adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

optimized strategy a bit

Browse Source
This commit is contained in:
Gert Wohlgemuth 2018-04-24 20:19:00 -07:00
parent 15ce56fff1
commit c83494cd9b
1 changed files with 11 additions and 11 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

22
user_data/strategies/Quickie.py
View File

@ -33,7 +33,7 @@ class Quickie(IStrategy):
stoploss = -0.3
# Optimal ticker interval for the strategy
ticker_interval = 5
ticker_interval = 1
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
macd = ta.MACD(dataframe)
@ -44,8 +44,8 @@ class Quickie(IStrategy):
dataframe['cci'] = ta.CCI(dataframe)
dataframe['willr'] = ta.WILLR(dataframe)
dataframe['smaSlow'] = ta.SMA(dataframe, timeperiod=7)
dataframe['smaFast'] = ta.SMA(dataframe, timeperiod=13)
dataframe['smaSlow'] = ta.EMA(dataframe, timeperiod=12)
dataframe['smaFast'] = ta.EMA(dataframe, timeperiod=26)
# required for graphing
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
@ -69,13 +69,16 @@ class Quickie(IStrategy):
dataframe.loc[
(
# we want to buy oversold assets
(dataframe['cci'] <= -50)
# (dataframe['cci'] <= -50)
# some basic trend should have been established
& (dataframe['macd'] > dataframe['macdsignal'])
# & (dataframe['macd'] > dataframe['macdsignal'])
# which starts inside the band
& (dataframe['open'] > dataframe['bb_lowerband'])
# & (dataframe['open'] > dataframe['bb_lowerband'])
qtpylib.crossed_above(dataframe['smaFast'], dataframe['smaSlow'])
)
,
'buy'] = 1
@ -89,11 +92,8 @@ class Quickie(IStrategy):
:return: DataFrame with buy column
"""
dataframe.loc[
(dataframe['close'] >= dataframe['bb_upperband']) |
(
(dataframe['macd'] < dataframe['macdsignal']) &
(dataframe['cci'] >= 100)
)
qtpylib.crossed_above(dataframe['smaSlow'], dataframe['smaFast'])
,
'sell'] = 1
return dataframe