Freqtrade 'FSupertrendStrategy' by @juankysoriano (Juan Carlos Soriano), faithful port: triple-Supertrend long entry, Supertrend(18,3) exit, ROI ladder 10%/5%/2.5%, 26.5% trailing-from-high stop, LINKUSDT.BINANCE_SPOT 1h

Faithful line-for-line translation of the open-source Freqtrade strategy FSupertrendStrategy (https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/futures/FSupertrendStrategy.py, GPL-3.0). Credit goes to the author, @juankysoriano (Juan Carlos Soriano). Any performance the source claims is unverified; our fee-inclusive backtest decides. IMPORTANT FIDELITY NOTE (verified against the source at that commit): the class does NOT set `can_short = True`, and IStrategy defaults to `can_short = False`. Freqtrade's backtester zeroes the `enter_short`/`exit_short` columns when can_short is False, so the strategy as written trades LONG ONLY, at leverage 1 (there is no leverage() callback), even though it sits in the futures folder and computes short signals. A faithful port is therefore long-only and unlevered. Our routing rule puts long-only, no-leverage strategies on BINANCE_SPOT, so the port runs there. The source's short-entry rule is documented below for completeness but must NOT trade. Instrument choice: the source names no pair. Its hyperopt ran on 1h bars from 2021-01-01. BTC is over-concentrated in the corpus (and BtcAtrChannelSuperTrendRegimeFilteredLS is already in the pipeline), so this port runs on LINKUSDT.BINANCE_SPOT 1-HOUR. The catalog holds continuous LINK spot 1h bars from 2019-01-16 to 2026-10-01, about 7.7 years. BINANCE_SPOT has a 10.7% share against its ≥15% target. SUPERTREND INDICATOR (technical.indicators.supertrend, freqtrade/technical; port exactly; the developer must NOT substitute a Wilder/EMA ATR). Inputs are period p and multiplier m, over arrays high, low and close of length N. 1. tr = talib TRANGE(high, low, close): tr[0] = NaN; tr[i] = max(high[i]-low[i], |high[i]-close[i-1]|, |low[i]-close[i-1]|). 2. atr = SIMPLE rolling mean of tr over p bars (pandas rolling(p).mean()). It is NaN until index p, because index p-1 still includes tr[0] = NaN. 3. basic_ub = (high+low)/2 + m*atr; basic_lb = (high+low)/2 - m*atr. 4. final_ub and final_lb start as zeros. For i in range(p, N): final_ub[i] = basic_ub[i] if (basic_ub[i] < final_ub[i-1] or close[i-1] > final_ub[i-1]) else final_ub[i-1]. final_lb[i] = basic_lb[i] if (basic_lb[i] > final_lb[i-1] or close[i-1] < final_lb[i-1]) else final_lb[i-1]. 5. st starts as zeros. For i in range(p, N): if st[i-1] == final_ub[i-1], then st[i] = final_ub[i] if close[i] <= final_ub[i] else final_lb[i]. Elif st[i-1] == final_lb[i-1], then st[i] = final_lb[i] if close[i] >= final_lb[i] else final_ub[i]. Otherwise st[i] stays 0. Bootstrap: at i = p, st[p-1] = 0 == final_ub[p-1] = 0, so the first branch fires. 6. Direction stx[i] = 'down' if st[i] > 0 and close[i] < st[i]; 'up' if st[i] > 0 and close[i] >= st[i]; otherwise none (the strategy fills it with '' = neither up nor down). This is a recursive state machine. Implement it INCREMENTALLY: keep a deque of the last p TR values plus the previous final_ub, final_lb, st and close for each of the 6 distinct (p, m) instances, updated O(1) per bar. Do not recompute over history on every bar; the recent sandbox timeouts were caused by exactly that. Exact equality comparisons are safe because st is always assigned from final_ub or final_lb. ACTIVE PARAMETERS. The hyperopted buy_params and sell_params override the IntParameter defaults; these are the values the code trades. - Buy set: ST1 = (p=8, m=4), ST2 = (p=9, m=7), ST3 = (p=8, m=1). - Sell set: ST1 = (p=16, m=1), ST2 = (p=18, m=3), ST3 = (p=18, m=6). The IntParameter defaults (14/1, 10/3, 10/4) are NOT used. RISK, ROI AND EXIT SETTINGS AS WRITTEN: timeframe 1h; startup_candle_count 18; minimal_roi = {0: 0.10, 30: 0.75, 60: 0.05, 120: 0.025} (minutes since entry); stoploss -0.265; trailing_stop True; trailing_stop_positive 0.05; trailing_stop_positive_offset 0.10; trailing_only_offset_is_reached False; use_exit_signal True (default); exit_profit_only False (default). There is one position at a time.