Improve CatchTheWave Strategy

- Add ``vr24h_min`` parameter

base/strategies.py

@@ -213,6 +213,7 @@ class CatchTheWave(TradingStrategy):
         "sell_safeguard": {"default": "0.3", "type": "decimal"},
         "use_local_memory": {"default": "1", "type": "bool"},
         "use_matrix_time_res": {"default": "0", "type": "bool"},
+        "vr24h_min": {"default": "3", "type": "decimal"},
     }
 
     def __init__(self, bot, symbol=None, **kwargs):
@@ -233,10 +234,21 @@ def __init__(self, bot, symbol=None, **kwargs):
         self.use_matrix_time_res = self.get_param(
             "use_matrix_time_res", kwargs
         )
+        self.vr24h_min = self.get_param("vr24h_min", kwargs)
 
     def evaluate_buy(self):
         if self.use_matrix_time_res and self.time_safeguard:
             return (False, "Holding - Using matrix's time resolution...")
+        if (
+            self.vr24h_min > 0
+            and self.bot.symbol.variation_range_24h < self.vr24h_min
+        ):
+            return (
+                False,
+                f"Symbol's Variation Range below threshold "
+                f"({self.bot.symbol.variation_range_24h:.3f} < "
+                f"{self.vr24h_min:.3f}) - waiting for next turn...",
+            )
         if self.is_on_good_status() and self.is_on_wave_onset():
             return True, None
         return (False, "Symbol is not in good status and ascending...")

base/tests.py

@@ -1575,6 +1575,13 @@ def test_catchthewave(self):
                 "Using matrix's time resolution",
                 self.bot1.others["last_logs"][-1],
             )
+            self.bot1.symbol.last_updated = timezone.now()
+            self.bot1.symbol.variation_range_24h = 1
+            self.bot1.decide()
+            self.assertIn(
+                "Variation Range",
+                self.bot1.others["last_logs"][-1],
+            )
 
 
 @pytest.mark.usefixtures("celery_session_app")

docs/trading_bots.rst

@@ -94,6 +94,9 @@ Parameters
 ``use_matrix_time_res``
   Use matrix's time resolution (:settings:`TIME_INTERVAL`) (``1`` | ``0``, defaults to ``0``)
 
+``vr24h_min``
+  Minimum Variation Range (24h) of a Symbol to buy (``Decimal``, defaults to ``3``) if enabled (greater than zero). Meant to keep the bot out of the market when it is moving sideways narrowly.
+
 
 .. rubric:: References
 .. [1] .. autoclass:: base.models.TraderoBot