Timeframe
5m
Direction
Long Only
Stoploss
-4.0%
Trailing Stop
Yes
ROI
0m: 10.0%, 40m: 8.6%, 99m: 3.6%
Interface Version
2
Startup Candles
200
Indicators
3
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
# --- Do not remove these libs ---
# --- 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
import technical.indicators as ftt
from freqtrade.exchange import timeframe_to_prev_date
# @Rallipanos
# # Buy hyperspace params:
# buy_params = {
# "base_nb_candles_buy": 14,
# "ewo_high": 2.327,
# "ewo_high_2": -2.327,
# "ewo_low": -20.988,
# "low_offset": 0.975,
# "low_offset_2": 0.955,
# "rsi_buy": 69
# }
# # Buy hyperspace params:
# buy_params = {
# "base_nb_candles_buy": 18,
# "ewo_high": 3.422,
# "ewo_high_2": -3.436,
# "ewo_low": -8.562,
# "low_offset": 0.966,
# "low_offset_2": 0.959,
# "rsi_buy": 66,
# }
# # # Sell hyperspace params:
# # sell_params = {
# # "base_nb_candles_sell": 17,
# # "high_offset": 0.997,
# # "high_offset_2": 1.01,
# # }
# # Sell hyperspace params:
# sell_params = {
# "base_nb_candles_sell": 7,
# "high_offset": 1.014,
# "high_offset_2": 0.995,
# }
# # Buy hyperspace params:
# buy_params = {
# "ewo_high_2": -5.642,
# "low_offset_2": 0.951,
# "rsi_buy": 54,
# "base_nb_candles_buy": 16, # value loaded from strategy
# "ewo_high": 3.422, # value loaded from strategy
# "ewo_low": -8.562, # value loaded from strategy
# "low_offset": 0.966, # value loaded from strategy
# }
# # Sell hyperspace params:
# sell_params = {
# "base_nb_candles_sell": 8,
# "high_offset_2": 1.002,
# "high_offset": 1.014, # value loaded from strategy
# }
# Buy hyperspace params:
buy_params = {
"base_nb_candles_buy": 8,
"ewo_high": 4.179,
"ewo_low": -16.917,
"ewo_high_2": -2.609, # value loaded from strategy
"low_offset": 0.986, # value loaded from strategy
"low_offset_2": 0.944, # value loaded from strategy
"rsi_buy": 58, # value loaded from strategy
}
# Sell hyperspace params:
sell_params = {
"base_nb_candles_sell": 16, # value loaded from strategy
"high_offset": 1.054, # value loaded from strategy
"high_offset_2": 1.018, # value loaded from strategy
"high_offset_ema": 1.012, # value loaded from strategy
"sell_custom_dec_profit_1": 0.05, # value loaded from strategy
"sell_custom_dec_profit_2": 0.07, # value loaded from strategy
"sell_custom_profit_0": 0.009, # value loaded from strategy
"sell_custom_profit_1": 0.010, # value loaded from strategy
"sell_custom_profit_2": 0.011, # value loaded from strategy
"sell_custom_profit_3": 0.012, # value loaded from strategy
"sell_custom_profit_4": 0.013, # value loaded from strategy
"sell_custom_profit_under_rel_1": 0.020, # value loaded from strategy
"sell_custom_profit_under_rsi_diff_1": 4.4, # value loaded from strategy
"sell_custom_rsi_0": 33.0, # value loaded from strategy
"sell_custom_rsi_1": 38.0, # value loaded from strategy
"sell_custom_rsi_2": 43.0, # value loaded from strategy
"sell_custom_rsi_3": 48.0, # value loaded from strategy
"sell_custom_rsi_4": 50.0, # value loaded from strategy
"sell_custom_stoploss_under_rel_1": 0.004, # value loaded from strategy
"sell_custom_stoploss_under_rsi_diff_1": 8.0, # value loaded from strategy
"sell_custom_under_profit_1": 0.01, # value loaded from strategy
"sell_custom_under_profit_2": 0.02, # value loaded from strategy
"sell_custom_under_profit_3": 0.3, # value loaded from strategy
"sell_custom_under_rsi_1": 56.0, # value loaded from strategy
"sell_custom_under_rsi_2": 60.0, # value loaded from strategy
