): dataframe for the given pair metadata (dict): metadata for the given pair Returns: pd.DataFrame: dataframe with the defined indicators """ # SMA dataframe['sma200'] = ta.SMA(dataframe, timeperiod=200) dataframe['sma50'] = ta.SMA(dataframe, timeperiod=50) # Bollinger Bands bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bb_lowerband'] = bollinger['lower'] dataframe['bb_middleband'] = bollinger['mid'] dataframe['bb_upperband'] = bollinger['upper'] dataframe['bb_percent'] = \ (dataframe['close'] - dataframe['bb_lowerband']) / (dataframe['bb_upperband'] - dataframe['bb_lowerband']) dataframe['bb_width'] = (dataframe['bb_upperband'] - dataframe['bb_lowerband']) / dataframe['bb_middleband'] # Candlestick patterns bullish dataframe['cdl3inside'] = ta.CDL3INSIDE(dataframe) dataframe['cdl3outside'] = ta.CDL3OUTSIDE(dataframe) dataframe['cdl3starsinsouth'] = ta.CDL3STARSINSOUTH(dataframe) # Candlestick patterns bearish dataframe['cdl3blackcrows'] = ta.CDL3BLACKCROWS(dataframe) dataframe['cdl3whitesoldiers'] = ta.CDL3WHITESOLDIERS(dataframe) dataframe['cdl3linestrike'] = ta.CDL3LINESTRIKE(dataframe) return dataframe def populate_entry_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame: """ Populate rules for the "buy" signal Args: dataframe (pd.DataFrame): dataframe for the given pair metadata (dict): metadata for the given pair Returns: pd.DataFrame: dataframe with the defined indicators """ # Entry based on positive trend and bollinger bands dataframe.loc[ ( (dataframe['sma200'] < dataframe['sma50']) & (dataframe['bb_percent'] < 0.1) & (dataframe['bb_width'] > 0.03) | # Candlestick patterns (dataframe['cdl3inside'] == 100) | # 3 Inside Up/Down (dataframe['cdl3outside'] == 100) | # 3 Outside Up/Down (dataframe['cdl3starsinsouth'] == 100) # 3 Stars In The South ), # If all contious indicatiors are true, buy is set to 1. Alternatively a buy signal # can also be set to 1 if a pattern is found. 'buy' ] = 1 return dataframe def populate_exit_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame: """ Populate rules for the "sell" signal Args: dataframe (pd.DataFrame): dataframe for the given pair metadata (dict): metadata for the given pair Returns: pd.DataFrame: dataframe with the defined indicators """ # Exit based on negative trend and bollinger bands dataframe.loc[ ( (dataframe['sma200'] > dataframe['sma50']) & (dataframe['bb_percent'] > 0.9) & (dataframe['bb_width'] > 0.03) | # Candlestick patterns (dataframe['cdl3blackcrows'] == -100) | # 3 Black Crows (dataframe['cdl3whitesoldiers'] == -100) | # 3 White Soldiers (dataframe['cdl3linestrike'] == -100) # 3 Line Strike ), # If all conditions are True for a given row, the 'sell' column for that row is set to 1 'sell' ] = 1 return dataframe