adjusted to keep perfomance in percent consistent, while allowing to buy large swings

This commit is contained in:
Gert Wohlgemuth 2018-04-30 16:16:45 -07:00
parent ba476c201d
commit e0bdb6089e

View File

@ -23,6 +23,8 @@ class Quickie(IStrategy):
# This attribute will be overridden if the config file contains "minimal_roi"
minimal_roi = {
"100": 0.01,
"45": 0.02,
"30": 0.03,
"15": 0.06,
"10": 0.15,
}
@ -35,13 +37,10 @@ class Quickie(IStrategy):
ticker_interval = 5
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
macd = ta.MACD(dataframe)
dataframe['macd'] = macd['macd']
dataframe['macdsignal'] = macd['macdsignal']
dataframe['macdhist'] = macd['macdhist']
dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
dataframe['sma_200'] = ta.SMA(dataframe,timeperiod=200)
dataframe['sma_200'] = ta.SMA(dataframe, timeperiod=200)
dataframe['sma_50'] = ta.SMA(dataframe, timeperiod=50)
dataframe['adx'] = ta.ADX(dataframe)
# required for graphing
@ -55,10 +54,17 @@ class Quickie(IStrategy):
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
dataframe.loc[
(
(dataframe['adx'] > 30) &
(dataframe['tema'] < dataframe['bb_middleband']) &
(dataframe['tema'] > dataframe['tema'].shift(1)) &
(dataframe['sma_200'] > dataframe['close'])
(
(dataframe['adx'] > 30) &
(dataframe['tema'] < dataframe['bb_middleband']) &
(dataframe['tema'] > dataframe['tema'].shift(1)) &
(dataframe['sma_200'] > dataframe['close'])
)
|
(
(dataframe['sma_200'] > dataframe['close']) &
(dataframe['sma_50'] < dataframe['sma_200'])
)
),
'buy'] = 1
return dataframe