Files
Freqtrade/GodStraJD3_9.py
Jérôme Delacotte 7c239227d8 first commit
2025-03-06 11:01:43 +01:00

1198 lines
53 KiB
Python

# 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.strategy.strategy_helper import merge_informative_pair
from freqtrade import data
from freqtrade.persistence import Trade
from freqtrade.strategy.parameters import CategoricalParameter, DecimalParameter, IntParameter, BooleanParameter
from numpy.lib import math
from freqtrade.strategy.interface import IStrategy
import pandas
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
import user_data.strategies.custom_indicators as csa
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, smaller than real number
"/>R", # Normalized indicator devided to cross indicator, bigger than real number
"/=R", # Normalized indicator devided to cross indicator, equal with real number
"/<R", # Normalized indicator devided to cross indicator, smaller than real number
"UT", # Indicator, is in UpTrend status
"DT", # Indicator, is in DownTrend status
"OT", # Indicator, is in Off trend status(RANGE)
"CUT", # Indicator, Entered to UpTrend status
"CDT", # Indicator, Entered to DownTrend status
"COT" # Indicator, Entered to Off trend status(RANGE)
]
# number of candles to check up,don,off trend.
TREND_CHECK_CANDLES = 8
DECIMALS = 2
########################### END SETTINGS ##########################
# DATAFRAME = DataFrame()
god_genes = list(god_genes)
# print('selected indicators for optimzatin: \n', god_genes)
god_genes_with_timeperiod = list()
for god_gene in god_genes:
for timeperiod in timeperiods:
# print(f'{god_gene}-{timeperiod}')
god_genes_with_timeperiod.append(f'{god_gene}-{timeperiod}')
# Let give somethings to CatagoricalParam to Play with them
# When just one thing is inside catagorical lists
# TODO: its Not True Way :)
if len(god_genes) == 1:
god_genes = god_genes*2
if len(timeperiods) == 1:
timeperiods = timeperiods*2
if len(operators) == 1:
operators = operators*2
# number of candles to check up,don,off trend.
TREND_CHECK_CANDLES = 8
DECIMALS = 2
buy_crossed_indicator0 = 'MINUS_DM-5'
buy_operator0 = "/<R"
buy_indicator0 = 'MA-20'
buy_crossed_indicator1 = 'DX-5'
buy_operator1 = ">"
buy_indicator1 = 'STOCH-1-10'
buy_crossed_indicator2 = 'LINEARREG-50'
buy_operator2 = "/<R"
buy_indicator2 = 'CDLDRAGONFLYDOJI-5'
# "buy_real_num0": 0.46,
# "buy_real_num1": 0.48,
# "buy_real_num2": 0.67
def normalize(df):
df = (df-df.min())/(df.max()-df.min())
return df
def gene_calculator(dataframe, indicator):
# Cuz Timeperiods not effect calculating CDL patterns recognations
if 'CDL' in indicator:
splited_indicator = indicator.split('-')
splited_indicator[1] = "0"
new_indicator = "-".join(splited_indicator)
# print(indicator, new_indicator)
indicator = new_indicator
gene = indicator.split("-")
gene_name = gene[0]
gene_len = len(gene)
if indicator in dataframe.keys():
# print(f"{indicator}, calculated befoure")
# print(len(dataframe.keys()))
return dataframe[indicator]
else:
result = None
# For Pattern Recognations
if gene_len == 1:
# print('gene_len == 1\t', indicator)
result = getattr(ta, gene_name)(
dataframe
)
return normalize(result)
elif gene_len == 2:
# print('gene_len == 2\t', indicator)
gene_timeperiod = int(gene[1])
result = getattr(ta, gene_name)(
dataframe,
timeperiod=gene_timeperiod,
)
return normalize(result)
# For
elif gene_len == 3:
# print('gene_len == 3\t', indicator)
gene_timeperiod = int(gene[2])
gene_index = int(gene[1])
result = getattr(ta, gene_name)(
dataframe,
timeperiod=gene_timeperiod,
).iloc[:, gene_index]
return normalize(result)
# For trend operators(MA-5-SMA-4)
elif gene_len == 4:
# print('gene_len == 4\t', indicator)
gene_timeperiod = int(gene[1])
sharp_indicator = f'{gene_name}-{gene_timeperiod}'
dataframe[sharp_indicator] = getattr(ta, gene_name)(
dataframe,
timeperiod=gene_timeperiod,
)
return normalize(ta.SMA(dataframe[sharp_indicator].fillna(0), TREND_CHECK_CANDLES))
# For trend operators(STOCH-0-4-SMA-4)
elif gene_len == 5:
# print('gene_len == 5\t', indicator)
gene_timeperiod = int(gene[2])
gene_index = int(gene[1])
sharp_indicator = f'{gene_name}-{gene_index}-{gene_timeperiod}'
dataframe[sharp_indicator] = getattr(ta, gene_name)(
dataframe,
timeperiod=gene_timeperiod,
).iloc[:, gene_index]
return normalize(ta.SMA(dataframe[sharp_indicator].fillna(0), TREND_CHECK_CANDLES))
def condition_generator(dataframe, operator, indicator, crossed_indicator, real_num):
condition = (dataframe['volume'] > 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] < 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 == "/<R":
condition = (
dataframe[indicator].div(dataframe[crossed_indicator]) < real_num
)
elif operator == "UT":
condition = (
dataframe[indicator] > 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_9(IStrategy):
# #################### RESULTS PASTE PLACE ####################
# ROI table:
minimal_roi = {
"0": 10,
# "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
sell_percent = DecimalParameter(0, 0.02, decimals=3, default=0, space='sell')
sell_percent3 = DecimalParameter(0, 0.03, decimals=3, default=0, space='sell')
sell_percent5 = DecimalParameter(0, 0.04, decimals=3, default=0, space='sell')
