# source: https://raw.githubusercontent.com/pumanitro/tral/39c15d1bbee484374c3d716d8fb229e8e4d60865/user_data/strategies/Strategy002_V4_14.py # --- Do not remove these libs --- from freqtrade.strategy 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 from typing import Any, Dict from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, IStrategy, IntParameter) # Candle names: candleNames = [ "CDL2CROWS", "CDL3BLACKCROWS", "CDL3INSIDE", "CDL3LINESTRIKE", "CDL3OUTSIDE", "CDL3STARSINSOUTH", "CDL3WHITESOLDIERS", "CDLABANDONEDBABY", "CDLADVANCEBLOCK", "CDLBELTHOLD", "CDLBREAKAWAY", "CDLCLOSINGMARUBOZU", "CDLCONCEALBABYSWALL", "CDLCOUNTERATTACK", "CDLDARKCLOUDCOVER", "CDLDOJI", "CDLDOJISTAR", "CDLDRAGONFLYDOJI", "CDLENGULFING", "CDLEVENINGDOJISTAR", "CDLEVENINGSTAR", "CDLGAPSIDESIDEWHITE", "CDLGRAVESTONEDOJI", "CDLHAMMER", "CDLHANGINGMAN", "CDLHARAMI", "CDLHARAMICROSS", "CDLHIGHWAVE", "CDLHIKKAKE", "CDLHIKKAKEMOD", "CDLHOMINGPIGEON", "CDLIDENTICAL3CROWS", "CDLINNECK", "CDLINVERTEDHAMMER", "CDLKICKING", "CDLKICKINGBYLENGTH", "CDLLADDERBOTTOM", "CDLLONGLEGGEDDOJI", "CDLLONGLINE", "CDLMARUBOZU", "CDLMATCHINGLOW", "CDLMATHOLD", "CDLMORNINGDOJISTAR", "CDLMORNINGSTAR", "CDLONNECK", "CDLPIERCING", "CDLRICKSHAWMAN", "CDLRISEFALL3METHODS", "CDLSEPARATINGLINES", "CDLSHOOTINGSTAR", "CDLSHORTLINE", "CDLSPINNINGTOP", "CDLSTALLEDPATTERN", "CDLSTICKSANDWICH", "CDLTAKURI", "CDLTASUKIGAP", "CDLTHRUSTING", "CDLTRISTAR", "CDLUNIQUE3RIVER", "CDLUPSIDEGAP2CROWS", "CDLXSIDEGAP3METHODS" ] class github_pumanitro_tral__Strategy002_V4_14__20230117_180143(IStrategy): """ Strategy 002 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies How to use it? > python3 ./freqtrade/main.py -s Strategy002 """ CDL2CROWS_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDL3BLACKCROWS_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDL3INSIDE_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDL3LINESTRIKE_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDL3OUTSIDE_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDL3STARSINSOUTH_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDL3WHITESOLDIERS_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLABANDONEDBABY_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLADVANCEBLOCK_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLBELTHOLD_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLBREAKAWAY_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLCLOSINGMARUBOZU_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLCONCEALBABYSWALL_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLCOUNTERATTACK_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLDARKCLOUDCOVER_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLDOJI_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLDOJISTAR_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLDRAGONFLYDOJI_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLENGULFING_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLEVENINGDOJISTAR_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLEVENINGSTAR_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLGAPSIDESIDEWHITE_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLGRAVESTONEDOJI_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLHAMMER_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLHANGINGMAN_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLHARAMI_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLHARAMICROSS_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLHIGHWAVE_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLHIKKAKE_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLHIKKAKEMOD_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLHOMINGPIGEON_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLIDENTICAL3CROWS_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLINNECK_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLINVERTEDHAMMER_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLKICKING_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLKICKINGBYLENGTH_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLLADDERBOTTOM_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLLONGLEGGEDDOJI_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLLONGLINE_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLMARUBOZU_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLMATCHINGLOW_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLMATHOLD_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLMORNINGDOJISTAR_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLMORNINGSTAR_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLONNECK_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLPIERCING_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLRICKSHAWMAN_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLRISEFALL3METHODS_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLSEPARATINGLINES_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLSHOOTINGSTAR_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLSHORTLINE_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLSPINNINGTOP_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLSTALLEDPATTERN_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLSTICKSANDWICH_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLTAKURI_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLTASUKIGAP_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLTHRUSTING_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLTRISTAR_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLUNIQUE3RIVER_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLUPSIDEGAP2CROWS_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDLXSIDEGAP3METHODS_BUY = CategoricalParameter([0, 100], default=100, space="buy") CDL2CROWS_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDL3BLACKCROWS_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDL3INSIDE_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDL3LINESTRIKE_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDL3OUTSIDE_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDL3STARSINSOUTH_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDL3WHITESOLDIERS_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLABANDONEDBABY_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLADVANCEBLOCK_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLBELTHOLD_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLBREAKAWAY_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLCLOSINGMARUBOZU_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLCONCEALBABYSWALL_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLCOUNTERATTACK_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLDARKCLOUDCOVER_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLDOJI_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLDOJISTAR_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLDRAGONFLYDOJI_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLENGULFING_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLEVENINGDOJISTAR_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLEVENINGSTAR_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLGAPSIDESIDEWHITE_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLGRAVESTONEDOJI_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLHAMMER_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLHANGINGMAN_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLHARAMI_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLHARAMICROSS_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLHIGHWAVE_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLHIKKAKE_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLHIKKAKEMOD_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLHOMINGPIGEON_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLIDENTICAL3CROWS_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLINNECK_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLINVERTEDHAMMER_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLKICKING_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLKICKINGBYLENGTH_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLLADDERBOTTOM_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLLONGLEGGEDDOJI_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLLONGLINE_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLMARUBOZU_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLMATCHINGLOW_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLMATHOLD_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLMORNINGDOJISTAR_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLMORNINGSTAR_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLONNECK_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLPIERCING_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLRICKSHAWMAN_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLRISEFALL3METHODS_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLSEPARATINGLINES_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLSHOOTINGSTAR_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLSHORTLINE_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLSPINNINGTOP_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLSTALLEDPATTERN_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLSTICKSANDWICH_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLTAKURI_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLTASUKIGAP_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLTHRUSTING_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLTRISTAR_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLUNIQUE3RIVER_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLUPSIDEGAP2CROWS_SELL = CategoricalParameter([0, 100], default=100, space="sell") CDLXSIDEGAP3METHODS_SELL = CategoricalParameter([0, 100], default=100, space="sell") INTERFACE_VERSION: int = 3 # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi" minimal_roi = { "60": 0.01, "30": 0.03, "20": 0.04, "0": 0.05 } # Optimal stoploss designed for the strategy # This attribute will be overridden if the config file contains "stoploss" stoploss = -0.10 # Optimal timeframe for the strategy timeframe = '5m' # trailing stoploss trailing_stop = False trailing_stop_positive = 0.01 trailing_stop_positive_offset = 0.02 # run "populate_indicators" only for new candle process_only_new_candles = True # Experimental settings (configuration will overide these if set) use_exit_signal = True exit_profit_only = True ignore_roi_if_entry_signal = False buy_rsi = IntParameter(low=1, high=100, default=30, space='buy', optimize=True, load=True) sell_rsi = IntParameter(low=1, high=100, default=30, space='sell', optimize=True, load=True) # Optional order type mapping order_types = { 'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } def informative_pairs(self): """ Define additional, informative pair/interval combinations to be cached from the exchange. These pair/interval combinations are non-tradeable, unless they are part of the whitelist as well. For more information, please consult