Timeframe
5m
Direction
Long Only
Stoploss
-100.0%
Trailing Stop
No
ROI
0m: 2.0%, 60m: 4.0%, 120m: 2.0%
Interface Version
N/A
Startup Candles
N/A
Indicators
1
freqtrade/freqtrade-strategies
author@: lenik
import freqtrade.vendor.qtpylib.indicators as qtpylib
import talib.abstract as ta
from freqtrade.strategy import (DecimalParameter, IStrategy, IntParameter)
from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame, DatetimeIndex, merge, Series
class CCI_BB(IStrategy):
# Buy hyperspace params:
buy_params = {
}
# Sell hyperspace params:
sell_params = {
}
minimal_roi = {
"0": 0.02,
"60": 0.04,
"120": 0.02,
}
stoploss = -1
timeframe = '5m'
exit_profit_only = False
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe['cci'] = ta.CCI(dataframe)
bollinger1 = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
dataframe['bb_lowerband1'] = bollinger1['lower']
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['cci'] <= -134) &
(dataframe["close"] < dataframe['bb_lowerband1'])
)
,
'buy'
] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
return dataframe