# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from pandas import DataFrame # -------------------------------- # Add your lib to import here import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib import numpy # noqa # This class is a sample. Feel free to customize it. class TestStrategy(IStrategy): __test__ = False # pytest expects to find tests here because of the name """ This is a test strategy to inspire you. More information in https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md You can: - Rename the class name (Do not forget to update class_name) - Add any methods you want to build your strategy - Add any lib you need to build your strategy You must keep: - the lib in the section "Do not remove these libs" - the prototype for the methods: minimal_roi, stoploss, populate_indicators, populate_buy_trend, populate_sell_trend, hyperopt_space, buy_strategy_generator """ # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi" minimal_roi = { "40": 0.0, "30": 0.01, "20": 0.02, "0": 0.04 } # Optimal stoploss designed for the strategy # This attribute will be overridden if the config file contains "stoploss" stoploss = -0.10 # Optimal ticker interval for the strategy ticker_interval = '5m' def populate_indicators(self, dataframe: DataFrame, pair: str) -> DataFrame: """ Adds several different TA indicators to the given DataFrame Performance Note: For the best performance be frugal on the number of indicators you are using. Let uncomment only the indicator you are using in your strategies or your hyperopt configuration, otherwise you will waste your memory and CPU usage. """ # Momentum Indicator # ------------------------------------ # ADX dataframe['adx'] = ta.ADX(dataframe) """ # Awesome oscillator dataframe['ao'] = qtpylib.awesome_oscillator(dataframe) # Commodity Channel Index: values Oversold:<-100, Overbought:>100 dataframe['cci'] = ta.CCI(dataframe) # MACD macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] # MFI dataframe['mfi'] = ta.MFI(dataframe) # Minus Directional Indicator / Movement dataframe['minus_dm'] = ta.MINUS_DM(dataframe) dataframe['minus_di'] = ta.MINUS_DI(dataframe) # Plus Directional Indicator / Movement dataframe['plus_dm'] = ta.PLUS_DM(dataframe) dataframe['plus_di'] = ta.PLUS_DI(dataframe) dataframe['minus_di'] = ta.MINUS_DI(dataframe) # 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) # Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy) dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1) # Stoch stoch = ta.STOCH(dataframe) dataframe['slowd'] = stoch['slowd'] dataframe['slowk'] = stoch['slowk'] # Stoch fast stoch_fast = ta.STOCHF(dataframe) dataframe['fastd'] = stoch_fast['fastd'] dataframe['fastk'] = stoch_fast['fastk'] # Stoch RSI stoch_rsi = ta.STOCHRSI(dataframe) dataframe['fastd_rsi'] = stoch_rsi['fastd'] dataframe['fastk_rsi'] = stoch_rsi['fastk'] """ # Overlap Studies # ------------------------------------ # Bollinger bands bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bb_lowerband'] = bollinger['lower'] dataframe['bb_middleband'] = bollinger['mid'] dataframe['bb_upperband'] = bollinger['upper'] """ # EMA - Exponential Moving Average dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3) dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5) dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10) dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50) dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100) # SAR Parabol dataframe['sar'] = ta.SAR(dataframe) # SMA - Simple Moving Average dataframe['sma'] = ta.SMA(dataframe, timeperiod=40) """ # TEMA - Triple Exponential Moving Average dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9) # Cycle Indicator # ------------------------------------ # Hilbert Transform Indicator - SineWave hilbert = ta.HT_SINE(dataframe) dataframe['htsine'] = hilbert['sine'] dataframe['htleadsine'] = hilbert['leadsine'] # Pattern Recognition - Bullish candlestick patterns # ------------------------------------ """ # Hammer: values [0, 100] dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe) # Inverted Hammer: values [0, 100] dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe) # Dragonfly Doji: values [0, 100] dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe) # Piercing Line: values [0, 100] dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) # values [0, 100] # Morningstar: values [0, 100] dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) # values [0, 100] # Three White Soldiers: values [0, 100] dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) # values [0, 100] """ # Pattern Recognition - Bearish candlestick patterns # ------------------------------------ """ # Hanging Man: values [0, 100] dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe) # Shooting Star: values [0, 100] dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe) # Gravestone Doji: values [0, 100] dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe) # Dark Cloud Cover: values [0, 100] dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe) # Evening Doji Star: values [0, 100] dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe) # Evening Star: values [0, 100] dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe) """ # Pattern Recognition - Bullish/Bearish candlestick patterns # ------------------------------------ """ # Three Line Strike: values [0, -100, 100] dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe) # Spinning Top: values [0, -100, 100] dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) # values [0, -100, 100] # Engulfing: values [0, -100, 100] dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) # values [0, -100, 100] # Harami: values [0, -100, 100] dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) # values [0, -100, 100] # Three Outside Up/Down: values [0, -100, 100] dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) # values [0, -100, 100] # Three Inside Up/Down: values [0, -100, 100] dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) # values [0, -100, 100] """ # Chart type # ------------------------------------ """ # Heikinashi stategy heikinashi = qtpylib.heikinashi(dataframe) dataframe['ha_open'] = heikinashi['open'] dataframe['ha_close'] = heikinashi['close'] dataframe['ha_high'] = heikinashi['high'] dataframe['ha_low'] = heikinashi['low'] """ return dataframe def populate_buy_trend(self, dataframe: DataFrame, pair: str) -> DataFrame: """ Based on TA indicators, populates the buy signal for the given dataframe :param dataframe: DataFrame populated with indicators :param pair: Pair currently analyzed :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['adx'] > 30) & (dataframe['tema'] <= dataframe['bb_middleband']) & (dataframe['tema'] > dataframe['tema'].shift(1)) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, pair: str) -> DataFrame: """ Based on TA indicators, populates the sell signal for the given dataframe :param dataframe: DataFrame populated with indicators :param pair: Pair currently analyzed :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['adx'] > 70) & (dataframe['tema'] > dataframe['bb_middleband']) & (dataframe['tema'] < dataframe['tema'].shift(1)) ), 'sell'] = 1 return dataframe