from typing import Dict, List, Optional, Tuple from datetime import datetime, timedelta from cachetools import TTLCache from functools import reduce ## I hope you know what these are already from pandas import DataFrame, Series import numpy as np ## Indicator libs import talib.abstract as ta from finta import TA as fta ## FT stuffs from freqtrade.strategy import IStrategy, merge_informative_pair, stoploss_from_open, IntParameter, DecimalParameter, CategoricalParameter import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.exchange import timeframe_to_minutes from freqtrade.persistence import Trade from skopt.space import Dimension class CryptoFrogNFI(IStrategy): # Sell hyperspace params: sell_params = { "cstp_bail_how": "roc", "cstp_bail_roc": -0.016, "cstp_bail_time": 901, "cstp_threshold": 0.0, "droi_pullback": False, "droi_pullback_amount": 0.008, "droi_pullback_respect_table": False, "droi_trend_type": "rmi", } # ROI table - this strat REALLY benefits from roi and trailing hyperopt: minimal_roi = { "0": 0.191, "35": 0.025, "77": 0.012, "188": 0 } # Stoploss: stoploss = -0.299 # Trailing stop: trailing_stop = True trailing_stop_positive = 0.278 trailing_stop_positive_offset = 0.338 trailing_only_offset_is_reached = True # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 400 use_custom_stoploss = True custom_stop = { # Linear Decay Parameters 'decay-time': 166, # minutes to reach end, I find it works well to match this to the final ROI value - default 1080 'decay-delay': 0, # minutes to wait before decay starts 'decay-start': -0.085, # -0.32118, # -0.07163, # starting value: should be the same or smaller than initial stoploss - default -0.30 'decay-end': -0.02, # ending value - default -0.03 # Profit and TA 'cur-min-diff': 0.03, # diff between current and minimum profit to move stoploss up to min profit point 'cur-threshold': -0.02, # how far negative should current profit be before we consider moving it up based on cur/min or roc 'roc-bail': -0.03, # value for roc to use for dynamic bailout 'rmi-trend': 50, # rmi-slow value to pause stoploss decay 'bail-how': 'immediate', # set the stoploss to the atr offset below current price, or immediate # Positive Trailing 'pos-trail': True, # enable trailing once positive 'pos-threshold': 0.005, # trail after how far positive 'pos-trail-dist': 0.015 # how far behind to place the trail } # Dynamic ROI droi_trend_type = CategoricalParameter(['rmi', 'ssl', 'candle', 'any'], default='any', space='sell', optimize=True) droi_pullback = CategoricalParameter([True, False], default=True, space='sell', optimize=True) droi_pullback_amount = DecimalParameter(0.005, 0.02, default=0.005, space='sell') droi_pullback_respect_table = CategoricalParameter([True, False], default=False, space='sell', optimize=True) # Custom Stoploss cstp_threshold = DecimalParameter(-0.05, 0, default=-0.03, space='sell') cstp_bail_how = CategoricalParameter(['roc', 'time', 'any'], default='roc', space='sell', optimize=True) cstp_bail_roc = DecimalParameter(-0.05, -0.01, default=-0.03, space='sell') cstp_bail_time = IntParameter(720, 1440, default=720, space='sell') stoploss = custom_stop['decay-start'] custom_trade_info = {} custom_current_price_cache: TTLCache = TTLCache(maxsize=100, ttl=300) # 5 minutes # run "populate_indicators" only for new candle process_only_new_candles = False # Experimental settings (configuration will overide these if set) use_sell_signal = True sell_profit_only = False sell_profit_offset = 0.01 ignore_roi_if_buy_signal = False use_dynamic_roi = True timeframe = '5m' informative_timeframe = '1h' # Optional order type mapping order_types = { 'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } plot_config = { 'main_plot': { 'Smooth_HA_H': {'color': 'orange'}, 'Smooth_HA_L': {'color': 'yellow'}, }, 'subplots': { "StochRSI": { 'srsi_k': {'color': 'blue'}, 'srsi_d': {'color': 'red'}, }, "MFI": { 'mfi': {'color': 'green'}, }, "BBEXP": { 'bbw_expansion': {'color': 'orange'}, }, "FAST": { 'fastd': {'color': 'red'}, 'fastk': {'color': 'blue'}, }, "SQZMI": { 'sqzmi': {'color': 'lightgreen'}, }, "VFI": { 'vfi': {'color': 'lightblue'}, }, "DMI": { 'dmi_plus': {'color': 'orange'}, 'dmi_minus': {'color': 'yellow'}, }, "EMACO": { 'emac_1h': {'color': 'red'}, 'emao_1h': {'color': 'blue'}, }, } } ############################################################# buy_params = { ############# # Enable/Disable conditions "buy_condition_1_enable": True, "buy_condition_2_enable": True, "buy_condition_3_enable": True, "buy_condition_4_enable": True, "buy_condition_5_enable": True, "buy_condition_6_enable": True, "buy_condition_7_enable": True, "buy_condition_8_enable": True, "buy_condition_9_enable": True, "buy_condition_10_enable": True, "buy_condition_11_enable": True, "buy_condition_12_enable": True, "buy_condition_13_enable": True, "buy_condition_14_enable": True, "buy_condition_15_enable": True, "buy_condition_16_enable": True, "buy_condition_17_enable": True, "buy_condition_18_enable": True, "buy_condition_19_enable": True, "buy_condition_20_enable": True, "buy_condition_21_enable": True, "buy_condition_22_enable": True, "buy_condition_23_enable": True, "buy_condition_24_enable": True, ############# } sell_params = { ############# # Enable/Disable conditions "sell_condition_1_enable": True, "sell_condition_2_enable": True, "sell_condition_3_enable": True, "sell_condition_4_enable": True, "sell_condition_5_enable": True, "sell_condition_6_enable": True, "sell_condition_7_enable": True, "sell_condition_8_enable": True, ############# } ############################################################# buy_condition_1_enable = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_01_protection__ema_fast = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_01_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="26", space='buy', optimize=True, load=True) buy_01_protection__ema_slow = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_01_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="100", space='buy', optimize=True, load=True) buy_01_protection__close_above_ema_fast = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_01_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_01_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_01_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_01_protection__sma200_rising = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_01_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="36", space='buy', optimize=True, load=True) buy_01_protection__sma200_1h_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_01_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_01_protection__safe_dips = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_01_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_01_protection__safe_pump = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_01_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="loose", space='buy', optimize=True, load=True) buy_01_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="36", space='buy', optimize=True, load=True) buy_condition_2_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_02_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_02_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_02_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_02_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_02_protection__ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_02_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_02_protection__ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_02_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_02_protection__safe_dips = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_02_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_02_protection__safe_pump = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_02_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="strict", space='buy', optimize=True, load=True) buy_02_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="24", space='buy', optimize=True, load=True) buy_02_protection__sma200_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_02_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_02_protection__sma200_1h_rising = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_02_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_condition_3_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_03_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_03_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_03_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_03_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_03_protection__ema_fast = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_03_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="100", space='buy', optimize=True, load=True) buy_03_protection__ema_slow = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_03_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="100", space='buy', optimize=True, load=True) buy_03_protection__safe_dips = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_03_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="strict", space='buy', optimize=True, load=True) buy_03_protection__safe_pump = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_03_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="loose", space='buy', optimize=True, load=True) buy_03_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="36", space='buy', optimize=True, load=True) buy_03_protection__sma200_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_03_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_03_protection__sma200_1h_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_03_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_condition_4_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_04_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_04_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_04_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_04_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_04_protection__ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_04_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_04_protection__ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_04_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_04_protection__safe_dips = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_04_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_04_protection__safe_pump = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_04_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_04_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="48", space='buy', optimize=True, load=True) buy_04_protection__sma200_rising = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_04_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_04_protection__sma200_1h_rising = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_04_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="20", space='buy', optimize=True, load=True) buy_condition_5_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_05_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_05_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="100", space='buy', optimize=True, load=True) buy_05_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_05_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_05_protection__ema_fast = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_05_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="100", space='buy', optimize=True, load=True) buy_05_protection__ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_05_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_05_protection__safe_dips = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_05_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="loose", space='buy', optimize=True, load=True) buy_05_protection__safe_pump = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_05_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="strict", space='buy', optimize=True, load=True) buy_05_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="36", space='buy', optimize=True, load=True) buy_05_protection__sma200_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_05_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_05_protection__sma200_1h_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_05_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_condition_6_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_06_protection__ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_06_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_06_protection__ema_slow = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_06_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="100", space='buy', optimize=True, load=True) buy_06_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_06_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_06_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_06_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_06_protection__sma200_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_06_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_06_protection__sma200_1h_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_06_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_06_protection__safe_dips = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_06_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_06_protection__safe_pump = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_06_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="strict", space='buy', optimize=True, load=True) buy_06_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="36", space='buy', optimize=True, load=True) buy_condition_7_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_07_protection__ema_fast = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_07_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="100", space='buy', optimize=True, load=True) buy_07_protection__ema_slow = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_07_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_07_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_07_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_07_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_07_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_07_protection__sma200_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_07_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_07_protection__sma200_1h_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_07_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_07_protection__safe_dips = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_07_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_07_protection__safe_pump = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_07_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_07_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="24", space='buy', optimize=True, load=True) buy_condition_8_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_08_protection__ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_08_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_08_protection__ema_slow = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_08_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_08_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_08_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_08_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_08_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_08_protection__sma200_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_08_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_08_protection__sma200_1h_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_08_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_08_protection__safe_dips = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_08_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="loose", space='buy', optimize=True, load=True) buy_08_protection__safe_pump = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_08_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="loose", space='buy', optimize=True, load=True) buy_08_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="24", space='buy', optimize=True, load=True) buy_condition_9_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_09_protection__ema_fast = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_09_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="100", space='buy', optimize=True, load=True) buy_09_protection__ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_09_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_09_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_09_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_09_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_09_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_09_protection__sma200_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_09_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_09_protection__sma200_1h_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_09_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_09_protection__safe_dips = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_09_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="strict", space='buy', optimize=True, load=True) buy_09_protection__safe_pump = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_09_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_09_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="24", space='buy', optimize=True, load=True) buy_condition_10_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_10_protection__ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_10_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_10_protection__ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_10_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_10_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_10_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_10_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_10_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_10_protection__sma200_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_10_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_10_protection__sma200_1h_rising = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_10_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="24", space='buy', optimize=True, load=True) buy_10_protection__safe_dips = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_10_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="loose", space='buy', optimize=True, load=True) buy_10_protection__safe_pump = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_10_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_10_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="24", space='buy', optimize=True, load=True) buy_condition_11_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_11_protection__ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_11_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_11_protection__ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_11_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_11_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_11_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_11_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_11_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_11_protection__sma200_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_11_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_11_protection__sma200_1h_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_11_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_11_protection__safe_dips = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_11_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="loose", space='buy', optimize=True, load=True) buy_11_protection__safe_pump = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_11_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_11_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="24", space='buy', optimize=True, load=True) buy_condition_12_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_12_protection__ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_12_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_12_protection__ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_12_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_12_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_12_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_12_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_12_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_12_protection__sma200_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_12_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_12_protection__sma200_1h_rising = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_12_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="24", space='buy', optimize=True, load=True) buy_12_protection__safe_dips = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_12_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="strict", space='buy', optimize=True, load=True) buy_12_protection__safe_pump = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_12_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_12_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="24", space='buy', optimize=True, load=True) buy_condition_13_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_13_protection__ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_13_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_13_protection__ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_13_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_13_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_13_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_13_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_13_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_13_protection__sma200_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_13_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_13_protection__sma200_1h_rising = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_13_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="24", space='buy', optimize=True, load=True) buy_13_protection__safe_dips = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_13_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="strict", space='buy', optimize=True, load=True) buy_13_protection__safe_pump = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_13_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_13_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="24", space='buy', optimize=True, load=True) buy_condition_14_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_14_protection__ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_14_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_14_protection__ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_14_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_14_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_14_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_14_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_14_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_14_protection__sma200_rising = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_14_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="30", space='buy', optimize=True, load=True) buy_14_protection__sma200_1h_rising = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_14_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_14_protection__safe_dips = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_14_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="strict", space='buy', optimize=True, load=True) buy_14_protection__safe_pump = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_14_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_14_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="24", space='buy', optimize=True, load=True) buy_condition_15_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_15_protection__ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_15_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_15_protection__ema_slow = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_15_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_15_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_15_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_15_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_15_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_15_protection__sma200_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_15_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_15_protection__sma200_1h_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_15_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_15_protection__safe_dips = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_15_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_15_protection__safe_pump = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_15_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="strict", space='buy', optimize=True, load=True) buy_15_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="36", space='buy', optimize=True, load=True) buy_condition_16_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_16_protection__ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_16_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_16_protection__ema_slow = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_16_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_16_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_16_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_16_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_16_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="50", space='buy', optimize=True, load=True) buy_16_protection__sma200_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_16_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_16_protection__sma200_1h_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_16_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_16_protection__safe_dips = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_16_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="strict", space='buy', optimize=True, load=True) buy_16_protection__safe_pump = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_16_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="strict", space='buy', optimize=True, load=True) buy_16_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="24", space='buy', optimize=True, load=True) buy_condition_17_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_17_protection__ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_17_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_17_protection__ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_17_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_17_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_17_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_17_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_17_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_17_protection__sma200_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_17_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_17_protection__sma200_1h_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_17_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_17_protection__safe_dips = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_17_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="strict", space='buy', optimize=True, load=True) buy_17_protection__safe_pump = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_17_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="loose", space='buy', optimize=True, load=True) buy_17_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="24", space='buy', optimize=True, load=True) buy_condition_18_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_18_protection__ema_fast = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_18_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="100", space='buy', optimize=True, load=True) buy_18_protection__ema_slow = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_18_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_18_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_18_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_18_protection__close_above_ema_slow = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_18_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_18_protection__sma200_rising = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_18_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="44", space='buy', optimize=True, load=True) buy_18_protection__sma200_1h_rising = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_18_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="72", space='buy', optimize=True, load=True) buy_18_protection__safe_dips = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_18_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_18_protection__safe_pump = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_18_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="strict", space='buy', optimize=True, load=True) buy_18_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="24", space='buy', optimize=True, load=True) buy_condition_19_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_19_protection__ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_19_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_19_protection__ema_slow = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_19_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="100", space='buy', optimize=True, load=True) buy_19_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_19_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_19_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_19_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_19_protection__sma200_rising = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_19_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="36", space='buy', optimize=True, load=True) buy_19_protection__sma200_1h_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_19_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_19_protection__safe_dips = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_19_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_19_protection__safe_pump = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_19_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_19_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="24", space='buy', optimize=True, load=True) buy_condition_20_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_20_protection__ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_20_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_20_protection__ema_slow = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_20_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_20_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_20_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_20_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_20_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_20_protection__sma200_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_20_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_20_protection__sma200_1h_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_20_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_20_protection__safe_dips = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_20_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="strict", space='buy', optimize=True, load=True) buy_20_protection__safe_pump = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_20_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_20_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="24", space='buy', optimize=True, load=True) buy_condition_21_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_21_protection__ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_21_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_21_protection__ema_slow = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_21_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_21_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_21_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_21_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_21_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_21_protection__sma200_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_21_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_21_protection__sma200_1h_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_21_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_21_protection__safe_dips = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_21_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_21_protection__safe_pump = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_21_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_21_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="24", space='buy', optimize=True, load=True) buy_condition_22_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_22_protection__ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_22_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_22_protection__ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_22_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_22_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_22_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_22_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_22_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_22_protection__sma200_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_22_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_22_protection__sma200_1h_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_22_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_22_protection__safe_dips = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_22_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="strict", space='buy', optimize=True, load=True) buy_22_protection__safe_pump = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_22_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_22_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="24", space='buy', optimize=True, load=True) buy_condition_23_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_23_protection__ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_23_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_23_protection__ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_23_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_23_protection__close_above_ema_fast = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_23_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_23_protection__close_above_ema_slow = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_23_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_23_protection__sma200_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_23_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_23_protection__sma200_1h_rising = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_23_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="50", space='buy', optimize=True, load=True) buy_23_protection__safe_dips = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_23_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="loose", space='buy', optimize=True, load=True) buy_23_protection__safe_pump = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_23_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_23_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="24", space='buy', optimize=True, load=True) buy_condition_24_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_24_protection__ema_fast = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_24_protection__ema_fast_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_24_protection__ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_24_protection__ema_slow_len = CategoricalParameter(["26","50","100","200"], default="50", space='buy', optimize=True, load=True) buy_24_protection__close_above_ema_fast = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_24_protection__close_above_ema_fast_len = CategoricalParameter(["12","20","26","50","100","200"], default="200", space='buy', optimize=True, load=True) buy_24_protection__close_above_ema_slow = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_24_protection__close_above_ema_slow_len = CategoricalParameter(["15","50","200"], default="200", space='buy', optimize=True, load=True) buy_24_protection__sma200_rising = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_24_protection__sma200_rising_val = CategoricalParameter(["20","30","36","44","50"], default="30", space='buy', optimize=True, load=True) buy_24_protection__sma200_1h_rising = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_24_protection__sma200_1h_rising_val = CategoricalParameter(["20","30","36","44","50"], default="36", space='buy', optimize=True, load=True) buy_24_protection__safe_dips = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_24_protection__safe_dips_type = CategoricalParameter(["strict","normal","loose"], default="strict", space='buy', optimize=True, load=True) buy_24_protection__safe_pump = CategoricalParameter([True, False], default=False, space='buy', optimize=True, load=True) buy_24_protection__safe_pump_type = CategoricalParameter(["strict","normal","loose"], default="normal", space='buy', optimize=True, load=True) buy_24_protection__safe_pump_period = CategoricalParameter(["24","36","48"], default="24", space='buy', optimize=True, load=True) # Normal dips buy_dip_threshold_1 = DecimalParameter(0.001, 0.05, default=0.02, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_2 = DecimalParameter(0.01, 0.2, default=0.14, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_3 = DecimalParameter(0.05, 0.4, default=0.32, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_4 = DecimalParameter(0.2, 0.5, default=0.5, space='buy', decimals=3, optimize=True, load=True) # Strict dips buy_dip_threshold_5 = DecimalParameter(0.001, 0.05, default=0.015, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_6 = DecimalParameter(0.01, 0.2, default=0.1, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_7 = DecimalParameter(0.05, 0.4, default=0.24, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_8 = DecimalParameter(0.2, 0.5, default=0.42, space='buy', decimals=3, optimize=True, load=True) # Loose dips buy_dip_threshold_9 = DecimalParameter(0.001, 0.05, default=0.026, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_10 = DecimalParameter(0.01, 0.2, default=0.24, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_11 = DecimalParameter(0.05, 0.4, default=0.42, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_12 = DecimalParameter(0.2, 0.5, default=0.8, space='buy', decimals=3, optimize=True, load=True) # 24 hours buy_pump_pull_threshold_1 = DecimalParameter(1.5, 3.0, default=1.75, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_1 = DecimalParameter(0.4, 1.0, default=0.6, space='buy', decimals=3, optimize=True, load=True) # 36 hours buy_pump_pull_threshold_2 = DecimalParameter(1.5, 3.0, default=1.75, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_2 = DecimalParameter(0.4, 1.0, default=0.64, space='buy', decimals=3, optimize=True, load=True) # 48 hours buy_pump_pull_threshold_3 = DecimalParameter(1.5, 3.0, default=1.75, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_3 = DecimalParameter(0.4, 1.0, default=0.85, space='buy', decimals=3, optimize=True, load=True) # 24 hours strict buy_pump_pull_threshold_4 = DecimalParameter(1.5, 3.0, default=2.2, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_4 = DecimalParameter(0.4, 1.0, default=0.42, space='buy', decimals=3, optimize=True, load=True) # 36 hours strict buy_pump_pull_threshold_5 = DecimalParameter(1.5, 3.0, default=2.0, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_5 = DecimalParameter(0.4, 1.0, default=0.58, space='buy', decimals=3, optimize=True, load=True) # 48 hours strict buy_pump_pull_threshold_6 = DecimalParameter(1.5, 3.0, default=2.0, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_6 = DecimalParameter(0.4, 1.0, default=0.8, space='buy', decimals=3, optimize=True, load=True) # 24 hours loose buy_pump_pull_threshold_7 = DecimalParameter(1.5, 3.0, default=1.7, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_7 = DecimalParameter(0.4, 1.0, default=0.66, space='buy', decimals=3, optimize=True, load=True) # 36 hours loose buy_pump_pull_threshold_8 = DecimalParameter(1.5, 3.0, default=1.7, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_8 = DecimalParameter(0.4, 1.0, default=0.7, space='buy', decimals=3, optimize=True, load=True) # 48 hours loose buy_pump_pull_threshold_9 = DecimalParameter(1.3, 2.0, default=1.4, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_9 = DecimalParameter(0.4, 1.8, default=1.6, space='buy', decimals=3, optimize=True, load=True) buy_min_inc_1 = DecimalParameter(0.01, 0.05, default=0.022, space='buy', decimals=3, optimize=True, load=True) buy_rsi_1h_min_1 = DecimalParameter(25.0, 40.0, default=30.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_max_1 = DecimalParameter(70.0, 90.0, default=84.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1 = DecimalParameter(20.0, 40.0, default=36.0, space='buy', decimals=1, optimize=True, load=True) buy_mfi_1 = DecimalParameter(20.0, 40.0, default=36.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_min_2 = DecimalParameter(30.0, 40.0, default=32.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_max_2 = DecimalParameter(70.0, 95.0, default=84.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_diff_2 = DecimalParameter(30.0, 50.0, default=39.0, space='buy', decimals=1, optimize=True, load=True) buy_mfi_2 = DecimalParameter(30.0, 56.0, default=49.0, space='buy', decimals=1, optimize=True, load=True) buy_bb_offset_2 = DecimalParameter(0.97, 0.999, default=0.983, space='buy', decimals=3, optimize=True, load=True) buy_bb40_bbdelta_close_3 = DecimalParameter(0.005, 0.06, default=0.057, space='buy', optimize=True, load=True) buy_bb40_closedelta_close_3 = DecimalParameter(0.01, 0.03, default=0.023, space='buy', optimize=True, load=True) buy_bb40_tail_bbdelta_3 = DecimalParameter(0.15, 0.45, default=0.418, space='buy', optimize=True, load=True) buy_ema_rel_3 = DecimalParameter(0.97, 0.999, default=0.986, space='buy', decimals=3, optimize=True, load=True) buy_bb20_close_bblowerband_4 = DecimalParameter(0.96, 0.99, default=0.979, space='buy', optimize=True, load=True) buy_bb20_volume_4 = DecimalParameter(1.0, 20.0, default=10.0, space='buy', decimals=2, optimize=True, load=True) buy_ema_open_mult_5 = DecimalParameter(0.016, 0.03, default=0.018, space='buy', decimals=3, optimize=True, load=True) buy_bb_offset_5 = DecimalParameter(0.98, 1.0, default=0.996, space='buy', decimals=3, optimize=True, load=True) buy_ema_rel_5 = DecimalParameter(0.97, 0.999, default=0.982, space='buy', decimals=3, optimize=True, load=True) buy_ema_open_mult_6 = DecimalParameter(0.02, 0.03, default=0.024, space='buy', decimals=3, optimize=True, load=True) buy_bb_offset_6 = DecimalParameter(0.98, 0.999, default=0.984, space='buy', decimals=3, optimize=True, load=True) buy_ema_open_mult_7 = DecimalParameter(0.02, 0.04, default=0.03, space='buy', decimals=3, optimize=True, load=True) buy_rsi_7 = DecimalParameter(24.0, 50.0, default=36.0, space='buy', decimals=1, optimize=True, load=True) buy_volume_8 = DecimalParameter(1.0, 6.0, default=2.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_8 = DecimalParameter(16.0, 30.0, default=20.0, space='buy', decimals=1, optimize=True, load=True) buy_tail_diff_8 = DecimalParameter(3.0, 10.0, default=3.5, space='buy', decimals=1, optimize=True, load=True) buy_ma_offset_9 = DecimalParameter(0.91, 0.94, default=0.922, space='buy', decimals=3, optimize=True, load=True) buy_bb_offset_9 = DecimalParameter(0.96, 0.98, default=0.965, space='buy', decimals=3, optimize=True, load=True) buy_rsi_1h_min_9 = DecimalParameter(26.0, 40.0, default=30.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_max_9 = DecimalParameter(70.0, 90.0, default=88.0, space='buy', decimals=1, optimize=True, load=True) buy_mfi_9 = DecimalParameter(36.0, 56.0, default=50.0, space='buy', decimals=1, optimize=True, load=True) buy_ma_offset_10 = DecimalParameter(0.93, 0.97, default=0.948, space='buy', decimals=3, optimize=True, load=True) buy_bb_offset_10 = DecimalParameter(0.97, 0.99, default=0.994, space='buy', decimals=3, optimize=True, load=True) buy_rsi_1h_10 = DecimalParameter(20.0, 40.0, default=37.0, space='buy', decimals=1, optimize=True, load=True) buy_ma_offset_11 = DecimalParameter(0.93, 0.99, default=0.939, space='buy', decimals=3, optimize=True, load=True) buy_min_inc_11 = DecimalParameter(0.005, 0.05, default=0.01, space='buy', decimals=3, optimize=True, load=True) buy_rsi_1h_min_11 = DecimalParameter(40.0, 60.0, default=56.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_max_11 = DecimalParameter(70.0, 90.0, default=84.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_11 = DecimalParameter(34.0, 50.0, default=48.0, space='buy', decimals=1, optimize=True, load=True) buy_mfi_11 = DecimalParameter(30.0, 46.0, default=36.0, space='buy', decimals=1, optimize=True, load=True) buy_ma_offset_12 = DecimalParameter(0.93, 0.97, default=0.922, space='buy', decimals=3, optimize=True, load=True) buy_rsi_12 = DecimalParameter(26.0, 40.0, default=30.0, space='buy', decimals=1, optimize=True, load=True) buy_ewo_12 = DecimalParameter(1.0, 6.0, default=1.8, space='buy', decimals=1, optimize=True, load=True) buy_ma_offset_13 = DecimalParameter(0.93, 0.98, default=0.99, space='buy', decimals=3, optimize=True, load=True) buy_ewo_13 = DecimalParameter(-14.0, -7.0, default=-11.8, space='buy', decimals=1, optimize=True, load=True) buy_ema_open_mult_14 = DecimalParameter(0.01, 0.03, default=0.014, space='buy', decimals=3, optimize=True, load=True) buy_bb_offset_14 = DecimalParameter(0.98, 1.0, default=0.988, space='buy', decimals=3, optimize=True, load=True) buy_ma_offset_14 = DecimalParameter(0.93, 0.99, default=0.98, space='buy', decimals=3, optimize=True, load=True) buy_ema_open_mult_15 = DecimalParameter(0.01, 0.03, default=0.018, space='buy', decimals=3, optimize=True, load=True) buy_ma_offset_15 = DecimalParameter(0.93, 0.99, default=0.954, space='buy', decimals=3, optimize=True, load=True) buy_rsi_15 = DecimalParameter(20.0, 36.0, default=28.0, space='buy', decimals=1, optimize=True, load=True) buy_ema_rel_15 = DecimalParameter(0.97, 0.999, default=0.988, space='buy', decimals=3, optimize=True, load=True) buy_ma_offset_16 = DecimalParameter(0.93, 0.97, default=0.952, space='buy', decimals=3, optimize=True, load=True) buy_rsi_16 = DecimalParameter(26.0, 50.0, default=31.0, space='buy', decimals=1, optimize=True, load=True) buy_ewo_16 = DecimalParameter(2.0, 6.0, default=2.8, space='buy', decimals=1, optimize=True, load=True) buy_ma_offset_17 = DecimalParameter(0.93, 0.98, default=0.952, space='buy', decimals=3, optimize=True, load=True) buy_ewo_17 = DecimalParameter(-18.0, -10.0, default=-12.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_18 = DecimalParameter(16.0, 32.0, default=26.0, space='buy', decimals=1, optimize=True, load=True) buy_bb_offset_18 = DecimalParameter(0.98, 1.0, default=0.982, space='buy', decimals=3, optimize=True, load=True) buy_rsi_1h_min_19 = DecimalParameter(40.0, 70.0, default=50.0, space='buy', decimals=1, optimize=True, load=True) buy_chop_min_19 = DecimalParameter(20.0, 60.0, default=24.1, space='buy', decimals=1, optimize=True, load=True) buy_rsi_20 = DecimalParameter(20.0, 36.0, default=27.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_20 = DecimalParameter(14.0, 30.0, default=20.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_21 = DecimalParameter(10.0, 28.0, default=23.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_21 = DecimalParameter(18.0, 40.0, default=24.0, space='buy', decimals=1, optimize=True, load=True) buy_volume_22 = DecimalParameter(0.5, 6.0, default=3.0, space='buy', decimals=1, optimize=True, load=True) buy_bb_offset_22 = DecimalParameter(0.98, 1.0, default=0.98, space='buy', decimals=3, optimize=True, load=True) buy_ma_offset_22 = DecimalParameter(0.93, 0.98, default=0.94, space='buy', decimals=3, optimize=True, load=True) buy_ewo_22 = DecimalParameter(2.0, 10.0, default=4.2, space='buy', decimals=1, optimize=True, load=True) buy_rsi_22 = DecimalParameter(26.0, 56.0, default=37.0, space='buy', decimals=1, optimize=True, load=True) buy_bb_offset_23 = DecimalParameter(0.97, 1.0, default=0.987, space='buy', decimals=3, optimize=True, load=True) buy_ewo_23 = DecimalParameter(2.0, 10.0, default=7.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_23 = DecimalParameter(20.0, 40.0, default=30.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_23 = DecimalParameter(60.0, 80.0, default=70.0, space='buy', decimals=1, optimize=True, load=True) buy_24_rsi_max = DecimalParameter(26.0, 60.0, default=60.0, space='buy', decimals=1, optimize=True, load=True) buy_24_rsi_1h_min = DecimalParameter(40.0, 90.0, default=66.9, space='buy', decimals=1, optimize=True, load=True) # Sell sell_condition_1_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True) sell_condition_2_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True) sell_condition_3_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True) sell_condition_4_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True) sell_condition_5_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True) sell_condition_6_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True) sell_condition_7_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True) sell_condition_8_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True) sell_rsi_bb_1 = DecimalParameter(60.0, 80.0, default=79.5, space='sell', decimals=1, optimize=True, load=True) sell_rsi_bb_2 = DecimalParameter(72.0, 90.0, default=81, space='sell', decimals=1, optimize=True, load=True) sell_rsi_main_3 = DecimalParameter(77.0, 90.0, default=82, space='sell', decimals=1, optimize=True, load=True) sell_dual_rsi_rsi_4 = DecimalParameter(72.0, 84.0, default=73.4, space='sell', decimals=1, optimize=True, load=True) sell_dual_rsi_rsi_1h_4 = DecimalParameter(78.0, 92.0, default=79.6, space='sell', decimals=1, optimize=True, load=True) sell_ema_relative_5 = DecimalParameter(0.005, 0.05, default=0.024, space='sell', optimize=True, load=True) sell_rsi_diff_5 = DecimalParameter(0.0, 20.0, default=4.4, space='sell', optimize=True, load=True) sell_rsi_under_6 = DecimalParameter(72.0, 90.0, default=79.0, space='sell', decimals=1, optimize=True, load=True) sell_rsi_1h_7 = DecimalParameter(80.0, 95.0, default=81.7, space='sell', decimals=1, optimize=True, load=True) sell_bb_relative_8 = DecimalParameter(1.05, 1.3, default=1.1, space='sell', decimals=3, optimize=True, load=True) sell_custom_profit_0 = DecimalParameter(0.01, 0.1, default=0.01, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_0 = DecimalParameter(30.0, 40.0, default=33.0, space='sell', decimals=3, optimize=True, load=True) sell_custom_profit_1 = DecimalParameter(0.01, 0.1, default=0.02, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_1 = DecimalParameter(30.0, 50.0, default=34.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_2 = DecimalParameter(0.01, 0.1, default=0.03, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_2 = DecimalParameter(30.0, 50.0, default=38.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_3 = DecimalParameter(0.01, 0.1, default=0.04, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_3 = DecimalParameter(30.0, 50.0, default=42.