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@ -3,21 +3,55 @@ This page explains where to customize your strategies, and add new
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indicators.
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indicators.
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## Table of Contents
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## Table of Contents
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- [Change your strategy](#change-your-strategy)
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- [Install a custom strategy file](#install-a-custom-strategy-file)
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- [Customize your strategy](#change-your-strategy)
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- [Add more Indicator](#add-more-indicator)
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- [Add more Indicator](#add-more-indicator)
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- [Where is the default strategy](#where-is-the-default-strategy)
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Since the version `0.16.0` the bot allows using custom strategy file.
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## Install a custom strategy file
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This is very simple. Copy paste your strategy file into the folder
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`user_data/strategies`.
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Let guess you have a strategy file `awesome-strategy.py`:
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1. Move your file into `user_data/strategies` (you should have `user_data/strategies/awesome-strategy.py`
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2. Start the bot with the param `--strategy awesome-strategy` (the parameter is the name of the file without '.py')
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```bash
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python3 ./freqtrade/main.py --strategy awesome_strategy
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```
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## Change your strategy
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## Change your strategy
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The bot is using buy and sell strategies to buy and sell your trades.
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The bot includes a default strategy file. However, we recommend you to
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Both are customizable.
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use your own file to not have to lose your parameters everytime the default
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strategy file will be updated on Github. Put your custom strategy file
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into the folder `user_data/strategies`.
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A strategy file contains all the information needed to build a good strategy:
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- Buy strategy rules
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- Sell strategy rules
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- Minimal ROI recommended
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- Stoploss recommended
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- Hyperopt parameter
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The bot also include a sample strategy you can update: `user_data/strategies/test_strategy.py`.
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You can test it with the parameter: `--strategy test_strategy`
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```bash
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python3 ./freqtrade/main.py --strategy awesome_strategy
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```
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**For the following section we will use the [user_data/strategies/test_strategy.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py)
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file as reference.**
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### Buy strategy
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### Buy strategy
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The default buy strategy is located in the file
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Edit the method `populate_buy_trend()` into your strategy file to
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[freqtrade/analyze.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/analyze.py#L73-L92).
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update your buy strategy.
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Edit the function `populate_buy_trend()` to update your buy strategy.
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Sample:
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Sample from `user_data/strategies/test_strategy.py`:
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```python
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```python
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def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
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def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
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"""
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"""
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Based on TA indicators, populates the buy signal for the given dataframe
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Based on TA indicators, populates the buy signal for the given dataframe
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:param dataframe: DataFrame
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:param dataframe: DataFrame
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@ -25,14 +59,9 @@ def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
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"""
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"""
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dataframe.loc[
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dataframe.loc[
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(
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(
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(dataframe['rsi'] < 35) &
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(dataframe['fastd'] < 35) &
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(dataframe['adx'] > 30) &
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(dataframe['adx'] > 30) &
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(dataframe['plus_di'] > 0.5)
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(dataframe['tema'] <= dataframe['blower']) &
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) |
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(dataframe['tema'] > dataframe['tema'].shift(1))
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(
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(dataframe['adx'] > 65) &
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(dataframe['plus_di'] > 0.5)
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),
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),
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'buy'] = 1
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'buy'] = 1
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@ -40,41 +69,31 @@ def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
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```
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```
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### Sell strategy
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### Sell strategy
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The default buy strategy is located in the file
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Edit the method `populate_sell_trend()` into your strategy file to
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[freqtrade/analyze.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/analyze.py#L95-L115)
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update your sell strategy.
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Edit the function `populate_sell_trend()` to update your buy strategy.
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Sample:
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Sample from `user_data/strategies/test_strategy.py`:
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```python
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```python
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def populate_sell_trend(dataframe: DataFrame) -> DataFrame:
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def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
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"""
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"""
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Based on TA indicators, populates the sell signal for the given dataframe
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Based on TA indicators, populates the sell signal for the given dataframe
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:param dataframe: DataFrame
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:param dataframe: DataFrame
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:return: DataFrame with buy column
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:return: DataFrame with buy column
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"""
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"""
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dataframe.loc[
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dataframe.loc[
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(
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(
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(crossed_above(dataframe['rsi'], 70)) |
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(crossed_above(dataframe['fastd'], 70))
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) &
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(dataframe['adx'] > 10) &
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(dataframe['minus_di'] > 0)
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) |
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(
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(
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(dataframe['adx'] > 70) &
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(dataframe['adx'] > 70) &
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(dataframe['minus_di'] > 0.5)
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(dataframe['tema'] > dataframe['blower']) &
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(dataframe['tema'] < dataframe['tema'].shift(1))
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),
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),
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'sell'] = 1
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'sell'] = 1
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return dataframe
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return dataframe
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```
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```
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## Add more Indicator
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## Add more Indicator
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As you have seen, buy and sell strategies need indicators. You can see
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As you have seen, buy and sell strategies need indicators. You can add
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the indicators in the file
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more indicators by extending the list contained in
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[freqtrade/analyze.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/analyze.py#L95-L115).
