SMAOffset_4
♡
Basics
mode: spot
timeframe: 5m
interface version: 3
Settings
stoploss: -0.5
has minimal roi
trailing
custom stoploss
process only new candles
startup candle count: 30
hyperopt
hyperopt params: 6
Indicators
EMA
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 | 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 ma_types = {'SMA': ta.SMA, 'EMA': ta.EMA} class SMAOffset_4(IStrategy): INTERFACE_VERSION = 3 buy_params = {'base_nb_candles_buy': 30, 'buy_trigger': 'SMA', 'low_offset': 0.958} sell_params = {'base_nb_candles_sell': 30, 'high_offset': 1.012, 'sell_trigger': 'EMA'} stoploss = -0.5 minimal_roi = {'0': 1} base_nb_candles_buy = IntParameter(5, 80, default=buy_params['base_nb_candles_buy'], space='buy') base_nb_candles_sell = IntParameter(5, 80, default=sell_params['base_nb_candles_sell'], space='sell') low_offset = DecimalParameter(0.8, 0.99, default=buy_params['low_offset'], space='buy') high_offset = DecimalParameter(0.8, 1.1, default=sell_params['high_offset'], space='sell') buy_trigger = CategoricalParameter(ma_types.keys(), default=buy_params['buy_trigger'], space='buy') sell_trigger = CategoricalParameter(ma_types.keys(), default=sell_params['sell_trigger'], space='sell') trailing_stop = False trailing_stop_positive = 0.0001 trailing_stop_positive_offset = 0 trailing_only_offset_is_reached = False timeframe = '5m' use_exit_signal = True exit_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 custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float: return 1 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if not self.config['runmode'].value == 'hyperopt': dataframe['ma_offset_buy'] = ma_types[self.buy_trigger.value](dataframe, int(self.base_nb_candles_buy.value)) * self.low_offset.value dataframe['ma_offset_sell'] = ma_types[self.sell_trigger.value](dataframe, int(self.base_nb_candles_sell.value)) * self.high_offset.value return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if self.config['runmode'].value == 'hyperopt': dataframe['ma_offset_buy'] = ma_types[self.buy_trigger.value](dataframe, int(self.base_nb_candles_buy.value)) * self.low_offset.value dataframe.loc[(dataframe['close'] < dataframe['ma_offset_buy']) & (dataframe['volume'] > 0), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if self.config['runmode'].value == 'hyperopt': dataframe['ma_offset_sell'] = ma_types[self.sell_trigger.value](dataframe, int(self.base_nb_candles_sell.value)) * self.high_offset.value dataframe.loc[(dataframe['close'] > dataframe['ma_offset_sell']) & (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.