Timeframe
5m
Direction
Long Only
Stoploss
-5.0%
Trailing Stop
No
ROI
0m: 5.0%
Interface Version
3
Startup Candles
200
Indicators
1
freqtrade/freqtrade-strategies
author@: lenik
"""
Minimal long-only placeholder strategy — restores the `LongOnlyStrategy` name
referenced in the original `notes.md`. Enters on a simple SMA cross, exits
on the reverse cross. Replace with real logic before trusting any results.
"""
from pandas import DataFrame
import talib.abstract as ta
from freqtrade.strategy import IStrategy
class LongOnlyStrategy(IStrategy):
INTERFACE_VERSION = 3
can_short = False
timeframe = "5m"
startup_candle_count = 200
minimal_roi = {"0": 0.05}
stoploss = -0.05
trailing_stop = False
process_only_new_candles = True
use_exit_signal = True
exit_profit_only = False
ignore_roi_if_entry_signal = False
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe["sma_fast"] = ta.SMA(dataframe, timeperiod=20)
dataframe["sma_slow"] = ta.SMA(dataframe, timeperiod=50)
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(dataframe["sma_fast"] > dataframe["sma_slow"])
& (dataframe["sma_fast"].shift(1) <= dataframe["sma_slow"].shift(1)),
"enter_long",
] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(dataframe["sma_fast"] < dataframe["sma_slow"])
& (dataframe["sma_fast"].shift(1) >= dataframe["sma_slow"].shift(1)),
"exit_long",
] = 1
return dataframe