# By Remiotore (Jorge F. F.) # Espero poder darte una buena vida algún día... # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement # flake8: noqa: F401 # isort: skip_file # --- Do not remove these imports --- import numpy as np import pandas as pd from datetime import datetime, timedelta, timezone from pandas import DataFrame from typing import Dict, Optional, Union, Tuple from freqtrade.strategy import ( IStrategy, #Trade, #Order, #PairLocks, informative, #BooleanParameter, #CategoricalParameter, #DecimalParameter, #IntParameter, #RealParameter, #timeframe_to_minutes, #timeframe_to_next_date, #timeframe_to_prev_date, #merge_informative_pair, #stoploss_from_absolute, #stoploss_from_open, ) # -------------------------------- # Add your lib to import here import talib.abstract as ta import pandas_ta as pta from technical import qtpylib class ZaratustraV5(IStrategy): INTERFACE_VERSION = 3 timeframe = '5m' can_short = True use_exit_signal = True exit_profit_only = True exit_profit_offset = 0.05 inf_times = ["5m", "15m",] # ROI table: minimal_roi = {} # Stoploss: stoploss = -0.296 # Trailing stop: trailing_stop = True trailing_stop_positive = 0.013 trailing_stop_positive_offset = 0.071 trailing_only_offset_is_reached = True def leverage(self, pair: str, current_time: datetime, current_rate: float, proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str, **kwargs) -> float: return 10.0 @property def plot_config(self): plot_config = { 'main_plot' : {}, 'subplots' : { "RSI": { 'rsi_30m': {'color' : 'lightgrey'}, 'rsi_15m': {'color' : 'grey'}, 'rsi_5m' : {'color' : 'darkgrey'}, }, "PDI": { 'pdi_30m': {'color' : 'lightgrey'}, 'pdi_15m': {'color' : 'grey'}, 'pdi_5m' : {'color' : 'darkgrey'}, }, "MDI": { 'mdi_30m': {'color' : 'lightgrey'}, 'mdi_15m': {'color' : 'grey'}, 'mdi_5m' : {'color' : 'darkgrey'}, }, } } return plot_config @informative('5m') @informative('15m') @informative('30m') def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rsi'] = ta.RSI(dataframe) dataframe['pdi'] = ta.PLUS_DI(dataframe) dataframe['mdi'] = ta.MINUS_DI(dataframe) bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bbu'] = bollinger['upper'] dataframe['bbm'] = bollinger['mid'] dataframe['bbl'] = bollinger['lower'] return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( # RSI (dataframe['rsi_30m'] > 50) & (dataframe['rsi_15m'] > 50) & (dataframe['rsi_5m'] > 50) & # Directional Indicator (dataframe['pdi_30m'] > 25) & (dataframe['pdi_15m'] > 25) & (dataframe['pdi_5m'] > 25) & # Bollinger Bands (dataframe['close_30m'] > dataframe['bbm_30m']) & (dataframe['close_15m'] > dataframe['bbm_15m']) & (dataframe['close_5m'] > dataframe['bbm_5m']) ), ['enter_long', 'enter_tag'] ] = (1, 'Bullish trend') dataframe.loc[ ( # RSI (dataframe['rsi_30m'] < 50) & (dataframe['rsi_15m'] < 50) & (dataframe['rsi_5m'] < 50) & # Directional Indicator (dataframe['mdi_30m'] > 25) & (dataframe['mdi_15m'] > 25) & (dataframe['mdi_5m'] > 25) & # Bollinger Bands (dataframe['close_30m'] < dataframe['bbm_30m']) & (dataframe['close_15m'] < dataframe['bbm_15m']) & (dataframe['close_5m'] < dataframe['bbm_5m']) ), ['enter_short', 'enter_tag'] ] = (1, 'Bearish trend') return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: return dataframe