Timeframe
N/A
Direction
Long Only
Stoploss
-99.0%
Trailing Stop
Yes
ROI
0m: 100000.0%
Interface Version
N/A
Startup Candles
N/A
Indicators
2
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
from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
from technical.indicators import accumulation_distribution
from technical.util import resample_to_interval, resampled_merge
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy
from technical.indicators import ichimoku
class Ichimoku_SenkouSpanCross(IStrategy):
"""
"""
minimal_roi = {
"0": 1000
}
stoploss = -0.99
ticker_interval = '4h'
# startup_candle_count: int = 300
# trailing stoploss
trailing_stop = True
trailing_stop_positive = 0.45
trailing_stop_positive_offset = 0.50
trailing_only_offset_is_reached = True
order_types = {
'buy': 'market',
'sell': 'market',
'stoploss': 'market',
'stoploss_on_exchange': False
}
order_time_in_force = {
'buy': 'gtc',
'sell': 'gtc'
}
def informative_pairs(self):
return [
]
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
ichi = ichimoku(dataframe, conversion_line_period=20, base_line_periods=60, laggin_span=120, displacement=30)
# dataframe['chikou_span'] = ichi['chikou_span']
dataframe['tenkan'] = ichi['tenkan_sen']
dataframe['kijun'] = ichi['kijun_sen']
dataframe['senkou_a'] = ichi['senkou_span_a']
dataframe['senkou_b'] = ichi['senkou_span_b']
dataframe['cloud_green'] = ichi['cloud_green']
dataframe['cloud_red'] = ichi['cloud_red']
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(qtpylib.crossed_above(dataframe['senkou_a'], dataframe['senkou_b'])) &
(dataframe['close'] > dataframe['senkou_a']) &
(dataframe['close'] > dataframe['senkou_b']) &
(dataframe['cloud_green'] == True)
),
'buy'] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(qtpylib.crossed_above(dataframe['senkou_b'], dataframe['senkou_a'])) &
(dataframe['close'] < dataframe['senkou_a']) &
(dataframe['close'] < dataframe['senkou_b']) &
(dataframe['cloud_red'] == True)
),
'sell'] = 1
return dataframe