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Cluc4werk.py
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Cluc4werk.py
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import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy as np
import talib.abstract as ta
from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy import merge_informative_pair
from pandas import DataFrame
def bollinger_bands(stock_price, window_size, num_of_std):
rolling_mean = stock_price.rolling(window=window_size).mean()
rolling_std = stock_price.rolling(window=window_size).std()
lower_band = rolling_mean - (rolling_std * num_of_std)
return np.nan_to_num(rolling_mean), np.nan_to_num(lower_band)
class Cluc4werk(IStrategy):
"""
PASTE OUTPUT FROM HYPEROPT HERE
"""
# 943/1000: 2423 trades. 1754/0/669 Wins/Draws/Losses. Avg profit 0.65%. Median profit 0.86%. Total profit 0.15692605 ETH ( 1566.74Σ%). Avg duration 58.4 min. Objective: -213.61288
# Buy hyperspace params:
buy_params = {
'bbdelta-close': 0.0085,
'bbdelta-tail': 0.76175,
'close-bblower': 0.01517,
'closedelta-close': 0.01514,
'rocr-1h': 0.58912,
'volume': 21
}
# Sell hyperspace params:
sell_params = {
'sell-bbmiddle-close': 0.99955
}
# ROI table:
minimal_roi = {
"0": 0.01497,
"77": 0.01321,
"130": 0.00976,
"356": 0.00709,
"464": 0.0027,
"564": 0.0016,
"697": 0
}
# Stoploss:
stoploss = -0.02055
# Trailing stop:
trailing_stop = True
trailing_stop_positive = 0.17429
trailing_stop_positive_offset = 0.2716
trailing_only_offset_is_reached = False
"""
END HYPEROPT
"""
timeframe = '1m'
# Make sure these match or are not overridden in config
use_sell_signal = True
sell_profit_only = False
sell_profit_offset = 0.0
ignore_roi_if_buy_signal = True
def informative_pairs(self):
pairs = self.dp.current_whitelist()
informative_pairs = [(pair, '1h') for pair in pairs]
return informative_pairs
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# Set Up Bollinger Bands
mid, lower = bollinger_bands(dataframe['close'], window_size=40, num_of_std=2)
dataframe['lower'] = lower
dataframe['bbdelta'] = (mid - dataframe['lower']).abs()
dataframe['closedelta'] = (dataframe['close'] - dataframe['close'].shift()).abs()
dataframe['tail'] = (dataframe['close'] - dataframe['low']).abs()
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
dataframe['bb_lowerband'] = bollinger['lower']
dataframe['bb_middleband'] = bollinger['mid']
dataframe['ema_slow'] = ta.EMA(dataframe, timeperiod=50)
dataframe['volume_mean_slow'] = dataframe['volume'].rolling(window=30).mean()
dataframe['rocr'] = ta.ROCR(dataframe, timeperiod=28)
inf_tf = '1h'
informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=inf_tf)
informative['rocr'] = ta.ROCR(informative, timeperiod=168)
dataframe = merge_informative_pair(dataframe, informative, self.timeframe, inf_tf, ffill=True)
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
params = self.buy_params
dataframe.loc[
(
dataframe['rocr_1h'].gt(params['rocr-1h'])
) &
((
dataframe['lower'].shift().gt(0) &
dataframe['bbdelta'].gt(dataframe['close'] * params['bbdelta-close']) &
dataframe['closedelta'].gt(dataframe['close'] * params['closedelta-close']) &
dataframe['tail'].lt(dataframe['bbdelta'] * params['bbdelta-tail']) &
dataframe['close'].lt(dataframe['lower'].shift()) &
dataframe['close'].le(dataframe['close'].shift())
) |
(
(dataframe['close'] < dataframe['ema_slow']) &
(dataframe['close'] < params['close-bblower'] * dataframe['bb_lowerband']) &
(dataframe['volume'] < (dataframe['volume_mean_slow'].shift(1) * params['volume']))
)),
'buy'
] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
params = self.sell_params
dataframe.loc[
(dataframe['high'].le(dataframe['high'].shift(1))) &
(dataframe['high'].shift(1).le(dataframe['high'].shift(2))) &
(dataframe['close'].le(dataframe['close'].shift(1))) &
((dataframe['close'] * params['sell-bbmiddle-close']) > dataframe['bb_middleband']) &
(dataframe['volume'] > 0)
,
'sell'
] = 1
"""
dataframe.loc[
#(dataframe['high'].le(dataframe['high'].shift(1))) &
#(dataframe['close'] > dataframe['bb_middleband']) &
(qtpylib.crossed_above((dataframe['close'] * params['sell-bbmiddle-close']),dataframe['bb_middleband'])) &
#(qtpylib.crossed_above(dataframe['close'],dataframe['bb_middleband'])) &
(dataframe['volume'] > 0)
,
'sell'
] = 1
"""
return dataframe
class Cluc4werk_ETH(Cluc4werk):
"""
PASTE OUTPUT FROM HYPEROPT HERE
"""
# 943/1000: 2423 trades. 1754/0/669 Wins/Draws/Losses. Avg profit 0.65%. Median profit 0.86%. Total profit 0.15692605 ETH ( 1566.74Σ%). Avg duration 58.4 min. Objective: -213.61288
# Buy hyperspace params:
buy_params = {
'bbdelta-close': 0.0085,
'bbdelta-tail': 0.76175,
'close-bblower': 0.01517,
'closedelta-close': 0.01514,
'rocr-1h': 0.58912,
'volume': 21
}
# Sell hyperspace params:
sell_params = {
'sell-bbmiddle-close': 0.99955
}
# ROI table:
minimal_roi = {
"0": 0.01497,
"77": 0.01321,
"130": 0.00976,
"356": 0.00709,
"464": 0.0027,
"564": 0.0016,
"697": 0
}
# Stoploss:
stoploss = -0.02055
# Trailing stop:
trailing_stop = True
trailing_stop_positive = 0.17429
trailing_stop_positive_offset = 0.2716
trailing_only_offset_is_reached = False
"""
END HYPEROPT
"""