# GodStraNew Strategy # Author: @Mablue (Masoud Azizi) # github: https://github.com/mablue/ # freqtrade hyperopt --hyperopt-loss SharpeHyperOptLoss --spaces buy roi trailing sell --strategy GodStraNew # --- Do not remove these libs --- from datetime import timedelta, datetime from freqtrade import data from freqtrade.persistence import Trade from freqtrade.strategy.parameters import CategoricalParameter, DecimalParameter from numpy.lib import math from freqtrade.strategy.interface import IStrategy from pandas import DataFrame # -------------------------------- # Add your lib to import here # TODO: talib is fast but have not more indicators import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib from functools import reduce import numpy as np from random import shuffle # TODO: this gene is removed 'MAVP' cuz or error on periods all_god_genes = { 'Overlap Studies': { 'BBANDS-0', # Bollinger Bands 'BBANDS-1', # Bollinger Bands 'BBANDS-2', # Bollinger Bands 'DEMA', # Double Exponential Moving Average 'EMA', # Exponential Moving Average 'HT_TRENDLINE', # Hilbert Transform - Instantaneous Trendline 'KAMA', # Kaufman Adaptive Moving Average 'MA', # Moving average 'MAMA-0', # MESA Adaptive Moving Average 'MAMA-1', # MESA Adaptive Moving Average # TODO: Fix this # 'MAVP', # Moving average with variable period 'MIDPOINT', # MidPoint over period 'MIDPRICE', # Midpoint Price over period 'SAR', # Parabolic SAR 'SAREXT', # Parabolic SAR - Extended 'SMA', # Simple Moving Average 'T3', # Triple Exponential Moving Average (T3) 'TEMA', # Triple Exponential Moving Average 'TRIMA', # Triangular Moving Average 'WMA', # Weighted Moving Average }, 'Momentum Indicators': { 'ADX', # Average Directional Movement Index 'ADXR', # Average Directional Movement Index Rating 'APO', # Absolute Price Oscillator 'AROON-0', # Aroon 'AROON-1', # Aroon 'AROONOSC', # Aroon Oscillator 'BOP', # Balance Of Power 'CCI', # Commodity Channel Index 'CMO', # Chande Momentum Oscillator 'DX', # Directional Movement Index 'MACD-0', # Moving Average Convergence/Divergence 'MACD-1', # Moving Average Convergence/Divergence 'MACD-2', # Moving Average Convergence/Divergence 'MACDEXT-0', # MACD with controllable MA type 'MACDEXT-1', # MACD with controllable MA type 'MACDEXT-2', # MACD with controllable MA type 'MACDFIX-0', # Moving Average Convergence/Divergence Fix 12/26 'MACDFIX-1', # Moving Average Convergence/Divergence Fix 12/26 'MACDFIX-2', # Moving Average Convergence/Divergence Fix 12/26 'MFI', # Money Flow Index 'MINUS_DI', # Minus Directional Indicator 'MINUS_DM', # Minus Directional Movement 'MOM', # Momentum 'PLUS_DI', # Plus Directional Indicator 'PLUS_DM', # Plus Directional Movement 'PPO', # Percentage Price Oscillator 'ROC', # Rate of change : ((price/prevPrice)-1)*100 # Rate of change Percentage: (price-prevPrice)/prevPrice 'ROCP', 'ROCR', # Rate of change ratio: (price/prevPrice) # Rate of change ratio 100 scale: (price/prevPrice)*100 'ROCR100', 'RSI', # Relative Strength Index 'STOCH-0', # Stochastic 'STOCH-1', # Stochastic 'STOCHF-0', # Stochastic Fast 'STOCHF-1', # Stochastic Fast 'STOCHRSI-0', # Stochastic Relative Strength Index 'STOCHRSI-1', # Stochastic Relative Strength Index # 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA 'TRIX', 'ULTOSC', # Ultimate Oscillator 'WILLR', # Williams' %R }, 'Volume Indicators': { 'AD', # Chaikin A/D Line 'ADOSC', # Chaikin A/D Oscillator 'OBV', # On Balance Volume }, 'Volatility Indicators': { 'ATR', # Average True Range 'NATR', # Normalized Average True Range 'TRANGE', # True Range }, 'Price