Timeframe
5m
Direction
Long Only
Stoploss
-90.0%
Trailing Stop
No
ROI
0m: 1000000.0%
Interface Version
N/A
Startup Candles
N/A
Indicators
5
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
# RokoNeural strategy
# Stupid simple triple layer NN strategy
# IT SHOULD BE OPTIMIZED BEFORE FIRST RUN USING HYPEROPT
# For better results in terms of profit or/and win ratio
# I recommend not to optimize sell space at beginning.
# Optimize roi and trailing instead.
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
# flake8: noqa: F401
# isort: skip_file
# --- Do not remove these libs ---
import numpy as np # noqa
import pandas as pd # noqa
# --------------------------------
# Add your lib to import here
import talib.abstract as ta
from pandas import DataFrame
from freqtrade.strategy import (DecimalParameter,
IStrategy, IntParameter)
class RokoNeuralV3(IStrategy):
minimal_roi = {
"0": 10000
}
stoploss = -0.9
# Trailing stoploss
trailing_stop = False
trailing_only_offset_is_reached = False
trailing_stop_positive = 0.01
trailing_stop_positive_offset = 0.0 # Disabled / not configured
# Hyperoptable parameters
# Buy neural network weights
buy_w_0_0_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_0_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_0_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_0_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_0_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_0_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_0_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_0_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_1_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_1_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_1_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_1_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_1_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_1_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_1_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_1_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_2_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_2_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_2_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_2_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_2_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_2_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_2_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_2_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_3_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_3_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_3_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_3_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_3_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_3_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_3_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_3_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_4_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_4_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_4_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_4_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_4_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_4_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_4_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_0_4_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_0_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_0_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_0_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_0_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_0_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_1_0_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_1_0_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_1_0_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_1_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_1_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_1_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_1_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_1_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_1_1_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_1_1_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_1_1_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_2_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_2_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_2_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_2_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_2_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_1_2_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_1_2_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_1_2_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_3_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_3_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_3_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_3_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_3_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_1_3_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_1_3_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_1_3_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_4_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_4_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_4_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_4_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_1_4_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_1_4_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_1_4_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_1_4_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_0_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_0_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_0_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_0_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_0_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_2_0_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_2_0_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_2_0_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_1_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_1_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_1_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_1_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_1_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_2_1_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_2_1_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_2_1_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_2_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_2_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_2_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_2_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_2_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_2_2_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_2_2_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_2_2_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_3_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_3_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_3_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_3_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_3_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_2_3_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_2_3_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_2_3_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_4_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_4_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_4_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_4_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_w_2_4_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_2_4_5 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_2_4_6 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
#buy_w_2_4_7 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_exit_0 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_exit_1 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_exit_2 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_exit_3 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_exit_4 = DecimalParameter(low=-100, high=100, default=0, space='buy', optimize=True, load=True)
buy_activation = IntParameter(low=0, high=100000, default=0, space='buy', optimize=True, load=True)
# Sell neural network weights
sell_w_0_0_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_0_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_0_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_0_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_0_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_0_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_0_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_0_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_1_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_1_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_1_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_1_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_1_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_1_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_1_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_1_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_2_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_2_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_2_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_2_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_2_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_2_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_2_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_2_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_3_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_3_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_3_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_3_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_3_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_3_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_3_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_3_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_4_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_4_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_4_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_4_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_4_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_4_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_4_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_0_4_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_0_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_0_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_0_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_0_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_0_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_1_0_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_1_0_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_1_0_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_1_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_1_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_1_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_1_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_1_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_1_1_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_1_1_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_1_1_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_2_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_2_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_2_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_2_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_2_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_1_2_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_1_2_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_1_2_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_3_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_3_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_3_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_3_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_3_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_1_3_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_1_3_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_1_3_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_4_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_4_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_4_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_4_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_1_4_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_1_4_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_1_4_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_1_4_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_0_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_0_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_0_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_0_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_0_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_2_0_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_2_0_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_2_0_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_1_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_1_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_1_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_1_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_1_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_2_1_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_2_1_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_2_1_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_2_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_2_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_2_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_2_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_2_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_2_2_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_2_2_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_2_2_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_3_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_3_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_3_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_3_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_3_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_2_3_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_2_3_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_2_3_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_4_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_4_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_4_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_4_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_w_2_4_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_2_4_5 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_2_4_6 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
#sell_w_2_4_7 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_exit_0 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_exit_1 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_exit_2 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_exit_3 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_exit_4 = DecimalParameter(low=-100, high=100, default=0, space='sell', optimize=True, load=True)
sell_activation = IntParameter(low=0, high=100000, default=0, space='sell', optimize=True, load=True)
timeframe = '5m'
