Candlestick
♡
Basics
mode: spot
timeframe: 15m
interface version: 3
Settings
stoploss: -0.1
has minimal roi
custom stoploss
process only new candles: false
Indicators
ADX
ATR
talib
Other
support
6 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 | # --- Do not remove these libs --- from datetime import datetime from typing import Any, Optional from freqtrade.strategy import IStrategy, stoploss_from_absolute from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.persistence import Trade from support import identify_df_trends # -------------------------------- class Candlestick(IStrategy): cache: Any = {} INTERFACE_VERSION: int = 3 process_only_new_candles: bool = False # Optimal timeframe for the strategy timeframe = '15m' minimal_roi = { "0": 1 } # Optimal stoploss designed for the strategy stoploss = -0.1 use_custom_stoploss = True def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float: sl = 4.1 dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) candle = dataframe.iloc[-1].squeeze() def get_stoploss(atr): return stoploss_from_absolute(current_rate - (candle['atr'] * atr), current_rate, is_short=trade.is_short) if current_rate > (trade.open_rate + (candle['atr'] * 1.5 * sl)): return -.0001 return get_stoploss(sl) * -1 def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float, proposed_stake: float, min_stake: Optional[float], max_stake: float, leverage: float, entry_tag: Optional[str], side: str, **kwargs) -> float: if self.wallets is None: return proposed_stake return self.wallets.get_total_stake_amount() * .06 def get_trend(self, dataframe: DataFrame, metadata: dict): pair = metadata['pair'] prev = self.cache.get(pair, {'date': dataframe.iloc[-2]['date'], 'Trend': 0}) date = dataframe.iloc[-1]['date'] if (date != prev['date']): df = identify_df_trends(dataframe, 'close', window_size=3) self.cache[pair] = {'date': date, 'Trend': df['Trend']} else: dataframe['Trend'] = prev['Trend'] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self.get_trend(dataframe, metadata) dataframe['adx'] = ta.ADX(dataframe, timeperiod=14) dataframe['atr'] = ta.ATR(dataframe) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: crossed = False for i in range(0, 2): crossed = crossed | ( qtpylib.crossed_above(dataframe.shift(i)['Trend'], 0) & (dataframe.shift(i)['adx'] > 20) ) dataframe.loc[ crossed, 'enter_long' ] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (qtpylib.crossed_below(dataframe['adx'], 25) & (dataframe['Trend'] == -1)) | (qtpylib.crossed_below(dataframe['Trend'], 0) & (dataframe['adx'] < 25)) | (qtpylib.crossed_below(dataframe.shift()['Trend'], 0) & (dataframe['adx'] < 25)) ), 'exit_long'] = 1 return dataframe def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, rate: float, time_in_force: str, exit_reason: str, current_time: datetime, **kwargs) -> bool: profit = trade.calc_profit_ratio(rate) if (((exit_reason == 'force_exit') | (exit_reason == 'exit_signal')) and (profit < 0)): return False return True |
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.