MACDStrategy_crossed

2019-07-11 02:37:56 +03:00
parent 6d2625f1bc
commit 10b0254502
1 changed files with 77 additions and 0 deletions
@@ -0,0 +1,77 @@
+
+# --- Do not remove these libs ---
+from freqtrade.strategy.interface import IStrategy
+from typing import Dict, List
+from functools import reduce
+from pandas import DataFrame
+# --------------------------------
+
+import talib.abstract as ta
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+
+
+class MACDStrategy_crossed(IStrategy):
+    """
+        buy:
+            MACD crosses MACD signal above
+            and CCI < -50
+        sell:
+            MACD crosses MACD signal below
+            and CCI > 100
+    """
+
+    # Minimal ROI designed for the strategy.
+    # This attribute will be overridden if the config file contains "minimal_roi"
+    minimal_roi = {
+        "60":  0.01,
+        "30":  0.03,
+        "20":  0.04,
+        "0":  0.05
+    }
+
+    # Optimal stoploss designed for the strategy
+    # This attribute will be overridden if the config file contains "stoploss"
+    stoploss = -0.3
+
+    # Optimal ticker interval for the strategy
+    ticker_interval = '5m'
+
+    def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
+
+        macd = ta.MACD(dataframe)
+        dataframe['macd'] = macd['macd']
+        dataframe['macdsignal'] = macd['macdsignal']
+        dataframe['macdhist'] = macd['macdhist']
+        dataframe['cci'] = ta.CCI(dataframe)
+
+        return dataframe
+
+    def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Based on TA indicators, populates the buy signal for the given dataframe
+        :param dataframe: DataFrame
+        :return: DataFrame with buy column
+        """
+        dataframe.loc[
+            (
+                qtpylib.crossed_above(dataframe['macd'], dataframe['macdsignal']) &
+                (dataframe['cci'] <= -50.0)
+            ),
+            'buy'] = 1
+
+        return dataframe
+
+    def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Based on TA indicators, populates the sell signal for the given dataframe
+        :param dataframe: DataFrame
+        :return: DataFrame with buy column
+        """
+        dataframe.loc[
+            (
+                qtpylib.crossed_below(dataframe['macd'], dataframe['macdsignal']) &
+                (dataframe['cci'] >= 100.0)
+            ),
+            'sell'] = 1
+
+        return dataframe