Add first free strategies

.github/ISSUE_TEMPLATE.md

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+*For requestion a new strategy. Please use the template below.*  
+*Any strategy request that does not follow the template will be closed.*
+
+## Step 1: What indicators are required?
+*Please list all the indicators required for the buy and sell strategy.*
+
+## Step 2: Explain the Buy Strategy
+*Please explain in details the indicators you need to run the buy strategy, then
+explain in detail what is the trigger to buy.*
+
+## Step 1: Explain the Sell Strategy
+*Please explain in details the indicators you need to run the sell strategy, then
+explain in detail what is the trigger to sell.*
+
+## Source
+What come from this strategy? Cite your source:
+* http://

.gitignore

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+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+env/
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+.eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+wheels/
+*.egg-info/
+.installed.cfg
+*.egg
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
+*.manifest
+*.spec
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.coverage
+.coverage.*
+.cache
+nosetests.xml
+coverage.xml
+*.cover
+.hypothesis/
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+local_settings.py
+
+# Flask stuff:
+instance/
+.webassets-cache
+
+# Scrapy stuff:
+.scrapy
+
+# Sphinx documentation
+docs/_build/
+
+# PyBuilder
+target/
+
+# Jupyter Notebook
+.ipynb_checkpoints
+
+# pyenv
+.python-version
+
+.env
+.venv
+.idea
+.vscode

