# --- 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 Simple(IStrategy): """ author@: Gert Wohlgemuth idea: this strategy is based on the book, 'The Simple Strategy' and can be found in detail here: https://www.amazon.com/Simple-Strategy-Powerful-Trading-Futures-ebook/dp/B00E66QPCG/ref=sr_1_1?ie=UTF8&qid=1525202675&sr=8-1&keywords=the+simple+strategy """ # Minimal ROI designed for the strategy. # since this strategy is planned around 5 minutes, we assume any time we have a 5% profit we should call it a day # This attribute will be overridden if the config file contains "minimal_roi" minimal_roi = { "0": 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: # MACD macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] # RSI dataframe['rsi'] = ta.RSI(dataframe, timeperiod=7) # required for graphing bollinger = qtpylib.bollinger_bands(dataframe['close'], window=12, stds=2) dataframe['bb_lowerband'] = bollinger['lower'] dataframe['bb_upperband'] = bollinger['upper'] dataframe['bb_middleband'] = bollinger['mid'] return dataframe def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: dataframe.loc[ ( ( (dataframe['macd'] > 0) # over 0 & (dataframe['macd'] > dataframe['macdsignal']) # over signal & (dataframe['bb_upperband'] > dataframe['bb_upperband'].shift(1)) # pointed up & (dataframe['rsi'] > 70) # optional filter, need to investigate ) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame: # different strategy used for sell points, due to be able to duplicate it to 100% dataframe.loc[ ( (dataframe['rsi'] > 80) ), 'sell'] = 1 return dataframe