Timeframe
5m
Direction
Long Only
Stoploss
-99.0%
Trailing Stop
No
ROI
0m: 2.8%, 10m: 1.8%, 40m: 0.5%, 180m: 1.8%
Interface Version
2
Startup Candles
N/A
Indicators
14
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy as np
import talib.abstract as ta
from finta import TA as fta
from typing import Dict, List, Optional, Tuple
from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy import (merge_informative_pair,
DecimalParameter, IntParameter, CategoricalParameter)
from pandas import DataFrame, Series
from functools import reduce
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.persistence import Trade
from datetime import datetime, timedelta
from cachetools import TTLCache
from skopt.space import Dimension
###########################################################################################################
## NostalgiaForInfinityV4 by iterativ ##
## ##
## Strategy for Freqtrade https://github.com/freqtrade/freqtrade ##
## ##
###########################################################################################################
## GENERAL RECOMMENDATIONS ##
## ##
## For optimal performance, suggested to use between 4 and 6 open trades, with unlimited stake. ##
## A pairlist with 40 to 80 pairs. Volume pairlist works well. ##
## Prefer stable coin (USDT, BUSDT etc) pairs, instead of BTC or ETH pairs. ##
## Highly recommended to blacklist leveraged tokens (*BULL, *BEAR, *UP, *DOWN etc). ##
## Ensure that you don't override any variables in you config.json. Especially ##
## the timeframe (must be 5m). ##
## use_sell_signal must set to true (or not set at all). ##
## sell_profit_only must set to false (or not set at all). ##
## ignore_roi_if_buy_signal must set to true (or not set at all). ##
## ##
###########################################################################################################
## DONATIONS ##
## ##
## Absolutely not required. However, will be accepted as a token of appreciation. ##
## ##
## BTC: bc1qvflsvddkmxh7eqhc4jyu5z5k6xcw3ay8jl49sk ##
## ETH (ERC20): 0x83D3cFb8001BDC5d2211cBeBB8cB3461E5f7Ec91 ##
## BEP20/BSC (ETH, BNB, ...): 0x86A0B21a20b39d16424B7c8003E4A7e12d78ABEe ##
## ##
###########################################################################################################
class NFI46FrogZ(IStrategy):
INTERFACE_VERSION = 2
# ROI table:
minimal_roi = {
"0": 0.028, # I feel lucky!
"10": 0.018,
"40": 0.005,
"180": 0.018, # We're going up?
}
stoploss = -0.99
# Trailing stoploss (not used)
trailing_stop = False
trailing_only_offset_is_reached = False
trailing_stop_positive = 0.01
trailing_stop_positive_offset = 0.025
# Custom Stoploss
use_custom_stoploss = False
# Optimal timeframe for the strategy.
timeframe = '5m'
inf_1h = '1h'
# Run "populate_indicators()" only for new candle.
process_only_new_candles = False
custom_trade_info = {}
# These values can be overridden in the "ask_strategy" section in the config.
use_sell_signal = True
sell_profit_only = False
ignore_roi_if_buy_signal = True
use_dynamic_roi = False
# Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 400
# Optional order type mapping.
order_types = {
'buy': 'market',
'sell': 'market',
'trailing_stop_loss': 'market',
'stoploss': 'market',
'stoploss_on_exchange': False
}
#############################################################
buy_params = {
#############
# Enable/Disable conditions
"buy_condition_1_enable": True,
"buy_condition_2_enable": True,
"buy_condition_3_enable": True,
"buy_condition_4_enable": True,
"buy_condition_5_enable": True,
"buy_condition_6_enable": True,
"buy_condition_7_enable": True,
"buy_condition_8_enable": True,
"buy_condition_9_enable": True,
"buy_condition_10_enable": True,
"buy_condition_11_enable": True,
"buy_condition_12_enable": True,
"buy_condition_13_enable": True,
"buy_condition_14_enable": True,
"buy_condition_15_enable": True,
"buy_condition_16_enable": True,
"buy_condition_17_enable": True,
}
sell_params = {
#############
# Enable/Disable conditions
"sell_condition_1_enable": True,
"sell_condition_2_enable": True,
"sell_condition_3_enable": True,
"sell_condition_4_enable": True,
"sell_condition_5_enable": True,
"sell_condition_6_enable": True,
"sell_condition_7_enable": True,
"sell_condition_8_enable": True,
#############
}
#############################################################
buy_condition_1_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True)
buy_condition_2_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True)
buy_condition_3_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True)
buy_condition_4_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True)
buy_condition_5_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True)
buy_condition_6_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True)
buy_condition_7_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True)
buy_condition_8_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True)
buy_condition_9_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True)
buy_condition_10_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True)
buy_condition_11_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True)
buy_condition_12_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True)
buy_condition_13_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True)
buy_condition_14_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True)
buy_condition_15_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True)
buy_condition_16_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True)
buy_condition_17_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True)
# Normal dips
buy_dip_threshold_1 = DecimalParameter(0.001, 0.05, default=0.02, space='buy', decimals=3, optimize=True, load=True)
buy_dip_threshold_2 = DecimalParameter(0.01, 0.2, default=0.14, space='buy', decimals=3, optimize=True, load=True)
buy_dip_threshold_3 = DecimalParameter(0.05, 0.4, default=0.32, space='buy', decimals=3, optimize=True, load=True)
buy_dip_threshold_4 = DecimalParameter(0.2, 0.5, default=0.5, space='buy', decimals=3, optimize=True, load=True)
# Strict dips
buy_dip_threshold_5 = DecimalParameter(0.001, 0.05, default=0.015, space='buy', decimals=3, optimize=True, load=True)
buy_dip_threshold_6 = DecimalParameter(0.01, 0.2, default=0.06, space='buy', decimals=3, optimize=True, load=True)
buy_dip_threshold_7 = DecimalParameter(0.05, 0.4, default=0.24, space='buy', decimals=3, optimize=True, load=True)
buy_dip_threshold_8 = DecimalParameter(0.2, 0.5, default=0.4, space='buy', decimals=3, optimize=True, load=True)
# Loose dips
buy_dip_threshold_9 = DecimalParameter(0.001, 0.05, default=0.026, space='buy', decimals=3, optimize=True, load=True)
buy_dip_threshold_10 = DecimalParameter(0.01, 0.2, default=0.24, space='buy', decimals=3, optimize=True, load=True)
buy_dip_threshold_11 = DecimalParameter(0.05, 0.4, default=0.42, space='buy', decimals=3, optimize=True, load=True)
buy_dip_threshold_12 = DecimalParameter(0.2, 0.5, default=0.8, space='buy', decimals=3, optimize=True, load=True)
# 12 hours
buy_pump_pull_threshold_1 = DecimalParameter(1.5, 3.0, default=1.75, space='buy', decimals=2, optimize=True, load=True)
buy_pump_threshold_1 = DecimalParameter(0.4, 1.0, default=0.46, space='buy', decimals=3, optimize=True, load=True)
# 36 hours
buy_pump_pull_threshold_2 = DecimalParameter(1.5, 3.0, default=1.75, space='buy', decimals=2, optimize=True, load=True)
buy_pump_threshold_2 = DecimalParameter(0.4, 1.0, default=0.56, space='buy', decimals=3, optimize=True, load=True)
# 48 hours
buy_pump_pull_threshold_3 = DecimalParameter(1.5, 3.0, default=1.75, space='buy', decimals=2, optimize=True, load=True)
buy_pump_threshold_3 = DecimalParameter(0.4, 1.0, default=0.85, space='buy', decimals=3, optimize=True, load=True)
# 12 hours strict
buy_pump_pull_threshold_4 = DecimalParameter(1.5, 3.0, default=2.2, space='buy', decimals=2, optimize=True, load=True)
buy_pump_threshold_4 = DecimalParameter(0.4, 1.0, default=0.4, space='buy', decimals=3, optimize=True, load=True)
# 36 hours strict
buy_pump_pull_threshold_5 = DecimalParameter(1.5, 3.0, default=2.0, space='buy', decimals=2, optimize=True, load=True)
buy_pump_threshold_5 = DecimalParameter(0.4, 1.0, default=0.56, space='buy', decimals=3, optimize=True, load=True)
# 48 hours strict
buy_pump_pull_threshold_6 = DecimalParameter(1.5, 3.0, default=2.0, space='buy', decimals=2, optimize=True, load=True)
buy_pump_threshold_6 = DecimalParameter(0.4, 1.0, default=0.68, space='buy', decimals=3, optimize=True, load=True)
# 24 hours loose
buy_pump_pull_threshold_7 = DecimalParameter(1.5, 3.0, default=1.7, space='buy', decimals=2, optimize=True, load=True)
buy_pump_threshold_7 = DecimalParameter(0.4, 1.0, default=0.66, space='buy', decimals=3, optimize=True, load=True)
# 36 hours loose
buy_pump_pull_threshold_8 = DecimalParameter(1.5, 3.0, default=1.7, space='buy', decimals=2, optimize=True, load=True)
buy_pump_threshold_8 = DecimalParameter(0.4, 1.0, default=0.7, space='buy', decimals=3, optimize=True, load=True)
# 48 hours loose
buy_pump_pull_threshold_9 = DecimalParameter(1.3, 2.0, default=1.4, space='buy', decimals=2, optimize=True, load=True)
buy_pump_threshold_9 = DecimalParameter(0.4, 1.8, default=1.6, space='buy', decimals=3, optimize=True, load=True)
buy_min_inc_1 = DecimalParameter(0.01, 0.05, default=0.022, space='buy', decimals=3, optimize=True, load=True)
buy_rsi_1h_min_1 = DecimalParameter(25.0, 40.0, default=30.0, space='buy', decimals=1, optimize=True, load=True)
buy_rsi_1h_max_1 = DecimalParameter(70.0, 90.0, default=80.0, space='buy', decimals=1, optimize=True, load=True)
buy_rsi_1 = DecimalParameter(20.0, 40.0, default=36.0, space='buy', decimals=1, optimize=True, load=True)
buy_mfi_1 = DecimalParameter(20.0, 56.0, default=26.0, space='buy', decimals=1, optimize=True, load=True)
buy_volume_2 = DecimalParameter(1.0, 10.0, default=2.0, space='buy', decimals=1, optimize=True, load=True)
buy_rsi_1h_min_2 = DecimalParameter(30.0, 40.0, default=36.0, space='buy', decimals=1, optimize=True, load=True)
buy_rsi_1h_max_2 = DecimalParameter(70.0, 95.0, default=90.0, space='buy', decimals=1, optimize=True, load=True)