# Sell Hyperoptable Parameters/Spaces.
sell_crossed_indicator0 = CategoricalParameter(god_genes_with_timeperiod, default="CDLSHOOTINGSTAR-150", space='sell')
# sell_crossed_indicator1 = CategoricalParameter(god_genes_with_timeperiod, default="MAMA-1-100", space='sell')
# sell_crossed_indicator2 = CategoricalParameter(god_genes_with_timeperiod, default="CDLMATHOLD-6", space='sell')
sell_indicator0 = CategoricalParameter(god_genes_with_timeperiod, default="CDLUPSIDEGAP2CROWS-5", space='sell')
# sell_indicator1 = CategoricalParameter(god_genes_with_timeperiod, default="CDLHARAMICROSS-150", space='sell')
# sell_indicator2 = CategoricalParameter(god_genes_with_timeperiod, default="CDL2CROWS-5", space='sell')
sell_operator0 = CategoricalParameter(operators, default="<R", space='sell')
# sell_operator1 = CategoricalParameter(operators, default="D", space='sell')
# sell_operator2 = CategoricalParameter(operators, default="/>R", space='sell')
sell_real_num0 = DecimalParameter(0, 1, decimals=DECIMALS, default=0.09731, space='sell')
# sell_real_num1 = DecimalParameter(0, 1, decimals=DECIMALS, default=0.81657, space='sell')
# sell_real_num2 = DecimalParameter(0, 1, decimals=DECIMALS, default=0.87267, space='sell')
plot_config = {
# Main plot indicators (Moving averages, ...)
'main_plot': {
'bb_lowerband': {'color': 'red'},
'bb_upperband': {'color': 'green'},
'sma100': {'color': 'blue'},
'sma10': {'color': 'yellow'},
'min20': {'color': 'white'},
'max20': {'color': 'white'},
'min50': {'color': 'yellow'},
'max50': {'color': 'yellow'},
'sma20': {'color': 'cyan'}
},
'subplots': {
# Subplots - each dict defines one additional plot
"BB": {
'bb_width': {'color': 'white'},
'bb_min': {'color': 'red'},
},
"Ind0": {
buy_crossed_indicator0: {'color': 'green'},
buy_indicator0: {'color': 'red'}
},
"Cond1": {
"cond1": {'color': 'yellow'}
},
"Pentes": {
"bb_lower_pente": {'color': 'red'},
"sma10_pente": {'color': 'yellow'},
"sma20_pente": {'color': 'cyan'}
},
# "Ind2": {
# buy_indicator2: {'color': 'cyan'},
# buy_crossed_indicator2: {'color': 'blue'},
# },
# "Rsi": {
# 'rsi': {'color': 'pink'},
# },
# "rolling": {
# 'bb_rolling': {'color': '#87e470'},
# "bb_rolling_min": {'color': '#ac3e2a'}
# },
"percent": {
"percent": {'color': 'green'},
"percent3": {'color': 'blue'},
"percent5": {'color': 'red'},
"profit_percent": {'color': 'yellow'}
}
}
}
# #################### END OF RESULT PLACE ####################
# TODO: Its not dry code!
# Buy Hyperoptable Parameters/Spaces.
# "buy_real_num0": 0.46,
# "buy_real_num1": 0.48,
# "buy_real_num2": 0.67
#
# buy_real_num0 = DecimalParameter(0, 1, decimals=DECIMALS, default=0.46, space='buy')
# buy_real_num1 = DecimalParameter(0, 1, decimals=DECIMALS, default=0.48, space='buy')
# buy_real_num2 = DecimalParameter(0, 1, decimals=DECIMALS, default=0.67, space='buy')
# profit_no_change = BooleanParameter(default=True, space="buy")
# profit_quick_lost = BooleanParameter(default=True, space="buy")
# profit_sma10 = BooleanParameter(default=True, space="buy")
# profit_sma20 = BooleanParameter(default=True, space="buy")
# profit_quick_gain = BooleanParameter(default=True, space="buy")
# profit_quick_gain_3 = BooleanParameter(default=True, space="buy")
# profit_old_sma10 = BooleanParameter(default=True, space="buy")
# profit_very_old_sma10 = BooleanParameter(default=True, space="buy")
# profit_over_rsi = BooleanParameter(default=True, space="buy")
# profit_short_loss = BooleanParameter(default=True, space="buy")
profit_no_change = True
profit_old_sma10 = True
profit_over_rsi = True
profit_quick_gain = True
profit_quick_gain_3 = True
profit_quick_lost = True
profit_short_loss = True
profit_sma10 = True
profit_sma20 = True
profit_very_old_sma10 = False
# buy_cond1_num0 = DecimalParameter(0, 10, decimals=DECIMALS, default=1, space='buy')
# buy_cond1_num1 = DecimalParameter(0, 10, decimals=DECIMALS, default=2, space='buy')
# buy_bbwidth_num0 = DecimalParameter(0, 1, decimals=DECIMALS, default=0.035, space='buy')
# buy_bbwidth_num1 = DecimalParameter(0, 1, decimals=DECIMALS, default=0.055, space='buy')
buy_signal_condition_high = DecimalParameter(1, 2, decimals=2, default=1, space='buy')
buy_signal_bb_width = DecimalParameter(1, 2, decimals=2, default=1, space='buy')
buy_signal_sma_max = DecimalParameter(1, 1.1, decimals=2, default=1, space='buy')
buy_signal_sma_min = DecimalParameter(1, 1.1, decimals=2, default=1, space='buy')
buy_signal_sma10 = DecimalParameter(1, 1.1, decimals=2, default=1, space='buy')
buy_signal_sma10_pente = DecimalParameter(0, 0.1, decimals=3, default=0.02, space='buy')
buy_signal_sma_percent50 = DecimalParameter(0, 0.1, decimals=3, default=0.025, space='buy')
buy_signal_minus = DecimalParameter(1, 2, decimals=2, default=1, space='buy')
protection_max_allowed_dd = DecimalParameter(0, 1, decimals=DECIMALS, default=0.04, space='protection')
protection_stop = IntParameter(1, 100, default=48, space='protection')
protection_stoploss_stop = IntParameter(1, 100, default=48, space='protection')
lookback = IntParameter(1, 200, default=48, space='protection')
trade_limit = IntParameter(1, 10, default=2, space='protection')
protection_cooldown = IntParameter(1, 100, default=10, space='protection')
lookback_stoploss = IntParameter(1, 200, default=48, space='protection')
trade_limit_stoploss = IntParameter(1, 10, default=2, space='protection')