"sell_custom_under_rsi_3": 62.0, # value loaded from strategy
"sell_trail_down_1": 0.18, # value loaded from strategy
"sell_trail_down_2": 0.14, # value loaded from strategy
"sell_trail_down_3": 0.01, # value loaded from strategy
"sell_trail_profit_max_1": 0.46, # value loaded from strategy
"sell_trail_profit_max_2": 0.12, # value loaded from strategy
"sell_trail_profit_max_3": 0.1, # value loaded from strategy
"sell_trail_profit_min_1": 0.15, # value loaded from strategy
"sell_trail_profit_min_2": 0.01, # value loaded from strategy
"sell_trail_profit_min_3": 0.05, # value loaded from strategy
}
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['low'] * 100
return emadif
class akiva6(IStrategy):
INTERFACE_VERSION = 2
# ROI table:
minimal_roi = {
# "0": 0.283,
# "40": 0.086,
# "99": 0.036,
"0": 0.10,
}
# Stoploss:
stoploss = -0.04
# SMAOffset
high_offset_ema = DecimalParameter(0.99, 1.1, default=1.012, load=True, space='sell', optimize=False)
base_nb_candles_buy = IntParameter(
2, 20, default=buy_params['base_nb_candles_buy'], space='buy', optimize=False)
base_nb_candles_sell = IntParameter(
10, 40, default=sell_params['base_nb_candles_sell'], space='sell', optimize=False)
low_offset = DecimalParameter(
0.9, 0.99, default=buy_params['low_offset'], space='buy', optimize=False)
low_offset_2 = DecimalParameter(
0.9, 0.99, default=buy_params['low_offset_2'], space='buy', optimize=False)
high_offset = DecimalParameter(
0.95, 1.1, default=sell_params['high_offset'], space='sell', optimize=False)
high_offset_2 = DecimalParameter(
0.99, 1.5, default=sell_params['high_offset_2'], space='sell', optimize=False)
sell_custom_profit_0 = DecimalParameter(0.001, 0.1, default=sell_params['sell_custom_profit_0'], space='sell', decimals=3, optimize=False, load=True)
sell_custom_rsi_0 = DecimalParameter(30.0, 40.0, default=sell_params['sell_custom_rsi_0'], space='sell', decimals=3, optimize=False, load=True)
sell_custom_profit_1 = DecimalParameter(0.005, 0.1, default=sell_params['sell_custom_profit_1'], space='sell', decimals=3, optimize=False, load=True)
sell_custom_rsi_1 = DecimalParameter(30.0, 50.0, default=sell_params['sell_custom_rsi_1'], space='sell', decimals=2, optimize=False, load=True)
sell_custom_profit_2 = DecimalParameter(0.007, 0.1, default=sell_params['sell_custom_profit_2'], space='sell', decimals=3, optimize=False, load=True)
sell_custom_rsi_2 = DecimalParameter(34.0, 50.0, default=sell_params['sell_custom_rsi_2'], space='sell', decimals=2, optimize=False, load=True)
sell_custom_profit_3 = DecimalParameter(0.009, 0.30, default=sell_params['sell_custom_profit_3'], space='sell', decimals=3, optimize=False, load=True)
sell_custom_rsi_3 = DecimalParameter(38.0, 55.0, default=sell_params['sell_custom_rsi_3'], space='sell', decimals=2, optimize=False, load=True)
sell_custom_profit_4 = DecimalParameter(0.01, 0.6, default=sell_params['sell_custom_profit_4'], space='sell', decimals=3, optimize=False, load=True)
sell_custom_rsi_4 = DecimalParameter(40.0, 58.0, default=sell_params['sell_custom_under_profit_1'], space='sell', decimals=2, optimize=False, load=True)
sell_custom_under_profit_1 = DecimalParameter(0.001, 0.10, default=sell_params['sell_custom_under_profit_1'], space='sell', decimals=3, optimize=False, load=True)
sell_custom_under_rsi_1 = DecimalParameter(36.0, 60.0, default=sell_params['sell_custom_under_rsi_1'], space='sell', decimals=1, optimize=False, load=True)