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_4 = DecimalParameter(0.01, 0.1, default=0.05, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_4 = DecimalParameter(35.0, 50.0, default=43.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_5 = DecimalParameter(0.01, 0.1, default=0.06, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_5 = DecimalParameter(35.0, 50.0, default=44.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_6 = DecimalParameter(0.01, 0.1, default=0.07, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_6 = DecimalParameter(38.0, 55.0, default=49.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_7 = DecimalParameter(0.01, 0.1, default=0.08, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_7 = DecimalParameter(40.0, 58.0, default=54.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_8 = DecimalParameter(0.06, 0.1, default=0.09, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_8 = DecimalParameter(40.0, 50.0, default=54.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_9 = DecimalParameter(0.05, 0.14, default=0.1, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_9 = DecimalParameter(40.0, 60.0, default=50.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_10 = DecimalParameter(0.1, 0.14, default=0.12, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_10 = DecimalParameter(38.0, 50.0, default=42.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_11 = DecimalParameter(0.16, 0.45, default=0.20, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_11 = DecimalParameter(28.0, 40.0, default=34.0, space='sell', decimals=2, optimize=True, load=True) # Profit under EMA200 sell_custom_under_profit_0 = DecimalParameter(0.01, 0.4, default=0.01, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_0 = DecimalParameter(28.0, 40.0, default=33.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_1 = DecimalParameter(0.01, 0.10, default=0.02, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_1 = DecimalParameter(36.0, 60.0, default=56.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_2 = DecimalParameter(0.01, 0.10, default=0.03, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_2 = DecimalParameter(46.0, 66.0, default=57.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_3 = DecimalParameter(0.01, 0.10, default=0.04, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_3 = DecimalParameter(50.0, 68.0, default=58.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_4 = DecimalParameter(0.02, 0.1, default=0.05, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_4 = DecimalParameter(50.0, 68.0, default=59.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_5 = DecimalParameter(0.02, 0.1, default=0.06, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_5 = DecimalParameter(46.0, 62.0, default=58.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_6 = DecimalParameter(0.03, 0.1, default=0.07, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_6 = DecimalParameter(44.0, 60.0, default=56.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_7 = DecimalParameter(0.04, 0.1, default=0.08, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_7 = DecimalParameter(46.0, 60.0, default=54.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_8 = DecimalParameter(0.06, 0.12, default=0.09, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_8 = DecimalParameter(40.0, 58.0, default=50.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_9 = DecimalParameter(0.08, 0.14, default=0.1, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_9 = DecimalParameter(32.0, 48.0, default=44.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_10 = DecimalParameter(0.1, 0.16, default=0.12, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_10 = DecimalParameter(30.0, 50.0, default=42.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_11 = DecimalParameter(0.16, 0.3, default=0.2, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_11 = DecimalParameter(24.0, 40.0, default=34.0, space='sell', decimals=1, optimize=True, load=True) # Profit targets for pumped pairs 48h 1 sell_custom_pump_profit_1_1 = DecimalParameter(0.01, 0.03, default=0.01, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_1_1 = DecimalParameter(26.0, 40.0, default=34.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_1_2 = DecimalParameter(0.01, 0.6, default=0.02, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_1_2 = DecimalParameter(36.0, 50.0, default=40.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_1_3 = DecimalParameter(0.02, 0.10, default=0.04, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_1_3 = DecimalParameter(38.0, 50.0, default=42.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_1_4 = DecimalParameter(0.06, 0.12, default=0.1, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_1_4 = DecimalParameter(36.0, 48.0, default=42.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_1_5 = DecimalParameter(0.14, 0.24, default=0.2, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_1_5 = DecimalParameter(20.0, 40.0, default=34.0, space='sell', decimals=1, optimize=True, load=True) # Profit targets for pumped pairs 36h 1 sell_custom_pump_profit_2_1 = DecimalParameter(0.01, 0.03, default=0.01, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_2_1 = DecimalParameter(26.0, 40.0, default=34.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_2_2 = DecimalParameter(0.01, 0.6, default=0.02, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_2_2 = DecimalParameter(36.0, 50.0, default=40.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_2_3 = DecimalParameter(0.02, 0.10, default=0.04, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_2_3 = DecimalParameter(38.0, 50.0, default=40.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_2_4 = DecimalParameter(0.06, 0.12, default=0.1, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_2_4 = DecimalParameter(36.0, 48.0, default=42.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_2_5 = DecimalParameter(0.14, 0.24, default=0.2, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_2_5 = DecimalParameter(20.0, 40.0, default=34.0, space='sell', decimals=1, optimize=True, load=True) # Profit targets for pumped pairs 24h 1 sell_custom_pump_profit_3_1 = DecimalParameter(0.01, 0.03, default=0.01, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_3_1 = DecimalParameter(26.0, 40.0, default=34.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_3_2 = DecimalParameter(0.01, 0.6, default=0.02, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_3_2 = DecimalParameter(34.0, 50.0, default=40.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_3_3 = DecimalParameter(0.02, 0.10, default=0.04, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_3_3 = DecimalParameter(38.0, 50.0, default=40.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_3_4 = DecimalParameter(0.06, 0.12, default=0.1, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_3_4 = DecimalParameter(36.0, 48.0, default=42.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_3_5 = DecimalParameter(0.14, 0.24, default=0.2, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_3_5 = DecimalParameter(20.0, 40.0, default=34.0, space='sell', decimals=1, optimize=True, load=True) # SMA descending sell_custom_dec_profit_min_1 = DecimalParameter(0.01, 0.10, default=0.05, space='sell', decimals=3, optimize=True, load=True) sell_custom_dec_profit_max_1 = DecimalParameter(0.06, 0.16, default=0.12, space='sell', decimals=3, optimize=True, load=True) # Under EMA100 sell_custom_dec_profit_min_2 = DecimalParameter(0.05, 0.12, default=0.07, space='sell', decimals=3, optimize=True, load=True) sell_custom_dec_profit_max_2 = DecimalParameter(0.06, 0.2, default=0.16, space='sell', decimals=3, optimize=True, load=True) # Trail 1 sell_trail_profit_min_1 = DecimalParameter(0.1, 0.2, default=0.16, space='sell', decimals=2, optimize=True, load=True) sell_trail_profit_max_1 = DecimalParameter(0.4, 0.7, default=0.6, space='sell', decimals=2, optimize=True, load=True) sell_trail_down_1 = DecimalParameter(0.01, 0.08, default=0.03, space='sell', decimals=3, optimize=True, load=True) sell_trail_rsi_min_1 = DecimalParameter(16.0, 36.0, default=20.0, space='sell', decimals=1, optimize=True, load=True) sell_trail_rsi_max_1 = DecimalParameter(30.0, 50.0, default=50.0, space='sell', decimals=1, optimize=True, load=True) # Trail 2 sell_trail_profit_min_2 = DecimalParameter(0.08, 0.16, default=0.1, space='sell', decimals=3, optimize=True, load=True) sell_trail_profit_max_2 = DecimalParameter(0.3, 0.5, default=0.4, space='sell', decimals=2, optimize=True, load=True) sell_trail_down_2 = DecimalParameter(0.02, 0.08, default=0.03, space='sell', decimals=3, optimize=True, load=True) sell_trail_rsi_min_2 = DecimalParameter(16.0, 36.0, default=20.0, space='sell', decimals=1, optimize=True, load=True) sell_trail_rsi_max_2 = DecimalParameter(30.0, 50.0, default=50.0, space='sell', decimals=1, optimize=True, load=True) # Trail 3 sell_trail_profit_min_3 = DecimalParameter(0.01, 0.12, default=0.06, space='sell', decimals=3, optimize=True, load=True) sell_trail_profit_max_3 = DecimalParameter(0.1, 0.3, default=0.2, space='sell', decimals=2, optimize=True, load=True) sell_trail_down_3 = DecimalParameter(0.01, 0.06, default=0.05, space='sell', decimals=3, optimize=True, load=True) # Under & near EMA200, accept profit sell_custom_profit_under_rel_1 = DecimalParameter(0.01, 0.04, default=0.024, space='sell', optimize=True, load=True) sell_custom_profit_under_rsi_diff_1 = DecimalParameter(0.0, 20.0, default=4.4, space='sell', optimize=True, load=True) # Under & near EMA200, take the loss sell_custom_stoploss_under_rel_1 = DecimalParameter(0.001, 0.02, default=0.004, space='sell', optimize=True, load=True) sell_custom_stoploss_under_rsi_diff_1 = DecimalParameter(0.0, 20.0, default=8.0, space='sell', optimize=True, load=True) # 48h for pump sell checks sell_pump_threshold_1 = DecimalParameter(0.5, 1.2, default=0.9, space='sell', decimals=2, optimize=True, load=True) sell_pump_threshold_2 = DecimalParameter(0.4, 0.9, default=0.7, space='sell', decimals=2, optimize=True, load=True) sell_pump_threshold_3 = DecimalParameter(0.3, 0.7, default=0.5, space='sell', decimals=2, optimize=True, load=True) # 36h for pump sell checks sell_pump_threshold_4 = DecimalParameter(0.5, 0.9, default=0.72, space='sell', decimals=2, optimize=True, load=True) sell_pump_threshold_5 = DecimalParameter(3.0, 6.0, default=4.0, space='sell', decimals=2, optimize=True, load=True) sell_pump_threshold_6 = DecimalParameter(0.8, 1.6, default=1.0, space='sell', decimals=2, optimize=True, load=True) # 24h for pump sell checks sell_pump_threshold_7 = DecimalParameter(0.5, 0.9, default=0.68, space='sell', decimals=2, optimize=True, load=True) sell_pump_threshold_8 = DecimalParameter(0.3, 0.6, default=0.62, space='sell', decimals=2, optimize=True, load=True) sell_pump_threshold_9 = DecimalParameter(0.2, 0.5, default=0.3, space='sell', decimals=2, optimize=True, load=True) # Pumped, descending SMA sell_custom_pump_dec_profit_min_1 = DecimalParameter(0.001, 0.04, default=0.005, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_dec_profit_max_1 = DecimalParameter(0.03, 0.08, default=0.05, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_dec_profit_min_2 = DecimalParameter(0.01, 0.08, default=0.04, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_dec_profit_max_2 = DecimalParameter(0.04, 0.1, default=0.06, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_dec_profit_min_3 = DecimalParameter(0.02, 0.1, default=0.06, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_dec_profit_max_3 = DecimalParameter(0.06, 0.12, default=0.09, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_dec_profit_min_4 = DecimalParameter(0.01, 0.05, default=0.02, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_dec_profit_max_4 = DecimalParameter(0.02, 0.1, default=0.04, space='sell', decimals=3, optimize=True, load=True) # Pumped 48h 1, under EMA200 sell_custom_pump_under_profit_min_1 = DecimalParameter(0.02, 0.06, default=0.04, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_under_profit_max_1 = DecimalParameter(0.04, 0.1, default=0.09, space='sell', decimals=3, optimize=True, load=True) # Pumped trail 1 sell_custom_pump_trail_profit_min_1 = DecimalParameter(0.01, 0.12, default=0.05, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_trail_profit_max_1 = DecimalParameter(0.06, 0.16, default=0.07, space='sell', decimals=2, optimize=True, load=True) sell_custom_pump_trail_down_1 = DecimalParameter(0.01, 0.06, default=0.05, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_trail_rsi_min_1 = DecimalParameter(16.0, 36.0, default=20.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_trail_rsi_max_1 = DecimalParameter(30.0, 50.0, default=70.0, space='sell', decimals=1, optimize=True, load=True) # Stoploss, pumped, 48h 1 sell_custom_stoploss_pump_max_profit_1 = DecimalParameter(0.01, 0.04, default=0.025, space='sell', decimals=3, optimize=True, load=True) sell_custom_stoploss_pump_min_1 = DecimalParameter(-0.1, -0.01, default=-0.02, space='sell', decimals=3, optimize=True, load=True) sell_custom_stoploss_pump_max_1 = DecimalParameter(-0.1, -0.01, default=-0.01, space='sell', decimals=3, optimize=True, load=True) sell_custom_stoploss_pump_ma_offset_1 = DecimalParameter(0.7, 0.99, default=0.94, space='sell', decimals=2, optimize=True, load=True) # Stoploss, pumped, 48h 1 sell_custom_stoploss_pump_max_profit_2 = DecimalParameter(0.01, 0.04, default=0.025, space='sell', decimals=3, optimize=True, load=True) sell_custom_stoploss_pump_loss_2 = DecimalParameter(-0.1, -0.01, default=-0.05, space='sell', decimals=3, optimize=True, load=True) sell_custom_stoploss_pump_ma_offset_2 = DecimalParameter(0.7, 0.99, default=0.92, space='sell', decimals=2, optimize=True, load=True) # Stoploss, pumped, 36h 3 sell_custom_stoploss_pump_max_profit_3 = DecimalParameter(0.01, 0.04, default=0.008, space='sell', decimals=3, optimize=True, load=True) sell_custom_stoploss_pump_loss_3 = DecimalParameter(-0.16, -0.06, default=-0.12, space='sell', decimals=3, optimize=True, load=True) sell_custom_stoploss_pump_ma_offset_3 = DecimalParameter(0.7, 0.99, default=0.88, space='sell', decimals=2, optimize=True, load=True) ############################################################# def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float, current_profit: float, **kwargs): dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) last_candle = dataframe.iloc[-1].squeeze() max_profit = ((trade.max_rate - trade.open_rate) / trade.open_rate) if (last_candle is not None): if (current_profit > self.sell_custom_profit_11.value) & (last_candle['rsi'] < self.sell_custom_rsi_11.value): return 'signal_profit_11' if (self.sell_custom_profit_11.value > current_profit > self.sell_custom_profit_10.value) & (last_candle['rsi'] < self.sell_custom_rsi_10.value): return 'signal_profit_10' if (self.sell_custom_profit_10.value > current_profit > self.sell_custom_profit_9.value) & (last_candle['rsi'] < self.sell_custom_rsi_9.value): return 'signal_profit_9' if (self.sell_custom_profit_9.value > current_profit > self.sell_custom_profit_8.value) & (last_candle['rsi'] < self.sell_custom_rsi_8.value): return 'signal_profit_8' if (self.sell_custom_profit_8.value > current_profit > self.sell_custom_profit_7.value) & (last_candle['rsi'] < self.sell_custom_rsi_7.value): return 'signal_profit_7' if (self.sell_custom_profit_7.value > current_profit > self.sell_custom_profit_6.value) & (last_candle['rsi'] < self.sell_custom_rsi_6.value): return 'signal_profit_6' if (self.sell_custom_profit_6.value > current_profit > self.sell_custom_profit_5.value) & (last_candle['rsi'] < self.sell_custom_rsi_5.value): return 'signal_profit_5' elif (self.sell_custom_profit_5.value > current_profit > self.sell_custom_profit_4.value) & (last_candle['rsi'] < self.sell_custom_rsi_4.value): return 'signal_profit_4' elif (self.sell_custom_profit_4.value > current_profit > self.sell_custom_profit_3.value) & (last_candle['rsi'] < self.sell_custom_rsi_3.value): return 'signal_profit_3' elif (self.sell_custom_profit_3.value > current_profit > self.sell_custom_profit_2.value) & (last_candle['rsi'] < self.sell_custom_rsi_2.value): return 'signal_profit_2' elif (self.sell_custom_profit_2.value > current_profit > self.sell_custom_profit_1.value) & (last_candle['rsi'] < self.sell_custom_rsi_1.value): return 'signal_profit_1' elif (self.sell_custom_profit_1.value > current_profit > self.sell_custom_profit_0.value) & (last_candle['rsi'] < self.sell_custom_rsi_0.value): return 'signal_profit_0' # check if close is under EMA200 elif (current_profit > self.sell_custom_under_profit_11.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_11.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_11' elif (self.sell_custom_under_profit_11.value > current_profit > self.sell_custom_under_profit_10.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_10.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_10' elif (self.sell_custom_under_profit_10.value > current_profit > self.sell_custom_under_profit_9.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_9.