import freqtrade.vendor.qtpylib.indicators as qtpylib import numpy as np import talib.abstract as ta from freqtrade.strategy import IStrategy, informative from freqtrade.strategy import ( merge_informative_pair, DecimalParameter, IntParameter, CategoricalParameter, BooleanParameter, ) from pandas import DataFrame from functools import reduce from freqtrade.persistence import Trade ########################################################################################################### ## NostalgiaForInfinityV3 by iterativ, modded by stash ## ## ## ## Strategy for Freqtrade https://github.com/freqtrade/freqtrade ## ## ## ########################################################################################################### class NFI3(IStrategy): INTERFACE_VERSION = 3 minimal_roi = { "0": 0.01, } stoploss = -0.99 # effectively disabled. timeframe = "15m" inf_1h = "30m" process_only_new_candles = True startup_candle_count = 999 ############################################################# buy_params = { ############# # Enable/Disable conditions "entry_condition_1_enable": True, "entry_condition_2_enable": True, "entry_condition_3_enable": True, "entry_condition_4_enable": True, "entry_condition_5_enable": True, "entry_condition_6_enable": True, "entry_condition_7_enable": True, "entry_condition_8_enable": True, "entry_condition_9_enable": True, "entry_condition_10_enable": True, } sell_params = { ############# # Enable/Disable conditions "exit_condition_1_enable": True, "exit_condition_2_enable": True, "exit_condition_3_enable": True, "exit_condition_4_enable": True, "exit_condition_5_enable": True, "exit_condition_6_enable": True, "exit_condition_7_enable": True, "exit_condition_8_enable": True, } ############################################################################ # entry entry_condition_1_enable = BooleanParameter(default=True, space="buy", optimize=False) entry_condition_2_enable = BooleanParameter(default=True, space="buy", optimize=False) entry_condition_3_enable = BooleanParameter(default=True, space="buy", optimize=False) entry_condition_4_enable = BooleanParameter(default=True, space="buy", optimize=False) entry_condition_5_enable = BooleanParameter(default=True, space="buy", optimize=False) entry_condition_6_enable = BooleanParameter(default=True, space="buy", optimize=False) entry_condition_7_enable = BooleanParameter(default=True, space="buy", optimize=False) entry_condition_8_enable = BooleanParameter(default=True, space="buy", optimize=False) entry_condition_9_enable = BooleanParameter(default=True, space="buy", optimize=False) entry_condition_10_enable = BooleanParameter( default=True, space="buy", optimize=False ) entry_dip_threshold_0 = DecimalParameter( 0.001, 0.1, default=0.03, space="buy", decimals=3, optimize=False ) entry_dip_threshold_1 = DecimalParameter( 0.001, 0.2, default=0.12, space="buy", decimals=3, optimize=False ) entry_dip_threshold_2 = DecimalParameter( 0.05, 0.4, default=0.3, space="buy", decimals=3, optimize=False ) entry_dip_threshold_3 = DecimalParameter( 0.2, 0.5, default=0.4, space="buy", decimals=3, optimize=False ) optimize_entry_1 = False entry_volume_1 = DecimalParameter( 1.0, 30.0, default=2.0, space="buy", decimals=1, optimize=optimize_entry_1 ) entry_min_inc_1 = DecimalParameter( 0.005, 0.05, default=0.029, space="buy", decimals=3, optimize=optimize_entry_1 ) entry_rsi_1h_min_1 = DecimalParameter( 40.0, 70.0, default=45.25, space="buy", decimals=2, optimize=optimize_entry_1 ) entry_rsi_1h_max_1 = DecimalParameter( 70.0, 90.0, default=85.06, space="buy", decimals=2, optimize=optimize_entry_1 ) entry_rsi_1 = DecimalParameter( 30.0, 40.0, default=36.64, space="buy", decimals=2, optimize=optimize_entry_1 ) entry_mfi_1 = DecimalParameter( 36.0, 65.0, default=45.25, space="buy", decimals=2, optimize=optimize_entry_1 ) optimize_entry_2 = False entry_volume_2 = DecimalParameter( 1.0, 10.0, default=2.96, space="buy", decimals=2, optimize=optimize_entry_2 ) entry_ema_relative_2 = DecimalParameter( 0.005, 0.08, default=0.006, space="buy", decimals=3, optimize=optimize_entry_2 ) entry_rsi_1h_min_2 = DecimalParameter( 40.0, 70.0, default=63.91, space="buy", decimals=2, optimize=optimize_entry_2 ) entry_rsi_1h_max_2 = DecimalParameter( 70.0, 95.0, default=89.94, space="buy", decimals=2, optimize=optimize_entry_2 ) entry_rsi_1h_diff_2 = DecimalParameter( 35.0, 55.0, default=38.69, space="buy", decimals=2, optimize=optimize_entry_2 ) entry_mfi_2 = DecimalParameter( 36.0, 65.0, default=53.89, space="buy", decimals=2, optimize=optimize_entry_2 ) entry_bb40_bbdelta_close = DecimalParameter( 0.005, 0.06, default=0.057, space="buy", optimize=False ) entry_bb40_closedelta_close = DecimalParameter( 0.01, 0.03, default=0.023, space="buy", optimize=False ) entry_bb40_tail_bbdelta = DecimalParameter( 0.15, 0.45, default=0.418, space="buy", optimize=False ) entry_bb20_close_bblowerband = DecimalParameter( 0.7, 1.1, default=0.98, space="buy", optimize=False ) entry_bb20_volume = IntParameter(18, 35, default=24, space="buy", optimize=False) entry_volume_5 = DecimalParameter( 1.0, 10.0, default=4.12, space="buy", decimals=2, optimize=False ) entry_ema_open_mult_5 = DecimalParameter( 0.01, 0.04, default=0.019, space="buy", decimals=3, optimize=False ) entry_volume_6 = DecimalParameter( 1.0, 10.0, default=1.48, space="buy", decimals=2, optimize=False ) entry_ema_open_mult_6 = DecimalParameter( 0.025, 0.05, default=0.033, space="buy", decimals=3, optimize=False ) entry_volume_7 = DecimalParameter( 1.0, 10.0, default=7.04, space="buy", decimals=2, optimize=False ) entry_ema_open_mult_7 = DecimalParameter( 0.015, 0.03, default=0.02, space="buy", decimals=3, optimize=False ) entry_rsi_7 = DecimalParameter( 24.0, 50.0, default=41.09, space="buy", decimals=2, optimize=False ) entry_rsi_8 = DecimalParameter( 30.0, 50.0, default=46.0, space="buy", decimals=1, optimize=False ) entry_volume_9 = DecimalParameter( 1.0, 30.0, default=17.0, space="buy", decimals=1, optimize=False ) entry_bb_offset_9 = DecimalParameter( 0.97, 1.05, default=0.98, space="buy", decimals=3, optimize=False ) entry_volume_10 = DecimalParameter( 1.0, 26.0, default=9.6, space="buy", decimals=1, optimize=False ) entry_bb_offset_10 = DecimalParameter( 0.97, 1.05, default=0.994, space="buy", decimals=3, optimize=False ) entry_rsi_1h_10 = DecimalParameter( 15.0, 40.0, default=30.2, space="buy", decimals=1, optimize=False ) # exit exit_condition_1_enable = BooleanParameter( default=True, space="sell", optimize=False ) exit_condition_2_enable = BooleanParameter( default=True, space="sell", optimize=False ) exit_condition_3_enable = BooleanParameter( default=True, space="sell", optimize=False ) exit_condition_4_enable = BooleanParameter( default=True, space="sell", optimize=False ) exit_condition_5_enable = BooleanParameter( default=True, space="sell", optimize=False ) exit_condition_6_enable = BooleanParameter( default=True, space="sell", optimize=False ) exit_condition_7_enable = BooleanParameter( default=True, space="sell", optimize=False ) exit_condition_8_enable = BooleanParameter( default=True, space="sell", optimize=False ) exit_rsi_bb_1 = DecimalParameter( 60.0, 80.0, default=79.5, space="sell", decimals=1, optimize=False ) exit_rsi_bb_2 = DecimalParameter( 72.0, 90.0, default=81, space="sell", decimals=1, optimize=False ) exit_rsi_main_3 = DecimalParameter( 77.0, 90.0, default=82, space="sell", decimals=1, optimize=False ) exit_dual_rsi_rsi_4 = DecimalParameter( 72.0, 84.0, default=73.4, space="sell", decimals=1, optimize=False ) exit_dual_rsi_rsi_1h_4 = DecimalParameter( 78.0, 92.0, default=79.6, space="sell", decimals=1, optimize=False ) exit_ema_relative_5 = DecimalParameter( 0.005, 0.05, default=0.024, space="sell", optimize=False ) exit_rsi_diff_5 = DecimalParameter( 0.0, 20.0, default=4.382, space="sell", optimize=False ) exit_rsi_under_6 = DecimalParameter( 72.0, 90.0, default=87.708, space="sell", decimals=1, optimize=False ) exit_rsi_1h_7 = DecimalParameter( 80.0, 95.0, default=81.7, space="sell", decimals=1, optimize=False ) exit_bb_relative_8 = DecimalParameter( 1.05, 1.3, default=1.1, space="sell", decimals=3, optimize=False ) exit_custom_profit_1 = DecimalParameter( 0.01, 0.20, default=0.01, space="sell", decimals=2, optimize=False ) exit_custom_rsi_1 = DecimalParameter( 30.0, 50.0, default=38.65, space="sell", decimals=2, optimize=False ) exit_custom_profit_2 = DecimalParameter( 0.01, 0.20, default=0.05, space="sell", decimals=2, optimize=False ) exit_custom_rsi_2 = DecimalParameter( 34.0, 50.0, default=43.37, space="sell", decimals=2, optimize=False ) exit_custom_profit_3 = DecimalParameter( 0.15, 0.30, default=0.25, space="sell", decimals=2, optimize=False ) exit_custom_rsi_3 = DecimalParameter( 38.0, 55.0, default=51.87, space="sell", decimals=2, optimize=False ) exit_custom_profit_4 = DecimalParameter( 0.3, 0.7, default=0.45, space="sell", decimals=2, optimize=False ) exit_custom_rsi_4 = DecimalParameter( 40.0, 58.0, default=50.35, space="sell", decimals=2, optimize=False ) exit_custom_under_profit_1 = DecimalParameter( 0.01, 0.10, default=0.02, space="sell", decimals=3, optimize=False ) exit_custom_under_profit_2 = DecimalParameter( 0.01, 0.10, default=0.025, space="sell", decimals=3, optimize=False ) exit_custom_under_profit_3 = DecimalParameter( 0.05, 0.3, default=0.07, space="sell", decimals=3, optimize=False ) exit_trail_profit_min_1 = DecimalParameter( 0.1, 0.25, default=0.166, space="sell", decimals=3, optimize=False ) exit_trail_profit_max_1 = DecimalParameter( 0.3, 0.5, default=0.38, space="sell", decimals=2, optimize=False ) exit_trail_down_1 = DecimalParameter( 0.04, 0.2, default=0.154, space="sell", decimals=3, optimize=False ) exit_trail_profit_min_2 = DecimalParameter( 