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Update strategy template to use parameters

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This commit is contained in:
Matthias 2021-11-14 08:51:15 +01:00
parent a239e5f725
commit f8f7d81fc2
5 changed files with 12 additions and 7 deletions
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11
freqtrade/templates/base_strategy.py.j2
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@ -12,6 +12,7 @@ from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalP
# -------------------------------- # --------------------------------
# Add your lib to import here # Add your lib to import here
import talib.abstract as ta import talib.abstract as ta
import pandas_ta as pta
import freqtrade.vendor.qtpylib.indicators as qtpylib import freqtrade.vendor.qtpylib.indicators as qtpylib
@ -36,6 +37,9 @@ class {{ strategy }}(IStrategy):
# Check the documentation or the Sample strategy to get the latest version. # Check the documentation or the Sample strategy to get the latest version.
INTERFACE_VERSION = 2 INTERFACE_VERSION = 2
# Optimal timeframe for the strategy.
timeframe = '5m'
# Minimal ROI designed for the strategy. # Minimal ROI designed for the strategy.
# This attribute will be overridden if the config file contains "minimal_roi". # This attribute will be overridden if the config file contains "minimal_roi".
minimal_roi = { minimal_roi = {
@ -54,9 +58,6 @@ class {{ strategy }}(IStrategy):
# trailing_stop_positive = 0.01 # trailing_stop_positive = 0.01
# trailing_stop_positive_offset = 0.0 # Disabled / not configured # trailing_stop_positive_offset = 0.0 # Disabled / not configured
# Optimal timeframe for the strategy.
timeframe = '5m'
# Run "populate_indicators()" only for new candle. # Run "populate_indicators()" only for new candle.
process_only_new_candles = False process_only_new_candles = False
@ -68,6 +69,10 @@ class {{ strategy }}(IStrategy):
# Number of candles the strategy requires before producing valid signals # Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 30 startup_candle_count: int = 30
# Strategy parameters
buy_rsi = IntParameter(10, 40, default=30, space="buy")
sell_rsi = IntParameter(60, 90, default=70, space="sell")
# Optional order type mapping. # Optional order type mapping.
order_types = { order_types = {
'buy': 'limit', 'buy': 'limit',

2
freqtrade/templates/subtemplates/buy_trend_full.j2
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@ -1,3 +1,3 @@
(qtpylib.crossed_above(dataframe['rsi'], 30)) & # Signal: RSI crosses above 30 (qtpylib.crossed_above(dataframe['rsi'], self.buy_rsi.value)) & # Signal: RSI crosses above buy_rsi
(dataframe['tema'] <= dataframe['bb_middleband']) & # Guard: tema below BB middle (dataframe['tema'] <= dataframe['bb_middleband']) & # Guard: tema below BB middle
(dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard: tema is raising (dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard: tema is raising

2
freqtrade/templates/subtemplates/buy_trend_minimal.j2
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@ -1 +1 @@
(qtpylib.crossed_above(dataframe['rsi'], 30)) & # Signal: RSI crosses above 30 (qtpylib.crossed_above(dataframe['rsi'], self.buy_rsi.value)) & # Signal: RSI crosses above buy_rsi

2
freqtrade/templates/subtemplates/sell_trend_full.j2
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@ -1,3 +1,3 @@
(qtpylib.crossed_above(dataframe['rsi'], 70)) & # Signal: RSI crosses above 70 (qtpylib.crossed_above(dataframe['rsi'], self.sell_rsi.value)) & # Signal: RSI crosses above sell_rsi
(dataframe['tema'] > dataframe['bb_middleband']) & # Guard: tema above BB middle (dataframe['tema'] > dataframe['bb_middleband']) & # Guard: tema above BB middle
(dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard: tema is falling (dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard: tema is falling

2
freqtrade/templates/subtemplates/sell_trend_minimal.j2
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@ -1 +1 @@
(qtpylib.crossed_above(dataframe['rsi'], 70)) & # Signal: RSI crosses above 70 (qtpylib.crossed_above(dataframe['rsi'], self.sell_rsi.value)) & # Signal: RSI crosses above sell_rsi