first commit

hlhb.py

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+# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
+
+import numpy as np  # noqa
+import pandas as pd  # noqa
+from pandas import DataFrame
+from freqtrade.strategy import IStrategy
+import talib.abstract as ta
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+
+
+class hlhb(IStrategy):
+    """
+    The HLHB ("Huck loves her bucks!") System simply aims to catch short-term forex trends.
+    More information in https://www.babypips.com/trading/forex-hlhb-system-explained
+    """
+
+    INTERFACE_VERSION = 2
+
+    position_stacking = "True"
+
+    # Minimal ROI designed for the strategy.
+    # This attribute will be overridden if the config file contains "minimal_roi".
+    minimal_roi = {
+        "0": 0.6225,
+        "703": 0.2187,
+        "2849": 0.0363,
+        "5520": 0
+    }
+
+    # Optimal stoploss designed for the strategy.
+    # This attribute will be overridden if the config file contains "stoploss".
+    stoploss = -0.3211
+
+    # Trailing stoploss
+    trailing_stop = True
+    trailing_stop_positive = 0.0117
+    trailing_stop_positive_offset = 0.0186
+    trailing_only_offset_is_reached = True
+
+    # Optimal timeframe for the strategy.
+    timeframe = '4h'
+
+    # Run "populate_indicators()" only for new candle.
+    process_only_new_candles = True
+
+    # These values can be overridden in the "ask_strategy" section in the config.
+    use_sell_signal = True
+    sell_profit_only = False
+    ignore_roi_if_buy_signal = True
+
+    # Number of candles the strategy requires before producing valid signals
+    startup_candle_count: int = 30
+
+    # Optional order type mapping.
+    order_types = {
+        'buy': 'limit',
+        'sell': 'limit',
+        'stoploss': 'market',
+        'stoploss_on_exchange': False
+    }
+
+    # Optional order time in force.
+    order_time_in_force = {
+        'buy': 'gtc',
+        'sell': 'gtc'
+    }
+    
+    plot_config = {
+        # Main plot indicators (Moving averages, ...)
+        'main_plot': {
+            'ema5': {},
+            'ema10': {},
+        },
+        'subplots': {
+            # Subplots - each dict defines one additional plot
+            "RSI": {
+                'rsi': {'color': 'red'},
+            },
+            "ADX": {
+                'adx': {},
+            }
+        }
+    }
+    
+    def informative_pairs(self):
+        return []
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['hl2'] = (dataframe["close"] + dataframe["open"]) / 2
+
+        # Momentum Indicators
+        # ------------------------------------
+
+        # RSI
+        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=10, price='hl2')
+
+        # # EMA - Exponential Moving Average
+        dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
+        dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
+
+        # ADX
+        dataframe['adx'] = ta.ADX(dataframe)
+
+        return dataframe
+
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe.loc[
+            (
+                (qtpylib.crossed_above(dataframe['rsi'], 50)) &
+                (qtpylib.crossed_above(dataframe['ema5'], dataframe['ema10'])) &
+                (dataframe['adx'] > 25) &
+                (dataframe['volume'] > 0)  # Make sure Volume is not 0
+            ),
+            'buy'] = 1
+
+        return dataframe
+
+    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe.loc[
+            (
+                (qtpylib.crossed_below(dataframe['rsi'], 50)) &
+                (qtpylib.crossed_below(dataframe['ema5'], dataframe['ema10'])) &
+                (dataframe['adx'] > 25) &
+                (dataframe['volume'] > 0)  # Make sure Volume is not 0
+            ),
+            'sell'] = 1
+        return dataframe
+