diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 40da697e6..ca76071af 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -138,7 +138,7 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ dataframe.loc[ ( - (qtpylib.crossed_above(dataframe['adx'], 30)) & # Signal: ADX crosses above 30 + (qtpylib.crossed_above(dataframe['rsi'], 30)) & # Signal: RSI crosses above 30 (dataframe['tema'] <= dataframe['bb_middleband']) & # Guard (dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard (dataframe['volume'] > 0) # Make sure Volume is not 0 @@ -149,7 +149,7 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: ``` !!! Note - Buying requires sellers to buy from - therefore volume needs to be > 0 (`dataframe['volume'] > 0`) to make sure that the does not buy/sell in no-activity periods. + Buying requires sellers to buy from - therefore volume needs to be > 0 (`dataframe['volume'] > 0`) to make sure that the bot does not buy/sell in no-activity periods. ### Sell signal rules @@ -172,7 +172,7 @@ def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame """ dataframe.loc[ ( - (qtpylib.crossed_above(dataframe['adx'], 70)) & # Signal: ADX crosses above 70 + (qtpylib.crossed_above(dataframe['rsi'], 70)) & # Signal: RSI crosses above 70 (dataframe['tema'] > dataframe['bb_middleband']) & # Guard (dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard (dataframe['volume'] > 0) # Make sure Volume is not 0 diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py index 88e29b40e..52216e0ef 100644 --- a/tests/strategy/test_strategy.py +++ b/tests/strategy/test_strategy.py @@ -39,7 +39,7 @@ def test_search_strategy(): def test_load_strategy(default_conf, result): default_conf.update({'strategy': 'SampleStrategy'}) resolver = StrategyResolver(default_conf) - assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) + assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) def test_load_strategy_base64(result, caplog, default_conf): @@ -48,7 +48,7 @@ def test_load_strategy_base64(result, caplog, default_conf): default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)}) resolver = StrategyResolver(default_conf) - assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) + assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) # Make sure strategy was loaded from base64 (using temp directory)!! assert log_has_re(r"Using resolved strategy SampleStrategy from '" + tempfile.gettempdir() + r"/.*/SampleStrategy\.py'\.\.\.", caplog) diff --git a/user_data/strategies/sample_strategy.py b/user_data/strategies/sample_strategy.py index 61f4fc15f..6870de190 100644 --- a/user_data/strategies/sample_strategy.py +++ b/user_data/strategies/sample_strategy.py @@ -102,8 +102,10 @@ class SampleStrategy(IStrategy): # ------------------------------------ # ADX - dataframe['adx'] = ta.ADX(dataframe) + # dataframe['adx'] = ta.ADX(dataframe) + # RSI + dataframe['rsi'] = ta.RSI(dataframe) """ # Awesome oscillator dataframe['ao'] = qtpylib.awesome_oscillator(dataframe) @@ -132,9 +134,6 @@ class SampleStrategy(IStrategy): # ROC dataframe['roc'] = ta.ROC(dataframe) - # RSI - dataframe['rsi'] = ta.RSI(dataframe) - # Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy) rsi = 0.1 * (dataframe['rsi'] - 50) dataframe['fisher_rsi'] = (numpy.exp(2 * rsi) - 1) / (numpy.exp(2 * rsi) + 1) @@ -276,7 +275,7 @@ class SampleStrategy(IStrategy): """ dataframe.loc[ ( - (qtpylib.crossed_above(dataframe['adx'], 30)) & # Signal: ADX crosses above 30 + (qtpylib.crossed_above(dataframe['rsi'], 30)) & # Signal: RSI crosses above 30 (dataframe['tema'] <= dataframe['bb_middleband']) & # Guard: tema below BB middle (dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard: tema is raising (dataframe['volume'] > 0) # Make sure Volume is not 0 @@ -294,7 +293,7 @@ class SampleStrategy(IStrategy): """ dataframe.loc[ ( - (qtpylib.crossed_above(dataframe['adx'], 70)) & # Signal: ADX crosses above 70 + (qtpylib.crossed_above(dataframe['rsi'], 70)) & # Signal: RSI crosses above 70 (dataframe['tema'] > dataframe['bb_middleband']) & # Guard: tema above BB middle (dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard: tema is falling (dataframe['volume'] > 0) # Make sure Volume is not 0