the documentation :return: List of tuples in the format (pair, interval) Sample: return [("ETH/USDT", "5m"), ("BTC/USDT", "15m"), ] """ return [] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Adds several different TA indicators to the given DataFrame Performance Note: For the best performance be frugal on the number of indicators you are using. Let uncomment only the indicator you are using in your strategies or your hyperopt configuration, otherwise you will waste your memory and CPU usage. """ # RSI dataframe['rsi'] = ta.RSI(dataframe) # All candles: values [0, 100] # for candleName in candleNames: # dataframe[candleName] = ta[candleName](dataframe) dataframe['CDL2CROWS'] = ta.CDL2CROWS(dataframe) dataframe['CDL3BLACKCROWS'] = ta.CDL3BLACKCROWS(dataframe) dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe) dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) dataframe['CDL3STARSINSOUTH'] = ta.CDL3STARSINSOUTH(dataframe) dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) dataframe['CDLABANDONEDBABY'] = ta.CDLABANDONEDBABY(dataframe) dataframe['CDLADVANCEBLOCK'] = ta.CDLADVANCEBLOCK(dataframe) dataframe['CDLBELTHOLD'] = ta.CDLBELTHOLD(dataframe) dataframe['CDLBREAKAWAY'] = ta.CDLBREAKAWAY(dataframe) dataframe['CDLCLOSINGMARUBOZU'] = ta.CDLCLOSINGMARUBOZU(dataframe) dataframe['CDLCONCEALBABYSWALL'] = ta.CDLCONCEALBABYSWALL(dataframe) dataframe['CDLCOUNTERATTACK'] = ta.CDLCOUNTERATTACK(dataframe) dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe) dataframe['CDLDOJI'] = ta.CDLDOJI(dataframe) dataframe['CDLDOJISTAR'] = ta.CDLDOJISTAR(dataframe) dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe) dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe) dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe) dataframe['CDLGAPSIDESIDEWHITE'] = ta.CDLGAPSIDESIDEWHITE(dataframe) dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe) dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe) dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe) dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) dataframe['CDLHARAMICROSS'] = ta.CDLHARAMICROSS(dataframe) dataframe['CDLHIGHWAVE'] = ta.CDLHIGHWAVE(dataframe) dataframe['CDLHIKKAKE'] = ta.CDLHIKKAKE(dataframe) dataframe['CDLHIKKAKEMOD'] = ta.CDLHIKKAKEMOD(dataframe) dataframe['CDLHOMINGPIGEON'] = ta.CDLHOMINGPIGEON(dataframe) dataframe['CDLIDENTICAL3CROWS'] = ta.CDLIDENTICAL3CROWS(dataframe) dataframe['CDLINNECK'] = ta.CDLINNECK(dataframe) dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe) dataframe['CDLKICKING'] = ta.CDLKICKING(dataframe) dataframe['CDLKICKINGBYLENGTH'] = ta.CDLKICKINGBYLENGTH(dataframe) dataframe['CDLLADDERBOTTOM'] = ta.CDLLADDERBOTTOM(dataframe) dataframe['CDLLONGLEGGEDDOJI'] = ta.CDLLONGLEGGEDDOJI(dataframe) dataframe['CDLLONGLINE'] = ta.CDLLONGLINE(dataframe) dataframe['CDLMARUBOZU'] = ta.CDLMARUBOZU(dataframe) dataframe['CDLMATCHINGLOW'] = ta.CDLMATCHINGLOW(dataframe) dataframe['CDLMATHOLD'] = ta.CDLMATHOLD(dataframe) dataframe['CDLMORNINGDOJISTAR'] = ta.CDLMORNINGDOJISTAR(dataframe) dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) dataframe['CDLONNECK'] = ta.CDLONNECK(dataframe) dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) dataframe['CDLRICKSHAWMAN'] = ta.CDLRICKSHAWMAN(dataframe) dataframe['CDLRISEFALL3METHODS'] = ta.CDLRISEFALL3METHODS(dataframe) dataframe['CDLSEPARATINGLINES'] = ta.CDLSEPARATINGLINES(dataframe) dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe) dataframe['CDLSHORTLINE'] = ta.CDLSHORTLINE(dataframe) dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) dataframe['CDLSTALLEDPATTERN'] = ta.CDLSTALLEDPATTERN(dataframe) dataframe['CDLSTICKSANDWICH'] = ta.CDLSTICKSANDWICH(dataframe) dataframe['CDLTAKURI'] = ta.CDLTAKURI(dataframe) dataframe['CDLTASUKIGAP'] = ta.CDLTASUKIGAP(dataframe) dataframe['CDLTHRUSTING'] = ta.CDLTHRUSTING(dataframe) dataframe['CDLTRISTAR'] = ta.CDLTRISTAR(dataframe) dataframe['CDLUNIQUE3RIVER'] = ta.CDLUNIQUE3RIVER(dataframe) dataframe['CDLUPSIDEGAP2CROWS'] = ta.CDLUPSIDEGAP2CROWS(dataframe) dataframe['CDLXSIDEGAP3METHODS'] = ta.CDLXSIDEGAP3METHODS(dataframe) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the