Timeframe
5m
Direction
Long Only
Stoploss
-5.0%
Trailing Stop
Yes
ROI
0m: 10.0%, 240m: 5.0%
Interface Version
N/A
Startup Candles
25
Indicators
2
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
"""Strategy: Price Channel Trend Strategy"""
import talib.abstract as ta
from freqtrade.strategy import IStrategy
from pandas import DataFrame
class PriceChannelStrategy(IStrategy):
timeframe = "5m"
minimal_roi = {"0": 0.10, "240": 0.05}
stoploss = -0.05
trailing_stop = True
trailing_stop_positive = 0.02
trailing_stop_positive_offset = 0.04
trailing_only_offset_is_reached = True
startup_candle_count = 25
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe["upper_channel"] = dataframe["high"].rolling(20).max().shift(1)
dataframe["lower_channel"] = dataframe["low"].rolling(20).min().shift(1)
dataframe["mid_channel"] = (dataframe["upper_channel"] + dataframe["lower_channel"]) / 2
dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
dataframe["adx"] = ta.ADX(dataframe, timeperiod=14)
dataframe["volume_ma"] = dataframe["volume"].rolling(20).mean()
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(dataframe["close"] > dataframe["upper_channel"])
& (dataframe["adx"] > 22)
& (dataframe["rsi"] > 50) & (dataframe["rsi"] < 70)
& (dataframe["volume"] > dataframe["volume_ma"])
& (dataframe["volume"] > 0),
"enter_long",
] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(dataframe["close"] < dataframe["mid_channel"]) | (dataframe["rsi"] > 76),
"exit_long",
] = 1
return dataframe