Timeframe
5m
Direction
Long Only
Stoploss
-10.0%
Trailing Stop
No
ROI
0m: 5.0%
Interface Version
3
Startup Candles
N/A
Indicators
2
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
from freqtrade.strategy import IStrategy, IntParameter
import pandas as pd
import talib.abstract as ta
import numpy as np
from pandas import DataFrame
from freqtrade.persistence import Trade
from datetime import datetime, timedelta
from functools import reduce
import talib.abstract as ta
class SimpleStrategy(IStrategy):
INTERFACE_VERSION = 3
minimal_roi = {
"0": 0.05
}
stoploss = -0.10
timeframe = '5m'
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
# Bollinger Bands
bollinger = ta.BBANDS(dataframe, timeperiod=20, nbdevup=2.0, nbdevdn=2.0)
dataframe['bb_lowerband'] = bollinger['lowerband']
dataframe['bb_middleband'] = bollinger['middleband']
dataframe['bb_upperband'] = bollinger['upperband']
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['rsi'] < 30) &
(dataframe['close'] < dataframe['bb_lowerband'])
),
'enter_long'] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['rsi'] > 70) |
(dataframe['close'] > dataframe['bb_upperband'])
),
'exit_long'] = 1
return dataframe