# Run "populate_indicators()" only for new candle.
process_only_new_candles = False
# 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 = False
# Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 30
# Optional order type mapping.
order_types = {
'buy': 'limit',
'sell': 'limit',
'stoploss': 'market',
'stoploss_on_exchange': False
}
# Optional order time in force.
order_time_in_force = {
'buy': 'gtc',
'sell': 'gtc'
}
def informative_pairs(self):
return []
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# Momentum Indicators
# ------------------------------------
# # Commodity Channel Index: values [Oversold:-100, Overbought:100]
dataframe['cci'] = ta.CCI(dataframe)
# RSI
dataframe['rsi'] = ta.RSI(dataframe)
dataframe['rsi_norm'] = (dataframe['rsi'] - 50) * 2
# MFI
dataframe['mfi'] = ta.MFI(dataframe)
dataframe['mfi_norm'] = (dataframe['mfi'] - 50) * 2
# Williams %R
dataframe['willr'] = ta.WILLR(dataframe)
dataframe['willr_norm'] = (dataframe['willr'] + 50) * 2
# ROC
dataframe['roc'] = ta.ROC(dataframe)
dataframe['uo'] = ta.ULTOSC(dataframe)
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
nn_input_0 = [dataframe['cci'], dataframe['rsi_norm'], dataframe['mfi_norm'], dataframe['willr_norm'],
dataframe['roc'], dataframe['uo'], 1]
buy_weight_0_0 = [self.buy_w_0_0_0.value, self.buy_w_0_0_1.value, self.buy_w_0_0_2.value,
self.buy_w_0_0_3.value, self.buy_w_0_0_4.value, self.buy_w_0_0_5.value,
self.buy_w_0_0_6.value, self.buy_w_0_0_7.value, ]
buy_weight_0_1 = [self.buy_w_0_1_0.value, self.buy_w_0_1_1.value, self.buy_w_0_1_2.value,
self.buy_w_0_1_3.value, self.buy_w_0_1_4.value, self.buy_w_0_1_5.value,
self.buy_w_0_1_6.value, self.buy_w_0_1_7.value, ]
buy_weight_0_2 = [self.buy_w_0_2_0.value, self.buy_w_0_2_1.value, self.buy_w_0_2_2.value,
self.buy_w_0_2_3.value, self.buy_w_0_2_4.value, self.buy_w_0_2_5.value,
self.buy_w_0_2_6.value, self.buy_w_0_2_7.value, ]
buy_weight_0_3 = [self.buy_w_0_3_0.value, self.buy_w_0_3_1.value, self.buy_w_0_3_2.value,
self.buy_w_0_3_3.value, self.buy_w_0_3_4.value, self.buy_w_0_3_5.value,
self.buy_w_0_3_6.value, self.buy_w_0_3_7.value, ]
buy_weight_0_4 = [self.buy_w_0_4_0.value, self.buy_w_0_4_1.value, self.buy_w_0_4_2.value,
self.buy_w_0_4_3.value, self.buy_w_0_4_4.value, self.buy_w_0_4_5.value,
self.buy_w_0_4_6.value, self.buy_w_0_4_7.value, ]
buy_weight_1_0 = [self.buy_w_1_0_0.value, self.buy_w_1_0_1.value, self.buy_w_1_0_2.value,