README.md

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+# Freqtrade strategies
+
+This Git repo contains free buy/sell strategies for [Freqtrade](https://github.com/gcarq/freqtrade) >= `0.16.0`.
+
+
+## Disclaimer
+These strategies are for educational purposes only. Do not risk money 
+which you are afraid to lose. USE THE SOFTWARE AT YOUR OWN RISK. THE 
+AUTHORS AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR TRADING 
+RESULTS. 
+
+Always start by testing strategies with a backtesting then run the 
+trading bot in Dry-run. Do not engage money before you understand how 
+it works and what profit/loss you should expect.
+
+I strongly recommend you to have coding and Python knowledge. Do not 
+hesitate to read the source code and understand the mechanism of this 
+bot.
+
+## Table of Content
+- [Free trading strategies](#free-trading-strategies)
+- [Contributes](#Contributes)
+- [FAQ](#faq)
+    - [What is Freqtrade?](#what-is-freqtrade)
+    - [What includes these strategies?](#what-includes-these-strategies)
+    - [How were tested the strategies?](#how-were-tested-the-strategies)
+    - [How to install a strategy?](#how-to-install-a-strategy)
+    - [How to test a strategy?](#how-to-test-a-strategy)
+    - [Which coins were tested?](#which-coins-were-tested)
+    - [Can I have your configuration file?](#can-i-have-your-configuration-file)
+    - [Can I have your dataset?](#can-i-have-your-dataset)
+    - [How did you build dataset?](#how-did-you-build-dataset)
+    - [How to create/optimize a strategy?](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md)
+- [Offer me a coffee](#offer-me-a-coffee)
+
+## Free trading strategies
+Value below are result from backtesting from 2017-12-19 to 2017-01-20 and  
+`experimental.sell_profit_only` enabled. More detail on each strategy 
+page.
+
+|  Strategy | Buy count | AVG profit % | Total profit | AVG duration |
+|-----------|-----------|--------------|--------------|--------------|
+| [Strategy 001](https://github.com/glonlas/freqtrade-strategies/issues/1) | 287 | 2.39 | 0.02763202 |  1306.3 |
+| [Strategy 002](https://github.com/glonlas/freqtrade-strategies/issues/2) | 158 | 2.67 | 0.01686667 |  387.9 |
+| [Strategy 003](https://github.com/glonlas/freqtrade-strategies/issues/3) | 147 | 2.21 | 0.01277113 |  694.9 | 
+| [Strategy 004](https://github.com/glonlas/freqtrade-strategies/issues/4) | 232 | 2.11 | 0.01977185 |  455.3 | 
+
+
+Strategies from this repo are free to use and feel free to update them. 
+Most of them  were designed from Hyperopt calculations.
+
+## Contributes
+Feel free to send your comments, optimizations and requests via an 
+[Issue ticket](https://github.com/glonlas/freqtrade-strategies/issues/new).  
+
+### Strategy requests
+Are you looking to implement a new strategy, or one found on atrading 
+Forum/Chan?  
+You can request it via 
+[Issue ticket](https://github.com/glonlas/freqtrade-strategies/issues/new). 
+Please follow the template questions. Request that does not follow the 
+template will be removed. I cannot promise to implement all of them, 
+but will do my best to help.
+
+## FAQ
+
+### What is Freqtrade?
+[Freqtrade](https://github.com/gcarq/freqtrade) is a Simple High 
+frequency trading bot for crypto currencies designed to support multi 
+exchanges and be controlled via Telegram built by [gcarq@](https://github.com/gcarq).
+
+This bot is similar other trading bot like 
+[Gekko](https://github.com/askmike/gekko), and 
+[Zenbot](https://github.com/DeviaVir/zenbot)
+
+### What includes these strategies?
+Each Strategies includes:  
+- [x] **Minimal ROI**: Minimal ROI optimized for the strategy.
+- [x] **Stoploss**: Optimimal stoploss calculated based on hyperopt result.
+- [x] **Buy Strategy**: Result from Hyperopt or based on exisiting trading strategies.
+- [x] **Sell Strategy**
+- [x] **Indicators**: Includes the indicators required to run the strategy.
+- [x] **Hyperopt configuration:** To tune the strategy parameters.
+- [x] **Backtesting results** 
+
+### How were tested the strategies?
+All strategies are tested with the dataset from this repo. The data set 
+is located into [user_data/data](https://github.com/glonlas/freqtrade-strategies/tree/master/user_data/data) folder.  
+For each strategies, I run backtests for 2 Period and 2 parameters:
+ `experimental.sell_profit_only` enabled and  
+`experimental.sell_profit_only` disabled
+
+#### Period 1: From 2017-11-19 to 2017-12-20  
+1. `experimental.sell_profit_only` at `true` (Config file [user_data/config-profit-on.json](https://github.com/glonlas/freqtrade-strategies/blob/master/user_data/config-profit-on.json)).
+2. `experimental.sell_profit_only` at `false` (Config file [user_data/config-profit-off.json](https://github.com/glonlas/freqtrade-strategies/blob/master/user_data/config-profit-off.json)). 
+
+#### Period 2: From 2017-12-19 to 2017-01-20
+1. `experimental.sell_profit_only` at `true` (Config file [user_data/config-profit-on.json](https://github.com/glonlas/freqtrade-strategies/blob/master/user_data/config-profit-on.json)).
+2. `experimental.sell_profit_only` at `false` (Config file [user_data/config-profit-off.json](https://github.com/glonlas/freqtrade-strategies/blob/master/user_data/config-profit-off.json)). 
+
+### How to install a strategy?
+First you need a [working Freqtrade](https://github.com/gcarq/freqtrade/blob/feature/custom_strategy/docs/index.md) 
+in version >= 0.16.0. 
+
+**Note:** This version is not merged yet but you can find into the branch `feature/custom_strategy`.
+```bash
+git clone https://github.com/gcarq/freqtrade.git
+git checkout feature/custom_strategy
+```
+
+Once you have the bot on the right version, follow this steps:
+1. Select the strategy you want. All strategies of the repo are into 
+(user_data/strategies](https://github.com/glonlas/freqtrade-strategies/tree/feature/custom_strategy/user_data/strategies)
+2. Copy the strategy file
+3. Paste it into your `user_data/strategies` folder
+4. Run the bot with the parameter `-s <STRATEGY_FILE_NAME_WITHOUT_.py>` (ex: `python3 ./freqtrade/main.py -s strategy001`)
+
+### How to test a strategy?
+Let assume you have selected the strategy `strategy-001.py`:
+
+**Simple backtesting**
+```bash
+python3 ./freqtrade/main.py -s stragegy-001 backtesting --realistic-simulation
+```
+
+**Refresh your test data**
+```bash
+python3 ./freqtrade/main.py -s stragegy-001 backtesting --realistic-simulation -r
+```
+
+**Test with live data**
+```bash
+python3 ./freqtrade/main.py -s stragegy-001 backtesting --realistic-simulation -l
+```
+
+### Which coins were tested?
+You will find the list of coin tested into the configuration files 
+(`user_data/config-profit-on.json` and 
+`user_data/config-profit-off.json`)
+
+|  Pair | Tested |
+|-------|--------|
+| BTC_ADA | Yes
+| BTC_NEO | Yes | 
+| BTC_NXT | Yes | 
+| BTC_MCO | Yes | 
+| BTC_ETH | Yes | 
+| BTC_BCC | Yes | 
+| BTC_VOX | Yes | 
+| BTC_GUP | Yes | 
+| BTC_SC | Yes | 
+| BTC_VTC | Yes | 
+| BTC_STRAT | Yes | 
+| BTC_OMG | Yes | 
+| BTC_OK | Yes | 
+| BTC_EDG | Yes | 
+| BTC_STORJ | Yes | 
+| BTC_EMC2 | Yes | 
+| BTC_XLM | Yes | 
+| BTC_LSK | Yes | 
+| BTC_SYS | Yes | 
+| BTC_POWR | Yes | 
+| BTC_PAY | Yes | 
+| BTC_DGB | Yes | 
+| BTC_ETC | Yes | 
+| BTC_XRP | Yes | 
+| BTC_LTC | Yes | 
+| BTC_IOP | Yes | 
+| BTC_RCN | Yes | 
+| BTC_BTG | Yes | 
+| BTC_MONA | Yes | 
+| BTC_SALT | Yes | 
+| BTC_DASH | Yes | 
+| BTC_QTUM | Yes | 
+| BTC_CVC | Yes | 
+| BTC_KMD | Yes | 
+| BTC_XEM | Yes | 
+| BTC_XMR | Yes | 
+| BTC_ZEC | Yes | 
+| BTC_WAVES | Yes | 
+| BTC_PIVX | Yes | 
+| BTC_XZC | Yes | 
+| BTC_DOGE | No, this pair is blacklisted |
+
+## Can I have your configuration file?
+You will find them into [user_data/](https://github.com/glonlas/freqtrade-strategies/tree/master/user_data) folder.
+
+## Can I have your datasets?
+Yes of course! Datasets are into 
+[user_data/data](https://github.com/glonlas/freqtrade-strategies/tree/master/user_data/data) 
+folder. Download and use them.
+
+## How did you build dataset?
+I am using data collected from Bittrex and run the script 
+`scripts/extract_data.py`
+```bash
+python3 scripts/extract_data.py -f user_data/data/complete_data -d user_data/data/2017-11-19_2017-12-19 -s 2017-11-19 -e 2017-12-20
+python3 scripts/extract_data.py -f user_data/data/complete_data -d user_data/data/2017-12-19_2018-01-19 -s 2017-12-19 -e 2018-01-20
+```
+
+# Offer me a coffee
+This repo is made for you to improve your trading strategies. If you are
+happy with the result of your strategy, feel free to offer me a coffee :)
+
+- BTC: 1KouEQdEKGiFGvm9iCb5K9pkUqnsASqmGS
+- ETH: 0x767D8AfB3B31131cBbf5b7318D2046996c9a40f2
+- LTC: LXFPwMs38DMj6ecD4xWEPnWjNAjp78uNZM

