CombinedStrategyV2

import numpy as np  # noqa
import pandas as pd  # noqa
from pandas import DataFrame
from typing import Optional, Union
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,
                                IStrategy, IntParameter)

class CombinedStrategyV2(IStrategy):
    INTERFACE_VERSION = 3

    can_short: bool = False

    minimal_roi = {
        "60": 0.02,
        "30": 0.015,
        "0": 0.01
    }

    stoploss = -0.02

    trailing_stop = True
    trailing_stop_positive = 0.01
    trailing_stop_positive_offset = 0.015

    timeframe = '15m'
    process_only_new_candles = True

    use_exit_signal = True
    exit_profit_only = False
    ignore_roi_if_entry_signal = False

    buy_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True)
    sell_rsi = IntParameter(low=50, high=100, default=70, space='sell', optimize=True, load=True)

    startup_candle_count: int = 200

    order_types = {
        'entry': 'limit',
        'exit': 'limit',
        'stoploss': 'market',
        'stoploss_on_exchange': False
    }

    order_time_in_force = {
        'entry': 'GTC',
        'exit': '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):
        return []

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe['adx'] = ta.ADX(dataframe)
        dataframe['rsi'] = ta.RSI(dataframe)
        stoch_fast = ta.STOCHF(dataframe)
        dataframe['fastd'] = stoch_fast['fastd']
        dataframe['fastk'] = stoch_fast['fastk']
        macd = ta.MACD(dataframe)
        dataframe['macd'] = macd['macd']
        dataframe['macdsignal'] = macd['macdsignal']
        dataframe['macdhist'] = macd['macdhist']
        dataframe['mfi'] = ta.MFI(dataframe)
        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
        dataframe['bb_lowerband'] = bollinger['lower']
        dataframe['bb_middleband'] = bollinger['mid']
        dataframe['bb_upperband'] = bollinger['upper']
        dataframe['bb_percent'] = (dataframe['close'] - dataframe['bb_lowerband']) / (dataframe['bb_upperband'] - dataframe['bb_lowerband'])
        dataframe['bb_width'] = (dataframe['bb_upperband'] - dataframe['bb_lowerband']) / dataframe['bb_middleband']
        dataframe['sar'] = ta.SAR(dataframe)
        dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
        hilbert = ta.HT_SINE(dataframe)
        dataframe['htsine'] = hilbert['sine']
        dataframe['htleadsine'] = hilbert['leadsine']
        heikinashi = qtpylib.heikinashi(dataframe)
        dataframe['ha_open'] = heikinashi['open']
        dataframe['ha_close'] = heikinashi['close']
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                (dataframe['tema'] <= dataframe['bb_middleband']) &
                (dataframe['tema'] > dataframe['tema'].shift(1)) &
                (dataframe['ha_open'] < dataframe['ha_close']) &
                (dataframe['rsi'] < self.buy_rsi.value)
            ),
            'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                (dataframe['tema'] > dataframe['bb_middleband']) &
                (dataframe['tema'] < dataframe['tema'].shift(1)) &
                (dataframe['ha_open'] > dataframe['ha_close']) &
                (dataframe['rsi'] > self.sell_rsi.value)
            ),
            'exit_long'] = 1
        return dataframe