Timeframe
1h
Direction
Long Only
Stoploss
-14.3%
Trailing Stop
Yes
ROI
0m: 31.8%, 272m: 31.8%, 560m: 6.7%, 1570m: 0.0%
Interface Version
2
Startup Candles
N/A
Indicators
5
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
import numpy as np # noqa
import pandas as pd # noqa
from pandas import DataFrame
from freqtrade.strategy.interface import IStrategy
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
class BBRSI(IStrategy):
INTERFACE_VERSION = 2
minimal_roi = {
"0": 0.31751,
"272": 0.31751,
"560": 0.0668,
"1570": 0
}
stoploss = -0.14314
trailing_stop = True
trailing_only_offset_is_reached = True
trailing_stop_positive = 0.01044
trailing_stop_positive_offset = 0.01784 # Disabled / not configured
timeframe = '1h'
process_only_new_candles = False
use_sell_signal = True
sell_profit_only = False
ignore_roi_if_buy_signal = False
startup_candle_count: int = 30
order_types = {
'buy': 'limit',
'sell': 'limit',
'stoploss': 'market',
'stoploss_on_exchange': False
}
order_time_in_force = {
'buy': 'gtc',
'sell': 'gtc'
}
plot_config = {
'main_plot': {
'tema': {},
'sar': {'color': 'white'},
},
'subplots': {
"MACD": {
'macd': {'color': 'blue'},
'macdsignal': {'color': 'orange'},
},
"RSI": {
'rsi': {'color': 'red'},
}
}
}
def informative_pairs(self):
"""
Define additional, informative pair/interval combinations to be cached from the exchange.
These pair/interval combinations are non-tradeable, unless they are part
of the whitelist as well.
For more information, please consult the documentation
:return: List of tuples in the format (pair, interval)
Sample: return [("ETH/USDT", "5m"),
("BTC/USDT", "15m"),
]
"""
return []
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Adds several different TA indicators to the given DataFrame
Performance Note: For the best performance be frugal on the number of indicators
you are using. Let uncomment only the indicator you are using in your strategies
or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
:param dataframe: Dataframe with data from the exchange
:param metadata: Additional information, like the currently traded pair
:return: a Dataframe with all mandatory indicators for the strategies
"""
dataframe['rsi'] = ta.RSI(dataframe)
dataframe['rsi-sell'] = ta.RSI(dataframe)
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=1)
dataframe['bb_lowerband1'] = bollinger['lower']
dataframe['bb_middleband1'] = bollinger['mid']
dataframe['bb_upperband1'] = bollinger['upper']
bollinger2 = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
dataframe['bb_lowerband2'] = bollinger2['lower']
dataframe['bb_middleband2'] = bollinger2['mid']
dataframe['bb_upperband2'] = bollinger2['upper']
bollinger3 = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=3)
dataframe['bb_lowerband3'] = bollinger3['lower']
dataframe['bb_middleband3'] = bollinger3['mid']
dataframe['bb_upperband13'] = bollinger3['upper']
bollinger4 = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=4)
dataframe['bb_lowerband4'] = bollinger4['lower']
dataframe['bb_middleband4'] = bollinger4['mid']
dataframe['bb_upperband4'] = bollinger4['upper']
if self.dp:
if self.dp.runmode in ('live', 'dry_run'):
ob = self.dp.orderbook(metadata['pair'], 1)
dataframe['best_bid'] = ob['bids'][0][0]
dataframe['best_ask'] = ob['asks'][0][0]
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the buy signal for the given dataframe
:param dataframe: DataFrame populated with indicators
:param metadata: Additional information, like the currently traded pair
:return: DataFrame with buy column
"""
dataframe.loc[
(
(dataframe['close'] < dataframe['bb_lowerband4']) &
(dataframe['volume'] > 0) # Make sure Volume is not 0
)
,
'buy'] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the sell signal for the given dataframe
:param dataframe: DataFrame populated with indicators
:param metadata: Additional information, like the currently traded pair
:return: DataFrame with buy column
"""
dataframe.loc[
(
(dataframe['close'] > dataframe['bb_lowerband3']) & # close above BB middle
(dataframe['volume'] > 0) # Make sure Volume is not 0
),
'sell'] = 1
return dataframe