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optimizing strategies

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Gert Wohlgemuth 2018-04-25 09:09:13 -07:00
parent c83494cd9b
commit 0d24aac1fb
2 changed files with 10 additions and 21 deletions
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2
user_data/strategies/Long.py
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@ -33,7 +33,7 @@ class Long(IStrategy):
stoploss = -0.15 stoploss = -0.15
# Optimal ticker interval for the strategy # Optimal ticker interval for the strategy
ticker_interval = 5 ticker_interval = 60
def populate_indicators(self, dataframe: DataFrame) -> DataFrame: def populate_indicators(self, dataframe: DataFrame) -> DataFrame:

21
user_data/strategies/Quickie.py
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@ -33,7 +33,7 @@ class Quickie(IStrategy):
stoploss = -0.3 stoploss = -0.3
# Optimal ticker interval for the strategy # Optimal ticker interval for the strategy
ticker_interval = 1 ticker_interval = 5
def populate_indicators(self, dataframe: DataFrame) -> DataFrame: def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
macd = ta.MACD(dataframe) macd = ta.MACD(dataframe)
@ -44,8 +44,8 @@ class Quickie(IStrategy):
dataframe['cci'] = ta.CCI(dataframe) dataframe['cci'] = ta.CCI(dataframe)
dataframe['willr'] = ta.WILLR(dataframe) dataframe['willr'] = ta.WILLR(dataframe)
dataframe['smaSlow'] = ta.EMA(dataframe, timeperiod=12) dataframe['smaSlow'] = ta.TEMA(dataframe, timeperiod=30)
dataframe['smaFast'] = ta.EMA(dataframe, timeperiod=26) dataframe['smaFast'] = ta.TEMA(dataframe, timeperiod=20)
# required for graphing # required for graphing
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
@ -53,10 +53,6 @@ class Quickie(IStrategy):
dataframe['bb_middleband'] = bollinger['mid'] dataframe['bb_middleband'] = bollinger['mid']
dataframe['bb_upperband'] = bollinger['upper'] dataframe['bb_upperband'] = bollinger['upper']
bollinger2 = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=1.5)
dataframe['bb_lowerband_2'] = bollinger['lower']
dataframe['bb_middleband_2'] = bollinger['mid']
dataframe['bb_upperband_2'] = bollinger['upper']
return dataframe return dataframe
@ -69,15 +65,9 @@ class Quickie(IStrategy):
dataframe.loc[ dataframe.loc[
( (
# we want to buy oversold assets # we want to buy oversold assets
# (dataframe['cci'] <= -50)
# some basic trend should have been established # some basic trend should have been established
# & (dataframe['macd'] > dataframe['macdsignal']) (qtpylib.crossed_above(dataframe['smaFast'], dataframe['smaSlow']))
# which starts inside the band
# & (dataframe['open'] > dataframe['bb_lowerband'])
qtpylib.crossed_above(dataframe['smaFast'], dataframe['smaSlow'])
) )
, ,
@ -92,8 +82,7 @@ class Quickie(IStrategy):
:return: DataFrame with buy column :return: DataFrame with buy column
""" """
dataframe.loc[ dataframe.loc[
qtpylib.crossed_above(dataframe['smaSlow'], dataframe['smaFast']) (qtpylib.crossed_above(dataframe['smaSlow'], dataframe['smaFast']))
, ,
'sell'] = 1 'sell'] = 1
return dataframe return dataframe