Merge pull request #66 from freqtrade/generalize_reinforced_avgstrategy

Generalize ReinforcedAverageStrategy for other timeframes
This commit is contained in:
Matthias
2020-08-31 14:58:08 +02:00
committed by GitHub
@@ -58,8 +58,8 @@ class ReinforcedAverageStrategy(IStrategy):
dataframe['bb_lowerband'] = bollinger['lower']
dataframe['bb_upperband'] = bollinger['upper']
dataframe['bb_middleband'] = bollinger['mid']
dataframe_long = resample_to_interval(dataframe, timeframe_to_minutes(self.ticker_interval) * 12)
self.resample_interval = timeframe_to_minutes(self.ticker_interval) * 12
dataframe_long = resample_to_interval(dataframe, self.resample_interval)
dataframe_long['sma'] = ta.SMA(dataframe_long, timeperiod=50, price='close')
dataframe = resampled_merge(dataframe, dataframe_long, fill_na=True)
@@ -75,7 +75,7 @@ class ReinforcedAverageStrategy(IStrategy):
dataframe.loc[
(
qtpylib.crossed_above(dataframe['maShort'], dataframe['maMedium']) &
(dataframe['close'] > dataframe['resample_2880_sma']) &
(dataframe['close'] > dataframe[f'resample_{self.resample_interval}_sma']) &
(dataframe['volume'] > 0)
),
'buy'] = 1