Timeframe
N/A
Direction
Long Only
Stoploss
-30.0%
Trailing Stop
Yes
ROI
0m: 10000.0%
Interface Version
N/A
Startup Candles
N/A
Indicators
2
freqtrade/freqtrade-strategies
Strategy 005 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
freqtrade/freqtrade-strategies
author@: Gert Wohlgemuth
freqtrade/freqtrade-strategies
Strategy 004 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
import numpy # noqa
__author__ = "Kevin Ossenbrück"
__copyright__ = "Free For Use"
__credits__ = ["Bloom Trading, Mohsen Hassan"]
__license__ = "MIT"
__version__ = "1.0"
__maintainer__ = "Kevin Ossenbrück"
__email__ = "kevin.ossenbrueck@pm.de"
__status__ = "Live"
class_name = 'SwingHighToSky'
class SwingHighToSky(IStrategy):
# Disable ROI
# Could be replaced with new ROI from hyperopt.
minimal_roi = {
"0": 100
}
stoploss = -0.30
### Do extra hyperopt for trailing seperat. Use "--spaces default" and then "--spaces trailing".
### See here for more information: https://www.freqtrade.io/en/latest/hyperopt
trailing_stop = True
trailing_stop_positive = 0.08
trailing_stop_positive_offset = 0.10
trailing_only_offset_is_reached = True
ticker_interval = '30m'
def informative_pairs(self):
return []
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
macd = ta.MACD(dataframe)
dataframe['macd'] = macd['macd']
dataframe['macdsignal'] = macd['macdsignal']
### Add timeperiod from hyperopt (replace xx with value):
### "xx" must be replaced even before the first hyperopt is run,
### else "xx" would be a syntax error because it must be a Integer value.
dataframe['cci-buy'] = ta.CCI(dataframe, timeperiod=xx)
dataframe['cci-sell'] = ta.CCI(dataframe, timeperiod=xx)
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['macd'] > dataframe['macdsignal']) &
(dataframe['cci-buy'] <= -100.0) # Replace with value from hyperopt.
),
'buy'] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['macd'] < dataframe['macdsignal']) &
(dataframe['cci-sell'] >= 200.0) # Replace with value from hyperopt.
),
'sell'] = 1
return dataframe