From bf6f563df29e7d9c67e1cbffcdf1efd7310b8da5 Mon Sep 17 00:00:00 2001 From: Janne Sinivirta Date: Sun, 15 Oct 2017 16:54:26 +0300 Subject: [PATCH] small tweaks to buy strategy and it's visualization --- freqtrade/analyze.py | 26 ++++++++++++++------------ 1 file changed, 14 insertions(+), 12 deletions(-) diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py index f4f6d0077..e3148349f 100644 --- a/freqtrade/analyze.py +++ b/freqtrade/analyze.py @@ -31,15 +31,13 @@ def populate_indicators(dataframe: DataFrame) -> DataFrame: """ Adds several different TA indicators to the given DataFrame """ - dataframe['sar'] = ta.SAR(dataframe, 0.02, 0.22) dataframe['adx'] = ta.ADX(dataframe) stoch = ta.STOCHF(dataframe) dataframe['fastd'] = stoch['fastd'] dataframe['fastk'] = stoch['fastk'] dataframe['blower'] = ta.BBANDS(dataframe, nbdevup=2, nbdevdn=2)['lowerband'] - dataframe['cci'] = ta.CCI(dataframe, timeperiod=5) - dataframe['sma'] = ta.SMA(dataframe, timeperiod=100) - dataframe['tema'] = ta.TEMA(dataframe, timeperiod=4) + dataframe['sma'] = ta.SMA(dataframe, timeperiod=30) + dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9) dataframe['mfi'] = ta.MFI(dataframe) return dataframe @@ -50,14 +48,12 @@ def populate_buy_trend(dataframe: DataFrame) -> DataFrame: :param dataframe: DataFrame :return: DataFrame with buy column """ - dataframe.loc[ (dataframe['close'] < dataframe['sma']) & - (dataframe['cci'] < -100) & (dataframe['tema'] <= dataframe['blower']) & - (dataframe['mfi'] < 30) & - (dataframe['fastd'] < 20) & - (dataframe['adx'] > 20), + (dataframe['mfi'] < 25) & + (dataframe['fastd'] < 25) & + (dataframe['adx'] > 30), 'buy'] = 1 dataframe.loc[dataframe['buy'] == 1, 'buy_price'] = dataframe['close'] @@ -120,20 +116,26 @@ def plot_dataframe(dataframe: DataFrame, pair: str) -> None: import matplotlib.pyplot as plt # Two subplots sharing x axis - fig, (ax1, ax2) = plt.subplots(2, sharex=True) + fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True) fig.suptitle(pair, fontsize=14, fontweight='bold') - ax1.plot(dataframe.index.values, dataframe['sar'], 'g_', label='pSAR') ax1.plot(dataframe.index.values, dataframe['close'], label='close') # ax1.plot(dataframe.index.values, dataframe['sell'], 'ro', label='sell') ax1.plot(dataframe.index.values, dataframe['sma'], '--', label='SMA') + ax1.plot(dataframe.index.values, dataframe['tema'], ':', label='TEMA') + ax1.plot(dataframe.index.values, dataframe['blower'], '-.', label='BB low') ax1.plot(dataframe.index.values, dataframe['buy_price'], 'bo', label='buy') ax1.legend() - # ax2.plot(dataframe.index.values, dataframe['adx'], label='ADX') + ax2.plot(dataframe.index.values, dataframe['adx'], label='ADX') ax2.plot(dataframe.index.values, dataframe['mfi'], label='MFI') # ax2.plot(dataframe.index.values, [25] * len(dataframe.index.values)) ax2.legend() + ax3.plot(dataframe.index.values, dataframe['fastk'], label='k') + ax3.plot(dataframe.index.values, dataframe['fastd'], label='d') + ax3.plot(dataframe.index.values, [20] * len(dataframe.index.values)) + ax3.legend() + # Fine-tune figure; make subplots close to each other and hide x ticks for # all but bottom plot. fig.subplots_adjust(hspace=0)