NFI5MOHO_WIP
♡
Basics
mode: spot
timeframe: 5m
interface version: 3
Settings
stoploss: -0.15
has minimal roi
trailing
custom stoploss
protections
process only new candles
startup candle count: 300
hyperopt
hyperopt params: 195
Indicators
ADX
ATR
Aroon
Bollinger_Bands
CCI
EMA
KAMA
MACD
MFI
PPO
RSI
SAR
SMA
Stoch_RSI
Stochastic
TRIX
UO
Williams_R
talib
Concepts
risk_management
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 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 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import freqtrade.vendor.qtpylib.indicators as qtpylib logger = logging.getLogger(__name__) class NFI5MOHO_WIP(IStrategy): protections = [{'method': 'LowProfitPairs', 'lookback_period_candles': 60, 'trade_limit': 1, 'stop_duration': 60, 'required_profit': -0.05}, {'method': 'CooldownPeriod', 'stop_duration_candles': 2}] INTERFACE_VERSION = 3 order_types = {'entry': 'limit', 'exit': 'limit', 'trailing_stop_loss': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False} minimal_roi = {'0': 0.08, '10': 0.04, '30': 0.02, '60': 0.01} stoploss = -0.15 base_nb_candles_buy = IntParameter(5, 80, default=20, load=True, space='buy', optimize=False) base_nb_candles_sell = IntParameter(5, 80, default=20, load=True, space='sell', optimize=False) low_offset_sma = DecimalParameter(0.9, 0.99, default=0.958, load=True, space='buy', optimize=False) high_offset_sma = DecimalParameter(0.99, 1.1, default=1.012, load=True, space='sell', optimize=False) low_offset_ema = DecimalParameter(0.9, 0.99, default=0.958, load=True, space='buy', optimize=False) high_offset_ema = DecimalParameter(0.99, 1.1, default=1.012, load=True, space='sell', optimize=False) low_offset_trima = DecimalParameter(0.9, 0.99, default=0.958, load=True, space='buy', optimize=False) high_offset_trima = DecimalParameter(0.99, 1.1, default=1.012, load=True, space='sell', optimize=False) low_offset_t3 = DecimalParameter(0.9, 0.99, default=0.958, load=True, space='buy', optimize=False) high_offset_t3 = DecimalParameter(0.99, 1.1, default=1.012, load=True, space='sell', optimize=False) low_offset_kama = DecimalParameter(0.9, 0.99, default=0.958, load=True, space='buy', optimize=False) high_offset_kama = DecimalParameter(0.99, 1.1, default=1.012, load=True, space='sell', optimize=False) ewo_low = DecimalParameter(-20.0, -8.0, default=-20.0, load=True, space='buy', optimize=False) ewo_high = DecimalParameter(2.0, 12.0, default=6.0, load=True, space='buy', optimize=False) fast_ewo = IntParameter(10, 50, default=50, load=True, space='buy', optimize=False) slow_ewo = IntParameter(100, 200, default=200, load=True, space='buy', optimize=False) ma_types = ['sma', 'ema', 'trima', 't3', 'kama'] ma_map = {'sma': {'low_offset': low_offset_sma.value, 'high_offset': high_offset_sma.value, 'calculate': ta.SMA}, 'ema': {'low_offset': low_offset_ema.value, 'high_offset': high_offset_ema.value, 'calculate': ta.EMA}, 'trima': {'low_offset': low_offset_trima.value, 'high_offset': high_offset_trima.value, 'calculate': ta.TRIMA}, 't3': {'low_offset': low_offset_t3.value, 'high_offset': high_offset_t3.value, 'calculate': ta.T3}, 'kama': {'low_offset': low_offset_kama.value, 'high_offset': high_offset_kama.value, 'calculate': ta.KAMA}} trailing_stop = True trailing_only_offset_is_reached = True trailing_stop_positive = 0.01 trailing_stop_positive_offset = 0.04 use_custom_stoploss = False timeframe = '5m' inf_1h = '1h' process_only_new_candles = True use_exie_signal = True exit_profit_only = False ignore_roi_if_entry_signal = True startup_candle_count: int = 300 plot_config = {'main_plot': {'ma_offset_buy': {'color': 'orange'}, 'ma_offset_sell': {'color': 'orange'}}} buy_condition_1_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_2_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_3_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_4_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_5_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_6_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_7_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_8_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_9_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_10_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_11_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_12_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_13_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_14_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_15_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_16_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_17_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_18_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_19_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_20_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_21_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_dip_threshold_1 = DecimalParameter(0.001, 0.05, default=0.02, space='buy', decimals=3, optimize=False, load=True) buy_dip_threshold_2 = DecimalParameter(0.01, 0.2, default=0.14, space='buy', decimals=3, optimize=False, load=True) buy_dip_threshold_3 = DecimalParameter(0.05, 0.4, default=0.32, space='buy', decimals=3, optimize=False, load=True) buy_dip_threshold_4 = DecimalParameter(0.2, 0.5, default=0.5, space='buy', decimals=3, optimize=False, load=True) buy_dip_threshold_5 = DecimalParameter(0.001, 0.05, default=0.015, space='buy', decimals=3, optimize=False, load=True) buy_dip_threshold_6 = DecimalParameter(0.01, 0.2, default=0.06, space='buy', decimals=3, optimize=False, load=True) buy_dip_threshold_7 = DecimalParameter(0.05, 0.4, default=0.24, space='buy', decimals=3, optimize=False, load=True) buy_dip_threshold_8 = DecimalParameter(0.2, 0.5, default=0.4, space='buy', decimals=3, optimize=False, load=True) buy_dip_threshold_9 = DecimalParameter(0.001, 0.05, default=0.026, space='buy', decimals=3, optimize=False, load=True) buy_dip_threshold_10 = DecimalParameter(0.01, 0.2, default=0.24, space='buy', decimals=3, optimize=False, load=True) buy_dip_threshold_11 = DecimalParameter(0.05, 0.4, default=0.42, space='buy', decimals=3, optimize=False, load=True) buy_dip_threshold_12 = DecimalParameter(0.2, 0.5, default=0.66, space='buy', decimals=3, optimize=False, load=True) buy_pump_pull_threshold_1 = DecimalParameter(1.5, 3.0, default=1.75, space='buy', decimals=2, optimize=False, load=True) buy_pump_threshold_1 = DecimalParameter(0.4, 1.0, default=0.5, space='buy', decimals=3, optimize=False, load=True) buy_pump_pull_threshold_2 = DecimalParameter(1.5, 3.0, default=1.75, space='buy', decimals=2, optimize=False, load=True) buy_pump_threshold_2 = DecimalParameter(0.4, 1.0, default=0.56, space='buy', decimals=3, optimize=False, load=True) buy_pump_pull_threshold_3 = DecimalParameter(1.5, 3.0, default=1.75, space='buy', decimals=2, optimize=False, load=True) buy_pump_threshold_3 = DecimalParameter(0.4, 1.0, default=0.85, space='buy', decimals=3, optimize=False, load=True) buy_pump_pull_threshold_4 = DecimalParameter(1.5, 3.0, default=2.2, space='buy', decimals=2, optimize=False, load=True) buy_pump_threshold_4 = DecimalParameter(0.4, 1.0, default=0.4, space='buy', decimals=3, optimize=False, load=True) buy_pump_pull_threshold_5 = DecimalParameter(1.5, 3.0, default=2.0, space='buy', decimals=2, optimize=False, load=True) buy_pump_threshold_5 = DecimalParameter(0.4, 1.0, default=0.56, space='buy', decimals=3, optimize=False, load=True) buy_pump_pull_threshold_6 = DecimalParameter(1.5, 3.0, default=2.0, space='buy', decimals=2, optimize=False, load=True) buy_pump_threshold_6 = DecimalParameter(0.4, 1.0, default=0.68, space='buy', decimals=3, optimize=False, load=True) buy_pump_pull_threshold_7 = DecimalParameter(1.5, 3.0, default=1.7, space='buy', decimals=2, optimize=False, load=True) buy_pump_threshold_7 = DecimalParameter(0.4, 1.0, default=0.66, space='buy', decimals=3, optimize=False, load=True) buy_pump_pull_threshold_8 = DecimalParameter(1.5, 3.0, default=1.7, space='buy', decimals=2, optimize=False, load=True) buy_pump_threshold_8 = DecimalParameter(0.4, 1.0, default=0.7, space='buy', decimals=3, optimize=False, load=True) buy_pump_pull_threshold_9 = DecimalParameter(1.5, 3.0, default=1.4, space='buy', decimals=2, optimize=False, load=True) buy_pump_threshold_9 = DecimalParameter(0.4, 1.8, default=1.3, space='buy', decimals=3, optimize=False, load=True) buy_min_inc_1 = DecimalParameter(0.01, 0.05, default=0.022, space='buy', decimals=3, optimize=False, load=True) buy_rsi_1h_min_1 = DecimalParameter(25.0, 40.0, default=30.0, space='buy', decimals=1, optimize=False, load=True) buy_rsi_1h_max_1 = DecimalParameter(70.0, 90.0, default=84.0, space='buy', decimals=1, optimize=False, load=True) buy_rsi_1 = DecimalParameter(20.0, 40.0, default=36.0, space='buy', decimals=1, optimize=False, load=True) buy_mfi_1 = DecimalParameter(20.0, 40.0, default=26.0, space='buy', decimals=1, optimize=False, load=True) buy_volume_2 = DecimalParameter(1.0, 10.0, default=2.6, space='buy', decimals=1, optimize=False, load=True) buy_rsi_1h_min_2 = DecimalParameter(30.0, 40.0, default=32.0, space='buy', decimals=1, optimize=False, load=True) buy_rsi_1h_max_2 = DecimalParameter(70.0, 95.0, default=84.0, space='buy', decimals=1, optimize=False, load=True) buy_rsi_1h_diff_2 = DecimalParameter(30.0, 50.0, default=39.0, space='buy', decimals=1, optimize=False, load=True) buy_mfi_2 = DecimalParameter(30.0, 56.0, default=49.0, space='buy', decimals=1, optimize=False, load=True) buy_bb_offset_2 = DecimalParameter(0.97, 0.999, default=0.983, space='buy', decimals=3, optimize=False, load=True) buy_bb40_bbdelta_close_3 = DecimalParameter(0.005, 0.06, default=0.057, space='buy', optimize=False, load=True) buy_bb40_closedelta_close_3 = DecimalParameter(0.01, 0.03, default=0.023, space='buy', optimize=False, load=True) buy_bb40_tail_bbdelta_3 = DecimalParameter(0.15, 0.45, default=0.418, space='buy', optimize=False, load=True) buy_ema_rel_3 = DecimalParameter(0.97, 0.999, default=0.986, space='buy', decimals=3, optimize=False, load=True) buy_bb20_close_bblowerband_4 = DecimalParameter(0.96, 0.99, default=0.979, space='buy', optimize=False, load=True) buy_bb20_volume_4 = DecimalParameter(1.0, 20.0, default=10.0, space='buy', decimals=2, optimize=False, load=True) buy_ema_open_mult_5 = DecimalParameter(0.016, 0.03, default=0.019, space='buy', decimals=3, optimize=False, load=True) buy_bb_offset_5 = DecimalParameter(0.98, 1.0, default=0.999, space='buy', decimals=3, optimize=False, load=True) buy_ema_rel_5 = DecimalParameter(0.97, 0.999, default=0.982, space='buy', decimals=3, optimize=False, load=True) buy_ema_open_mult_6 = DecimalParameter(0.02, 0.03, default=0.025, space='buy', decimals=3, optimize=False, load=True) buy_bb_offset_6 = DecimalParameter(0.98, 0.999, default=0.984, space='buy', decimals=3, optimize=False, load=True) buy_volume_7 = DecimalParameter(1.0, 10.0, default=2.0, space='buy', decimals=1, optimize=False, load=True) buy_ema_open_mult_7 = DecimalParameter(0.02, 0.04, default=0.03, space='buy', decimals=3, optimize=False, load=True) buy_rsi_7 = DecimalParameter(24.0, 50.0, default=36.0, space='buy', decimals=1, optimize=False, load=True) buy_ema_rel_7 = DecimalParameter(0.97, 0.999, default=0.986, space='buy', decimals=3, optimize=False, load=True) buy_volume_8 = DecimalParameter(1.0, 6.0, default=2.0, space='buy', decimals=1, optimize=False, load=True) buy_rsi_8 = DecimalParameter(36.0, 40.0, default=20.0, space='buy', decimals=1, optimize=False, load=True) buy_tail_diff_8 = DecimalParameter(3.0, 10.0, default=3.5, space='buy', decimals=1, optimize=False, load=True) buy_volume_9 = DecimalParameter(1.0, 4.0, default=1.0, space='buy', decimals=2, optimize=False, load=True) buy_ma_offset_9 = DecimalParameter(0.94, 0.99, default=0.97, space='buy', decimals=3, optimize=False, load=True) buy_bb_offset_9 = DecimalParameter(0.97, 0.99, default=0.985, space='buy', decimals=3, optimize=False, load=True) buy_rsi_1h_min_9 = DecimalParameter(26.0, 40.0, default=30.0, space='buy', decimals=1, optimize=False, load=True) buy_rsi_1h_max_9 = DecimalParameter(70.0, 90.0, default=88.0, space='buy', decimals=1, optimize=False, load=True) buy_mfi_9 = DecimalParameter(36.0, 65.0, default=30.0, space='buy', decimals=1, optimize=False, load=True) buy_volume_10 = DecimalParameter(1.0, 8.0, default=2.4, space='buy', decimals=1, optimize=False, load=True) buy_ma_offset_10 = DecimalParameter(0.93, 0.97, default=0.944, space='buy', decimals=3, optimize=False, load=True) buy_bb_offset_10 = DecimalParameter(0.97, 0.99, default=0.994, space='buy', decimals=3, optimize=False, load=True) buy_rsi_1h_10 = DecimalParameter(20.0, 40.0, default=37.0, space='buy', decimals=1, optimize=False, load=True) buy_ma_offset_11 = DecimalParameter(0.93, 0.99, default=0.939, space='buy', decimals=3, optimize=False, load=True) buy_min_inc_11 = DecimalParameter(0.005, 0.05, default=0.022, space='buy', decimals=3, optimize=False, load=True) buy_rsi_1h_min_11 = DecimalParameter(40.0, 60.0, default=56.0, space='buy', decimals=1, optimize=False, load=True) buy_rsi_1h_max_11 = DecimalParameter(70.0, 90.0, default=84.0, space='buy', decimals=1, optimize=False, load=True) buy_rsi_11 = DecimalParameter(30.0, 48.0, default=48.0, space='buy', decimals=1, optimize=False, load=True) buy_mfi_11 = DecimalParameter(36.0, 56.0, default=38.0, space='buy', decimals=1, optimize=False, load=True) buy_volume_12 = DecimalParameter(1.0, 10.0, default=1.7, space='buy', decimals=1, optimize=False, load=True) buy_ma_offset_12 = DecimalParameter(0.93, 0.97, default=0.936, space='buy', decimals=3, optimize=False, load=True) buy_rsi_12 = DecimalParameter(26.0, 40.0, default=30.0, space='buy', decimals=1, optimize=False, load=True) buy_ewo_12 = DecimalParameter(2.0, 6.0, default=2.0, space='buy', decimals=1, optimize=False, load=True) buy_volume_13 = DecimalParameter(1.0, 