This is a sample strategy to inspire you. More information in https://www.freqtrade.io/en/latest/strategy-customization/
Timeframe
5m
Direction
Long Only
Stoploss
-90.0%
Trailing Stop
No
ROI
0m: 4.8%, 34m: 2.4%, 75m: 1.4%, 110m: 0.0%
Interface Version
2
Startup Candles
N/A
Indicators
4
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
# flake8: noqa: F401
# isort: skip_file
# --- Do not remove these libs ---
import numpy as np # noqa
import pandas as pd # noqa
from pandas import DataFrame
from freqtrade.strategy import IStrategy
from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
# --------------------------------
# Add your lib to import here
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
from ta.trend import ADXIndicator
from tapy import Indicators
# This class is a sample. Feel free to customize it.
class NigerianPrince(IStrategy):
"""
This is a sample strategy to inspire you.
More information in https://www.freqtrade.io/en/latest/strategy-customization/
You can:
:return: a Dataframe with all mandatory indicators for the strategies
- Rename the class name (Do not forget to update class_name)
- Add any methods you want to build your strategy
- Add any lib you need to build your strategy
You must keep:
- the lib in the section "Do not remove these libs"
- the methods: populate_indicators, populate_buy_trend, populate_sell_trend
You should keep:
- timeframe, minimal_roi, stoploss, trailing_*
"""
# Strategy interface version - allow new iterations of the strategy interface.
# Check the documentation or the Sample strategy to get the latest version.
INTERFACE_VERSION = 2
# ROI table:
minimal_roi = {
"0": 0.0483,
"34": 0.02444,
"75": 0.01393,
"110": 0
}
# Stoploss:
stoploss = -0.9
# Trailing stop:
trailing_stop = False
trailing_stop_positive = 0.01531
trailing_stop_positive_offset = 0.04512
trailing_only_offset_is_reached = False
# Trailing stoploss
# trailing_stop = False
# trailing_only_offset_is_reached = False
# trailing_stop_positive = 0.01
# trailing_stop_positive_offset = 0.0 # Disabled / not configured
# Hyperoptable parameters
# buy_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True)
# sell_rsi = IntParameter(low=50, high=100, default=70, space='sell', optimize=True, load=True)
# Optimal timeframe for the strategy.
timeframe = '5m'
# Run "populate_indicators()" only for new candle.
process_only_new_candles = True
# These values can be overridden in the "ask_strategy" section in the config.
# use_sell_signal = True
# sell_profit_only = False
# ignore_roi_if_buy_signal = False
# Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 20
# Optional order type mapping.
order_types = {
'buy': 'market',
'sell': 'market',
'stoploss': 'market',
'stoploss_on_exchange': False
}
# Optional order time in force.
order_time_in_force = {
'buy': 'gtc',
'sell': 'gtc'
}
plot_config = {
'main_plot': {
'tema': {},
'sar': {'color': 'white'},
},
'subplots': {
"MACD": {
'macd': {'color': 'blue'},
'macdsignal': {'color': 'orange'},
},
"RSI": {
'rsi': {'color': 'red'},
}
}
}
def informative_pairs(self):
"""
Define additional, informative pair/interval combinations to be cached from the exchange.
These pair/interval combinations are non-tradeable, unless they are part
of the whitelist as well.
For more information, please consult the documentation
:return: List of tuples in the format (pair, interval)
Sample: return [("ETH/USDT", "5m"),
("BTC/USDT", "15m"),
]
"""
return []
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
#positive directional indicator
dataframe['DI'] = ADXIndicator(dataframe['high'], dataframe['low'], dataframe['close'], 14, False).adx_pos()
#Accelerator Oscillator
i = Indicators(dataframe.rename(columns={"open": "Open", "high": "High", "low": "Low", "close":"Close"}))
i.accelerator_oscillator(column_name='AC')
dataframe['AC'] = i.df['AC']
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['DI'] <= 10) &
(dataframe['AC'] < 0)
),
'buy'] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['DI'] >= 20)
),
'sell'] = 0
return dataframe