ichiV1
♡
Basics
mode: spot
timeframe: 5m
interface version: 3
Settings
stoploss: -0.275
has minimal roi
process only new candles: false
startup candle count: 96
hyperopt
Indicators
ATR
EMA
Heikin_Ashi
Ichimoku
talib
technical
Concepts
trend_following
15 related strategies (⧉ identical code, ≈ similar name)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 | from freqtrade.strategy.interface import IStrategy from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib import pandas as pd # noqa pd.options.mode.chained_assignment = None # default='warn' import technical.indicators as ftt from functools import reduce from datetime import datetime, timedelta from freqtrade.strategy import merge_informative_pair import numpy as np from freqtrade.strategy import stoploss_from_open class ichiV1(IStrategy): INTERFACE_VERSION = 3 # NOTE: Good value (Win% ~70%), alot of trades buy_params = {'buy_trend_above_senkou_level': 1, 'buy_trend_bullish_level': 6, 'buy_fan_magnitude_shift_value': 3, 'buy_min_fan_magnitude_gain': 1.002} sell_params = {'sell_trend_indicator': 'trend_close_2h'} minimal_roi = {'0': 0.059, '10': 0.037, '41': 0.012, '114': 0} stoploss = -0.275 timeframe = '5m' startup_candle_count = 96 process_only_new_candles = False trailing_stop = False use_exit_signal = True exit_profit_only = False ignore_roi_if_entry_signal = False #optional #optional #optional plot_config = {'main_plot': {'senkou_a': {'color': 'green', 'fill_to': 'senkou_b', 'fill_label': 'Ichimoku Cloud', 'fill_color': 'rgba(255,76,46,0.2)'}, 'senkou_b': {}, 'trend_close_5m': {'color': '#FF5733'}, 'trend_close_15m': {'color': '#FF8333'}, 'trend_close_30m': {'color': '#FFB533'}, 'trend_close_1h': {'color': '#FFE633'}, 'trend_close_2h': {'color': '#E3FF33'}, 'trend_close_4h': {'color': '#C4FF33'}, 'trend_close_6h': {'color': '#61FF33'}, 'trend_close_8h': {'color': '#33FF7D'}}, 'subplots': {'fan_magnitude': {'fan_magnitude': {}}, 'fan_magnitude_gain': {'fan_magnitude_gain': {}}}} def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: heikinashi = qtpylib.heikinashi(dataframe) dataframe['open'] = heikinashi['open'] dataframe['high'] = heikinashi['high'] dataframe['low'] = heikinashi['low'] dataframe['trend_close_5m'] = dataframe['close'] dataframe['trend_close_15m'] = ta.EMA(dataframe['close'], timeperiod=3) dataframe['trend_close_30m'] = ta.EMA(dataframe['close'], timeperiod=6) dataframe['trend_close_1h'] = ta.EMA(dataframe['close'], timeperiod=12) dataframe['trend_close_2h'] = ta.EMA(dataframe['close'], timeperiod=24) dataframe['trend_close_4h'] = ta.EMA(dataframe['close'], timeperiod=48) dataframe['trend_close_6h'] = ta.EMA(dataframe['close'], timeperiod=72) dataframe['trend_close_8h'] = ta.EMA(dataframe['close'], timeperiod=96) dataframe['trend_open_5m'] = dataframe['open'] dataframe['trend_open_15m'] = ta.EMA(dataframe['open'], timeperiod=3) dataframe['trend_open_30m'] = ta.EMA(dataframe['open'], timeperiod=6) dataframe['trend_open_1h'] = ta.EMA(dataframe['open'], timeperiod=12) dataframe['trend_open_2h'] = ta.EMA(dataframe['open'], timeperiod=24) dataframe['trend_open_4h'] = ta.EMA(dataframe['open'], timeperiod=48) dataframe['trend_open_6h'] = ta.EMA(dataframe['open'], timeperiod=72) dataframe['trend_open_8h'] = ta.EMA(dataframe['open'], timeperiod=96) dataframe['fan_magnitude'] = dataframe['trend_close_1h'] / dataframe['trend_close_8h'] dataframe['fan_magnitude_gain'] = dataframe['fan_magnitude'] / dataframe['fan_magnitude'].shift(1) ichimoku = ftt.ichimoku(dataframe, conversion_line_period=20, base_line_periods=60, laggin_span=120, displacement=30) dataframe['chikou_span'] = ichimoku['chikou_span'] dataframe['tenkan_sen'] = ichimoku['tenkan_sen'] dataframe['kijun_sen'] = ichimoku['kijun_sen'] dataframe['senkou_a'] = ichimoku['senkou_span_a'] dataframe['senkou_b'] = ichimoku['senkou_span_b'] dataframe['leading_senkou_span_a'] = ichimoku['leading_senkou_span_a'] dataframe['leading_senkou_span_b'] = ichimoku['leading_senkou_span_b'] dataframe['cloud_green'] = ichimoku['cloud_green'] dataframe['cloud_red'] = ichimoku['cloud_red'] dataframe['atr'] = ta.ATR(dataframe) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] if self.buy_params['buy_trend_above_senkou_level'] >= 1: conditions.append(dataframe['trend_close_5m'] > dataframe['senkou_a']) conditions.append(dataframe['trend_close_5m'] > dataframe['senkou_b']) if