SMAOffset
♡
Basics
mode: spot
timeframe: 5m
interface version: 3
Settings
stoploss: -99.0
has minimal roi
trailing
custom stoploss
process only new candles
Indicators
Bollinger_Bands
SMA
talib
technical
Concepts
trailing
Methods
custom_stoploss
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 | # --- 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 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 # PLEAS CHANGE THIS SETTINGS WITH BACKTEST base_nb_candles = 30 #something higher than 1 low_offset = 0.958 # something lower than 1 high_offset = 1.012 # something higher than 1 class SMAOffset(IStrategy): INTERFACE_VERSION = 3 # ROI table: minimal_roi = {'0': 1} # Stoploss: stoploss = -99 # Trailing stop: trailing_stop = False trailing_stop_positive = 0.01 trailing_stop_positive_offset = 0.5 trailing_only_offset_is_reached = True # Optimal timeframe for the strategy timeframe = '5m' use_exit_signal = True exit_profit_only = True process_only_new_candles = True startup_candle_count = base_nb_candles plot_config = {'main_plot': {'sma_30_offset': {'color': 'orange'}, 'sma_30_offset_pos': {'color': 'orange'}}} use_custom_stoploss = False def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float: # Make sure you have the longest interval first - these conditions are evaluated from top to bottom. if current_time - timedelta(minutes=1200) > trade.open_date_utc and current_profit < -0.05: return -0.001 # return maximum stoploss value, keeping current stoploss price unchanged return 1 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # required for graphing bollinger = qtpylib.bollinger_bands(dataframe['close'], window=20, stds=2) dataframe['bb_lowerband'] = bollinger['lower'] dataframe['bb_middleband'] = bollinger['mid'] dataframe['bb_upperband'] = bollinger['upper'] dataframe['sma_30_offset'] = ta.SMA(dataframe, timeperiod=base_nb_candles) * low_offset dataframe['sma_30_offset_pos'] = ta.SMA(dataframe, timeperiod=base_nb_candles) * high_offset return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['close'] < dataframe['sma_30_offset']) & (dataframe['volume'] > 0), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['close'] > dataframe['sma_30_offset_pos']) & (dataframe['volume'] > 0), '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.