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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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import talib.abstract as ta
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import freqtrade.vendor.qtpylib.indicators as qtpylib
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import numpy
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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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# CCI timerperiods and values
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cciBuyTP = 47
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cciBuyVal = -39
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cciSellTP = 42
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cciSellVal = 135
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# RSI timeperiods and values
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rsiBuyTP = 24
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rsiBuyVal = 30
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rsiSellTP = 15
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rsiSellVal = 69
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class ADAETHDOT(IStrategy):
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timeframe = '15m'
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stoploss = -0.291
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minimal_roi = {
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"0": 0.238,
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"115": 0.131,
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"272": 0.048,
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"613": 0
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}
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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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dataframe['cci-'+str(cciBuyTP)] = ta.CCI(dataframe, timeperiod=cciBuyTP)
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dataframe['cci-'+str(cciSellTP)] = ta.CCI(dataframe, timeperiod=cciSellTP)
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dataframe['rsi-'+str(rsiBuyTP)] = ta.RSI(dataframe, timeperiod=rsiBuyTP)
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dataframe['rsi-'+str(rsiSellTP)] = ta.RSI(dataframe, timeperiod=rsiSellTP)
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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['cci-'+str(cciBuyTP)] < cciBuyVal) &
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(dataframe['rsi-'+str(rsiBuyTP)] < rsiBuyVal)
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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['cci-'+str(cciSellTP)] > cciSellVal) &
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(dataframe['rsi-'+str(rsiSellTP)] > rsiSellVal)
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),
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'sell'] = 1
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return dataframe
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