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the method `populate_indicators()` from your strategy file.
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Of course you can add more indicators by extending the list contained in
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the function `populate_indicators()`.
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Sample:
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Sample:
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```python
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```python
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@ -111,6 +130,15 @@ def populate_indicators(dataframe: DataFrame) -> DataFrame:
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return dataframe
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return dataframe
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```
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```
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**Want more indicators example?**
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Look into the [user_data/strategies/test_strategy.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py).
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Then uncomment indicateur you need.
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### Where is the default strategy?
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The default buy strategy is located in the file
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[freqtrade/default_strategy.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/strategy/default_strategy.py).
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## Next step
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## Next step
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Now you have a perfect strategy you probably want to backtesting it.
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Now you have a perfect strategy you probably want to backtesting it.
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@ -22,19 +22,21 @@ positional arguments:
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optional arguments:
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optional arguments:
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-h, --help show this help message and exit
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-h, --help show this help message and exit
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-c PATH, --config PATH
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specify configuration file (default: config.json)
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-v, --verbose be verbose
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-v, --verbose be verbose
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--version show program's version number and exit
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--version show program's version number and exit
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-dd PATH, --datadir PATH
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-c PATH, --config PATH
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Path is from where backtesting and hyperopt will load the
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specify configuration file (default: config.json)
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ticker data files (default freqdata/tests/testdata).
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-s PATH, --strategy PATH
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--dynamic-whitelist [INT]
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specify strategy file (default:
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dynamically generate and update whitelist based on 24h
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freqtrade/strategy/default_strategy.py)
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BaseVolume (Default 20 currencies)
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--dry-run-db Force dry run to use a local DB
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--dry-run-db Force dry run to use a local DB
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"tradesv3.dry_run.sqlite" instead of memory DB. Work
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"tradesv3.dry_run.sqlite" instead of memory DB. Work
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only if dry_run is enabled.
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only if dry_run is enabled.
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-dd PATH, --datadir PATH
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path to backtest data (default freqdata/tests/testdata
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--dynamic-whitelist [INT]
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dynamically generate and update whitelist based on 24h
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BaseVolume (Default 20 currencies)
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```
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```
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### How to use a different config file?
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### How to use a different config file?
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@ -45,6 +47,33 @@ default, the bot will load the file `./config.json`
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python3 ./freqtrade/main.py -c path/far/far/away/config.json
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python3 ./freqtrade/main.py -c path/far/far/away/config.json
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```
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```
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### How to use --strategy?
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This parameter will allow you to load your custom strategy file. Per
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default without `--strategy` or `-s` the bol will load the
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`default_strategy` included with the bot (`freqtrade/strategy/default_strategy.py`).
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The bot will search your strategy file into `user_data/strategies` and
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`freqtrade/strategy`.
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To load a strategy, simply pass the file name (without .py) in this
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parameters.
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**Example:**
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In `user_data/strategies` you have a file `my_awesome_strategy.py` to
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load it:
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```bash
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python3 ./freqtrade/main.py --strategy my_awesome_strategy
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```
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If the bot does not find your strategy file, it will fallback to the
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`default_strategy`.
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Learn more about strategy file in [optimize your bot](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md).
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#### How to install a strategy?
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This is very simple. Copy paste your strategy file into the folder
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`user_data/strategies`. And voila, the bot is ready to use it.
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### How to use --dynamic-whitelist?
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### How to use --dynamic-whitelist?
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Per default `--dynamic-whitelist` will retrieve the 20 currencies based
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Per default `--dynamic-whitelist` will retrieve the 20 currencies based
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on BaseVolume. This value can be changed when you run the script.
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on BaseVolume. This value can be changed when you run the script.
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@ -20,8 +20,8 @@ The table below will list all configuration parameters.