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_9' elif (self.sell_custom_under_profit_9.value > current_profit > self.sell_custom_under_profit_8.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_8.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_8' elif (self.sell_custom_under_profit_8.value > current_profit > self.sell_custom_under_profit_7.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_7.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_7' elif (self.sell_custom_under_profit_7.value > current_profit > self.sell_custom_under_profit_6.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_6.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_6' elif (self.sell_custom_under_profit_6.value > current_profit > self.sell_custom_under_profit_5.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_5.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_5' elif (self.sell_custom_under_profit_5.value > current_profit > self.sell_custom_under_profit_4.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_4.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_4' elif (self.sell_custom_under_profit_4.value > current_profit > self.sell_custom_under_profit_3.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_3.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_3' elif (self.sell_custom_under_profit_3.value > current_profit > self.sell_custom_under_profit_2.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_2.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_2' elif (self.sell_custom_under_profit_2.value > current_profit > self.sell_custom_under_profit_1.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_1.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_1' elif (self.sell_custom_under_profit_1.value > current_profit > self.sell_custom_under_profit_0.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_0.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_0' # check if the pair is "pumped" elif (last_candle['sell_pump_48_1_1h']) & (current_profit > self.sell_custom_pump_profit_1_5.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_1_5.value): return 'signal_profit_p_1_5' elif (last_candle['sell_pump_48_1_1h']) & (self.sell_custom_pump_profit_1_5.value > current_profit > self.sell_custom_pump_profit_1_4.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_1_4.value): return 'signal_profit_p_1_4' elif (last_candle['sell_pump_48_1_1h']) & (self.sell_custom_pump_profit_1_4.value > current_profit > self.sell_custom_pump_profit_1_3.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_1_3.value): return 'signal_profit_p_1_3' elif (last_candle['sell_pump_48_1_1h']) & (self.sell_custom_pump_profit_1_3.value > current_profit > self.sell_custom_pump_profit_1_2.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_1_2.value): return 'signal_profit_p_1_2' elif (last_candle['sell_pump_48_1_1h']) & (self.sell_custom_pump_profit_1_2.value > current_profit > self.sell_custom_pump_profit_1_1.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_1_1.value): return 'signal_profit_p_1_1' elif (last_candle['sell_pump_36_1_1h']) & (current_profit > self.sell_custom_pump_profit_2_5.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_2_5.value): return 'signal_profit_p_2_5' elif (last_candle['sell_pump_36_1_1h']) & (self.sell_custom_pump_profit_2_5.value > current_profit > self.sell_custom_pump_profit_2_4.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_2_4.value): return 'signal_profit_p_2_4' elif (last_candle['sell_pump_36_1_1h']) & (self.sell_custom_pump_profit_2_4.value > current_profit > self.sell_custom_pump_profit_2_3.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_2_3.value): return 'signal_profit_p_2_3' elif (last_candle['sell_pump_36_1_1h']) & (self.sell_custom_pump_profit_2_3.value > current_profit > self.sell_custom_pump_profit_2_2.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_2_2.value): return 'signal_profit_p_2_2' elif (last_candle['sell_pump_36_1_1h']) & (self.sell_custom_pump_profit_2_2.value > current_profit > self.sell_custom_pump_profit_2_1.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_2_1.value): return 'signal_profit_p_2_1' elif (last_candle['sell_pump_24_1_1h']) & (current_profit > self.sell_custom_pump_profit_3_5.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_3_5.value): return 'signal_profit_p_3_5' elif (last_candle['sell_pump_24_1_1h']) & (self.sell_custom_pump_profit_3_5.value > current_profit > self.sell_custom_pump_profit_3_4.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_3_4.value): return 'signal_profit_p_3_4' elif (last_candle['sell_pump_24_1_1h']) & (self.sell_custom_pump_profit_3_4.value > current_profit > self.sell_custom_pump_profit_3_3.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_3_3.value): return 'signal_profit_p_3_3' elif (last_candle['sell_pump_24_1_1h']) & (self.sell_custom_pump_profit_3_3.value > current_profit > self.sell_custom_pump_profit_3_2.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_3_2.value): return 'signal_profit_p_3_2' elif (last_candle['sell_pump_24_1_1h']) & (self.sell_custom_pump_profit_3_2.value > current_profit > self.sell_custom_pump_profit_3_1.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_3_1.value): return 'signal_profit_p_3_1' elif (self.sell_custom_dec_profit_max_1.value > current_profit > self.sell_custom_dec_profit_min_1.value) & (last_candle['sma_200_dec']): return 'signal_profit_d_1' elif (self.sell_custom_dec_profit_max_2.value > current_profit > self.sell_custom_dec_profit_min_2.value) & (last_candle['close'] < last_candle['ema_100']): return 'signal_profit_d_2' # Trailing elif (self.sell_trail_profit_max_1.value > current_profit > self.sell_trail_profit_min_1.value) & (self.sell_trail_rsi_min_1.value < last_candle['rsi'] < self.sell_trail_rsi_max_1.value) & (max_profit > (current_profit + self.sell_trail_down_1.value)): return 'signal_profit_t_1' elif (self.sell_trail_profit_max_2.value > current_profit > self.sell_trail_profit_min_2.value) & (self.sell_trail_rsi_min_2.value < last_candle['rsi'] < self.sell_trail_rsi_max_2.value) & (max_profit > (current_profit + self.sell_trail_down_2.value)): return 'signal_profit_t_2' elif (self.sell_trail_profit_max_3.value > current_profit > self.sell_trail_profit_min_3.value) & (max_profit > (current_profit + self.sell_trail_down_3.value)) & (last_candle['sma_200_dec_1h']): return 'signal_profit_t_3' elif (last_candle['close'] < last_candle['ema_200']) & (current_profit > self.sell_trail_profit_min_3.value) & (current_profit < self.sell_trail_profit_max_3.value) & (max_profit > (current_profit + self.sell_trail_down_3.value)): return 'signal_profit_u_t_1' elif (current_profit > 0.0) & (last_candle['close'] < last_candle['ema_200']) & (((last_candle['ema_200'] - last_candle['close']) / last_candle['close']) < self.sell_custom_profit_under_rel_1.value) & (last_candle['rsi'] > last_candle['rsi_1h'] + self.sell_custom_profit_under_rsi_diff_1.value): return 'signal_profit_u_e_1' elif (current_profit < -0.0) & (last_candle['close'] < last_candle['ema_200']) & (((last_candle['ema_200'] - last_candle['close']) / last_candle['close']) < self.sell_custom_stoploss_under_rel_1.value) & (last_candle['rsi'] > last_candle['rsi_1h'] + self.sell_custom_stoploss_under_rsi_diff_1.value): return 'signal_stoploss_u_1' elif (self.sell_custom_pump_dec_profit_max_1.value > current_profit > self.sell_custom_pump_dec_profit_min_1.value) & (last_candle['sell_pump_48_1_1h']) & (last_candle['sma_200_dec']) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_p_d_1' elif (self.sell_custom_pump_dec_profit_max_2.value > current_profit > self.sell_custom_pump_dec_profit_min_2.value) & (last_candle['sell_pump_48_2_1h']) & (last_candle['sma_200_dec']) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_p_d_2' elif (self.sell_custom_pump_dec_profit_max_3.value > current_profit > self.sell_custom_pump_dec_profit_min_3.value) & (last_candle['sell_pump_48_3_1h']) & (last_candle['sma_200_dec']) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_p_d_3' elif (self.sell_custom_pump_dec_profit_max_4.value > current_profit > self.sell_custom_pump_dec_profit_min_4.value) & (last_candle['sma_200_dec']) & (last_candle['sell_pump_24_2_1h']): return 'signal_profit_p_d_4' # Pumped 48h 1, under EMA200 elif (self.sell_custom_pump_under_profit_max_1.value > current_profit > self.sell_custom_pump_under_profit_min_1.value) & (last_candle['sell_pump_48_1_1h']) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_p_u_1' # Pumped 36h 2, trail 1 elif (last_candle['sell_pump_36_2_1h']) & (self.sell_custom_pump_trail_profit_max_1.value > current_profit > self.sell_custom_pump_trail_profit_min_1.value) & (self.sell_custom_pump_trail_rsi_min_1.value < last_candle['rsi'] < self.sell_custom_pump_trail_rsi_max_1.value) & (max_profit > (current_profit + self.sell_custom_pump_trail_down_1.value)): return 'signal_profit_p_t_1' elif (max_profit < self.sell_custom_stoploss_pump_max_profit_1.value) & (self.sell_custom_stoploss_pump_min_1.value < current_profit < self.sell_custom_stoploss_pump_max_1.value) & (last_candle['sell_pump_48_1_1h']) & (last_candle['sma_200_dec']) & (last_candle['close'] < (last_candle['ema_200'] * self.sell_custom_stoploss_pump_ma_offset_1.value)): return 'signal_stoploss_p_1' elif (max_profit < self.sell_custom_stoploss_pump_max_profit_2.value) & (current_profit < self.sell_custom_stoploss_pump_loss_2.value) & (last_candle['sell_pump_48_1_1h']) & (last_candle['sma_200_dec_1h']) & (last_candle['close'] < (last_candle['ema_200'] * self.sell_custom_stoploss_pump_ma_offset_2.value)): return 'signal_stoploss_p_2' elif (max_profit < self.sell_custom_stoploss_pump_max_profit_3.value) & (current_profit < self.sell_custom_stoploss_pump_loss_3.value) & (last_candle['sell_pump_36_3_1h']) & (last_candle['close'] < (last_candle['ema_200'] * self.sell_custom_stoploss_pump_ma_offset_3.value)): return 'signal_stoploss_p_3' return None def informative_pairs(self): pairs = self.dp.current_whitelist() informative_pairs = [(pair, self.informative_timeframe) for pair in pairs] return informative_pairs ## smoothed Heiken Ashi def HA(self, dataframe, smoothing=None): df = dataframe.copy() df['HA_Close']=(df['open'] + df['high'] + df['low'] + df['close'])/4 df.reset_index(inplace=True) ha_open = [ (df['open'][0] + df['close'][0]) / 2 ] [ ha_open.append((ha_open[i] + df['HA_Close'].values[i]) / 2) for i in range(0, len(df)-1) ] df['HA_Open'] = ha_open df.set_index('index', inplace=True) df['HA_High']=df[['HA_Open','HA_Close','high']].max(axis=1) df['HA_Low']=df[['HA_Open','HA_Close','low']].min(axis=1) if smoothing is not None: sml = abs(int(smoothing)) if sml > 0: df['Smooth_HA_O']=ta.EMA(df['HA_Open'], sml) df['Smooth_HA_C']=ta.EMA(df['HA_Close'], sml) df['Smooth_HA_H']=ta.EMA(df['HA_High'], sml) df['Smooth_HA_L']=ta.EMA(df['HA_Low'], sml) return df def hansen_HA(self, informative_df, period=6): dataframe = informative_df.copy() dataframe['hhclose']=(dataframe['open'] + dataframe['high'] + dataframe['low'] + dataframe['close']) / 4 dataframe['hhopen']= ((dataframe['open'].shift(2) + dataframe['close'].shift(2))/ 2) #it is not the same as real heikin ashi since I found that this is better. dataframe['hhhigh']=dataframe[['open','close','high']].max(axis=1) dataframe['hhlow']=dataframe[['open','close','low']].min(axis=1) dataframe['emac'] = ta.SMA(dataframe['hhclose'], timeperiod=period) #to smooth out the data and thus less noise. dataframe['emao'] = ta.SMA(dataframe['hhopen'], timeperiod=period) return {'emac': dataframe['emac'], 'emao': dataframe['emao']} ## detect BB width expansion to indicate possible volatility def bbw_expansion(self, bbw_rolling, mult=1.1): bbw = list(bbw_rolling) m = 0.0 for i in range(len(bbw)-1): if bbw[i] > m: m = bbw[i] if (bbw[-1] > (m * mult)): return 1 return 0 ## do_indicator style a la Obelisk strategies def do_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Stoch fast - mainly due to 5m timeframes stoch_fast = ta.STOCHF(dataframe) dataframe['fastd'] = stoch_fast['fastd'] dataframe['fastk'] = stoch_fast['fastk'] #StochRSI for double checking things period = 14 smoothD = 3 SmoothK = 3 dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) stochrsi = (dataframe['rsi'] - dataframe['rsi'].rolling(period).min()) / (dataframe['rsi'].rolling(period).max() - dataframe['rsi'].rolling(period).min()) dataframe['srsi_k'] = stochrsi.rolling(SmoothK).mean() * 100 dataframe['srsi_d'] = dataframe['srsi_k'].rolling(smoothD).mean() # Bollinger Bands because obviously bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=1) dataframe['bb_lowerband'] = bollinger['lower'] dataframe['bb_middleband'] = bollinger['mid'] dataframe['bb_upperband'] = bollinger['upper'] # SAR Parabol - probably don't need this dataframe['sar'] = ta.SAR(dataframe) ## confirm wideboi variance signal with bbw expansion dataframe["bb_width"] = ((dataframe["bb_upperband"] - dataframe["bb_lowerband"]) / dataframe["bb_middleband"]) dataframe['bbw_expansion'] = dataframe['bb_width'].rolling(window=4).apply(self.bbw_expansion) # confirm entry and exit on smoothed HA dataframe = self.HA(dataframe, 4) # thanks to Hansen_Khornelius for this idea that I apply to the 1hr informative # https://github.com/hansen1015/freqtrade_strategy hansencalc = self.hansen_HA(dataframe, 6) dataframe['emac'] = hansencalc['emac'] dataframe['emao'] = hansencalc['emao'] # money flow index (MFI) for in/outflow of money, like RSI adjusted for vol dataframe['mfi'] = fta.MFI(dataframe) ## sqzmi to detect quiet periods dataframe['sqzmi'] = fta.SQZMI(dataframe) #, MA=hansencalc['emac']) # Volume Flow Indicator (MFI) for volume based on the direction of price movement dataframe['vfi'] = fta.VFI(dataframe, period=14) dmi = fta.DMI(dataframe, period=14) dataframe['dmi_plus'] = dmi['DI+'] dataframe['dmi_minus'] = dmi['DI-'] dataframe['adx'] = fta.ADX(dataframe, period=14) ## for stoploss - all from Solipsis4 ## simple ATR and ROC for stoploss dataframe['atr'] = ta.ATR(dataframe, timeperiod=14) dataframe['roc'] = ta.ROC(dataframe, timeperiod=9) dataframe['rmi'] = RMI(dataframe, length=24, mom=5) ssldown, sslup = SSLChannels_ATR(dataframe, length=21) dataframe['sroc'] = SROC(dataframe, roclen=21, emalen=13, smooth=21) dataframe['ssl-dir'] = np.where(sslup > ssldown,'up','down') dataframe['rmi-up'] = np.where(dataframe['rmi'] >= dataframe['rmi'].shift(),1,0) dataframe['rmi-up-trend'] = np.where(dataframe['rmi-up'].rolling(5).sum() >= 3,1,0) dataframe['candle-up'] = np.where(dataframe['close'] >= dataframe['close'].shift(),1,0) dataframe['candle-up-trend'] = np.where(dataframe['candle-up'].rolling(5).sum() >= 3,1,0) return dataframe def informative_1h_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: assert self.dp, "DataProvider is required for multiple timeframes." # Get the informative pair informative_1h = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.informative_timeframe) # EMA informative_1h['ema_12'] = ta.EMA(informative_1h, timeperiod=12) informative_1h['ema_15'] = ta.EMA(informative_1h, timeperiod=15) informative_1h['ema_20'] = ta.EMA(informative_1h, timeperiod=20) informative_1h['ema_26'] = ta.EMA(informative_1h, timeperiod=26) informative_1h['ema_35'] = ta.EMA(informative_1h, timeperiod=35) informative_1h['ema_50'] = ta.EMA(informative_1h, timeperiod=50) informative_1h['ema_100'] = ta.EMA(informative_1h, timeperiod=100) informative_1h['ema_200'] = ta.EMA(informative_1h, timeperiod=200) # SMA informative_1h['sma_200'] = ta.SMA(informative_1h, timeperiod=200) informative_1h['sma_200_dec'] = informative_1h['sma_200'] < informative_1h['sma_200'].shift(20) # RSI informative_1h['rsi'] = ta.RSI(informative_1h, timeperiod=14) # BB bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(informative_1h), window=20, stds=2) informative_1h['bb_lowerband'] = bollinger['lower'] informative_1h['bb_middleband'] = bollinger['mid'] informative_1h['bb_upperband'] = bollinger['upper'] # Chaikin Money Flow informative_1h['cmf'] = chaikin_money_flow(informative_1h, 20) # Pump protections informative_1h['safe_pump_24_normal'] = self.safe_pump(informative_1h, 24, self.buy_pump_threshold_1.value, self.buy_pump_pull_threshold_1.value) informative_1h['safe_pump_36_normal'] = self.safe_pump(informative_1h, 36, self.buy_pump_threshold_2.value, self.buy_pump_pull_threshold_2.value) informative_1h['safe_pump_48_normal'] = self.safe_pump(informative_1h, 48, self.buy_pump_threshold_3.value, self.buy_pump_pull_threshold_3.value) informative_1h['safe_pump_24_strict'] = self.safe_pump(informative_1h, 24, self.buy_pump_threshold_4.value, self.buy_pump_pull_threshold_4.value) informative_1h['safe_pump_36_strict'] = self.safe_pump(informative_1h, 36, self.buy_pump_threshold_5.value, self.buy_pump_pull_threshold_5.value) informative_1h['safe_pump_48_strict'] = self.safe_pump(informative_1h, 48, self.buy_pump_threshold_6.value, self.buy_pump_pull_threshold_6.value) informative_1h['safe_pump_24_loose'] = self.safe_pump(informative_1h, 24, self.buy_pump_threshold_7.value, self.buy_pump_pull_threshold_7.value) informative_1h['safe_pump_36_loose'] = self.safe_pump(informative_1h, 36, self.buy_pump_threshold_8.value, self.buy_pump_pull_threshold_8.value) informative_1h['safe_pump_48_loose'] = self.safe_pump(informative_1h, 