64 lines
2.4 KiB
Python
64 lines
2.4 KiB
Python
# user_data/strategies/SmartBBGrid.py
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from freqtrade.strategy import IStrategy
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from pandas import DataFrame
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import talib.abstract as ta
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class SmartBBGrid(IStrategy):
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INTERFACE_VERSION = 3
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timeframe = '4h'
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can_short = False
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minimal_roi = {"0": 100} # 不自动ROI
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stoploss = -0.99
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startup_candle_count = 200
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use_exit_signal = True
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exit_profit_only = False
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ignore_roi_if_entry_signal = True
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# ---------- 指标 ----------
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def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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# 布林带（20期 2.3倍）
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bb = ta.BBANDS(dataframe, timeperiod=20, nbdevup=2.3, nbdevdn=2.3)
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dataframe['bb_lower'] = bb['lowerband']
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dataframe['bb_upper'] = bb['upperband']
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dataframe['bb_mid'] = bb['middleband']
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dataframe['bb_width'] = (dataframe['bb_upper'] - dataframe['bb_lower']) / dataframe['bb_mid']
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# ADX
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dataframe['adx'] = ta.ADX(dataframe, timeperiod=14)
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return dataframe
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# ---------- 买入 ----------
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def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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dataframe['enter_long'] = False
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# 震荡或强牛市都允许在下轨补仓
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oscillating = (dataframe['adx'] < 24) & (dataframe['bb_width'] > 0.04)
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strong_bull = dataframe['adx'] > 30
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dataframe.loc[
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((oscillating | strong_bull) &
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(dataframe['close'] <= dataframe['bb_lower'] * 1.006) &
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(dataframe['volume'] > 0)),
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'enter_long'] = True
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return dataframe
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# ---------- 卖出 ----------
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def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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dataframe['exit_long'] = False
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# 只有震荡市才卖，牛市死拿
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dataframe.loc[
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(dataframe['adx'] < 24) & (
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(dataframe['close'] >= dataframe['bb_upper'] * 0.994) | # 碰到上轨卖
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(dataframe['close'] >= dataframe['bb_mid'] * 1.13) # 赚13%全清
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),
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'exit_long'] = True
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return dataframe
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# ---------- 每币25-30个订单 ----------
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def custom_stake_amount(self, **kwargs) -> float:
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total = self.wallets.get_total_stake_amount()
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weights = {'BTC/USDT':0.3, 'ETH/USDT':0.3, 'SOL/USDT':0.4}
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coin = kwargs['pair'].split('/')[0]
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return total * weights.get(coin, 0.33) |