# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement # flake8: noqa: F401 # isort: skip_file # --- Do not remove these imports --- import numpy as np import pandas as pd from datetime import datetime, timedelta, timezone from pandas import DataFrame from typing import Optional, Union from freqtrade.strategy import ( IStrategy, Trade, Order, PairLocks, informative, # @informative decorator # Hyperopt Parameters BooleanParameter, CategoricalParameter, DecimalParameter, IntParameter, RealParameter, # timeframe helpers timeframe_to_minutes, timeframe_to_next_date, timeframe_to_prev_date, # Strategy helper functions merge_informative_pair, stoploss_from_absolute, stoploss_from_open, ) # -------------------------------- # Add your lib to import here import talib.abstract as ta from technical import qtpylib from functools import reduce class SimpleKCOuter(IStrategy): INTERFACE_VERSION = 3 can_short: bool = False minimal_roi = { # "120": 0.0, # exit after 120 minutes at break even # "60": 0.01, # "30": 0.02, # "0": 0.04, } stoploss = -0.10 trailing_stop = False timeframe = "5m" process_only_new_candles = False use_exit_signal = True exit_profit_only = False ignore_roi_if_entry_signal = False # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 200 # Optional order type mapping. order_types = { "entry": "limit", "exit": "limit", "stoploss": "market", "stoploss_on_exchange": False, } # Optional order time in force. order_time_in_force = {"entry": "GTC", "exit": "GTC"} plot_config = { "main_plot": { "tema": {"color":"white"}, "kc_upperband": {"color": "#9f9c03","type": "line","fill_to": "kc_lowerband"}, "kc_lowerband": {"color": "#9f9c03","type": "line"}, "kc_middleband": {"color": "#9f9c03","type": "line"}, }, "subplots": { }, } def informative_pairs(self): return [] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe["tema"] = ta.TEMA(dataframe, timeperiod=9) keltner = qtpylib.keltner_channel(dataframe) dataframe["kc_lowerband"] = keltner["lower"] dataframe["kc_middleband"] = keltner["mid"] dataframe["kc_upperband"] = keltner["upper"] dataframe["kc_percent"] = ( (dataframe["close"] - dataframe["kc_lowerband"]) / (dataframe["kc_upperband"] - dataframe["kc_lowerband"]) ) dataframe["kc_width"] = ((dataframe["kc_upperband"] - dataframe["kc_lowerband"]) / dataframe["kc_middleband"]) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] conditions.append(dataframe["volume"] > 0) conditions.append(qtpylib.crossed_below(dataframe["tema"], dataframe["kc_lowerband"])) if conditions: dataframe.loc[ reduce(lambda x, y: x & y, conditions), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] conditions.append(dataframe["volume"] > 0) conditions.append(qtpylib.crossed_above(dataframe["tema"], dataframe["kc_upperband"])) if conditions: dataframe.loc[ reduce(lambda x, y: x & y, conditions), 'exit_long'] = 1 return dataframe