Transform': { 'AVGPRICE', # Average Price 'MEDPRICE', # Median Price 'TYPPRICE', # Typical Price 'WCLPRICE', # Weighted Close Price }, 'Cycle Indicators': { 'HT_DCPERIOD', # Hilbert Transform - Dominant Cycle Period 'HT_DCPHASE', # Hilbert Transform - Dominant Cycle Phase 'HT_PHASOR-0', # Hilbert Transform - Phasor Components 'HT_PHASOR-1', # Hilbert Transform - Phasor Components 'HT_SINE-0', # Hilbert Transform - SineWave 'HT_SINE-1', # Hilbert Transform - SineWave 'HT_TRENDMODE', # Hilbert Transform - Trend vs Cycle Mode }, 'Pattern Recognition': { 'CDL2CROWS', # Two Crows 'CDL3BLACKCROWS', # Three Black Crows 'CDL3INSIDE', # Three Inside Up/Down 'CDL3LINESTRIKE', # Three-Line Strike 'CDL3OUTSIDE', # Three Outside Up/Down 'CDL3STARSINSOUTH', # Three Stars In The South 'CDL3WHITESOLDIERS', # Three Advancing White Soldiers 'CDLABANDONEDBABY', # Abandoned Baby 'CDLADVANCEBLOCK', # Advance Block 'CDLBELTHOLD', # Belt-hold 'CDLBREAKAWAY', # Breakaway 'CDLCLOSINGMARUBOZU', # Closing Marubozu 'CDLCONCEALBABYSWALL', # Concealing Baby Swallow 'CDLCOUNTERATTACK', # Counterattack 'CDLDARKCLOUDCOVER', # Dark Cloud Cover 'CDLDOJI', # Doji 'CDLDOJISTAR', # Doji Star 'CDLDRAGONFLYDOJI', # Dragonfly Doji 'CDLENGULFING', # Engulfing Pattern 'CDLEVENINGDOJISTAR', # Evening Doji Star 'CDLEVENINGSTAR', # Evening Star 'CDLGAPSIDESIDEWHITE', # Up/Down-gap side-by-side white lines 'CDLGRAVESTONEDOJI', # Gravestone Doji 'CDLHAMMER', # Hammer 'CDLHANGINGMAN', # Hanging Man 'CDLHARAMI', # Harami Pattern 'CDLHARAMICROSS', # Harami Cross Pattern 'CDLHIGHWAVE', # High-Wave Candle 'CDLHIKKAKE', # Hikkake Pattern 'CDLHIKKAKEMOD', # Modified Hikkake Pattern 'CDLHOMINGPIGEON', # Homing Pigeon 'CDLIDENTICAL3CROWS', # Identical Three Crows 'CDLINNECK', # In-Neck Pattern 'CDLINVERTEDHAMMER', # Inverted Hammer 'CDLKICKING', # Kicking 'CDLKICKINGBYLENGTH', # Kicking - bull/bear determined by the longer marubozu 'CDLLADDERBOTTOM', # Ladder Bottom 'CDLLONGLEGGEDDOJI', # Long Legged Doji 'CDLLONGLINE', # Long Line Candle 'CDLMARUBOZU', # Marubozu 'CDLMATCHINGLOW', # Matching Low 'CDLMATHOLD', # Mat Hold 'CDLMORNINGDOJISTAR', # Morning Doji Star 'CDLMORNINGSTAR', # Morning Star 'CDLONNECK', # On-Neck Pattern 'CDLPIERCING', # Piercing Pattern 'CDLRICKSHAWMAN', # Rickshaw Man 'CDLRISEFALL3METHODS', # Rising/Falling Three Methods 'CDLSEPARATINGLINES', # Separating Lines 'CDLSHOOTINGSTAR', # Shooting Star 'CDLSHORTLINE', # Short Line Candle 'CDLSPINNINGTOP', # Spinning Top 'CDLSTALLEDPATTERN', # Stalled Pattern 'CDLSTICKSANDWICH', # Stick Sandwich # Takuri (Dragonfly Doji with very long lower shadow) 'CDLTAKURI', 'CDLTASUKIGAP', # Tasuki Gap 'CDLTHRUSTING', # Thrusting Pattern 'CDLTRISTAR', # Tristar Pattern 'CDLUNIQUE3RIVER', # Unique 3 River 'CDLUPSIDEGAP2CROWS', # Upside Gap Two Crows 'CDLXSIDEGAP3METHODS', # Upside/Downside Gap Three Methods }, 'Statistic Functions': { 'BETA', # Beta 'CORREL', # Pearson's Correlation Coefficient (r) 'LINEARREG', # Linear Regression 'LINEARREG_ANGLE', # Linear Regression Angle 'LINEARREG_INTERCEPT', # Linear Regression Intercept 'LINEARREG_SLOPE', # Linear Regression Slope 'STDDEV', # Standard Deviation 'TSF', # Time Series Forecast 'VAR', # Variance } } god_genes = set() ########################### SETTINGS ############################## # god_genes = {'SMA'} god_genes |= all_god_genes['Overlap Studies'] god_genes |= all_god_genes['Momentum Indicators'] god_genes |= all_god_genes['Volume Indicators'] god_genes |= all_god_genes['Volatility Indicators'] god_genes |= all_god_genes['Price Transform'] god_genes |= all_god_genes['Cycle