Timeframe
15m
Direction
Long Only
Stoploss
-12.6%
Trailing Stop
No
ROI
0m: 26.6%, 30m: 10.3%, 210m: 3.5%, 540m: 0.0%
Interface Version
3
Startup Candles
N/A
Indicators
2
# --- Do not remove these libs ---
from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
# --------------------------------
class ADX_15M_USDT(IStrategy):
INTERFACE_VERSION = 3
timeframe = '15m'
# ROI table:
minimal_roi = {'0': 0.26552, '30': 0.10255, '210': 0.03545, '540': 0}
# Stoploss:
stoploss = -0.1255
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe['adx'] = ta.ADX(dataframe, timeperiod=14)
dataframe['plus_di'] = ta.PLUS_DI(dataframe, timeperiod=25)
dataframe['minus_di'] = ta.MINUS_DI(dataframe, timeperiod=25)
dataframe['sar'] = ta.SAR(dataframe)
dataframe['mom'] = ta.MOM(dataframe, timeperiod=14)
dataframe['exit-adx'] = ta.ADX(dataframe, timeperiod=14)
dataframe['exit-plus_di'] = ta.PLUS_DI(dataframe, timeperiod=25)
dataframe['exit-minus_di'] = ta.MINUS_DI(dataframe, timeperiod=25)
dataframe['exit-sar'] = ta.SAR(dataframe)
dataframe['exit-mom'] = ta.MOM(dataframe, timeperiod=14)
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[(dataframe['adx'] > 16) & (dataframe['minus_di'] > 4) & (dataframe['plus_di'] > 20) & qtpylib.crossed_above(dataframe['plus_di'], dataframe['minus_di']), 'enter_long'] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[(dataframe['adx'] > 43) & (dataframe['minus_di'] > 22) & (dataframe['plus_di'] > 20) & qtpylib.crossed_above(dataframe['exit-minus_di'], dataframe['exit-plus_di']), 'exit_long'] = 1
return dataframe