mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-14 12:13:57 +00:00
105 lines
3.8 KiB
Python
105 lines
3.8 KiB
Python
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
|
|
|
|
from pandas import DataFrame
|
|
from strategy_test_v2 import StrategyTestV2
|
|
|
|
import freqtrade.vendor.qtpylib.indicators as qtpylib
|
|
from freqtrade.strategy import BooleanParameter, DecimalParameter, IntParameter, RealParameter
|
|
|
|
|
|
class HyperoptableStrategy(StrategyTestV2):
|
|
"""
|
|
Default Strategy provided by freqtrade bot.
|
|
Please do not modify this strategy, it's intended for internal use only.
|
|
Please look at the SampleStrategy in the user_data/strategy directory
|
|
or strategy repository https://github.com/freqtrade/freqtrade-strategies
|
|
for samples and inspiration.
|
|
"""
|
|
|
|
buy_params = {
|
|
'buy_rsi': 35,
|
|
# Intentionally not specified, so "default" is tested
|
|
# 'buy_plusdi': 0.4
|
|
}
|
|
|
|
sell_params = {
|
|
'sell_rsi': 74,
|
|
'sell_minusdi': 0.4
|
|
}
|
|
|
|
buy_rsi = IntParameter([0, 50], default=30, space='buy')
|
|
buy_plusdi = RealParameter(low=0, high=1, default=0.5, space='buy')
|
|
sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
|
|
sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
|
|
load=False)
|
|
protection_enabled = BooleanParameter(default=True)
|
|
protection_cooldown_lookback = IntParameter([0, 50], default=30)
|
|
|
|
@property
|
|
def protections(self):
|
|
prot = []
|
|
if self.protection_enabled.value:
|
|
prot.append({
|
|
"method": "CooldownPeriod",
|
|
"stop_duration_candles": self.protection_cooldown_lookback.value
|
|
})
|
|
return prot
|
|
|
|
def informative_pairs(self):
|
|
"""
|
|
Define additional, informative pair/interval combinations to be cached from the exchange.
|
|
These pair/interval combinations are non-tradeable, unless they are part
|
|
of the whitelist as well.
|
|
For more information, please consult the documentation
|
|
:return: List of tuples in the format (pair, interval)
|
|
Sample: return [("ETH/USDT", "5m"),
|
|
("BTC/USDT", "15m"),
|
|
]
|
|
"""
|
|
return []
|
|
|
|
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
|
"""
|
|
Based on TA indicators, populates the buy signal for the given dataframe
|
|
:param dataframe: DataFrame
|
|
:param metadata: Additional information, like the currently traded pair
|
|
:return: DataFrame with buy column
|
|
"""
|
|
dataframe.loc[
|
|
(
|
|
(dataframe['rsi'] < self.buy_rsi.value) &
|
|
(dataframe['fastd'] < 35) &
|
|
(dataframe['adx'] > 30) &
|
|
(dataframe['plus_di'] > self.buy_plusdi.value)
|
|
) |
|
|
(
|
|
(dataframe['adx'] > 65) &
|
|
(dataframe['plus_di'] > self.buy_plusdi.value)
|
|
),
|
|
'buy'] = 1
|
|
|
|
return dataframe
|
|
|
|
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
|
"""
|
|
Based on TA indicators, populates the sell signal for the given dataframe
|
|
:param dataframe: DataFrame
|
|
:param metadata: Additional information, like the currently traded pair
|
|
:return: DataFrame with sell column
|
|
"""
|
|
dataframe.loc[
|
|
(
|
|
(
|
|
(qtpylib.crossed_above(dataframe['rsi'], self.sell_rsi.value)) |
|
|
(qtpylib.crossed_above(dataframe['fastd'], 70))
|
|
) &
|
|
(dataframe['adx'] > 10) &
|
|
(dataframe['minus_di'] > 0)
|
|
) |
|
|
(
|
|
(dataframe['adx'] > 70) &
|
|
(dataframe['minus_di'] > self.sell_minusdi.value)
|
|
),
|
|
'sell'] = 1
|
|
return dataframe
|