# 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 TheForce_1(IStrategy): INTERFACE_VERSION = 2 minimal_roi = { "30": 0.005, "15": 0.01, "0": 0.012 } stoploss = -0.015 # Trailing stoploss trailing_stop = False # trailing_only_offset_is_reached = False # trailing_stop_positive = 0.01 # trailing_stop_positive_offset = 0.0 # Disabled / not configured # Optimal timeframe for the strategy. timeframe = '5m' # Run "populate_indicators()" only for new candle. process_only_new_candles = False # 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 = False # 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': { 'tema': {}, 'sar': {'color': 'white'}, }, 'subplots': { # Subplots - each dict defines one additional plot "MACD": { 'macd': {'color': 'blue'}, 'macdsignal': {'color': 'orange'}, }, "RSI": { 'rsi': {'color': 'red'}, } } } def informative_pairs(self): """ Define additional, informative pair/interval combinations to be cached from the exchange. These pair/interval combinations are non-tradeable, unless they are part of the whitelist as well. For more information, please consult the documentation :return: List of tuples in the format (pair, interval) Sample: return [("ETH/USDT", "5m"), ("BTC/USDT", "15m"), ] """ return [] def populate_indicators(self, dataframe: DataFrame, metadata: dict) : """ Adds several different TA indicators to the given DataFrame Performance Note: For the best performance be frugal on the number of indicators you are using. Let uncomment only the indicator you are using in your strategies or your hyperopt configuration, otherwise you will waste your memory and CPU usage. :param dataframe: Dataframe with data from the exchange :param metadata: Additional information, like the currently traded pair :return: a Dataframe with all mandatory indicators for the strategies """ # Momentum Indicators # ------------------------------------ # Stochastic Fast stoch_fast = ta.STOCHF(dataframe,5,3,3) dataframe['fastd'] = stoch_fast['fastd'] dataframe['fastk'] = stoch_fast['fastk'] # # Stochastic RSI stoch_rsi = ta.STOCHRSI(dataframe) dataframe['fastd_rsi'] = stoch_rsi['fastd'] dataframe['fastk_rsi'] = stoch_rsi['fastk'] # MACD macd = ta.MACD(dataframe,12,26,1) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] # # EMA - Exponential Moving Average dataframe['ema5c'] = ta.EMA(dataframe['close'], timeperiod=5) dataframe['ema5o'] = ta.EMA(dataframe['open'], timeperiod=5) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) : """ Based on TA indicators, populates the buy signal for the given dataframe :param dataframe: DataFrame populated with indicators :param metadata: Additional information, like the currently traded pair :return: DataFrame with buy column """ dataframe.loc[ ( ( (dataframe['fastk'] >= 20) & (dataframe['fastk'] <= 80) & (dataframe['fastd'] >= 20) & (dataframe['fastd'] <= 80) ) & ( (dataframe['macd'] > dataframe['macd'].shift(1)) & (dataframe['macdsignal'] > dataframe['macdsignal'].shift(1)) ) & ( (dataframe['close'] > dataframe['close'].shift(1)) ) & ( (dataframe['ema5c'] >= dataframe['ema5o']) ) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) : """ Based on TA indicators, populates the sell signal for the given dataframe :param dataframe: DataFrame populated with indicators :param metadata: Additional information, like the currently traded pair :return: DataFrame with buy column """ dataframe.loc[ ( ( (dataframe['fastk'] <= 80) & (dataframe['fastd'] <= 80) ) & ( (dataframe['macd'] < dataframe['macd'].shift(1)) & (dataframe['macdsignal'] < dataframe['macdsignal'].shift(1)) ) & ( (dataframe['ema5c'] < dataframe['ema5o']) ) ), 'sell'] = 1 return dataframe