Timeframe
5m
Direction
Long Only
Stoploss
-25.0%
Trailing Stop
No
ROI
0m: 1.0%
Interface Version
3
Startup Candles
N/A
Indicators
3
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 typing import Dict, List
from functools import reduce
from pandas import DataFrame
# --------------------------------
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
class Simple(IStrategy):
INTERFACE_VERSION = 3
"\n\n author@: Gert Wohlgemuth\n\n idea:\n this strategy is based on the book, 'The Simple Strategy' and can be found in detail here:\n\n https://www.amazon.com/Simple-Strategy-Powerful-Trading-Futures-ebook/dp/B00E66QPCG/ref=sr_1_1?ie=UTF8&qid=1525202675&sr=8-1&keywords=the+simple+strategy\n "
# Minimal ROI designed for the strategy.
# adjust based on market conditions. We would recommend to keep it low for quick turn arounds
# This attribute will be overridden if the config file contains "minimal_roi"
minimal_roi = {'0': 0.01}
# Optimal stoploss designed for the strategy
# This attribute will be overridden if the config file contains "stoploss"
stoploss = -0.25
# Optimal timeframe for the strategy
timeframe = '5m'
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# MACD
macd = ta.MACD(dataframe)
dataframe['macd'] = macd['macd']
dataframe['macdsignal'] = macd['macdsignal']
dataframe['macdhist'] = macd['macdhist']
# RSI
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=7)
# required for graphing
bollinger = qtpylib.bollinger_bands(dataframe['close'], window=12, stds=2)
dataframe['bb_lowerband'] = bollinger['lower']
dataframe['bb_upperband'] = bollinger['upper']
dataframe['bb_middleband'] = bollinger['mid']
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # over 0
# over signal
# pointed up
# optional filter, need to investigate
dataframe.loc[(dataframe['macd'] > 0) & (dataframe['macd'] > dataframe['macdsignal']) & (dataframe['bb_upperband'] > dataframe['bb_upperband'].shift(1)) & (dataframe['rsi'] > 70), 'enter_long'] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# different strategy used for exit points, due to be able to duplicate it to 100%
dataframe.loc[dataframe['rsi'] > 80, 'exit_long'] = 1
return dataframe