buy signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with buy column """ conditions = [] # Check that volume is not 0 """ for candleName in candleNames: conditions.append(dataframe[candleName] == self[candleName].value) """ conditions.append(dataframe['CDL2CROWS'] == self.CDL2CROWS_BUY.value) conditions.append(dataframe['CDL3BLACKCROWS'] == self.CDL3BLACKCROWS_BUY.value) conditions.append(dataframe['CDL3INSIDE'] == self.CDL3INSIDE_BUY.value) conditions.append(dataframe['CDL3LINESTRIKE'] == self.CDL3LINESTRIKE_BUY.value) conditions.append(dataframe['CDL3OUTSIDE'] == self.CDL3OUTSIDE_BUY.value) conditions.append(dataframe['CDL3STARSINSOUTH'] == self.CDL3STARSINSOUTH_BUY.value) conditions.append(dataframe['CDL3WHITESOLDIERS'] == self.CDL3WHITESOLDIERS_BUY.value) conditions.append(dataframe['CDLABANDONEDBABY'] == self.CDLABANDONEDBABY_BUY.value) conditions.append(dataframe['CDLADVANCEBLOCK'] == self.CDLADVANCEBLOCK_BUY.value) conditions.append(dataframe['CDLBELTHOLD'] == self.CDLBELTHOLD_BUY.value) conditions.append(dataframe['CDLBREAKAWAY'] == self.CDLBREAKAWAY_BUY.value) conditions.append(dataframe['CDLCLOSINGMARUBOZU'] == self.CDLCLOSINGMARUBOZU_BUY.value) conditions.append(dataframe['CDLCONCEALBABYSWALL'] == self.CDLCONCEALBABYSWALL_BUY.value) conditions.append(dataframe['CDLCOUNTERATTACK'] == self.CDLCOUNTERATTACK_BUY.value) conditions.append(dataframe['CDLDARKCLOUDCOVER'] == self.CDLDARKCLOUDCOVER_BUY.value) conditions.append(dataframe['CDLDOJI'] == self.CDLDOJI_BUY.value) conditions.append(dataframe['CDLDOJISTAR'] == self.CDLDOJISTAR_BUY.value) conditions.append(dataframe['CDLDRAGONFLYDOJI'] == self.CDLDRAGONFLYDOJI_BUY.value) conditions.append(dataframe['CDLENGULFING'] == self.CDLENGULFING_BUY.value) conditions.append(dataframe['CDLEVENINGDOJISTAR'] == self.CDLEVENINGDOJISTAR_BUY.value) conditions.append(dataframe['CDLEVENINGSTAR'] == self.CDLEVENINGSTAR_BUY.value) conditions.append(dataframe['CDLGAPSIDESIDEWHITE'] == self.CDLGAPSIDESIDEWHITE_BUY.value) conditions.append(dataframe['CDLGRAVESTONEDOJI'] == self.CDLGRAVESTONEDOJI_BUY.value) conditions.append(dataframe['CDLHAMMER'] == self.CDLHAMMER_BUY.value) conditions.append(dataframe['CDLHANGINGMAN'] == self.CDLHANGINGMAN_BUY.value) conditions.append(dataframe['CDLHARAMI'] == self.CDLHARAMI_BUY.value) conditions.append(dataframe['CDLHARAMICROSS'] == self.CDLHARAMICROSS_BUY.value) conditions.append(dataframe['CDLHIGHWAVE'] == self.CDLHIGHWAVE_BUY.value) conditions.append(dataframe['CDLHIKKAKE'] == self.CDLHIKKAKE_BUY.value) conditions.append(dataframe['CDLHIKKAKEMOD'] == self.CDLHIKKAKEMOD_BUY.value) conditions.append(dataframe['CDLHOMINGPIGEON'] == self.CDLHOMINGPIGEON_BUY.value) conditions.append(dataframe['CDLIDENTICAL3CROWS'] == self.CDLIDENTICAL3CROWS_BUY.value) conditions.append(dataframe['CDLINNECK'] == self.CDLINNECK_BUY.value) conditions.append(dataframe['CDLINVERTEDHAMMER'] == self.CDLINVERTEDHAMMER_BUY.value) conditions.append(dataframe['CDLKICKING'] == self.CDLKICKING_BUY.value) conditions.append(dataframe['CDLKICKINGBYLENGTH'] == self.CDLKICKINGBYLENGTH_BUY.value) conditions.append(dataframe['CDLLADDERBOTTOM'] == self.CDLLADDERBOTTOM_BUY.value) conditions.append