Timeframe
5m
Direction
Long Only
Stoploss
-25.0%
Trailing Stop
No
ROI
0m: 10.0%
Interface Version
3
Startup Candles
N/A
Indicators
1
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
# --- Do not remove these libs ---
from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy as np
# --------------------------------
class Rsiqui(IStrategy):
INTERFACE_VERSION = 3
# Random ROI chosen
minimal_roi = {'0': 0.1}
# Random stoploss
stoploss = -0.25
timeframe = '5m'
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
# Calculates slope of the RSI
dataframe['rsi_gra'] = np.gradient(dataframe['rsi'], 60)
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# Buy signal generated when RSI lower than 30 and the slope becomes positive.
dataframe.loc[(dataframe['rsi'] < 30) & qtpylib.crossed_above(dataframe['rsi_gra'], 0), 'enter_long'] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# Sell signal generated when RSI above 60 and the slope becomes negative.
dataframe.loc[(dataframe['rsi'] > 60) & qtpylib.crossed_below(dataframe['rsi_gra'], 0), 'exit_long'] = 1
return dataframe