0.01, 0.1, default=0.035, space="sell", decimals=3, optimize=False ) exit_trail_profit_max_2 = DecimalParameter( 0.08, 0.25, default=0.1, space="sell", decimals=2, optimize=False ) exit_trail_down_2 = DecimalParameter( 0.04, 0.2, default=0.045, space="sell", decimals=3, optimize=False ) ############################################################################ @informative(inf_1h) def populate_indicators_inf( self, dataframe: DataFrame, metadata: dict ) -> DataFrame: # EMA dataframe["ema_15"] = ta.EMA(dataframe, timeperiod=15) dataframe["ema_50"] = ta.EMA(dataframe, timeperiod=50) dataframe["ema_100"] = ta.EMA(dataframe, timeperiod=100) dataframe["ema_200"] = ta.EMA(dataframe, timeperiod=200) # SMA dataframe["sma_50"] = ta.SMA(dataframe, timeperiod=50) dataframe["sma_200"] = ta.SMA(dataframe, timeperiod=200) # RSI dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14) # BB bollinger = qtpylib.bollinger_bands( qtpylib.typical_price(dataframe), window=20, stds=2 ) dataframe["bb_lowerband"] = bollinger["lower"] dataframe["bb_middleband"] = bollinger["mid"] dataframe["bb_upperband"] = bollinger["upper"] drop_columns = ["open", "high", "low", "close", "volume"] dataframe.drop( columns=dataframe.columns.intersection(drop_columns), inplace=True ) return dataframe def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # BB 40 bb_40 = qtpylib.bollinger_bands(dataframe["close"], window=40, stds=2) dataframe["lower"] = bb_40["lower"] dataframe["mid"] = bb_40["mid"] dataframe["bbdelta"] = (bb_40["mid"] - dataframe["lower"]).abs() dataframe["closedelta"] = ( dataframe["close"] - dataframe["close"].shift() ).abs() dataframe["tail"] = (dataframe["close"] - dataframe["low"]).abs() # BB 20 bollinger = qtpylib.bollinger_bands( qtpylib.typical_price(dataframe), window=20, stds=2 ) dataframe["bb_lowerband"] = bollinger["lower"] dataframe["bb_middleband"] = bollinger["mid"] dataframe["bb_upperband"] = bollinger["upper"] dataframe["volume_mean_30"] = dataframe["volume"].rolling(window=30).mean() # EMA dataframe["ema_12"] = ta.EMA(dataframe, timeperiod=12) dataframe["ema_26"] = ta.EMA(dataframe, timeperiod=26) dataframe["ema_50"] = ta.EMA(dataframe, timeperiod=50) dataframe["ema_100"] = ta.EMA(dataframe, timeperiod=100) dataframe["ema_200"] = ta.EMA(dataframe, timeperiod=200) # SMA dataframe["sma_5"] = ta.SMA(dataframe, timeperiod=5) dataframe["sma_200"] = ta.SMA(dataframe, timeperiod=200) dataframe["sma_200_dec"] = dataframe["sma_200"] < dataframe["sma_200"].shift(20) # MFI dataframe["mfi"] = ta.MFI(dataframe, timeperiod=14) # RSI dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14) # Alligator dataframe["lips"] = ta.SMA(dataframe, timeperiod=5) dataframe["smma_lips"] = dataframe["lips"].rolling(3).mean() dataframe["teeth"] = ta.SMA(dataframe, timeperiod=8) dataframe["smma_teeth"] = dataframe["teeth"].rolling(5).mean() dataframe["jaw"] = ta.SMA(dataframe, timeperiod=13) dataframe["smma_jaw"] = dataframe["jaw"].rolling(8).mean() # Volume dataframe["volume_mean_4"] = dataframe["volume"].rolling(4).mean().shift(1) # If don't exceed the dip limits dataframe["safe_dips"] = ( ( ((dataframe["open"] - dataframe["close"]) / dataframe["close"]) < self.entry_dip_threshold_0.value ) & ( ( (dataframe["open"].rolling(2).max() - dataframe["close"]) / dataframe["close"] ) < self.entry_dip_threshold_1.value ) & ( ( (dataframe["open"].rolling(12).max() - dataframe["close"]) / dataframe["close"] ) < self.entry_dip_threshold_2.value ) & ( ( (dataframe["open"].rolling(144).max() - dataframe["close"]) / dataframe["close"] ) < self.entry_dip_threshold_3.value ) ) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] conditions.append( ( self.entry_condition_1_enable.value & (dataframe["ema_50_30m"] > dataframe["ema_200_30m"]) & (dataframe["sma_200"] > dataframe["sma_200"].shift(20)) & (dataframe["sma_200_30m"] > dataframe["sma_200_30m"].shift(24)) & (dataframe["safe_dips"]) & ( dataframe["volume_mean_4"] * self.entry_volume_1.value > dataframe["volume"] ) & ( ( (dataframe["close"] - dataframe["open"].rolling(36).min()) / dataframe["open"].rolling(36).min() ) > self.entry_min_inc_1.value ) & (dataframe["rsi_30m"] > self.entry_rsi_1h_min_1.value) & (dataframe["rsi_30m"] < self.entry_rsi_1h_max_1.value) & (dataframe["rsi"] < self.entry_rsi_1.value) & (dataframe["mfi"] < self.entry_mfi_1.value) & (dataframe["volume"] > 0) ) ) conditions.append( ( self.entry_condition_2_enable.value & (dataframe["close"] < dataframe["sma_5"]) & (dataframe["close"] > dataframe["ema_200"]) & (dataframe["close"] > dataframe["ema_200_30m"]) & (dataframe["ema_50"] > dataframe["ema_100"]) & (dataframe["ema_50_30m"] > dataframe["ema_100_30m"]) & (dataframe["sma_200_30m"] > dataframe["sma_200_30m"].shift(24)) & (dataframe["safe_dips"]) & ( dataframe["volume_mean_4"] * self.entry_volume_2.value > dataframe["volume"] ) & ( ((dataframe["close"] - dataframe["ema_200"]) / dataframe["ema_200"]) < self.entry_ema_relative_2.value ) & (dataframe["rsi_30m"] > self.entry_rsi_1h_min_2.value) & (dataframe["rsi_30m"] < self.entry_rsi_1h_max_2.value) & ( dataframe["rsi"] < dataframe["rsi_30m"] - self.entry_rsi_1h_diff_2.value ) & (dataframe["mfi"] < self.entry_mfi_2.value) & (dataframe["close"] < (dataframe["bb_lowerband"])) & (dataframe["volume"] > 0) ) ) conditions.append( ( self.entry_condition_3_enable.value & (dataframe["close"] > dataframe["ema_200_30m"]) & (dataframe["ema_100"] > dataframe["ema_200"]) & (dataframe["ema_50_30m"] > dataframe["ema_100_30m"]) & (dataframe["safe_dips"]) & dataframe["lower"].shift().gt(0) & dataframe["bbdelta"].gt( dataframe["close"] * self.entry_bb40_bbdelta_close.value ) & dataframe["closedelta"].gt( dataframe["close"] * self.entry_bb40_closedelta_close.value ) & dataframe["tail"].lt( dataframe["bbdelta"] * self.entry_bb40_tail_bbdelta.value ) & dataframe["close"].lt(dataframe["lower"].shift()) & dataframe["close"].le(dataframe["close"].shift()) & (dataframe["volume"] > 0) ) ) conditions.append( ( self.entry_condition_4_enable.value & (dataframe["close"] > dataframe["ema_100"]) & (dataframe["close"] > dataframe["ema_200_30m"]) & (dataframe["ema_50"] > dataframe["ema_100"]) & (dataframe["ema_15_30m"] > dataframe["ema_50_30m"]) & (dataframe["ema_50_30m"] > dataframe["ema_100_30m"]) & (dataframe["ema_50_30m"] > dataframe["ema_200_30m"]) & ( ( (dataframe["open"].rolling(2).max() - dataframe["close"]) / dataframe["close"] ) < self.entry_dip_threshold_1.value ) & ( ( (dataframe["open"].rolling(12).max() - dataframe["close"]) / dataframe["close"] ) < self.entry_dip_threshold_2.value ) & ( ( (dataframe["open"].rolling(144).max() - dataframe["close"]) / dataframe["close"] ) < self.entry_dip_threshold_3.value ) & (dataframe["close"] < dataframe["ema_50"]) & ( dataframe["close"] < self.entry_bb20_close_bblowerband.value * dataframe["bb_lowerband"] ) & ( dataframe["volume"] < ( dataframe["volume_mean_30"].shift(1) * self.entry_bb20_volume.value ) ) ) ) conditions.append( ( self.entry_condition_5_enable.value & # (dataframe['close'] > dataframe['ema_200']) & (dataframe["close"] > dataframe["ema_100_30m"]) & (dataframe["ema_50_30m"] > dataframe["ema_100_30m"]) & (dataframe["safe_dips"]) & ( dataframe["volume_mean_4"] * self.entry_volume_5.value > dataframe["volume"] ) & (dataframe["ema_26"] > dataframe["ema_12"]) & ( (dataframe["ema_26"] - dataframe["ema_12"]) > (dataframe["open"] * self.entry_ema_open_mult_5.value) ) & ( (dataframe["ema_26"].shift() - dataframe["ema_12"].shift()) > (dataframe["open"] / 100) ) & (dataframe["close"] < (dataframe["bb_lowerband"])) & (dataframe["volume"] > 0) ) ) conditions.append( ( self.entry_condition_6_enable.value & (dataframe["sma_200_30m"] > dataframe["sma_200_30m"].shift(24)) & (dataframe["safe_dips"]) & ( dataframe["volume_mean_4"] * self.entry_volume_6.value > dataframe["volume"] ) & (dataframe["ema_26"] > dataframe["ema_12"]) & ( (dataframe["ema_26"] - dataframe["ema_12"]) > (dataframe["open"] * self.entry_ema_open_mult_6.value) ) & ( (dataframe["ema_26"].shift() - dataframe["ema_12"].shift()) > (dataframe["open"] / 100) ) & (dataframe["close"] < (dataframe["bb_lowerband"])) & (dataframe["volume"] > 0) ) ) conditions.append( ( self.entry_condition_7_enable.value & (dataframe["close"] > dataframe["ema_200_30m"]) & (dataframe["ema_50_30m"] > dataframe["ema_100_30m"]) & (dataframe["sma_200_30m"] > dataframe["sma_200_30m"].shift(24)) & (dataframe["safe_dips"]) & ( dataframe["volume_mean_4"] * self.entry_volume_7.value > dataframe["volume"] ) & (dataframe["ema_26"] > dataframe["ema_12"]) & ( (dataframe["ema_26"] - dataframe["ema_12"]) > (dataframe["open"] * self.entry_ema_open_mult_7.value) ) & ( (dataframe["ema_26"].shift() - dataframe["ema_12"].shift()) > (dataframe["open"] / 100) ) & (dataframe["rsi"] < self.entry_rsi_7.value) & (dataframe["volume"] > 0) ) ) conditions.append( ( self.entry_condition_8_enable.value & (dataframe["close"] > dataframe["ema_200_30m"]) & (dataframe["ema_50_30m"] > dataframe["ema_100_30m"]) & (dataframe["sma_200_30m"] > dataframe["sma_200_30m"].shift(24)) & (dataframe["safe_dips"]) & (dataframe["close"] > dataframe["open"]) & (dataframe["close"] > dataframe["smma_lips"]) & (dataframe["smma_lips"] > dataframe["smma_teeth"]) & (dataframe["smma_teeth"] > dataframe["smma_jaw"]) & (dataframe["smma_lips"].shift(1) > dataframe["smma_teeth"].shift(1)) & (dataframe["smma_teeth"].shift(1) > dataframe["smma_jaw"].shift(1)) & (dataframe["smma_lips"] > dataframe["smma_lips"].shift(1)) & (dataframe["smma_teeth"] > dataframe["smma_teeth"].shift(1)) & (dataframe["smma_jaw"] > dataframe["smma_jaw"].shift(1)) & (dataframe["rsi"] < self.entry_rsi_8.value) & (dataframe["volume"] > 0) ) ) conditions.append( ( self.entry_condition_9_enable.value & (dataframe["close"] > dataframe["ema_200"]) & (dataframe["close"] > dataframe["ema_200_30m"]) & (dataframe["ema_50_30m"] > dataframe["ema_100_30m"]) & (dataframe["sma_200_30m"] > dataframe["sma_200_30m"].shift(24)) & (dataframe["safe_dips"]) & ( dataframe["volume_mean_4"] * self.entry_volume_9.value > dataframe["volume"] ) & (dataframe["close"] < dataframe["ema_50"]) & ( dataframe["close"] < dataframe["bb_lowerband"] * self.entry_bb_offset_9.value ) & (dataframe["volume"] > 0) ) ) conditions.append( ( self.entry_condition_10_enable.value & (dataframe["sma_200_30m"] > dataframe["sma_200_30m"].shift(24)) & (dataframe["safe_dips"]) & ( dataframe["volume_mean_4"] * self.entry_volume_10.value > dataframe["volume"] ) & (dataframe["close"] < dataframe["ema_50"]) & ( dataframe["close"] < dataframe["bb_lowerband"] * self.entry_bb_offset_10.value ) & (dataframe["rsi_30m"] < self.entry_rsi_1h_10.value) & (dataframe["volume"] > 0) ) ) if conditions: dataframe.loc[reduce(lambda x, y: x | y, conditions), "enter_long"] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] conditions.append( ( self.exit_condition_1_enable.value & (dataframe["rsi"] > self.exit_rsi_bb_1.value) & (dataframe["close"] > dataframe["bb_upperband"]) & (dataframe["close"].shift(1) > dataframe["bb_upperband"].shift(1)) & (dataframe["close"].shift(2) > dataframe["bb_upperband"].shift(2)) & (dataframe["close"].shift(3) > dataframe["bb_upperband"].shift(3)) & (dataframe["close"].shift(4) > dataframe["bb_upperband"].shift(4)) & (dataframe["close"].shift(5) > dataframe["bb_upperband"].shift(5)) & (dataframe["volume"] > 0) ) ) conditions.append( ( self.exit_condition_2_enable.value & (dataframe["rsi"] > self.exit_rsi_bb_2.value) & (dataframe["close"] > dataframe["bb_upperband"]) & (dataframe["close"].shift(1) > dataframe["bb_upperband"].shift(1)) & (dataframe["close"].shift(2) > dataframe["bb_upperband"].shift(2)) & (dataframe["volume"] > 0) ) ) conditions.append( ( self.exit_condition_3_enable.value & (dataframe["rsi"] > self.exit_rsi_main_3.value) & (dataframe["volume"] > 0) ) ) conditions.append( ( self.exit_condition_4_enable.value & (dataframe["rsi"] > self.exit_dual_rsi_rsi_4.value) & (dataframe["rsi_30m"] > self.exit_dual_rsi_rsi_1h_4.value) & (dataframe["volume"] > 0) ) ) conditions.append( ( self.exit_condition_5_enable.value & (dataframe["close"] < dataframe["ema_200"]) & ( ((dataframe["ema_200"] - dataframe["close"]) / dataframe["close"]) < self.exit_ema_relative_5.value ) & (dataframe["rsi"] > dataframe["rsi_30m"] + self.exit_rsi_diff_5.value) & (dataframe["volume"] > 0) ) ) conditions.append( ( self.exit_condition_6_enable.value & (dataframe["close"] < dataframe["ema_200"]) & (dataframe["close"] > dataframe["ema_50"]) & (dataframe["rsi"] > self.exit_rsi_under_6.value) & (dataframe["volume"] > 0) ) ) conditions.append( ( self.exit_condition_7_enable.value & (dataframe["rsi_30m"] > self.exit_rsi_1h_7.value) & (qtpylib.crossed_below(dataframe["ema_12"], dataframe["ema_26"])) & (dataframe["volume"] > 0) ) ) conditions.append( ( self.exit_condition_8_enable.value & ( dataframe["close"] > dataframe["bb_upperband_30m"] * self.exit_bb_relative_8.value ) & (dataframe["volume"] > 0) ) ) if conditions: dataframe.loc[reduce(lambda x, y: x | y, conditions), "exit_long"] = 1 return dataframe