(dataframe['CDLLONGLEGGEDDOJI'] == self.CDLLONGLEGGEDDOJI_BUY.value) conditions.append(dataframe['CDLLONGLINE'] == self.CDLLONGLINE_BUY.value) conditions.append(dataframe['CDLMARUBOZU'] == self.CDLMARUBOZU_BUY.value) conditions.append(dataframe['CDLMATCHINGLOW'] == self.CDLMATCHINGLOW_BUY.value) conditions.append(dataframe['CDLMATHOLD'] == self.CDLMATHOLD_BUY.value) conditions.append(dataframe['CDLMORNINGDOJISTAR'] == self.CDLMORNINGDOJISTAR_BUY.value) conditions.append(dataframe['CDLMORNINGSTAR'] == self.CDLMORNINGSTAR_BUY.value) conditions.append(dataframe['CDLONNECK'] == self.CDLONNECK_BUY.value) conditions.append(dataframe['CDLPIERCING'] == self.CDLPIERCING_BUY.value) conditions.append(dataframe['CDLRICKSHAWMAN'] == self.CDLRICKSHAWMAN_BUY.value) conditions.append(dataframe['CDLRISEFALL3METHODS'] == self.CDLRISEFALL3METHODS_BUY.value) conditions.append(dataframe['CDLSEPARATINGLINES'] == self.CDLSEPARATINGLINES_BUY.value) conditions.append(dataframe['CDLSHOOTINGSTAR'] == self.CDLSHOOTINGSTAR_BUY.value) conditions.append(dataframe['CDLSHORTLINE'] == self.CDLSHORTLINE_BUY.value) conditions.append(dataframe['CDLSPINNINGTOP'] == self.CDLSPINNINGTOP_BUY.value) conditions.append(dataframe['CDLSTALLEDPATTERN'] == self.CDLSTALLEDPATTERN_BUY.value) conditions.append(dataframe['CDLSTICKSANDWICH'] == self.CDLSTICKSANDWICH_BUY.value) conditions.append(dataframe['CDLTAKURI'] == self.CDLTAKURI_BUY.value) conditions.append(dataframe['CDLTASUKIGAP'] == self.CDLTASUKIGAP_BUY.value) conditions.append(dataframe['CDLTHRUSTING'] == self.CDLTHRUSTING_BUY.value) conditions.append(dataframe['CDLTRISTAR'] == self.CDLTRISTAR_BUY.value) conditions.append(dataframe['CDLUNIQUE3RIVER'] == self.CDLUNIQUE3RIVER_BUY.value) conditions.append(dataframe['CDLUPSIDEGAP2CROWS'] == self.CDLUPSIDEGAP2CROWS_BUY.value) conditions.append(dataframe['CDLXSIDEGAP3METHODS'] == self.CDLXSIDEGAP3METHODS_BUY.value) if conditions: dataframe.loc[ ( (qtpylib.crossed_above(dataframe['rsi'], self.buy_rsi.value)) & dataframe['volume'] > 0 & reduce(lambda x, y: x | y, conditions) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the sell signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with buy column """ conditions = [] conditions.append(dataframe['CDL2CROWS'] == self.CDL2CROWS_SELL.value) conditions.append(dataframe['CDL3BLACKCROWS'] == self.CDL3BLACKCROWS_SELL.value) conditions.append(dataframe['CDL3INSIDE'] == self.CDL3INSIDE_SELL.value) conditions.append(dataframe['CDL3LINESTRIKE'] == self.CDL3LINESTRIKE_SELL.value) conditions.append(dataframe['CDL3OUTSIDE'] == self.CDL3OUTSIDE_SELL.value) conditions.append(dataframe['CDL3STARSINSOUTH'] == self.CDL3STARSINSOUTH_SELL.value) conditions.append(dataframe['CDL3WHITESOLDIERS'] == self.CDL3WHITESOLDIERS_SELL.value) conditions.append(dataframe['CDLABANDONEDBABY'] == self.CDLABANDONEDBABY_SELL.value) conditions.append(dataframe['CDLADVANCEBLOCK'] == self.CDLADVANCEBLOCK_SELL.value) conditions.append(dataframe['CDLBELTHOLD'] == self.CDLBELTHOLD_SELL.value) conditions.append(dataframe['CDLBREAKAWAY'] == self.CDLBREAKAWAY_SELL.value) conditions.append(dataframe['CDLCLOSINGMARUBOZU'] == self.CDLCLOSINGMARUBOZU_SELL.value) conditions.append(dataframe['CDLCONCEALBABYSWALL'] == self.CDLCONCEALBABYSWALL_SELL.value) conditions.append(dataframe['CDLCOUNTERATTACK'] == self.CDLCOUNTERATTACK_SELL.value) conditions.append(dataframe['CDLDARKCLOUDCOVER'] == self.CDLDARKCLOUDCOVER_SELL.value) conditions.append(dataframe['CDLDOJI'] == self.CDLDOJI_SELL.value) conditions.append(dataframe['CDLDOJISTAR'] == self.CDLDOJISTAR_SELL.value) conditions.append(dataframe['CDLDRAGONFLYDOJI'] == self.CDLDRAGONFLYDOJI_SELL.value