# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from typing import Dict, List from functools import reduce from pandas import DataFrame # -------------------------------- import talib.abstract as ta import numpy as np import freqtrade.vendor.qtpylib.indicators as qtpylib import datetime from technical.util import resample_to_interval, resampled_merge from datetime import datetime, timedelta from freqtrade.persistence import Trade from freqtrade.strategy import stoploss_from_open, merge_informative_pair, DecimalParameter, IntParameter, CategoricalParameter # author @tirail ma_types = { 'SMA': ta.SMA, 'EMA': ta.EMA, } class SMAOffset(IStrategy): INTERFACE_VERSION = 2 # hyperopt and paste results here # Buy hyperspace params: buy_params = { "base_nb_candles_buy": 30, "buy_trigger": 'SMA', "low_offset": 0.958, } # Sell hyperspace params: sell_params = { "base_nb_candles_sell": 30, "high_offset": 1.012, "sell_trigger": 'EMA', } # Stoploss: stoploss = -0.5 # ROI table: minimal_roi = { "0": 1, } base_nb_candles_buy = IntParameter(5, 80, default=buy_params['base_nb_candles_buy'], space='buy') base_nb_candles_sell = IntParameter(5, 80, default=sell_params['base_nb_candles_sell'], space='sell') low_offset = DecimalParameter(0.8, 0.99, default=buy_params['low_offset'], space='buy') high_offset = DecimalParameter(0.8, 1.1, default=sell_params['high_offset'], space='sell') buy_trigger = CategoricalParameter(ma_types.keys(), default=buy_params['buy_trigger'], space='buy') sell_trigger = CategoricalParameter(ma_types.keys(), default=sell_params['sell_trigger'], space='sell') # Trailing stop: trailing_stop = False trailing_stop_positive = 0.0001 trailing_stop_positive_offset = 0 trailing_only_offset_is_reached = False # Optimal timeframe for the strategy timeframe = '5m' use_sell_signal = True sell_profit_only = False process_only_new_candles = True startup_candle_count = 30 plot_config = { 'main_plot': { 'ma_offset_buy': {'color': 'orange'}, 'ma_offset_sell': {'color': 'orange'}, }, } use_custom_stoploss = False def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float: return 1 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if not self.config['runmode'].value == 'hyperopt': dataframe['ma_offset_buy'] = ma_types[self.buy_trigger.value](dataframe, int(self.base_nb_candles_buy.value)) * self.low_offset.value dataframe['ma_offset_sell'] = ma_types[self.sell_trigger.value](dataframe, int(self.base_nb_candles_sell.value)) * self.high_offset.value return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if self.config['runmode'].value == 'hyperopt': dataframe['ma_offset_buy'] = ma_types[self.buy_trigger.value](dataframe, int(self.base_nb_candles_buy.value)) * self.low_offset.value dataframe.loc[ ( (dataframe['close'] < dataframe['ma_offset_buy']) & (dataframe['volume'] > 0) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if self.config['runmode'].value == 'hyperopt': dataframe['ma_offset_sell'] = ma_types[self.sell_trigger.value](dataframe, int(self.base_nb_candles_sell.value)) * self.high_offset.value dataframe.loc[ ( (dataframe['close'] > dataframe['ma_offset_sell']) & (dataframe['volume'] > 0) ), 'sell'] = 1 return dataframe