self.buy_w_1_0_3.value, self.buy_w_1_0_4.value]
buy_weight_1_1 = [self.buy_w_1_1_0.value, self.buy_w_1_1_1.value, self.buy_w_1_1_2.value,
self.buy_w_1_1_3.value, self.buy_w_1_1_4.value]
buy_weight_1_2 = [self.buy_w_1_2_0.value, self.buy_w_1_2_1.value, self.buy_w_1_2_2.value,
self.buy_w_1_2_3.value, self.buy_w_1_2_4.value]
buy_weight_1_3 = [self.buy_w_1_3_0.value, self.buy_w_1_3_1.value, self.buy_w_1_3_2.value,
self.buy_w_1_3_3.value, self.buy_w_1_3_4.value]
buy_weight_1_4 = [self.buy_w_1_4_0.value, self.buy_w_1_4_1.value, self.buy_w_1_4_2.value,
self.buy_w_1_4_3.value, self.buy_w_1_4_4.value]
buy_weight_2_0 = [self.buy_w_2_0_0.value, self.buy_w_2_0_1.value, self.buy_w_2_0_2.value,
self.buy_w_2_0_3.value, self.buy_w_2_0_4.value]
buy_weight_2_1 = [self.buy_w_2_1_0.value, self.buy_w_2_1_1.value, self.buy_w_2_1_2.value,
self.buy_w_2_1_3.value, self.buy_w_2_1_4.value]
buy_weight_2_2 = [self.buy_w_2_2_0.value, self.buy_w_2_2_1.value, self.buy_w_2_2_2.value,
self.buy_w_2_2_3.value, self.buy_w_2_2_4.value]
buy_weight_2_3 = [self.buy_w_2_3_0.value, self.buy_w_2_3_1.value, self.buy_w_2_3_2.value,
self.buy_w_2_3_3.value, self.buy_w_2_3_4.value]
buy_weight_2_4 = [self.buy_w_2_4_0.value, self.buy_w_2_4_1.value, self.buy_w_2_4_2.value,
self.buy_w_2_4_3.value, self.buy_w_2_4_4.value]
#buy_weight_1_0 = [self.buy_w_1_0_0.value, self.buy_w_1_0_1.value, self.buy_w_1_0_2.value,
#self.buy_w_1_0_3.value, self.buy_w_1_0_4.value, self.buy_w_1_0_5.value,
#self.buy_w_1_0_6.value, self.buy_w_1_0_7.value, ]
#buy_weight_1_1 = [self.buy_w_1_1_0.value, self.buy_w_1_1_1.value, self.buy_w_1_1_2.value,
#self.buy_w_1_1_3.value, self.buy_w_1_1_4.value, self.buy_w_1_1_5.value,
#self.buy_w_1_1_6.value, self.buy_w_1_1_7.value, ]
#buy_weight_1_2 = [self.buy_w_1_2_0.value, self.buy_w_1_2_1.value, self.buy_w_1_2_2.value,
#self.buy_w_1_2_3.value, self.buy_w_1_2_4.value, self.buy_w_1_2_5.value,
#self.buy_w_1_2_6.value, self.buy_w_1_2_7.value, ]
#buy_weight_1_3 = [self.buy_w_1_3_0.value, self.buy_w_1_3_1.value, self.buy_w_1_3_2.value,
#self.buy_w_1_3_3.value, self.buy_w_1_3_4.value, self.buy_w_1_3_5.value,
#self.buy_w_1_3_6.value, self.buy_w_1_3_7.value, ]
#buy_weight_1_4 = [self.buy_w_1_4_0.value, self.buy_w_1_4_1.value, self.buy_w_1_4_2.value,
#self.buy_w_1_4_3.value, self.buy_w_1_4_4.value, self.buy_w_1_4_5.value,
#self.buy_w_1_4_6.value, self.buy_w_1_4_7.value, ]
