Timeframe
N/A
Direction
Long Only
Stoploss
-10.0%
Trailing Stop
Yes
ROI
0m: 5.0%
Interface Version
N/A
Startup Candles
N/A
Indicators
0
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
from freqtrade.strategy import IStrategy
import pandas as pd
class MovingAverage(IStrategy):
minimal_roi = {"0": 0.05}
stoploss = -0.1
trailing_stop = True
def populate_indicators(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
dataframe["sma_fast"] = dataframe["close"].rolling(window=10).mean()
dataframe["sma_slow"] = dataframe["close"].rolling(window=30).mean()
return dataframe
def populate_entry_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
long_cond = (
(dataframe["sma_fast"] > dataframe["sma_slow"]) &
(dataframe["sma_fast"].shift(1) <= dataframe["sma_slow"].shift(1))
)
dataframe.loc[long_cond, "enter_long"] = 1
short_cond = (
(dataframe["sma_fast"] < dataframe["sma_slow"]) &
(dataframe["sma_fast"].shift(1) >= dataframe["sma_slow"].shift(1))
)
dataframe.loc[short_cond, "enter_short"] = 1
return dataframe
def populate_exit_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
dataframe.loc[dataframe["sma_fast"] < dataframe["sma_slow"], "exit_long"] = 1
dataframe.loc[dataframe["sma_fast"] > dataframe["sma_slow"], "exit_short"] = 1
return dataframe