From 2d8ac4957e657f6be44d4efa7d01d67e17bd720c Mon Sep 17 00:00:00 2001
From: Gert Wohlgemuth <berlinguyinca@gmail.com>
Date: Wed, 27 Jun 2018 10:15:37 -0700
Subject: [PATCH] added MultiRSI stretagy

---
 .../strategies/berlinguyinca/MultiRSI.py      | 71 +++++++++++++++++++
 1 file changed, 71 insertions(+)
 create mode 100644 user_data/strategies/berlinguyinca/MultiRSI.py

diff --git a/user_data/strategies/berlinguyinca/MultiRSI.py b/user_data/strategies/berlinguyinca/MultiRSI.py
new file mode 100644
index 0000000..105940a
--- /dev/null
+++ b/user_data/strategies/berlinguyinca/MultiRSI.py
@@ -0,0 +1,71 @@
+# --- Do not remove these libs ---
+from freqtrade.strategy.interface import IStrategy
+from pandas import DataFrame
+# --------------------------------
+import talib.abstract as ta
+
+
+class MultiRSI(IStrategy):
+    """
+
+    author@: Gert Wohlgemuth
+
+    based on work from Creslin
+
+    """
+    minimal_roi = {
+        "0": 0.01
+    }
+
+    # Optimal stoploss designed for the strategy
+    stoploss = -0.05
+
+    # Optimal ticker interval for the strategy
+    ticker_interval = '5m'
+
+    def get_ticker_indicator(self):
+        return int(self.ticker_interval[:-1])
+
+    def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
+        from technical.util import resample_to_interval
+        from technical.util import resampled_merge
+
+        dataframe['sma5'] = ta.SMA(dataframe, timeperiod=5)
+        dataframe['sma200'] = ta.SMA(dataframe, timeperiod=200)
+
+        # resample our dataframes
+        dataframe_short = resample_to_interval(dataframe, self.get_ticker_indicator() * 2)
+        dataframe_long = resample_to_interval(dataframe, self.get_ticker_indicator() * 8)
+
+        # compute our RSI's
+        dataframe_short['rsi'] = ta.RSI(dataframe_short, timeperiod=14)
+        dataframe_long['rsi'] = ta.RSI(dataframe_long, timeperiod=14)
+
+        # merge dataframe back together
+        dataframe = resampled_merge(dataframe, dataframe_short)
+        dataframe = resampled_merge(dataframe, dataframe_long)
+
+        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+
+        dataframe.fillna(method='ffill', inplace=True)
+
+        return dataframe
+
+    def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
+        dataframe.loc[
+            (
+                # must be bearish
+                (dataframe['sma5'] >= dataframe['sma200']) &
+                (dataframe['rsi'] < (dataframe['resample_{}_rsi'.format(self.get_ticker_indicator() * 8)] - 20))
+            ),
+            'buy'] = 1
+        return dataframe
+
+    def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
+        dataframe.loc[
+            (
+                (dataframe['rsi'] > dataframe['resample_{}_rsi'.format(self.get_ticker_indicator()*2)]) &
+                (dataframe['rsi'] > dataframe['resample_{}_rsi'.format(self.get_ticker_indicator()*8)])
+            ),
+            'sell'] = 1
+        return dataframe