author@: Gert Wohlgemuth
Timeframe
5m
Direction
Long Only
Stoploss
-33.2%
Trailing Stop
Yes
ROI
0m: 9.5%, 13m: 7.3%, 30m: 1.5%, 85m: 0.0%
Interface Version
N/A
Startup Candles
N/A
Indicators
3
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
class BBRSI3366(IStrategy):
"""
author@: Gert Wohlgemuth
converted from:
https://github.com/sthewissen/Mynt/blob/master/src/Mynt.Core/Strategies/BbandRsi.cs
"""
minimal_roi = {
"0": 0.09521,
"13": 0.07341,
"30": 0.01468,
"85": 0
}
trailing_stop = True
trailing_stop_positive = 0.05069
trailing_stop_positive_offset = 0.06189
trailing_only_offset_is_reached = False
stoploss = -0.33233
timeframe = '5m'
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=1)
dataframe['bb_lowerband'] = bollinger['lower']
dataframe['bb_middleband'] = bollinger['mid']
dataframe['bb_upperband'] = bollinger['upper']
dataframe['sar'] = ta.SAR(dataframe)
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['rsi'] < 33)
),
'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'] > 66) #&
),
'sell'] = 1
return dataframe