Timeframe
5m
Direction
Long Only
Stoploss
-9.0%
Trailing Stop
Yes
ROI
0m: 5.0%, 120m: 2.0%, 360m: 0.0%
Interface Version
3
Startup Candles
120
Indicators
3
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
from __future__ import annotations
from pandas import DataFrame
import talib.abstract as ta
from freqtrade.strategy import DecimalParameter, IStrategy
class BreakoutGammaV1(IStrategy):
INTERFACE_VERSION = 3
timeframe = "5m"
can_short = False
process_only_new_candles = True
startup_candle_count = 120
minimal_roi = {"0": 0.05, "120": 0.02, "360": 0.0}
stoploss = -0.09
trailing_stop = True
trailing_stop_positive = 0.02
trailing_stop_positive_offset = 0.045
trailing_only_offset_is_reached = True
volume_mult = DecimalParameter(1.2, 3.0, default=1.6, decimals=1, space="buy")
exit_rsi = DecimalParameter(45.0, 65.0, default=52.0, decimals=1, space="sell")
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe["high_20"] = dataframe["high"].rolling(20).max().shift(1)
dataframe["ema_50"] = ta.EMA(dataframe, timeperiod=50)
dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
dataframe["atr"] = ta.ATR(dataframe, timeperiod=14)
dataframe["atr_mean_50"] = dataframe["atr"].rolling(50).mean()
dataframe["volume_mean_30"] = dataframe["volume"].rolling(30).mean()
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe["close"] > dataframe["high_20"])
& (dataframe["close"] > dataframe["ema_50"])
& (dataframe["atr"] > dataframe["atr_mean_50"])
& (dataframe["volume"] > dataframe["volume_mean_30"] * self.volume_mult.value)
),
"enter_long",
] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe["close"] < dataframe["ema_50"])
| (dataframe["rsi"] < self.exit_rsi.value)
),
"exit_long",
] = 1
return dataframe