diff --git a/user_data/strategies/Quickie.py b/user_data/strategies/Quickie.py index e1a9e3fa9..95310d060 100644 --- a/user_data/strategies/Quickie.py +++ b/user_data/strategies/Quickie.py @@ -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