buy_rsi_1h_diff_2 = DecimalParameter(30.0, 50.0, default=34.0, space='buy', decimals=1, optimize=True, load=True)
buy_mfi_2 = DecimalParameter(30.0, 65.0, default=56.0, space='buy', decimals=1, optimize=True, load=True)
buy_bb_offset_2 = DecimalParameter(0.97, 0.99, default=0.983, space='buy', decimals=3, optimize=True, load=True)
buy_bb40_bbdelta_close_3 = DecimalParameter(0.005, 0.06, default=0.057, space='buy', optimize=True, load=True)
buy_bb40_closedelta_close_3 = DecimalParameter(0.01, 0.03, default=0.023, space='buy', optimize=True, load=True)
buy_bb40_tail_bbdelta_3 = DecimalParameter(0.15, 0.45, default=0.418, space='buy', optimize=True, load=True)
buy_ema_rel_3 = DecimalParameter(0.97, 0.999, default=0.988, space='buy', decimals=3, optimize=True, load=True)
buy_bb20_close_bblowerband_4 = DecimalParameter(0.9, 0.99, default=0.979, space='buy', optimize=True, load=True)
buy_bb20_volume_4 = IntParameter(16, 35, default=18, space='buy', optimize=True, load=True)
buy_volume_5 = DecimalParameter(1.0, 10.0, default=6.0, space='buy', decimals=1, optimize=True, load=True)
buy_ema_open_mult_5 = DecimalParameter(0.016, 0.03, default=0.019, space='buy', decimals=3, optimize=True, load=True)
buy_bb_offset_5 = DecimalParameter(0.98, 1.0, default=0.999, space='buy', decimals=3, optimize=True, load=True)
buy_ema_rel_5 = DecimalParameter(0.97, 0.999, default=0.988, space='buy', decimals=3, optimize=True, load=True)
buy_volume_6 = DecimalParameter(1.0, 10.0, default=1.5, space='buy', decimals=1, optimize=True, load=True)
buy_ema_open_mult_6 = DecimalParameter(0.03, 0.04, default=0.025, space='buy', decimals=3, optimize=True, load=True)
buy_bb_offset_6 = DecimalParameter(0.98, 0.999, default=0.995, space='buy', decimals=3, optimize=True, load=True)
buy_volume_7 = DecimalParameter(1.0, 10.0, default=2.0, space='buy', decimals=1, optimize=True, load=True)
buy_ema_open_mult_7 = DecimalParameter(0.02, 0.04, default=0.03, space='buy', decimals=3, optimize=True, load=True)
buy_rsi_7 = DecimalParameter(24.0, 50.0, default=36.0, space='buy', decimals=1, optimize=True, load=True)
buy_rsi_8 = DecimalParameter(30.0, 50.0, default=46.0, space='buy', decimals=1, optimize=True, load=True)
buy_ema_rel_8 = DecimalParameter(0.97, 0.999, default=0.988, space='buy', decimals=3, optimize=True, load=True)
buy_volume_9 = DecimalParameter(1.0, 4.0, default=2.0, space='buy', decimals=2, optimize=True, load=True)
buy_ma_offset_9 = DecimalParameter(0.94, 0.99, default=0.958, space='buy', decimals=3, optimize=True, load=True)
buy_bb_offset_9 = DecimalParameter(0.97, 0.99, default=0.984, space='buy', decimals=3, optimize=True, load=True)
buy_rsi_1h_min_9 = DecimalParameter(26.0, 40.0, default=30.0, space='buy', decimals=1, optimize=True, load=True)
buy_rsi_1h_max_9 = DecimalParameter(70.0, 90.0, default=80.0, space='buy', decimals=1, optimize=True, load=True)
buy_mfi_9 = DecimalParameter(36.0, 65.0, default=56.0, space='buy', decimals=1, optimize=True, load=True)
buy_volume_10 = DecimalParameter(1.0, 26.0, default=23.0, space='buy', decimals=1, optimize=True, load=True)
buy_ma_offset_10 = DecimalParameter(0.93, 0.97, default=0.94, space='buy', decimals=3, optimize=True, load=True)
buy_bb_offset_10 = DecimalParameter(0.97, 0.99, default=0.994, space='buy', decimals=3, optimize=True, load=True)
buy_rsi_1h_10 = DecimalParameter(20.0, 40.0, default=39.0, space='buy', decimals=1, optimize=True, load=True)
buy_ma_offset_11 = DecimalParameter(0.93, 0.99, default=0.938, space='buy', decimals=3, optimize=True, load=True)
buy_min_inc_11 = DecimalParameter(0.005, 0.05, default=0.01, space='buy', decimals=3, optimize=True, load=True)
buy_rsi_1h_min_11 = DecimalParameter(40.0, 60.0, default=55.0, space='buy', decimals=1, optimize=True, load=True)
buy_rsi_1h_max_11 = DecimalParameter(70.0, 90.0, default=82.0, space='buy', decimals=1, optimize=True, load=True)
buy_rsi_11 = DecimalParameter(30.0, 48.0, default=46.0, space='buy', decimals=1, optimize=True, load=True)
buy_mfi_11 = DecimalParameter(36.0, 56.0, default=38.0, space='buy', decimals=1, optimize=True, load=True)
buy_volume_12 = DecimalParameter(1.0, 10.0, default=2.0, space='buy', decimals=1, optimize=True, load=True)
buy_ma_offset_12 = DecimalParameter(0.93, 0.97, default=0.936, space='buy', decimals=3, optimize=True, load=True)
buy_rsi_12 = DecimalParameter(26.0, 40.0, default=30.0, space='buy', decimals=1, optimize=True, load=True)
buy_ewo_12 = DecimalParameter(2.0, 6.0, default=2.8, space='buy', decimals=1, optimize=True, load=True)
buy_ma_offset_13 = DecimalParameter(0.93, 0.98, default=0.952, space='buy', decimals=3, optimize=True, load=True)
buy_ewo_13 = DecimalParameter(-14.0, -7.0, default=-7.9, space='buy', decimals=1, optimize=True, load=True)
buy_volume_14 = DecimalParameter(1.0, 10.0, default=2.0, space='buy', decimals=1, optimize=True, load=True)
buy_ema_open_mult_14 = DecimalParameter(0.01, 0.03, default=0.014, space='buy', decimals=3, optimize=True, load=True)
buy_bb_offset_14 = DecimalParameter(0.98, 1.0, default=0.992, space='buy', decimals=3, optimize=True, load=True)
buy_ma_offset_14 = DecimalParameter(0.93, 0.99, default=0.998, space='buy', decimals=3, optimize=True, load=True)
buy_ema_open_mult_15 = DecimalParameter(0.02, 0.04, default=0.026, space='buy', decimals=3, optimize=True, load=True)
buy_ma_offset_15 = DecimalParameter(0.93, 0.99, default=0.985, space='buy', decimals=3, optimize=True, load=True)
buy_rsi_15 = DecimalParameter(30.0, 50.0, default=32.0, space='buy', decimals=1, optimize=True, load=True)
buy_ema_rel_15 = DecimalParameter(0.97, 0.999, default=0.988, space='buy', decimals=3, optimize=True, load=True)
buy_volume_16 = DecimalParameter(1.0, 10.0, default=2.0, space='buy', decimals=1, optimize=True, load=True)
buy_ma_offset_16 = DecimalParameter(0.93, 0.97, default=0.95, space='buy', decimals=3, optimize=True, load=True)
buy_rsi_16 = DecimalParameter(26.0, 50.0, default=38.0, space='buy', decimals=1, optimize=True, load=True)
buy_ewo_16 = DecimalParameter(4.0, 8.0, default=3.6, space='buy', decimals=1, optimize=True, load=True)
buy_ma_offset_17 = DecimalParameter(0.93, 0.98, default=0.958, space='buy', decimals=3, optimize=True, load=True)
buy_ewo_17 = DecimalParameter(-18.0, -10.0, default=-12.0, space='buy', decimals=1, optimize=True, load=True)
# Sell
sell_condition_1_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True)
sell_condition_2_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True)
sell_condition_3_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True)
sell_condition_4_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True)
sell_condition_5_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True)
sell_condition_6_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True)
sell_condition_7_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True)
sell_condition_8_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True)
sell_rsi_bb_1 = DecimalParameter(60.0, 80.0, default=79.5, space='sell', decimals=1, optimize=True, load=True)
sell_rsi_bb_2 = DecimalParameter(72.0, 90.0, default=81, space='sell', decimals=1, optimize=True, load=True)
sell_rsi_main_3 = DecimalParameter(77.0, 90.0, default=82, space='sell', decimals=1, optimize=True, load=True)
sell_dual_rsi_rsi_4 = DecimalParameter(72.0, 84.0, default=73.4, space='sell', decimals=1, optimize=True, load=True)
sell_dual_rsi_rsi_1h_4 = DecimalParameter(78.0, 92.0, default=79.6, space='sell', decimals=1, optimize=True, load=True)
sell_ema_relative_5 = DecimalParameter(0.005, 0.05, default=0.024, space='sell', optimize=True, load=True)
sell_rsi_diff_5 = DecimalParameter(0.0, 20.0, default=4.4, space='sell', optimize=True, load=True)
sell_rsi_under_6 = DecimalParameter(72.0, 90.0, default=79.0, space='sell', decimals=1, optimize=True, load=True)
sell_rsi_1h_7 = DecimalParameter(80.0, 95.0, default=81.7, space='sell', decimals=1, optimize=True, load=True)
sell_bb_relative_8 = DecimalParameter(1.05, 1.3, default=1.1, space='sell', decimals=3, optimize=True, load=True)
sell_custom_profit_0 = DecimalParameter(0.01, 0.1, default=0.01, space='sell', decimals=3, optimize=True, load=True)
sell_custom_rsi_0 = DecimalParameter(30.0, 40.0, default=33.0, space='sell', decimals=3, optimize=True, load=True)
sell_custom_profit_1 = DecimalParameter(0.01, 0.1, default=0.02, space='sell', decimals=3, optimize=True, load=True)
sell_custom_rsi_1 = DecimalParameter(30.0, 50.0, default=34.0, space='sell', decimals=2, optimize=True, load=True)
sell_custom_profit_2 = DecimalParameter(0.01, 0.1, default=0.03, space='sell', decimals=3, optimize=True, load=True)
sell_custom_rsi_2 = DecimalParameter(30.0, 50.0, default=38.0, space='sell', decimals=2, optimize=True, load=True)
sell_custom_profit_3 = DecimalParameter(0.01, 0.1, default=0.04, space='sell', decimals=3, optimize=True, load=True)
sell_custom_rsi_3 = DecimalParameter(30.0, 50.0, default=42.0, space='sell', decimals=2, optimize=True, load=True)
sell_custom_profit_4 = DecimalParameter(0.01, 0.1, default=0.05, space='sell', decimals=3, optimize=True, load=True)
sell_custom_rsi_4 = DecimalParameter(35.0, 50.0, default=43.0, space='sell', decimals=2, optimize=True, load=True)
sell_custom_profit_5 = DecimalParameter(0.01, 0.1, default=0.06, space='sell', decimals=3, optimize=True, load=True)
sell_custom_rsi_5 = DecimalParameter(35.0, 50.0, default=44.0, space='sell', decimals=2, optimize=True, load=True)
sell_custom_profit_6 = DecimalParameter(0.01, 0.1, default=0.07, space='sell', decimals=3, optimize=True, load=True)
sell_custom_rsi_6 = DecimalParameter(38.0, 55.0, default=49.0, space='sell', decimals=2, optimize=True, load=True)
sell_custom_profit_7 = DecimalParameter(0.01, 0.1, default=0.08, space='sell', decimals=3, optimize=True, load=True)
sell_custom_rsi_7 = DecimalParameter(40.0, 58.0, default=54.0, space='sell', decimals=2, optimize=True, load=True)
sell_custom_profit_8 = DecimalParameter(0.06, 0.1, default=0.09, space='sell', decimals=3, optimize=True, load=True)
sell_custom_rsi_8 = DecimalParameter(40.0, 50.0, default=54.0, space='sell', decimals=2, optimize=True, load=True)
