stable/user_data/strategies/Quickie.py
2018-04-24 20:19:00 -07:00

100 lines
3.2 KiB
Python

# --- 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": 0.01,
"30": 0.03,
"20": 0.04,
"0": 0.05
}
# 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 = 1
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
macd = ta.MACD(dataframe)
dataframe['macd'] = macd['macd']
dataframe['macdsignal'] = macd['macdsignal']
dataframe['macdhist'] = macd['macdhist']
dataframe['cci'] = ta.CCI(dataframe)
dataframe['willr'] = ta.WILLR(dataframe)
dataframe['smaSlow'] = ta.EMA(dataframe, timeperiod=12)
dataframe['smaFast'] = ta.EMA(dataframe, timeperiod=26)
# 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']
bollinger2 = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=1.5)
dataframe['bb_lowerband_2'] = bollinger['lower']
dataframe['bb_middleband_2'] = bollinger['mid']
dataframe['bb_upperband_2'] = bollinger['upper']
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[
(
# we want to buy oversold assets
# (dataframe['cci'] <= -50)
# some basic trend should have been established
# & (dataframe['macd'] > dataframe['macdsignal'])
# which starts inside the band
# & (dataframe['open'] > dataframe['bb_lowerband'])
qtpylib.crossed_above(dataframe['smaFast'], dataframe['smaSlow'])
)
,
'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[
qtpylib.crossed_above(dataframe['smaSlow'], dataframe['smaFast'])
,
'sell'] = 1
return dataframe