gavindiaz/freqtrade-strategies
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Updated: hyperoptable parameters for CofiBitStrategy with ADX separated

Browse Source
This commit is contained in:
Maxime Puys
2021-08-11 18:55:53 +02:00
parent a2d714b473
commit 459f82828f
1 changed files with 11 additions and 12 deletions
Download Patch File Download Diff File Expand all files Collapse all files
user_data/strategies/berlinguyinca/CofiBitStrategy.py
+11 -12
View File
@@ -16,12 +16,13 @@ class CofiBitStrategy(IStrategy):
# Buy hyperspace params:
buy_params = {
"buy_lim": 25,
"buy_fastx": 25,
"buy_adx": 25,
}
# Sell hyperspace params:
sell_params = {
"sell_lim": 75,
"sell_fastx": 75,
}
# Minimal ROI designed for the strategy.
@@ -40,8 +41,9 @@ class CofiBitStrategy(IStrategy):
# Optimal timeframe for the strategy
timeframe = '5m'
buy_lim = IntParameter(20, 30, default=25)
sell_lim = IntParameter(70, 80, default=75)
buy_fastx = IntParameter(20, 30, default=25)
buy_adx = IntParameter(20, 30, default=25)
sell_fastx = IntParameter(70, 80, default=75)
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
stoch_fast = ta.STOCHF(dataframe, 5, 3, 0, 3, 0)
@@ -64,10 +66,9 @@ class CofiBitStrategy(IStrategy):
(
(dataframe['open'] < dataframe['ema_low']) &
(qtpylib.crossed_above(dataframe['fastk'], dataframe['fastd'])) &
# (dataframe['fastk'] > dataframe['fastd']) &
(dataframe['fastk'] < self.buy_lim.value) &
(dataframe['fastd'] < self.buy_lim.value) &
(dataframe['adx'] > self.buy_lim.value)
(dataframe['fastk'] < self.buy_fastx.value) &
(dataframe['fastd'] < self.buy_fastx.value) &
(dataframe['adx'] > self.buy_adx.value)
),
'buy'] = 1
@@ -84,10 +85,8 @@ class CofiBitStrategy(IStrategy):
(dataframe['open'] >= dataframe['ema_high'])
) |
(
# (dataframe['fastk'] > self.sell_lim.value) &
# (dataframe['fastd'] > self.sell_lim.value)
(qtpylib.crossed_above(dataframe['fastk'], self.sell_lim.value)) |
(qtpylib.crossed_above(dataframe['fastd'], self.sell_lim.value))
(qtpylib.crossed_above(dataframe['fastk'], self.sell_fastx.value)) |
(qtpylib.crossed_above(dataframe['fastd'], self.sell_fastx.value))
),
'sell'] = 1