SMAOffset
♡
Basics
mode: spot
timeframe: 5m
interface version: 2
outdated
Settings
stoploss: -0.5
has minimal roi
trailing
process only new candles
startup candle count: 30
hyperopt
hyperopt params: 6
Indicators
EMA
SMA
talib
technical
Concepts
trailing
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 | # --- 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 numpy as np import freqtrade.vendor.qtpylib.indicators as qtpylib import datetime from technical.util import resample_to_interval, resampled_merge from datetime import datetime, timedelta from freqtrade.persistence import Trade from freqtrade.strategy import stoploss_from_open, merge_informative_pair, DecimalParameter, IntParameter, CategoricalParameter #author @tirail class SMAOffset(IStrategy): INTERFACE_VERSION = 2 base_nb_candles_buy = IntParameter(10, 30, default=30, space='buy') base_nb_candles_sell = IntParameter(10, 30, default=30, space='sell') low_offset = DecimalParameter(0.94, 0.98, default=0.97, space='buy') high_offset = DecimalParameter(1.01, 1.1, default=1.01, space='sell') buy_trigger = CategoricalParameter(['EMA', 'SMA'], default='SMA', space='buy') sell_trigger = CategoricalParameter(['EMA', 'SMA'], default='SMA', space='sell') # ROI table: minimal_roi = { "0": 1, } # Stoploss: stoploss = -0.5 # Trailing stop: trailing_stop = False trailing_stop_positive = 0.1 trailing_stop_positive_offset = 0 trailing_only_offset_is_reached = False # Optimal timeframe for the strategy timeframe = '5m' use_sell_signal = True sell_profit_only = False process_only_new_candles = True startup_candle_count = 30 plot_config = { 'main_plot': { 'ma_offset_buy': {'color': 'orange'}, 'ma_offset_sell': {'color': 'orange'}, }, } use_custom_stoploss = False def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if self.buy_trigger.value == 'EMA': dataframe['ma_buy'] = ta.EMA(dataframe, timeperiod=self.base_nb_candles_buy.value) else: dataframe['ma_buy'] = ta.SMA(dataframe, timeperiod=self.base_nb_candles_buy.value) if self.sell_trigger.value == 'EMA': dataframe['ma_sell'] = ta.EMA(dataframe, timeperiod=self.base_nb_candles_sell.value) else: dataframe['ma_sell'] = ta.SMA(dataframe, timeperiod=self.base_nb_candles_sell.value) dataframe['ma_offset_buy'] = dataframe['ma_buy'] * self.low_offset.value dataframe['ma_offset_sell'] = dataframe['ma_sell'] * self.high_offset.value return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['close'] < dataframe['ma_buy'] * self.low_offset.value) & (dataframe['volume'] > 0) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['close'] > dataframe['ma_sell'] * self.high_offset.value) & (dataframe['volume'] > 0) ), 'sell'] = 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.
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| 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.