# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from typing import Dict, List from functools import reduce from pandas import DataFrame # -------------------------------- import talib.abstract as ta import numpy as np import freqtrade.vendor.qtpylib.indicators as qtpylib import datetime from technical.util import resample_to_interval, resampled_merge from datetime import datetime, timedelta from freqtrade.persistence import Trade from freqtrade.strategy import stoploss_from_open, merge_informative_pair, DecimalParameter, IntParameter, CategoricalParameter #author @tirail class SMAOffset(IStrategy): INTERFACE_VERSION = 2 base_nb_candles_buy = IntParameter(10, 30, default=30, space='buy') base_nb_candles_sell = IntParameter(10, 30, default=30, space='sell') low_offset = DecimalParameter(0.94, 0.98, default=0.97, space='buy') high_offset = DecimalParameter(1.01, 1.1, default=1.01, space='sell') buy_trigger = CategoricalParameter(['EMA', 'SMA'], default='SMA', space='buy') sell_trigger = CategoricalParameter(['EMA', 'SMA'], default='SMA', space='sell') # ROI table: minimal_roi = { "0": 1, } # Stoploss: stoploss = -0.5 # Trailing stop: trailing_stop = False trailing_stop_positive = 0.1 trailing_stop_positive_offset = 0 trailing_only_offset_is_reached = False # Optimal timeframe for the strategy timeframe = '5m' use_sell_signal = True sell_profit_only = False process_only_new_candles = True startup_candle_count = 30 plot_config = { 'main_plot': { 'ma_offset_buy': {'color': 'orange'}, 'ma_offset_sell': {'color': 'orange'}, }, } use_custom_stoploss = False def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if self.buy_trigger.value == 'EMA': dataframe['ma_buy'] = ta.EMA(dataframe, timeperiod=self.base_nb_candles_buy.value) else: dataframe['ma_buy'] = ta.SMA(dataframe, timeperiod=self.base_nb_candles_buy.value) if self.sell_trigger.value == 'EMA': dataframe['ma_sell'] = ta.EMA(dataframe, timeperiod=self.base_nb_candles_sell.value) else: dataframe['ma_sell'] = ta.SMA(dataframe, timeperiod=self.base_nb_candles_sell.value) dataframe['ma_offset_buy'] = dataframe['ma_buy'] * self.low_offset.value dataframe['ma_offset_sell'] = dataframe['ma_sell'] * self.high_offset.value return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['close'] < dataframe['ma_buy'] * self.low_offset.value) & (dataframe['volume'] > 0) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['close'] > dataframe['ma_sell'] * self.high_offset.value) & (dataframe['volume'] > 0) ), 'sell'] = 1 return dataframe