# --- Do not remove these libs --- import threading from freqtrade.strategy import IStrategy from typing import Dict, List from functools import reduce from pandas import DataFrame # -------------------------------- from datetime import datetime import subprocess import talib.abstract as ta from user_data.strategies.util import IS_BACKTEST, back_tester, launcher class Strategy004(IStrategy): """ Strategy 004 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies How to use it? > python3 ./freqtrade/main.py -s Strategy004 """ # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi" minimal_roi = { "60": 0.01, "30": 0.03, "20": 0.04, "0": 0.05 } # Optimal stoploss designed for the strategy # This attribute will be overridden if the config file contains "stoploss" stoploss = -0.10 # Optimal timeframe for the strategy timeframe = '5m' # trailing stoploss trailing_stop = False trailing_stop_positive = 0.01 trailing_stop_positive_offset = 0.02 # run "populate_indicators" only for new candle process_only_new_candles = False # Experimental settings (configuration will overide these if set) use_sell_signal = True sell_profit_only = True ignore_roi_if_buy_signal = False # Optional order type mapping order_types = { 'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } def informative_pairs(self): """ Define additional, informative pair/interval combinations to be cached from the exchange. These pair/interval combinations are non-tradeable, unless they are part of the whitelist as well. For more information, please consult the documentation :return: List of tuples in the format (pair, interval) Sample: return [("ETH/USDT", "5m"), ("BTC/USDT", "15m"), ] """ return [] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> 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. """ # ADX dataframe['adx'] = ta.ADX(dataframe) dataframe['slowadx'] = ta.ADX(dataframe, 35) # Commodity Channel Index: values Oversold:<-100, Overbought:>100 dataframe['cci'] = ta.CCI(dataframe) # Stoch stoch = ta.STOCHF(dataframe, 5) dataframe['fastd'] = stoch['fastd'] dataframe['fastk'] = stoch['fastk'] dataframe['fastk-previous'] = dataframe.fastk.shift(1) dataframe['fastd-previous'] = dataframe.fastd.shift(1) # Slow Stoch slowstoch = ta.STOCHF(dataframe, 50) dataframe['slowfastd'] = slowstoch['fastd'] dataframe['slowfastk'] = slowstoch['fastk'] dataframe['slowfastk-previous'] = dataframe.slowfastk.shift(1) dataframe['slowfastd-previous'] = dataframe.slowfastd.shift(1) # EMA - Exponential Moving Average dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5) dataframe['mean-volume'] = dataframe['volume'].mean() return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the buy signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with buy column """ dataframe.loc[ ( ( (dataframe['adx'] > 50) | (dataframe['slowadx'] > 26) ) & (dataframe['cci'] < -100) & ( (dataframe['fastk-previous'] < 20) & (dataframe['fastd-previous'] < 20) ) & ( (dataframe['slowfastk-previous'] < 30) & (dataframe['slowfastd-previous'] < 30) ) & (dataframe['fastk-previous'] < dataframe['fastd-previous']) & (dataframe['fastk'] > dataframe['fastd']) & (dataframe['mean-volume'] > 0.75) & (dataframe['close'] > 0.00000100) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the sell signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['slowadx'] < 25) & ((dataframe['fastk'] > 70) | (dataframe['fastd'] > 70)) & (dataframe['fastk-previous'] < dataframe['fastd-previous']) & (dataframe['close'] > dataframe['ema5']) ), 'sell'] = 1 return dataframe def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float, time_in_force: str, current_time: datetime, **kwargs) -> bool: """ Called right before placing a buy order. Timing for this function is critical, so avoid doing heavy computations or network requests in this method. For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ When not implemented by a strategy, returns True (always confirming). :param pair: Pair that's about to be bought. :param order_type: Order type (as configured in order_types). usually limit or market. :param amount: Amount in target (quote) currency that's going to be traded. :param rate: Rate that's going to be used when using limit orders :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled). :param current_time: datetime object, containing the current datetime :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. :return bool: When True is returned, then the buy-order is placed on the exchange. False aborts the process """ mode = "test" coin = pair.split("/")[0] brain = "Freq_" + self.__class__.__name__ launcher(mode, current_time, coin, brain) return True