Timeframe
5m
Direction
Long & Short
Stoploss
-1.5%
Trailing Stop
Yes
ROI
0m: 4.0%, 240m: 2.5%, 960m: 1.5%, 2880m: 0.0%
Interface Version
3
Startup Candles
50
Indicators
2
freqtrade/freqtrade-strategies
from pandas import DataFrame
import talib.abstract as ta
from freqtrade.strategy import IStrategy
# ===== Live: 5m EMA cross, simple and trades =====
class Live5mStrategy(IStrategy):
INTERFACE_VERSION = 3; timeframe = '5m'; can_short = True
stoploss = -0.015; trailing_stop = True
trailing_stop_positive = 0.004; trailing_stop_positive_offset = 0.010
trailing_only_offset_is_reached = True
minimal_roi = {"0": 0.04, "240": 0.025, "960": 0.015, "2880": 0}
max_open_trades = 8; stake_amount = 50
startup_candle_count = 50
process_only_new_candles = True; use_exit_signal = False
def populate_indicators(self,d,m):
d['e9']=ta.EMA(d,9);d['e21']=ta.EMA(d,21)
d['vr']=d['volume']/ta.SMA(d['volume'],20)
return d
def populate_entry_trend(self,d,m):
d.loc[((d['e9']>d['e21'])&(d['vr']>0.8)&(d['volume']>0)),['enter_long','enter_tag']]=(1,'L')
d.loc[((d['e9']<d['e21'])&(d['vr']>0.8)&(d['volume']>0)),['enter_short','enter_tag']]=(1,'S')
return d
def populate_exit_trend(self,d,m):return d
# ===== Live: 15m EMA cross, simple =====
class Live15mStrategy(IStrategy):
INTERFACE_VERSION = 3; timeframe = '15m'; can_short = True
stoploss = -0.02; trailing_stop = True
trailing_stop_positive = 0.005; trailing_stop_positive_offset = 0.015
trailing_only_offset_is_reached = True
minimal_roi = {"0": 0.05, "480": 0.03, "1440": 0.02, "2880": 0}
max_open_trades = 8; stake_amount = 5000
startup_candle_count = 50
process_only_new_candles = True; use_exit_signal = False
def populate_indicators(self,d,m):
d['e10']=ta.EMA(d,10);d['e30']=ta.EMA(d,30)
d['vr']=d['volume']/ta.SMA(d['volume'],20)
return d
def populate_entry_trend(self,d,m):
d.loc[((d['e10']>d['e30'])&(d['vr']>0.8)&(d['volume']>0)),['enter_long','enter_tag']]=(1,'L')
d.loc[((d['e10']<d['e30'])&(d['vr']>0.8)&(d['volume']>0)),['enter_short','enter_tag']]=(1,'S')
return d
def populate_exit_trend(self,d,m):return d
# ===== Live: 15m small wallet =====
class Live15mSmallStrategy(IStrategy):
INTERFACE_VERSION = 3; timeframe = '15m'; can_short = True
stoploss = -0.02; trailing_stop = True
trailing_stop_positive = 0.005; trailing_stop_positive_offset = 0.015
trailing_only_offset_is_reached = True
minimal_roi = {"0": 0.05, "480": 0.03, "1440": 0.02, "2880": 0}
max_open_trades = 10; stake_amount = 30
startup_candle_count = 50
process_only_new_candles = True; use_exit_signal = False
def populate_indicators(self,d,m):
d['e10']=ta.EMA(d,10);d['e30']=ta.EMA(d,30)
d['vr']=d['volume']/ta.SMA(d['volume'],20)
return d
def populate_entry_trend(self,d,m):
d.loc[((d['e10']>d['e30'])&(d['vr']>0.8)&(d['volume']>0)),['enter_long','enter_tag']]=(1,'L')
d.loc[((d['e10']<d['e30'])&(d['vr']>0.8)&(d['volume']>0)),['enter_short','enter_tag']]=(1,'S')
return d
def populate_exit_trend(self,d,m):return d