Timeframe
1m
Direction
Long Only
Stoploss
-20.0%
Trailing Stop
Yes
ROI
0m: 30.0%, 120m: 20.0%, 360m: 15.0%, 720m: 0.0%
Interface Version
N/A
Startup Candles
N/A
Indicators
2
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
# --- Do not remove these libs ---
from freqtrade.strategy.interface import IStrategy
from typing import Dict, List
from functools import reduce
from pandas import DataFrame
# --------------------------------
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
class BBRSI2(IStrategy):
minimal_roi = {
"0": 0.30,
"120": 0.20,
"360": 0.15,
"720": 0
}
stoploss = -0.20
timeframe = '1m'
trailing_stop = True
order_types = {
"buy": "limit",
"sell": "limit",
"emergencysell": "market",
"forcebuy": "market",
"forcesell": "market",
"stoploss": "market",
"stoploss_on_exchange": True,
"stoploss_on_exchange_interval": 60,
"stoploss_on_exchange_limit_ratio": 0.99,
}
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# RSI
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
# Bollinger Bands
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
dataframe['bb_lowerband'] = bollinger['lower']
dataframe['bb_middleband'] = bollinger['mid']
# dataframe['bb_upperband'] = bollinger['upper']
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['rsi'] > 35)
& (dataframe['close'] < dataframe['bb_lowerband'])
),
'buy'] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['rsi'] > 75)
& (dataframe['close'] > dataframe['bb_middleband'])
),
'sell'] = 1
return dataframe