This is a strategy template to get you started. More information in https://www.freqtrade.io/en/latest/strategy-customization/
Timeframe
30m
Direction
Long Only
Stoploss
-15.0%
Trailing Stop
No
ROI
0m: 20.0%
Interface Version
3
Startup Candles
N/A
Indicators
3
freqtrade/freqtrade-strategies
freqtrade/freqtrade-strategies
this is an example class, implementing a PSAR based trailing stop loss you are supposed to take the `custom_stoploss()` and `populate_indicators()` parts and adapt it to your own strategy
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
# flake8: noqa: F401
# --- Do not remove these libs ---
import numpy as np # noqa
import pandas as pd # noqa
from pandas import DataFrame # noqa
from datetime import datetime # noqa
from typing import Optional, Union # noqa
from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,
IStrategy, IntParameter)
# --------------------------------
# Add your lib to import here
import talib.abstract as ta
import pandas_ta as pta
import freqtrade.vendor.qtpylib.indicators as qtpylib
import pandas_ta as pd_ta
class SuperTrend(IStrategy):
"""
This is a strategy template to get you started.
More information in https://www.freqtrade.io/en/latest/strategy-customization/
You can:
:return: a Dataframe with all mandatory indicators for the strategies
- Rename the class name (Do not forget to update class_name)
- Add any methods you want to build your strategy
- Add any lib you need to build your strategy
You must keep:
- the lib in the section "Do not remove these libs"
- the methods: populate_indicators, populate_entry_trend, populate_exit_trend
You should keep:
- timeframe, minimal_roi, stoploss, trailing_*
"""
# Strategy interface version - allow new iterations of the strategy interface.
# Check the documentation or the Sample strategy to get the latest version.
INTERFACE_VERSION = 3
# Optimal timeframe for the strategy.
timeframe = '30m'
# Can this strategy go short?
can_short: bool = False
# Minimal ROI designed for the strategy.
# This attribute will be overridden if the config file contains "minimal_roi".
minimal_roi = {
"0": 0.2
}
# Optimal stoploss designed for the strategy.
# This attribute will be overridden if the config file contains "stoploss".
stoploss = -0.15
# Trailing stoploss
trailing_stop = False
# trailing_only_offset_is_reached = False
# trailing_stop_positive = 0.01
# trailing_stop_positive_offset = 0.0 # Disabled / not configured
# Run "populate_indicators()" only for new candle.
process_only_new_candles = False
# These values can be overridden in the config.
use_exit_signal = True
exit_profit_only = False
ignore_roi_if_entry_signal = False
# Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 30
# Strategy parameters
buy_rsi = IntParameter(10, 40, default=30, space="buy")
sell_rsi = IntParameter(60, 90, default=70, space="sell")
# Optional order type mapping.
order_types = {
'entry': 'limit',
'exit': 'limit',
'stoploss': 'market',
'stoploss_on_exchange': False
}
# Optional order time in force.
order_time_in_force = {
'entry': 'GTC',
'exit': 'GTC'
}
@property
def plot_config(self):
return {
# Main plot indicators (Moving averages, ...)
'main_plot': {
},
}
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['volume'] > 0) # Make sure Volume is not 0
),
'enter_long'] = 1
# Uncomment to use shorts (Only used in futures/margin mode. Check the documentation for more info)
"""
dataframe.loc[
(
(qtpylib.crossed_above(dataframe['rsi'], self.sell_rsi.value)) & # Signal: RSI crosses above sell_rsi
(dataframe['tema'] > dataframe['bb_middleband']) & # Guard: tema above BB middle
(dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard: tema is falling
(dataframe['volume'] > 0) # Make sure Volume is not 0
),
'enter_short'] = 1
"""
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['volume'] > 0) # Make sure Volume is not 0
),
'exit_long'] = 1
# Uncomment to use shorts (Only used in futures/margin mode. Check the documentation for more info)
"""
dataframe.loc[
(
(qtpylib.crossed_above(dataframe['rsi'], self.buy_rsi.value)) & # Signal: RSI crosses above buy_rsi
(dataframe['tema'] <= dataframe['bb_middleband']) & # Guard: tema below BB middle
(dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard: tema is raising
(dataframe['volume'] > 0) # Make sure Volume is not 0
),
'exit_short'] = 1
"""
return dataframe