mabStra Strategy
This strategy try to find best buy/sell position by deviding Simple Moving Averages *You can use other indicators and check the result*
This commit is contained in:
@@ -0,0 +1,78 @@
|
||||
# author: Masoud Azizi @mablue
|
||||
|
||||
# --- Do not remove these libs ---
|
||||
from freqtrade.strategy.interface import IStrategy
|
||||
from pandas import DataFrame
|
||||
# --------------------------------
|
||||
|
||||
# Add your lib to import here
|
||||
import talib.abstract as ta
|
||||
import freqtrade.vendor.qtpylib.indicators as qtpylib
|
||||
|
||||
FTF, STF = 5, 10
|
||||
|
||||
|
||||
class mabStra(IStrategy):
|
||||
|
||||
# 100/100: 727 trades. 486/191/50 Wins/Draws/Losses. Avg profit 3.53 % . Median profit 5.97 % . Total profit 1502.52014358 USDT (2566.80Σ %). Avg duration 1396.1 min. Objective: -15.62092
|
||||
|
||||
# Buy hyperspace params:
|
||||
buy_params = {
|
||||
'buy-div-max': 0.96451, 'buy-div-min': 0.22313
|
||||
}
|
||||
|
||||
# Sell hyperspace params:
|
||||
sell_params = {
|
||||
'sell-div-max': 0.75476, 'sell-div-min': 0.16599
|
||||
}
|
||||
|
||||
# ROI table:
|
||||
minimal_roi = {
|
||||
"0": 0.45574,
|
||||
"307": 0.21971,
|
||||
"428": 0.06762,
|
||||
"1387": 0
|
||||
}
|
||||
|
||||
# Stoploss:
|
||||
stoploss = -0.34773
|
||||
|
||||
# Trailing stop:
|
||||
trailing_stop = True
|
||||
trailing_stop_positive = 0.01573
|
||||
trailing_stop_positive_offset = 0.06651
|
||||
trailing_only_offset_is_reached = True
|
||||
# Optimal timeframe use it in your config
|
||||
timeframe = '1h'
|
||||
|
||||
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
# SMA - ex Moving Average
|
||||
dataframe['buy-fastMA'] = ta.SMA(dataframe, timeperiod=FTF)
|
||||
dataframe['buy-slowMA'] = ta.SMA(dataframe, timeperiod=STF)
|
||||
dataframe['sell-fastMA'] = ta.SMA(dataframe, timeperiod=FTF)
|
||||
dataframe['sell-slowMA'] = ta.SMA(dataframe, timeperiod=STF)
|
||||
return dataframe
|
||||
|
||||
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
|
||||
dataframe.loc[
|
||||
(
|
||||
(dataframe['buy-fastMA'].div(dataframe['buy-slowMA'])
|
||||
> self.buy_params['buy-div-min']) &
|
||||
(dataframe['buy-fastMA'].div(dataframe['buy-slowMA'])
|
||||
< self.buy_params['buy-div-max'])
|
||||
),
|
||||
'buy'] = 1
|
||||
|
||||
return dataframe
|
||||
|
||||
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
dataframe.loc[
|
||||
(
|
||||
(dataframe['sell-slowMA'].div(dataframe['sell-fastMA'])
|
||||
> self.sell_params['sell-div-min']) &
|
||||
(dataframe['sell-slowMA'].div(dataframe['sell-fastMA'])
|
||||
< self.sell_params['sell-div-max'])
|
||||
),
|
||||
'sell'] = 1
|
||||
return dataframe
|
||||
Reference in New Issue
Block a user