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Switch samplestrategy from ADX to RSI

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This commit is contained in:
Matthias
2019-10-15 19:38:23 +02:00
parent ace70510f3
commit e6e35c2584
3 changed files with 10 additions and 11 deletions
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11
user_data/strategies/sample_strategy.py
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@@ -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