From 259dc75a3083b76980bf12d6575764eac96dd202 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun <yazeed.aloyoun@gmail.com>
Date: Sat, 22 Feb 2020 23:10:46 +0100
Subject: [PATCH] some order and added weighted BB indicator to list

---
 .../templates/subtemplates/indicators_full.j2 | 103 +++++++++++-------
 1 file changed, 65 insertions(+), 38 deletions(-)

diff --git a/freqtrade/templates/subtemplates/indicators_full.j2 b/freqtrade/templates/subtemplates/indicators_full.j2
index 879a2daa0..87b385dd0 100644
--- a/freqtrade/templates/subtemplates/indicators_full.j2
+++ b/freqtrade/templates/subtemplates/indicators_full.j2
@@ -2,12 +2,17 @@
 # Momentum Indicators
 # ------------------------------------
 
-# RSI
-dataframe['rsi'] = ta.RSI(dataframe)
-
 # ADX
 dataframe['adx'] = ta.ADX(dataframe)
 
+# # Plus Directional Indicator / Movement
+# dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
+# dataframe['plus_di'] = ta.PLUS_DI(dataframe)
+
+# # Minus Directional Indicator / Movement
+# dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
+# dataframe['minus_di'] = ta.MINUS_DI(dataframe)
+
 # # Aroon, Aroon Oscillator
 # aroon = ta.AROON(dataframe)
 # dataframe['aroonup'] = aroon['aroonup']
@@ -20,6 +25,31 @@ dataframe['adx'] = ta.ADX(dataframe)
 # # Commodity Channel Index: values Oversold:<-100, Overbought:>100
 # dataframe['cci'] = ta.CCI(dataframe)
 
+# RSI
+dataframe['rsi'] = ta.RSI(dataframe)
+
+# # Inverse Fisher transform on RSI: values [-1.0, 1.0] (https://goo.gl/2JGGoy)
+# rsi = 0.1 * (dataframe['rsi'] - 50)
+# dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
+
+# # Inverse Fisher transform on RSI normalized: values [0.0, 100.0] (https://goo.gl/2JGGoy)
+# dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
+
+# # Stochastic Slow
+# stoch = ta.STOCH(dataframe)
+# dataframe['slowd'] = stoch['slowd']
+# dataframe['slowk'] = stoch['slowk']
+
+# Stochastic Fast
+stoch_fast = ta.STOCHF(dataframe)
+dataframe['fastd'] = stoch_fast['fastd']
+dataframe['fastk'] = stoch_fast['fastk']
+
+# # Stochastic RSI
+# stoch_rsi = ta.STOCHRSI(dataframe)
+# dataframe['fastd_rsi'] = stoch_rsi['fastd']
+# dataframe['fastk_rsi'] = stoch_rsi['fastk']
+
 # MACD
 macd = ta.MACD(dataframe)
 dataframe['macd'] = macd['macd']
@@ -29,60 +59,57 @@ dataframe['macdhist'] = macd['macdhist']
 # MFI
 dataframe['mfi'] = ta.MFI(dataframe)
 
-# # Minus Directional Indicator / Movement
-# dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
-# dataframe['minus_di'] = ta.MINUS_DI(dataframe)
-
-# # Plus Directional Indicator / Movement
-# dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
-# dataframe['plus_di'] = ta.PLUS_DI(dataframe)
-# dataframe['minus_di'] = ta.MINUS_DI(dataframe)
-
 # # ROC
 # dataframe['roc'] = ta.ROC(dataframe)
 
-# # Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
-# rsi = 0.1 * (dataframe['rsi'] - 50)
-# dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
-
-# # Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy)
-# dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
-
-# # Stoch
-# stoch = ta.STOCH(dataframe)
-# dataframe['slowd'] = stoch['slowd']
-# dataframe['slowk'] = stoch['slowk']
-
-# Stoch fast
-stoch_fast = ta.STOCHF(dataframe)
-dataframe['fastd'] = stoch_fast['fastd']
-dataframe['fastk'] = stoch_fast['fastk']
-
-# # Stoch RSI
-# stoch_rsi = ta.STOCHRSI(dataframe)
-# dataframe['fastd_rsi'] = stoch_rsi['fastd']
-# dataframe['fastk_rsi'] = stoch_rsi['fastk']
-
 # Overlap Studies
 # ------------------------------------
 
-# Bollinger bands
+# 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']
+dataframe["bb_percent"] = (
+    (dataframe["close"] - dataframe["bb_lowerband"]) /
+    (dataframe["bb_upperband"] - dataframe["bb_lowerband"])
+)
+dataframe["bb_width"] = (
+    (dataframe["bb_upperband"] - dataframe["bb_lowerband"]) / dataframe["bb_middleband"]
+)
+
+# Bollinger Bands - Weighted (EMA based instead of SMA)
+# weighted_bollinger = qtpylib.weighted_bollinger_bands(
+#     qtpylib.typical_price(dataframe), window=20, stds=2
+# )
+# dataframe["wbb_upperband"] = weighted_bollinger["upper"]
+# dataframe["wbb_lowerband"] = weighted_bollinger["lower"]
+# dataframe["wbb_middleband"] = weighted_bollinger["mid"]
+# dataframe["wbb_percent"] = (
+#     (dataframe["close"] - dataframe["wbb_lowerband"]) /
+#     (dataframe["wbb_upperband"] - dataframe["wbb_lowerband"])
+# )
+# dataframe["wbb_width"] = (
+#     (dataframe["wbb_upperband"] - dataframe["wbb_lowerband"]) / dataframe["wbb_middleband"]
+# )
 
 # # EMA - Exponential Moving Average
 # dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
 # dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
 # dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
+# dataframe['ema21'] = ta.EMA(dataframe, timeperiod=21)
 # dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
 # dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
 
 # # SMA - Simple Moving Average
-# dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
+# dataframe['sma3'] = ta.SMA(dataframe, timeperiod=3)
+# dataframe['sma5'] = ta.SMA(dataframe, timeperiod=5)
+# dataframe['sma10'] = ta.SMA(dataframe, timeperiod=10)
+# dataframe['sma21'] = ta.SMA(dataframe, timeperiod=21)
+# dataframe['sma50'] = ta.SMA(dataframe, timeperiod=50)
+# dataframe['sma100'] = ta.SMA(dataframe, timeperiod=100)
 
-# SAR Parabol
+# Parabolic SAR
 dataframe['sar'] = ta.SAR(dataframe)
 
 # TEMA - Triple Exponential Moving Average
@@ -142,7 +169,7 @@ dataframe['htleadsine'] = hilbert['leadsine']
 
 # # Chart type
 # # ------------------------------------
-# # Heikinashi stategy
+# # Heikin Ashi Strategy
 # heikinashi = qtpylib.heikinashi(dataframe)
 # dataframe['ha_open'] = heikinashi['open']
 # dataframe['ha_close'] = heikinashi['close']