) conditions.append(dataframe['CDLENGULFING'] == self.CDLENGULFING_SELL.value) conditions.append(dataframe['CDLEVENINGDOJISTAR'] == self.CDLEVENINGDOJISTAR_SELL.value) conditions.append(dataframe['CDLEVENINGSTAR'] == self.CDLEVENINGSTAR_SELL.value) conditions.append(dataframe['CDLGAPSIDESIDEWHITE'] == self.CDLGAPSIDESIDEWHITE_SELL.value) conditions.append(dataframe['CDLGRAVESTONEDOJI'] == self.CDLGRAVESTONEDOJI_SELL.value) conditions.append(dataframe['CDLHAMMER'] == self.CDLHAMMER_SELL.value) conditions.append(dataframe['CDLHANGINGMAN'] == self.CDLHANGINGMAN_SELL.value) conditions.append(dataframe['CDLHARAMI'] == self.CDLHARAMI_SELL.value) conditions.append(dataframe['CDLHARAMICROSS'] == self.CDLHARAMICROSS_SELL.value) conditions.append(dataframe['CDLHIGHWAVE'] == self.CDLHIGHWAVE_SELL.value) conditions.append(dataframe['CDLHIKKAKE'] == self.CDLHIKKAKE_SELL.value) conditions.append(dataframe['CDLHIKKAKEMOD'] == self.CDLHIKKAKEMOD_SELL.value) conditions.append(dataframe['CDLHOMINGPIGEON'] == self.CDLHOMINGPIGEON_SELL.value) conditions.append(dataframe['CDLIDENTICAL3CROWS'] == self.CDLIDENTICAL3CROWS_SELL.value) conditions.append(dataframe['CDLINNECK'] == self.CDLINNECK_SELL.value) conditions.append(dataframe['CDLINVERTEDHAMMER'] == self.CDLINVERTEDHAMMER_SELL.value) conditions.append(dataframe['CDLKICKING'] == self.CDLKICKING_SELL.value) conditions.append(dataframe['CDLKICKINGBYLENGTH'] == self.CDLKICKINGBYLENGTH_SELL.value) conditions.append(dataframe['CDLLADDERBOTTOM'] == self.CDLLADDERBOTTOM_SELL.value) conditions.append(dataframe['CDLLONGLEGGEDDOJI'] == self.CDLLONGLEGGEDDOJI_SELL.value) conditions.append(dataframe['CDLLONGLINE'] == self.CDLLONGLINE_SELL.value) conditions.append(dataframe['CDLMARUBOZU'] == self.CDLMARUBOZU_SELL.value) conditions.append(dataframe['CDLMATCHINGLOW'] == self.CDLMATCHINGLOW_SELL.value) conditions.append(dataframe['CDLMATHOLD'] == self.CDLMATHOLD_SELL.value) conditions.append(dataframe['CDLMORNINGDOJISTAR'] == self.CDLMORNINGDOJISTAR_SELL.value) conditions.append(dataframe['CDLMORNINGSTAR'] == self.CDLMORNINGSTAR_SELL.value) conditions.append(dataframe['CDLONNECK'] == self.CDLONNECK_SELL.value) conditions.append(dataframe['CDLPIERCING'] == self.CDLPIERCING_SELL.value) conditions.append(dataframe['CDLRICKSHAWMAN'] == self.CDLRICKSHAWMAN_SELL.value) conditions.append(dataframe['CDLRISEFALL3METHODS'] == self.CDLRISEFALL3METHODS_SELL.value) conditions.append(dataframe['CDLSEPARATINGLINES'] == self.CDLSEPARATINGLINES_SELL.value) conditions.append(dataframe['CDLSHOOTINGSTAR'] == self.CDLSHOOTINGSTAR_SELL.value) conditions.append(dataframe['CDLSHORTLINE'] == self.CDLSHORTLINE_SELL.value) conditions.append(dataframe['CDLSPINNINGTOP'] == self.CDLSPINNINGTOP_SELL.value) conditions.append(dataframe['CDLSTALLEDPATTERN'] == self.CDLSTALLEDPATTERN_SELL.value) conditions.append(dataframe['CDLSTICKSANDWICH'] == self.CDLSTICKSANDWICH_SELL.value) conditions.append(dataframe['CDLTAKURI'] == self.CDLTAKURI_SELL.value) conditions.append(dataframe['CDLTASUKIGAP'] == self.CDLTASUKIGAP_SELL.value) conditions.append(dataframe['CDLTHRUSTING'] == self.CDLTHRUSTING_SELL.value) conditions.append(dataframe['CDLTRISTAR'] == self.CDLTRISTAR_SELL.value) conditions.append(dataframe['CDLUNIQUE3RIVER'] == self.CDLUNIQUE3RIVER_SELL.value) conditions.append(dataframe['CDLUPSIDEGAP2CROWS'] == self.CDLUPSIDEGAP2CROWS_SELL.value) conditions.append(dataframe['CDLXSIDEGAP3METHODS'] == self.CDLXSIDEGAP3METHODS_SELL.value) if conditions: dataframe.loc[ ( (qtpylib.crossed_above(dataframe['rsi'], self.sell_rsi.value)) & dataframe['volume'] > 0 & reduce(lambda x, y: x | y, conditions) ), 'exit_long'] = 1 return dataframe