Add first free strategies

2018-01-21 01:11:59 -08:00
commit 1ee6c3debe
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+
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+import pandas as pd
+
+"""
+Indicators for Freqtrade
+author@: Gerald Lonlas
+github@: https://github.com/glonlas/freqtrade-strategies
+"""
+
+def pivots_points(dataframe: pd.DataFrame, timeperiod=30, levels=3) -> pd.DataFrame:
+    """
+    Pivots Points
+
+    Formula:
+    Pivot = (Previous High + Previous Low + Previous Close)/3
+
+    Resistance #1 = (2 x Pivot) - Previous Low
+    Support #1 = (2 x Pivot) - Previous High
+
+    Resistance #2 = (Pivot - Support #1) + Resistance #1
+    Support #2 = Pivot - (Resistance #1 - Support #1)
+
+    Resistance #3 = (Pivot - Support #2) + Resistance #2
+    Support #3 = Pivot - (Resistance #2 - Support #2)
+    ...
+
+    :param dataframe:
+    :param timeperiod: Period to compare (in ticker)
+    :param levels: Num of support/resistance desired
+    :return: dataframe
+    """
+
+    data = {}
+
+    low = qtpylib.rolling_mean(
+        series=pd.Series(
+            index=dataframe.index,
+            data=dataframe['low']
+        ),
+        window=timeperiod
+    )
+
+    high = qtpylib.rolling_mean(
+        series=pd.Series(
+            index=dataframe.index,
+            data=dataframe['high']
+        ),
+        window=timeperiod
+    )
+
+    # Pivot
+    data['pivot'] = qtpylib.rolling_mean(
+        series=qtpylib.typical_price(dataframe),
+        window=timeperiod
+    )
+
+    # Resistance #1
+    data['r1'] = (2 * data['pivot']) - low
+
+    # Resistance #2
+    data['s1'] = (2 * data['pivot']) - high
+
+    # Calculate Resistances and Supports >1
+    for i in range(2, levels+1):
+        prev_support = data['s' + str(i - 1)]
+        prev_resistance = data['r' + str(i - 1)]
+
+        # Resitance
+        data['r'+ str(i)] = (data['pivot'] - prev_support) + prev_resistance
+
+        # Support
+        data['s' + str(i)] = data['pivot'] - (prev_resistance - prev_support)
+
+    return pd.DataFrame(
+        index=dataframe.index,
+        data=data
+    )
+