Timeframe
5m
Direction
Long Only
Stoploss
-10.0%
Trailing Stop
No
ROI
0m: 5.0%
Interface Version
3
Startup Candles
N/A
Indicators
1
freqtrade/freqtrade-strategies
from freqtrade.strategy import IStrategy
from pandas import DataFrame
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
class StochasticReversal(IStrategy):
INTERFACE_VERSION = 3
timeframe = '5m'
minimal_roi = {"0": 0.05}
stoploss = -0.10
startup_candle_count: int = 14
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
stoch = ta.STOCH(dataframe,
fastk_period=14,
slowk_period=3,
slowk_matype=0,
slowd_period=3,
slowd_matype=0)
dataframe['slowk'] = stoch['slowk']
dataframe['slowd'] = stoch['slowd']
return dataframe
def populate_entry_signal(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['slowk'] < 20) &
qtpylib.crossed_above(dataframe['slowk'], dataframe['slowd'])
),
'enter_long'] = 1
return dataframe
def populate_exit_signal(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['slowk'] > 80) &
qtpylib.crossed_below(dataframe['slowk'], dataframe['slowd'])
),
'exit_long'] = 1
return dataframe