Merge pull request #2 from OtenMoten/OtenMoten-strategy-swing-high-to-sky

Added strategy "Swing-High-To-Sky"
This commit is contained in:
OtenMoten
2021-02-22 12:22:06 +01:00
committed by GitHub
+71
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# --- 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
__author__ = "Kevin Ossenbrück"
__copyright__ = "Free For Use"
__credits__ = ["Bloom Trading, Mohsen Hassan"]
__license__ = "MIT"
__version__ = "1.0"
__maintainer__ = "Kevin Ossenbrück"
__email__ = "kevin.ossenbrueck@pm.de"
__status__ = "Live"
class_name = 'SwingHighToSky'
class SwingHighToSky(IStrategy):
# Disable ROI
minimal_roi = {
"0": 100
}
stoploss = -0.30
trailing_stop = True
trailing_stop_positive = 0.08
trailing_stop_positive_offset = 0.10
trailing_only_offset_is_reached = True
ticker_interval = '30m'
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']
dataframe['macdhist'] = macd['macdhist']
dataframe['cci'] = ta.CCI(dataframe)
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['macd'] > dataframe['macdsignal']) &
(dataframe['cci'] <= -100.0)
),
'buy'] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['macd'] < dataframe['macdsignal']) &
(dataframe['cci'] >= 200.0)
),
'sell'] = 1
return dataframe