# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from typing import Dict, List from hyperopt import hp from functools import reduce from pandas import DataFrame # -------------------------------- # Add your lib to import here import talib.abstract as ta # Update this variable if you change the class name class_name = 'TestStrategy' class TestStrategy(IStrategy): """ This is a test strategy to inspire you. 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 def populate_indicators(self, dataframe: DataFrame) -> 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. """ dataframe['adx'] = ta.ADX(dataframe) dataframe['blower'] = ta.BBANDS(dataframe, nbdevup=2, nbdevdn=2)['lowerband'] dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9) return dataframe def populate_buy_trend(self, dataframe: DataFrame) -> 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'] > 30) & (dataframe['tema'] <= dataframe['blower']) & (dataframe['tema'] > dataframe['tema'].shift(1)) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame: """ Based on TA indicators, populates the sell signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['adx'] > 70) & (dataframe['tema'] > dataframe['blower']) & (dataframe['tema'] < dataframe['tema'].shift(1)) ), 'sell'] = 1 return dataframe def hyperopt_space(self) -> List[Dict]: """ Define your Hyperopt space for the strategy """ space = { 'adx': hp.choice('adx', [ {'enabled': False}, {'enabled': True, 'value': hp.quniform('adx-value', 15, 50, 1)} ]), 'trigger': hp.choice('trigger', [ {'type': 'lower_bb'}, ]), 'stoploss': hp.uniform('stoploss', -0.5, -0.02), } return space def buy_strategy_generator(self, params) -> None: """ Define the buy strategy parameters to be used by hyperopt """ def populate_buy_trend(dataframe: DataFrame) -> DataFrame: conditions = [] # GUARDS AND TRENDS if params['adx']['enabled']: conditions.append(dataframe['adx'] > params['adx']['value']) # TRIGGERS triggers = { 'lower_bb': dataframe['tema'] <= dataframe['blower'], } conditions.append(triggers.get(params['trigger']['type'])) dataframe.loc[ reduce(lambda x, y: x & y, conditions), 'buy'] = 1 return dataframe return populate_buy_trend