author@: Gert Wohlgemuth
Timeframe
5m
Direction
Long Only
Stoploss
-30.1%
Trailing Stop
Yes
ROI
0m: 22.8%, 31m: 6.2%, 78m: 3.2%, 105m: 0.0%
Interface Version
N/A
Startup Candles
N/A
Indicators
5
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 pandas import DataFrame
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
# --------------------------------
class BBRSI21(IStrategy):
"""
author@: Gert Wohlgemuth
converted from:
https://github.com/sthewissen/Mynt/blob/master/src/Mynt.Core/Strategies/BbandRsi.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": 0.22766,
"31": 0.06155,
"78": 0.03227,
"105": 0
}
# Trailing stop:
trailing_stop = True
trailing_stop_positive = 0.17832
trailing_stop_positive_offset = 0.24807
trailing_only_offset_is_reached = True
# Optimal stoploss designed for the strategy
stoploss = -0.30054
# Optimal timeframe for the strategy
timeframe = '5m'
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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:
"""
Based on TA indicators.
Can be a copy of the corresponding method from the strategy,
or will be loaded from the strategy.
Must align to populate_indicators used (either from this File, or from the strategy)
Only used when --spaces does not include buy
"""
dataframe.loc[
(
(dataframe['close'] < dataframe['bb_lowerband']) &
# (dataframe['mfi'] > 16) &
# (dataframe['adx'] > 25) &
(dataframe['rsi'] < 21)
),
'buy'] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators.
Can be a copy of the corresponding method from the strategy,
or will be loaded from the strategy.
Must align to populate_indicators used (either from this File, or from the strategy)
Only used when --spaces does not include sell
"""
dataframe.loc[
(
(dataframe['close'] > dataframe['bb_upperband']) &
(dataframe['rsi'] > 99)
# (qtpylib.crossed_above(
# dataframe['macdsignal'], dataframe['macd']
# )) &
# (dataframe['fastd'] > 54)
),
'sell'] = 1
return dataframe