sell_custom_profit_9 = DecimalParameter(0.05, 0.14, default=0.1, space='sell', decimals=3, optimize=True, load=True)
sell_custom_rsi_9 = DecimalParameter(40.0, 60.0, default=50.0, space='sell', decimals=2, optimize=True, load=True)
sell_custom_profit_10 = DecimalParameter(0.1, 0.14, default=0.12, space='sell', decimals=3, optimize=True, load=True)
sell_custom_rsi_10 = DecimalParameter(38.0, 50.0, default=42.0, space='sell', decimals=2, optimize=True, load=True)
sell_custom_profit_11 = DecimalParameter(0.16, 0.45, default=0.20, space='sell', decimals=3, optimize=True, load=True)
sell_custom_rsi_11 = DecimalParameter(28.0, 40.0, default=34.0, space='sell', decimals=2, optimize=True, load=True)
# Profit under EMA200
sell_custom_under_profit_0 = DecimalParameter(0.01, 0.4, default=0.01, space='sell', decimals=3, optimize=True, load=True)
sell_custom_under_rsi_0 = DecimalParameter(28.0, 40.0, default=33.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_under_profit_1 = DecimalParameter(0.01, 0.10, default=0.02, space='sell', decimals=3, optimize=True, load=True)
sell_custom_under_rsi_1 = DecimalParameter(36.0, 60.0, default=56.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_under_profit_2 = DecimalParameter(0.01, 0.10, default=0.03, space='sell', decimals=3, optimize=True, load=True)
sell_custom_under_rsi_2 = DecimalParameter(46.0, 66.0, default=57.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_under_profit_3 = DecimalParameter(0.01, 0.10, default=0.04, space='sell', decimals=3, optimize=True, load=True)
sell_custom_under_rsi_3 = DecimalParameter(50.0, 68.0, default=58.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_under_profit_4 = DecimalParameter(0.02, 0.1, default=0.05, space='sell', decimals=3, optimize=True, load=True)
sell_custom_under_rsi_4 = DecimalParameter(50.0, 68.0, default=59.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_under_profit_5 = DecimalParameter(0.02, 0.1, default=0.06, space='sell', decimals=3, optimize=True, load=True)
sell_custom_under_rsi_5 = DecimalParameter(46.0, 62.0, default=58.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_under_profit_6 = DecimalParameter(0.03, 0.1, default=0.07, space='sell', decimals=3, optimize=True, load=True)
sell_custom_under_rsi_6 = DecimalParameter(44.0, 60.0, default=56.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_under_profit_7 = DecimalParameter(0.04, 0.1, default=0.08, space='sell', decimals=3, optimize=True, load=True)
sell_custom_under_rsi_7 = DecimalParameter(46.0, 60.0, default=54.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_under_profit_8 = DecimalParameter(0.06, 0.12, default=0.09, space='sell', decimals=3, optimize=True, load=True)
sell_custom_under_rsi_8 = DecimalParameter(40.0, 58.0, default=50.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_under_profit_9 = DecimalParameter(0.08, 0.14, default=0.1, space='sell', decimals=3, optimize=True, load=True)
sell_custom_under_rsi_9 = DecimalParameter(32.0, 48.0, default=44.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_under_profit_10 = DecimalParameter(0.1, 0.16, default=0.12, space='sell', decimals=3, optimize=True, load=True)
sell_custom_under_rsi_10 = DecimalParameter(30.0, 50.0, default=42.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_under_profit_11 = DecimalParameter(0.16, 0.3, default=0.2, space='sell', decimals=3, optimize=True, load=True)
sell_custom_under_rsi_11 = DecimalParameter(24.0, 40.0, default=34.0, space='sell', decimals=1, optimize=True, load=True)
# Profit targets for pumped pairs 48h 1
sell_custom_pump_profit_1_1 = DecimalParameter(0.01, 0.03, default=0.01, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_rsi_1_1 = DecimalParameter(26.0, 40.0, default=34.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_pump_profit_1_2 = DecimalParameter(0.01, 0.6, default=0.02, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_rsi_1_2 = DecimalParameter(36.0, 50.0, default=40.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_pump_profit_1_3 = DecimalParameter(0.02, 0.10, default=0.04, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_rsi_1_3 = DecimalParameter(38.0, 50.0, default=42.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_pump_profit_1_4 = DecimalParameter(0.06, 0.12, default=0.1, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_rsi_1_4 = DecimalParameter(36.0, 48.0, default=42.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_pump_profit_1_5 = DecimalParameter(0.14, 0.24, default=0.2, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_rsi_1_5 = DecimalParameter(20.0, 40.0, default=34.0, space='sell', decimals=1, optimize=True, load=True)
# Profit targets for pumped pairs 36h 1
sell_custom_pump_profit_2_1 = DecimalParameter(0.01, 0.03, default=0.01, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_rsi_2_1 = DecimalParameter(26.0, 40.0, default=34.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_pump_profit_2_2 = DecimalParameter(0.01, 0.6, default=0.02, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_rsi_2_2 = DecimalParameter(36.0, 50.0, default=40.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_pump_profit_2_3 = DecimalParameter(0.02, 0.10, default=0.04, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_rsi_2_3 = DecimalParameter(38.0, 50.0, default=40.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_pump_profit_2_4 = DecimalParameter(0.06, 0.12, default=0.1, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_rsi_2_4 = DecimalParameter(36.0, 48.0, default=42.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_pump_profit_2_5 = DecimalParameter(0.14, 0.24, default=0.2, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_rsi_2_5 = DecimalParameter(20.0, 40.0, default=34.0, space='sell', decimals=1, optimize=True, load=True)
# Profit targets for pumped pairs 24h 1
sell_custom_pump_profit_3_1 = DecimalParameter(0.01, 0.03, default=0.01, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_rsi_3_1 = DecimalParameter(26.0, 40.0, default=34.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_pump_profit_3_2 = DecimalParameter(0.01, 0.6, default=0.02, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_rsi_3_2 = DecimalParameter(34.0, 50.0, default=40.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_pump_profit_3_3 = DecimalParameter(0.02, 0.10, default=0.04, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_rsi_3_3 = DecimalParameter(38.0, 50.0, default=40.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_pump_profit_3_4 = DecimalParameter(0.06, 0.12, default=0.1, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_rsi_3_4 = DecimalParameter(36.0, 48.0, default=42.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_pump_profit_3_5 = DecimalParameter(0.14, 0.24, default=0.2, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_rsi_3_5 = DecimalParameter(20.0, 40.0, default=34.0, space='sell', decimals=1, optimize=True, load=True)
# SMA descending
sell_custom_dec_profit_min_1 = DecimalParameter(0.01, 0.10, default=0.05, space='sell', decimals=3, optimize=True, load=True)
sell_custom_dec_profit_max_1 = DecimalParameter(0.06, 0.16, default=0.12, space='sell', decimals=3, optimize=True, load=True)
# Under EMA100
sell_custom_dec_profit_min_2 = DecimalParameter(0.05, 0.12, default=0.07, space='sell', decimals=3, optimize=True, load=True)
sell_custom_dec_profit_max_2 = DecimalParameter(0.06, 0.2, default=0.16, space='sell', decimals=3, optimize=True, load=True)
# Trail 1
sell_trail_profit_min_1 = DecimalParameter(0.1, 0.2, default=0.16, space='sell', decimals=2, optimize=True, load=True)
sell_trail_profit_max_1 = DecimalParameter(0.4, 0.7, default=0.6, space='sell', decimals=2, optimize=True, load=True)
sell_trail_down_1 = DecimalParameter(0.01, 0.08, default=0.03, space='sell', decimals=3, optimize=True, load=True)
sell_trail_rsi_min_1 = DecimalParameter(16.0, 36.0, default=20.0, space='sell', decimals=1, optimize=True, load=True)
sell_trail_rsi_max_1 = DecimalParameter(30.0, 50.0, default=50.0, space='sell', decimals=1, optimize=True, load=True)
# Trail 2
sell_trail_profit_min_2 = DecimalParameter(0.08, 0.16, default=0.1, space='sell', decimals=3, optimize=True, load=True)
sell_trail_profit_max_2 = DecimalParameter(0.3, 0.5, default=0.4, space='sell', decimals=2, optimize=True, load=True)
sell_trail_down_2 = DecimalParameter(0.02, 0.08, default=0.03, space='sell', decimals=3, optimize=True, load=True)
sell_trail_rsi_min_2 = DecimalParameter(16.0, 36.0, default=20.0, space='sell', decimals=1, optimize=True, load=True)
sell_trail_rsi_max_2 = DecimalParameter(30.0, 50.0, default=50.0, space='sell', decimals=1, optimize=True, load=True)
# Trail 3
sell_trail_profit_min_3 = DecimalParameter(0.01, 0.12, default=0.06, space='sell', decimals=3, optimize=True, load=True)
sell_trail_profit_max_3 = DecimalParameter(0.1, 0.3, default=0.2, space='sell', decimals=2, optimize=True, load=True)
sell_trail_down_3 = DecimalParameter(0.01, 0.06, default=0.05, space='sell', decimals=3, optimize=True, load=True)
# Under & near EMA200, accept profit
sell_custom_profit_under_rel_1 = DecimalParameter(0.01, 0.04, default=0.024, space='sell', optimize=True, load=True)
sell_custom_profit_under_rsi_diff_1 = DecimalParameter(0.0, 20.0, default=4.4, space='sell', optimize=True, load=True)
# Under & near EMA200, take the loss
sell_custom_stoploss_under_rel_1 = DecimalParameter(0.001, 0.02, default=0.004, space='sell', optimize=True, load=True)
sell_custom_stoploss_under_rsi_diff_1 = DecimalParameter(0.0, 20.0, default=8.0, space='sell', optimize=True, load=True)
# 48h for pump sell checks
sell_pump_threshold_1 = DecimalParameter(0.5, 1.2, default=0.9, space='sell', decimals=2, optimize=True, load=True)
sell_pump_threshold_2 = DecimalParameter(0.4, 0.9, default=0.7, space='sell', decimals=2, optimize=True, load=True)
sell_pump_threshold_3 = DecimalParameter(0.3, 0.7, default=0.5, space='sell', decimals=2, optimize=True, load=True)
# 36h for pump sell checks
sell_pump_threshold_4 = DecimalParameter(0.5, 0.9, default=0.72, space='sell', decimals=2, optimize=True, load=True)
