Timeframe
5m
Direction
Long Only
Stoploss
-5.0%
Trailing Stop
No
ROI
0m: 10.0%, 180m: 5.0%
Interface Version
N/A
Startup Candles
25
Indicators
3
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
"""Strategy: Bollinger Band Width Expansion Strategy"""
import talib.abstract as ta
from freqtrade.strategy import IStrategy
from pandas import DataFrame
class BbWidthExpansionStrategy(IStrategy):
timeframe = "5m"
minimal_roi = {"0": 0.10, "180": 0.05}
stoploss = -0.05
startup_candle_count = 25
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
bb = ta.BBANDS(dataframe, timeperiod=20, nbdevup=2.0, nbdevdn=2.0)
dataframe["bb_upper"] = bb["upperband"]
dataframe["bb_lower"] = bb["lowerband"]
dataframe["bb_mid"] = bb["middleband"]
dataframe["bb_width"] = (dataframe["bb_upper"] - dataframe["bb_lower"]) / dataframe["bb_mid"]
dataframe["bb_width_prev"] = dataframe["bb_width"].shift(1)
dataframe["bb_width_ma"] = dataframe["bb_width"].rolling(20).mean()
dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
dataframe["ema50"] = ta.EMA(dataframe, timeperiod=50)
dataframe["volume_ma"] = dataframe["volume"].rolling(20).mean()
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(dataframe["bb_width"] > dataframe["bb_width_ma"])
& (dataframe["bb_width_prev"] <= dataframe["bb_width_ma"])
& (dataframe["close"] > dataframe["bb_mid"])
& (dataframe["close"] > dataframe["ema50"])
& (dataframe["rsi"] > 50) & (dataframe["rsi"] < 70)
& (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["bb_mid"]) | (dataframe["rsi"] > 74),
"exit_long",
] = 1
return dataframe