lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-10 10:21:59 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

sample strategy has short

Browse Source
This commit is contained in:
Sam Germain 2021-09-08 00:24:32 -06:00
parent d811a73ec0
commit 763a6af224
1 changed files with 24 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

24
freqtrade/templates/sample_strategy.py
View File

@ -58,6 +58,8 @@ class SampleStrategy(IStrategy):
# Hyperoptable parameters # Hyperoptable parameters
buy_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True) buy_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True)
sell_rsi = IntParameter(low=50, high=100, default=70, space='sell', optimize=True, load=True) sell_rsi = IntParameter(low=50, high=100, default=70, space='sell', optimize=True, load=True)
short_rsi = IntParameter(low=51, high=100, default=70, space='sell', optimize=True, load=True)
exit_short_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True)
# Optimal timeframe for the strategy. # Optimal timeframe for the strategy.
timeframe = '5m' timeframe = '5m'
@ -354,6 +356,16 @@ class SampleStrategy(IStrategy):
), ),
'buy'] = 1 'buy'] = 1
dataframe.loc[
(
# Signal: RSI crosses above 70
(qtpylib.crossed_above(dataframe['rsi'], self.short_rsi.value)) &
(dataframe['tema'] > dataframe['bb_middleband']) & # Guard: tema above BB middle
(dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard: tema is falling
(dataframe['volume'] > 0) # Make sure Volume is not 0
),
'enter_short'] = 1
return dataframe return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@ -372,4 +384,16 @@ class SampleStrategy(IStrategy):
(dataframe['volume'] > 0) # Make sure Volume is not 0 (dataframe['volume'] > 0) # Make sure Volume is not 0
), ),
'sell'] = 1 'sell'] = 1
dataframe.loc[
(
# Signal: RSI crosses above 30
(qtpylib.crossed_above(dataframe['rsi'], self.exit_short_rsi.value)) &
# Guard: tema below BB middle
(dataframe['tema'] <= dataframe['bb_middleband']) &
(dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard: tema is raising
(dataframe['volume'] > 0) # Make sure Volume is not 0
),
'exit_short'] = 1
return dataframe return dataframe