""" this strat entry deep and exit up and it's not smart sorry u or gain profit or just hodl(when drawdown) i fixed some of false signal, thank EMA(200) when long drawdown, some time u get only exit_profit_offset! Because get false exit signal bellow entry price. but u have no stop-loss and exit only profit Do Backtesting first freqtrade backtesting -s SmartMoneyStrategy --timerange 20210601- -i 1h -p DOT/USDT Lets plot: freqtrade plot-dataframe -s SmartMoneyStrategy --timerange 20210601- -i 1h -p DOT/USDT --indicators1 ema_200 --indicators2 cmf mfi Params hyper-optable, just use class SmartMoneyStrategyHyperopt freqtrade hyperopt --hyperopt-loss SharpeHyperOptLoss --strategy SmartMoneyStrategyHyperopt --spaces entry exit --timerange 20210601- --dry-run-wallet 160 --stake 12 -i 1h -e 1000 """ import numpy import talib.abstract as ta from pandas import DataFrame from technical.indicators import chaikin_money_flow from freqtrade.strategy import DecimalParameter, IStrategy, IntParameter class SmartMoneyStrategy(IStrategy): INTERFACE_VERSION = 3 # Minimal ROI designed for the strategy. minimal_roi = {'0': 10} # Stoploss: stoploss = -1 # Optimal timeframe for the strategy timeframe = '30m' exit_profit_only = True exit_profit_offset = 0.01 # enumeration of indicators def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Chaikin dataframe['cmf'] = chaikin_money_flow(dataframe, period=20) # MFI dataframe['mfi'] = ta.MFI(dataframe) # EMA dataframe['ema_200'] = ta.EMA(dataframe, timeperiod=200) return dataframe # params for entry def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['close'] < dataframe['ema_200']) & (dataframe['mfi'] < 35) & (dataframe['cmf'] < -0.07), 'enter_long'] = 1 return dataframe # params for exit def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['close'] > dataframe['ema_200']) & (dataframe['mfi'] > 70) & (dataframe['cmf'] > 0.2), 'exit_long'] = 1 # dataframe.to_csv('./exit_result.csv') return dataframe # FOR HYPEROPT class SmartMoneyStrategyHyperopt(IStrategy): INTERFACE_VERSION = 3 # ROI table: minimal_roi = {'0': 10} # Stoploss: stoploss = -1 # Optimal timeframe for the strategy timeframe = '1h' exit_profit_only = True exit_profit_offset = 0.01 # entry params entry_mfi = IntParameter(20, 60, default=35, space='entry') entry_cmf = DecimalParameter(-0.4, -0.01, decimals=2, default=-0.07, space='entry') # exit params exit_mfi = IntParameter(50, 95, default=70, space='exit') exit_cmf = DecimalParameter(0.1, 0.6, decimals=2, default=0.2, space='exit') def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Chaikin dataframe['cmf'] = chaikin_money_flow(dataframe, period=20) # MFI dataframe['mfi'] = ta.MFI(dataframe) # EMA dataframe['ema_200'] = ta.EMA(dataframe, timeperiod=200) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['close'] < dataframe['ema_200']) & (dataframe['mfi'] < self.entry_mfi.value) & (dataframe['cmf'] < self.entry_cmf.value), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['close'] > dataframe['ema_200']) & (dataframe['mfi'] > self.exit_mfi.value) & (dataframe['cmf'] > self.exit_cmf.value), 'exit_long'] = 1 return dataframe