# --- Do not remove these libs --- from freqtrade.strategy import IStrategy from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib # -------------------------------- class BbandRsi(IStrategy): """ author@: Gert Wohlgemuth converted from: https://github.com/sthewissen/Mynt/blob/master/src/Mynt.Core/Strategies/BbandRsi.cs """ INTERFACE_VERSION: int = 3 # Minimal ROI designed for the strategy. # adjust based on market conditions. We would recommend to keep it low for quick turn arounds # This attribute will be overridden if the config file contains "minimal_roi" minimal_roi = { "120": 0.03, "30": 0.05, "0": 0.06 } # Optimal stoploss designed for the strategy stoploss = -0.05 # Optimal timeframe for the strategy timeframe = '30m' plot_config = { 'main_plot': { 'tema': {}, 'sar': {'color': 'white'}, }, 'subplots': { # "MACD": { # 'macd': {'color': 'blue', 'fill_to': 'macdhist'}, # 'macdsignal': {'color': 'orange'}, # 'macdhist': {'type': 'bar', 'plotly': {'opacity': 0.9}} # }, "RSI": { 'rsi': {'color': 'red'}, } } } def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) # 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'] return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rsi'] < 30) & (dataframe['close'] < dataframe['bb_lowerband']) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rsi'] > 70) ), 'exit_long'] = 1 return dataframe