sell_custom_under_profit_2 = DecimalParameter(0.001, 0.10, default=sell_params['sell_custom_under_profit_2'], space='sell', decimals=3, optimize=False, load=True)
sell_custom_under_rsi_2 = DecimalParameter(46.0, 66.0, default=sell_params['sell_custom_under_rsi_2'], space='sell', decimals=1, optimize=False, load=True)
sell_custom_under_profit_3 = DecimalParameter(0.001, 0.10, default=sell_params['sell_custom_under_profit_3'], space='sell', decimals=3, optimize=False, load=True)
sell_custom_under_rsi_3 = DecimalParameter(50.0, 68.0, default=sell_params['sell_custom_under_rsi_3'], space='sell', decimals=1, optimize=False, load=True)
sell_custom_dec_profit_1 = DecimalParameter(0.001, 0.10, default=sell_params['sell_custom_dec_profit_1'], space='sell', decimals=3, optimize=False, load=True)
sell_custom_dec_profit_2 = DecimalParameter(0.05, 0.2, default=sell_params['sell_custom_dec_profit_2'], space='sell', decimals=3, optimize=False, load=True)
sell_trail_profit_min_1 = DecimalParameter(0.001, 0.25, default=sell_params['sell_trail_profit_min_1'], space='sell', decimals=3, optimize=False, load=True)
sell_trail_profit_max_1 = DecimalParameter(0.03, 0.5, default=sell_params['sell_trail_profit_max_1'], space='sell', decimals=2, optimize=False, load=True)
sell_trail_down_1 = DecimalParameter(0.04, 0.2, default=sell_params['sell_trail_down_1'], space='sell', decimals=3, optimize=False, load=True)
sell_trail_profit_min_2 = DecimalParameter(0.004, 0.1, default=sell_params['sell_trail_profit_min_2'], space='sell', decimals=3, optimize=False, load=True)
sell_trail_profit_max_2 = DecimalParameter(0.08, 0.25, default=sell_params['sell_trail_profit_max_2'], space='sell', decimals=2, optimize=False, load=True)
sell_trail_down_2 = DecimalParameter(0.04, 0.2, default=sell_params['sell_trail_down_2'], space='sell', decimals=3, optimize=False, load=True)
sell_trail_profit_min_3 = DecimalParameter(0.006, 0.1, default=sell_params['sell_trail_profit_min_3'], space='sell', decimals=3, optimize=False, load=True)
sell_trail_profit_max_3 = DecimalParameter(0.08, 0.16, default=sell_params['sell_trail_profit_max_3'], space='sell', decimals=2, optimize=False, load=True)
sell_trail_down_3 = DecimalParameter(0.01, 0.04, default=sell_params['sell_trail_down_3'], space='sell', decimals=3, optimize=False, load=True)
sell_custom_profit_under_rel_1 = DecimalParameter(0.01, 0.04, default=sell_params['sell_custom_profit_under_rel_1'], space='sell', optimize=False, load=True)
sell_custom_profit_under_rsi_diff_1 = DecimalParameter(0.0, 20.0, default=sell_params['sell_custom_profit_under_rsi_diff_1'], space='sell', optimize=False, load=True)
sell_custom_stoploss_under_rel_1 = DecimalParameter(0.001, 0.02, default=sell_params['sell_custom_stoploss_under_rel_1'], space='sell', optimize=False, load=True)
sell_custom_stoploss_under_rsi_diff_1 = DecimalParameter(0.0, 20.0, default=sell_params['sell_custom_stoploss_under_rsi_diff_1'], space='sell', optimize=False, load=True)
# Protection
fast_ewo = 50
slow_ewo = 200
ewo_low = DecimalParameter(-20.0, -8.0,
default=buy_params['ewo_low'], space='buy', optimize=False)
ewo_high = DecimalParameter(
2.0, 12.0, default=buy_params['ewo_high'], space='buy', optimize=False)
ewo_high_2 = DecimalParameter(
-6.0, 12.0, default=buy_params['ewo_high_2'], space='buy', optimize=False)
rsi_buy = IntParameter(30, 70, default=buy_params['rsi_buy'], space='buy', optimize=True)
