55 lines
1.8 KiB
Python
55 lines
1.8 KiB
Python
|
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
|
||
|
|
|
||
|
|
from strategy_test_v2 import StrategyTestV2
|
||
|
|
|
||
|
|
from freqtrade.strategy import BooleanParameter, DecimalParameter, IntParameter, RealParameter
|
||
|
|
|
||
|
|
|
||
|
|
class HyperoptableStrategyV2(StrategyTestV2):
|
||
|
|
"""
|
||
|
|
Default Strategy provided by freqtrade bot.
|
||
|
|
Please do not modify this strategy, it's intended for internal use only.
|
||
|
|
Please look at the SampleStrategy in the user_data/strategy directory
|
||
|
|
or strategy repository https://github.com/freqtrade/freqtrade-strategies
|
||
|
|
for samples and inspiration.
|
||
|
|
"""
|
||
|
|
|
||
|
|
buy_params = {
|
||
|
|
'buy_rsi': 35,
|
||
|
|
# Intentionally not specified, so "default" is tested
|
||
|
|
# 'buy_plusdi': 0.4
|
||
|
|
}
|
||
|
|
|
||
|
|
sell_params = {
|
||
|
|
'sell_rsi': 74,
|
||
|
|
'sell_minusdi': 0.4
|
||
|
|
}
|
||
|
|
|
||
|
|
buy_plusdi = RealParameter(low=0, high=1, default=0.5, space='buy')
|
||
|
|
sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
|
||
|
|
sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
|
||
|
|
load=False)
|
||
|
|
protection_enabled = BooleanParameter(default=True)
|
||
|
|
protection_cooldown_lookback = IntParameter([0, 50], default=30)
|
||
|
|
|
||
|
|
@property
|
||
|
|
def protections(self):
|
||
|
|
prot = []
|
||
|
|
if self.protection_enabled.value:
|
||
|
|
prot.append({
|
||
|
|
"method": "CooldownPeriod",
|
||
|
|
"stop_duration_candles": self.protection_cooldown_lookback.value
|
||
|
|
})
|
||
|
|
return prot
|
||
|
|
|
||
|
|
bot_loop_started = False
|
||
|
|
|
||
|
|
def bot_loop_start(self):
|
||
|
|
self.bot_loop_started = True
|
||
|
|
|
||
|
|
def bot_start(self, **kwargs) -> None:
|
||
|
|
"""
|
||
|
|
Parameters can also be defined here ...
|
||
|
|
"""
|
||
|
|
self.buy_rsi = IntParameter([0, 50], default=30, space='buy')
|