#buy_weight_2_0 = [self.buy_w_2_0_0.value, self.buy_w_2_0_1.value, self.buy_w_2_0_2.value,
#self.buy_w_2_0_3.value, self.buy_w_2_0_4.value, self.buy_w_2_0_5.value,
#self.buy_w_2_0_6.value, self.buy_w_2_0_7.value, ]
#buy_weight_2_1 = [self.buy_w_2_1_0.value, self.buy_w_2_1_1.value, self.buy_w_2_1_2.value,
#self.buy_w_2_1_3.value, self.buy_w_2_1_4.value, self.buy_w_2_1_5.value,
#self.buy_w_2_1_6.value, self.buy_w_2_1_7.value, ]
#buy_weight_2_2 = [self.buy_w_2_2_0.value, self.buy_w_2_2_1.value, self.buy_w_2_2_2.value,
#self.buy_w_2_2_3.value, self.buy_w_2_2_4.value, self.buy_w_2_2_5.value,
#self.buy_w_2_2_6.value, self.buy_w_2_2_7.value, ]
#buy_weight_2_3 = [self.buy_w_2_3_0.value, self.buy_w_2_3_1.value, self.buy_w_2_3_2.value,
#self.buy_w_2_3_3.value, self.buy_w_2_3_4.value, self.buy_w_2_3_5.value,
#self.buy_w_2_3_6.value, self.buy_w_2_3_7.value, ]
#buy_weight_2_4 = [self.buy_w_2_4_0.value, self.buy_w_2_4_1.value, self.buy_w_2_4_2.value,
#self.buy_w_2_4_3.value, self.buy_w_2_4_4.value, self.buy_w_2_4_5.value,
#self.buy_w_2_4_6.value, self.buy_w_2_4_7.value, ]
buy_neuron_0_0 = 0
buy_neuron_0_1 = 0
buy_neuron_0_2 = 0
buy_neuron_0_3 = 0
buy_neuron_0_4 = 0
buy_neuron_1_0 = 0
buy_neuron_1_1 = 0
buy_neuron_1_2 = 0
buy_neuron_1_3 = 0
buy_neuron_1_4 = 0
buy_neuron_2_0 = 0
buy_neuron_2_1 = 0
buy_neuron_2_2 = 0
buy_neuron_2_3 = 0
buy_neuron_2_4 = 0
for i in range(len(nn_input_0)):
buy_neuron_0_0 += nn_input_0[i] * buy_weight_0_0[i]
buy_neuron_0_1 += nn_input_0[i] * buy_weight_0_1[i]
buy_neuron_0_2 += nn_input_0[i] * buy_weight_0_2[i]
buy_neuron_0_3 += nn_input_0[i] * buy_weight_0_3[i]
buy_neuron_0_4 += nn_input_0[i] * buy_weight_0_4[i]
nn_input_1 = [buy_neuron_0_0, buy_neuron_0_1, buy_neuron_0_2, buy_neuron_0_3, buy_neuron_0_4]
for i in range(len(nn_input_1)):
buy_neuron_1_0 += nn_input_1[i] * buy_weight_1_0[i]
buy_neuron_1_1 += nn_input_1[i] * buy_weight_1_1[i]
buy_neuron_1_2 += nn_input_1[i] * buy_weight_1_2[i]
buy_neuron_1_3 += nn_input_1[i] * buy_weight_1_3[i]
buy_neuron_1_4 += nn_input_1[i] * buy_weight_1_4[i]
nn_input_2 = [buy_neuron_1_0, buy_neuron_1_1, buy_neuron_1_2, buy_neuron_1_3, buy_neuron_1_4]
for i in range(len(nn_input_2)):
buy_neuron_2_0 += nn_input_2[i] * buy_weight_2_0[i]
buy_neuron_2_1 += nn_input_2[i] * buy_weight_2_1[i]
buy_neuron_2_2 += nn_input_2[i] * buy_weight_2_2[i]
buy_neuron_2_3 += nn_input_2[i] * buy_weight_2_3[i]
buy_neuron_2_4 += nn_input_2[i] * buy_weight_2_4[i]