# Trailing stop:
trailing_stop = True
trailing_stop_positive = 0.001
trailing_stop_positive_offset = 0.018
trailing_only_offset_is_reached = True
# Sell signal
use_sell_signal = True
sell_profit_only = False
sell_profit_offset = 0.001
ignore_roi_if_buy_signal = False
# Optional order time in force.
order_time_in_force = {
'buy': 'gtc',
'sell': 'ioc'
}
# Optimal timeframe for the strategy
timeframe = '5m'
inf_1h = '1h'
process_only_new_candles = True
startup_candle_count = 200
use_custom_stoploss = False
plot_config = {
'main_plot': {
'ma_buy': {'color': 'orange'},
'ma_sell': {'color': 'orange'},
},
}
slippage_protection = {
'retries': 3,
'max_slippage': -0.002
}
buy_signals = {}
# Custom Trailing Stoploss by Perkmeister
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
current_rate: float, current_profit: float, **kwargs) -> float:
if (current_profit > 0.3):
return 0.05
elif (current_profit > 0.2):
return 0.04
elif (current_profit > 0.1):
return 0.03
elif (current_profit > 0.05):
return 0.02
elif (current_profit > 0.02):
return 0.01
return 0.99
def get_ticker_indicator(self):
return int(self.timeframe[:-1])
def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
current_profit: float, **kwargs):
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
last_candle = dataframe.iloc[-1].squeeze()
max_profit = ((trade.max_rate - trade.open_rate) / trade.open_rate)
if (last_candle is not None):
if (current_profit > self.sell_custom_profit_4.value) & (last_candle['rsi'] < self.sell_custom_rsi_4.value):
return 'signal_profit_4'
elif (current_profit > self.sell_custom_profit_3.value) & (last_candle['rsi'] < self.sell_custom_rsi_3.value):
return 'signal_profit_3'
elif (current_profit > self.sell_custom_profit_2.value) & (last_candle['rsi'] < self.sell_custom_rsi_2.value):
return 'signal_profit_2'
elif (current_profit > self.sell_custom_profit_1.value) & (last_candle['rsi'] < self.sell_custom_rsi_1.value):
return 'signal_profit_1'
elif (current_profit > self.sell_custom_profit_0.value) & (last_candle['rsi'] < self.sell_custom_rsi_0.value):
return 'signal_profit_0'
elif (current_profit > self.sell_custom_under_profit_1.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_1.value) & (last_candle['close'] < last_candle['ema_200']):
return 'signal_profit_u_1'
elif (current_profit > self.sell_custom_under_profit_2.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_2.value) & (last_candle['close'] < last_candle['ema_200']):
return 'signal_profit_u_2'
elif (current_profit > self.sell_custom_under_profit_3.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_3.value) & (last_candle['close'] < last_candle['ema_200']):
return 'signal_profit_u_3'
elif (current_profit > self.sell_custom_dec_profit_1.value) & (last_candle['sma_200_dec']):
return 'signal_profit_d_1'
elif (current_profit > self.sell_custom_dec_profit_2.value) & (last_candle['close'] < last_candle['ema_100']):
return 'signal_profit_d_2'
elif (current_profit > self.sell_trail_profit_min_1.value) & (current_profit < self.sell_trail_profit_max_1.value) & (max_profit > (current_profit + self.sell_trail_down_1.value)):
return 'signal_profit_t_1'
elif (current_profit > self.sell_trail_profit_min_2.value) & (current_profit < self.sell_trail_profit_max_2.value) & (max_profit > (current_profit + self.sell_trail_down_2.value)):
return 'signal_profit_t_2'
elif (last_candle['close'] < last_candle['ema_200']) & (current_profit > self.sell_trail_profit_min_3.value) & (current_profit < self.sell_trail_profit_max_3.value) & (max_profit > (current_profit + self.sell_trail_down_3.value)):