48, self.buy_pump_threshold_9.value, self.buy_pump_pull_threshold_9.value) informative_1h['sell_pump_48_1'] = (((informative_1h['high'].rolling(48).max() - informative_1h['low'].rolling(48).min()) / informative_1h['low'].rolling(48).min()) > self.sell_pump_threshold_1.value) informative_1h['sell_pump_48_2'] = (((informative_1h['high'].rolling(48).max() - informative_1h['low'].rolling(48).min()) / informative_1h['low'].rolling(48).min()) > self.sell_pump_threshold_2.value) informative_1h['sell_pump_48_3'] = (((informative_1h['high'].rolling(48).max() - informative_1h['low'].rolling(48).min()) / informative_1h['low'].rolling(48).min()) > self.sell_pump_threshold_3.value) informative_1h['sell_pump_36_1'] = (((informative_1h['high'].rolling(36).max() - informative_1h['low'].rolling(36).min()) / informative_1h['low'].rolling(36).min()) > self.sell_pump_threshold_4.value) informative_1h['sell_pump_36_2'] = (((informative_1h['high'].rolling(36).max() - informative_1h['low'].rolling(36).min()) / informative_1h['low'].rolling(36).min()) > self.sell_pump_threshold_5.value) informative_1h['sell_pump_36_3'] = (((informative_1h['high'].rolling(36).max() - informative_1h['low'].rolling(36).min()) / informative_1h['low'].rolling(36).min()) > self.sell_pump_threshold_6.value) informative_1h['sell_pump_24_1'] = (((informative_1h['high'].rolling(24).max() - informative_1h['low'].rolling(24).min()) / informative_1h['low'].rolling(24).min()) > self.sell_pump_threshold_7.value) informative_1h['sell_pump_24_2'] = (((informative_1h['high'].rolling(24).max() - informative_1h['low'].rolling(24).min()) / informative_1h['low'].rolling(24).min()) > self.sell_pump_threshold_8.value) informative_1h['sell_pump_24_3'] = (((informative_1h['high'].rolling(24).max() - informative_1h['low'].rolling(24).min()) / informative_1h['low'].rolling(24).min()) > self.sell_pump_threshold_9.value) return informative_1h def range_percent_change(self, dataframe: DataFrame, length: int) -> float: """ Rolling Percentage Change Maximum across interval. :param dataframe: DataFrame The original OHLC dataframe :param length: int The length to look back """ df = dataframe.copy() return ((df['open'].rolling(length).max() - df['close'].rolling(length).min()) / df['close'].rolling(length).min()) def range_maxgap(self, dataframe: DataFrame, length: int) -> float: """ Maximum Price Gap across interval. :param dataframe: DataFrame The original OHLC dataframe :param length: int The length to look back """ df = dataframe.copy() return (df['open'].rolling(length).max() - df['close'].rolling(length).min()) def range_maxgap_adjusted(self, dataframe: DataFrame, length: int, adjustment: float) -> float: """ Maximum Price Gap across interval adjusted. :param dataframe: DataFrame The original OHLC dataframe :param length: int The length to look back :param adjustment: int The adjustment to be applied """ return (self.range_maxgap(dataframe,length) / adjustment) def range_height(self, dataframe: DataFrame, length: int) -> float: """ Current close distance to range bottom. :param dataframe: DataFrame The original OHLC dataframe :param length: int The length to look back """ df = dataframe.copy() return (df['close'] - df['close'].rolling(length).min()) def safe_pump(self, dataframe: DataFrame, length: int, thresh: float, pull_thresh: float) -> bool: """ Determine if entry after a pump is safe. :param dataframe: DataFrame The original OHLC dataframe :param length: int The length to look back :param thresh: int Maximum percentage change threshold :param pull_thresh: int Pullback from interval maximum threshold """ df = dataframe.copy() return (self.range_percent_change(df, length) < thresh) | (self.range_maxgap_adjusted(df, length, pull_thresh) > self.range_height(df, length)) def normal_tf_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'] # EMA 200 dataframe['ema_12'] = ta.EMA(dataframe, timeperiod=12) dataframe['ema_20'] = ta.EMA(dataframe, timeperiod=20) 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_30'] = ta.SMA(dataframe, timeperiod=30) 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) # EWO dataframe['ewo'] = EWO(dataframe, 50, 200) # RSI dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) # Chopiness dataframe['chop']= qtpylib.chopiness(dataframe, 14) # Dip protection dataframe['safe_dips_normal'] = ((((dataframe['open'] - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_1.value) & (((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_2.value) & (((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_3.value) & (((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_4.value)) dataframe['safe_dips_strict'] = ((((dataframe['open'] - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_5.value) & (((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_6.value) & (((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_7.value) & (((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_8.value)) dataframe['safe_dips_loose'] = ((((dataframe['open'] - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_9.value) & (((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_10.value) & (((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_11.value) & (((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_12.value)) # Volume dataframe['volume_mean_4'] = dataframe['volume'].rolling(4).mean().shift(1) dataframe['volume_mean_30'] = dataframe['volume'].rolling(30).mean() return dataframe ## stolen from Obelisk's Ichi strat code and backtest blog post, and Solipsis4 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # The indicators for the 1h informative timeframe informative_1h = self.informative_1h_indicators(dataframe, metadata) # Populate/update the trade data if there is any, set trades to false if not live/dry self.custom_trade_info[metadata['pair']] = self.populate_trades(metadata['pair']) if self.config['runmode'].value in ('backtest', 'hyperopt'): assert (timeframe_to_minutes(self.timeframe) <= 30), "Backtest this strategy in 5m or 1m timeframe." if self.timeframe == self.informative_timeframe: dataframe = self.do_indicators(dataframe, metadata) else: if not self.dp: return dataframe informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.informative_timeframe) informative = self.do_indicators(informative.copy(), metadata) dataframe = merge_informative_pair(dataframe, informative, self.timeframe, self.informative_timeframe, ffill=True) skip_columns = [(s + "_" + self.informative_timeframe) for s in ['date', 'open', 'high', 'low', 'close', 'volume', 'emac', 'emao']] dataframe.rename(columns=lambda s: s.replace("_{}".format(self.informative_timeframe), "") if (not s in skip_columns) else s, inplace=True) # Slam some indicators into the trade_info dict so we can dynamic roi and custom stoploss in backtest if self.dp.runmode.value in ('backtest', 'hyperopt'): self.custom_trade_info[metadata['pair']]['roc'] = dataframe[['date', 'roc']].copy().set_index('date') self.custom_trade_info[metadata['pair']]['atr'] = dataframe[['date', 'atr']].copy().set_index('date') self.custom_trade_info[metadata['pair']]['sroc'] = dataframe[['date', 'sroc']].copy().set_index('date') self.custom_trade_info[metadata['pair']]['ssl-dir'] = dataframe[['date', 'ssl-dir']].copy().set_index('date') self.custom_trade_info[metadata['pair']]['rmi-up-trend'] = dataframe[['date', 'rmi-up-trend']].copy().set_index('date') self.custom_trade_info[metadata['pair']]['candle-up-trend'] = dataframe[['date', 'candle-up-trend']].copy().set_index('date') dataframe = merge_informative_pair(dataframe, informative_1h, self.timeframe, self.informative_timeframe, ffill=True) # The indicators for the normal (5m) timeframe dataframe = self.normal_tf_indicators(dataframe, metadata) return dataframe ## cryptofrog signals def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( ( ## close ALWAYS needs to be lower than the heiken low at 5m (dataframe['close'] < dataframe['Smooth_HA_L']) & ## Hansen's HA EMA at informative timeframe (dataframe['emac_1h'] < dataframe['emao_1h']) ) & ( ( ## potential uptick incoming so buy (dataframe['bbw_expansion'] == 1) & (dataframe['sqzmi'] == False) & ( (dataframe['mfi'] < 20) | (dataframe['dmi_minus'] > 30) ) ) | ( # this tries to find extra buys in undersold regions (dataframe['close'] < dataframe['sar']) & ((dataframe['srsi_d'] >= dataframe['srsi_k']) & (dataframe['srsi_d'] < 30)) & ((dataframe['fastd'] > dataframe['fastk']) & (dataframe['fastd'] < 23)) & (dataframe['mfi'] < 30) ) | ( # find smaller temporary dips in sideways ( ((dataframe['dmi_minus'] > 30) & qtpylib.crossed_above(dataframe['dmi_minus'], dataframe['dmi_plus'])) & (dataframe['close'] < dataframe['bb_lowerband']) ) | ( ## if nothing else is making a buy signal ## just throw in any old SQZMI shit based fastd ## this needs work! (dataframe['sqzmi'] == True) & ((dataframe['fastd'] > dataframe['fastk']) & (dataframe['fastd'] < 20)) ) ) ## volume sanity checks & (dataframe['vfi'] < 0.0) & (dataframe['volume'] > 0) ) ), 'buy'] = 1 conditions = [] # Protections buy_01_protections = [True] if self.buy_01_protection__ema_fast.value: buy_01_protections.append(dataframe[f"ema_{self.buy_01_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_01_protection__ema_slow.value: buy_01_protections.append(dataframe[f"ema_{self.buy_01_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_01_protection__close_above_ema_fast.value: buy_01_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_01_protection__close_above_ema_fast_len.value}"]) if self.buy_01_protection__close_above_ema_slow.value: buy_01_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_01_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_01_protection__sma200_rising.value: buy_01_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_01_protection__sma200_rising_val.value))) if self.buy_01_protection__sma200_1h_rising.value: buy_01_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_01_protection__sma200_1h_rising_val.value))) if self.buy_01_protection__safe_dips.value: buy_01_protections.append(dataframe[f"safe_dips_{self.buy_01_protection__safe_dips_type.value}"]) if self.buy_01_protection__safe_pump.value: buy_01_protections.append(dataframe[f"safe_pump_{self.buy_01_protection__safe_pump_period.value}_{self.buy_01_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) # Logic buy_01_logic = [] buy_01_logic.append(reduce(lambda x, y: x & y, buy_01_protections)) buy_01_logic.append(((dataframe['close'] - dataframe['open'].rolling(36).min()) / dataframe['open'].rolling(36).min()) > self.buy_min_inc_1.value) buy_01_logic.append(dataframe['rsi_1h'] > self.buy_rsi_1h_min_1.value) buy_01_logic.append(dataframe['rsi_1h'] < self.buy_rsi_1h_max_1.value) buy_01_logic.append(dataframe['rsi'] < self.buy_rsi_1.value) buy_01_logic.append(dataframe['mfi'] < self.buy_mfi_1.value) buy_01_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_01_trigger'] = reduce(lambda x, y: x & y, buy_01_logic) if self.buy_condition_1_enable.value: conditions.append(dataframe.loc[:, 'buy_01_trigger']) # Protections buy_02_protections = [True] if self.buy_02_protection__ema_fast.value: buy_02_protections.append(dataframe[f"ema_{self.buy_02_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_02_protection__ema_slow.value: buy_02_protections.append(dataframe[f"ema_{self.buy_02_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_02_protection__close_above_ema_fast.value: buy_02_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_02_protection__close_above_ema_fast_len.value}"]) if self.buy_02_protection__close_above_ema_slow.value: buy_02_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_02_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_02_protection__sma200_rising.value: buy_02_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_02_protection__sma200_rising_val.value))) if self.buy_02_protection__sma200_1h_rising.value: buy_02_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_02_protection__sma200_1h_rising_val.value))) if self.buy_02_protection__safe_dips.value: buy_02_protections.append(dataframe[f"safe_dips_{self.buy_02_protection__safe_dips_type.value}"]) if self.buy_02_protection__safe_pump.value: buy_02_protections.append(dataframe[f"safe_pump_{self.buy_02_protection__safe_pump_period.value}_{self.buy_02_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) # Logic buy_02_logic = [] buy_02_logic.append(reduce(lambda x, y: x & y, buy_02_protections)) #buy_02_logic.append(dataframe['volume_mean_4'] * self.buy_volume_2.value > dataframe['volume']) buy_02_logic.append(dataframe['rsi'] < dataframe['rsi_1h'] - self.buy_rsi_1h_diff_2.value) buy_02_logic.append(dataframe['mfi'] < self.buy_mfi_2.value) buy_02_logic.append(dataframe['close'] < (dataframe['bb_lowerband'] * self.buy_bb_offset_2.value)) buy_02_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_02_trigger'] = reduce(lambda x, y: x & y, buy_02_logic) if self.buy_condition_2_enable.value: conditions.append(dataframe.loc[:, 'buy_02_trigger']) # Protections buy_03_protections = [True] if self.buy_03_protection__ema_fast.value: buy_03_protections.append(dataframe[f"ema_{self.buy_03_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_03_protection__ema_slow.value: buy_03_protections.append(dataframe[f"ema_{self.buy_03_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_03_protection__close_above_ema_fast.value: buy_03_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_03_protection__close_above_ema_fast_len.value}"]) if self.buy_03_protection__close_above_ema_slow.value: buy_03_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_03_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_03_protection__sma200_rising.value: buy_03_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_03_protection__sma200_rising_val.value))) if self.buy_03_protection__sma200_1h_rising.value: buy_03_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_03_protection__sma200_1h_rising_val.value))) if self.buy_03_protection__safe_dips.value: buy_03_protections.append(dataframe[f"safe_dips_{self.buy_03_protection__safe_dips_type.value}"]) if self.buy_03_protection__safe_pump.value: buy_03_protections.append(dataframe[f"safe_pump_{self.buy_03_protection__safe_pump_period.value}_{self.buy_03_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) buy_03_protections.append(dataframe['close'] > (dataframe['ema_200_1h'] * self.buy_ema_rel_3.value)) # Logic buy_03_logic = [] buy_03_logic.append(reduce(lambda x, y: x & y, buy_03_protections)) buy_03_logic.append(dataframe['lower'].shift().gt(0)) buy_03_logic.append(dataframe['bbdelta'].gt(dataframe['close'] * self.buy_bb40_bbdelta_close_3.value)) buy_03_logic.append(dataframe['closedelta'].gt(dataframe['close'] * self.buy_bb40_closedelta_close_3.value)) buy_03_logic.append(dataframe['tail'].lt(dataframe['bbdelta'] * self.buy_bb40_tail_bbdelta_3.value)) buy_03_logic.append(dataframe['close'].lt(dataframe['lower'].shift())) buy_03_logic.append(dataframe['close'].le(dataframe['close'].shift())) buy_03_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_03_trigger'] = reduce(lambda x, y: x & y, buy_03_logic) if self.buy_condition_3_enable.value: conditions.append(dataframe.loc[:, 'buy_03_trigger']) # Protections buy_04_protections = [True] if self.buy_04_protection__ema_fast.value: buy_04_protections.append(dataframe[f"ema_{self.buy_04_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_04_protection__ema_slow.value: buy_04_protections.append(dataframe[f"ema_{self.buy_04_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_04_protection__close_above_ema_fast.value: buy_04_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_04_protection__close_above_ema_fast_len.value}"]) if self.buy_04_protection__close_above_ema_slow.value: buy_04_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_04_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_04_protection__sma200_rising.value: buy_04_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_04_protection__sma200_rising_val.value))) if self.buy_04_protection__sma200_1h_rising.value: buy_04_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_04_protection__sma200_1h_rising_val.value))) if self.buy_04_protection__safe_dips.value: buy_04_protections.append(dataframe[f"safe_dips_{self.buy_04_protection__safe_dips_type.value}"]) if self.buy_04_protection__safe_pump.value: buy_04_protections.append(dataframe[f"safe_pump_{self.buy_04_protection__safe_pump_period.value}_{self.buy_04_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) # Logic buy_04_logic = [] buy_04_logic.append(reduce(lambda x, y: x & y, buy_04_protections)) buy_04_logic.append(dataframe['close'] < dataframe['ema_50']) buy_04_logic.append(dataframe['close'] < self.buy_bb20_close_bblowerband_4.value * dataframe['bb_lowerband']) buy_04_logic.append(dataframe['volume'] < (dataframe['volume_mean_30'].shift(1) * self.buy_bb20_volume_4.value)) # Populate dataframe.loc[:, 'buy_04_trigger'] = reduce(lambda x, y: x & y, buy_04_logic) if self.buy_condition_4_enable.value: conditions.append(dataframe.loc[:, 'buy_04_trigger']) # Protections buy_05_protections = [True] if self.buy_05_protection__ema_fast.value: buy_05_protections.append(dataframe[f"ema_{self.buy_05_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_05_protection__ema_slow.value: buy_05_protections.append(dataframe[f"ema_{self.buy_05_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_05_protection__close_above_ema_fast.value: buy_05_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_05_protection__close_above_ema_fast_len.value}"]) if self.buy_05_protection__close_above_ema_slow.value: buy_05_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_05_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_05_protection__sma200_rising.value: buy_05_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_05_protection__sma200_rising_val.value))) if self.buy_05_protection__sma200_1h_rising.value: buy_05_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_05_protection__sma200_1h_rising_val.value))) if self.buy_05_protection__safe_dips.value: buy_05_protections.append(dataframe[f"safe_dips_{self.buy_05_protection__safe_dips_type.value}"]) if self.buy_05_protection__safe_pump.value: buy_05_protections.append(dataframe[f"safe_pump_{self.buy_05_protection__safe_pump_period.value}_{self.buy_05_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) buy_05_protections.append(dataframe['close'] > (dataframe['ema_200_1h'] * self.buy_ema_rel_5.value)) # Logic buy_05_logic = [] buy_05_logic.append(reduce(lambda x, y: x & y, buy_05_protections)) buy_05_logic.append(dataframe['ema_26'] > dataframe['ema_12']) buy_05_logic.append((dataframe['ema_26'] - dataframe['ema_12']) > (dataframe['open'] * self.buy_ema_open_mult_5.value)) buy_05_logic.append((dataframe['ema_26'].shift() - dataframe['ema_12'].shift()) > (dataframe['open'] / 100)) buy_05_logic.append(dataframe['close'] < (dataframe['bb_lowerband'] * self.buy_bb_offset_5.value)) buy_05_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_05_trigger'] = reduce(lambda x, y: x & y, buy_05_logic) if self.buy_condition_5_enable.value: conditions.append(dataframe.loc[:, 'buy_05_trigger']) # Protections buy_06_protections = [True] if self.buy_06_protection__ema_fast.value: buy_06_protections.append(dataframe[f"ema_{self.buy_06_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_06_protection__ema_slow.value: buy_06_protections.append(dataframe[f"ema_{self.buy_06_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_06_protection__close_above_ema_fast.value: buy_06_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_06_protection__close_above_ema_fast_len.value}"]) if self.buy_06_protection__close_above_ema_slow.value: buy_06_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_06_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_06_protection__sma200_rising.value: buy_06_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_06_protection__sma200_rising_val.value))) if self.buy_06_protection__sma200_1h_rising.value: buy_06_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_06_protection__sma200_1h_rising_val.value))) if self.buy_06_protection__safe_dips.value: buy_06_protections.append(dataframe[f"safe_dips_{self.buy_06_protection__safe_dips_type.value}"]) if self.buy_06_protection__safe_pump.value: buy_06_protections.append(dataframe[f"safe_pump_{self.buy_06_protection__safe_pump_period.value}_{self.buy_06_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) # Logic buy_06_logic = [] buy_06_logic.append(reduce(lambda x, y: x & y, buy_06_protections)) buy_06_logic.append(dataframe['ema_26'] > dataframe['ema_12']) buy_06_logic.append((dataframe['ema_26'] - dataframe['ema_12']) > (dataframe['open'] * self.buy_ema_open_mult_6.value)) buy_06_logic.append((dataframe['ema_26'].shift() - dataframe['ema_12'].shift()) > (dataframe['open'] / 100)) buy_06_logic.append(dataframe['close'] < (dataframe['bb_lowerband'] * self.buy_bb_offset_6.value)) buy_06_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_06_trigger'] = reduce(lambda x, y: x & y, buy_06_logic) if self.buy_condition_6_enable.value: conditions.append(dataframe.loc[:, 'buy_06_trigger']) # Protections buy_07_protections = [True] if self.buy_07_protection__ema_fast.value: buy_07_protections.append(dataframe[f"ema_{self.buy_07_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_07_protection__ema_slow.value: buy_07_protections.append(dataframe[f"ema_{self.buy_07_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_07_protection__close_above_ema_fast.value: buy_07_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_07_protection__close_above_ema_fast_len.value}"]) if self.buy_07_protection__close_above_ema_slow.value: buy_07_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_07_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_07_protection__sma200_rising.value: buy_07_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_07_protection__sma200_rising_val.value))) if self.buy_07_protection__sma200_1h_rising.value: buy_07_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_07_protection__sma200_1h_rising_val.value))) if self.buy_07_protection__safe_dips.value: buy_07_protections.append(dataframe[f"safe_dips_{self.buy_07_protection__safe_dips_type.value}"]) if self.buy_07_protection__safe_pump.value: buy_07_protections.append(dataframe[f"safe_pump_{self.buy_07_protection__safe_pump_period.value}_{self.buy_07_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) # Logic buy_07_logic = [] buy_07_logic.append(reduce(lambda x, y: x & y, buy_07_protections)) buy_07_logic.append(dataframe['ema_26'] > dataframe['ema_12']) buy_07_logic.append((dataframe['ema_26'] - dataframe['ema_12']) > (dataframe['open'] * self.buy_ema_open_mult_7.value)) buy_07_logic.append((dataframe['ema_26'].shift() - dataframe['ema_12'].shift()) > (dataframe['open'] / 100)) buy_07_logic.append(dataframe['rsi'] < self.buy_rsi_7.value) buy_07_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_07_trigger'] = reduce(lambda x, y: x & y, buy_07_logic) if self.buy_condition_7_enable.value: conditions.append(dataframe.loc[:, 'buy_07_trigger']) # Protections buy_08_protections = [True] if self.buy_08_protection__ema_fast.value: buy_08_protections.append(dataframe[f"ema_{self.buy_08_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_08_protection__ema_slow.value: buy_08_protections.append(dataframe[f"ema_{self.buy_08_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_08_protection__close_above_ema_fast.value: buy_08_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_08_protection__close_above_ema_fast_len.value}"]) if self.buy_08_protection__close_above_ema_slow.value: buy_08_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_08_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_08_protection__sma200_rising.value: buy_08_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_08_protection__sma200_rising_val.value))) if self.buy_08_protection__sma200_1h_rising.value: buy_08_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_08_protection__sma200_1h_rising_val.value))) if self.buy_08_protection__safe_dips.value: buy_08_protections.append(dataframe[f"safe_dips_{self.buy_08_protection__safe_dips_type.value}"]) if self.buy_08_protection__safe_pump.value: buy_08_protections.append(dataframe[f"safe_pump_{self.buy_08_protection__safe_pump_period.value}_{self.buy_08_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) # Logic buy_08_logic = [] buy_08_logic.append(reduce(lambda x, y: x & y, buy_08_protections)) buy_08_logic.append(dataframe['rsi'] < self.buy_rsi_8.value) buy_08_logic.append(dataframe['volume'] > (dataframe['volume'].shift(1) * self.buy_volume_8.value)) buy_08_logic.append(dataframe['close'] > dataframe['open']) buy_08_logic.append((dataframe['close'] - dataframe['low']) > ((dataframe['close'] - dataframe['open']) * self.buy_tail_diff_8.value)) buy_08_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_08_trigger'] = reduce(lambda x, y: x & y, buy_08_logic) if self.buy_condition_8_enable.value: conditions.append(dataframe.loc[:, 'buy_08_trigger']) # Protections buy_09_protections = [True] if self.buy_09_protection__ema_fast.value: buy_09_protections.append(dataframe[f"ema_{self.buy_09_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_09_protection__ema_slow.value: buy_09_protections.append(dataframe[f"ema_{self.buy_09_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_09_protection__close_above_ema_fast.value: buy_09_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_09_protection__close_above_ema_fast_len.value}"]) if self.buy_09_protection__close_above_ema_slow.value: buy_09_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_09_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_09_protection__sma200_rising.value: buy_09_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_09_protection__sma200_rising_val.value))) if self.buy_09_protection__sma200_1h_rising.value: buy_09_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_09_protection__sma200_1h_rising_val.value))) if self.buy_09_protection__safe_dips.value: buy_09_protections.append(dataframe[f"safe_dips_{self.buy_09_protection__safe_dips_type.value}"]) if self.buy_09_protection__safe_pump.value: buy_09_protections.append(dataframe[f"safe_pump_{self.buy_09_protection__safe_pump_period.value}_{self.buy_09_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) buy_09_protections.append(dataframe['ema_50'] > dataframe['ema_200']) # Logic buy_09_logic = [] buy_09_logic.append(reduce(lambda x, y: x & y, buy_09_protections)) buy_09_logic.append(dataframe['close'] < dataframe['ema_20'] * self.buy_ma_offset_9.value) buy_09_logic.append(dataframe['close'] < dataframe['bb_lowerband'] * self.buy_bb_offset_9.value) buy_09_logic.append(dataframe['rsi_1h'] > self.buy_rsi_1h_min_9.value) buy_09_logic.append(dataframe['rsi_1h'] < self.buy_rsi_1h_max_9.value) buy_09_logic.append(dataframe['mfi'] < self.buy_mfi_9.value) buy_09_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_09_trigger'] = reduce(lambda x, y: x & y, buy_09_logic) if self.buy_condition_9_enable.value: conditions.append(dataframe.loc[:, 'buy_09_trigger']) # Protections buy_10_protections = [True] if self.buy_10_protection__ema_fast.value: buy_10_protections.append(dataframe[f"ema_{self.buy_10_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_10_protection__ema_slow.value: buy_10_protections.append(dataframe[f"ema_{self.buy_10_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_10_protection__close_above_ema_fast.value: buy_10_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_10_protection__close_above_ema_fast_len.value}"]) if self.buy_10_protection__close_above_ema_slow.value: buy_10_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_10_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_10_protection__sma200_rising.value: buy_10_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_10_protection__sma200_rising_val.value))) if self.buy_10_protection__sma200_1h_rising.value: buy_10_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_10_protection__sma200_1h_rising_val.value))) if self.buy_10_protection__safe_dips.value: buy_10_protections.append(dataframe[f"safe_dips_{self.buy_10_protection__safe_dips_type.value}"]) if self.buy_10_protection__safe_pump.value: buy_10_protections.append(dataframe[f"safe_pump_{self.buy_10_protection__safe_pump_period.value}_{self.buy_10_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) buy_10_protections.append(dataframe['ema_50_1h'] > dataframe['ema_100_1h']) # Logic buy_10_logic = [] buy_10_logic.append(reduce(lambda x, y: x & y, buy_10_protections)) buy_10_logic.append(dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_10.value) buy_10_logic.append(dataframe['close'] < dataframe['bb_lowerband'] * self.buy_bb_offset_10.value) buy_10_logic.append(dataframe['rsi_1h'] < self.buy_rsi_1h_10.value) buy_10_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_10_trigger'] = reduce(lambda x, y: x & y, buy_10_logic) if self.buy_condition_10_enable.value: conditions.append(dataframe.loc[:, 'buy_10_trigger']) # Protections buy_11_protections = [True] if self.buy_11_protection__ema_fast.value: buy_11_protections.append(dataframe[f"ema_{self.buy_11_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_11_protection__ema_slow.value: buy_11_protections.append(dataframe[f"ema_{self.buy_11_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_11_protection__close_above_ema_fast.value: buy_11_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_11_protection__close_above_ema_fast_len.value}"]) if self.buy_11_protection__close_above_ema_slow.value: buy_11_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_11_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_11_protection__sma200_rising.value: buy_11_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_11_protection__sma200_rising_val.value))) if self.buy_11_protection__sma200_1h_rising.value: buy_11_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_11_protection__sma200_1h_rising_val.value))) if self.buy_11_protection__safe_dips.value: buy_11_protections.append(dataframe[f"safe_dips_{self.buy_11_protection__safe_dips_type.value}"]) if self.buy_11_protection__safe_pump.value: buy_11_protections.append(dataframe[f"safe_pump_{self.buy_11_protection__safe_pump_period.value}_{self.buy_11_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) buy_11_protections.append(dataframe['ema_50_1h'] > dataframe['ema_100_1h']) buy_11_protections.append(dataframe['safe_pump_36_normal_1h']) buy_11_protections.append(dataframe['safe_pump_48_loose_1h']) # Logic buy_11_logic = [] buy_11_logic.append(reduce(lambda x, y: x & y, buy_11_protections)) buy_11_logic.append(((dataframe['close'] - dataframe['open'].rolling(36).min()) / dataframe['open'].rolling(36).min()) > self.buy_min_inc_11.value) buy_11_logic.append(dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_11.value) buy_11_logic.append(dataframe['rsi_1h'] > self.buy_rsi_1h_min_11.value) buy_11_logic.append(dataframe['rsi_1h'] < self.buy_rsi_1h_max_11.value) buy_11_logic.append(dataframe['rsi'] < self.buy_rsi_11.value) buy_11_logic.append(dataframe['mfi'] < self.buy_mfi_11.value) buy_11_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_11_trigger'] = reduce(lambda x, y: x & y, buy_11_logic) if self.buy_condition_11_enable.value: conditions.append(dataframe.loc[:, 'buy_11_trigger']) # Protections buy_12_protections = [True] if self.buy_12_protection__ema_fast.value: buy_12_protections.append(dataframe[f"ema_{self.buy_12_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_12_protection__ema_slow.value: buy_12_protections.append(dataframe[f"ema_{self.buy_12_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_12_protection__close_above_ema_fast.value: buy_12_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_12_protection__close_above_ema_fast_len.value}"]) if self.buy_12_protection__close_above_ema_slow.value: buy_12_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_12_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_12_protection__sma200_rising.value: buy_12_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_12_protection__sma200_rising_val.value))) if self.buy_12_protection__sma200_1h_rising.value: buy_12_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_12_protection__sma200_1h_rising_val.value))) if self.buy_12_protection__safe_dips.value: buy_12_protections.append(dataframe[f"safe_dips_{self.buy_12_protection__safe_dips_type.value}"]) if self.buy_12_protection__safe_pump.value: buy_12_protections.append(dataframe[f"safe_pump_{self.buy_12_protection__safe_pump_period.value}_{self.buy_12_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) # Logic buy_12_logic = [] buy_12_logic.append(reduce(lambda x, y: x & y, buy_12_protections)) buy_12_logic.append(dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_12.value) buy_12_logic.append(dataframe['ewo'] > self.buy_ewo_12.value) buy_12_logic.append(dataframe['rsi'] < self.buy_rsi_12.value) buy_12_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_12_trigger'] = reduce(lambda x, y: x & y, buy_12_logic) if self.buy_condition_12_enable.value: conditions.append(dataframe.loc[:, 'buy_12_trigger']) # Protections buy_13_protections = [True] if self.buy_13_protection__ema_fast.value: buy_13_protections.append(dataframe[f"ema_{self.buy_13_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_13_protection__ema_slow.value: buy_13_protections.append(dataframe[f"ema_{self.buy_13_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_13_protection__close_above_ema_fast.value: buy_13_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_13_protection__close_above_ema_fast_len.value}"]) if self.buy_13_protection__close_above_ema_slow.value: buy_13_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_13_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_13_protection__sma200_rising.value: buy_13_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_13_protection__sma200_rising_val.value))) if self.buy_13_protection__sma200_1h_rising.value: buy_13_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_13_protection__sma200_1h_rising_val.value))) if self.buy_13_protection__safe_dips.value: buy_13_protections.append(dataframe[f"safe_dips_{self.buy_13_protection__safe_dips_type.value}"]) if self.buy_13_protection__safe_pump.value: buy_13_protections.append(dataframe[f"safe_pump_{self.buy_13_protection__safe_pump_period.value}_{self.buy_13_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) buy_13_protections.append(dataframe['ema_50_1h'] > dataframe['ema_100_1h']) #buy_13_protections.append(dataframe['safe_pump_36_loose_1h']) # Logic