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| `ticker_interval` | [1, 5, 30, 60, 1440] | No | The ticker interval to use (1min, 5 min, 30 min, 1 hour or 1 day). Defaut is 5 minutes
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| `ticker_interval` | [1, 5, 30, 60, 1440] | No | The ticker interval to use (1min, 5 min, 30 min, 1 hour or 1 day). Defaut is 5 minutes
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| `fiat_display_currency` | USD | Yes | Fiat currency used to show your profits. More information below.
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| `fiat_display_currency` | USD | Yes | Fiat currency used to show your profits. More information below.
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| `dry_run` | true | Yes | Define if the bot must be in Dry-run or production mode.
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| `dry_run` | true | Yes | Define if the bot must be in Dry-run or production mode.
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| `minimal_roi` | See below | Yes | Set the threshold in percent the bot will use to sell a trade. More information below.
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| `minimal_roi` | See below | No | Set the threshold in percent the bot will use to sell a trade. More information below. If set, this parameter will override `minimal_roi` from your strategy file.
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| `stoploss` | -0.10 | No | Value of the stoploss in percent used by the bot. More information below.
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| `stoploss` | -0.10 | No | Value of the stoploss in percent used by the bot. More information below. If set, this parameter will override `stoploss` from your strategy file.
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| `unfilledtimeout` | 0 | No | How long (in minutes) the bot will wait for an unfilled order to complete, after which the order will be cancelled.
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| `unfilledtimeout` | 0 | No | How long (in minutes) the bot will wait for an unfilled order to complete, after which the order will be cancelled.
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| `bid_strategy.ask_last_balance` | 0.0 | Yes | Set the bidding price. More information below.
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| `bid_strategy.ask_last_balance` | 0.0 | Yes | Set the bidding price. More information below.
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| `exchange.name` | bittrex | Yes | Name of the exchange class to use.
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| `exchange.name` | bittrex | Yes | Name of the exchange class to use.
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@ -53,11 +53,19 @@ See the example below:
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},
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},
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```
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```
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Most of the strategy files already include the optimal `minimal_roi`
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value. This parameter is optional. If you use it, it will take over the
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`minimal_roi` value from the strategy file.
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### Understand stoploss
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### Understand stoploss
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`stoploss` is loss in percentage that should trigger a sale.
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`stoploss` is loss in percentage that should trigger a sale.
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For example value `-0.10` will cause immediate sell if the
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For example value `-0.10` will cause immediate sell if the
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profit dips below -10% for a given trade. This parameter is optional.
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profit dips below -10% for a given trade. This parameter is optional.
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Most of the strategy files already include the optimal `stoploss`
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value. This parameter is optional. If you use it, it will take over the
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`stoploss` value from the strategy file.
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### Understand initial_state
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### Understand initial_state
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`initial_state` is an optional field that defines the initial application state.
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`initial_state` is an optional field that defines the initial application state.
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Possible values are `running` or `stopped`. (default=`running`)
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Possible values are `running` or `stopped`. (default=`running`)
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@ -14,14 +14,13 @@ parameters with Hyperopt.
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## Prepare Hyperopt
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## Prepare Hyperopt
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Before we start digging in Hyperopt, we recommend you to take a look at
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Before we start digging in Hyperopt, we recommend you to take a look at
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out Hyperopt file
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your strategy file located into [user_data/strategies/](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py)
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[freqtrade/optimize/hyperopt.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py)
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### 1. Configure your Guards and Triggers
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### 1. Configure your Guards and Triggers
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There are two places you need to change to add a new buy strategy for
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There are two places you need to change in your strategy file to add a
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testing:
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new buy strategy for testing:
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- Inside the [populate_buy_trend()](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L167-L207).
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- Inside [populate_buy_trend()](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L278-L294).
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- Inside the [SPACE dict](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L47-L94).
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- Inside [hyperopt_space()](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L244-L297) known as `SPACE`.
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There you have two different type of indicators: 1. `guards` and 2.
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There you have two different type of indicators: 1. `guards` and 2.
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`triggers`.
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`triggers`.
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@ -38,10 +37,10 @@ ADX > 10*".
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If you have updated the buy strategy, means change the content of
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If you have updated the buy strategy, means change the content of
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`populate_buy_trend()` function you have to update the `guards` and
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`populate_buy_trend()` method you have to update the `guards` and
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`triggers` hyperopts must used.
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`triggers` hyperopts must used.
