From e6e35c25849160774883e0ed4ed2a2ec56c41430 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 15 Oct 2019 19:38:23 +0200
Subject: [PATCH] Switch samplestrategy from ADX to RSI

---
 docs/strategy-customization.md          |  6 +++---
 tests/strategy/test_strategy.py         |  4 ++--
 user_data/strategies/sample_strategy.py | 11 +++++------
 3 files changed, 10 insertions(+), 11 deletions(-)

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