self.buy_params['buy_trend_above_senkou_level'] >= 2: conditions.append(dataframe['trend_close_15m'] > dataframe['senkou_a']) conditions.append(dataframe['trend_close_15m'] > dataframe['senkou_b']) if self.buy_params['buy_trend_above_senkou_level'] >= 3: conditions.append(dataframe['trend_close_30m'] > dataframe['senkou_a']) conditions.append(dataframe['trend_close_30m'] > dataframe['senkou_b']) if self.buy_params['buy_trend_above_senkou_level'] >= 4: conditions.append(dataframe['trend_close_1h'] > dataframe['senkou_a']) conditions.append(dataframe['trend_close_1h'] > dataframe['senkou_b']) if self.buy_params['buy_trend_above_senkou_level'] >= 5: conditions.append(dataframe['trend_close_2h'] > dataframe['senkou_a']) conditions.append(dataframe['trend_close_2h'] > dataframe['senkou_b']) if self.buy_params['buy_trend_above_senkou_level'] >= 6: conditions.append(dataframe['trend_close_4h'] > dataframe['senkou_a']) conditions.append(dataframe['trend_close_4h'] > dataframe['senkou_b']) if self.buy_params['buy_trend_above_senkou_level'] >= 7: conditions.append(dataframe['trend_close_6h'] > dataframe['senkou_a']) conditions.append(dataframe['trend_close_6h'] > dataframe['senkou_b']) if self.buy_params['buy_trend_above_senkou_level'] >= 8: conditions.append(dataframe['trend_close_8h'] > dataframe['senkou_a']) conditions.append(dataframe['trend_close_8h'] > dataframe['senkou_b']) if self.buy_params['buy_trend_bullish_level'] >= 1: conditions.append(dataframe['trend_close_5m'] > dataframe['trend_open_5m']) if self.buy_params['buy_trend_bullish_level'] >= 2: conditions.append(dataframe['trend_close_15m'] > dataframe['trend_open_15m']) if self.buy_params['buy_trend_bullish_level'] >= 3: conditions.append(dataframe['trend_close_30m'] > dataframe['trend_open_30m']) if self.buy_params['buy_trend_bullish_level'] >= 4: conditions.append(dataframe['trend_close_1h'] > dataframe['trend_open_1h']) if self.buy_params['buy_trend_bullish_level'] >= 5: conditions.append(dataframe['trend_close_2h'] > dataframe['trend_open_2h']) if self.buy_params['buy_trend_bullish_level'] >= 6: conditions.append(dataframe['trend_close_4h'] > dataframe['trend_open_4h']) if self.buy_params['buy_trend_bullish_level'] >= 7: conditions.append(dataframe['trend_close_6h'] > dataframe['trend_open_6h']) if self.buy_params['buy_trend_bullish_level'] >= 8: conditions.append(dataframe['trend_close_8h'] > dataframe['trend_open_8h']) conditions.append(dataframe['fan_magnitude_gain'] >= self.buy_params['buy_min_fan_magnitude_gain']) conditions.append(dataframe['fan_magnitude'] > 1) for x in range(self.buy_params['buy_fan_magnitude_shift_value']): conditions.append(dataframe['fan_magnitude'].shift(x + 1) < dataframe['fan_magnitude']) if conditions: dataframe.loc[reduce(lambda x, y: x & y, conditions), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] conditions.append(qtpylib.crossed_below(dataframe['trend_close_5m'], dataframe[self.sell_params['sell_trend_indicator']])) if conditions: dataframe.loc[reduce(lambda x, y: x & y, conditions), 'exit_long'] = 1 return dataframe |
Strategy League — fixed backtest that feeds the ranking
The fixed-params backtest (33 pairs · 20210101-20260101) — the only run that feeds the Strategy League ranking.
Backtests — over a market period
Backtest this strategy over a chosen crypto-cycle period. These don't affect the League ranking, and need that period's candle data downloaded.
Log in or sign up to run backtests.
| Period | Range | Total % | Win % | Max DD | Trades | |
|---|---|---|---|---|---|---|
| 2020 · DeFi Summer & Pre-Halving Rally | 20200101-20210101 | not run | ||||
| 2021 · Institutional Bull Market | 20210101-20220101 | not run | ||||
| 2022 · Post-Bull Crash & Macro Tightening | 20220101-20230101 | not run | ||||
| 2023–2024 · Recovery & ETF Anticipation | 20230101-20250101 | not run | ||||
| 2025–2026 · Current Cycle | 20250101-20260101 | not run | ||||
Walk forward
Out-of-sample backtest on recent data · 33 pairs · 20260101-20260701.
Backtest trust check
Static source analysis — instant, does not run the strategy. Flags future-data leaks, backtest-realism problems, and indicators worth a second look.
Lookahead analysis
freqtrade lookahead-analysis: detects strategies peeking at future candles.