# 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 freqtrade.strategy.parameters import DecimalParameter, BooleanParameter, IntParameter from pandas import DataFrame import math from functools import reduce from freqtrade.strategy.interface import IStrategy # -------------------------------- # Add your lib to import here import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.strategy.strategy_helper import merge_informative_pair # This class is a sample. Feel free to customize it. class StrategyJD_5_9(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 buy_decalage4 = IntParameter(1, 10, default=5, space="buy") min_percent4 = IntParameter(1, 20, default=10, space='buy') # buy_mrsi3 = DecimalParameter(-0.1, 0.1, decimals=2, default=0, space="buy") rapport_min_n = IntParameter(1, 20, default=10, space='buy') min_n = 16 max_percent = DecimalParameter(0, 0.05, decimals=3, default=0.005, space='sell') max_percent2 = DecimalParameter(0, 0.05, decimals=3, default=0.005, space='sell') max_percent3 = DecimalParameter(0, 0.05, decimals=3, default=0.005, space='sell') max_profit = DecimalParameter(0, 0.1, decimals=2, default=0.01, space='sell') max_profit2 = DecimalParameter(0, 0.1, decimals=2, default=0.01, space='sell') max_profit3 = DecimalParameter(0, 0.1, decimals=2, default=0.01, space='sell') sell_h_RSI = IntParameter(70, 98, default=88, space='sell') sell_h_RSI2 = IntParameter(70, 98, default=88, space='sell') sell_h_RSI3 = IntParameter(70, 98, default=80, space='sell') sell_h_RSI2_percent = DecimalParameter(0, 0.02, decimals=3, default=0.01, space='sell') n_percent = IntParameter(1, 12, default=1, space="protection") percent_sell = DecimalParameter(-0.1, -0.01, decimals=2, default=-0.08, space="protection") percent_sell_stop = DecimalParameter(-0.8, -0.1, decimals=1, default=-0.8, space="protection") percent_sell_sma5_1d = DecimalParameter(-0.1, 0, decimals=2, default=0, space="protection") hours_sell = IntParameter(5, 48, default=24, space="protection") # buy_adx_enabled = BooleanParameter(default=True, space="buy") # buy_rsi_enabled = CategoricalParameter([True, False], default=False, space="buy") # buy_trigger = CategoricalParameter(["bb_lower", "macd_cross_signal"], default="bb_lower", space="buy") lim_0 = 10 lim_1 = 18 lim_2 = 25 lim_3 = 51 # 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": { "bb_lowerband": { "color": "white" }, "bb_upperband": { "color": "white" }, "min200": { "color": "yellow" }, "max200": { "color": "yellow" }, "min_n": { "color": "#600e82" }, "max_n": { "color": "#600e82" }, "min5_1d": { "color": "#6aa123", }, "max5_1d": { "color": "red" }, "max3_1d": { "color": "blue" }, "close_1d": { "color": "green" }, "close_1M": { "color": "cyan" }, "min_n_1d": { "color": "pink" }, "max_n_1d": { "color": "pink" }, "sma5_1d": { "color": "black" } }, "subplots": { "Rsi": { "rsi_1h": { "color": "blue" }, "rsi_1d": { "color": "red" }, "rsi": { "color": "green" }, }, # "Percent": { # "min_max200": { # "color": "#c046bb" # } # } } } 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_previous_last_candle = dataframe.iloc[-2].squeeze() days = (current_time - trade.open_date_utc).days minutes = (current_time - trade.open_date_utc).seconds / 60 hours = minutes / 60 if (last_candle['sma5_diff_1d'] < self.percent_sell_sma5_1d.value) & (current_profit < -0.05): return 'sell_sma5_1d' if (current_profit < self.percent_sell_stop.value) & (hours >= self.hours_sell.value) & (last_candle['percent_1h'] <= -0.05): return 'sell_stop' # if (last_candle['percent1'] < -0.005) & (last_candle['max200'] == previous_previous_last_candle['max200']) & (minutes > 30): # return 'sell_percent1' # # if (last_candle['percent3'] < -0.005) & (last_candle['percent1'] < 0) \ # & (previous_last_candle['percent1'] < 0) & (previous_previous_last_candle['percent1'] < 0) & (minutes > 30): # return 'sell_percent3' #if last_candle['percent' + str(self.n_percent.value)] < self.percent_sell.value: # return 'sell_lost_percent_' + str(self.n_percent.value) if (last_candle['rsi_1h'] < self.lim_1): max_percent = self.max_percent.value max_profit = self.max_profit.value else: if (last_candle['rsi_1h'] < self.lim_2): max_percent = self.max_percent2.value max_profit = self.max_profit2.value else: max_percent = self.max_percent3.value max_profit = self.max_profit3.value if (current_profit > max_profit) & ( #(last_candle['percent1'] < -max_percent) | (last_candle['percent3'] < -max_percent) | (last_candle['percent5'] < -max_percent)): #& (last_candle['close'] > last_candle['max3_1d']): return 'h_percent_quick' if (current_profit > 0) & (previous_last_candle['rsi'] > self.sell_h_RSI.value): return 'h_over_rsi' if (current_profit > 0) & (previous_last_candle['rsi'] > self.sell_h_RSI2.value) & \ (last_candle['percent1'] < - self.sell_h_RSI2_percent.value): return 'h_over_rsi_2' if (current_profit > 0) & (previous_last_candle['rsi'] > self.sell_h_RSI3.value) & \ (last_candle['close'] >= last_candle['max3_1d']): return 'h_over_rsi_max' def informative_pairs(self): # get access to all pairs available in whitelist. pairs = self.dp.current_whitelist() informative_pairs = [(pair, '1d') for pair in pairs] informative_pairs += [(pair, '1M') for pair in pairs] informative_pairs += [(pair, '1h') for pair in pairs] return informative_pairs def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # print(self.min_percent.value, self.min_percent2.value, self.min_percent3.value, # self.buy_decalage.value, self.buy_decalage2.value, self.buy_decalage3.value, # ) dataframe['min200'] = ta.MIN(dataframe['close'], timeperiod=200) dataframe['max200'] = ta.MAX(dataframe['close'], timeperiod=200) period = int(self.min_n * 24) dataframe['min_n'] = ta.MIN(dataframe['close'], timeperiod=period) dataframe['max_n'] = ta.MAX(dataframe['close'], timeperiod=period) dataframe['min_max_n'] = (dataframe['max_n'] - dataframe['min_n']) / dataframe['min_n'] for n in range(1, 25): dataframe["percent" + str(n)] = dataframe['close'].pct_change(n) # RSI dataframe['rsi'] = ta.RSI(dataframe) ################### INFORMATIVE 1h informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe="1h") informative["rsi"] = ta.RSI(informative) informative["rsi3"] = ta.RSI(informative, 3) # informative["mrsi3"] = informative["rsi"].pct_change(3) informative['r_rsi'] = (informative['rsi3'].div(10).round()) informative['percent'] = informative['close'].pct_change(1) # for n in range(1, 5): # informative["percent" + str(n)] = informative['close'].pct_change(n) dataframe = merge_informative_pair(dataframe, informative, self.timeframe, "1h", ffill=True) ################### INFORMATIVE 1d informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe="1d") informative["rsi"] = ta.RSI(informative, period=5) informative['min5'] = ta.MIN(informative['close'], timeperiod=5) informative['max3'] = ta.MAX(informative['close'], timeperiod=3) informative['max5'] = ta.MAX(informative['close'], timeperiod=5) informative['sma5'] = ta.SMA(informative['close'], timeperiod=5) informative['min_n'] = ta.MIN(informative['close'], timeperiod=14) informative['max_n'] = ta.MAX(informative['close'], timeperiod=14) informative['min_max_n'] = (informative['max_n'] - informative['min_n']) / informative['min_n'] informative['percent'] = informative['close'].pct_change(1) informative['sma5_diff'] = informative['sma5'] - informative['sma5'].shift(1) dataframe = merge_informative_pair(dataframe, informative, self.timeframe, "1d", ffill=True) ################### INFORMATIVE 1M informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe="1M") dataframe = merge_informative_pair(dataframe, informative, self.timeframe, "1M", ffill=True) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [ (dataframe['close'] <= dataframe['min_n_1d']), # * (1 + (dataframe['min_max_n_1d'] / self.min_percent3.value))), (dataframe['close'] <= dataframe['min_n'] * (1 + (dataframe['min_max_n'] / self.min_percent4.value))), (dataframe['min_n'].shift(self.buy_decalage4.value) == dataframe['min_n']), (dataframe['min_n_1d'] / dataframe['min_n'] > 1 + self.rapport_min_n.value / 100) ] # GUARDS AND TRENDS if conditions: dataframe.loc[(reduce(lambda x, y: x & y, conditions)), ['buy', 'buy_tag']] = (1, 'buy_4') return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: return dataframe