sell_pump_threshold_5 = DecimalParameter(3.0, 6.0, default=4.0, space='sell', decimals=2, optimize=True, load=True)
sell_pump_threshold_6 = DecimalParameter(0.8, 1.6, default=1.0, space='sell', decimals=2, optimize=True, load=True)
# 24h for pump sell checks
sell_pump_threshold_7 = DecimalParameter(0.5, 0.9, default=0.68, space='sell', decimals=2, optimize=True, load=True)
sell_pump_threshold_8 = DecimalParameter(0.3, 0.6, default=0.62, space='sell', decimals=2, optimize=True, load=True)
sell_pump_threshold_9 = DecimalParameter(0.2, 0.5, default=0.3, space='sell', decimals=2, optimize=True, load=True)
# Pumped, descending SMA
sell_custom_pump_dec_profit_min_1 = DecimalParameter(0.001, 0.04, default=0.005, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_dec_profit_max_1 = DecimalParameter(0.03, 0.08, default=0.05, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_dec_profit_min_2 = DecimalParameter(0.01, 0.08, default=0.04, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_dec_profit_max_2 = DecimalParameter(0.04, 0.1, default=0.06, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_dec_profit_min_3 = DecimalParameter(0.02, 0.1, default=0.06, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_dec_profit_max_3 = DecimalParameter(0.06, 0.12, default=0.09, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_dec_profit_min_4 = DecimalParameter(0.01, 0.05, default=0.02, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_dec_profit_max_4 = DecimalParameter(0.02, 0.1, default=0.04, space='sell', decimals=3, optimize=True, load=True)
# Pumped 48h 1, under EMA200
sell_custom_pump_under_profit_min_1 = DecimalParameter(0.02, 0.06, default=0.04, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_under_profit_max_1 = DecimalParameter(0.04, 0.1, default=0.09, space='sell', decimals=3, optimize=True, load=True)
# Pumped trail 1
sell_custom_pump_trail_profit_min_1 = DecimalParameter(0.01, 0.12, default=0.05, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_trail_profit_max_1 = DecimalParameter(0.06, 0.16, default=0.07, space='sell', decimals=2, optimize=True, load=True)
sell_custom_pump_trail_down_1 = DecimalParameter(0.01, 0.06, default=0.05, space='sell', decimals=3, optimize=True, load=True)
sell_custom_pump_trail_rsi_min_1 = DecimalParameter(16.0, 36.0, default=20.0, space='sell', decimals=1, optimize=True, load=True)
sell_custom_pump_trail_rsi_max_1 = DecimalParameter(30.0, 50.0, default=70.0, space='sell', decimals=1, optimize=True, load=True)
# Stoploss, pumped, 48h 1
sell_custom_stoploss_pump_max_profit_1 = DecimalParameter(0.01, 0.04, default=0.025, space='sell', decimals=3, optimize=True, load=True)
sell_custom_stoploss_pump_min_1 = DecimalParameter(-0.1, -0.01, default=-0.02, space='sell', decimals=3, optimize=True, load=True)
sell_custom_stoploss_pump_max_1 = DecimalParameter(-0.1, -0.01, default=-0.01, space='sell', decimals=3, optimize=True, load=True)
sell_custom_stoploss_pump_ma_offset_1 = DecimalParameter(0.7, 0.99, default=0.94, space='sell', decimals=2, optimize=True, load=True)
# Stoploss, pumped, 48h 1
sell_custom_stoploss_pump_max_profit_2 = DecimalParameter(0.01, 0.04, default=0.025, space='sell', decimals=3, optimize=True, load=True)
sell_custom_stoploss_pump_loss_2 = DecimalParameter(-0.1, -0.01, default=-0.05, space='sell', decimals=3, optimize=True, load=True)
sell_custom_stoploss_pump_ma_offset_2 = DecimalParameter(0.7, 0.99, default=0.92, space='sell', decimals=2, optimize=True, load=True)
# Stoploss, pumped, 36h 3
sell_custom_stoploss_pump_max_profit_3 = DecimalParameter(0.01, 0.04, default=0.008, space='sell', decimals=3, optimize=True, load=True)
sell_custom_stoploss_pump_loss_3 = DecimalParameter(-0.16, -0.06, default=-0.12, space='sell', decimals=3, optimize=True, load=True)
sell_custom_stoploss_pump_ma_offset_3 = DecimalParameter(0.7, 0.99, default=0.88, space='sell', decimals=2, optimize=True, load=True)
#############################################################
## smoothed Heiken Ashi
def HA(self, dataframe, smoothing=None):
df = dataframe.copy()
df['HA_Close']=(df['open'] + df['high'] + df['low'] + df['close'])/4
df.reset_index(inplace=True)
ha_open = [ (df['open'][0] + df['close'][0]) / 2 ]
[ ha_open.append((ha_open[i] + df['HA_Close'].values[i]) / 2) for i in range(0, len(df)-1) ]
df['HA_Open'] = ha_open
df.set_index('index', inplace=True)
df['HA_High']=df[['HA_Open','HA_Close','high']].max(axis=1)
df['HA_Low']=df[['HA_Open','HA_Close','low']].min(axis=1)
if smoothing is not None:
sml = abs(int(smoothing))
if sml > 0:
df['Smooth_HA_O']=ta.EMA(df['HA_Open'], sml)
df['Smooth_HA_C']=ta.EMA(df['HA_Close'], sml)
df['Smooth_HA_H']=ta.EMA(df['HA_High'], sml)
df['Smooth_HA_L']=ta.EMA(df['HA_Low'], sml)
return df
def hansen_HA(self, informative_df, period=6):
dataframe = informative_df.copy()
dataframe['hhclose']=(dataframe['open'] + dataframe['high'] + dataframe['low'] + dataframe['close']) / 4
dataframe['hhopen']= ((dataframe['open'].shift(2) + dataframe['close'].shift(2))/ 2) #it is not the same as real heikin ashi since I found that this is better.
dataframe['hhhigh']=dataframe[['open','close','high']].max(axis=1)
dataframe['hhlow']=dataframe[['open','close','low']].min(axis=1)
dataframe['emac'] = ta.SMA(dataframe['hhclose'], timeperiod=period) #to smooth out the data and thus less noise.
dataframe['emao'] = ta.SMA(dataframe['hhopen'], timeperiod=period)
return {'emac': dataframe['emac'], 'emao': dataframe['emao']}
## detect BB width expansion to indicate possible volatility
def bbw_expansion(self, bbw_rolling, mult=1.1):
bbw = list(bbw_rolling)
m = 0.0
for i in range(len(bbw)-1):
if bbw[i] > m:
m = bbw[i]
if (bbw[-1] > (m * mult)):
return 1
return 0
## do_indicator style a la Obelisk strategies
def do_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# Stoch fast - mainly due to 5m timeframes
stoch_fast = ta.STOCHF(dataframe)
dataframe['fastd'] = stoch_fast['fastd']
dataframe['fastk'] = stoch_fast['fastk']
#StochRSI for double checking things
period = 14
smoothD = 3
SmoothK = 3
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
stochrsi = (dataframe['rsi'] - dataframe['rsi'].rolling(period).min()) / (dataframe['rsi'].rolling(period).max() - dataframe['rsi'].rolling(period).min())
dataframe['srsi_k'] = stochrsi.rolling(SmoothK).mean() * 100
dataframe['srsi_d'] = dataframe['srsi_k'].rolling(smoothD).mean()
# Bollinger Bands because obviously
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=1)
dataframe['bb_lowerband'] = bollinger['lower']
dataframe['bb_middleband'] = bollinger['mid']
dataframe['bb_upperband'] = bollinger['upper']
# SAR Parabol - probably don't need this
dataframe['sar'] = ta.SAR(dataframe)
## confirm wideboi variance signal with bbw expansion
dataframe["bb_width"] = ((dataframe["bb_upperband"] - dataframe["bb_lowerband"]) / dataframe["bb_middleband"])
dataframe['bbw_expansion'] = dataframe['bb_width'].rolling(window=4).apply(self.bbw_expansion)
# confirm entry and exit on smoothed HA
dataframe = self.HA(dataframe, 4)
# thanks to Hansen_Khornelius for this idea that I apply to the 1hr informative
# https://github.com/hansen1015/freqtrade_strategy
hansencalc = self.hansen_HA(dataframe, 6)
dataframe['emac'] = hansencalc['emac']
dataframe['emao'] = hansencalc['emao']
# money flow index (MFI) for in/outflow of money, like RSI adjusted for vol
dataframe['mfi'] = fta.MFI(dataframe)
## sqzmi to detect quiet periods
dataframe['sqzmi'] = fta.SQZMI(dataframe) #, MA=hansencalc['emac'])
# Volume Flow Indicator (MFI) for volume based on the direction of price movement
dataframe['vfi'] = fta.VFI(dataframe, period=14)
dmi = fta.DMI(dataframe, period=14)
dataframe['dmi_plus'] = dmi['DI+']
dataframe['dmi_minus'] = dmi['DI-']
dataframe['adx'] = fta.ADX(dataframe, period=14)
## for stoploss - all from Solipsis4
## simple ATR and ROC for stoploss
dataframe['atr'] = ta.ATR(dataframe, timeperiod=14)
dataframe['roc'] = ta.ROC(dataframe, timeperiod=9)
dataframe['rmi'] = RMI(dataframe, length=24, mom=5)
ssldown, sslup = SSLChannels_ATR(dataframe, length=21)
dataframe['sroc'] = SROC(dataframe, roclen=21, emalen=13, smooth=21)
dataframe['ssl-dir'] = np.where(sslup > ssldown,'up','down')
dataframe['rmi-up'] = np.where(dataframe['rmi'] >= dataframe['rmi'].shift(),1,0)
dataframe['rmi-up-trend'] = np.where(dataframe['rmi-up'].rolling(5).sum() >= 3,1,0)
dataframe['candle-up'] = np.where(dataframe['close'] >= dataframe['close'].shift(),1,0)
dataframe['candle-up-trend'] = np.where(dataframe['candle-up'].rolling(5).sum() >= 3,1,0)
return dataframe
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_11.value) & (last_candle['rsi'] < self.sell_custom_rsi_11.value):
return 'signal_profit_11'
if (self.sell_custom_profit_11.value > current_profit > self.sell_custom_profit_10.value) & (last_candle['rsi'] < self.sell_custom_rsi_10.value):
return 'signal_profit_10'
if (self.sell_custom_profit_10.value > current_profit > self.sell_custom_profit_9.value) & (last_candle['rsi'] < self.sell_custom_rsi_9.value):
return 'signal_profit_9'
if (self.sell_custom_profit_9.value > current_profit > self.sell_custom_profit_8.value) & (last_candle['rsi'] < self.sell_custom_rsi_8.value):
return 'signal_profit_8'
if (self.sell_custom_profit_8.value > current_profit > self.sell_custom_profit_7.value) & (last_candle['rsi'] < self.sell_custom_rsi_7.value):
return 'signal_profit_7'
if (self.sell_custom_profit_7.value > current_profit > self.sell_custom_profit_6.value) & (last_candle['rsi'] < self.sell_custom_rsi_6.value):
return 'signal_profit_6'
if (self.sell_custom_profit_6.value > current_profit > self.sell_custom_profit_5.value) & (last_candle['rsi'] < self.sell_custom_rsi_5.value):
return 'signal_profit_5'
elif (self.sell_custom_profit_5.value > current_profit > self.sell_custom_profit_4.value) & (last_candle['rsi'] < self.sell_custom_rsi_4.value):
return 'signal_profit_4'
elif (self.sell_custom_profit_4.value > current_profit > self.sell_custom_profit_3.value) & (last_candle['rsi'] < self.sell_custom_rsi_3.value):
return 'signal_profit_3'
elif (self.sell_custom_profit_3.value > current_profit > self.sell_custom_profit_2.value) & (last_candle['rsi'] < self.sell_custom_rsi_2.value):