return 'signal_profit_u_t_1'
#elif (current_profit > 0.0) & (last_candle['close'] < last_candle['ema_200']) & (((last_candle['ema_200'] - last_candle['close']) / last_candle['close']) < self.sell_custom_profit_under_rel_1.value) & (last_candle['rsi'] > last_candle['rsi_1h'] + self.sell_custom_profit_under_rsi_diff_1.value):
#return 'signal_profit_u_e_1'
#elif (current_profit < -0.0) & (last_candle['close'] < last_candle['ema_200']) & (((last_candle['ema_200'] - last_candle['close']) / last_candle['close']) < self.sell_custom_stoploss_under_rel_1.value) & (last_candle['rsi'] > last_candle['rsi_1h'] + self.sell_custom_stoploss_under_rsi_diff_1.value):
#return 'signal_stoploss_u_1'
return None
def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
rate: float, time_in_force: str, sell_reason: str,
current_time: datetime, **kwargs) -> bool:
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
last_candle = dataframe.iloc[-1]
if (last_candle is not None):
if (sell_reason in ['sell_signal']):
if (last_candle['hma_50']*1.149 > last_candle['ema_100']) and (last_candle['close'] < last_candle['ema_100']*0.951): # *1.2
return False
# slippage
try:
state = self.slippage_protection['__pair_retries']
except KeyError:
state = self.slippage_protection['__pair_retries'] = {}
candle = dataframe.iloc[-1].squeeze()
slippage = (rate / candle['close']) - 1
if slippage < self.slippage_protection['max_slippage']:
pair_retries = state.get(pair, 0)
if pair_retries < self.slippage_protection['retries']:
state[pair] = pair_retries + 1
return False
state[pair] = 0
current_profit = trade.calc_profit_ratio(rate)
if (sell_reason.startswith('sell signal (') and (current_profit > 0.018)):
# Reject sell signal when trailing stoplosses
return False
return True
def informative_pairs(self):
# get access to all pairs available in whitelist.
pairs = self.dp.current_whitelist()
# Assign tf to each pair so they can be downloaded and cached for strategy.
informative_pairs = [(pair, '1h') for pair in pairs]
return informative_pairs
def informative_1h_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
assert self.dp, "DataProvider is required for multiple timeframes."
# Get the informative pair
informative_1h = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.inf_1h)
dataframe['hma_50'] = qtpylib.hull_moving_average(dataframe['close'], window=50)
dataframe['ema_100'] = ta.EMA(dataframe, timeperiod=100)
dataframe['ema_12'] = ta.EMA(dataframe, timeperiod=12)
dataframe['ema_20'] = ta.EMA(dataframe, timeperiod=20)
dataframe['ema_26'] = ta.EMA(dataframe, timeperiod=26)
dataframe['ema_50'] = ta.EMA(dataframe, timeperiod=50)
dataframe['ema_200'] = ta.EMA(dataframe, timeperiod=200)
dataframe['sma_200'] = ta.SMA(dataframe, timeperiod=200)
dataframe['sma_200_dec'] = dataframe['sma_200'] < dataframe['sma_200'].shift(20)
dataframe['sma_9'] = ta.SMA(dataframe, timeperiod=9)
# Elliot
dataframe['EWO'] = EWO(dataframe, self.fast_ewo, self.slow_ewo)
# RSI
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
dataframe['rsi_fast'] = ta.RSI(dataframe, timeperiod=4)
dataframe['rsi_slow'] = ta.RSI(dataframe, timeperiod=20)
return informative_1h
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# Calculate all ma_buy values
for val in self.base_nb_candles_buy.range:
dataframe[f'ma_buy_{val}'] = ta.EMA(dataframe, timeperiod=val)
# Calculate all ma_sell values
for val in self.base_nb_candles_sell.range:
