# --- 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 ZLC(IStrategy): """ author@: Gert Wohlgemuth """ # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi" minimal_roi = { "60": 0.01, "30": 0.03, "20": 0.04, "0": 0.01 } # Optimal stoploss designed for the strategy # This attribute will be overridden if the config file contains "stoploss" stoploss = -0.3 # Optimal ticker interval for the strategy ticker_interval = 5 def populate_indicators(self, dataframe: DataFrame) -> DataFrame: dataframe['cci-slow'] = ta.CCI(dataframe, timeperiod=25) dataframe['cci-fast'] = ta.CCI(dataframe, timeperiod=50) dataframe['expo'] = ta.EMA(dataframe, timeperiod=35) # required for graphing 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'] macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] 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[ ( #don't buy on peak tops (dataframe['close'] < dataframe['bb_middleband']) # this is the main concept of evaluating buys & (dataframe['cci-fast'] > 0) & (dataframe['cci-slow'] > 0) & (dataframe['close'] > dataframe['expo']) ) , '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['close'] >= dataframe['bb_upperband']) | ( (dataframe['cci-fast'] < 0) & (dataframe['cci-slow'] < 0) & (dataframe['close'] < dataframe['expo']) ) , 'sell'] = 0 return dataframe