nn_input_3 = [buy_neuron_2_0, buy_neuron_2_1, buy_neuron_2_2, buy_neuron_2_3, buy_neuron_2_4, ]
buy_exit_neuron = self.buy_exit_0.value * buy_neuron_2_0 + self.buy_exit_1.value * buy_neuron_2_1 + self.buy_exit_2.value * buy_neuron_2_2 + self.buy_exit_3.value * buy_neuron_2_3 + self.buy_exit_4.value * buy_neuron_2_4
dataframe.loc[
(
(buy_exit_neuron > self.buy_activation.value) &
(dataframe['volume'] > 0) # Make sure Volume is not 0
),
'buy'] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
nn_input_0 = [dataframe['cci'], dataframe['rsi_norm'], dataframe['mfi_norm'], dataframe['willr_norm'],
dataframe['roc'], dataframe['uo'], 1]
sell_weight_0_0 = [self.sell_w_0_0_0.value, self.sell_w_0_0_1.value, self.sell_w_0_0_2.value,
self.sell_w_0_0_3.value, self.sell_w_0_0_4.value, self.sell_w_0_0_5.value,
self.sell_w_0_0_6.value, self.sell_w_0_0_7.value, ]
sell_weight_0_1 = [self.sell_w_0_1_0.value, self.sell_w_0_1_1.value, self.sell_w_0_1_2.value,
self.sell_w_0_1_3.value, self.sell_w_0_1_4.value, self.sell_w_0_1_5.value,
self.sell_w_0_1_6.value, self.sell_w_0_1_7.value, ]
sell_weight_0_2 = [self.sell_w_0_2_0.value, self.sell_w_0_2_1.value, self.sell_w_0_2_2.value,
self.sell_w_0_2_3.value, self.sell_w_0_2_4.value, self.sell_w_0_2_5.value,
self.sell_w_0_2_6.value, self.sell_w_0_2_7.value, ]
sell_weight_0_3 = [self.sell_w_0_3_0.value, self.sell_w_0_3_1.value, self.sell_w_0_3_2.value,
self.sell_w_0_3_3.value, self.sell_w_0_3_4.value, self.sell_w_0_3_5.value,
self.sell_w_0_3_6.value, self.sell_w_0_3_7.value, ]
sell_weight_0_4 = [self.sell_w_0_4_0.value, self.sell_w_0_4_1.value, self.sell_w_0_4_2.value,
self.sell_w_0_4_3.value, self.sell_w_0_4_4.value, self.sell_w_0_4_5.value,
self.sell_w_0_4_6.value, self.sell_w_0_4_7.value, ]
sell_weight_1_0 = [self.sell_w_1_0_0.value, self.sell_w_1_0_1.value, self.sell_w_1_0_2.value,
self.sell_w_1_0_3.value, self.sell_w_1_0_4.value]
sell_weight_1_1 = [self.sell_w_1_1_0.value, self.sell_w_1_1_1.value, self.sell_w_1_1_2.value,
self.sell_w_1_1_3.value, self.sell_w_1_1_4.value]
sell_weight_1_2 = [self.sell_w_1_2_0.value, self.sell_w_1_2_1.value, self.sell_w_1_2_2.value,
self.sell_w_1_2_3.value, self.sell_w_1_2_4.value]
sell_weight_1_3 = [self.sell_w_1_3_0.value, self.sell_w_1_3_1.value, self.sell_w_1_3_2.value,
self.sell_w_1_3_3.value, self.sell_w_1_3_4.value]
sell_weight_1_4 = [self.sell_w_1_4_0.value, self.sell_w_1_4_1.value, self.sell_w_1_4_2.value,
