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