10.0, default=1.6, space='buy', decimals=1, optimize=False, load=True) buy_ma_offset_13 = DecimalParameter(0.93, 0.98, default=0.978, space='buy', decimals=3, optimize=False, load=True) buy_ewo_13 = DecimalParameter(-14.0, -7.0, default=-10.4, space='buy', decimals=1, optimize=False, load=True) buy_volume_14 = DecimalParameter(1.0, 10.0, default=2.0, space='buy', decimals=1, optimize=False, load=True) buy_ema_open_mult_14 = DecimalParameter(0.01, 0.03, default=0.014, space='buy', decimals=3, optimize=False, load=True) buy_bb_offset_14 = DecimalParameter(0.98, 1.0, default=0.986, space='buy', decimals=3, optimize=False, load=True) buy_ma_offset_14 = DecimalParameter(0.93, 0.99, default=0.97, space='buy', decimals=3, optimize=False, load=True) buy_volume_15 = DecimalParameter(1.0, 10.0, default=2.0, space='buy', decimals=1, optimize=False, load=True) buy_ema_open_mult_15 = DecimalParameter(0.02, 0.04, default=0.018, space='buy', decimals=3, optimize=False, load=True) buy_ma_offset_15 = DecimalParameter(0.93, 0.99, default=0.954, space='buy', decimals=3, optimize=False, load=True) buy_rsi_15 = DecimalParameter(30.0, 50.0, default=28.0, space='buy', decimals=1, optimize=False, load=True) buy_ema_rel_15 = DecimalParameter(0.97, 0.999, default=0.988, space='buy', decimals=3, optimize=False, load=True) buy_volume_16 = DecimalParameter(1.0, 10.0, default=2.0, space='buy', decimals=1, optimize=False, load=True) buy_ma_offset_16 = DecimalParameter(0.93, 0.97, default=0.952, space='buy', decimals=3, optimize=False, load=True) buy_rsi_16 = DecimalParameter(26.0, 50.0, default=31.0, space='buy', decimals=1, optimize=False, load=True) buy_ewo_16 = DecimalParameter(4.0, 8.0, default=2.8, space='buy', decimals=1, optimize=False, load=True) buy_volume_17 = DecimalParameter(0.5, 8.0, default=2.0, space='buy', decimals=1, optimize=False, load=True) buy_ma_offset_17 = DecimalParameter(0.93, 0.98, default=0.958, space='buy', decimals=3, optimize=False, load=True) buy_ewo_17 = DecimalParameter(-18.0, -10.0, default=-12.0, space='buy', decimals=1, optimize=False, load=True) buy_volume_18 = DecimalParameter(1.0, 6.0, default=2.0, space='buy', decimals=1, optimize=False, load=True) buy_rsi_18 = DecimalParameter(16.0, 32.0, default=26.0, space='buy', decimals=1, optimize=False, load=True) buy_bb_offset_18 = DecimalParameter(0.98, 1.0, default=0.982, space='buy', decimals=3, optimize=False, load=True) buy_rsi_1h_min_19 = DecimalParameter(40.0, 70.0, default=50.0, space='buy', decimals=1, optimize=False, load=True) buy_chop_min_19 = DecimalParameter(20.0, 60.0, default=24.1, space='buy', decimals=1, optimize=False, load=True) buy_volume_20 = DecimalParameter(0.5, 6.0, default=1.2, space='buy', decimals=1, optimize=False, load=True) buy_rsi_20 = DecimalParameter(20.0, 36.0, default=26.0, space='buy', decimals=1, optimize=False, load=True) buy_rsi_1h_20 = DecimalParameter(14.0, 30.0, default=20.0, space='buy', decimals=1, optimize=False, load=True) buy_volume_21 = DecimalParameter(0.5, 6.0, default=3.0, space='buy', decimals=1, optimize=False, load=True) buy_rsi_21 = DecimalParameter(10.0, 28.0, default=23.0, space='buy', decimals=1, optimize=False, load=True) buy_rsi_1h_21 = DecimalParameter(18.0, 40.0, default=24.0, space='buy', decimals=1, optimize=False, load=True) sell_condition_1_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_condition_2_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_condition_3_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_condition_4_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_condition_5_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_condition_6_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_condition_7_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_condition_8_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_rsi_bb_1 = DecimalParameter(60.0, 80.0, default=79.5, space='sell', decimals=1, optimize=False, load=True) sell_rsi_bb_2 = DecimalParameter(72.0, 90.0, default=81, space='sell', decimals=1, optimize=False, load=True) sell_rsi_main_3 = DecimalParameter(77.0, 90.0, default=82, space='sell', decimals=1, optimize=False, load=True) sell_dual_rsi_rsi_4 = DecimalParameter(72.0, 84.0, default=73.4, space='sell', decimals=1, optimize=False, load=True) sell_dual_rsi_rsi_1h_4 = DecimalParameter(78.0, 92.0, default=79.6, space='sell', decimals=1, optimize=False, load=True) sell_ema_relative_5 = DecimalParameter(0.005, 0.05, default=0.024, space='sell', optimize=False, load=True) sell_rsi_diff_5 = DecimalParameter(0.0, 20.0, default=4.4, space='sell', optimize=False, load=True) sell_rsi_under_6 = DecimalParameter(72.0, 90.0, default=79.0, space='sell', decimals=1, optimize=False, load=True) sell_rsi_1h_7 = DecimalParameter(80.0, 95.0, default=81.7, space='sell', decimals=1, optimize=False, load=True) sell_bb_relative_8 = DecimalParameter(1.05, 1.3, default=1.1, space='sell', decimals=3, optimize=False, load=True) sell_custom_profit_0 = DecimalParameter(0.01, 0.1, default=0.01, space='sell', decimals=3, optimize=False, load=True) sell_custom_rsi_0 = DecimalParameter(30.0, 40.0, default=33.0, space='sell', decimals=3, optimize=False, load=True) sell_custom_profit_1 = DecimalParameter(0.01, 0.1, default=0.03, space='sell', decimals=3, optimize=False, load=True) sell_custom_rsi_1 = DecimalParameter(30.0, 50.0, default=38.0, space='sell', decimals=2, optimize=False, load=True) sell_custom_profit_2 = DecimalParameter(0.01, 0.1, default=0.05, space='sell', decimals=3, optimize=False, load=True) sell_custom_rsi_2 = DecimalParameter(34.0, 50.0, default=43.0, space='sell', decimals=2, optimize=False, load=True) sell_custom_profit_3 = DecimalParameter(0.06, 0.3, default=0.08, space='sell', decimals=3, optimize=False, load=True) sell_custom_rsi_3 = DecimalParameter(38.0, 55.0, default=48.0, space='sell', decimals=2, optimize=False, load=True) sell_custom_profit_4 = DecimalParameter(0.3, 0.6, default=0.25, space='sell', decimals=3, optimize=False, load=True) sell_custom_rsi_4 = DecimalParameter(40.0, 58.0, default=50.0, space='sell', decimals=2, optimize=False, load=True) sell_custom_under_profit_1 = DecimalParameter(0.01, 0.1, default=0.02, space='sell', decimals=3, optimize=False, load=True) sell_custom_under_rsi_1 = DecimalParameter(36.0, 60.0, default=56.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_under_profit_2 = DecimalParameter(0.01, 0.1, default=0.04, space='sell', decimals=3, optimize=False, load=True) sell_custom_under_rsi_2 = DecimalParameter(46.0, 66.0, default=60.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_under_profit_3 = DecimalParameter(0.01, 0.1, default=0.6, space='sell', decimals=3, optimize=False, load=True) sell_custom_under_rsi_3 = DecimalParameter(50.0, 68.0, default=62.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_dec_profit_1 = DecimalParameter(0.01, 0.1, default=0.05, space='sell', decimals=3, optimize=False, load=True) sell_custom_dec_profit_2 = DecimalParameter(0.05, 0.2, default=0.07, space='sell', decimals=3, optimize=False, load=True) sell_trail_profit_min_1 = DecimalParameter(0.1, 0.25, default=0.15, space='sell', decimals=3, optimize=False, load=True) sell_trail_profit_max_1 = DecimalParameter(0.3, 0.5, default=0.46, space='sell', decimals=2, optimize=False, load=True) sell_trail_down_1 = DecimalParameter(0.04, 0.2, default=0.18, space='sell', decimals=3, optimize=False, load=True) sell_trail_profit_min_2 = DecimalParameter(0.01, 0.1, default=0.01, space='sell', decimals=3, optimize=False, load=True) sell_trail_profit_max_2 = DecimalParameter(0.08, 0.25, default=0.12, space='sell', decimals=2, optimize=False, load=True) sell_trail_down_2 = DecimalParameter(0.04, 0.2, default=0.14, space='sell', decimals=3, optimize=False, load=True) sell_trail_profit_min_3 = DecimalParameter(0.01, 0.1, default=0.05, space='sell', decimals=3, optimize=False, load=True) sell_trail_profit_max_3 = DecimalParameter(0.08, 0.16, default=0.1, space='sell', decimals=2, optimize=False, load=True) sell_trail_down_3 = DecimalParameter(0.01, 0.04, default=0.01, space='sell', decimals=3, optimize=False, load=True) sell_custom_profit_under_rel_1 = DecimalParameter(0.01, 0.04, default=0.024, space='sell', optimize=False, load=True) sell_custom_profit_under_rsi_diff_1 = DecimalParameter(0.0, 20.0, default=4.4, space='sell', optimize=False, load=True) sell_custom_stoploss_under_rel_1 = DecimalParameter(0.001, 0.02, default=0.004, space='sell', optimize=False, load=True) sell_custom_stoploss_under_rsi_diff_1 = DecimalParameter(0.0, 20.0, default=8.0, space='sell', optimize=False, load=True) def get_ticker_indicator(self): return int(self.timeframe[:-1]) def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float, current_profit: float, **kwargs): dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) last_candle = dataframe.iloc[-1].squeeze() max_profit = trade.calc_profit_ratio(trade.max_rate) * 100 sell_tag = None if current_profit > self.sell_custom_profit_4.value and last_candle['rsi'] < self.sell_custom_rsi_4.value: return (f"custom_sell_profit_4_qtpylib_rsi_{last_candle['rsi']}", current_profit) if current_profit > self.sell_custom_profit_3.value and last_candle['rsi'] < self.sell_custom_rsi_3.value: return (f"custom_sell_profit_3_qtpylib_rsi_{last_candle['rsi']}", current_profit) if current_profit > self.sell_custom_profit_2.value and last_candle['rsi'] < self.sell_custom_rsi_2.value: return (f"custom_sell_profit_2_qtpylib_rsi_{last_candle['rsi']}", current_profit) if current_profit > self.sell_custom_profit_1.value and last_candle['rsi'] < self.sell_custom_rsi_1.value: return (f"custom_sell_profit_1_qtpylib_rsi_{last_candle['rsi']}", current_profit) if current_profit > self.sell_custom_profit_0.value and last_candle['rsi'] < self.sell_custom_rsi_0.value: return (f"custom_sell_profit_0_qtpylib_rsi_{last_candle['rsi']}", current_profit) if current_profit < self.sell_custom_under_profit_3.value and last_candle['rsi'] > self.sell_custom_under_rsi_3.value: return (f"custom_sell_under_profit_3_qtpylib_rsi_{last_candle['rsi']}", current_profit) if current_profit < self.sell_custom_under_profit_2.value and last_candle['rsi'] > self.sell_custom_under_rsi_2.value: return (f"custom_sell_under_profit_2_qtpylib_rsi_{last_candle['rsi']}", current_profit) if current_profit < self.sell_custom_under_profit_1.value and last_candle['rsi'] > self.sell_custom_under_rsi_1.value: return (f"custom_sell_under_profit_1_qtpylib_rsi_{last_candle['rsi']}", current_profit) if max_profit > self.sell_trail_profit_min_1.value and current_profit < max_profit - self.sell_trail_down_1.value: return (f'custom_sell_trail_qtpylib_profit_max_{max_profit}_current_profit_{current_profit}', current_profit) if max_profit > self.sell_trail_profit_min_2.value and current_profit < max_profit - self.sell_trail_down_2.value: return (f'custom_sell_trail_qtpylib_profit_max_{max_profit}_current_profit_{current_profit}', current_profit) if max_profit > self.sell_trail_profit_min_3.value and current_profit < max_profit - self.sell_trail_down_3.value: return (f'custom_sell_trail_qtpylib_profit_max_{max_profit}_current_profit_{current_profit}', current_profit) return None def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float, current_profit: float, **kwargs): dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) last_candle = dataframe.iloc[-1].squeeze() exit_reason = None if current_profit < self.sell_custom_stoploss_under_rel_1.value: if last_candle['rsi'] > self.sell_custom_stoploss_under_rsi_diff_1.value + last_candle['rsi']: exit_reason = f'custom_stoploss_qtpylib_profit_max_{current_profit}_current_profit_{current_profit}' return exit_reason def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float, time_in_force: str, current_time, entry_tag, side: str, **kwargs) -> bool: df, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) last_candle = df.iloc[-1].squeeze() if side == 'long': if rate > last_candle['close'] * (1 + 0.0025): return False elif rate < last_candle['close'] * (1 - 0.0025): return False return True def normal_tf_indicators(self, dataframe: DataFrame, metadata: Dict) -> DataFrame: dataframe['sma_offset_buy'] = ta.SMA(dataframe, timeperiod=self.base_nb_candles_buy.value) * self.low_offset_sma.value dataframe['sma_offset_sell'] = ta.SMA(dataframe, timeperiod=self.base_nb_candles_sell.value) * self.high_offset_sma.value dataframe['ema_offset_buy'] = ta.EMA(dataframe, timeperiod=self.base_nb_candles_buy.value) * self.low_offset_ema.value dataframe['ema_offset_sell'] = ta.EMA(dataframe, timeperiod=self.base_nb_candles_sell.value) * self.high_offset_ema.value dataframe['trima_offset_buy'] = ta.TRIMA(dataframe, timeperiod=self.base_nb_candles_buy.value) * self.low_offset_trima.value dataframe['trima_offset_sell'] = ta.TRIMA(dataframe, timeperiod=self.base_nb_candles_sell.value) * self.high_offset_trima.value dataframe['t3_offset_buy'] = ta.T3(dataframe, timeperiod=self.base_nb_candles_buy.value) * self.low_offset_t3.value dataframe['t3_offset_sell'] = ta.T3(dataframe, timeperiod=self.base_nb_candles_sell.value) * self.high_offset_t3.value dataframe['kama_offset_buy'] = ta.KAMA(dataframe, timeperiod=self.base_nb_candles_buy.value) * self.low_offset_kama.value dataframe['kama_offset_sell'] = ta.KAMA(dataframe, timeperiod=self.base_nb_candles_sell.value) * self.high_offset_kama.value