dataframe[f'ma_sell_{val}'] = ta.EMA(dataframe, timeperiod=val)
dataframe['hma_50'] = qtpylib.hull_moving_average(dataframe['close'], window=50)
dataframe['ema_100'] = ta.EMA(dataframe, timeperiod=100)
dataframe['ema_12'] = ta.EMA(dataframe, timeperiod=12)
dataframe['ema_20'] = ta.EMA(dataframe, timeperiod=20)
dataframe['ema_26'] = ta.EMA(dataframe, timeperiod=26)
dataframe['ema_50'] = ta.EMA(dataframe, timeperiod=50)
dataframe['ema_200'] = ta.EMA(dataframe, timeperiod=200)
dataframe['sma_200'] = ta.SMA(dataframe, timeperiod=200)
dataframe['sma_200_dec'] = dataframe['sma_200'] < dataframe['sma_200'].shift(20)
dataframe['sma_9'] = ta.SMA(dataframe, timeperiod=9)
# Elliot
dataframe['EWO'] = EWO(dataframe, self.fast_ewo, self.slow_ewo)
# RSI
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
dataframe['rsi_fast'] = ta.RSI(dataframe, timeperiod=4)
dataframe['rsi_slow'] = ta.RSI(dataframe, timeperiod=20)
informative_1h = self.informative_1h_indicators(dataframe, metadata)
dataframe = merge_informative_pair(dataframe, informative_1h, self.timeframe, self.inf_1h, ffill=True)
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['rsi_fast'] < 35) &
(dataframe['close'] < (dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * self.low_offset.value)) &
(dataframe['EWO'] > self.ewo_high.value) &
(dataframe['rsi'] < self.rsi_buy.value) &
(dataframe['volume'] > 0) &
(dataframe['close'] < (
dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value))
),
['buy', 'buy_tag']] = (1, 'ewo1')
dataframe.loc[
(
(dataframe['rsi_fast'] < 35) &
(dataframe['close'] < (dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * self.low_offset_2.value)) &
(dataframe['EWO'] > self.ewo_high_2.value) &
(dataframe['rsi'] < self.rsi_buy.value) &
(dataframe['volume'] > 0) &
(dataframe['close'] < (dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value)) &
(dataframe['rsi'] < 25)
),
['buy', 'buy_tag']] = (1, 'ewo2')
dataframe.loc[
(
(dataframe['rsi_fast'] < 35) &
(dataframe['close'] < (dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * self.low_offset.value)) &
(dataframe['EWO'] < self.ewo_low.value) &
(dataframe['volume'] > 0) &
(dataframe['close'] < (
dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value))
),
['buy', 'buy_tag']] = (1, 'ewolow')
dont_buy_conditions = []
dont_buy_conditions.append(
(
(dataframe['close_1h'].rolling(24).max() < (dataframe['close'] * 1.03 )) # don't buy if there isn't 3% profit to be made
)
)
if dont_buy_conditions:
for condition in dont_buy_conditions:
dataframe.loc[condition, 'buy'] = 0
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
conditions = []
conditions.append(
((dataframe['close'] > dataframe['sma_9']) &
(dataframe['close'] > (dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset_2.value)) &
(dataframe['rsi'] > 50) &
(dataframe['volume'] > 0) &
(dataframe['rsi_fast'] > dataframe['rsi_slow'])
)
|
(
(dataframe['close'] < dataframe['hma_50']) &
(dataframe['close'] > (dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value)) &
(dataframe['volume'] > 0) &
(dataframe['rsi_fast'] > dataframe['rsi_slow'])
)
)
dataframe['ema_offset_sell'] = ta.EMA(dataframe, int(self.base_nb_candles_sell.value)) *self.high_offset_ema.value
if conditions:
dataframe.loc[
reduce(lambda x, y: x | y, conditions),
'sell'
]=1
return dataframe
def EWO(dataframe, sma1_length=5, sma2_length=35):
df = dataframe.copy()
sma1 = ta.EMA(df, timeperiod=sma1_length)
sma2 = ta.EMA(df, timeperiod=sma2_length)
smadif = (sma1 - sma2) / df['close'] * 100
return smadif