Indicators'] god_genes |= all_god_genes['Pattern Recognition'] god_genes |= all_god_genes['Statistic Functions'] #timeperiods = [5, 6, 12, 15, 50, 55, 100, 110] timeperiods = [5, 10, 20, 50, 100] operators = [ "D", # Disabled gene ">", # Indicator, bigger than cross indicator "<", # Indicator, smaller than cross indicator "=", # Indicator, equal with cross indicator "C", # Indicator, crossed the cross indicator "CA", # Indicator, crossed above the cross indicator "CB", # Indicator, crossed below the cross indicator ">R", # Normalized indicator, bigger than real number "=R", # Normalized indicator, equal with real number "R", # Normalized indicator devided to cross indicator, bigger than real number "/=R", # Normalized indicator devided to cross indicator, equal with real number "/ 10) # TODO : it ill callculated in populate indicators. dataframe[indicator] = gene_calculator(dataframe, indicator) dataframe[crossed_indicator] = gene_calculator(dataframe, crossed_indicator) indicator_trend_sma = f"{indicator}-SMA-{TREND_CHECK_CANDLES}" if operator in ["UT", "DT", "OT", "CUT", "CDT", "COT"]: dataframe[indicator_trend_sma] = gene_calculator( dataframe, indicator_trend_sma) if operator == ">": condition = ( dataframe[indicator] > dataframe[crossed_indicator] ) elif operator == "=": condition = ( np.isclose(dataframe[indicator], dataframe[crossed_indicator]) ) elif operator == "<": condition = ( dataframe[indicator] < dataframe[crossed_indicator] ) elif operator == "C": condition = ( (qtpylib.crossed_below(dataframe[indicator], dataframe[crossed_indicator])) | (qtpylib.crossed_above( dataframe[indicator], dataframe[crossed_indicator])) ) elif operator == "CA": condition = ( qtpylib.crossed_above( dataframe[indicator], dataframe[crossed_indicator]) ) elif operator == "CB": condition = ( qtpylib.crossed_below( dataframe[indicator], dataframe[crossed_indicator]) ) elif operator == ">R": condition = ( dataframe[indicator] > real_num ) elif operator == "=R": condition = ( np.isclose(dataframe[indicator], real_num) ) elif operator == "R": condition = ( dataframe[indicator].div(dataframe[crossed_indicator]) > real_num ) elif operator == "/=R": condition = ( np.isclose(dataframe[indicator].div( dataframe[crossed_indicator]), real_num) ) elif operator == "/ dataframe[indicator_trend_sma] ) elif operator == "DT": condition = ( dataframe[indicator] < dataframe[indicator_trend_sma] ) elif operator == "OT": condition = ( np.isclose(dataframe[indicator], dataframe[indicator_trend_sma]) ) elif operator == "CUT": condition = ( ( qtpylib.crossed_above( dataframe[indicator], dataframe[indicator_trend_sma] ) ) & ( dataframe[indicator] > dataframe[indicator_trend_sma] ) ) elif operator == "CDT": condition = ( ( qtpylib.crossed_below( dataframe[indicator], dataframe[indicator_trend_sma] ) ) & ( dataframe[indicator] < dataframe[indicator_trend_sma] ) ) elif operator == "COT": condition = ( ( ( qtpylib.crossed_below( dataframe[indicator], dataframe[indicator_trend_sma] ) ) | ( qtpylib.crossed_above( dataframe[indicator], dataframe[indicator_trend_sma] ) ) ) & ( np.isclose( dataframe[indicator], dataframe[indicator_trend_sma] ) ) ) return condition, dataframe class GodStraJD3_6(IStrategy): # #################### RESULTS PASTE PLACE #################### # ROI table: minimal_roi = { "0": 1, # "600": 0.12, # "1200": 0.08, # "2400": 0.06, # "3600": 0.04, # "7289": 0 } # Stoploss: stoploss = -1 # Buy hypers timeframe = '5m' # Trailing stoploss trailing_stop = False trailing_stop_positive = 0.15 trailing_stop_positive_offset = 0.20 trailing_only_offset_is_reached = True plot_config = { # Main plot indicators (Moving averages, ...) 