Estrategia de trading que se especializa en posiciones cortas basadas en el cruce de 2 medias moviles exponenciales.
Timeframe
N/A
Direction
Long Only
Stoploss
-100.0%
Trailing Stop
No
ROI
0m: 100.0%
Interface Version
3
Startup Candles
N/A
Indicators
2
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
# --- Do not remove these imports ---
import numpy as np
import pandas as pd
from datetime import datetime, timedelta, timezone
from pandas import DataFrame
from typing import Optional, Union
from functools import reduce
from freqtrade.strategy import (
IStrategy,
Trade,
Order,
PairLocks,
informative, # @informative decorator
# Hyperopt Parameters
BooleanParameter,
CategoricalParameter,
DecimalParameter,
IntParameter,
RealParameter,
# timeframe helpers
timeframe_to_minutes,
timeframe_to_next_date,
timeframe_to_prev_date,
# Strategy helper functions
merge_informative_pair,
stoploss_from_absolute,
stoploss_from_open,
)
import talib.abstract as ta
from technical import qtpylib
class SimpleStrategy(IStrategy):
"""
Estrategia de trading que se especializa en posiciones cortas basadas en el cruce de 2 medias moviles exponenciales.
"""
INTERFACE_VERSION = 3
can_short: bool = True
minimal_roi = {
"0": 1
}
position_adjustment_enable = True
stoploss = -1
# Procesar solo nuevas velas
process_only_new_candles = True
use_exit_signal = True
exit_profit_only = False
ignore_roi_if_entry_signal = False
startup_candle_count: int = 30
order_types = {
"entry": "limit",
"exit": "limit",
"stoploss": "market",
"stoploss_on_exchange": False,
}
order_time_in_force = {"entry": "GTC", "exit": "GTC"}
plot_config = {
"main_plot": {},
"subplots": {
"RSI": {
"rsi": {"color": "red"},
},
},
}
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe['ema_long'] = ta.EMA(dataframe, timeperiod=200)
dataframe['ema_short'] = ta.EMA(dataframe, timeperiod=100)
dataframe['ema_filter'] = ta.EMA(dataframe, timeperiod=1000) # Esto se puede usar para sacar stop loss dinámico si el preico cierra por encima de esa ema
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
conditions = []
conditions.append(dataframe['ema_long']> dataframe['ema_short'])
if conditions:
dataframe.loc[
reduce(lambda x, y: x & y, conditions),
'enter_short'] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
conditions = []
conditions.append(dataframe['ema_long']< dataframe['ema_short'])
if conditions:
dataframe.loc[
reduce(lambda x, y: x & y, conditions),
'exit_short'] = 1
return dataframe
def adjust_trade_position(self, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, min_stake: float, max_stake: float,
**kwargs) -> Optional[float]:
# # Close position if profit is below stoploss threshold
# if current_profit <= self.stoploss_threshold.value:
# return trade.stake_amount * -1
# # Limit the number of DCA adjustments
# if trade.nr_of_successful_entries >= self.max_dca_adjustments.value:
# return None
# # DCA strategy based on current profit thresholds
# if current_profit <= self.dca_threshold_3.value:
# return trade.stake_amount * self.dca_multiplier_3.value
# elif current_profit <= self.dca_threshold_2.value:
# return trade.stake_amount * self.dca_multiplier_2.value
# elif current_profit <= self.dca_threshold_1.value:
# return trade.stake_amount * self.dca_multiplier_1.value
return None