The "ReinforcedSmoothScalp" strategy is designed to generate a large number of potential buy signals and make small profits on each trade. Here are the important components of the strategy:
Minimal ROI: The strategy aims for a minimal return on investment (ROI) of 2%. Stoploss: The optimal stoploss for the strategy is set at -0.1, which means a 10% loss will trigger a sell signal.
Ticker Interval: The strategy operates on 1-minute ticker intervals.
Resample Factor: A resample factor of 5 is used to establish the general trend.
The strategy avoids buying if a clear trend is not present. Indicators used: EMA (Exponential Moving Average): Three EMAs are calculated based on the high, close, and low prices. Stochastic Fast: Fast %K and %D values are calculated using the Stochastic Fast indicator. ADX (Average Directional Movement Index): ADX is calculated to measure the strength of the trend. CCI (Commodity Channel Index): CCI is calculated using a time period of 20. RSI (Relative Strength Index): RSI is calculated using a time period of 14. MFI (Money Flow Index): MFI is calculated. Additional indicators for graphing: Bollinger Bands: Upper, middle, and lower bands of the Bollinger Bands indicator are calculated using a window of 20 and 2 standard deviations. Buy Trend: The strategy identifies buy opportunities based on the following conditions: The opening price is below the EMA low. ADX is greater than 30. MFI is less than 30. Fast %K and %D values are both below 30, and %K has crossed above %D. The resample simple moving average (sma) is below the closing price. Sell Trend: The strategy identifies sell opportunities based on the following conditions: The opening price is equal to or higher than the EMA high. Either fast %K or %D has crossed above 70. CCI is greater than 100. Please note that there are some commented-out sections in the code that include additional conditions for buying and selling, but they are not currently active in the strategy.
Ticker Interval: The strategy operates on 1-minute ticker intervals.
Resample Factor: A resample factor of 5 is used to establish the general trend.
The strategy avoids buying if a clear trend is not present. Indicators used: EMA (Exponential Moving Average): Three EMAs are calculated based on the high, close, and low prices. Stochastic Fast: Fast %K and %D values are calculated using the Stochastic Fast indicator. ADX (Average Directional Movement Index): ADX is calculated to measure the strength of the trend. CCI (Commodity Channel Index): CCI is calculated using a time period of 20. RSI (Relative Strength Index): RSI is calculated using a time period of 14. MFI (Money Flow Index): MFI is calculated. Additional indicators for graphing: Bollinger Bands: Upper, middle, and lower bands of the Bollinger Bands indicator are calculated using a window of 20 and 2 standard deviations. Buy Trend: The strategy identifies buy opportunities based on the following conditions: The opening price is below the EMA low. ADX is greater than 30. MFI is less than 30. Fast %K and %D values are both below 30, and %K has crossed above %D. The resample simple moving average (sma) is below the closing price. Sell Trend: The strategy identifies sell opportunities based on the following conditions: The opening price is equal to or higher than the EMA high. Either fast %K or %D has crossed above 70. CCI is greater than 100. Please note that there are some commented-out sections in the code that include additional conditions for buying and selling, but they are not currently active in the strategy.
Traceback (most recent call last): File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/indexes/base.py", line 3791, in get_loc return self._engine.get_loc(casted_key) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "index.pyx", line 152, in pandas._libs.index.IndexEngine.get_loc File "index.pyx", line 181, in pandas._libs.index.IndexEngine.get_loc File "pandas/_libs/hashtable_class_helper.pxi", line 7080, in pandas._libs.hashtable.PyObjectHashTable.get_item File "pandas/_libs/hashtable_class_helper.pxi", line 7088, in pandas._libs.hashtable.PyObjectHashTable.get_item KeyError: 'resample_sma' The above exception was the direct cause of the following exception: Traceback (most recent call last): File "/freqtrade/freqtrade/main.py", line 42, in main return_code = args['func'](args) ^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/commands/optimize_commands.py", line 58, in start_backtesting backtesting.start() File "/freqtrade/freqtrade/optimize/backtesting.py", line 1401, in start min_date, max_date = self.backtest_one_strategy(strat, data, timerange) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/optimize/backtesting.py", line 1335, in backtest_one_strategy results = self.backtest( ^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/optimize/backtesting.py", line 1213, in backtest data: Dict = self._get_ohlcv_as_lists(processed) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/optimize/backtesting.py", line 381, in _get_ohlcv_as_lists df_analyzed = self.strategy.ft_advise_signals(pair_data, {'pair': pair}) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1391, in ft_advise_signals dataframe = self.advise_entry(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1425, in advise_entry df = self.populate_entry_trend(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 225, in populate_entry_trend return self.populate_buy_trend(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/user_data/strategies/ReinforcedSmoothScalp_4.py", line 64, in populate_buy_trend (dataframe['resample_sma'] < dataframe['close']) ~~~~~~~~~^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/frame.py", line 3893, in __getitem__ indexer = self.columns.get_loc(key) ^^^^^^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/indexes/base.py", line 3798, in get_loc raise KeyError(key) from err KeyError: 'resample_sma'
stoploss: -0.1 timeframe: 1m hash(sha256): e7e258c59bb08720d8d67d00c28522dae873dd31c982f3ef29aaf0771f519ade indicators: upper ema_close adx lower mid ema_high close cci rsi bb_middleband bb_upperband mfi bb_lowerband open ema_low fastd resample_sma fastk
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last change: 2024-07-26 23:35:35