dataframe['bb_upperband'] = ta.BBANDS(dataframe, timeperiod=20, nbdevup=2, nbdevdn=2, matype=0)[0] dataframe['bb_middleband'] = ta.BBANDS(dataframe, timeperiod=20, nbdevup=2, nbdevdn=2, matype=0)[1] dataframe['bb_lowerband'] = ta.BBANDS(dataframe, timeperiod=20, nbdevup=2, nbdevdn=2, matype=0)[2] dataframe['bbpercent'] = (dataframe['close'] - dataframe['bb_lowerband']) / (dataframe['bb_upperband'] - dataframe['bb_lowerband']) dataframe['bb_width'] = (dataframe['bb_upperband'] - dataframe['bb_lowerband']) / dataframe['bb_middleband'] dataframe['sar'] = ta.SAR(dataframe) dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) dataframe['rsi_fast'] = ta.RSI(dataframe, timeperiod=4) dataframe['rsi_slow'] = ta.RSI(dataframe, timeperiod=50) dataframe['mfi'] = ta.MFI(dataframe, timeperiod=14) dataframe['plus_dm'] = ta.PLUS_DM(dataframe, timeperiod=14) dataframe['minus_dm'] = ta.MINUS_DM(dataframe, timeperiod=14) dataframe['adx'] = ta.ADX(dataframe, timeperiod=14) dataframe['adxr'] = ta.ADXR(dataframe, timeperiod=14) dataframe['willr'] = ta.WILLR(dataframe, timeperiod=14) dataframe['ultosc'] = ta.ULTOSC(dataframe) dataframe['kst'] = ta.KST(dataframe) dataframe['macd'] = ta.MACD(dataframe)[0] dataframe['macdsignal'] = ta.MACD(dataframe)[1] dataframe['macdhist'] = ta.MACD(dataframe)[2] dataframe['ppo'] = ta.PPO(dataframe) dataframe['pposignal'] = ta.PPO(dataframe)[1] dataframe['ppohist'] = ta.PPO(dataframe)[2] dataframe['fastk'], dataframe['fastd'] = ta.STOCHRSI(dataframe, timeperiod=14) dataframe['slowk'], dataframe['slowd'] = ta.STOCH(dataframe) dataframe['fisher'] = 0.5 * np.log((1 + dataframe['fastk']) / (1 - dataframe['fastk'])) dataframe['fisher'] = dataframe['fisher'].fillna(0) dataframe['ao'] = ta.AO(dataframe) dataframe['cci'] = ta.CCI(dataframe) dataframe['rocp'] = ta.ROCP(dataframe, timeperiod=14) dataframe['apo'] = ta.APO(dataframe) dataframe['aroonosc'] = ta.AROONOSC(dataframe) dataframe['bop'] = ta.BOP(dataframe) dataframe['cmo'] = ta.CMO(dataframe) dataframe['dx'] = ta.DX(dataframe) dataframe['mfi'] = ta.MFI(dataframe) dataframe['minus_di'] = ta.MINUS_DI(dataframe) dataframe['mom'] = ta.MOM(dataframe) dataframe['plus_di'] = ta.PLUS_DI(dataframe) dataframe['rvi'] = ta.RVI(dataframe) dataframe['stoch_k'] = ta.STOCH(dataframe)[0] dataframe['stoch_d'] = ta.STOCH(dataframe)[1] dataframe['atr'] = ta.ATR(dataframe) dataframe['trix'] = ta.TRIX(dataframe) dataframe['ht_trendline'] = ta.HT_TRENDLINE(dataframe) dataframe['ht_sine'], dataframe['ht_leadsine'] = ta.HT_SINE(dataframe) dataframe['ht_phasor_inphase'], dataframe['ht_phasor_quadrature'] = ta.HT_PHASOR(dataframe) return dataframe def informative_tf_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) return dataframe def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: assert isinstance(dataframe, DataFrame) assert isinstance(metadata, dict) dataframe = self.normal_tf_indicators(dataframe, metadata) informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.inf_1h) informative = self.informative_tf_indicators(informative, metadata) dataframe = merge_informative_pair(dataframe, informative, self.timeframe, self.inf_1h, ffill=True) skip_columns = [(s, s + '_' + self.inf_1h) for s in list(informative.columns) if s != 'date'] dataframe = merge_informative_pair(dataframe, informative, self.timeframe, self.inf_1h, ffill=True, skip_columns=skip_columns) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] if self.buy_condition_1_enable.value: conditions.append((dataframe['close'] < dataframe['sma_offset_buy']) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_1.value)) if self.buy_condition_2_enable.value: conditions.append((dataframe['close'] < dataframe['ema_offset_buy']) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_2.value)) if self.buy_condition_3_enable.value: conditions.append((dataframe['close'] < dataframe['ema_offset_buy']) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_2.value) & (dataframe['volume'] > self.buy_volume_2.value)) if self.buy_condition_4_enable.value: conditions.append((dataframe['close'] < dataframe['sma_offset_buy']) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_1.value) & (dataframe['volume'] > self.buy_volume_2.value)) if self.buy_condition_5_enable.value: conditions.append((dataframe['close'] < dataframe['ema_offset_buy']) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_2.value) & (dataframe['volume'] > self.buy_volume_2.value)) if self.buy_condition_6_enable.value: conditions.append((dataframe['close'] < dataframe['ema_offset_buy']) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_2.value) & (dataframe['volume'] > self.buy_volume_2.value)) if self.buy_condition_7_enable.value: conditions.append((dataframe['close'] < dataframe['sma_offset_buy']) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_1.value) & (dataframe['volume'] > self.buy_volume_2.value)) if self.buy_condition_8_enable.value: conditions.append((dataframe['close'] < dataframe['sma_offset_buy']) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_1.value) & (dataframe['volume'] > self.buy_volume_2.value)) if self.buy_condition_9_enable.value: conditions.append((dataframe['close'] < dataframe['ema_offset_buy']) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_2.value) & (dataframe['volume'] > self.buy_volume_2.value)) if self.buy_condition_10_enable.value: conditions.append((dataframe['close'] < dataframe['ema_offset_buy']) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_2.value) & (dataframe['volume'] > self.buy_volume_2.value)) if self.buy_condition_11_enable.value: conditions.append((dataframe['close'] < dataframe['ema_offset_buy']) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_2.value) & (dataframe['volume'] > self.buy_volume_2.value)) if self.buy_condition_12_enable.value: conditions.append((dataframe['close'] < dataframe['sma_offset_buy']) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_1.value) & (dataframe['volume'] > self.buy_volume_2.value)) if self.buy_condition_13_enable.value: conditions.append((dataframe['close'] < dataframe['ema_offset_buy']) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_2.value) & (dataframe['volume'] > self.buy_volume_2.value)) if self.buy_condition_14_enable.value: conditions.append((dataframe['close'] < dataframe['ema_offset_buy']) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_2.value) & (dataframe['volume'] > self.buy_volume_2.value)) if self.buy_condition_15_enable.value: conditions.append((dataframe['close'] < dataframe['sma_offset_buy']) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_1.value) & (dataframe['volume'] > self.buy_volume_2.value)) if self.buy_condition_16_enable.value: conditions.append((dataframe['close'] < dataframe['sma_offset_buy']) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_1.value) & (dataframe['volume'] > self.buy_volume_2.value)) if self.buy_condition_17_enable.value: conditions.append((dataframe['close'] < dataframe['ema_offset_buy']) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_2.value) & (dataframe['volume'] > self.buy_volume_2.value)) if self.buy_condition_18_enable.value: conditions.append((dataframe['close'] < dataframe['ema_offset_buy']) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_2.value) & (dataframe['volume'] > self.buy_volume_2.value)) if self.buy_condition_19_enable.value: conditions.append((dataframe['close'] < dataframe['sma_offset_buy']) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_1.value) & (dataframe['volume'] > self.buy_volume_2.value)) if self.buy_condition_20_enable.value: conditions.append((dataframe['close'] < dataframe['ema_offset_buy']) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_2.value) & (dataframe['volume'] > self.buy_volume_2.value)) if self.buy_condition_21_enable.value: conditions.append((dataframe['close'] < dataframe['ema_offset_buy']) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_2.value) & (dataframe['volume'] > self.buy_volume_2.value)) 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 = [] if self.sell_condition_1_enable.value: conditions.append((dataframe['close'] > dataframe['sma_offset_sell']) & (dataframe['rsi'] > self.sell_rsi_bb_1.value)) if self.sell_condition_2_enable.value: conditions.append((dataframe['close'] > dataframe['ema_offset_sell']) & (dataframe['rsi'] > self.sell_rsi_bb_2.value)) if self.sell_condition_3_enable.value: conditions.append((dataframe['close'] > dataframe['ema_offset_sell']) & (dataframe['rsi'] > self.sell_rsi_main_3.value)) if self.sell_condition_4_enable.value: conditions.append((dataframe['close'] > dataframe['ema_offset_sell']) & (dataframe['rsi'] > self.sell_dual_rsi_rsi_4.value) & (dataframe['rsi'] > self.sell_dual_rsi_rsi_1h_4.value)) if self.sell_condition_5_enable.value: conditions.append((dataframe['close'] > dataframe['ema_offset_sell']) & (dataframe['rsi'] > self.sell_ema_relative_5.value) & (dataframe['rsi'] > self.sell_rsi_diff_5.value)) if self.sell_condition_6_enable.value: conditions.append((dataframe['close'] > dataframe['sma_offset_sell']) & (dataframe['rsi'] > self.sell_rsi_under_6.value)) if self.sell_condition_7_enable.value: conditions.append((dataframe['close'] > dataframe['ema_offset_sell']) & (dataframe['rsi'] > self.sell_rsi_1h_7.value)) if self.sell_condition_8_enable.value: conditions.append((dataframe['close'] > dataframe['sma_offset_sell']) & (dataframe['rsi'] > self.sell_bb_relative_8.value)) if conditions: dataframe.loc[reduce(lambda x, y: x | y, conditions), 'exit_long'] = 1 return dataframe # Elliot Wave Oscillator def EWO(dataframe, sma1_length=5, sma2_length=35): df = dataframe.copy() sma1 = ta.EMA(df, timeperiod=sma1_length) sma2 = ta.EMA(df, timeperiod=sma2_length) smadif = (sma1 - sma2) / df['close'] * 100 return smadif |
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.