return 'signal_profit_2'
elif (self.sell_custom_profit_2.value > current_profit > self.sell_custom_profit_1.value) & (last_candle['rsi'] < self.sell_custom_rsi_1.value):
return 'signal_profit_1'
elif (self.sell_custom_profit_1.value > current_profit > self.sell_custom_profit_0.value) & (last_candle['rsi'] < self.sell_custom_rsi_0.value):
return 'signal_profit_0'
# check if close is under EMA200
elif (current_profit > self.sell_custom_under_profit_11.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_11.value) & (last_candle['close'] < last_candle['ema_200']):
return 'signal_profit_u_11'
elif (self.sell_custom_under_profit_11.value > current_profit > self.sell_custom_under_profit_10.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_10.value) & (last_candle['close'] < last_candle['ema_200']):
return 'signal_profit_u_10'
elif (self.sell_custom_under_profit_10.value > current_profit > self.sell_custom_under_profit_9.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_9.value) & (last_candle['close'] < last_candle['ema_200']):
return 'signal_profit_u_9'
elif (self.sell_custom_under_profit_9.value > current_profit > self.sell_custom_under_profit_8.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_8.value) & (last_candle['close'] < last_candle['ema_200']):
return 'signal_profit_u_8'
elif (self.sell_custom_under_profit_8.value > current_profit > self.sell_custom_under_profit_7.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_7.value) & (last_candle['close'] < last_candle['ema_200']):
return 'signal_profit_u_7'
elif (self.sell_custom_under_profit_7.value > current_profit > self.sell_custom_under_profit_6.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_6.value) & (last_candle['close'] < last_candle['ema_200']):
return 'signal_profit_u_6'
elif (self.sell_custom_under_profit_6.value > current_profit > self.sell_custom_under_profit_5.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_5.value) & (last_candle['close'] < last_candle['ema_200']):
return 'signal_profit_u_5'
elif (self.sell_custom_under_profit_5.value > current_profit > self.sell_custom_under_profit_4.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_4.value) & (last_candle['close'] < last_candle['ema_200']):
return 'signal_profit_u_4'
elif (self.sell_custom_under_profit_4.value > 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 (self.sell_custom_under_profit_3.value > 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 (self.sell_custom_under_profit_2.value > 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 (self.sell_custom_under_profit_1.value > current_profit > self.sell_custom_under_profit_0.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_0.value) & (last_candle['close'] < last_candle['ema_200']):
return 'signal_profit_u_0'
# check if the pair is "pumped"
elif (last_candle['sell_pump_48_1_1h']) & (current_profit > self.sell_custom_pump_profit_1_5.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_1_5.value):
return 'signal_profit_p_1_5'
elif (last_candle['sell_pump_48_1_1h']) & (self.sell_custom_pump_profit_1_5.value > current_profit > self.sell_custom_pump_profit_1_4.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_1_4.value):
return 'signal_profit_p_1_4'
elif (last_candle['sell_pump_48_1_1h']) & (self.sell_custom_pump_profit_1_4.value > current_profit > self.sell_custom_pump_profit_1_3.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_1_3.value):
return 'signal_profit_p_1_3'
elif (last_candle['sell_pump_48_1_1h']) & (self.sell_custom_pump_profit_1_3.value > current_profit > self.sell_custom_pump_profit_1_2.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_1_2.value):
return 'signal_profit_p_1_2'
elif (last_candle['sell_pump_48_1_1h']) & (self.sell_custom_pump_profit_1_2.value > current_profit > self.sell_custom_pump_profit_1_1.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_1_1.value):
return 'signal_profit_p_1_1'
elif (last_candle['sell_pump_36_1_1h']) & (current_profit > self.sell_custom_pump_profit_2_5.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_2_5.value):
return 'signal_profit_p_2_5'
elif (last_candle['sell_pump_36_1_1h']) & (self.sell_custom_pump_profit_2_5.value > current_profit > self.sell_custom_pump_profit_2_4.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_2_4.value):
return 'signal_profit_p_2_4'
elif (last_candle['sell_pump_36_1_1h']) & (self.sell_custom_pump_profit_2_4.value > current_profit > self.sell_custom_pump_profit_2_3.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_2_3.value):
return 'signal_profit_p_2_3'
elif (last_candle['sell_pump_36_1_1h']) & (self.sell_custom_pump_profit_2_3.value > current_profit > self.sell_custom_pump_profit_2_2.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_2_2.value):
return 'signal_profit_p_2_2'
elif (last_candle['sell_pump_36_1_1h']) & (self.sell_custom_pump_profit_2_2.value > current_profit > self.sell_custom_pump_profit_2_1.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_2_1.value):
return 'signal_profit_p_2_1'
elif (last_candle['sell_pump_24_1_1h']) & (current_profit > self.sell_custom_pump_profit_3_5.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_3_5.value):
return 'signal_profit_p_3_5'
elif (last_candle['sell_pump_24_1_1h']) & (self.sell_custom_pump_profit_3_5.value > current_profit > self.sell_custom_pump_profit_3_4.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_3_4.value):
return 'signal_profit_p_3_4'
elif (last_candle['sell_pump_24_1_1h']) & (self.sell_custom_pump_profit_3_4.value > current_profit > self.sell_custom_pump_profit_3_3.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_3_3.value):
return 'signal_profit_p_3_3'
elif (last_candle['sell_pump_24_1_1h']) & (self.sell_custom_pump_profit_3_3.value > current_profit > self.sell_custom_pump_profit_3_2.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_3_2.value):
return 'signal_profit_p_3_2'
elif (last_candle['sell_pump_24_1_1h']) & (self.sell_custom_pump_profit_3_2.value > current_profit > self.sell_custom_pump_profit_3_1.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_3_1.value):
return 'signal_profit_p_3_1'
elif (self.sell_custom_dec_profit_max_1.value > current_profit > self.sell_custom_dec_profit_min_1.value) & (last_candle['sma_200_dec']):
return 'signal_profit_d_1'
elif (self.sell_custom_dec_profit_max_2.value > current_profit > self.sell_custom_dec_profit_min_2.value) & (last_candle['close'] < last_candle['ema_100']):
return 'signal_profit_d_2'
# Trailing
elif (self.sell_trail_profit_max_1.value > current_profit > self.sell_trail_profit_min_1.value) & (self.sell_trail_rsi_min_1.value < last_candle['rsi'] < self.sell_trail_rsi_max_1.value) & (max_profit > (current_profit + self.sell_trail_down_1.value)):
return 'signal_profit_t_1'
elif (self.sell_trail_profit_max_2.value > current_profit > self.sell_trail_profit_min_2.value) & (self.sell_trail_rsi_min_2.value < last_candle['rsi'] < self.sell_trail_rsi_max_2.value) & (max_profit > (current_profit + self.sell_trail_down_2.value)):
return 'signal_profit_t_2'
elif (self.sell_trail_profit_max_3.value > current_profit > self.sell_trail_profit_min_3.value) & (max_profit > (current_profit + self.sell_trail_down_3.value)) & (last_candle['sma_200_dec_1h']):
return 'signal_profit_t_3'
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'
elif (self.sell_custom_pump_dec_profit_max_1.value > current_profit > self.sell_custom_pump_dec_profit_min_1.value) & (last_candle['sell_pump_48_1_1h']) & (last_candle['sma_200_dec']) & (last_candle['close'] < last_candle['ema_200']):
return 'signal_profit_p_d_1'
elif (self.sell_custom_pump_dec_profit_max_2.value > current_profit > self.sell_custom_pump_dec_profit_min_2.value) & (last_candle['sell_pump_48_2_1h']) & (last_candle['sma_200_dec']) & (last_candle['close'] < last_candle['ema_200']):
return 'signal_profit_p_d_2'
elif (self.sell_custom_pump_dec_profit_max_3.value > current_profit > self.sell_custom_pump_dec_profit_min_3.value) & (last_candle['sell_pump_48_3_1h']) & (last_candle['sma_200_dec']) & (last_candle['close'] < last_candle['ema_200']):
return 'signal_profit_p_d_3'
elif (self.sell_custom_pump_dec_profit_max_4.value > current_profit > self.sell_custom_pump_dec_profit_min_4.value) & (last_candle['sma_200_dec']) & (last_candle['sell_pump_24_2_1h']):
return 'signal_profit_p_d_4'
# Pumped 48h 1, under EMA200
elif (self.sell_custom_pump_under_profit_max_1.value > current_profit > self.sell_custom_pump_under_profit_min_1.value) & (last_candle['sell_pump_48_1_1h']) & (last_candle['close'] < last_candle['ema_200']):
return 'signal_profit_p_u_1'
# Pumped 36h 2, trail 1
elif (last_candle['sell_pump_36_2_1h']) & (self.sell_custom_pump_trail_profit_max_1.value > current_profit > self.sell_custom_pump_trail_profit_min_1.value) & (self.sell_custom_pump_trail_rsi_min_1.value < last_candle['rsi'] < self.sell_custom_pump_trail_rsi_max_1.value) & (max_profit > (current_profit + self.sell_custom_pump_trail_down_1.value)):
return 'signal_profit_p_t_1'
elif (max_profit < self.sell_custom_stoploss_pump_max_profit_1.value) & (self.sell_custom_stoploss_pump_min_1.value < current_profit < self.sell_custom_stoploss_pump_max_1.value) & (last_candle['sell_pump_48_1_1h']) & (last_candle['sma_200_dec']) & (last_candle['close'] < (last_candle['ema_200'] * self.sell_custom_stoploss_pump_ma_offset_1.value)):
return 'signal_stoploss_p_1'
elif (max_profit < self.sell_custom_stoploss_pump_max_profit_2.value) & (current_profit < self.sell_custom_stoploss_pump_loss_2.value) & (last_candle['sell_pump_48_1_1h']) & (last_candle['sma_200_dec_1h']) & (last_candle['close'] < (last_candle['ema_200'] * self.sell_custom_stoploss_pump_ma_offset_2.value)):
return 'signal_stoploss_p_2'
elif (max_profit < self.sell_custom_stoploss_pump_max_profit_3.value) & (current_profit < self.sell_custom_stoploss_pump_loss_3.value) & (last_candle['sell_pump_36_3_1h']) & (last_candle['close'] < (last_candle['ema_200'] * self.sell_custom_stoploss_pump_ma_offset_3.value)):
return 'signal_stoploss_p_3'
return None
def range_percent_change(self, dataframe: DataFrame, length: int) -> float:
"""
Rolling Percentage Change Maximum across interval.
