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freqtrade-trading-strategies

contains strategies for using freqtrade. Please be aware they are supposed to show off some of the indicators and concepts you can use with freqtrade and might not be great for investing purposes. So please use them on your own risk.

A lot of these also helped me just to understand the api and play with some ideas. The only onces I considered worth it to further work on are the ones listed below.

Backtesting Results

These are just backtesting results. Nobody know's how this will perform in a bull/bear/sideways market.

Simple:

2018-05-01 21:37:18,094 - freqtrade.optimize.backtesting - INFO - Measuring data from 2018-04-12T04:40:00+00:00 up to 2018-05-02T04:30:00+00:00 (19 days)..

2018-05-07 16:29:19,240 - freqtrade.optimize.backtesting - INFO - Measuring data from 2018-01-10T04:55:00+00:00 up to 2018-05-07T20:55:00+00:00 (117 days)..
2018-05-07 16:29:22,102 - freqtrade.optimize.backtesting - INFO -
==================================== BACKTESTING REPORT ====================================
pair        buy count    avg profit %    total profit BTC    avg duration    profit    loss
--------  -----------  --------------  ------------------  --------------  --------  ------
ETH/BTC            40           -0.28         -0.00112827           472.5        38       2
LTC/BTC            12           -0.88         -0.00107003           298.3        11       1
ETC/BTC            10            1.45          0.00145145           220.6        10       0
DASH/BTC            6           -7.73         -0.00465345           464.3         4       2
XLM/BTC             5            1.63          0.00081850           238.0         5       0
POWR/BTC            5            1.80          0.00089961           168.0         5       0
XMR/BTC             7            1.24          0.00087032           575.9         7       0
TOTAL              85           -0.33         -0.00281187           394.5        80       5

  "max_open_trades": 1,
  "stake_currency": "BTC",
  "stake_amount": 0.01,

  "experimental": {
    "use_sell_signal": true,
    "sell_profit_only": true
  }

Quickie:

2018-05-07 16:28:33,047 - freqtrade.optimize.backtesting - INFO - Measuring data from 2018-01-10T04:55:00+00:00 up to 2018-05-07T20:55:00+00:00 (117 days)..
2018-05-07 16:28:35,543 - freqtrade.optimize.backtesting - INFO -
==================================== BACKTESTING REPORT ====================================
pair        buy count    avg profit %    total profit BTC    avg duration    profit    loss
--------  -----------  --------------  ------------------  --------------  --------  ------
ETH/BTC            23           -1.15         -0.00265665           565.0        21       2
LTC/BTC             6            1.24          0.00074586           835.8         6       0
ETC/BTC             7           -2.18         -0.00152821           279.4         6       1
DASH/BTC            4           -5.44         -0.00217310           381.2         3       1
XLM/BTC             3            1.31          0.00039541           273.3         3       0
POWR/BTC            4            1.91          0.00076463           152.5         4       0
XMR/BTC             2            1.35          0.00027032           270.0         2       0
TOTAL              49           -0.85         -0.00418174           478.8        45       4
  "max_open_trades": 1,
  "stake_currency": "BTC",
  "stake_amount": 0.01,

  "experimental": {
    "use_sell_signal": true,
    "sell_profit_only": true
  }

ReinforcedQuickie

2018-05-07 16:25:13,675 - freqtrade.optimize.backtesting - INFO - Measuring data from 2018-01-10T04:55:00+00:00 up to 2018-05-07T20:55:00+00:00 (117 days)..
2018-05-07 16:25:15,955 - freqtrade.optimize.backtesting - INFO -
==================================== BACKTESTING REPORT ====================================
pair        buy count    avg profit %    total profit BTC    avg duration    profit    loss
--------  -----------  --------------  ------------------  --------------  --------  ------
ETH/BTC            94           -0.03         -0.00031933           461.2        81      13
LTC/BTC            45            0.05          0.00020906           375.1        38       7
ETC/BTC            39            0.45          0.00175444           244.1        35       4
DASH/BTC           22           -1.20         -0.00263321           337.7        14       8
XLM/BTC            24            0.46          0.00108829           173.5        21       3
POWR/BTC           10            0.42          0.00042175           165.5         9       1
XMR/BTC            20            0.93          0.00184997           268.0        19       1
TOTAL             254            0.09          0.00237097           347.9       217      37
           37            0.58          0.00209264            76.2        32       5