# """
# Informative Pair Definitions
# """
# inf_timeframe = '1h'
# # Strategy Specific Variable Storage
# custom_trade_info = {}
# custom_fiat = "USD" # Only relevant if stake is BTC or ETH
# custom_btc_inf = False # Don't change this.
#
# def informative_pairs(self):
# # add all whitelisted pairs on informative timeframe
# pairs = self.dp.current_whitelist()
# informative_pairs = [(pair, self.inf_timeframe) for pair in pairs]
#
# # add extra informative pairs if the stake is BTC or ETH
# if self.config['stake_currency'] in ('BTC', 'ETH'):
# for pair in pairs:
# coin, stake = pair.split('/')
# coin_fiat = f"{coin}/{self.custom_fiat}"
# informative_pairs += [(coin_fiat, self.timeframe)]
#
# stake_fiat = f"{self.config['stake_currency']}/{self.custom_fiat}"
# informative_pairs += [(stake_fiat, self.timeframe)]
# # if BTC/STAKE is not in whitelist, add it as an informative pair on both timeframes
# else:
# btc_stake = f"BTC/{self.config['stake_currency']}"
# if not btc_stake in pairs:
# informative_pairs += [(btc_stake, self.timeframe)]
#
# return informative_pairs
def calc_profit(self, price: float, current: float) -> float:
fee = 1.0007
profit = ((current*fee) - (price*fee))
return float(f"{profit:.8f}")
def calc_percentage_lower(self, price: float, current: float) -> float:
fee = 1.0007
price = price*fee
current = current*fee
lowerpercent = ((price-current)/(price*fee))*100
return float(f"{lowerpercent:.8f}")
@property
def protections(self):
return [
{
"method": "CooldownPeriod",
"stop_duration_candles": self.protection_cooldown.value
},
# {
# "method": "MaxDrawdown",
# "lookback_period_candles": self.lookback.value,
# "trade_limit": self.trade_limit.value,
# "stop_duration_candles": self.protection_stop.value,
# "max_allowed_drawdown": self.protection_max_allowed_dd.value,
# "only_per_pair": False
# },
# {
# "method": "StoplossGuard",
# "lookback_period_candles": self.lookback_stoploss.value,
# "trade_limit": self.trade_limit_stoploss.value,
# "stop_duration_candles": self.protection_stoploss_stop.value,
# "only_per_pair": False
# },
]
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()
if (current_profit > 0) & (
(last_candle['percent5'] <= -0.015)
| (last_candle['percent10'] <= -0.015)
| (last_candle['percent20'] <= -0.015)
) \
& ((current_time - trade.open_date_utc).seconds >= 2400):
return "quick_lost"
if self.profit_quick_lost:
if (current_profit >= 0) & (last_candle['percent3'] < -0.01) & (last_candle['percent5'] < 0) \
& ((current_time - trade.open_date_utc).seconds >= 2400):
return "quick_lost_1H"
if self.profit_no_change:
if (current_profit > 0.015) & (last_candle['percent20'] < 0.0) & \
(last_candle['sma10'] < 0.0) & ((current_time - trade.open_date_utc).seconds >= 2400):
return "no_change"
#if (current_profit > 0.01) & (last_candle['rsi'] < 30):
# return "small_rsi"
if self.profit_quick_gain_3:
if (current_profit >= 0.03) & (last_candle['percent3'] < 0) & ((current_time - trade.open_date_utc).seconds <= 3600):
return "quick_gain_3"
if self.profit_quick_gain:
if (0.01 < current_profit < 0.03) & (last_candle['percent3'] < 0): #& ((current_time - trade.open_date_utc).seconds <= 3600)
return "quick_gain"
