# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement from pandas import DataFrame from strategy_test_v2 import StrategyTestV2 import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.strategy import BooleanParameter, DecimalParameter, IntParameter, RealParameter class HyperoptableStrategy(StrategyTestV2): """ Default Strategy provided by freqtrade bot. Please do not modify this strategy, it's intended for internal use only. Please look at the SampleStrategy in the user_data/strategy directory or strategy repository https://github.com/freqtrade/freqtrade-strategies for samples and inspiration. """ buy_params = { 'buy_rsi': 35, # Intentionally not specified, so "default" is tested # 'buy_plusdi': 0.4 } sell_params = { 'sell_rsi': 74, 'sell_minusdi': 0.4 } buy_rsi = IntParameter([0, 50], default=30, space='buy') buy_plusdi = RealParameter(low=0, high=1, default=0.5, space='buy') sell_rsi = IntParameter(low=50, high=100, default=70, space='sell') sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell', load=False) protection_enabled = BooleanParameter(default=True) protection_cooldown_lookback = IntParameter([0, 50], default=30) @property def protections(self): prot = [] if self.protection_enabled.value: prot.append({ "method": "CooldownPeriod", "stop_duration_candles": self.protection_cooldown_lookback.value }) return prot 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_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the buy signal for the given dataframe :param dataframe: DataFrame :param metadata: Additional information, like the currently traded pair :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['rsi'] < self.buy_rsi.value) & (dataframe['fastd'] < 35) & (dataframe['adx'] > 30) & (dataframe['plus_di'] > self.buy_plusdi.value) ) | ( (dataframe['adx'] > 65) & (dataframe['plus_di'] > self.buy_plusdi.value) ), '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 :param metadata: Additional information, like the currently traded pair :return: DataFrame with sell column """ dataframe.loc[ ( ( (qtpylib.crossed_above(dataframe['rsi'], self.sell_rsi.value)) | (qtpylib.crossed_above(dataframe['fastd'], 70)) ) & (dataframe['adx'] > 10) & (dataframe['minus_di'] > 0) ) | ( (dataframe['adx'] > 70) & (dataframe['minus_di'] > self.sell_minusdi.value) ), 'sell'] = 1 return dataframe