Timeframe
5m
Direction
Long Only
Stoploss
-6.0%
Trailing Stop
Yes
ROI
0m: 15.0%, 300m: 8.0%
Interface Version
N/A
Startup Candles
25
Indicators
4
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
"""Strategy: ATR Trailing Stop Strategy"""
import talib.abstract as ta
from freqtrade.strategy import IStrategy
from pandas import DataFrame
class AtrTrailingStopStrategy(IStrategy):
timeframe = "5m"
minimal_roi = {"0": 0.15, "300": 0.08}
stoploss = -0.06
trailing_stop = True
trailing_stop_positive = 0.03
trailing_stop_positive_offset = 0.06
trailing_only_offset_is_reached = True
startup_candle_count = 25
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe["atr"] = ta.ATR(dataframe, timeperiod=14)
dataframe["ema20"] = ta.EMA(dataframe, timeperiod=20)
dataframe["ema50"] = ta.EMA(dataframe, timeperiod=50)
dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
dataframe["adx"] = ta.ADX(dataframe, timeperiod=14)
dataframe["atr_stop"] = dataframe["close"] - 2 * dataframe["atr"]
dataframe["volume_ma"] = dataframe["volume"].rolling(20).mean()
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(dataframe["ema20"] > dataframe["ema50"])
& (dataframe["adx"] > 22)
& (dataframe["rsi"] > 50) & (dataframe["rsi"] < 68)
& (dataframe["close"] > dataframe["ema20"])
& (dataframe["volume"] > dataframe["volume_ma"])
& (dataframe["volume"] > 0),
"enter_long",
] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(dataframe["close"] < dataframe["ema20"]) | (dataframe["rsi"] > 75),
"exit_long",
] = 1
return dataframe