# --- 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 # -------------------------------- import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class Quickie(IStrategy): """ author@: Gert Wohlgemuth idea: momentum based strategie. The main idea is that it closes trades very quickly, while avoiding excessive losses. Hence a rather moderate stop loss in this case """ # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi" minimal_roi = { "60": 0.005, "10": 0.01, } # Optimal stoploss designed for the strategy # This attribute will be overridden if the config file contains "stoploss" stoploss = -0.25 # Optimal ticker interval for the strategy ticker_interval = 5 def populate_indicators(self, dataframe: DataFrame) -> DataFrame: dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9) dataframe['adx'] = ta.ADX(dataframe) dataframe['sma_200'] = ta.SMA(dataframe, timeperiod=200) dataframe['sma_50'] = ta.SMA(dataframe, timeperiod=50) # required for graphing bollinger = qtpylib.bollinger_bands(dataframe['close'], window=20, stds=2) dataframe['bb_lowerband'] = bollinger['lower'] dataframe['bb_middleband'] = bollinger['mid'] dataframe['bb_upperband'] = bollinger['upper'] return dataframe def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: dataframe.loc[ ( ( (dataframe['adx'] > 30) & (dataframe['tema'] < dataframe['bb_middleband']) & (dataframe['tema'] > dataframe['tema'].shift(1)) & (dataframe['sma_200'] > dataframe['close']) ) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame: dataframe.loc[ ( ( (dataframe['adx'] > 70) & (dataframe['tema'] > dataframe['bb_middleband']) & (dataframe['tema'] < dataframe['tema'].shift(1)) ) ), 'sell'] = 1 return dataframe