from datetime import datetime, timedelta import talib.abstract as ta from freqtrade.persistence import Trade from freqtrade.strategy import CategoricalParameter from freqtrade.strategy import DecimalParameter, IntParameter from freqtrade.strategy.interface import IStrategy from pandas import DataFrame # og @tirail # author @Jooopieeert#0239 ma_types = { 'SMA': ta.SMA, 'EMA': ta.EMA, } class SMAOG(IStrategy): INTERFACE_VERSION = 2 buy_params = { "base_nb_candles_buy": 26, "buy_trigger": "SMA", "low_offset": 0.968, "pair_is_bad_0_threshold": 0.555, "pair_is_bad_1_threshold": 0.172, "pair_is_bad_2_threshold": 0.198, } sell_params = { "base_nb_candles_sell": 28, "high_offset": 0.985, "sell_trigger": "EMA", } base_nb_candles_buy = IntParameter(16, 45, default=buy_params['base_nb_candles_buy'], space='buy', optimize=False, load=True) base_nb_candles_sell = IntParameter(16, 45, default=sell_params['base_nb_candles_sell'], space='sell', optimize=False, load=True) low_offset = DecimalParameter(0.8, 0.99, default=buy_params['low_offset'], space='buy', optimize=False, load=True) high_offset = DecimalParameter(0.8, 1.1, default=sell_params['high_offset'], space='sell', optimize=False, load=True) buy_trigger = CategoricalParameter(ma_types.keys(), default=buy_params['buy_trigger'], space='buy', optimize=False, load=True) sell_trigger = CategoricalParameter(ma_types.keys(), default=sell_params['sell_trigger'], space='sell', optimize=False, load=True) pair_is_bad_0_threshold = DecimalParameter(0.0, 0.600, default=0.220, space='buy', optimize=True, load=True) pair_is_bad_1_threshold = DecimalParameter(0.0, 0.350, default=0.090, space='buy', optimize=True, load=True) pair_is_bad_2_threshold = DecimalParameter(0.0, 0.200, default=0.060, space='buy', optimize=True, load=True) timeframe = '5m' stoploss = -0.23 minimal_roi = {"0": 10,} trailing_stop = True trailing_only_offset_is_reached = True trailing_stop_positive = 0.01 trailing_stop_positive_offset = 0.02 use_sell_signal = True sell_profit_only = False ignore_roi_if_buy_signal = False process_only_new_candles = True startup_candle_count = 400 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if not self.config['runmode'].value == 'hyperopt': dataframe['ma_offset_buy'] = ma_types[self.buy_trigger.value](dataframe, int(self.base_nb_candles_buy.value)) * self.low_offset.value dataframe['ma_offset_sell'] = ma_types[self.sell_trigger.value](dataframe, int(self.base_nb_candles_sell.value)) * self.high_offset.value dataframe['pair_is_bad'] = ( (((dataframe['open'].rolling(144).min() - dataframe['close']) / dataframe[ 'close']) >= self.pair_is_bad_0_threshold.value) | (((dataframe['open'].rolling(12).min() - dataframe['close']) / dataframe[ 'close']) >= self.pair_is_bad_1_threshold.value) | (((dataframe['open'].rolling(2).min() - dataframe['close']) / dataframe[ 'close']) >= self.pair_is_bad_2_threshold.value)).astype('int') dataframe['ema_50'] = ta.EMA(dataframe, timeperiod=50) dataframe['ema_200'] = ta.EMA(dataframe, timeperiod=200) dataframe['rsi_exit'] = ta.RSI(dataframe, timeperiod=2) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if self.config['runmode'].value == 'hyperopt': dataframe['ma_offset_buy'] = ma_types[self.buy_trigger.value](dataframe, int(self.base_nb_candles_buy.value)) * self.low_offset.value dataframe['pair_is_bad'] = ( (((dataframe['open'].rolling(144).min() - dataframe['close']) / dataframe[ 'close']) >= self.pair_is_bad_0_threshold.value) | (((dataframe['open'].rolling(12).min() - dataframe['close']) / dataframe[ 'close']) >= self.pair_is_bad_1_threshold.value) | (((dataframe['open'].rolling(2).min() - dataframe['close']) / dataframe[ 'close']) >= self.pair_is_bad_2_threshold.value)).astype('int') dataframe['ema_50'] = ta.EMA(dataframe, timeperiod=50) dataframe['ema_200'] = ta.EMA(dataframe, timeperiod=200) dataframe['rsi_exit'] = ta.RSI(dataframe, timeperiod=2) dataframe.loc[ ( (dataframe['ema_50'] > dataframe['ema_200']) & (dataframe['close'] > dataframe['ema_200']) & (dataframe['pair_is_bad'] < 1) & (dataframe['close'] < dataframe['ma_offset_buy']) & (dataframe['volume'] > 0) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if self.config['runmode'].value == 'hyperopt': dataframe['ma_offset_sell'] = ta.EMA(dataframe, int(self.base_nb_candles_sell.value)) * self.high_offset.value dataframe.loc[ ( (dataframe['close'] > dataframe['ma_offset_sell']) & ( (dataframe['open'] < dataframe['open'].shift(1)) | (dataframe['rsi_exit'] < 50) | (dataframe['rsi_exit'] < dataframe['rsi_exit'].shift(1)) ) & (dataframe['volume'] > 0) ), 'sell'] = 1 return dataframe