Strategy 001 is a trading strategy designed for backtesting. It uses a combination of technical indicators to generate buy and sell signals for trading pairs. The strategy's minimal return on investment (ROI) targets are defined as 0.01 within 60 time units, 0.03 within 30 time units, 0.04 within 20 time units, and 0.05 beyond 20 time units.
The strategy calculates Exponential Moving Averages (EMA) with different time periods (20, 50, and 100) to identify trends.
It also utilizes Heikin-Ashi bars to analyze price action.
The buy signal is generated when the 20-period EMA crosses above the 50-period EMA, the Heikin-Ashi close is higher than the 20-period EMA, and the Heikin-Ashi open is lower than the close. The sell signal is generated when the 50-period EMA crosses above the 100-period EMA, the Heikin-Ashi close is lower than the 20-period EMA, and the Heikin-Ashi open is higher than the close. The strategy provides options for trailing stop loss, specifying the stop loss percentage and offset. It can be configured to run the indicator population process only for new candles, reducing unnecessary computations. It also supports experimental settings such as using sell signals, considering profit only on sells, and ignoring ROI if a buy signal is present. The strategy's order types are mapped to 'limit' for buy and sell orders, and 'market' for stop loss orders. The optional order type for stop loss on the exchange is set to False, indicating it's not supported. This strategy can be used by running the freqtrade command with the -s Strategy001 argument.