author@: Gert Wohlgemuth converted from: https://github.com/sthewissen/Mynt/blob/master/src/Mynt.Core/Strategies/AdxMomentum.cs
Timeframe
N/A
Direction
Long Only
Stoploss
-32.8%
Trailing Stop
Yes
ROI
0m: 6.9%, 7m: 2.7%, 10m: 0.8%, 32m: 0.0%
Interface Version
N/A
Startup Candles
N/A
Indicators
2
freqtrade/freqtrade-strategies
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
# --- Do not remove these libs ---
from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
import talib.abstract as ta
# --------------------------------
class adx_opt_live(IStrategy):
"""
author@: Gert Wohlgemuth
converted from:
https://github.com/sthewissen/Mynt/blob/master/src/Mynt.Core/Strategies/AdxMomentum.cs
"""
# 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": 0.0692,
"7": 0.02682,
"10": 0.00771,
"32": 0
}
# Optimal stoploss designed for the strategy
stoploss = -0.32766
# Trailing stoploss
trailing_stop = True
trailing_only_offset_is_reached = True
trailing_stop_positive = 0.32634
trailing_stop_positive_offset = 0.34487
# Optimal ticker interval for the strategy
ticker_interval = '1m'
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_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['mom'] < 0) &
(dataframe['minus_di'] > 48) &
(dataframe['plus_di'] < dataframe['minus_di'])
),
'buy'] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['mom'] > 0) &
(dataframe['minus_di'] > 48) &
(dataframe['plus_di'] > dataframe['minus_di'])
),
'sell'] = 1
return dataframe