Switch samplestrategy from ADX to RSI
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@ -138,7 +138,7 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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"""
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"""
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dataframe.loc[
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dataframe.loc[
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(
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(
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(qtpylib.crossed_above(dataframe['adx'], 30)) & # Signal: ADX crosses above 30
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(qtpylib.crossed_above(dataframe['rsi'], 30)) & # Signal: RSI crosses above 30
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(dataframe['tema'] <= dataframe['bb_middleband']) & # Guard
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(dataframe['tema'] <= dataframe['bb_middleband']) & # Guard
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(dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard
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(dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard
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(dataframe['volume'] > 0) # Make sure Volume is not 0
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(dataframe['volume'] > 0) # Make sure Volume is not 0
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@ -149,7 +149,7 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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```
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```
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!!! Note
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!!! Note
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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.
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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.
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### Sell signal rules
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### Sell signal rules
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@ -172,7 +172,7 @@ def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame
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"""
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"""
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dataframe.loc[
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dataframe.loc[
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(
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(
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(qtpylib.crossed_above(dataframe['adx'], 70)) & # Signal: ADX crosses above 70
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(qtpylib.crossed_above(dataframe['rsi'], 70)) & # Signal: RSI crosses above 70
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(dataframe['tema'] > dataframe['bb_middleband']) & # Guard
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(dataframe['tema'] > dataframe['bb_middleband']) & # Guard
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(dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard
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(dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard
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(dataframe['volume'] > 0) # Make sure Volume is not 0
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(dataframe['volume'] > 0) # Make sure Volume is not 0
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@ -39,7 +39,7 @@ def test_search_strategy():
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def test_load_strategy(default_conf, result):
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def test_load_strategy(default_conf, result):
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default_conf.update({'strategy': 'SampleStrategy'})
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default_conf.update({'strategy': 'SampleStrategy'})
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resolver = StrategyResolver(default_conf)
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resolver = StrategyResolver(default_conf)
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assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
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assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
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def test_load_strategy_base64(result, caplog, default_conf):
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def test_load_strategy_base64(result, caplog, default_conf):
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@ -48,7 +48,7 @@ def test_load_strategy_base64(result, caplog, default_conf):
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default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
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default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
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resolver = StrategyResolver(default_conf)
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resolver = StrategyResolver(default_conf)
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assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
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assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
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# Make sure strategy was loaded from base64 (using temp directory)!!
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# Make sure strategy was loaded from base64 (using temp directory)!!
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assert log_has_re(r"Using resolved strategy SampleStrategy from '"
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assert log_has_re(r"Using resolved strategy SampleStrategy from '"
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+ tempfile.gettempdir() + r"/.*/SampleStrategy\.py'\.\.\.", caplog)
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+ tempfile.gettempdir() + r"/.*/SampleStrategy\.py'\.\.\.", caplog)
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@ -102,8 +102,10 @@ class SampleStrategy(IStrategy):
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# ------------------------------------
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# ------------------------------------
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# ADX
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# ADX
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dataframe['adx'] = ta.ADX(dataframe)
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# dataframe['adx'] = ta.ADX(dataframe)
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# RSI
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dataframe['rsi'] = ta.RSI(dataframe)
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"""
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"""
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# Awesome oscillator
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# Awesome oscillator
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dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
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dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
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@ -132,9 +134,6 @@ class SampleStrategy(IStrategy):
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# ROC
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# ROC
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dataframe['roc'] = ta.ROC(dataframe)
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dataframe['roc'] = ta.ROC(dataframe)
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# RSI
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dataframe['rsi'] = ta.RSI(dataframe)
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# Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
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# Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
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rsi = 0.1 * (dataframe['rsi'] - 50)
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rsi = 0.1 * (dataframe['rsi'] - 50)
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dataframe['fisher_rsi'] = (numpy.exp(2 * rsi) - 1) / (numpy.exp(2 * rsi) + 1)
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dataframe['fisher_rsi'] = (numpy.exp(2 * rsi) - 1) / (numpy.exp(2 * rsi) + 1)
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@ -276,7 +275,7 @@ class SampleStrategy(IStrategy):
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"""
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"""
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dataframe.loc[
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dataframe.loc[
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(
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(
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(qtpylib.crossed_above(dataframe['adx'], 30)) & # Signal: ADX crosses above 30
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(qtpylib.crossed_above(dataframe['rsi'], 30)) & # Signal: RSI crosses above 30
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(dataframe['tema'] <= dataframe['bb_middleband']) & # Guard: tema below BB middle
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(dataframe['tema'] <= dataframe['bb_middleband']) & # Guard: tema below BB middle
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(dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard: tema is raising
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(dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard: tema is raising
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(dataframe['volume'] > 0) # Make sure Volume is not 0
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(dataframe['volume'] > 0) # Make sure Volume is not 0
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@ -294,7 +293,7 @@ class SampleStrategy(IStrategy):
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"""
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"""
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dataframe.loc[
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dataframe.loc[
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(
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(
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(qtpylib.crossed_above(dataframe['adx'], 70)) & # Signal: ADX crosses above 70
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(qtpylib.crossed_above(dataframe['rsi'], 70)) & # Signal: RSI crosses above 70
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(dataframe['tema'] > dataframe['bb_middleband']) & # Guard: tema above BB middle
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(dataframe['tema'] > dataframe['bb_middleband']) & # Guard: tema above BB middle
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(dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard: tema is falling
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(dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard: tema is falling
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(dataframe['volume'] > 0) # Make sure Volume is not 0
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(dataframe['volume'] > 0) # Make sure Volume is not 0
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