if self.profit_sma10:
if (current_profit > 0.01) \
& ((previous_5_candle['sma10'] > last_candle['sma10'] * 1.005) \
| (last_candle['percent3'] < -0.01) | (last_candle['percent5'] < -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 'sma10'
if self.profit_sma20:
if (current_profit > 0.005) & (last_candle['percent5'] < 0) & (last_candle['sma20_pente'] < -0.015)\
& ((current_time - trade.open_date_utc).seconds >= 3600) \
& ((previous_last_candle['sma20'] > last_candle['sma20'] * 1.005) &
((last_candle['percent10'] < 0) | (last_candle['percent20'] < 0))):
# print("over_bb_band_sma10_desc", pair, trade, " profit=", current_profit, " rate=", current_rate)
return 'sma20'
# if self.profit_old_sma10:
# if (current_profit > 0) \
# & ((current_time - trade.open_date_utc).days >= 3) \
# & ((previous_5_candle['sma10'] > last_candle['sma10']) | (last_candle['percent3'] < -0.005) | (last_candle['percent5'] < -0.005)) \
# & ((last_candle['percent'] < 0) & (last_candle['percent3'] < 0)):
# # print("over_bb_band_sma10_desc", pair, trade, " profit=", current_profit, " rate=", current_rate)
# return 'old_sma10'
# if self.profit_very_old_sma10:
# if (current_profit > -0.01) \
# & ((current_time - trade.open_date_utc).days >= 6) \
# & ((previous_5_candle['sma10'] > last_candle['sma10']) | (last_candle['percent3'] < 0) | (last_candle['percent5'] < 0)) \
# & ((last_candle['percent'] < 0) & (last_candle['percent3'] < 0)):
# # print("over_bb_band_sma10_desc", pair, trade, " profit=", current_profit, " rate=", current_rate)
# return 'very_old_sma10'
if self.profit_over_rsi:
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'
if self.profit_short_loss:
if (current_profit > -0.01) & (previous_last_candle['percent10'] > 0.04) & (last_candle['percent'] < 0)\
& ((current_time - trade.open_date_utc).days >= 1): #| (previous_last_candle['rsi'] > 75 & last_candle['rsi'] < 70)):
# print("over_rsi", pair, trade, " profit=", current_profit, " rate=", current_rate)
return 'short_lost'
# if (current_profit > 0) \
# & (last_candle['rsi'] > 82) & (previous_last_candle['rsi'] > 75): #| (previous_last_candle['rsi'] > 75 & last_candle['rsi'] < 70)):
# # print("over_rsi", pair, trade, " profit=", current_profit, " rate=", current_rate)
# return 'over_rsi_2'
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe['profit'] = 0
# RSI
dataframe['rsi'] = ta.RSI(dataframe)
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["percent"] = (dataframe["close"] - dataframe["open"]) / dataframe["open"]
dataframe["percent5"] = dataframe["percent"].rolling(5).sum()
dataframe["percent3"] = dataframe["percent"].rolling(3).sum()
dataframe["percent10"] = dataframe["percent"].rolling(10).sum()
dataframe["percent20"] = dataframe["percent"].rolling(20).sum()
dataframe["percent50"] = dataframe["percent"].rolling(50).sum()
# if (dataframe["percent50"] < -0.03) & (dataframe['sma10'] > dataframe['sma10'].shift(2)):
# dataframe["percent_ok"] = new dataframe()
# else:
# dataframe["percent_ok"] = 0
dataframe['min'] = ta.MIN(dataframe['close'], timeperiod=200)
dataframe['min20'] = ta.MIN(dataframe['close'], timeperiod=20)
dataframe['min50'] = ta.MIN(dataframe['close'], timeperiod=50)
