Files
Freqtrade/Pierrick_20211201.py
Jérôme Delacotte 7c239227d8 first commit
2025-03-06 11:01:43 +01:00

133 lines
3.6 KiB
Python

# pr#agma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
# isort: skip_file
# --- Do not remove these libs ---
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 S000(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": 0.5
}
# 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': {
'tema': {},
'sar': {'color': 'white'},
},
'subplots': {
"MACD": {
'macd': {'color': 'blue'},
'macdsignal': {'color': 'orange'},
},
"RSI": {
'rsi': {'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'] * 0.998)
& (dataframe['bb_width'] >= 0.065)
& (dataframe['volume'] > 0)
)
),
'buy'] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
),
'sell'] = 1
return dataframe