# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from pandas import DataFrame # -------------------------------- import talib.abstract as ta import numpy as np import freqtrade.vendor.qtpylib.indicators as qtpylib from datetime import datetime, timedelta from freqtrade.persistence import Trade from freqtrade.strategy import stoploss_from_open, DecimalParameter, IntParameter, CategoricalParameter # @Rallipanos def ewo(dataframe, ema_length=5, ema2_length=35): df = dataframe.copy() ema1 = ta.EMA(df, timeperiod=ema_length) ema2 = ta.EMA(df, timeperiod=ema2_length) emadif = (ema1 - ema2) / df['close'] * 100 return emadif class NotAnotherSMAOffsetStrategyLite(IStrategy): INTERFACE_VERSION = 3 # Buy hyperspace params: entry_params = {'base_nb_candles_entry': 14, 'low_offset': 0.975} # Sell hyperspace params: exit_params = {'base_nb_candles_exit': 24, 'high_offset': 0.991} minimal_roi = {'0': 0.025} stoploss = -0.1 # use_custom_stoploss = True # SMAOffset base_nb_candles_entry = IntParameter(5, 80, default=entry_params['base_nb_candles_entry'], space='entry', optimize=True) base_nb_candles_exit = IntParameter(5, 80, default=exit_params['base_nb_candles_exit'], space='exit', optimize=True) low_offset = DecimalParameter(0.9, 0.99, default=entry_params['low_offset'], space='entry', optimize=True) high_offset = DecimalParameter(0.95, 1.1, default=exit_params['high_offset'], space='exit', optimize=True) # Protection fast_ewo = 50 slow_ewo = 200 use_exit_signal = True exit_profit_only = False exit_profit_offset = 0.01 ignore_roi_if_entry_signal = False order_time_in_force = {'entry': 'gtc', 'exit': 'ioc'} timeframe = '5m' process_only_new_candles = True startup_candle_count = 200 plot_config = {'main_plot': {'ma_entry': {'color': 'orange'}, 'ma_exit': {'color': 'orange'}}} def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float: if current_profit < -0.05 and current_time - timedelta(minutes=720) > trade.open_date_utc: return -0.01 return 1 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: for length in set(list(self.base_nb_candles_entry.range) + list(self.base_nb_candles_exit.range)): dataframe[f'ema_{length}'] = ta.EMA(dataframe, timeperiod=length) dataframe['ewo'] = ewo(dataframe, self.fast_ewo, self.slow_ewo) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['close'] < dataframe[f'ema_{self.base_nb_candles_entry.value}'] * self.low_offset.value) & (dataframe['ewo'] > 0) & (dataframe['volume'] > 0), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['close'] > dataframe[f'ema_{self.base_nb_candles_exit.value}'] * self.high_offset.value) & (dataframe['volume'] > 0), 'exit_long'] = 1 return dataframe