:param dataframe: DataFrame The original OHLC dataframe
:param length: int The length to look back
"""
df = dataframe.copy()
return ((df['open'].rolling(length).max() - df['close'].rolling(length).min()) / df['close'].rolling(length).min())
def range_maxgap(self, dataframe: DataFrame, length: int) -> float:
"""
Maximum Price Gap across interval.
:param dataframe: DataFrame The original OHLC dataframe
:param length: int The length to look back
"""
df = dataframe.copy()
return (df['open'].rolling(length).max() - df['close'].rolling(length).min())
def range_maxgap_adjusted(self, dataframe: DataFrame, length: int, adjustment: float) -> float:
"""
Maximum Price Gap across interval adjusted.
:param dataframe: DataFrame The original OHLC dataframe
:param length: int The length to look back
:param adjustment: int The adjustment to be applied
"""
return (self.range_maxgap(dataframe,length) / adjustment)
def range_height(self, dataframe: DataFrame, length: int) -> float:
"""
Current close distance to range bottom.
:param dataframe: DataFrame The original OHLC dataframe
:param length: int The length to look back
"""
df = dataframe.copy()
return (df['close'] - df['close'].rolling(length).min())
def safe_pump(self, dataframe: DataFrame, length: int, thresh: float, pull_thresh: float) -> bool:
"""
Determine if entry after a pump is safe.
:param dataframe: DataFrame The original OHLC dataframe
:param length: int The length to look back
:param thresh: int Maximum percentage change threshold
:param pull_thresh: int Pullback from interval maximum threshold
"""
df = dataframe.copy()
return (self.range_percent_change(df, length) < thresh) | (self.range_maxgap_adjusted(df, length, pull_thresh) > self.range_height(df, length))
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)
# EMA
informative_1h['ema_12'] = ta.EMA(informative_1h, timeperiod=12)
informative_1h['ema_15'] = ta.EMA(informative_1h, timeperiod=15)
informative_1h['ema_20'] = ta.EMA(informative_1h, timeperiod=20)
informative_1h['ema_26'] = ta.EMA(informative_1h, timeperiod=26)
informative_1h['ema_35'] = ta.EMA(informative_1h, timeperiod=35)
informative_1h['ema_50'] = ta.EMA(informative_1h, timeperiod=50)
informative_1h['ema_100'] = ta.EMA(informative_1h, timeperiod=100)
informative_1h['ema_200'] = ta.EMA(informative_1h, timeperiod=200)
# SMA
informative_1h['sma_200'] = ta.SMA(informative_1h, timeperiod=200)
informative_1h['sma_200_dec'] = informative_1h['sma_200'] < informative_1h['sma_200'].shift(20)
# RSI
informative_1h['rsi'] = ta.RSI(informative_1h, timeperiod=14)
# BB
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(informative_1h), window=20, stds=2)
informative_1h['bb_lowerband'] = bollinger['lower']
informative_1h['bb_middleband'] = bollinger['mid']
informative_1h['bb_upperband'] = bollinger['upper']
# Chaikin Money Flow
informative_1h['cmf'] = chaikin_money_flow(informative_1h, 20)
# Pump protections
informative_1h['safe_pump_24_normal'] = self.safe_pump(informative_1h, 24, self.buy_pump_threshold_1.value, self.buy_pump_pull_threshold_1.value)
informative_1h['safe_pump_36_normal'] = self.safe_pump(informative_1h, 36, self.buy_pump_threshold_2.value, self.buy_pump_pull_threshold_2.value)
informative_1h['safe_pump_48_normal'] = self.safe_pump(informative_1h, 48, self.buy_pump_threshold_3.value, self.buy_pump_pull_threshold_3.value)
informative_1h['safe_pump_24_strict'] = self.safe_pump(informative_1h, 24, self.buy_pump_threshold_4.value, self.buy_pump_pull_threshold_4.value)
informative_1h['safe_pump_36_strict'] = self.safe_pump(informative_1h, 36, self.buy_pump_threshold_5.value, self.buy_pump_pull_threshold_5.value)
informative_1h['safe_pump_48_strict'] = self.safe_pump(informative_1h, 48, self.buy_pump_threshold_6.value, self.buy_pump_pull_threshold_6.value)
informative_1h['safe_pump_24_loose'] = self.safe_pump(informative_1h, 24, self.buy_pump_threshold_7.value, self.buy_pump_pull_threshold_7.value)
informative_1h['safe_pump_36_loose'] = self.safe_pump(informative_1h, 36, self.buy_pump_threshold_8.value, self.buy_pump_pull_threshold_8.value)
informative_1h['safe_pump_48_loose'] = self.safe_pump(informative_1h, 48, self.buy_pump_threshold_9.value, self.buy_pump_pull_threshold_9.value)
informative_1h['safe_pump_24'] = ((((informative_1h['open'].rolling(24).max() - informative_1h['close'].rolling(24).min()) / informative_1h['close'].rolling(24).min()) < self.buy_pump_threshold_1.value) | (((informative_1h['open'].rolling(24).max() - informative_1h['close'].rolling(24).min()) / self.buy_pump_pull_threshold_1.value) > (informative_1h['close'] - informative_1h['close'].rolling(24).min())))
informative_1h['safe_pump_36'] = ((((informative_1h['open'].rolling(36).max() - informative_1h['close'].rolling(36).min()) / informative_1h['close'].rolling(36).min()) < self.buy_pump_threshold_2.value) | (((informative_1h['open'].rolling(36).max() - informative_1h['close'].rolling(36).min()) / self.buy_pump_pull_threshold_2.value) > (informative_1h['close'] - informative_1h['close'].rolling(36).min())))
informative_1h['safe_pump_48'] = ((((informative_1h['open'].rolling(48).max() - informative_1h['close'].rolling(48).min()) / informative_1h['close'].rolling(48).min()) < self.buy_pump_threshold_3.value) | (((informative_1h['open'].rolling(48).max() - informative_1h['close'].rolling(48).min()) / self.buy_pump_pull_threshold_3.value) > (informative_1h['close'] - informative_1h['close'].rolling(48).min())))
informative_1h['sell_pump_48_1'] = (((informative_1h['high'].rolling(48).max() - informative_1h['low'].rolling(48).min()) / informative_1h['low'].rolling(48).min()) > self.sell_pump_threshold_1.value)
informative_1h['sell_pump_48_2'] = (((informative_1h['high'].rolling(48).max() - informative_1h['low'].rolling(48).min()) / informative_1h['low'].rolling(48).min()) > self.sell_pump_threshold_2.value)
informative_1h['sell_pump_48_3'] = (((informative_1h['high'].rolling(48).max() - informative_1h['low'].rolling(48).min()) / informative_1h['low'].rolling(48).min()) > self.sell_pump_threshold_3.value)
informative_1h['sell_pump_36_1'] = (((informative_1h['high'].rolling(36).max() - informative_1h['low'].rolling(36).min()) / informative_1h['low'].rolling(36).min()) > self.sell_pump_threshold_4.value)
informative_1h['sell_pump_36_2'] = (((informative_1h['high'].rolling(36).max() - informative_1h['low'].rolling(36).min()) / informative_1h['low'].rolling(36).min()) > self.sell_pump_threshold_5.value)
informative_1h['sell_pump_36_3'] = (((informative_1h['high'].rolling(36).max() - informative_1h['low'].rolling(36).min()) / informative_1h['low'].rolling(36).min()) > self.sell_pump_threshold_6.value)
informative_1h['sell_pump_24_1'] = (((informative_1h['high'].rolling(24).max() - informative_1h['low'].rolling(24).min()) / informative_1h['low'].rolling(24).min()) > self.sell_pump_threshold_7.value)
informative_1h['sell_pump_24_2'] = (((informative_1h['high'].rolling(24).max() - informative_1h['low'].rolling(24).min()) / informative_1h['low'].rolling(24).min()) > self.sell_pump_threshold_8.value)
informative_1h['sell_pump_24_3'] = (((informative_1h['high'].rolling(24).max() - informative_1h['low'].rolling(24).min()) / informative_1h['low'].rolling(24).min()) > self.sell_pump_threshold_9.value)
return informative_1h
def normal_tf_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# BB 40
bb_40 = qtpylib.bollinger_bands(dataframe['close'], window=40, stds=2)
dataframe['lower'] = bb_40['lower']
dataframe['mid'] = bb_40['mid']
dataframe['bbdelta'] = (bb_40['mid'] - dataframe['lower']).abs()
dataframe['closedelta'] = (dataframe['close'] - dataframe['close'].shift()).abs()
dataframe['tail'] = (dataframe['close'] - dataframe['low']).abs()
# BB 20
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']
# EMA 200
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_100'] = ta.EMA(dataframe, timeperiod=100)
dataframe['ema_200'] = ta.EMA(dataframe, timeperiod=200)
# SMA
dataframe['sma_5'] = ta.SMA(dataframe, timeperiod=5)
dataframe['sma_30'] = ta.SMA(dataframe, timeperiod=30)
dataframe['sma_200'] = ta.SMA(dataframe, timeperiod=200)
dataframe['sma_200_dec'] = dataframe['sma_200'] < dataframe['sma_200'].shift(20)
# MFI
dataframe['mfi'] = ta.MFI(dataframe)
# EWO
dataframe['ewo'] = EWO(dataframe, 50, 200)
# Alligator
dataframe['lips'] = ta.SMA(dataframe, timeperiod=5)
dataframe['smma_lips'] = dataframe['lips'].rolling(3).mean()
dataframe['teeth'] = ta.SMA(dataframe, timeperiod=8)
dataframe['smma_teeth'] = dataframe['teeth'].rolling(5).mean()
dataframe['jaw'] = ta.SMA(dataframe, timeperiod=13)
dataframe['smma_jaw'] = dataframe['jaw'].rolling(8).mean()
# RSI
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
# Chopiness
dataframe['chop']= qtpylib.chopiness(dataframe, 14)
# Dip protection
dataframe['safe_dips'] = ((((dataframe['open'] - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_1.value) &
(((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_2.value) &
(((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_3.value) &
(((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_4.value))
dataframe['safe_dips_normal'] = ((((dataframe['open'] - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_1.value) &
(((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_2.value) &
(((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_3.value) &
(((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_4.value))
dataframe['safe_dips_strict'] = ((((dataframe['open'] - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_5.value) &
(((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_6.value) &
(((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_7.value) &
(((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_8.value))
dataframe['safe_dips_loose'] = ((((dataframe['open'] - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_9.value) &
(((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_10.value) &
(((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_11.value) &
(((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_12.value))
# Volume
dataframe['volume_mean_4'] = dataframe['volume'].rolling(4).mean().shift(1)
dataframe['volume_mean_30'] = dataframe['volume'].rolling(30).mean()
return dataframe
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# The indicators for the 1h informative timeframe
informative_1h = self.informative_1h_indicators(dataframe, metadata)
# Populate/update the trade data if there is any, set trades to false if not live/dry
self.custom_trade_info[metadata['pair']] = self.populate_trades(metadata['pair'])
if self.config['runmode'].value in ('backtest', 'hyperopt'):
assert (timeframe_to_minutes(self.timeframe) <= 30), "Backtest this strategy in 5m or 1m timeframe."
