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Freqtrade Handbook
From Signal to Trading
A complete technical guide to building, testing, and deploying profitable Freqtrade strategies — from raw market signals to live crypto trading.
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What's inside
1
Chapter 1: Anatomy of a Trade
- Deconstructing the Limit Order Book
- Measuring Market Depth and Liquidity
- Modeling Market Order Slippage
- Maker and Taker Fees
- Tick, Lot, and Minimum Order Sizes
- Calculating the Break-Even Hurdle
2
Chapter 2: From Signal to System
- The Freqtrade Strategy Class Structure
- Generating Indicators with populate_indicators
- Golden Cross entry and exit conditions
- Executing and interpreting your first backtest
- Debugging a Silent Strategy
3
Chapter 3: Surviving Volatility
- Static Stop-Loss and Take-Profit
- Trailing Stop-Loss
- Custom Exits beyond price-based rules
- Dynamic Stake Sizing in Freqtrade
4
Chapter 4: Honest Optimization
- Avoiding Lookahead Bias
- Hyperopt: parameter search and loss functions
- Walk-Forward Analysis Framework
- Building a Robust Validation Protocol
5
Chapter 5: Expanding the Playbook
- Mean Reversion with Bollinger Bands & RSI
- Breakout with Donchian Channel + Volume
- Dollar-Cost Averaging with adjust_trade_position
- Comparing Strategy Performance Profiles
6
Chapter 6: Adaptive Trading with FreqAI
- FreqAI Architecture and model setup
- Feature Engineering for ML
- Filtering TA signals with ML predictions
- Model triage: feature importance & performance
7
Chapter 7: Production Deployment
- Containerized deployment with Docker
- Live monitoring and alerting dashboard
- Systematic trade journaling
- Disaster recovery and operational drills
Questions? enlotes@gmail.com