Timeframe
5m
Direction
Long Only
Stoploss
-25.0%
Trailing Stop
No
ROI
0m: 10.0%, 20m: 7.0%, 30m: 6.0%, 40m: 5.0%
Interface Version
3
Startup Candles
N/A
Indicators
3
# --- Do not remove these libs ---
import freqtrade.vendor.qtpylib.indicators as qtpylib
import talib.abstract as ta
from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
# --------------------------------
class CofiBitStrategy(IStrategy):
INTERFACE_VERSION = 3
'\n taken from slack by user CofiBit\n '
# Minimal ROI designed for the strategy.
# This attribute will be overridden if the config file contains "minimal_roi"
minimal_roi = {'40': 0.05, '30': 0.06, '20': 0.07, '0': 0.1}
# Optimal stoploss designed for the strategy
# This attribute will be overridden if the config file contains "stoploss"
stoploss = -0.25
# Optimal timeframe for the strategy
timeframe = '5m'
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
stoch_fast = ta.STOCHF(dataframe, 5, 3, 0, 3, 0)
dataframe['fastd'] = stoch_fast['fastd']
dataframe['fastk'] = stoch_fast['fastk']
dataframe['ema_high'] = ta.EMA(dataframe, timeperiod=5, price='high')
dataframe['ema_close'] = ta.EMA(dataframe, timeperiod=5, price='close')
dataframe['ema_low'] = ta.EMA(dataframe, timeperiod=5, price='low')
dataframe['adx'] = ta.ADX(dataframe)
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the entry signal for the given dataframe
:param dataframe: DataFrame
:return: DataFrame with entry column
"""
dataframe.loc[(dataframe['open'] < dataframe['ema_low']) & qtpylib.crossed_above(dataframe['fastk'], dataframe['fastd']) & (dataframe['fastk'] < 30) & (dataframe['fastd'] < 30) & (dataframe['adx'] > 30), 'enter_long'] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the exit signal for the given dataframe
:param dataframe: DataFrame
:return: DataFrame with entry column
"""
dataframe.loc[(dataframe['open'] >= dataframe['ema_high']) | (dataframe['fastk'] > 70) | qtpylib.crossed_above(dataframe['fastd'], 70), 'exit_long'] = 1
return dataframe