This is FrostAura's mark 2 strategy which aims to make purchase decisions based on the Stochastic and RSI.
Timeframe
15m
Direction
Long Only
Stoploss
-44.9%
Trailing Stop
No
ROI
0m: 32.4%, 359m: 12.7%, 934m: 8.8%, 2090m: 0.0%
Interface Version
2
Startup Candles
N/A
Indicators
5
freqtrade/freqtrade-strategies
freqtrade/freqtrade-strategies
this is an example class, implementing a PSAR based trailing stop loss you are supposed to take the `custom_stoploss()` and `populate_indicators()` parts and adapt it to your own strategy
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
import numpy as np
import pandas as pd
from pandas import DataFrame
from freqtrade.strategy.interface import IStrategy
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
class FrostAuraM21hStrategy(IStrategy):
"""
This is FrostAura's mark 2 strategy which aims to make purchase decisions
based on the Stochastic and RSI.
Last Optimization:
Sharpe Ratio : 6.24747% (prev 6.41952)
Profit % : 1537.94% (1432.33%)
Optimized for : Last 109 days, 1h
ATT : 719.4m (prev 4321.0m)
"""
# Strategy interface version - allow new iterations of the strategy interface.
# Check the documentation or the Sample strategy to get the latest version.
INTERFACE_VERSION = 2
# Minimal ROI designed for the strategy.
minimal_roi = {
"0": 0.32365,
"359": 0.12673,
"934": 0.08834,
"2090": 0
}
# Optimal stoploss designed for the strategy.
stoploss = -0.44897
# Trailing stoploss
trailing_stop = False
# Optimal ticker interval for the strategy.
timeframe = '15m'
# Run "populate_indicators()" only for new candle.
process_only_new_candles = False
# These values can be overridden in the "ask_strategy" section in the config.
use_sell_signal = True
sell_profit_only = False
ignore_roi_if_buy_signal = False
# Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 30
# Optional order type mapping.
order_types = {
'buy': 'limit',
'sell': 'limit',
'stoploss': 'market',
'stoploss_on_exchange': False
}
# Optional order time in force.
order_time_in_force = {
'buy': 'gtc',
'sell': 'gtc'
}
plot_config = {
'main_plot': {
'tema': {},
'sar': {'color': 'white'},
},
'subplots': {
"MACD": {
'macd': {'color': 'blue'},
'macdsignal': {'color': 'orange'},
},
"RSI": {
'rsi': {'color': 'red'},
}
}
}
def informative_pairs(self):
return []
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# RSI
dataframe['rsi'] = ta.RSI(dataframe)
# Stochastic Slow
stoch = ta.STOCH(dataframe)
dataframe['slowd'] = stoch['slowd']
dataframe['slowk'] = stoch['slowk']
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
minimum_coin_price = 0.0000015
dataframe.loc[
(
(dataframe['rsi'] > 48) &
(dataframe["slowd"] > 79) &
(dataframe["slowk"] > 77) &
(dataframe["close"] > minimum_coin_price)
),
'buy'] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['rsi'] < 48) &
(dataframe["slowd"] < 79) &
(dataframe["slowk"] < 77)
),
'sell'] = 1
return dataframe