Merge pull request #2 from OtenMoten/OtenMoten-strategy-swing-high-to-sky
Added strategy "Swing-High-To-Sky"
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# --- Do not remove these libs ---
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from freqtrade.strategy.interface import IStrategy
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from typing import Dict, List
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from functools import reduce
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from pandas import DataFrame
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# --------------------------------
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import talib.abstract as ta
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import freqtrade.vendor.qtpylib.indicators as qtpylib
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import numpy # noqa
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__author__ = "Kevin Ossenbrück"
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__copyright__ = "Free For Use"
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__credits__ = ["Bloom Trading, Mohsen Hassan"]
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__license__ = "MIT"
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__version__ = "1.0"
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__maintainer__ = "Kevin Ossenbrück"
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__email__ = "kevin.ossenbrueck@pm.de"
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__status__ = "Live"
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class_name = 'SwingHighToSky'
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class SwingHighToSky(IStrategy):
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# Disable ROI
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minimal_roi = {
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"0": 100
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}
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stoploss = -0.30
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trailing_stop = True
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trailing_stop_positive = 0.08
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trailing_stop_positive_offset = 0.10
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trailing_only_offset_is_reached = True
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ticker_interval = '30m'
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def informative_pairs(self):
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return []
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def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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macd = ta.MACD(dataframe)
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dataframe['macd'] = macd['macd']
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dataframe['macdsignal'] = macd['macdsignal']
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dataframe['macdhist'] = macd['macdhist']
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dataframe['cci'] = ta.CCI(dataframe)
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return dataframe
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def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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dataframe.loc[
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(
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(dataframe['macd'] > dataframe['macdsignal']) &
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(dataframe['cci'] <= -100.0)
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),
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'buy'] = 1
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return dataframe
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def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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dataframe.loc[
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(
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(dataframe['macd'] < dataframe['macdsignal']) &
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(dataframe['cci'] >= 200.0)
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),
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'sell'] = 1
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return dataframe
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