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As for an example if your `populate_buy_trend()` function is:
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As for an example if your `populate_buy_trend()` method is:
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```python
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```python
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def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
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def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
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dataframe.loc[
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dataframe.loc[
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@ -56,10 +55,10 @@ Your hyperopt file must contains `guards` to find the right value for
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`(dataframe['adx'] > 65)` & and `(dataframe['plus_di'] > 0.5)`. That
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`(dataframe['adx'] > 65)` & and `(dataframe['plus_di'] > 0.5)`. That
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means you will need to enable/disable triggers.
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means you will need to enable/disable triggers.
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In our case the `SPACE` and `populate_buy_trend` in hyperopt.py file
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In our case the `SPACE` and `populate_buy_trend` in your strategy file
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will be look like:
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will be look like:
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```python
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```python
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SPACE = {
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space = {
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'rsi': hp.choice('rsi', [
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'rsi': hp.choice('rsi', [
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{'enabled': False},
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{'enabled': False},
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{'enabled': True, 'value': hp.quniform('rsi-value', 20, 40, 1)}
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{'enabled': True, 'value': hp.quniform('rsi-value', 20, 40, 1)}
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@ -82,7 +81,7 @@ SPACE = {
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...
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...
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def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
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def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
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conditions = []
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conditions = []
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# GUARDS AND TRENDS
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# GUARDS AND TRENDS
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if params['adx']['enabled']:
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if params['adx']['enabled']:
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@ -111,13 +110,13 @@ cannot use your config file. It is also made on purpose to allow you
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testing your strategy with different configurations.
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testing your strategy with different configurations.
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The Hyperopt configuration is located in
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The Hyperopt configuration is located in
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[freqtrade/optimize/hyperopt_conf.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/optimize/hyperopt_conf.py).
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[user_data/hyperopt_conf.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/hyperopt_conf.py).
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## Advanced notions
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## Advanced notions
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### Understand the Guards and Triggers
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### Understand the Guards and Triggers
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When you need to add the new guards and triggers to be hyperopt
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When you need to add the new guards and triggers to be hyperopt
|
||||||
parameters, you do this by adding them into the [SPACE dict](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L47-L94).
|
parameters, you do this by adding them into the [hyperopt_space()](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L244-L297).
|
||||||
|
|
||||||
If it's a trigger, you add one line to the 'trigger' choice group and that's it.
|
If it's a trigger, you add one line to the 'trigger' choice group and that's it.
|
||||||
|
|
||||||
@ -149,9 +148,8 @@ for best working algo.
|
|||||||
|
|
||||||
### Add a new Indicators
|
### Add a new Indicators
|
||||||
If you want to test an indicator that isn't used by the bot currently,
|
If you want to test an indicator that isn't used by the bot currently,
|
||||||
you need to add it to
|
you need to add it to your strategy file (example: [user_data/strategies/test_strategy.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py))
|
||||||
[freqtrade/analyze.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/analyze.py#L40-L70)
|
inside the `populate_indicators()` method.
|
||||||
inside the `populate_indicators` function.
|
|
||||||
|
|
||||||
## Execute Hyperopt
|
## Execute Hyperopt
|
||||||
Once you have updated your hyperopt configuration you can run it.
|
Once you have updated your hyperopt configuration you can run it.
|
||||||
@ -165,8 +163,8 @@ python3 ./freqtrade/main.py -c config.json hyperopt
|
|||||||
|
|
||||||
### Execute hyperopt with different ticker-data source
|
### Execute hyperopt with different ticker-data source
|
||||||
If you would like to learn parameters using an alternate ticke-data that
|
If you would like to learn parameters using an alternate ticke-data that
|
||||||
you have on-disk, use the --datadir PATH option. Default hyperopt will
|
you have on-disk, use the `--datadir PATH` option. Default hyperopt will
|
||||||
use data from directory freqtrade/tests/testdata.
|
use data from directory `user_data/data`.
|
||||||
|
|
||||||
### Running hyperopt with smaller testset
|
### Running hyperopt with smaller testset
|
||||||
|
|
||||||
@ -270,15 +268,11 @@ customizable value.
|
|||||||
- and so on...
|
- and so on...
|
||||||
|
|
||||||
|
|
||||||
You have to look from
|
You have to look inside your strategy file into `buy_strategy_generator()`
|
||||||
[freqtrade/optimize/hyperopt.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L170-L200)
|
method, what those values match to.
|
||||||
what those values match to.
|
|
||||||
|
|
||||||
So for example you had `adx:` with the `value: 15.0` so we would look
|
So for example you had `adx:` with the `value: 15.0` so we would look
|
||||||
at `adx`-block from
|
at `adx`-block, that translates to the following code block:
|
||||||
[freqtrade/optimize/hyperopt.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L178-L179).
