Trend-following momentum strategy that enters long positions during strong upward trends and exits when momentum reverses.
Timeframe
1h
Direction
Long Only
Stoploss
-25.0%
Trailing Stop
No
ROI
0m: 5.0%
Interface Version
N/A
Startup Candles
N/A
Indicators
2
freqtrade/freqtrade-strategies
this is an example class, implementing a PSAR based trailing stop loss you are supposed to take the `custom_stoploss()` and `populate_indicators()` parts and adapt it to your own strategy
freqtrade/freqtrade-strategies
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
# --- Do not remove these libs ---
from freqtrade.strategy import IStrategy
from pandas import DataFrame
import talib.abstract as ta
class ADXMomentum(IStrategy):
"""
Trend-following momentum strategy that enters long positions during strong upward trends and exits when momentum reverses.
Entry: ADX > 25 (strong trend), MOM > 0 (positive momentum), PLUS_DI > 25 and PLUS_DI > MINUS_DI (upward directional strength).
Exit: ADX > 25, MOM < 0 (negative momentum), MINUS_DI > 25 and PLUS_DI < MINUS_DI (downward directional strength).
"""
INTERFACE_VERSION: int = 3
# Minimal ROI designed for the strategy.
# adjust based on market conditions. We would recommend to keep it low for quick turn arounds
# This attribute will be overridden if the config file contains "minimal_roi"
minimal_roi = {
"0": 0.05
}
# Optimal stoploss designed for the strategy
stoploss = -0.25
# Optimal timeframe for the strategy
timeframe = '1h'
# Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 20
exit_profit_only = False
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)
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['adx'] > 25) &
(dataframe['mom'] > 0) &
(dataframe['plus_di'] > 25) &
(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'] > 25) &
(dataframe['mom'] < 0) &
(dataframe['minus_di'] > 25) &
(dataframe['plus_di'] < dataframe['minus_di'])
),
'exit_long'] = 1
return dataframe