if self.timeframe == self.inf_1h:
dataframe = self.do_indicators(dataframe, metadata)
else:
if not self.dp:
return dataframe
informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.inf_1h)
informative = self.do_indicators(informative.copy(), metadata)
dataframe = merge_informative_pair(dataframe, informative, self.timeframe, self.inf_1h, ffill=True)
skip_columns = [(s + "_" + self.inf_1h) for s in ['date', 'open', 'high', 'low', 'close', 'volume', 'emac', 'emao']]
dataframe.rename(columns=lambda s: s.replace("_{}".format(self.inf_1h), "") if (not s in skip_columns) else s, inplace=True)
# Slam some indicators into the trade_info dict so we can dynamic roi and custom stoploss in backtest
if self.dp.runmode.value in ('backtest', 'hyperopt'):
self.custom_trade_info[metadata['pair']]['roc'] = dataframe[['date', 'roc']].copy().set_index('date')
self.custom_trade_info[metadata['pair']]['atr'] = dataframe[['date', 'atr']].copy().set_index('date')
self.custom_trade_info[metadata['pair']]['sroc'] = dataframe[['date', 'sroc']].copy().set_index('date')
self.custom_trade_info[metadata['pair']]['ssl-dir'] = dataframe[['date', 'ssl-dir']].copy().set_index('date')
self.custom_trade_info[metadata['pair']]['rmi-up-trend'] = dataframe[['date', 'rmi-up-trend']].copy().set_index('date')
self.custom_trade_info[metadata['pair']]['candle-up-trend'] = dataframe[['date', 'candle-up-trend']].copy().set_index('date')
dataframe = merge_informative_pair(dataframe, informative_1h, self.timeframe, self.inf_1h, ffill=True)
# The indicators for the normal (5m) timeframe
dataframe = self.normal_tf_indicators(dataframe, metadata)
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
conditions = []
conditions.append(
(
self.buy_condition_1_enable.value &
(dataframe['ema_50_1h'] > dataframe['ema_200_1h']) &
(dataframe['sma_200'] > dataframe['sma_200'].shift(20)) &
(dataframe['safe_dips']) &
(dataframe['safe_pump_48_1h']) &
(((dataframe['close'] - dataframe['open'].rolling(36).min()) / dataframe['open'].rolling(36).min()) > self.buy_min_inc_1.value) &
(dataframe['rsi_1h'] > self.buy_rsi_1h_min_1.value) &
(dataframe['rsi_1h'] < self.buy_rsi_1h_max_1.value) &
(dataframe['rsi'] < self.buy_rsi_1.value) &
(dataframe['mfi'] < self.buy_mfi_1.value) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.buy_condition_2_enable.value &
(dataframe['ema_50_1h'] > dataframe['ema_200_1h']) &
(dataframe['safe_pump_24_strict_1h']) &
(dataframe['volume_mean_4'] * self.buy_volume_2.value > dataframe['volume']) &
(dataframe['rsi_1h'] > self.buy_rsi_1h_min_2.value) &
(dataframe['rsi_1h'] < self.buy_rsi_1h_max_2.value) &
(dataframe['rsi'] < dataframe['rsi_1h'] - self.buy_rsi_1h_diff_2.value) &
(dataframe['mfi'] < self.buy_mfi_2.value) &
(dataframe['close'] < (dataframe['bb_lowerband'] * self.buy_bb_offset_2.value)) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.buy_condition_3_enable.value &
(dataframe['close'] > (dataframe['ema_200_1h'] * self.buy_ema_rel_3.value)) &
(dataframe['ema_100'] > dataframe['ema_200']) &
(dataframe['ema_50_1h'] > dataframe['ema_100_1h']) &
(dataframe['ema_100_1h'] > dataframe['ema_200_1h']) &
(dataframe['safe_pump_36_1h']) &
dataframe['lower'].shift().gt(0) &
dataframe['bbdelta'].gt(dataframe['close'] * self.buy_bb40_bbdelta_close_3.value) &
dataframe['closedelta'].gt(dataframe['close'] * self.buy_bb40_closedelta_close_3.value) &
dataframe['tail'].lt(dataframe['bbdelta'] * self.buy_bb40_tail_bbdelta_3.value) &
dataframe['close'].lt(dataframe['lower'].shift()) &
dataframe['close'].le(dataframe['close'].shift()) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.buy_condition_4_enable.value &
(dataframe['ema_50_1h'] > dataframe['ema_200_1h']) &
(dataframe['safe_dips_strict']) &
(dataframe['safe_pump_24_1h']) &
(dataframe['close'] < dataframe['ema_50']) &
(dataframe['close'] < self.buy_bb20_close_bblowerband_4.value * dataframe['bb_lowerband']) &
(dataframe['volume'] < (dataframe['volume_mean_30'].shift(1) * self.buy_bb20_volume_4.value))
)
)
conditions.append(
(
self.buy_condition_5_enable.value &
(dataframe['ema_100'] > dataframe['ema_200']) &
(dataframe['close'] > (dataframe['ema_200_1h'] * self.buy_ema_rel_5.value)) &
(dataframe['ema_50_1h'] > dataframe['ema_200_1h']) &
(dataframe['safe_dips']) &
(dataframe['safe_pump_36_strict_1h']) &
(dataframe['volume_mean_4'] * self.buy_volume_5.value > dataframe['volume']) &
(dataframe['ema_26'] > dataframe['ema_12']) &
((dataframe['ema_26'] - dataframe['ema_12']) > (dataframe['open'] * self.buy_ema_open_mult_5.value)) &
((dataframe['ema_26'].shift() - dataframe['ema_12'].shift()) > (dataframe['open'] / 100)) &
(dataframe['close'] < (dataframe['bb_lowerband'] * self.buy_bb_offset_5.value)) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.buy_condition_6_enable.value &
(dataframe['ema_50_1h'] > dataframe['ema_200_1h']) &
(dataframe['safe_dips_strict']) &
(dataframe['volume'].rolling(4).mean() * self.buy_volume_6.value > dataframe['volume']) &
(dataframe['ema_26'] > dataframe['ema_12']) &
((dataframe['ema_26'] - dataframe['ema_12']) > (dataframe['open'] * self.buy_ema_open_mult_6.value)) &
((dataframe['ema_26'].shift() - dataframe['ema_12'].shift()) > (dataframe['open'] / 100)) &
(dataframe['close'] < (dataframe['bb_lowerband'] * self.buy_bb_offset_6.value)) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.buy_condition_7_enable.value &
(dataframe['ema_100'] > dataframe['ema_200']) &
(dataframe['ema_50_1h'] > dataframe['ema_200_1h']) &
(dataframe['safe_dips']) &
(dataframe['volume'].rolling(4).mean() * self.buy_volume_6.value > dataframe['volume']) &
(dataframe['ema_26'] > dataframe['ema_12']) &
((dataframe['ema_26'] - dataframe['ema_12']) > (dataframe['open'] * self.buy_ema_open_mult_7.value)) &
((dataframe['ema_26'].shift() - dataframe['ema_12'].shift()) > (dataframe['open'] / 100)) &
(dataframe['rsi'] < self.buy_rsi_7.value) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.buy_condition_8_enable.value &
(dataframe['close'] > (dataframe['ema_200_1h'] * self.buy_ema_rel_8.value)) &
(dataframe['ema_50_1h'] > dataframe['ema_100_1h']) &
(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(24)) &
(dataframe['close'] > dataframe['open']) &
(dataframe['close'] > dataframe['smma_lips']) &
(dataframe['smma_lips'] > dataframe['smma_teeth']) &
(dataframe['smma_teeth'] > dataframe['smma_jaw']) &
(dataframe['smma_lips'].shift(1) > dataframe['smma_teeth'].shift(1)) &
(dataframe['smma_teeth'].shift(1) > dataframe['smma_jaw'].shift(1)) &
(dataframe['smma_lips'] > dataframe['smma_lips'].shift(1)) &
(dataframe['smma_teeth'] > dataframe['smma_teeth'].shift(1)) &
(dataframe['smma_jaw'] > dataframe['smma_jaw'].shift(1)) &
(dataframe['rsi'] < self.buy_rsi_8.value) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.buy_condition_9_enable.value &
(dataframe['ema_50'] > dataframe['ema_200']) &
(dataframe['ema_50_1h'] > dataframe['ema_100_1h']) &
(dataframe['safe_dips_strict']) &
(dataframe['volume_mean_4'] * self.buy_volume_9.value > dataframe['volume']) &
(dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_9.value) &
(dataframe['close'] < dataframe['bb_lowerband'] * self.buy_bb_offset_9.value) &
(dataframe['rsi_1h'] > self.buy_rsi_1h_min_9.value) &
(dataframe['rsi_1h'] < self.buy_rsi_1h_max_9.value) &
(dataframe['mfi'] < self.buy_mfi_9.value) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.buy_condition_10_enable.value &
(dataframe['ema_50_1h'] > dataframe['ema_100_1h']) &
(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(24)) &
(dataframe['safe_dips']) &
(dataframe['safe_pump_24_1h']) &
((dataframe['volume_mean_4'] * self.buy_volume_10.value) > dataframe['volume']) &
(dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_10.value) &
(dataframe['close'] < dataframe['bb_lowerband'] * self.buy_bb_offset_10.value) &
(dataframe['rsi_1h'] < self.buy_rsi_1h_10.value) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.buy_condition_11_enable.value &
(dataframe['ema_50_1h'] > dataframe['ema_100_1h']) &
(dataframe['safe_pump_24_1h']) &
(((dataframe['close'] - dataframe['open'].rolling(36).min()) / dataframe['open'].rolling(36).min()) > self.buy_min_inc_11.value) &
(dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_11.value) &
(dataframe['rsi_1h'] > self.buy_rsi_1h_min_11.value) &
(dataframe['rsi_1h'] < self.buy_rsi_1h_max_11.value) &
(dataframe['rsi'] < self.buy_rsi_11.value) &
(dataframe['mfi'] < self.buy_mfi_11.value) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.buy_condition_12_enable.value &
(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(24)) &
(dataframe['safe_dips_strict']) &
(dataframe['safe_pump_24_strict_1h']) &
((dataframe['volume_mean_4'] * self.buy_volume_12.value) > dataframe['volume']) &
(dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_12.value) &
(dataframe['ewo'] > self.buy_ewo_12.value) &
(dataframe['rsi'] < self.buy_rsi_12.value) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.buy_condition_13_enable.value &
(dataframe['ema_50_1h'] > dataframe['ema_100_1h']) &
(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(24)) &
(dataframe['safe_dips_strict']) &
(dataframe['safe_pump_24_strict_1h']) &
(dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_13.value) &
(dataframe['ewo'] < self.buy_ewo_13.value) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.buy_condition_14_enable.value &
(dataframe['ema_50_1h'] > dataframe['ema_200_1h']) &
(dataframe['sma_200'] > dataframe['sma_200'].shift(20)) &
(dataframe['safe_dips_strict']) &
(dataframe['safe_pump_48_1h']) &
(dataframe['volume_mean_4'] * self.buy_volume_14.value > dataframe['volume']) &