  "max_open_trades": 1,
  "stake_currency": "BTC",
  "stake_amount": 0.01,

  "experimental": {
    "use_sell_signal": true,
    "sell_profit_only": true
  }

ClucMay72018

2018-05-07 16:26:20,833 - freqtrade.optimize.backtesting - INFO - Using local backtesting data (using whitelist in given config) ...
2018-05-07 16:26:22,997 - freqtrade.optimize.backtesting - INFO - Measuring data from 2018-01-10T04:55:00+00:00 up to 2018-05-07T20:55:00+00:00 (117 days)..
2018-05-07 16:26:24,085 - freqtrade.optimize.backtesting - INFO -
==================================== BACKTESTING REPORT ====================================
pair        buy count    avg profit %    total profit BTC    avg duration    profit    loss
--------  -----------  --------------  ------------------  --------------  --------  ------
ETH/BTC             1            2.03          0.00019834            10.0         1       0
LTC/BTC             1            2.53          0.00024453            15.0         1       0
ETC/BTC             6            0.24          0.00013575           130.8         5       1
DASH/BTC            2            2.50          0.00048673           480.0         2       0
XLM/BTC            14            1.45          0.00198838            35.0        14       0
POWR/BTC           12           -0.34         -0.00039685            43.8         9       3
XMR/BTC             1           -5.67         -0.00056424            35.0         0       1
TOTAL              37            0.58          0.00209264            76.2        32       5
  "max_open_trades": 1,
  "stake_currency": "BTC",
  "stake_amount": 0.01,

  "experimental": {
    "use_sell_signal": true,
    "sell_profit_only": true
  }

SmoothScalp

The purpose of this strategy is very quick entries and exits into the market and it performs well on the 1 minute and 5 minute settings. It needs a rather generous stop loss of 3-4% and should run with sell signals disabled.

It utilizes the MFI, to introduce volume into the decision makings, to avoid unnecessary buys as the Scalp strategy does.

2018-05-14 20:24:43,730 - freqtrade.optimize.backtesting - INFO - Measuring data from 2018-01-20T04:52:00+00:00 up to 2018-01-28T10:21:00+00:00 (8 days)..
2018-05-14 20:24:44,191 - freqtrade.optimize.backtesting - INFO -
==================================== BACKTESTING REPORT ====================================
pair        buy count    avg profit %    total profit BTC    avg duration    profit    loss
--------  -----------  --------------  ------------------  --------------  --------  ------
ETH/BTC            11            0.20          0.00004481            11.3        11       0
LTC/BTC            17            0.24          0.00008077            61.3        17       0
ETC/BTC            30            0.31          0.00018870            39.3        30       0
DASH/BTC           22            0.01          0.00000440            36.3        21       1
XLM/BTC            34            0.21          0.00014283            24.7        33       1
POWR/BTC           17            0.60          0.00020509            12.2        17       0
XMR/BTC            34            0.24          0.00016073            24.0        33       1
TOTAL             165            0.25          0.00082733            30.4       162       3

It majorly benefits from as many open trades as possible and we recommend to run it with at least 60 stakes, if not more and should have the trailing stop loss enabled.

Please be aware, it's designed for very short trades, so having a realistic expectation of 0.5 - 1% a trade is paramount!

  "max_open_trades": 100,
  "stake_currency": "BTC",
  "stake_amount": 0.02,

  "experimental": {
    "use_sell_signal": false,
    "sell_profit_only": true
  }

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