|
|
||||||
That translates to the following code block to
|
|
||||||
[analyze.populate_buy_trend()](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/analyze.py#L73)
|
|
||||||
```
|
```
|
||||||
(dataframe['adx'] > 15.0)
|
(dataframe['adx'] > 15.0)
|
||||||
```
|
```
|
||||||
@ -286,7 +280,7 @@ That translates to the following code block to
|
|||||||
So translating your whole hyperopt result to as the new buy-signal
|
So translating your whole hyperopt result to as the new buy-signal
|
||||||
would be the following:
|
would be the following:
|
||||||
```
|
```
|
||||||
def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
|
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
|
||||||
dataframe.loc[
|
dataframe.loc[
|
||||||
(
|
(
|
||||||
(dataframe['adx'] > 15.0) & # adx-value
|
(dataframe['adx'] > 15.0) & # adx-value
|
||||||
|
@ -9,15 +9,20 @@ from pandas import DataFrame
|
|||||||
|
|
||||||
# Add your lib to import here
|
# Add your lib to import here
|
||||||
import talib.abstract as ta
|
import talib.abstract as ta
|
||||||
|
import freqtrade.vendor.qtpylib.indicators as qtpylib
|
||||||
|
import numpy # noqa
|
||||||
|
|
||||||
|
|
||||||
# Update this variable if you change the class name
|
# Update this variable if you change the class name
|
||||||
class_name = 'TestStrategy'
|
class_name = 'TestStrategy'
|
||||||
|
|
||||||
|
|
||||||
|
# This class is a sample. Feel free to customize it.
|
||||||
class TestStrategy(IStrategy):
|
class TestStrategy(IStrategy):
|
||||||
"""
|
"""
|
||||||
This is a test strategy to inspire you.
|
This is a test strategy to inspire you.
|
||||||
|
More information in https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md
|
||||||
|
|
||||||
You can:
|
You can:
|
||||||
- Rename the class name (Do not forget to update class_name)
|
- Rename the class name (Do not forget to update class_name)
|
||||||
- Add any methods you want to build your strategy
|
- Add any methods you want to build your strategy
|
||||||
@ -51,10 +56,171 @@ class TestStrategy(IStrategy):
|
|||||||
or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
|
or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
|
||||||
"""
|
"""
|
||||||
|
|
||||||
|
# Momentum Indicator
|
||||||
|
# ------------------------------------
|
||||||
|
|
||||||
|
# ADX
|
||||||
dataframe['adx'] = ta.ADX(dataframe)
|
dataframe['adx'] = ta.ADX(dataframe)
|
||||||
|
|
||||||
|
"""
|
||||||
|
# Awesome oscillator
|
||||||
|
dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
|
||||||
|
|
||||||
|
# Commodity Channel Index: values Oversold:<-100, Overbought:>100
|
||||||
|
dataframe['cci'] = ta.CCI(dataframe)
|
||||||
|
|
||||||
|
# MACD
|
||||||
|
macd = ta.MACD(dataframe)
|
||||||
|
dataframe['macd'] = macd['macd']
|
||||||
|
dataframe['macdsignal'] = macd['macdsignal']
|
||||||
|
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)
|
||||||
|
|
||||||
|
# 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'] = (numpy.exp(2 * rsi) - 1) / (numpy.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
|
||||||
|
# ------------------------------------
|
||||||
|
|
||||||
|
"""