self.sell_w_1_4_3.value, self.sell_w_1_4_4.value]
sell_weight_2_0 = [self.sell_w_2_0_0.value, self.sell_w_2_0_1.value, self.sell_w_2_0_2.value,
self.sell_w_2_0_3.value, self.sell_w_2_0_4.value]
sell_weight_2_1 = [self.sell_w_2_1_0.value, self.sell_w_2_1_1.value, self.sell_w_2_1_2.value,
self.sell_w_2_1_3.value, self.sell_w_2_1_4.value]
sell_weight_2_2 = [self.sell_w_2_2_0.value, self.sell_w_2_2_1.value, self.sell_w_2_2_2.value,
self.sell_w_2_2_3.value, self.sell_w_2_2_4.value]
sell_weight_2_3 = [self.sell_w_2_3_0.value, self.sell_w_2_3_1.value, self.sell_w_2_3_2.value,
self.sell_w_2_3_3.value, self.sell_w_2_3_4.value]
sell_weight_2_4 = [self.sell_w_2_4_0.value, self.sell_w_2_4_1.value, self.sell_w_2_4_2.value,
self.sell_w_2_4_3.value, self.sell_w_2_4_4.value]
#sell_weight_1_0 = [self.sell_w_1_0_0.value, self.sell_w_1_0_1.value, self.sell_w_1_0_2.value,
#self.sell_w_1_0_3.value, self.sell_w_1_0_4.value, self.sell_w_1_0_5.value,
#self.sell_w_1_0_6.value, self.sell_w_1_0_7.value, ]
#sell_weight_1_1 = [self.sell_w_1_1_0.value, self.sell_w_1_1_1.value, self.sell_w_1_1_2.value,
#self.sell_w_1_1_3.value, self.sell_w_1_1_4.value, self.sell_w_1_1_5.value,
#self.sell_w_1_1_6.value, self.sell_w_1_1_7.value, ]
#sell_weight_1_2 = [self.sell_w_1_2_0.value, self.sell_w_1_2_1.value, self.sell_w_1_2_2.value,
#self.sell_w_1_2_3.value, self.sell_w_1_2_4.value, self.sell_w_1_2_5.value,
#self.sell_w_1_2_6.value, self.sell_w_1_2_7.value, ]
#sell_weight_1_3 = [self.sell_w_1_3_0.value, self.sell_w_1_3_1.value, self.sell_w_1_3_2.value,
#self.sell_w_1_3_3.value, self.sell_w_1_3_4.value, self.sell_w_1_3_5.value,
#self.sell_w_1_3_6.value, self.sell_w_1_3_7.value, ]
#sell_weight_1_4 = [self.sell_w_1_4_0.value, self.sell_w_1_4_1.value, self.sell_w_1_4_2.value,
#self.sell_w_1_4_3.value, self.sell_w_1_4_4.value, self.sell_w_1_4_5.value,
#self.sell_w_1_4_6.value, self.sell_w_1_4_7.value, ]
#sell_weight_2_0 = [self.sell_w_2_0_0.value, self.sell_w_2_0_1.value, self.sell_w_2_0_2.value,
#self.sell_w_2_0_3.value, self.sell_w_2_0_4.value, self.sell_w_2_0_5.value,
#self.sell_w_2_0_6.value, self.sell_w_2_0_7.value, ]
#sell_weight_2_1 = [self.sell_w_2_1_0.value, self.sell_w_2_1_1.value, self.sell_w_2_1_2.value,
#self.sell_w_2_1_3.value, self.sell_w_2_1_4.value, self.sell_w_2_1_5.value,
#self.sell_w_2_1_6.value, self.sell_w_2_1_7.value, ]
#sell_weight_2_2 = [self.sell_w_2_2_0.value, self.sell_w_2_2_1.value, self.sell_w_2_2_2.value,
