Original BuyOrDie strategy from mikedigriz/freqtrade-strategy-mikedigriz Ported to modern freqtrade API (>= 2023.x), long-only, no futures changes.
Timeframe
5m
Direction
Long Only
Stoploss
-2.0%
Trailing Stop
Yes
ROI
0m: 100000.0%
Interface Version
N/A
Startup Candles
N/A
Indicators
0
freqtrade/freqtrade-strategies
author@: lenik
import numpy as np
import talib.abstract as ta
from freqtrade.strategy import IStrategy
from pandas import DataFrame
try:
import freqtrade.vendor.qtpylib.indicators as qtpylib
except ImportError:
qtpylib = None
def _wma(series, period):
weights = np.arange(1, period + 1)
return series.rolling(period).apply(lambda x: np.dot(x, weights) / weights.sum(), raw=True)
def _hma(series, period):
half_period = int(period / 2)
sqrt_period = int(np.sqrt(period))
wma1 = _wma(series, half_period)
wma2 = _wma(series, period)
hull = 2 * wma1 - wma2
return _wma(hull, sqrt_period)
class BuyOrDie_org(IStrategy):
"""
Original BuyOrDie strategy from mikedigriz/freqtrade-strategy-mikedigriz
Ported to modern freqtrade API (>= 2023.x), long-only, no futures changes.
"""
buy_params = {}
sell_params = {}
minimal_roi = {
'0': 1000
}
stoploss = -0.02
trailing_stop = True
trailing_stop_positive = 0.332
trailing_stop_positive_offset = 0.364
trailing_only_offset_is_reached = True
timeframe = '5m'
use_exit_signal = False
exit_profit_only = False
ignore_roi_if_entry_signal = True
can_short = False
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe['hma_20'] = _hma(dataframe['close'], 20)
dataframe['close_prev'] = dataframe['close'].shift(2)
dataframe['hma_20_prev'] = dataframe['hma_20'].shift(2)
dataframe['close_curr'] = dataframe['close'].shift(1)
dataframe['hma_20_current'] = dataframe['hma_20'].shift(1)
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['close_curr'] > dataframe['hma_20_current']) &
(dataframe['close_prev'] < dataframe['hma_20_prev'])
),
'enter_long'
] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
return dataframe