(dataframe['ema_26'] > dataframe['ema_12']) &
((dataframe['ema_26'] - dataframe['ema_12']) > (dataframe['open'] * self.buy_ema_open_mult_14.value)) &
((dataframe['ema_26'].shift() - dataframe['ema_12'].shift()) > (dataframe['open'] / 100)) &
(dataframe['close'] < (dataframe['bb_lowerband'] * self.buy_bb_offset_14.value)) &
(dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_14.value) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.buy_condition_15_enable.value &
(dataframe['close'] > dataframe['ema_200_1h'] * self.buy_ema_rel_15.value) &
(dataframe['ema_50_1h'] > dataframe['ema_200_1h']) &
(dataframe['safe_dips_strict']) &
(dataframe['ema_26'] > dataframe['ema_12']) &
((dataframe['ema_26'] - dataframe['ema_12']) > (dataframe['open'] * self.buy_ema_open_mult_15.value)) &
((dataframe['ema_26'].shift() - dataframe['ema_12'].shift()) > (dataframe['open'] / 100)) &
(dataframe['rsi'] < self.buy_rsi_15.value) &
(dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_15.value) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.buy_condition_16_enable.value &
(dataframe['ema_50_1h'] > dataframe['ema_200_1h']) &
(dataframe['safe_dips_strict']) &
(dataframe['safe_pump_24_strict_1h']) &
((dataframe['volume_mean_4'] * self.buy_volume_16.value) > dataframe['volume']) &
(dataframe['close'] < dataframe['ema_20'] * self.buy_ma_offset_16.value) &
(dataframe['ewo'] > self.buy_ewo_16.value) &
(dataframe['rsi'] < self.buy_rsi_16.value) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.buy_condition_17_enable.value &
(dataframe['safe_dips_strict']) &
(dataframe['close'] < dataframe['ema_20'] * self.buy_ma_offset_17.value) &
(dataframe['ewo'] < self.buy_ewo_17.value) &
(dataframe['volume'] > 0)
)
)
if conditions:
dataframe.loc[
reduce(lambda x, y: x | y, conditions),
'buy'
] = 1
dataframe.loc[
(
(
## close ALWAYS needs to be lower than the heiken low at 5m
(dataframe['close'] < dataframe['Smooth_HA_L'])
&
## Hansen's HA EMA at informative timeframe
(dataframe['emac_1h'] < dataframe['emao_1h'])
)
&
(
(
## potential uptick incoming so buy
(dataframe['bbw_expansion'] == 1) & (dataframe['sqzmi'] == False)
&
(
(dataframe['mfi'] < 20)
|
(dataframe['dmi_minus'] > 30)
)
)
|
(
# this tries to find extra buys in undersold regions
(dataframe['close'] < dataframe['sar'])
&
((dataframe['srsi_d'] >= dataframe['srsi_k']) & (dataframe['srsi_d'] < 30))
&
((dataframe['fastd'] > dataframe['fastk']) & (dataframe['fastd'] < 23))
&
(dataframe['mfi'] < 30)
)
|
(
# find smaller temporary dips in sideways
(
((dataframe['dmi_minus'] > 30) & qtpylib.crossed_above(dataframe['dmi_minus'], dataframe['dmi_plus']))
&
(dataframe['close'] < dataframe['bb_lowerband'])
)
|
(
## if nothing else is making a buy signal
## just throw in any old SQZMI shit based fastd
## this needs work!
(dataframe['sqzmi'] == True)
&
((dataframe['fastd'] > dataframe['fastk']) & (dataframe['fastd'] < 20))
)
)
## volume sanity checks
&
(dataframe['vfi'] < 0.0)
&
(dataframe['volume'] > 0)
)
),
'buy'] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
conditions = []
conditions.append(
(
self.sell_condition_1_enable.value &
(dataframe['rsi'] > self.sell_rsi_bb_1.value) &
(dataframe['close'] > dataframe['bb_upperband']) &
(dataframe['close'].shift(1) > dataframe['bb_upperband'].shift(1)) &
(dataframe['close'].shift(2) > dataframe['bb_upperband'].shift(2)) &
(dataframe['close'].shift(3) > dataframe['bb_upperband'].shift(3)) &
(dataframe['close'].shift(4) > dataframe['bb_upperband'].shift(4)) &
(dataframe['close'].shift(5) > dataframe['bb_upperband'].shift(5)) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.sell_condition_2_enable.value &
(dataframe['rsi'] > self.sell_rsi_bb_2.value) &
(dataframe['close'] > dataframe['bb_upperband']) &
(dataframe['close'].shift(1) > dataframe['bb_upperband'].shift(1)) &
(dataframe['close'].shift(2) > dataframe['bb_upperband'].shift(2)) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.sell_condition_3_enable.value &
(dataframe['rsi'] > self.sell_rsi_main_3.value) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.sell_condition_4_enable.value &
(dataframe['rsi'] > self.sell_dual_rsi_rsi_4.value) &
(dataframe['rsi_1h'] > self.sell_dual_rsi_rsi_1h_4.value) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.sell_condition_6_enable.value &
(dataframe['close'] < dataframe['ema_200']) &
(dataframe['close'] > dataframe['ema_50']) &
(dataframe['rsi'] > self.sell_rsi_under_6.value) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.sell_condition_7_enable.value &
(dataframe['rsi_1h'] > self.sell_rsi_1h_7.value) &
qtpylib.crossed_below(dataframe['ema_12'], dataframe['ema_26']) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.sell_condition_8_enable.value &
(dataframe['close'] > dataframe['bb_upperband_1h'] * self.sell_bb_relative_8.value) &
(dataframe['volume'] > 0)
)
)
if conditions:
dataframe.loc[
reduce(lambda x, y: x | y, conditions),
'sell'
] = 1
return dataframe
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float:
# Manage losing trades and open room for better ones.
if (current_profit > 0):
return 0.99
else:
trade_time_50 = current_time - timedelta(minutes=50)
# Trade open more then 60 minutes. For this strategy it's means -> loss
# Let's try to minimize the loss
if (trade_time_50 > trade.open_date_utc):
try:
number_of_candle_shift = int((trade_time_50 - trade.open_date_utc).total_seconds() / 300)
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
candle = dataframe.iloc[-number_of_candle_shift].squeeze()
# We are at bottom. Wait...
if candle['rsi_1h'] < 35:
return 0.99
# Are we still sinking?
if candle['close'] > candle['ema_200']:
if current_rate * 1.025 < candle['open']:
return 0.01
if current_rate * 1.015 < candle['open']:
return 0.01
except IndexError as error:
# Whoops, set stoploss at 10%
return 0.5
return 0.99
# Get the current price from the exchange (or local cache)
def get_current_price(self, pair: str, refresh: bool) -> float:
if not refresh:
rate = self.custom_current_price_cache.get(pair)
# Check if cache has been invalidated
if rate:
return rate
ask_strategy = self.config.get('ask_strategy', {})
if ask_strategy.get('use_order_book', False):
ob = self.dp.orderbook(pair, 1)
rate = ob[f"{ask_strategy['price_side']}s"][0][0]
else:
ticker = self.dp.ticker(pair)
rate = ticker['last']
self.custom_current_price_cache[pair] = rate
return rate
"""
Stripped down version from Schism, meant only to update the price data a bit
more frequently than the default instead of getting all sorts of trade information
"""
def populate_trades(self, pair: str) -> dict:
# Initialize the trades dict if it doesn't exist, persist it otherwise
if not pair in self.custom_trade_info:
self.custom_trade_info[pair] = {}
# init the temp dicts and set the trade stuff to false
trade_data = {}
trade_data['active_trade'] = False
# active trade stuff only works in live and dry, not backtest
if self.config['runmode'].value in ('live', 'dry_run'):
# find out if we have an open trade for this pair
active_trade = Trade.get_trades([Trade.pair == pair, Trade.is_open.is_(True),]).all()
# if so, get some information
if active_trade:
# get current price and update the min/max rate
current_rate = self.get_current_price(pair, True)
active_trade[0].adjust_min_max_rates(current_rate)
return trade_data
# Elliot Wave Oscillator
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
# Chaikin Money Flow
def chaikin_money_flow(dataframe, n=20, fillna=False):
"""Chaikin Money Flow (CMF)
It measures the amount of Money Flow Volume over a specific period.
http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:chaikin_money_flow_cmf
Args:
dataframe(pandas.Dataframe): dataframe containing ohlcv
n(int): n period.
fillna(bool): if True, fill nan values.
Returns:
pandas.Series: New feature generated.
"""
df = dataframe.copy()
mfv = ((df['close'] - df['low']) - (df['high'] - df['close'])) / (df['high'] - df['low'])
mfv = mfv.fillna(0.0) # float division by zero
mfv *= df['volume']
cmf = (mfv.rolling(n, min_periods=0).sum()
/ df['volume'].rolling(n, min_periods=0).sum())
if fillna:
cmf = cmf.replace([np.inf, -np.inf], np.nan).fillna(0)
return Series(cmf, name='cmf')
def RMI(dataframe, *, length=20, mom=5):
"""
Source: https://github.com/freqtrade/technical/blob/master/technical/indicators/indicators.py#L912
"""
df = dataframe.copy()
df['maxup'] = (df['close'] - df['close'].shift(mom)).clip(lower=0)
df['maxdown'] = (df['close'].shift(mom) - df['close']).clip(lower=0)
df.fillna(0, inplace=True)
df["emaInc"] = ta.EMA(df, price='maxup', timeperiod=length)
df["emaDec"] = ta.EMA(df, price='maxdown', timeperiod=length)
df['RMI'] = np.where(df['emaDec'] == 0, 0, 100 - 100 / (1 + df["emaInc"] / df["emaDec"]))
return df["RMI"]
def SSLChannels_ATR(dataframe, length=7):
"""
SSL Channels with ATR: https://www.tradingview.com/script/SKHqWzql-SSL-ATR-channel/
Credit to @JimmyNixx for python
"""
df = dataframe.copy()
df['ATR'] = ta.ATR(df, timeperiod=14)
df['smaHigh'] = df['high'].rolling(length).mean() + df['ATR']
df['smaLow'] = df['low'].rolling(length).mean() - df['ATR']
df['hlv'] = np.where(df['close'] > df['smaHigh'], 1, np.where(df['close'] < df['smaLow'], -1, np.NAN))
df['hlv'] = df['hlv'].ffill()
df['sslDown'] = np.where(df['hlv'] < 0, df['smaHigh'], df['smaLow'])
df['sslUp'] = np.where(df['hlv'] < 0, df['smaLow'], df['smaHigh'])
return df['sslDown'], df['sslUp']
def SROC(dataframe, roclen=21, emalen=13, smooth=21):
df = dataframe.copy()
roc = ta.ROC(df, timeperiod=roclen)
ema = ta.EMA(df, timeperiod=emalen)
sroc = ta.ROC(ema, timeperiod=smooth)
return sroc