dataframe["volume10"] = dataframe["volume"].rolling(10).mean()
dataframe['max'] = ta.MAX(dataframe['close'], timeperiod=200)
dataframe['max20'] = ta.MAX(dataframe['close'], timeperiod=20)
dataframe['max50'] = ta.MAX(dataframe['close'], timeperiod=50)
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_lower_pente"] = 100 * (dataframe["bb_lowerband"] - dataframe["bb_lowerband"].shift(1)) / dataframe["bb_lowerband"]
dataframe["sma10_pente"] = 100 * (dataframe["sma10"] - dataframe["sma10"].shift(1)) / dataframe["sma10"]
dataframe["sma20_pente"] = 100 * (dataframe["sma20"] - dataframe["sma20"].shift(1)) / dataframe["sma20"]
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"]
)
dataframe[buy_crossed_indicator0] = gene_calculator(dataframe, buy_crossed_indicator0)
dataframe[buy_crossed_indicator1] = gene_calculator(dataframe, buy_crossed_indicator1)
dataframe[buy_crossed_indicator2] = gene_calculator(dataframe, buy_crossed_indicator2)
dataframe[buy_indicator0] = gene_calculator(dataframe, buy_indicator0)
dataframe[buy_indicator1] = gene_calculator(dataframe, buy_indicator1)
dataframe[buy_indicator2] = gene_calculator(dataframe, buy_indicator2)
dataframe["HT_PHASOR-0-100"] = gene_calculator(dataframe, "HT_PHASOR-0-100")
dataframe["CDLIDENTICAL3CROWS-100"] = gene_calculator(dataframe, "CDLIDENTICAL3CROWS-100")
dataframe["DEMA-10"] = gene_calculator(dataframe, "DEMA-10")
dataframe["CDLMORNINGDOJISTAR-20"] = gene_calculator(dataframe, "CDLMORNINGDOJISTAR-20")
dataframe["cond1"] = dataframe[buy_indicator0].div(dataframe[buy_crossed_indicator0])
# dataframe["q_0.1"] = dataframe.rolling(50).quantile(.1)['close']
# dataframe["q_0.25"] = dataframe.rolling(50).quantile(.25)['close']
# dataframe["q_0.33"] = dataframe.rolling(50).quantile(.33)['close']
dataframe["MACD-2-10"] = gene_calculator(dataframe, "MACD-2-10")
dataframe["CDLIDENTICAL3CROWS-10"] = gene_calculator(dataframe, "CDLIDENTICAL3CROWS-10")
dataframe["PPO-10"] = gene_calculator(dataframe, "PPO-10")
dataframe["MINUS_DM-10"] = gene_calculator(dataframe, "MINUS_DM-10")
dataframe["MOM-10"] = gene_calculator(dataframe, "MOM-10")
dataframe["MACDEXT-0-100"] = gene_calculator(dataframe, "MACDEXT-0-100")
# # EMA - Exponential Moving Average
# dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
percent_lower = False
current_price = dataframe['close'].iloc[-1]
dataframe['should_sell'] = False
dataframe['should_buy'] = False
# Get the previous trade
# open_trades = Trade.get_trades_proxy(is_open=True)
# print(open_trades)
trade = Trade.get_trades_proxy(is_open=False, pair=metadata['pair'])
if trade:
trade = trade[-1]
lsp = trade.close_rate
if lsp:
percent_lower = self.calc_percentage_lower(price=lsp, current=current_price)
# Found a bug? When force selling it doesnt close it
else:
lsp = trade.open_rate
if lsp:
percent_lower = self.calc_percentage_lower(price=lsp, current=current_price)
else:
lsp = 0.00
# Get the current Trade
trade = Trade.get_trades_proxy(is_open=True, pair=metadata['pair'])
if trade:
trade = trade[-1]
lbp = trade.open_rate
open_trade = True
profit = self.calc_profit(price=lbp, current=current_price)
profit_percent = (profit/lbp)*100
else:
