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Move strategy to it's own directory to avoid having other
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# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
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from pandas import DataFrame
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from technical.indicators import ichimoku
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from freqtrade.strategy import IStrategy
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class strategy_test_v3_with_lookahead_bias(IStrategy):
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INTERFACE_VERSION = 3
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# Minimal ROI designed for the strategy
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minimal_roi = {
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"40": 0.0,
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"30": 0.01,
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"20": 0.02,
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"0": 0.04
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}
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# Optimal stoploss designed for the strategy
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stoploss = -0.10
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# Optimal timeframe for the strategy
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timeframe = '5m'
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# Number of candles the strategy requires before producing valid signals
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startup_candle_count: int = 20
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def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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# bias is introduced here
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ichi = ichimoku(dataframe,
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conversion_line_period=20,
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base_line_periods=60,
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laggin_span=120,
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displacement=30)
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dataframe['chikou_span'] = ichi['chikou_span']
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return dataframe
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def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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dataframe.loc[
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dataframe['close'].shift(-10) > dataframe['close'],
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'enter_long'] = 1
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return dataframe
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def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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dataframe.loc[
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dataframe['close'].shift(-10) > dataframe['close'], 'exit'] = 1
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return dataframe
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