Added short and exit_short to strategy

tests/strategy/strats/default_strategy.py

@@ -154,3 +154,48 @@ class DefaultStrategy(IStrategy):
             ),
             'sell'] = 1
         return dataframe
+
+    def populate_short_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Based on TA indicators, populates the short signal for the given dataframe
+        :param dataframe: DataFrame
+        :param metadata: Additional information, like the currently traded pair
+        :return: DataFrame with short column
+        """
+        dataframe.loc[
+            (
+                (dataframe['rsi'] > 65) &
+                (dataframe['fastd'] > 65) &
+                (dataframe['adx'] < 70) &
+                (dataframe['plus_di'] < 0.5)  # TODO-lev: What to do here
+            ) |
+            (
+                (dataframe['adx'] < 35) &
+                (dataframe['plus_di'] < 0.5)  # TODO-lev: What to do here
+            ),
+            'short'] = 1
+
+        return dataframe
+
+    def populate_exit_short_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Based on TA indicators, populates the exit_short signal for the given dataframe
+        :param dataframe: DataFrame
+        :param metadata: Additional information, like the currently traded pair
+        :return: DataFrame with exit_short column
+        """
+        dataframe.loc[
+            (
+                (
+                    (qtpylib.crossed_below(dataframe['rsi'], 30)) |
+                    (qtpylib.crossed_below(dataframe['fastd'], 30))
+                ) &
+                (dataframe['adx'] < 90) &
+                (dataframe['minus_di'] < 0)  # TODO-lev: what to do here
+            ) |
+            (
+                (dataframe['adx'] > 30) &
+                (dataframe['minus_di'] < 0.5)   # TODO-lev: what to do here
+            ),
+            'exit_short'] = 1
+        return dataframe

tests/strategy/strats/hyperoptable_strategy.py

@@ -60,6 +60,15 @@ class HyperoptableStrategy(IStrategy):
         'sell_minusdi': 0.4
     }
 
+    short_params = {
+        'short_rsi': 65,
+    }
+
+    exit_short_params = {
+        'exit_short_rsi': 26,
+        'exit_short_minusdi': 0.6
+    }
+
     buy_rsi = IntParameter([0, 50], default=30, space='buy')
     buy_plusdi = RealParameter(low=0, high=1, default=0.5, space='buy')
     sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
@@ -78,6 +87,12 @@ class HyperoptableStrategy(IStrategy):
             })
         return prot
 
+    short_rsi = IntParameter([50, 100], default=70, space='sell')
+    short_plusdi = RealParameter(low=0, high=1, default=0.5, space='sell')
+    exit_short_rsi = IntParameter(low=0, high=50, default=30, space='buy')
+    exit_short_minusdi = DecimalParameter(low=0, high=1, default=0.4999, decimals=3, space='buy',
+                                          load=False)
+
     def informative_pairs(self):
         """
         Define additional, informative pair/interval combinations to be cached from the exchange.
@@ -167,7 +182,7 @@ class HyperoptableStrategy(IStrategy):
         Based on TA indicators, populates the sell signal for the given dataframe
         :param dataframe: DataFrame
         :param metadata: Additional information, like the currently traded pair
-        :return: DataFrame with buy column
+        :return: DataFrame with sell column
         """
         dataframe.loc[
             (
@@ -184,3 +199,48 @@ class HyperoptableStrategy(IStrategy):
             ),
             'sell'] = 1
         return dataframe
+
+    def populate_short_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Based on TA indicators, populates the short signal for the given dataframe
+        :param dataframe: DataFrame
+        :param metadata: Additional information, like the currently traded pair
+        :return: DataFrame with short column
+        """
+        dataframe.loc[
+            (
+                (dataframe['rsi'] > self.short_rsi.value) &
+                (dataframe['fastd'] > 65) &
+                (dataframe['adx'] < 70) &
+                (dataframe['plus_di'] < self.short_plusdi.value)
+            ) |
+            (
+                (dataframe['adx'] < 35) &
+                (dataframe['plus_di'] < self.short_plusdi.value)
+            ),
+            'short'] = 1
+
+        return dataframe
+
+    def populate_exit_short_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Based on TA indicators, populates the exit_short signal for the given dataframe
+        :param dataframe: DataFrame
+        :param metadata: Additional information, like the currently traded pair
+        :return: DataFrame with exit_short column
+        """
+        dataframe.loc[
+            (
+                (
+                    (qtpylib.crossed_below(dataframe['rsi'], self.exit_short_rsi.value)) |
+                    (qtpylib.crossed_below(dataframe['fastd'], 30))
+                ) &
+                (dataframe['adx'] < 90) &
+                (dataframe['minus_di'] < 0)  # TODO-lev: What should this be
+            ) |
+            (
+                (dataframe['adx'] < 30) &
+                (dataframe['minus_di'] < self.exit_short_minusdi.value)
+            ),
+            'exit_short'] = 1
+        return dataframe

tests/strategy/strats/legacy_strategy.py

@@ -85,3 +85,34 @@ class TestStrategyLegacy(IStrategy):
             ),
             'sell'] = 1
         return dataframe
+
+    def populate_short_trend(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Based on TA indicators, populates the buy signal for the given dataframe
+        :param dataframe: DataFrame
+        :return: DataFrame with buy column
+        """
+        dataframe.loc[
+            (
+                (dataframe['adx'] > 30) &
+                (dataframe['tema'] > dataframe['tema'].shift(1)) &
+                (dataframe['volume'] > 0)
+            ),
+            'buy'] = 1
+
+        return dataframe
+
+    def populate_exit_short_trend(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Based on TA indicators, populates the sell signal for the given dataframe
+        :param dataframe: DataFrame
+        :return: DataFrame with buy column
+        """
+        dataframe.loc[
+            (
+                (dataframe['adx'] > 70) &
+                (dataframe['tema'] < dataframe['tema'].shift(1)) &
+                (dataframe['volume'] > 0)
+            ),
+            'sell'] = 1
+        return dataframe