# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement import talib.abstract as ta from pandas import DataFrame import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.strategy import (BooleanParameter, DecimalParameter, IntParameter, IStrategy, RealParameter) class HyperoptableStrategy(IStrategy): """ 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. """ INTERFACE_VERSION = 2 # Minimal ROI designed for the strategy minimal_roi = { "40": 0.0, "30": 0.01, "20": 0.02, "0": 0.04 } # Optimal stoploss designed for the strategy stoploss = -0.10 # Optimal ticker interval for the strategy timeframe = '5m' # Optional order type mapping order_types = { 'buy': 'limit', 'sell': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False } # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 20 # Optional time in force for orders order_time_in_force = { 'buy': 'gtc', 'sell': 'gtc', } 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_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. :param dataframe: Dataframe with data from the exchange :param metadata: Additional information, like the currently traded pair :return: a Dataframe with all mandatory indicators for the strategies """ # Momentum Indicator # ------------------------------------ # ADX dataframe['adx'] = ta.ADX(dataframe) # MACD macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] # Minus Directional Indicator / Movement dataframe['minus_di'] = ta.MINUS_DI(dataframe) # Plus Directional Indicator / Movement dataframe['plus_di'] = ta.PLUS_DI(dataframe) # RSI dataframe['rsi'] = ta.RSI(dataframe) # Stoch fast stoch_fast = ta.STOCHF(dataframe) dataframe['fastd'] = stoch_fast['fastd'] dataframe['fastk'] = stoch_fast['fastk'] # 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['ema10'] = ta.EMA(dataframe, timeperiod=10) 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 :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