scripts/extract_data.py

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+#!/usr/bin/env python3
+
+"""
+Extract a period from dataset
+author@: Gerald Lonlas
+github@: https://github.com/glonlas/freqtrade-strategies
+"""
+
+import logging
+import argparse
+import sys
+import json
+import os
+from datetime import datetime
+
+
+logger = logging.getLogger('Bittrex_Extractor')
+
+
+def list_files(directory, extension):
+    return [f for f in os.listdir(directory) if f.endswith('.' + extension)]
+
+
+def arg_valid_date(arg):
+    try:
+        return datetime.strptime(arg, "%Y-%m-%d")
+    except ValueError:
+        msg = "Not a valid date: '{0}'.".format(arg)
+        raise argparse.ArgumentTypeError(msg)
+
+
+def parse_args(args):
+    parser = argparse.ArgumentParser(
+        description="Bittrex ticker extractor. Extract data period from Bittrex ticker file"
+    )
+    parser.add_argument(
+        '-v', '--verbose',
+        help='Switch the script to logger DEBUG',
+        action='store_const',
+        dest='loglevel',
+        const=logging.DEBUG,
+        default=logging.INFO,
+    )
+    parser.add_argument(
+        '-f', '--folder',
+        help='Source Folder that contains the JSON files',
+        dest='source',
+        default=os.path.join('user_data', 'data'),
+        type = str,
+        metavar = 'PATH',
+    )
+    parser.add_argument(
+        '-d', '--destination',
+        help='Destination folder where to store the new files',
+        dest='destination',
+        required=True,
+        type=str,
+        metavar='PATH',
+    )
+    parser.add_argument(
+        '-s', '--start',
+        help='Start date. Format YYYY-MM-DD',
+        dest='start',
+        required = True,
+        type=arg_valid_date
+    )
+    parser.add_argument(
+        '-e', '--e',
+        help='End date Format YYYY-MM-DD',
+        dest='end',
+        required=True,
+        type=arg_valid_date
+    )
+    return parser.parse_args(args)
+
+
+def init_logger(loglevel):
+    logging.basicConfig(
+        level=loglevel,
+        format='%(asctime)s - %(message)s',
+    )
+
+
+def main(args):
+    logger.info('Start Bittrex ticker extractor')
+    logger.info('------------------------------')
+    logger.info('source: %s' % args.source)
+    logger.info('Destination: %s' % args.destination)
+    logger.info('From: %s to: %s' % (args.start, args.end))
+
+    source = args.source
+    destination = args.destination
+    files = list_files(source, 'json')
+
+    start = args.start
+    end = args.end
+
+    for file in files:
+        with open(os.path.join(source, file)) as json_file:
+            logger.info('Opening: %s' % os.path.join(source, file))
+            tickers = json.load(json_file)
+
+            logger.info('Parsing tickers')
+            new_data = []
+            for ticker in tickers:
+                date = datetime.strptime(ticker['T'], "%Y-%m-%dT%H:%M:%S")
+                if start <= date < end:
+                    new_data.append(ticker)
+
+
+            dest_file = os.path.join(destination, file)
+            with open(dest_file, 'w') as outfile:
+                logger.info('Writing new file: %s', dest_file)
+                json.dump(new_data, outfile)
+
+
+if __name__ == '__main__':
+    args = parse_args(sys.argv[1:])
+    init_logger(args.loglevel)
+    main(args)
+

