MyAwesomeStrategy

# Start hyperopt with the following command:
# freqtrade hyperopt --config config.json --hyperopt-loss SharpeHyperOptLoss --strategy RsiStrat -e 500 --spaces  buy sell --random-state 8711

# --- Do not remove these libs ---
import numpy as np  # noqa
import pandas as pd  # noqa
from functools import reduce
from pandas import DataFrame

from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,IStrategy, IntParameter)

# --- Add your lib to import here ---
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib

# --- Generic strategy settings ---

class MyAwesomeStrategy(IStrategy):
    INTERFACE_VERSION = 2
    
    # Determine timeframe and # of candles before strategysignals becomes valid
    timeframe = '1d'
    startup_candle_count: int = 25

    # Determine roi take profit and stop loss points
    minimal_roi = {
        "60":  0.01,
        "30":  0.03,
        "20":  0.04,
        "0":  0.05
    }

    stoploss = -0.10
    trailing_stop = False
    use_sell_signal = True
    sell_profit_only = False
    sell_profit_offset = 0.0
    ignore_roi_if_buy_signal = False

# --- Define spaces for the indicators ---

    buy_adx = DecimalParameter(20, 40, decimals=1, default=30.1, space="buy")
    buy_rsi = IntParameter(20, 40, default=30, space="buy")
    buy_adx_enabled = BooleanParameter(default=True, space="buy")
    buy_rsi_enabled = CategoricalParameter([True, False], default=False, space="buy")
    buy_trigger = CategoricalParameter(["bb_lower", "macd_cross_signal"], default="bb_lower", space="buy")


# --- Used indicators of strategy code ----

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Generate all indicators used by the strategy
        """
        dataframe['adx'] = ta.ADX(dataframe)
        dataframe['rsi'] = ta.RSI(dataframe)
        macd = ta.MACD(dataframe)
        dataframe['macd'] = macd['macd']
        dataframe['macdsignal'] = macd['macdsignal']
        dataframe['macdhist'] = macd['macdhist']

        bollinger = ta.BBANDS(dataframe, timeperiod=20, nbdevup=2.0, nbdevdn=2.0)
        dataframe['bb_lowerband'] = bollinger['lowerband']
        dataframe['bb_middleband'] = bollinger['middleband']
        dataframe['bb_upperband'] = bollinger['upperband']

        return dataframe

# --- Buy settings ---
    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        conditions = []
        # GUARDS AND TRENDS
        if self.buy_adx_enabled.value:
            conditions.append(dataframe['adx'] > self.buy_adx.value)
        if self.buy_rsi_enabled.value:
            conditions.append(dataframe['rsi'] < self.buy_rsi.value)

        # TRIGGERS
        if self.buy_trigger.value == 'bb_lower':
            conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
        if self.buy_trigger.value == 'macd_cross_signal':
            conditions.append(qtpylib.crossed_above(
                dataframe['macd'], dataframe['macdsignal']
            ))

        # Check that volume is not 0
        conditions.append(dataframe['volume'] > 0)

        if conditions:
            dataframe.loc[
                reduce(lambda x, y: x & y, conditions),
                'buy'] = 1

        return dataframe


# --- Sell settings ---
    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
       conditions = []
#       conditions.append(( ))

       if conditions:
           dataframe.loc[
               reduce(lambda x, y: x & y, conditions),
               'sell'] = 1

       return dataframe