# pr#agma pylint: disable=missing-docstring, invalid-name, pointless-string-statement # isort: skip_file # --- Do not remove these libs --- from datetime import datetime import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame from freqtrade.strategy.interface import IStrategy # -------------------------------- # Add your lib to import here import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib # This class is a sample. Feel free to customize it. class StrategyPierrick(IStrategy): # Strategy interface version - allow new iterations of the strategy interface. # Check the documentation or the Sample strategy to get the latest version. INTERFACE_VERSION = 2 # ROI table: minimal_roi = { #"0": 0.015 "0": 0.5 } # Stoploss: stoploss = -1 trailing_stop = True trailing_stop_positive = 0.001 trailing_stop_positive_offset = 0.0175 #0.015 trailing_only_offset_is_reached = True #max_open_trades = 3 # Optimal ticker interval 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': { 'bb_lowerband': {'color': 'white'}, 'bb_upperband': {'color': 'white'}, }, 'subplots': { # Subplots - each dict defines one additional plot "BB": { 'bb_width': {'color': 'white'}, }, "Aaron": { 'aroonup': {'color': 'blue'}, 'aroondown': {'color': 'red'} } } } 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'] # RSI #dataframe['rsi'] = ta.RSI(dataframe) # 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"] ) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( ( (dataframe['close'] < dataframe['bb_lowerband']) & (dataframe['bb_width'] >= 0.065) #& (dataframe['rsi'] < 45) & (dataframe['volume'] > 0) ) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( ), 'sell'] = 1 return dataframe