81 lines
2.7 KiB
Python
81 lines
2.7 KiB
Python
# --- Do not remove these libs ---
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import freqtrade.vendor.qtpylib.indicators as qtpylib
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import talib.abstract as ta
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from freqtrade.strategy.interface import IStrategy
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from pandas import DataFrame
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# --------------------------------
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class CofiBitStrategy(IStrategy):
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"""
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taken from slack by user CofiBit
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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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"40": 0.05,
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"30": 0.06,
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"20": 0.07,
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"0": 0.10
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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 timeframe for the strategy
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timeframe = '5m'
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def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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stoch_fast = ta.STOCHF(dataframe, 5, 3, 0, 3, 0)
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dataframe['fastd'] = stoch_fast['fastd']
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dataframe['fastk'] = stoch_fast['fastk']
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dataframe['ema_high'] = ta.EMA(dataframe, timeperiod=5, price='high')
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dataframe['ema_close'] = ta.EMA(dataframe, timeperiod=5, price='close')
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dataframe['ema_low'] = ta.EMA(dataframe, timeperiod=5, price='low')
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dataframe['adx'] = ta.ADX(dataframe)
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return dataframe
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def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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"""
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Based on TA indicators, populates the buy signal for the given dataframe
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:param dataframe: DataFrame
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:return: DataFrame with buy column
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"""
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dataframe.loc[
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(
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(dataframe['open'] < dataframe['ema_low']) &
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(qtpylib.crossed_above(dataframe['fastk'], dataframe['fastd'])) &
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# (dataframe['fastk'] > dataframe['fastd']) &
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(dataframe['fastk'] < 30) &
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(dataframe['fastd'] < 30) &
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(dataframe['adx'] > 30)
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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, metadata: dict) -> DataFrame:
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"""
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Based on TA indicators, populates the sell signal for the given dataframe
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:param dataframe: DataFrame
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:return: DataFrame with buy column
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"""
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dataframe.loc[
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(
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(dataframe['open'] >= dataframe['ema_high'])
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) |
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(
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# (dataframe['fastk'] > 70) &
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# (dataframe['fastd'] > 70)
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(qtpylib.crossed_above(dataframe['fastk'], 70)) |
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(qtpylib.crossed_above(dataframe['fastd'], 70))
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),
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'sell'] = 1
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return dataframe
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