diff --git a/user_data/strategies/mabStra.py b/user_data/strategies/mabStra.py new file mode 100644 index 0000000..0512d14 --- /dev/null +++ b/user_data/strategies/mabStra.py @@ -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