# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from typing import Dict, List from functools import reduce from pandas import DataFrame import numpy as np # -------------------------------- import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib def bollinger_bands(stock_price, window_size, num_of_std): rolling_mean = stock_price.rolling(window=window_size).mean() rolling_std = stock_price.rolling(window=window_size).std() lower_band = rolling_mean - (rolling_std * num_of_std) return rolling_mean, lower_band class BinHV45(IStrategy): minimal_roi = { "0": 0.0125 } stoploss = -0.05 timeframe = '1m' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: mid, lower = bollinger_bands(dataframe['close'], window_size=40, num_of_std=2) dataframe['mid'] = np.nan_to_num(mid) dataframe['lower'] = np.nan_to_num(lower) dataframe['bbdelta'] = (dataframe['mid'] - dataframe['lower']).abs() dataframe['pricedelta'] = (dataframe['open'] - dataframe['close']).abs() dataframe['closedelta'] = (dataframe['close'] - dataframe['close'].shift()).abs() dataframe['tail'] = (dataframe['close'] - dataframe['low']).abs() return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( dataframe['lower'].shift().gt(0) & dataframe['bbdelta'].gt(dataframe['close'] * 0.008) & dataframe['closedelta'].gt(dataframe['close'] * 0.0175) & dataframe['tail'].lt(dataframe['bbdelta'] * 0.25) & dataframe['close'].lt(dataframe['lower'].shift()) & dataframe['close'].le(dataframe['close'].shift()) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ no sell signal """ dataframe['sell'] = 0 return dataframe