Timeframe
5m
Direction
Long Only
Stoploss
-5.5%
Trailing Stop
No
ROI
0m: 2.5%, 90m: 1.0%, 240m: 0.0%
Interface Version
3
Startup Candles
120
Indicators
3
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
from __future__ import annotations
from pandas import DataFrame
import talib.abstract as ta
from freqtrade.strategy import DecimalParameter, IStrategy
class RangeBetaV1(IStrategy):
INTERFACE_VERSION = 3
timeframe = "5m"
can_short = False
process_only_new_candles = True
startup_candle_count = 120
minimal_roi = {"0": 0.025, "90": 0.01, "240": 0.0}
stoploss = -0.055
trailing_stop = False
buy_rsi = DecimalParameter(20.0, 38.0, default=31.0, decimals=1, space="buy")
sell_rsi = DecimalParameter(55.0, 75.0, default=64.0, decimals=1, space="sell")
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
bollinger = ta.BBANDS(dataframe, timeperiod=20, nbdevup=2.0, nbdevdn=2.0)
dataframe["bb_lower"] = bollinger["lowerband"]
dataframe["bb_mid"] = bollinger["middleband"]
dataframe["bb_upper"] = bollinger["upperband"]
dataframe["bb_width"] = (dataframe["bb_upper"] - dataframe["bb_lower"]) / dataframe["bb_mid"]
dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
dataframe["adx"] = ta.ADX(dataframe, timeperiod=14)
dataframe["volume_mean_30"] = dataframe["volume"].rolling(30).mean()
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe["adx"] < 20)
& (dataframe["bb_width"] > 0)
& (dataframe["close"] < dataframe["bb_lower"])
& (dataframe["rsi"] < self.buy_rsi.value)
& (dataframe["volume"] > 0)
),
"enter_long",
] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe["close"] > dataframe["bb_mid"])
| (dataframe["rsi"] > self.sell_rsi.value)
),
"exit_long",
] = 1
return dataframe