My freqtrade strategies

Overview

My freqtrade-strategies

Hi there! This is repo for my freqtrade-strategies. My name is Ilya Zelenchuk, I'm a lecturer at the SPbU university (https://english.spbu.ru/). These strategiest is my hobbie and I'm not a trader or financial analytics and my strategies are not a financial advise.

FAQ

Q: What is the difference between strategies?
A: CombinedBinHClucAndMADV using optimized stratic pairlist. BigZ using dynamic (based on volume) pairlist

Q: I run strategy for one day. But did not trade. Is bot running Ok?
A: Every strategy has buy signals. Depending on market there is a day or maybe two when no buy signals is trggered. So, it's ok. Also, checkout the docs - https://www.freqtrade.io/en/latest/faq/#i-have-waited-5-minutes-why-hasnt-the-bot-made-any-trades-yet

Q: CombinedBinHClucAndMADV5 has "order_types = {'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False}" but CombinedBinHClucAndMADV9 and BigZ* has "order_types = {'buy': 'market', 'sell': 'market', 'stoploss': 'market', 'stoploss_on_exchange': False}". What is the difference between "'buy': 'market'" and "'buy': 'limit'"?
A: If your strategy using "'buy': 'market'" than you have to change in your config file "bid_strategy" section to "price_side": "ask" and "ask_strategy" section to "price_side": "bid". For more info checkout the docs - https://www.freqtrade.io/en/stable/configuration/#prices-used-for-orders

Comments
  • not able to find this stratigy you mentioned?

    not able to find this stratigy you mentioned?

    Hi, your results are really interesting and i am using a lot of reference from these but i could not find NostalgiaForInfinityV5 which you have compared in most of your back testing data.

    opened by ghost 10
  • Not an issue, just a question.

    Not an issue, just a question.

    Hi, I've downloaded one of your freqtrade strategies, CombinedBinHClucAndMADV9, I've had it on dry run for some time now but it doesn't seem to be doing anything, I've also configured my config.json file to your recommendations. Can you offer any advice on this?

    opened by Jbizl 4
  • custom_trade_exit function is disabled?

    custom_trade_exit function is disabled?

    In BigZ07.py, the custom_trade_exit function is always returning True(line 165) but after that there is more code which will never be executed. Is this intentionally?

    opened by Heistergand 2
  • CombinedBinHClucAndMADV9 Custom Stoploss Error

    CombinedBinHClucAndMADV9 Custom Stoploss Error

    2021-06-17 11:50:05,167 - freqtrade.strategy.strategy_wrapper - ERROR - Unexpected error single positional indexer is out-of-bounds calling <bound method CombinedBinHClucAndMADV9.custom_stoploss of <CombinedBinHClucAndMADV9.CombinedBinHClucAndMADV9 object at 0x7fb99d607d90>> Traceback (most recent call last): File "/home/develop/freqtrade/freqtrade/strategy/strategy_wrapper.py", line 17, in wrapper return f(*args, **kwargs) File "/home/develop/freqtrade/user_data/strategies/CombinedBinHClucAndMADV9.py", line 172, in custom_stoploss candle = dataframe.iloc[-number_of_candle_shift].squeeze() File "/home/develop/freqtrade/.env/lib/python3.8/site-packages/pandas/core/indexing.py", line 895, in getitem return self._getitem_axis(maybe_callable, axis=axis) File "/home/develop/freqtrade/.env/lib/python3.8/site-packages/pandas/core/indexing.py", line 1501, in _getitem_axis self._validate_integer(key, axis) File "/home/develop/freqtrade/.env/lib/python3.8/site-packages/pandas/core/indexing.py", line 1444, in _validate_integer raise IndexError("single positional indexer is out-of-bounds") IndexError: single positional indexer is out-of-bounds 2021-06-17 11:50:05,167 - freqtrade - ERROR - single positional indexer is out-of-bounds

    Latest c4bc47e FreqTrade Bare Linux Mint Latest

    opened by MrHumanRebel 1
  • Freqtrade My First Strategy Please Help!

    Freqtrade My First Strategy Please Help!

        Condition 
    

    stochastic Rsi below 20 stoch_fast = ta.STOCHF(dataframe, 14, 7, 0, 9, 0)
    Dataframe close below lower Kertnel channel Dataframe ADX > 25 D+ Above D-

    Trigger
    

    K crossed Above D

    Roi 0.005 &
    

    Stop Loss 0.01

    Smooth K set to 7 / Smooth D set to 9

    Trigger (qtpylib.crossed_above(dataframe['fastk_rsi'], dataframe['fastd_rsi'])) &

    1C (dataframe['fastd_rsi'] < 20) & (dataframe['fastk_rsi'] < 20) &

    2C (dataframe['close'] < dataframe["kc_lowerband"]) & 3C (dataframe['adx'] > 25) & 4C (dataframe['plus_di'] > dataframe['minus_di']) & ................................................,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, here's up , it's my plan to turn as a strategy. In Simplify. One Trigger and 4 Conditions There. The trigger should be those two Stochastic Rsi lines crossed each other and the conditions as stohchRSI at all below 20, The Candlestick close below a lower band of Kertnel's channel, ADX higher than 25, and Plus DI already above minus DI. And That's The strategy just down here as I'm was working over it. And The Error is "Impossible to load Strategy 'X'. This class does not exist or contains Python code errors." Please help me get it to work! I'm will be grateful.

