Added second indicator (RSI)

user_data/strategies/Swing-High-To-Sky.py

@@ -1,13 +1,11 @@
-# --- Do not remove these libs ---
 from freqtrade.strategy.interface import IStrategy
 from typing import Dict, List
 from functools import reduce
 from pandas import DataFrame
-# --------------------------------
 
 import talib.abstract as ta
 import freqtrade.vendor.qtpylib.indicators as qtpylib
-import numpy # noqa
+import numpy
 
 __author__      = "Kevin Ossenbrück"
 __copyright__   = "Free For Use"
@@ -18,60 +16,56 @@ __maintainer__  = "Kevin Ossenbrück"
 __email__       = "kevin.ossenbrueck@pm.de"
 __status__      = "Live"
 
-class_name = 'SwingHighToSky'
+# CCI timerperiods and values
+cciBuyTP = 72
+cciBuyVal = -175
+cciSellTP = 66
+cciSellVal = -106
+
+# RSI timeperiods and values
+rsiBuyTP = 36
+rsiBuyVal = 90
+rsiSellTP = 45
+rsiSellVal = 88
+    
 class SwingHighToSky(IStrategy):
 
-    # Disable ROI
-    # Could be replaced with new ROI from hyperopt.
-    minimal_roi = {
-         "0":  100
-    }
-
-    stoploss = -0.30
-  
-    ### Do extra hyperopt for trailing seperat. Use "--spaces default" and then "--spaces trailing".
-    ### See here for more information: https://www.freqtrade.io/en/latest/hyperopt
-    trailing_stop = True
-    trailing_stop_positive = 0.08
-    trailing_stop_positive_offset = 0.10
-    trailing_only_offset_is_reached = True
-
-    ticker_interval = '30m'
-
+    ticker_interval = '15m'
+    
+    stoploss = -0.34338
+    
+    minimal_roi = {"0": 0.27058, "33": 0.0853, "64": 0.04093, "244": 0}
+    
     def informative_pairs(self):
         return []
 
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        
-        macd = ta.MACD(dataframe)
-        dataframe['macd'] = macd['macd']
-        dataframe['macdsignal'] = macd['macdsignal']
-        
-        ### Add timeperiod from hyperopt (replace xx with value):
-        ### "xx" must be replaced even before the first hyperopt is run,
-        ### else "xx" would be a syntax error because it must be a Integer value.
-        dataframe['cci-buy'] = ta.CCI(dataframe, timeperiod=xx)
-        dataframe['cci-sell'] = ta.CCI(dataframe, timeperiod=xx)
+    
+        dataframe['cci-'+str(cciBuyTP)] = ta.CCI(dataframe, timeperiod=cciBuyTP)
+        dataframe['cci-'+str(cciSellTP)] = ta.CCI(dataframe, timeperiod=cciSellTP)     
 
+        dataframe['rsi-'+str(rsiBuyTP)] = ta.RSI(dataframe, timeperiod=rsiBuyTP)
+        dataframe['rsi-'+str(rsiSellTP)] = ta.RSI(dataframe, timeperiod=rsiSellTP)
+        
         return dataframe
 
     def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         
         dataframe.loc[
             (
-                (dataframe['macd'] > dataframe['macdsignal']) &
-                (dataframe['cci-buy'] <= -100.0) # Replace with value from hyperopt.
+                (dataframe['cci-'+str(cciBuyTP)] < cciBuyVal) &
+                (dataframe['rsi-'+str(rsiBuyTP)] < rsiBuyVal)
             ),
             'buy'] = 1
-
+            
         return dataframe
 
     def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         
         dataframe.loc[
             ( 
-                (dataframe['macd'] < dataframe['macdsignal']) & 
-                (dataframe['cci-sell'] >= 200.0) # Replace with value from hyperopt.
+                (dataframe['cci-'+str(cciSellTP)] > cciSellVal) & 
+                (dataframe['rsi-'+str(rsiSellTP)] > rsiSellVal)
             ),
             'sell'] = 1