lbp = 0.00
open_trade = False
profit = False
profit_percent = False
# print("------------")
# print("Last Sold For:", lsp)
# if open_trade:
# print("Bought for: ", lbp)
# print("Current Price: ", current_price)
# if profit:
# print("Current Profit: ", profit, " ", float(f"{profit_percent:.8f}"), "%")
# if percent_lower and not open_trade:
# print("Percent Lower: ", float(f"{percent_lower:.8f}"), "%")
# Should we Sell?
if profit_percent:
if profit_percent > 1:
dataframe['should_sell'] = True
# Should we buy?
if not open_trade:
if (lsp == 0.00) & (lbp == 0.00):
dataframe['should_buy'] = True
# Is the percentage of what we sold for and the current price 2% lower
if percent_lower > 2:
dataframe['should_buy'] = True
dataframe['last_sell_price'] = lsp
dataframe['last_buy_price'] = lbp
dataframe['current_price'] = current_price
dataframe['profit_percent'] = profit_percent
# print("Current Dataframe:")
# print(dataframe.tail(1))
# ## Base Timeframe / Pair
#
# # Kaufmann Adaptive Moving Average
# dataframe['kama'] = ta.KAMA(dataframe, length=233)
#
# # RMI: https://www.tradingview.com/script/kwIt9OgQ-Relative-Momentum-Index/
# dataframe['rmi'] = csa.RMI(dataframe, length=24, mom=5)
#
# # Momentum Pinball: https://www.tradingview.com/script/fBpVB1ez-Momentum-Pinball-Indicator/
# dataframe['roc-mp'] = ta.ROC(dataframe, timeperiod=1)
# dataframe['mp'] = ta.RSI(dataframe['roc-mp'], timeperiod=3)
#
# # MA Streak: https://www.tradingview.com/script/Yq1z7cIv-MA-Streak-Can-Show-When-a-Run-Is-Getting-Long-in-the-Tooth/
# dataframe['mastreak'] = csa.mastreak(dataframe, period=4)
#
# # Percent Change Channel: https://www.tradingview.com/script/6wwAWXA1-MA-Streak-Change-Channel/
# upper, mid, lower = csa.pcc(dataframe, period=40, mult=3)
# dataframe['pcc-lowerband'] = lower
# dataframe['pcc-upperband'] = upper
#
# lookup_idxs = dataframe.index.values - (abs(dataframe['mastreak'].values) + 1)
# valid_lookups = lookup_idxs >= 0
# dataframe['sbc'] = np.nan
# dataframe.loc[valid_lookups, 'sbc'] = dataframe['close'].to_numpy()[lookup_idxs[valid_lookups].astype(int)]
#
# dataframe['streak-roc'] = 100 * (dataframe['close'] - dataframe['sbc']) / dataframe['sbc']
#
# # Trends, Peaks and Crosses
# dataframe['candle-up'] = np.where(dataframe['close'] >= dataframe['open'], 1, 0)
# dataframe['candle-up-trend'] = np.where(dataframe['candle-up'].rolling(5).sum() >= 3, 1, 0)
#
# dataframe['rmi-up'] = np.where(dataframe['rmi'] >= dataframe['rmi'].shift(), 1, 0)
# dataframe['rmi-up-trend'] = np.where(dataframe['rmi-up'].rolling(5).sum() >= 3, 1, 0)
#
# dataframe['rmi-dn'] = np.where(dataframe['rmi'] <= dataframe['rmi'].shift(), 1, 0)
# dataframe['rmi-dn-count'] = dataframe['rmi-dn'].rolling(8).sum()
#
# dataframe['streak-bo'] = np.where(dataframe['streak-roc'] < dataframe['pcc-lowerband'], 1, 0)
# dataframe['streak-bo-count'] = dataframe['streak-bo'].rolling(8).sum()
#
# # Indicators used only for ROI and Custom Stoploss
# ssldown, sslup = csa.SSLChannels_ATR(dataframe, length=21)
# dataframe['sroc'] = csa.SROC(dataframe, roclen=21, emalen=13, smooth=21)
# dataframe['ssl-dir'] = np.where(sslup > ssldown, 'up', 'down')
#
# Base pair informative timeframe indicators
# informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.inf_timeframe)
#
# # Get the "average day range" between the 1d high and 1d low to set up guards
# informative['1d-high'] = informative['close'].rolling(24).max()
# informative['1d-low'] = informative['close'].rolling(24).min()
# informative['adr'] = informative['1d-high'] - informative['1d-low']
#
# # Base pair informative timeframe indicators
# informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.inf_timeframe)
#
# # Get the "average day range" between the 1d high and 1d low to set up guards
# informative['1d-high'] = informative['close'].rolling(24).max()
# informative['1d-low'] = informative['close'].rolling(24).min()
# informative['adr'] = informative['1d-high'] - informative['1d-low']
#
# dataframe = merge_informative_pair(dataframe, informative, self.timeframe, self.inf_timeframe, ffill=True)
# #
# # Other stake specific informative indicators
# # e.g if stake is BTC and current coin is XLM (pair: XLM/BTC)
# if self.config['stake_currency'] in ('BTC', 'ETH'):
# coin, stake = metadata['pair'].split('/')
# fiat = self.custom_fiat
# coin_fiat = f"{coin}/{fiat}"
# stake_fiat = f"{stake}/{fiat}"
#
# # Informative COIN/FIAT e.g. XLM/USD - Base Timeframe
# coin_fiat_tf = self.dp.get_pair_dataframe(pair=coin_fiat, timeframe=self.timeframe)
# dataframe[f"{fiat}_rmi"] = csa.RMI(coin_fiat_tf, length=55, mom=5)
#
# # Informative STAKE/FIAT e.g. BTC/USD - Base Timeframe
# stake_fiat_tf = self.dp.get_pair_dataframe(pair=stake_fiat, timeframe=self.timeframe)
# dataframe[f"{stake}_rmi"] = csa.RMI(stake_fiat_tf, length=55, mom=5)
#
# # Informatives for BTC/STAKE if not in whitelist
# else:
# pairs = self.dp.current_whitelist()
# btc_stake = f"BTC/{self.config['stake_currency']}"
# if not btc_stake in pairs:
# self.custom_btc_inf = True
# # BTC/STAKE - Base Timeframe
# btc_stake_tf = self.dp.get_pair_dataframe(pair=btc_stake, timeframe=self.timeframe)
# dataframe['BTC_rmi'] = csa.RMI(btc_stake_tf, length=55, mom=5)
# dataframe['BTC_close'] = btc_stake_tf['close']
# dataframe['BTC_kama'] = ta.KAMA(btc_stake_tf, length=144)
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
conditions = list()
conditions2 = list()
condition1, dataframe = condition_generator(
dataframe,
buy_operator0,
buy_indicator0,
buy_crossed_indicator0,
0.7 #self.buy_real_num0.value
)
conditions.append(condition1)
dataframe.loc[
(
reduce(lambda x, y: x & y, conditions)
& (dataframe['volume10'] * dataframe['close'] / 1000 >= 10)
& (dataframe['close'] < dataframe['sma10'])
& (dataframe['open'] < dataframe['sma10'])
& (dataframe['low'] < dataframe['min20'])
& (dataframe['percent'] > 0)
# & (dataframe['max'] < dataframe['close'] * self.buy_signal_condition_high.value)
), ['buy', 'buy_tag']] = (1, 'buy_signal_condition')
####################################################################
condition2, dataframe = condition_generator(dataframe, "/=R", "CMO-10", "HT_DCPERIOD-20", 0.37)
conditions2.append(condition2)
dataframe.loc[
(reduce(lambda x, y: x & y, conditions2)
# & (dataframe['volume10'] * dataframe['close'] / 1000 >= 10)
& (dataframe['close'].shift(9) < dataframe['bb_lowerband'].shift(9))
# & (dataframe['max'] < dataframe['close'] * self.buy_signal_bb_width.value)
), ['buy', 'buy_tag']] = (1, 'buy_bb_width_1')
####################################################################
conditions = list()
condition, dataframe = condition_generator(dataframe, "/<R", "HT_PHASOR-0-100", "CDLIDENTICAL3CROWS-100", 0.91)
conditions.append(condition)
condition, dataframe = condition_generator(dataframe, "<R", "DEMA-10", "CDLMORNINGDOJISTAR-20", 0.55)
conditions.append(condition)
if conditions:
dataframe.loc[
(reduce(lambda x, y: x & y, conditions)
& (dataframe['volume10'] * dataframe['close'] / 1000 >= 10)
& (dataframe['sma10_pente'] > self.buy_signal_sma10_pente.value)
& (dataframe['sma10'].shift(1) < dataframe['sma10'] * self.buy_signal_sma10.value)
& (dataframe['sma20'].shift(1) < dataframe['sma20'])
& (dataframe['sma50'].shift(1) < dataframe['sma50'])
& (dataframe['close'] < dataframe['bb_upperband'])
