Timeframe
5m
Direction
Long Only
Stoploss
-3.0%
Trailing Stop
No
ROI
0m: 2.0%
Interface Version
N/A
Startup Candles
N/A
Indicators
1
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy import IntParameter, DecimalParameter
import talib.abstract as ta
import pandas as pd
class SampleStrategy(IStrategy):
timeframe = '5m'
# Définition des paramètres hyperopt
buy_rsi = IntParameter(10, 50, default=30, space='buy')
sell_rsi = IntParameter(50, 90, default=70, space='sell')
minimal_roi = {"0": 0.02}
stoploss = -0.03
def populate_indicators(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
dataframe['rsi'] = ta.RSI(dataframe['close'], timeperiod=14)
return dataframe
def populate_buy_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
dataframe.loc[:, 'buy'] = 0
dataframe.loc[
(dataframe['rsi'] < self.buy_rsi.value),
'buy'
] = 1
return dataframe
def populate_sell_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
dataframe.loc[:, 'sell'] = 0
dataframe.loc[
(dataframe['rsi'] > self.sell_rsi.value),
'sell'
] = 1
return dataframe