Timeframe
1d
Direction
Long Only
Stoploss
-10.0%
Trailing Stop
No
ROI
0m: 99.0%
Interface Version
2
Startup Candles
N/A
Indicators
3
freqtrade/freqtrade-strategies
This strategy uses custom_stoploss() to enforce a fixed risk/reward ratio by first calculating a dynamic initial stoploss via ATR - last negative peak
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
# --- Do not remove these libs ---
import numpy as np # noqa
import pandas as pd # noqa
from pandas import DataFrame
from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,IStrategy, IntParameter)
# --- Add your lib to import here ---
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
# --- Generic strategy settings ---
class MacdStrategy(IStrategy):
INTERFACE_VERSION = 2
# Determine timeframe and # of candles before strategysignals becomes valid
timeframe = '1d'
startup_candle_count: int = 25
# Determine roi take profit and stop loss points
minimal_roi = {"0": 0.99}
stoploss = -0.10
trailing_stop = False
use_sell_signal = True
sell_profit_only = False
sell_profit_offset = 0.0
ignore_roi_if_buy_signal = False
# --- Plotting ---
# Use this section if you want to plot the indicators on a chart after backtesting
plot_config = {
'main_plot': {
'tema': {},
'sar': {'color': 'white'},
},
'subplots': {
"MACD": {
'macd': {'color': 'blue'},
'macdsignal': {'color': 'orange'},
},
}
}
# --- Used indicators of strategy code ----
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# Populate this section with the indicators you want to use in your strategy
# MACD
macd = ta.MACD(dataframe)
dataframe['macd'] = macd['macd']
dataframe['macdsignal'] = macd['macdsignal']
dataframe['macdhist'] = macd['macdhist']
# print(metadata)
# print(dataframe)
return dataframe
# --- Buy settings ---
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# Enter the conditions for buying
dataframe.loc[
(
(dataframe['macd'] < 0) &
(qtpylib.crossed_above(dataframe['macd'], dataframe['macdsignal']))
),
'buy'] = 1
return dataframe
# --- Sell settings ---
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# Enter the conditions for selling (besides ROI TP if available)
dataframe.loc[
(
(dataframe['macd'] > 0) &
(qtpylib.crossed_below(dataframe['macd'], dataframe['macdsignal']))
),
'sell'] = 1
return dataframe