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Swing-High-To-Sky.py

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+"""
+author      = "Kevin Ossenbrück"
+copyright   = "Free For Use"
+credits     = ["Bloom Trading, Mohsen Hassan"]
+license     = "MIT"
+version     = "1.0"
+maintainer  = "Kevin Ossenbrück"
+email       = "kevin.ossenbrueck@pm.de"
+status      = "Live"
+"""
+
+from freqtrade.strategy import IStrategy
+from freqtrade.strategy import IntParameter
+from functools import reduce
+from pandas import DataFrame
+
+import talib.abstract as ta
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+import numpy
+
+
+
+# CCI timerperiods and values
+cciBuyTP = 72
+cciBuyVal = -175
+cciSellTP = 66
+cciSellVal = -106
+
+# RSI timeperiods and values
+rsiBuyTP = 36
+rsiBuyVal = 90
+rsiSellTP = 45
+rsiSellVal = 88
+
+
+class SwingHighToSky(IStrategy):
+    INTERFACE_VERSION = 2
+
+    timeframe = '15m'
+
+    stoploss = -0.34338
+
+    minimal_roi = {"0": 0.27058, "33": 0.0853, "64": 0.04093, "244": 0}
+
+    buy_cci = IntParameter(low=-200, high=200, default=100, space='buy', optimize=True)
+    buy_cciTime = IntParameter(low=10, high=80, default=20, space='buy', optimize=True)
+    buy_rsi = IntParameter(low=10, high=90, default=30, space='buy', optimize=True)
+    buy_rsiTime = IntParameter(low=10, high=80, default=26, space='buy', optimize=True)
+
+    sell_cci = IntParameter(low=-200, high=200, default=100, space='sell', optimize=True)
+    sell_cciTime = IntParameter(low=10, high=80, default=20, space='sell', optimize=True)
+    sell_rsi = IntParameter(low=10, high=90, default=30, space='sell', optimize=True)
+    sell_rsiTime = IntParameter(low=10, high=80, default=26, space='sell', optimize=True)
+
+    # Buy hyperspace params:
+    buy_params = {
+        "buy_cci": -175,
+        "buy_cciTime": 72,
+        "buy_rsi": 90,
+        "buy_rsiTime": 36,
+    }
+
+    # Sell hyperspace params:
+    sell_params = {
+        "sell_cci": -106,
+        "sell_cciTime": 66,
+        "sell_rsi": 88,
+        "sell_rsiTime": 45,
+    }
+
+    def informative_pairs(self):
+        return []
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+
+        for val in self.buy_cciTime.range:
+            dataframe[f'cci-{val}'] = ta.CCI(dataframe, timeperiod=val)
+
+        for val in self.sell_cciTime.range:
+            dataframe[f'cci-sell-{val}'] = ta.CCI(dataframe, timeperiod=val)
+
+        for val in self.buy_rsiTime.range:
+            dataframe[f'rsi-{val}'] = ta.RSI(dataframe, timeperiod=val)
+
+        for val in self.sell_rsiTime.range:
+            dataframe[f'rsi-sell-{val}'] = ta.RSI(dataframe, timeperiod=val)
+
+        return dataframe
+
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+
+        dataframe.loc[
+            (
+                (dataframe[f'cci-{self.buy_cciTime.value}'] < self.buy_cci.value) &
+                (dataframe[f'rsi-{self.buy_rsiTime.value}'] < self.buy_rsi.value)
+            ),
+            'buy'] = 1
+
+        return dataframe
+
+    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+
+        dataframe.loc[
+            (
+                (dataframe[f'cci-sell-{self.sell_cciTime.value}'] > self.sell_cci.value) &
+                (dataframe[f'rsi-sell-{self.sell_rsiTime.value}'] > self.sell_rsi.value)
+            ),
+            'sell'] = 1
+
+        return dataframe