'main_plot': { 'bb_lowerband': {'color': 'red'}, 'bb_upperband': {'color': 'green'}, 'sma100': {'color': 'blue'}, 'sma10': {'color': 'yellow'}, 'min': {'color': 'white'}, 'max': {'color': 'white'}, 'sma20': {'color': 'cyan'} }, 'subplots': { # Subplots - each dict defines one additional plot "BB": { 'bb_width': {'color': 'white'}, 'bb_min': {'color': 'red'}, }, "Ind": { 'MA-20': {'color': 'green'}, 'STOCH-1-10': {'color': 'blue'}, 'CDLDRAGONFLYDOJI-5': {'color': 'red'} }, "Ind2": { 'MINUS_DM-5': {'color': 'green'}, 'DX-5': {'color': 'blue'}, 'LINEARREG-50': {'color': 'red'} }, "Profit": { 'profit': {'color': 'pink'}, }, "Rsi": { 'rsi': {'color': 'pink'}, }, # "rolling": { # 'bb_rolling': {'color': '#87e470'}, # "bb_rolling_min": {'color': '#ac3e2a'} # }, "percent": { "percent": {'color': 'green'}, "percent3": {'color': 'blue'}, "percent5": {'color': 'red'} } } } # #################### END OF RESULT PLACE #################### # TODO: Its not dry code! # Buy Hyperoptable Parameters/Spaces. buy_crossed_indicator0 = CategoricalParameter(god_genes_with_timeperiod, default="ADD-20", space='buy') buy_crossed_indicator1 = CategoricalParameter(god_genes_with_timeperiod, default="ASIN-6", space='buy') buy_crossed_indicator2 = CategoricalParameter(god_genes_with_timeperiod, default="CDLEVENINGSTAR-50", space='buy') buy_indicator0 = CategoricalParameter(god_genes_with_timeperiod, default="SMA-100", space='buy') buy_indicator1 = CategoricalParameter(god_genes_with_timeperiod, default="WILLR-50", space='buy') buy_indicator2 = CategoricalParameter(god_genes_with_timeperiod, default="CDLHANGINGMAN-20", space='buy') buy_operator0 = CategoricalParameter(operators, default="/ float: # # dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe) # current_candle = dataframe.iloc[-1].squeeze() # # # print("proposed_stake=", proposed_stake, " max_stake=", max_stake) # if current_candle['bb_width'] > 0.065: # # print("use more stake", pair, " ", proposed_stake * 2) # return min(max_stake, proposed_stake * 2) # # if current_candle['bb_width'] > 0.045: # # print("use more stake", pair, " ", proposed_stake * 1.5) # return min(max_stake, proposed_stake * 1.5) # # # if current_candle['bb_width'] < 0.020: # # print("use less stake", pair, " ", proposed_stake / 2) # # return min(max_stake, proposed_stake / 2) # # if self.config['stake_amount'] == 'unlimited': # # # Use entire available wallet during favorable conditions when in compounding mode. # # return max_stake # # else: # # # Compound profits during favorable conditions instead of using a static stake. # # return self.wallets.get_total_stake_amount() / self.config['max_open_trades'] # # # Use default stake amount. # return proposed_stake # def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float, # current_profit: float, **kwargs): # dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) # last_candle = dataframe.iloc[-1].squeeze() # previous_last_candle = dataframe.iloc[-2].squeeze() # previous_5_candle = dataframe.iloc[-5].squeeze() # #print("last_candle", last_candle) # #print("previous_last_candle", previous_last_candle) # # #dataframe.iloc[-1]['profit'] = current_profit # count = 0 # for coin, balance in self.wallets.get_all_balances().items(): # count = count + 1 # # print(coin, " ", balance) # # print("count=", count) # # # (last_candle['percent5'] < -0.005) \ # # if (0 < current_profit < 0.005) \ # # & ((current_time - trade.open_date_utc).seconds >= 3600 * 