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enable stochastic and fisherRSI in default strategy

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This commit is contained in:
Janne Sinivirta 2018-02-14 13:01:30 +02:00
parent 340ab0214b
commit 459611516c
1 changed files with 3 additions and 2 deletions
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5
freqtrade/strategy/default_strategy.py
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@ -74,17 +74,18 @@ class DefaultStrategy(IStrategy):
""" """
# RSI # RSI
dataframe['rsi'] = ta.RSI(dataframe) dataframe['rsi'] = ta.RSI(dataframe)
"""
# Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy) # Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
dataframe['fisher_rsi'] = fishers_inverse(dataframe['rsi']) dataframe['fisher_rsi'] = fishers_inverse(dataframe['rsi'])
# Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy) # Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy)
dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1) dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
# Stoch # Stoch
stoch = ta.STOCH(dataframe) stoch = ta.STOCH(dataframe)
dataframe['slowd'] = stoch['slowd'] dataframe['slowd'] = stoch['slowd']
dataframe['slowk'] = stoch['slowk'] dataframe['slowk'] = stoch['slowk']
"""
# Stoch fast # Stoch fast
stoch_fast = ta.STOCHF(dataframe) stoch_fast = ta.STOCHF(dataframe)
dataframe['fastd'] = stoch_fast['fastd'] dataframe['fastd'] = stoch_fast['fastd']