Timeframe
5m
Direction
Long Only
Stoploss
-5.0%
Trailing Stop
No
ROI
0m: 12.0%, 240m: 6.0%
Interface Version
N/A
Startup Candles
60
Indicators
2
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
"""Strategy: Simple Ichimoku Strategy"""
import talib.abstract as ta
from freqtrade.strategy import IStrategy
from pandas import DataFrame
class IchimokuSimpleStrategy(IStrategy):
timeframe = "5m"
minimal_roi = {"0": 0.12, "240": 0.06}
stoploss = -0.05
startup_candle_count = 60
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
high9 = dataframe["high"].rolling(9).max()
low9 = dataframe["low"].rolling(9).min()
dataframe["tenkan"] = (high9 + low9) / 2
high26 = dataframe["high"].rolling(26).max()
low26 = dataframe["low"].rolling(26).min()
dataframe["kijun"] = (high26 + low26) / 2
dataframe["senkou_a"] = ((dataframe["tenkan"] + dataframe["kijun"]) / 2).shift(26)
high52 = dataframe["high"].rolling(52).max()
low52 = dataframe["low"].rolling(52).min()
dataframe["senkou_b"] = ((high52 + low52) / 2).shift(26)
dataframe["tenkan_prev"] = dataframe["tenkan"].shift(1)
dataframe["kijun_prev"] = dataframe["kijun"].shift(1)
dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
dataframe["volume_ma"] = dataframe["volume"].rolling(20).mean()
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(dataframe["tenkan"] > dataframe["kijun"])
& (dataframe["tenkan_prev"] <= dataframe["kijun_prev"])
& (dataframe["close"] > dataframe["senkou_a"])
& (dataframe["close"] > dataframe["senkou_b"])
& (dataframe["rsi"] < 68)
& (dataframe["volume"] > dataframe["volume_ma"])
& (dataframe["volume"] > 0),
"enter_long",
] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(dataframe["tenkan"] < dataframe["kijun"]) | (dataframe["rsi"] > 74),
"exit_long",
] = 1
return dataframe