2): # # # & (previous_last_candle['sma10'] > last_candle['sma10']): # # print("too_small_gain", pair, trade, " profit=", current_profit, " rate=", current_rate, " percent5=", # # last_candle['percent5']) # # return 'too_small_gain' # # # if (current_profit < -0.05) \ # # & ((current_time - trade.open_date_utc).days >= 3): # # print("lost_half_profit", pair, trade, " profit=", current_profit, " rate=", current_rate) # # return 'stop_loss_profit' # # # if (current_profit > 0.02) \ # # & (last_candle['percent'] < 0.01) \ # # & ((current_time - trade.open_date_utc).seconds >= 3600): # # print("lost_half_profit", pair, trade, " profit=", current_profit, " rate=", current_rate) # # return 'lost_half_profit' # # # ((current_time - trade.open_date_utc).seconds >= 3600 * 2) \ # if (current_profit > 0) \ # & ((previous_5_candle['sma10'] > last_candle['sma10'] * 1.005) | (last_candle['percent3'] < -0.01)) \ # & ((last_candle['percent'] < 0) & (last_candle['percent3'] < 0)): # # print("over_bb_band_sma10_desc", pair, trade, " profit=", current_profit, " rate=", current_rate) # return 'over_bb_band_sma10_desc' # # # if (current_profit > 0) \ # # & (last_candle['percent'] < -0.02): # # # print("over_bb_band_sma10_desc", pair, trade, " profit=", current_profit, " rate=", current_rate) # # return 'stop_percent_loss' # # #if (current_profit > 0) \ # # & ((current_time - trade.open_date_utc).seconds >= 3600 * 2) \ # # & (previous_last_candle['sma20'] > last_candle['sma20']) \ # # & (last_candle['percent'] < 0): # # print("over_bb_band_sma20_desc", pair, trade, " profit=", current_profit, " rate=", current_rate) # # return 'over_bb_band_sma20_desc' # # if (current_profit > 0) \ # & (last_candle['rsi'] > 88): #| (previous_last_candle['rsi'] > 75 & last_candle['rsi'] < 70)): # # print("over_rsi", pair, trade, " profit=", current_profit, " rate=", current_rate) # return 'over_rsi' # # # description trade # # Trade(id=0, pair=CAKE/USDT, amount=4.19815281, open_rate=11.91000000, open_since=2021-12-22 17:55:00) # # print(last_candle) # #if 0.015 < current_profit < 0.03: # # if (last_candle['percent3'] < -0.005 ): # # # self.lock_pair(pair, until=current_time + timedelta(hours=3)) # # print("profit_3h_sma10_desc", pair, trade, " profit=", current_profit, " rate=", current_rate) # # return 'profit_percent3' # # # # # if (0 < current_profit < 0.1) \ # # & (previous_last_candle['sma20'] > last_candle['sma20']) \ # # & ((current_time - trade.open_date_utc).seconds >= 3600 * 5): # # print("profit_5h_sma20_desc", pair, trade, " profit=", current_profit, " rate=", current_rate) # # return 'profit_5h_sma20_desc' # # # if (count == self.config['max_open_trades']) & (current_profit < -0.04) \ # # & ((current_time - trade.open_date_utc).seconds >= 3600 * 6): # # self.lock_pair(pair, until=current_time + timedelta(hours=10)) # # print("stop_short_loss", pair, trade, " profit=", current_profit, " rate=", current_rate, # # "count=", count, "max=", self.config['max_open_trades']) # # return 'stop_short_loss' def informative_pairs(self): return [] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # MACD # macd = ta.MACD(dataframe) # dataframe['macd'] = macd['macd'] # dataframe['macdsignal'] = macd['macdsignal'] # dataframe['macdhist'] = macd['macdhist'] # # # Plus Directional Indicator / Movement # dataframe['plus_dm'] = ta.PLUS_DM(dataframe) # dataframe['plus_di'] = ta.PLUS_DI(dataframe) # # # Minus Directional Indicator / Movement # dataframe['adx'] = ta.ADX(dataframe) dataframe['MINUS_DM-5'] = gene_calculator(dataframe, 'MINUS_DM-5') dataframe['LINEARREG-50'] = gene_calculator(dataframe, 