|
||||||
|
# Previous Bollinger bands
|
||||||
|
# Because ta.BBANDS implementation is broken with small numbers, it actually
|
||||||
|
# returns middle band for all the three bands. Switch to qtpylib.bollinger_bands
|
||||||
|
# and use middle band instead.
|
||||||
|
|
||||||
dataframe['blower'] = ta.BBANDS(dataframe, nbdevup=2, nbdevdn=2)['lowerband']
|
dataframe['blower'] = ta.BBANDS(dataframe, nbdevup=2, nbdevdn=2)['lowerband']
|
||||||
|
"""
|
||||||
|
|
||||||
|
# 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']
|
||||||
|
|
||||||
|
"""
|
||||||
|
# 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['ema50'] = ta.EMA(dataframe, timeperiod=50)
|
||||||
|
dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
|
||||||
|
|
||||||
|
# SAR Parabol
|
||||||
|
dataframe['sar'] = ta.SAR(dataframe)
|
||||||
|
|
||||||
|
# SMA - Simple Moving Average
|
||||||
|
dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
|
||||||
|
"""
|
||||||
|
|
||||||
|
# TEMA - Triple Exponential Moving Average
|
||||||
dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
|
dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
|
||||||
|
|
||||||
|
# Cycle Indicator
|
||||||
|
# ------------------------------------
|
||||||
|
# Hilbert Transform Indicator - SineWave
|
||||||
|
hilbert = ta.HT_SINE(dataframe)
|
||||||
|
dataframe['htsine'] = hilbert['sine']
|
||||||
|
dataframe['htleadsine'] = hilbert['leadsine']
|
||||||
|
|
||||||
|
# Pattern Recognition - Bullish candlestick patterns
|
||||||
|
# ------------------------------------
|
||||||
|
"""
|
||||||
|
# Hammer: values [0, 100]
|
||||||
|
dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe)
|
||||||
|
# Inverted Hammer: values [0, 100]
|
||||||
|
dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe)
|
||||||
|
# Dragonfly Doji: values [0, 100]
|
||||||
|
dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe)
|
||||||
|
# Piercing Line: values [0, 100]
|
||||||
|
dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) # values [0, 100]
|
||||||
|
# Morningstar: values [0, 100]
|
||||||
|
dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) # values [0, 100]
|
||||||
|
# Three White Soldiers: values [0, 100]
|
||||||
|
dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) # values [0, 100]
|
||||||
|
"""
|
||||||
|
|
||||||
|
# Pattern Recognition - Bearish candlestick patterns
|
||||||
|
# ------------------------------------
|
||||||
|
"""
|
||||||
|
# Hanging Man: values [0, 100]
|
||||||
|
dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe)
|
||||||
|
# Shooting Star: values [0, 100]
|
||||||
|
dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe)
|
||||||
|
# Gravestone Doji: values [0, 100]
|
||||||
|
dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe)
|
||||||
|
# Dark Cloud Cover: values [0, 100]
|
||||||
|
dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe)
|
||||||
|
# Evening Doji Star: values [0, 100]
|
||||||
|
dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe)
|
||||||
|
# Evening Star: values [0, 100]
|
||||||
|
dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe)
|
||||||
|
"""
|
||||||
|
|
||||||
|
# Pattern Recognition - Bullish/Bearish candlestick patterns
|
||||||
|
# ------------------------------------
|
||||||
|
"""
|
||||||
|
# Three Line Strike: values [0, -100, 100]
|
||||||
|
dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe)
|
||||||
|
# Spinning Top: values [0, -100, 100]
|
||||||
|
dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) # values [0, -100, 100]
|
||||||
|
# Engulfing: values [0, -100, 100]
|
||||||
|
dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) # values [0, -100, 100]
|
||||||
|
# Harami: values [0, -100, 100]
|
||||||
|
dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) # values [0, -100, 100]
|
||||||
|
# Three Outside Up/Down: values [0, -100, 100]
|
||||||
|
dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) # values [0, -100, 100]
|
||||||
|
# Three Inside Up/Down: values [0, -100, 100]
|
||||||
|
dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) # values [0, -100, 100]
|
||||||
|
"""
|
||||||
|
|
||||||
|
# Chart type
|
||||||
|
# ------------------------------------
|
||||||
|
"""
|
||||||
|
# Heikinashi stategy
|
||||||
|
heikinashi = qtpylib.heikinashi(dataframe)
|
||||||
|
dataframe['ha_open'] = heikinashi['open']
|
||||||
|
dataframe['ha_close'] = heikinashi['close']
|
||||||
|
dataframe['ha_high'] = heikinashi['high']
|
||||||
|
dataframe['ha_low'] = heikinashi['low']
|
||||||
|
"""
|
||||||
|
|
||||||
return dataframe
|
return dataframe
|
||||||
|
|
||||||
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
|
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
|
||||||
@ -91,6 +257,7 @@ class TestStrategy(IStrategy):
|
|||||||
def hyperopt_space(self) -> List[Dict]:
|
def hyperopt_space(self) -> List[Dict]:
|
||||||
"""
|
"""
|
||||||
Define your Hyperopt space for the strategy
|
Define your Hyperopt space for the strategy
|
||||||
|
:return: Dict
|
||||||
"""
|
"""
|
||||||
space = {
|
space = {
|
||||||
'adx': hp.choice('adx', [
|
'adx': hp.choice('adx', [
|
||||||
|
Loading…
Reference in New Issue
Block a user