# --- Do not remove these libs --- from freqtrade.strategy import IStrategy, merge_informative_pair from typing import Dict, List from functools import reduce from pandas import DataFrame # -------------------------------- import talib.abstract as ta from datetime import datetime, timedelta from freqtrade.persistence import Trade # thanks tirail for original SMAOffset sharing # added trend detection and stoploss class SMAOffsetV2(IStrategy): INTERFACE_VERSION = 3 minimal_roi = {'0': 1} stoploss = -0.2 timeframe = '5m' informative_timeframe = '1h' use_exit_signal = True exit_profit_only = False process_only_new_candles = True use_custom_stoploss = True startup_candle_count = 200 def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float: if current_time - timedelta(minutes=40) > trade.open_date_utc and current_profit < -0.1: return -0.01 return -0.99 def informative_pairs(self): pairs = self.dp.current_whitelist() informative_pairs = [(pair, self.informative_timeframe) for pair in pairs] return informative_pairs @staticmethod def get_informative_indicators(dataframe: DataFrame, metadata: dict): dataframe['ema_fast'] = ta.EMA(dataframe, timeperiod=20) dataframe['ema_slow'] = ta.EMA(dataframe, timeperiod=25) dataframe['go_long'] = (dataframe['ema_fast'] > dataframe['ema_slow']).astype('int') * 2 return dataframe def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if not self.dp: return dataframe informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.informative_timeframe) informative = self.get_informative_indicators(informative.copy(), metadata) dataframe = merge_informative_pair(dataframe, informative, self.timeframe, self.informative_timeframe, ffill=True) # don't overwrite the base dataframe's HLCV information skip_columns = [s + '_' + self.informative_timeframe for s in ['date', 'open', 'high', 'low', 'close', 'volume']] dataframe.rename(columns=lambda s: s.replace('_{}'.format(self.informative_timeframe), '') if not s in skip_columns else s, inplace=True) # --------------------------------------------------------------------------------- sma_offset = 1 - 0.04 sma_offset_pos = 1 + 0.012 base_nb_candles = 20 dataframe['sma_30_offset'] = ta.SMA(dataframe, timeperiod=base_nb_candles) * sma_offset dataframe['sma_30_offset_pos'] = ta.SMA(dataframe, timeperiod=base_nb_candles) * sma_offset_pos return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['go_long'] > 0) & (dataframe['close'] < dataframe['sma_30_offset']) & (dataframe['volume'] > 0), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[((dataframe['go_long'] == 0) | (dataframe['close'] > dataframe['sma_30_offset_pos'])) & (dataframe['volume'] > 0), 'exit_long'] = 1 return dataframe plot_config = {'main_plot': {'sma_30_offset': {'color': 'orange'}, 'sma_30_offset_pos': {'color': 'orange'}, 'ema_fast': {'color': 'blue'}, 'ema_slow': {'color': 'green'}}}