& (dataframe['open'] < dataframe['sma10'])
& (dataframe['percent50'] < self.buy_signal_sma_percent50.value)
# & (dataframe['max'] < dataframe['close'] * self.buy_signal_sma_max.value)
# & (dataframe['close'] < dataframe['min'] * self.buy_signal_sma_min.value)
# & (dataframe['close'] > dataframe['1d-low_1h'] * self.buy_signal_sma_min.value)
# & (dataframe['close'] < dataframe['1d-high_1h'] * self.buy_signal_sma_max.value)
),
['buy', 'buy_tag']] = (1, 'buy_sma')
# print(len(dataframe.keys()))
####################################################################
# conditions3 = list()
#
# condition3, dataframe = condition_generator(dataframe, "D", "MACD-2-10", "CDLIDENTICAL3CROWS-10", 0.88)
# conditions3.append(condition3)
#
# condition3, dataframe = condition_generator(dataframe, "/<R", "PPO-10", "MINUS_DM-10", 0.27)
# conditions3.append(condition3)
#
# condition3, dataframe = condition_generator(dataframe, ">", "MOM-10", "MACDEXT-0-100", 0.87)
# #conditions3.append(condition3)
#
# if conditions3:
# dataframe.loc[
# (reduce(lambda x, y: x & y, conditions3)
# # & (dataframe['volume10'] * dataframe['close'] / 1000 >= 10)
# & (dataframe['close'].shift(7) < dataframe['bb_lowerband'].shift(7))
# & (dataframe['max'] < dataframe['close'] * self.buy_signal_minus.value)
# ),
# ['buy', 'buy_tag']] = (1, 'buy_minus_dm')
# print(len(dataframe.keys()))
# ###################################################################
#
# dataframe.loc[
# (dataframe['close'] > dataframe['bb_upperband'])
# & (dataframe['percent'] > 0.01)
# & (dataframe['percent20'] < 0.035)
# & (dataframe['cond1'] > 13)
# & (dataframe['bb_width'] > 0.02)
# & (dataframe['cond1'].shift(4) < 8)
# & (dataframe['bb_width'].shift(4) < 0.012)
# , ['buy', 'buy_tag']] = (1, 'buy_cond1')
#
# ####################################################################
#
# dataframe.loc[
# (dataframe['bb_lower_pente'].shift(4) < -0.50)
# & (dataframe['sma10_pente'] > -0.2)
# & (dataframe['sma10_pente'].shift(4) < -0.4)
# & (dataframe['percent5'] < 0.01)
# , ['buy', 'buy_tag']] = (1, 'buy_lower_pente')
#
# ####################################################################
#
# dataframe.loc[
# (dataframe['percent50'].shift(4) < -0.05)
# & (dataframe['sma10_pente'].shift(1) < 0)
# & (dataframe['sma10_pente'] >= 0)
# & (dataframe['open'] < dataframe['sma10'])
# , ['buy', 'buy_tag']] = (1, 'buy_sma50')
#
# pandas.set_option('display.max_rows', dataframe.shape[0] + 1)
# pandas.set_option('display.max_columns', 30)
# print(condition1)
# print(dataframe["q_0.1"])
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# conditions = list()
#
# condition1, dataframe = condition_generator(
# dataframe,
# self.sell_operator0.value,
# self.sell_indicator0.value,
# self.sell_crossed_indicator0.value,
# self.sell_real_num0.value
# )
# conditions.append(condition1)
#
# # print(self.sell_percent.value, ' ',
# # self.sell_percent.value + self.sell_percent3.value, ' ',
# # self.sell_percent.value + self.sell_percent3.value + self.sell_percent5.value)
# dataframe.loc[
# (
# (reduce(lambda x, y: x & y, conditions)) &
# (dataframe['percent'] < - self.sell_percent.value) &
# (dataframe['percent3'] < - (self.sell_percent3.value + self.sell_percent.value)) &
# (dataframe['percent5'] < - (self.sell_percent5.value + self.sell_percent3.value + self.sell_percent.value)) &
# (dataframe['close'] < dataframe['open'])
# # (((dataframe['bb_lowerband'].shift(2) - dataframe['bb_lowerband']) / dataframe['bb_lowerband']) >= 0.02)
# # (((dataframe['close'].shift(1) - dataframe['close']) / dataframe['close']) >= 0.025)
# ), 'sell'] = 1
return dataframe