The "wbtc" strategy is an arbitrage strategy designed for backtesting trading strategies. It is implemented as a subclass of the IStrategy class from the freqtrade.strategy module. The strategy focuses on trading the WBTC/BTC pair.
Here are the key elements of the strategy:
Timeframe: The strategy operates on 3-minute candles.
Minimal ROI: The strategy sets different minimum return on investments (ROI) for various time periods.
Stoploss: The strategy has a fixed stop loss at -0.99, indicating that if the trade reaches a 99% loss, it will be stopped. Process Only New Candles: The strategy processes indicators only for new candles, improving efficiency. Use Sell Signal: The strategy utilizes a sell signal. Sell Profit Only: The strategy sells only when it has made a profit. Ignore ROI If Buy Signal: The strategy does not ignore the ROI condition if there is a buy signal. Order Type Mapping: The strategy defines order types for different actions (buy, sell, stop loss). Close Parameters: The strategy has two close parameters defined for optimization, one for buying and one for selling. Buy and Sell Hyperspace Parameters: The strategy defines hyperspace parameters for buying and selling. Informative Pairs: The strategy defines additional pair/interval combinations for caching from the exchange for informational purposes. Indicator Population: The strategy uses various technical indicators such as MACD, RSI, SAR Parabol, and SMA for making trading decisions. Buy Trend: The strategy populates the buy signal based on a condition involving the closing price. Sell Trend: The strategy populates the sell signal based on a condition involving the closing price. Overall, the "wbtc" strategy focuses on identifying opportunities for arbitrage in the WBTC/BTC pair using a combination of technical indicators and predefined conditions for buying and selling.