78 lines
2.5 KiB
Python
78 lines
2.5 KiB
Python
# --- Do not remove these libs ---
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from freqtrade.strategy.interface import IStrategy
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from typing import Dict, List
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from hyperopt import hp
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from functools import reduce
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from pandas import DataFrame
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# --------------------------------
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import talib.abstract as ta
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import freqtrade.vendor.qtpylib.indicators as qtpylib
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class Quickie(IStrategy):
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"""
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author@: Gert Wohlgemuth
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idea:
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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
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"""
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# Minimal ROI designed for the strategy.
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# This attribute will be overridden if the config file contains "minimal_roi"
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minimal_roi = {
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"100": 0.01,
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"45": 0.02,
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"30": 0.03,
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"15": 0.06,
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"10": 0.15,
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}
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# Optimal stoploss designed for the strategy
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# This attribute will be overridden if the config file contains "stoploss"
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stoploss = -0.25
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# Optimal ticker interval for the strategy
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ticker_interval = 5
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def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
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dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
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dataframe['sma_200'] = ta.SMA(dataframe, timeperiod=200)
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dataframe['sma_50'] = ta.SMA(dataframe, timeperiod=50)
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dataframe['adx'] = ta.ADX(dataframe)
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# required for graphing
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bollinger = qtpylib.bollinger_bands(dataframe['close'], window=20, stds=2)
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dataframe['bb_lowerband'] = bollinger['lower']
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dataframe['bb_middleband'] = bollinger['mid']
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dataframe['bb_upperband'] = bollinger['upper']
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return dataframe
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def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
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dataframe.loc[
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(
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(
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(dataframe['adx'] > 30) &
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(dataframe['tema'] < dataframe['bb_middleband']) &
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(dataframe['tema'] > dataframe['tema'].shift(1)) &
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(dataframe['sma_200'] > dataframe['close'])
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)
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),
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'buy'] = 1
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return dataframe
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def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
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dataframe.loc[
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(
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(
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(dataframe['adx'] > 70) &
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(dataframe['tema'] > dataframe['bb_middleband']) &
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(dataframe['tema'] < dataframe['tema'].shift(1))
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)
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),
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'sell'] = 1
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return dataframe
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