#self.sell_w_2_2_3.value, self.sell_w_2_2_4.value, self.sell_w_2_2_5.value,
#self.sell_w_2_2_6.value, self.sell_w_2_2_7.value, ]
#sell_weight_2_3 = [self.sell_w_2_3_0.value, self.sell_w_2_3_1.value, self.sell_w_2_3_2.value,
#self.sell_w_2_3_3.value, self.sell_w_2_3_4.value, self.sell_w_2_3_5.value,
#self.sell_w_2_3_6.value, self.sell_w_2_3_7.value, ]
#sell_weight_2_4 = [self.sell_w_2_4_0.value, self.sell_w_2_4_1.value, self.sell_w_2_4_2.value,
#self.sell_w_2_4_3.value, self.sell_w_2_4_4.value, self.sell_w_2_4_5.value,
#self.sell_w_2_4_6.value, self.sell_w_2_4_7.value, ]
sell_neuron_0_0 = 0
sell_neuron_0_1 = 0
sell_neuron_0_2 = 0
sell_neuron_0_3 = 0
sell_neuron_0_4 = 0
sell_neuron_1_0 = 0
sell_neuron_1_1 = 0
sell_neuron_1_2 = 0
sell_neuron_1_3 = 0
sell_neuron_1_4 = 0
sell_neuron_2_0 = 0
sell_neuron_2_1 = 0
sell_neuron_2_2 = 0
sell_neuron_2_3 = 0
sell_neuron_2_4 = 0
for i in range(len(nn_input_0)):
sell_neuron_0_0 += nn_input_0[i] * sell_weight_0_0[i]
sell_neuron_0_1 += nn_input_0[i] * sell_weight_0_1[i]
sell_neuron_0_2 += nn_input_0[i] * sell_weight_0_2[i]
sell_neuron_0_3 += nn_input_0[i] * sell_weight_0_3[i]
sell_neuron_0_4 += nn_input_0[i] * sell_weight_0_4[i]
nn_input_1 = [sell_neuron_0_0, sell_neuron_0_1, sell_neuron_0_2, sell_neuron_0_3, sell_neuron_0_4]
for i in range(len(nn_input_1)):
sell_neuron_1_0 += nn_input_1[i] * sell_weight_1_0[i]
sell_neuron_1_1 += nn_input_1[i] * sell_weight_1_1[i]
sell_neuron_1_2 += nn_input_1[i] * sell_weight_1_2[i]
sell_neuron_1_3 += nn_input_1[i] * sell_weight_1_3[i]
sell_neuron_1_4 += nn_input_1[i] * sell_weight_1_4[i]
nn_input_2 = [sell_neuron_1_0, sell_neuron_1_1, sell_neuron_1_2, sell_neuron_1_3, sell_neuron_1_4]
for i in range(len(nn_input_2)):
sell_neuron_2_0 += nn_input_2[i] * sell_weight_2_0[i]
sell_neuron_2_1 += nn_input_2[i] * sell_weight_2_1[i]
sell_neuron_2_2 += nn_input_2[i] * sell_weight_2_2[i]
sell_neuron_2_3 += nn_input_2[i] * sell_weight_2_3[i]
sell_neuron_2_4 += nn_input_2[i] * sell_weight_2_4[i]
sell_exit_neuron = self.sell_exit_0.value * sell_neuron_2_0 + self.sell_exit_1.value * sell_neuron_2_1 + self.sell_exit_2.value * sell_neuron_2_2 + self.sell_exit_3.value * sell_neuron_2_3 + self.sell_exit_4.value * sell_neuron_2_4
dataframe.loc[
(
(sell_exit_neuron < self.sell_activation.value) &
(dataframe['volume'] > 0) # Make sure Volume is not 0
),
'sell'] = 1
return dataframe