'LINEARREG-50') dataframe['MA-20'] = gene_calculator(dataframe, 'MA-20') dataframe['STOCH-1-10'] = gene_calculator(dataframe, 'STOCH-1-10') dataframe['CDLDRAGONFLYDOJI-5'] = gene_calculator(dataframe, 'CDLDRAGONFLYDOJI-5') dataframe['DX-5'] = gene_calculator(dataframe, 'DX-5') # dataframe['MINUS_DM-5'] = ta.MINUS_DM(dataframe, timeperiod=5) # dataframe['LINEARREG-50'] = ta.LINEARREG(dataframe, timeperiod=50) # dataframe['MA-20'] = ta.MA(dataframe, timeperiod=20) # stoch = ta.STOCH(dataframe, timeperiod=10) # # print(stoch) # dataframe['STOCH-1-10'] = stoch['slowd'] # dataframe['CDLDRAGONFLYDOJI-5'] = ta.CDLDRAGONFLYDOJI(dataframe, timeperiod=5) # dataframe['minus_di'] = ta.MINUS_DI(dataframe) # dataframe['min'] = ta.MIN(dataframe) # dataframe['max'] = ta.MAX(dataframe) # # Aroon, Aroon Oscillator # aroon = ta.AROON(dataframe) # dataframe['aroonup'] = aroon['aroonup'] # dataframe['aroondown'] = aroon['aroondown'] # dataframe['aroonosc'] = ta.AROONOSC(dataframe) dataframe['profit'] = 0 # RSI dataframe['rsi'] = ta.RSI(dataframe) # # EMA - Exponential Moving Average # dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3) # dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5) # dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10) # dataframe['ema21'] = ta.EMA(dataframe, timeperiod=21) # dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50) # dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100) # # SMA - Simple Moving Average # dataframe['sma3'] = ta.SMA(dataframe, timeperiod=3) # dataframe['sma5'] = ta.SMA(dataframe, timeperiod=5) dataframe['sma10'] = ta.SMA(dataframe, timeperiod=10) dataframe['sma20'] = ta.SMA(dataframe, timeperiod=20) dataframe['sma50'] = ta.SMA(dataframe, timeperiod=50) dataframe['sma100'] = ta.SMA(dataframe, timeperiod=100) # dataframe['sma200'] = ta.SMA(dataframe, timeperiod=200) # dataframe['sma200_95'] = ta.SMA(dataframe, timeperiod=200) * 0.95 # dataframe['sma200_98'] = ta.SMA(dataframe, timeperiod=200) * 0.98 # dataframe['sma500'] = ta.SMA(dataframe, timeperiod=500) # dataframe['sma500_90'] = ta.SMA(dataframe, timeperiod=500) * 0.9 # dataframe['sma500_95'] = ta.SMA(dataframe, timeperiod=500) * 0.95 # dataframe['sma500_20'] = ta.SMA(dataframe, timeperiod=500) * 0.2 dataframe["percent"] = (dataframe["close"] - dataframe["open"]) / dataframe["open"] dataframe["percent5"] = dataframe["percent"].rolling(5).sum() dataframe["percent3"] = dataframe["percent"].rolling(3).sum() dataframe["percent20"] = dataframe["percent"].rolling(20).sum() dataframe['min'] = ta.MIN(dataframe['close'], timeperiod=200) dataframe['min20'] = ta.MIN(dataframe['close'], timeperiod=20) dataframe['max'] = ta.MAX(dataframe['close'], timeperiod=200) dataframe['max_min'] = dataframe['max'] / dataframe['min'] # Bollinger Bands 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'] dataframe["bb_percent"] = ( (dataframe["close"] - dataframe["bb_lowerband"]) / (dataframe["bb_upperband"] - dataframe["bb_lowerband"]) ) dataframe["bb_width"] = ( (dataframe["bb_upperband"] - dataframe["bb_lowerband"]) / dataframe["bb_middleband"] ) dataframe['bb_min'] = ta.MIN(dataframe['bb_lowerband'], timeperiod=36) # Bollinger Bands - Weighted (EMA based instead of SMA) # weighted_bollinger = qtpylib.weighted_bollinger_bands( # qtpylib.typical_price(dataframe), window=20, stds=2 # ) # dataframe["wbb_upperband"] = weighted_bollinger["upper"] # dataframe["wbb_lowerband"] = weighted_bollinger["lower"] # dataframe["wbb_middleband"] = weighted_bollinger["mid"] # dataframe["wbb_percent"] = ( # (dataframe["close"] - dataframe["wbb_lowerband"]) / # (dataframe["wbb_upperband"] - dataframe["wbb_lowerband"]) # ) # dataframe["wbb_width"] = ( # (dataframe["wbb_upperband"] - dataframe["wbb_lowerband"]) / dataframe["wbb_middleband"] # ) # # EMA - Exponential Moving Average # dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = list() # TODO: Its not dry code! buy_indicator = self.buy_indicator0.value buy_crossed_indicator = self.buy_crossed_indicator0.value buy_operator = self.buy_operator0.value buy_real_num = self.buy_real_num0.value condition, dataframe = condition_generator( dataframe, buy_operator, buy_indicator, buy_crossed_indicator, buy_real_num ) conditions.append(condition) # backup buy_indicator = self.buy_indicator1.value buy_crossed_indicator = self.buy_crossed_indicator1.value buy_operator = self.buy_operator1.value buy_real_num = self.buy_real_num1.value condition, dataframe = condition_generator( dataframe, buy_operator, buy_indicator, buy_crossed_indicator, buy_real_num ) conditions.append(condition) buy_indicator = self.buy_indicator2.value buy_crossed_indicator = self.buy_crossed_indicator2.value buy_operator = self.buy_operator2.value buy_real_num = self.buy_real_num2.value condition, dataframe = condition_generator( dataframe, buy_operator, buy_indicator, buy_crossed_indicator, buy_real_num ) conditions.append(condition) if conditions: dataframe.loc[ # ( # (dataframe['close'] < dataframe['bb_lowerband']) # & (dataframe['bb_width'] >= 0.045) # & (dataframe['volume'] * dataframe['close'] / 1000 > 100) # ) | (reduce(lambda x, y: x & y, conditions)), 'buy']=1 # print(len(dataframe.keys())) return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = list() # TODO: Its not dry code! sell_indicator = self.sell_indicator0.value sell_crossed_indicator = self.sell_crossed_indicator0.value sell_operator = self.sell_operator0.value sell_real_num = self.sell_real_num0.value condition, dataframe = condition_generator( dataframe, sell_operator, sell_indicator, sell_crossed_indicator, sell_real_num ) conditions.append(condition) sell_indicator = self.sell_indicator1.value sell_crossed_indicator = self.sell_crossed_indicator1.value sell_operator = self.sell_operator1.value sell_real_num = self.sell_real_num1.value condition, dataframe = condition_generator( dataframe, sell_operator, sell_indicator, sell_crossed_indicator, sell_real_num ) conditions.append(condition) sell_indicator = self.sell_indicator2.value sell_crossed_indicator = self.sell_crossed_indicator2.value sell_operator = self.sell_operator2.value sell_real_num = self.sell_real_num2.value condition, dataframe = condition_generator( dataframe, sell_operator, sell_indicator, sell_crossed_indicator, sell_real_num ) conditions.append(condition) #dataframe.loc[(dataframe['close'] < dataframe['bb_lowerband']),'sell']=1 # count = 0 # for coin, balance in self.wallets.get_all_balances().items(): # count = count + 1 # # print(coin, " ", balance) # if (count == self.config['max_open_trades']) & (current_profit < -0.04) \ # & ((current_time - trade.open_date_utc).seconds >= 3600 * 6): # self.lock_pair(pair, until=current_time + timedelta(hours=10)) # print("stop_short_loss", pair, trade, " profit=", current_profit, " rate=", current_rate, # "count=", count, "max=", self.config['max_open_trades']) # return 'stop_short_loss' # print("sell pair=", self.wallets.get_all_balances()[metadata['pair']]) if conditions: dataframe.loc[ ( reduce(lambda x, y: x & y, conditions) & (dataframe['volume'] * dataframe['close'] / 1000 >= 100) # (dataframe['open'] < dataframe['sma10']) ), 'sell']=1 return dataframe