Coding a strategy in Freqtrade

Having written numerous strategies for TradingView, I noticed a degree of dissatisfaction among some of my clients. Their meticulously crafted strategies, once thought to be effective, fell short of expectations. While these strategies did generate the anticipated entry and exit points, they invariably led to financial losses when tested over more substantial periods and sample sizes.

They were losing due to statistics.

For instance, a strategy might show promising profitability, but if it’s accompanied by substantial drawdowns, its practical implementation becomes exceedingly risky. Consider a scenario in which the strategy suffers a 25% loss in the first month, reducing the capital from $10,000 to $7,500. In such a situation, it would need a 34% return just to break even.

There are other issues such as days in drawdown or weeks with no trades, which can affect your psyche if you’re live-trading.

Of course, every problem has...