diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py index 1eeb8408d..031641a4b 100644 --- a/freqtrade/analyze.py +++ b/freqtrade/analyze.py @@ -43,8 +43,17 @@ def populate_indicators(dataframe: DataFrame) -> DataFrame: dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9) dataframe['mfi'] = ta.MFI(dataframe) dataframe['cci'] = ta.CCI(dataframe) + dataframe['rsi'] = ta.RSI(dataframe) + dataframe['mom'] = ta.MOM(dataframe) + dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5) + dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10) + dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50) + dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100) dataframe['ao'] = awesome_oscillator(dataframe) - + macd = ta.MACD(dataframe) + dataframe['macd'] = macd['macd'] + dataframe['macdsignal'] = macd['macdsignal'] + dataframe['macdhist'] = macd['macdhist'] return dataframe diff --git a/freqtrade/tests/test_hyperopt.py b/freqtrade/tests/test_hyperopt.py index fa1c0fab1..8cbe0ad26 100644 --- a/freqtrade/tests/test_hyperopt.py +++ b/freqtrade/tests/test_hyperopt.py @@ -40,10 +40,8 @@ def buy_strategy_generator(params): def populate_buy_trend(dataframe: DataFrame) -> DataFrame: conditions = [] # GUARDS AND TRENDS - if params['below_sma']['enabled']: - conditions.append(dataframe['close'] < dataframe['sma']) - if params['over_sma']['enabled']: - conditions.append(dataframe['close'] > dataframe['sma']) + if params['uptrend_long_ema']['enabled']: + conditions.append(dataframe['ema50'] > dataframe['ema100']) if params['mfi']['enabled']: conditions.append(dataframe['mfi'] < params['mfi']['value']) if params['fastd']['enabled']: @@ -52,6 +50,8 @@ def buy_strategy_generator(params): conditions.append(dataframe['adx'] > params['adx']['value']) if params['cci']['enabled']: conditions.append(dataframe['cci'] < params['cci']['value']) + if params['rsi']['enabled']: + conditions.append(dataframe['rsi'] < params['rsi']['value']) if params['over_sar']['enabled']: conditions.append(dataframe['close'] > dataframe['sar']) if params['uptrend_sma']['enabled']: @@ -64,6 +64,8 @@ def buy_strategy_generator(params): 'lower_bb': dataframe['tema'] <= dataframe['blower'], 'faststoch10': (dataframe['fastd'] >= 10) & (prev_fastd < 10), 'ao_cross_zero': (crossed_above(dataframe['ao'], 0.0)), + 'ema5_cross_ema10': (crossed_above(dataframe['ema5'], dataframe['ema10'])), + 'macd_cross_signal': (crossed_above(dataframe['macd'], dataframe['macdsignal'])), } conditions.append(triggers.get(params['trigger']['type'])) @@ -100,25 +102,25 @@ def test_hyperopt(conf, pairs, mocker): space = { 'mfi': hp.choice('mfi', [ {'enabled': False}, - {'enabled': True, 'value': hp.uniform('mfi-value', 2, 40)} + {'enabled': True, 'value': hp.uniform('mfi-value', 5, 15)} ]), 'fastd': hp.choice('fastd', [ {'enabled': False}, - {'enabled': True, 'value': hp.uniform('fastd-value', 2, 40)} + {'enabled': True, 'value': hp.uniform('fastd-value', 5, 40)} ]), 'adx': hp.choice('adx', [ {'enabled': False}, - {'enabled': True, 'value': hp.uniform('adx-value', 2, 40)} + {'enabled': True, 'value': hp.uniform('adx-value', 10, 30)} ]), 'cci': hp.choice('cci', [ {'enabled': False}, - {'enabled': True, 'value': hp.uniform('cci-value', -200, -100)} + {'enabled': True, 'value': hp.uniform('cci-value', -150, -100)} ]), - 'below_sma': hp.choice('below_sma', [ + 'rsi': hp.choice('rsi', [ {'enabled': False}, - {'enabled': True} + {'enabled': True, 'value': hp.uniform('rsi-value', 20, 30)} ]), - 'over_sma': hp.choice('over_sma', [ + 'uptrend_long_ema': hp.choice('uptrend_long_ema', [ {'enabled': False}, {'enabled': True} ]), @@ -133,7 +135,9 @@ def test_hyperopt(conf, pairs, mocker): 'trigger': hp.choice('trigger', [ {'type': 'lower_bb'}, {'type': 'faststoch10'}, - {'type': 'ao_cross_zero'} + {'type': 'ao_cross_zero'}, + {'type': 'ema5_cross_ema10'}, + {'type': 'macd_cross_signal'}, ]), } trials = Trials()