user_data/config-profit-off.json

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+{
+    "max_open_trades": 10,
+    "stake_currency": "BTC",
+    "stake_amount": 0.004,
+    "fiat_display_currency": "USD",
+    "dry_run": true,
+    "unfilledtimeout": 120,
+    "bid_strategy": {
+        "ask_last_balance": 0.0
+    },
+    "exchange": {
+        "name": "bittrex",
+        "key": "",
+        "secret": "",
+        "pair_whitelist": [
+            "BTC_ADA",
+            "BTC_NEO",
+            "BTC_NXT",
+            "BTC_MCO",
+            "BTC_ETH",
+            "BTC_BCC",
+            "BTC_VOX",
+            "BTC_GUP",
+            "BTC_SC",
+            "BTC_VTC",
+            "BTC_STRAT",
+            "BTC_OMG",
+            "BTC_OK",
+            "BTC_EDG",
+            "BTC_STORJ",
+            "BTC_EMC2",
+            "BTC_XLM",
+            "BTC_LSK",
+            "BTC_SYS",
+            "BTC_POWR",
+            "BTC_PAY",
+            "BTC_DGB",
+            "BTC_ETC",
+            "BTC_XRP",
+            "BTC_LTC",
+            "BTC_IOP",
+            "BTC_RCN",
+            "BTC_BTG",
+            "BTC_MONA",
+            "BTC_SALT",
+            "BTC_DASH",
+            "BTC_QTUM",
+            "BTC_CVC",
+            "BTC_KMD",
+            "BTC_XEM",
+            "BTC_XMR",
+            "BTC_ZEC",
+            "BTC_WAVES",
+            "BTC_PIVX",
+            "BTC_XZC"
+        ],
+        "pair_blacklist": [
+            "BTC_DOGE"
+        ]
+    },
+    "experimental": {
+        "use_sell_signal": true,
+        "sell_profit_only": false
+    },
+    "telegram": {
+        "enabled": false,
+        "token": "",
+        "chat_id": ""
+    },
+    "initial_state": "running",
+    "internals": {
+        "process_throttle_secs": 5
+    }
+}

user_data/config-profit-on.json

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+{
+    "max_open_trades": 10,
+    "stake_currency": "BTC",
+    "stake_amount": 0.004,
+    "fiat_display_currency": "USD",
+    "dry_run": true,
+    "unfilledtimeout": 120,
+    "bid_strategy": {
+        "ask_last_balance": 0.0
+    },
+    "exchange": {
+        "name": "bittrex",
+        "key": "",
+        "secret": "",
+        "pair_whitelist": [
+            "BTC_ADA",
+            "BTC_NEO",
+            "BTC_NXT",
+            "BTC_MCO",
+            "BTC_ETH",
+            "BTC_BCC",
+            "BTC_VOX",
+            "BTC_GUP",
+            "BTC_SC",
+            "BTC_VTC",
+            "BTC_STRAT",
+            "BTC_OMG",
+            "BTC_OK",
+            "BTC_EDG",
+            "BTC_STORJ",
+            "BTC_EMC2",
+            "BTC_XLM",
+            "BTC_LSK",
+            "BTC_SYS",
+            "BTC_POWR",
+            "BTC_PAY",
+            "BTC_DGB",
+            "BTC_ETC",
+            "BTC_XRP",
+            "BTC_LTC",
+            "BTC_IOP",
+            "BTC_RCN",
+            "BTC_BTG",
+            "BTC_MONA",
+            "BTC_SALT",
+            "BTC_DASH",
+            "BTC_QTUM",
+            "BTC_CVC",
+            "BTC_KMD",
+            "BTC_XEM",
+            "BTC_XMR",
+            "BTC_ZEC",
+            "BTC_WAVES",
+            "BTC_PIVX",
+            "BTC_XZC"
+        ],
+        "pair_blacklist": [
+            "BTC_DOGE"
+        ]
+    },
+    "experimental": {
+        "use_sell_signal": true,
+        "sell_profit_only": true
+    },
+    "telegram": {
+        "enabled": false,
+        "token": "",
+        "chat_id": ""
+    },
+    "initial_state": "running",
+    "internals": {
+        "process_throttle_secs": 5
+    }
+}

user_data/data/2017-12-19_2018-01-19/BTC_RISE-5.json

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+[]