    import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame

    from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, IStrategy, IntParameter)

    import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib

    class X(IStrategy):

    INTERFACE_VERSION = 2
    
        minimal_roi = {
        "3": 0.005,
        "4": 0
    }
    
     stoploss = -0.01
    
    trailing_stop = False
    
    timeframe = '1m'
    
    process_only_new_candles = False
    
    use_sell_signal = False
    sell_profit_only = False
    ignore_roi_if_buy_signal = False
    
    startup_candle_count: int = 300
    
    order_types = {
        'buy': 'limit',
        'sell': 'limit',
        'stoploss': 'market',
        'stoploss_on_exchange': False
    }
    
    order_time_in_force = {
        'buy': 'gtc',
        'sell': 'gtc'
    }
    
    plot_config = {
        'main_plot': {
            'tema': {},
            'sar': {'color': 'white'},
        },
        'subplots': {
            "MACD": {
                'macd': {'color': 'blue'},
                'macdsignal': {'color': 'orange'},
            },
            "RSI": {
                'rsi': {'color': 'red'},
            }
        }
    }
    
    def informative_pairs(self):
    
        return []
    
    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
    
    
        dataframe['adx'] = ta.ADX(dataframe)
    
    
        dataframe['plus_di'] = ta.PLUS_DI(dataframe)
    
    
        dataframe['minus_di'] = ta.MINUS_DI(dataframe)
    
    
        keltner = qtpylib.keltner_channel(dataframe)
        dataframe["kc_upperband"] = keltner["upper"]
        dataframe["kc_lowerband"] = keltner["lower"]
        dataframe["kc_middleband"] = keltner["mid"]
        dataframe["kc_percent"] = (
            (dataframe["close"] - dataframe["kc_lowerband"]) /
             (dataframe["kc_upperband"] - dataframe["kc_lowerband"])
         )
         dataframe["kc_width"] = (
             (dataframe["kc_upperband"] - dataframe["kc_lowerband"]) / dataframe["kc_middleband"]
         )
    
    
        stoch_rsi = ta.STOCHRSI(dataframe)
        dataframe['fastd_rsi'] = stoch_rsi['fastd']
        dataframe['fastk_rsi'] = stoch_rsi['fastk']
    
        return dataframe
    
    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
    
        dataframe.loc[
            (
                (qtpylib.crossed_above(dataframe['fastk_rsi'], dataframe['fastd_rsi'])) &  #stochastic cross
                (dataframe['fastd_rsi']  < 20) &  # Guard: Stoch below 20
                (dataframe['fastk_rsi']  < 20) &
                (dataframe['close'] < dataframe["kc_lowerband"]) &
                (dataframe['adx'] > 25) &
                (dataframe['plus_di'] > dataframe['minus_di']) &
                (dataframe['volume'] > 0) 
            ),
            'buy'] = 1
    
        return dataframe
    

    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

        dataframe.loc[
           (             
            ),
            'sell'] = 1
        return dataframe
    
    opened by CrocoPruki 0
  • missing buy signals in web UI chart

    missing buy signals in web UI chart

    Hello, thank you so much for your strategies, a star walking among men!

    I have an issue though with CombinedBinHClucAndMADV9 this morning at 03:20-03:35 A.M. 2021 10 07 using BTC as base currency 5m interval on Binance, DOGE/BTC produced 4x buy signals that appear in backtesting and plot-dataframe however they do not appear on the freqtrade web UI therefore not triggering a buy. I'm using:- O/S Ubuntu 20.04.3 LTS 64 bit Python 3.8.10 Using CCXT 1.53.72 Freqtrade version 2021.7

    See screenshots

    DOGEBTC5m

    And web UI

    DOGEBTCchart

    Do you have any idea where I can look to solve this issue? there are no errors in the log, config is standard and the strategy is default settings, any help would be greatly appreciated.

    opened by chrissyboy79 1
  • problem ask

    problem ask

    Hi, I want to congratulate you on your excellent work. From already thank you very much freqtrade22 | Traceback (most recent call last): freqtrade22 | File "/freqtrade/freqtrade/commands/trade_commands.py", line 18, in start_trading freqtrade22 | worker = Worker(args) freqtrade22 | File "/freqtrade/freqtrade/worker.py", line 35, in init freqtrade22 | self._init(False) freqtrade22 | File "/freqtrade/freqtrade/worker.py", line 52, in _init freqtrade22 | self.freqtrade = FreqtradeBot(self._config) freqtrade22 | File "/freqtrade/freqtrade/freqtradebot.py", line 63, in init freqtrade22 | validate_config_consistency(config) freqtrade22 | File "/freqtrade/freqtrade/configuration/config_validation.py", line 77, in validate_config_consistency freqtrade22 | _validate_price_config(conf) freqtrade22 | File "/freqtrade/freqtrade/configuration/config_validation.py", line 106, in _validate_price_config freqtrade22 | raise OperationalException('Market buy orders require bid_strategy.price_side = "ask".') freqtrade22 | freqtrade.exceptions.OperationalException: Market buy orders require bid_strategy.price_side = "ask".

    opened by agustin9014 6
Owner
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