buy_13_logic = [] buy_13_logic.append(reduce(lambda x, y: x & y, buy_13_protections)) buy_13_logic.append(dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_13.value) buy_13_logic.append(dataframe['ewo'] < self.buy_ewo_13.value) buy_13_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_13_trigger'] = reduce(lambda x, y: x & y, buy_13_logic) if self.buy_condition_13_enable.value: conditions.append(dataframe.loc[:, 'buy_13_trigger']) # Protections buy_14_protections = [True] if self.buy_14_protection__ema_fast.value: buy_14_protections.append(dataframe[f"ema_{self.buy_14_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_14_protection__ema_slow.value: buy_14_protections.append(dataframe[f"ema_{self.buy_14_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_14_protection__close_above_ema_fast.value: buy_14_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_14_protection__close_above_ema_fast_len.value}"]) if self.buy_14_protection__close_above_ema_slow.value: buy_14_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_14_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_14_protection__sma200_rising.value: buy_14_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_14_protection__sma200_rising_val.value))) if self.buy_14_protection__sma200_1h_rising.value: buy_14_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_14_protection__sma200_1h_rising_val.value))) if self.buy_14_protection__safe_dips.value: buy_14_protections.append(dataframe[f"safe_dips_{self.buy_14_protection__safe_dips_type.value}"]) if self.buy_14_protection__safe_pump.value: buy_14_protections.append(dataframe[f"safe_pump_{self.buy_14_protection__safe_pump_period.value}_{self.buy_14_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) # Logic buy_14_logic = [] buy_14_logic.append(reduce(lambda x, y: x & y, buy_14_protections)) buy_14_logic.append(dataframe['ema_26'] > dataframe['ema_12']) buy_14_logic.append((dataframe['ema_26'] - dataframe['ema_12']) > (dataframe['open'] * self.buy_ema_open_mult_14.value)) buy_14_logic.append((dataframe['ema_26'].shift() - dataframe['ema_12'].shift()) > (dataframe['open'] / 100)) buy_14_logic.append(dataframe['close'] < (dataframe['bb_lowerband'] * self.buy_bb_offset_14.value)) buy_14_logic.append(dataframe['close'] < dataframe['ema_20'] * self.buy_ma_offset_14.value) buy_14_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_14_trigger'] = reduce(lambda x, y: x & y, buy_14_logic) if self.buy_condition_14_enable.value: conditions.append(dataframe.loc[:, 'buy_14_trigger']) # Protections buy_15_protections = [True] if self.buy_15_protection__ema_fast.value: buy_15_protections.append(dataframe[f"ema_{self.buy_15_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_15_protection__ema_slow.value: buy_15_protections.append(dataframe[f"ema_{self.buy_15_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_15_protection__close_above_ema_fast.value: buy_15_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_15_protection__close_above_ema_fast_len.value}"]) if self.buy_15_protection__close_above_ema_slow.value: buy_15_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_15_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_15_protection__sma200_rising.value: buy_15_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_15_protection__sma200_rising_val.value))) if self.buy_15_protection__sma200_1h_rising.value: buy_15_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_15_protection__sma200_1h_rising_val.value))) if self.buy_15_protection__safe_dips.value: buy_15_protections.append(dataframe[f"safe_dips_{self.buy_15_protection__safe_dips_type.value}"]) if self.buy_15_protection__safe_pump.value: buy_15_protections.append(dataframe[f"safe_pump_{self.buy_15_protection__safe_pump_period.value}_{self.buy_15_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) buy_15_protections.append(dataframe['close'] > dataframe['ema_200_1h'] * self.buy_ema_rel_15.value) # Logic buy_15_logic = [] buy_15_logic.append(reduce(lambda x, y: x & y, buy_15_protections)) buy_15_logic.append(dataframe['ema_26'] > dataframe['ema_12']) buy_15_logic.append((dataframe['ema_26'] - dataframe['ema_12']) > (dataframe['open'] * self.buy_ema_open_mult_15.value)) buy_15_logic.append((dataframe['ema_26'].shift() - dataframe['ema_12'].shift()) > (dataframe['open'] / 100)) buy_15_logic.append(dataframe['rsi'] < self.buy_rsi_15.value) buy_15_logic.append(dataframe['close'] < dataframe['ema_20'] * self.buy_ma_offset_15.value) buy_15_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_15_trigger'] = reduce(lambda x, y: x & y, buy_15_logic) if self.buy_condition_15_enable.value: conditions.append(dataframe.loc[:, 'buy_15_trigger']) # Protections buy_16_protections = [True] if self.buy_16_protection__ema_fast.value: buy_16_protections.append(dataframe[f"ema_{self.buy_16_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_16_protection__ema_slow.value: buy_16_protections.append(dataframe[f"ema_{self.buy_16_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_16_protection__close_above_ema_fast.value: buy_16_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_16_protection__close_above_ema_fast_len.value}"]) if self.buy_16_protection__close_above_ema_slow.value: buy_16_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_16_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_16_protection__sma200_rising.value: buy_16_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_16_protection__sma200_rising_val.value))) if self.buy_16_protection__sma200_1h_rising.value: buy_16_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_16_protection__sma200_1h_rising_val.value))) if self.buy_16_protection__safe_dips.value: buy_16_protections.append(dataframe[f"safe_dips_{self.buy_16_protection__safe_dips_type.value}"]) if self.buy_16_protection__safe_pump.value: buy_16_protections.append(dataframe[f"safe_pump_{self.buy_16_protection__safe_pump_period.value}_{self.buy_16_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) # Logic buy_16_logic = [] buy_16_logic.append(reduce(lambda x, y: x & y, buy_16_protections)) buy_16_logic.append(dataframe['close'] < dataframe['ema_20'] * self.buy_ma_offset_16.value) buy_16_logic.append(dataframe['ewo'] > self.buy_ewo_16.value) buy_16_logic.append(dataframe['rsi'] < self.buy_rsi_16.value) buy_16_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_16_trigger'] = reduce(lambda x, y: x & y, buy_16_logic) if self.buy_condition_16_enable.value: conditions.append(dataframe.loc[:, 'buy_16_trigger']) # Protections buy_17_protections = [True] if self.buy_17_protection__ema_fast.value: buy_17_protections.append(dataframe[f"ema_{self.buy_17_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_17_protection__ema_slow.value: buy_17_protections.append(dataframe[f"ema_{self.buy_17_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_17_protection__close_above_ema_fast.value: buy_17_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_17_protection__close_above_ema_fast_len.value}"]) if self.buy_17_protection__close_above_ema_slow.value: buy_17_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_17_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_17_protection__sma200_rising.value: buy_17_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_17_protection__sma200_rising_val.value))) if self.buy_17_protection__sma200_1h_rising.value: buy_17_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_17_protection__sma200_1h_rising_val.value))) if self.buy_17_protection__safe_dips.value: buy_17_protections.append(dataframe[f"safe_dips_{self.buy_17_protection__safe_dips_type.value}"]) if self.buy_17_protection__safe_pump.value: buy_17_protections.append(dataframe[f"safe_pump_{self.buy_17_protection__safe_pump_period.value}_{self.buy_17_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) # Logic buy_17_logic = [] buy_17_logic.append(reduce(lambda x, y: x & y, buy_17_protections)) buy_17_logic.append(dataframe['close'] < dataframe['ema_20'] * self.buy_ma_offset_17.value) buy_17_logic.append(dataframe['ewo'] < self.buy_ewo_17.value) buy_17_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_17_trigger'] = reduce(lambda x, y: x & y, buy_17_logic) if self.buy_condition_17_enable.value: conditions.append(dataframe.loc[:, 'buy_17_trigger']) # Protections buy_18_protections = [True] if self.buy_18_protection__ema_fast.value: buy_18_protections.append(dataframe[f"ema_{self.buy_18_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_18_protection__ema_slow.value: buy_18_protections.append(dataframe[f"ema_{self.buy_18_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_18_protection__close_above_ema_fast.value: buy_18_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_18_protection__close_above_ema_fast_len.value}"]) if self.buy_18_protection__close_above_ema_slow.value: buy_18_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_18_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_18_protection__sma200_rising.value: buy_18_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_18_protection__sma200_rising_val.value))) if self.buy_18_protection__sma200_1h_rising.value: buy_18_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_18_protection__sma200_1h_rising_val.value))) if self.buy_18_protection__safe_dips.value: buy_18_protections.append(dataframe[f"safe_dips_{self.buy_18_protection__safe_dips_type.value}"]) if self.buy_18_protection__safe_pump.value: buy_18_protections.append(dataframe[f"safe_pump_{self.buy_18_protection__safe_pump_period.value}_{self.buy_18_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) #buy_18_protections.append(dataframe['ema_100'] > dataframe['ema_200']) buy_18_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(20)) buy_18_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(36)) # Logic buy_18_logic = [] buy_18_logic.append(reduce(lambda x, y: x & y, buy_18_protections)) buy_18_logic.append(dataframe['rsi'] < self.buy_rsi_18.value) buy_18_logic.append(dataframe['close'] < (dataframe['bb_lowerband'] * self.buy_bb_offset_18.value)) buy_18_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_18_trigger'] = reduce(lambda x, y: x & y, buy_18_logic) if self.buy_condition_18_enable.value: conditions.append(dataframe.loc[:, 'buy_18_trigger']) # Protections buy_19_protections = [True] if self.buy_19_protection__ema_fast.value: buy_19_protections.append(dataframe[f"ema_{self.buy_19_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_19_protection__ema_slow.value: buy_19_protections.append(dataframe[f"ema_{self.buy_19_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_19_protection__close_above_ema_fast.value: buy_19_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_19_protection__close_above_ema_fast_len.value}"]) if self.buy_19_protection__close_above_ema_slow.value: buy_19_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_19_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_19_protection__sma200_rising.value: buy_19_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_19_protection__sma200_rising_val.value))) if self.buy_19_protection__sma200_1h_rising.value: buy_19_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_19_protection__sma200_1h_rising_val.value))) if self.buy_19_protection__safe_dips.value: buy_19_protections.append(dataframe[f"safe_dips_{self.buy_19_protection__safe_dips_type.value}"]) if self.buy_19_protection__safe_pump.value: buy_19_protections.append(dataframe[f"safe_pump_{self.buy_19_protection__safe_pump_period.value}_{self.buy_19_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) buy_19_protections.append(dataframe['ema_50_1h'] > dataframe['ema_200_1h']) # Logic buy_19_logic = [] buy_19_logic.append(reduce(lambda x, y: x & y, buy_19_protections)) buy_19_logic.append(dataframe['close'].shift(1) > dataframe['ema_100_1h']) buy_19_logic.append(dataframe['low'] < dataframe['ema_100_1h']) buy_19_logic.append(dataframe['close'] > dataframe['ema_100_1h']) buy_19_logic.append(dataframe['rsi_1h'] > self.buy_rsi_1h_min_19.value) buy_19_logic.append(dataframe['chop'] < self.buy_chop_min_19.value) buy_19_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_19_trigger'] = reduce(lambda x, y: x & y, buy_19_logic) if self.buy_condition_19_enable.value: conditions.append(dataframe.loc[:, 'buy_19_trigger']) # Protections buy_20_protections = [True] if self.buy_20_protection__ema_fast.value: buy_20_protections.append(dataframe[f"ema_{self.buy_20_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_20_protection__ema_slow.value: buy_20_protections.append(dataframe[f"ema_{self.buy_20_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_20_protection__close_above_ema_fast.value: buy_20_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_20_protection__close_above_ema_fast_len.value}"]) if self.buy_20_protection__close_above_ema_slow.value: buy_20_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_20_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_20_protection__sma200_rising.value: buy_20_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_20_protection__sma200_rising_val.value))) if self.buy_20_protection__sma200_1h_rising.value: buy_20_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_20_protection__sma200_1h_rising_val.value))) if self.buy_20_protection__safe_dips.value: buy_20_protections.append(dataframe[f"safe_dips_{self.buy_20_protection__safe_dips_type.value}"]) if self.buy_20_protection__safe_pump.value: buy_20_protections.append(dataframe[f"safe_pump_{self.buy_20_protection__safe_pump_period.value}_{self.buy_20_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) # Logic buy_20_logic = [] buy_20_logic.append(reduce(lambda x, y: x & y, buy_20_protections)) buy_20_logic.append(dataframe['rsi'] < self.buy_rsi_20.value) buy_20_logic.append(dataframe['rsi_1h'] < self.buy_rsi_1h_20.value) buy_20_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_20_trigger'] = reduce(lambda x, y: x & y, buy_20_logic) if self.buy_condition_20_enable.value: conditions.append(dataframe.loc[:, 'buy_20_trigger']) # Protections buy_21_protections = [True] if self.buy_21_protection__ema_fast.value: buy_21_protections.append(dataframe[f"ema_{self.buy_21_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_21_protection__ema_slow.value: buy_21_protections.append(dataframe[f"ema_{self.buy_21_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_21_protection__close_above_ema_fast.value: buy_21_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_21_protection__close_above_ema_fast_len.value}"]) if self.buy_21_protection__close_above_ema_slow.value: buy_21_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_21_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_21_protection__sma200_rising.value: buy_21_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_21_protection__sma200_rising_val.value))) if self.buy_21_protection__sma200_1h_rising.value: buy_21_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_21_protection__sma200_1h_rising_val.value))) if self.buy_21_protection__safe_dips.value: buy_21_protections.append(dataframe[f"safe_dips_{self.buy_21_protection__safe_dips_type.value}"]) if self.buy_21_protection__safe_pump.value: buy_21_protections.append(dataframe[f"safe_pump_{self.buy_21_protection__safe_pump_period.value}_{self.buy_21_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) # Logic buy_21_logic = [] buy_21_logic.append(reduce(lambda x, y: x & y, buy_21_protections)) buy_21_logic.append(dataframe['rsi'] < self.buy_rsi_21.value) buy_21_logic.append(dataframe['rsi_1h'] < self.buy_rsi_1h_21.value) buy_21_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_21_trigger'] = reduce(lambda x, y: x & y, buy_21_logic) if self.buy_condition_21_enable.value: conditions.append(dataframe.loc[:, 'buy_21_trigger']) # Protections buy_22_protections = [True] if self.buy_22_protection__ema_fast.value: buy_22_protections.append(dataframe[f"ema_{self.buy_22_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_22_protection__ema_slow.value: buy_22_protections.append(dataframe[f"ema_{self.buy_22_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_22_protection__close_above_ema_fast.value: buy_22_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_22_protection__close_above_ema_fast_len.value}"]) if self.buy_22_protection__close_above_ema_slow.value: buy_22_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_22_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_22_protection__sma200_rising.value: buy_22_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_22_protection__sma200_rising_val.value))) if self.buy_22_protection__sma200_1h_rising.value: buy_22_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_22_protection__sma200_1h_rising_val.value))) if self.buy_22_protection__safe_dips.value: buy_22_protections.append(dataframe[f"safe_dips_{self.buy_22_protection__safe_dips_type.value}"]) if self.buy_22_protection__safe_pump.value: buy_22_protections.append(dataframe[f"safe_pump_{self.buy_22_protection__safe_pump_period.value}_{self.buy_22_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) buy_22_protections.append(dataframe['ema_100_1h'] > dataframe['ema_100_1h'].shift(12)) buy_22_protections.append(dataframe['ema_200_1h'] > dataframe['ema_200_1h'].shift(36)) # Logic buy_22_logic = [] buy_22_logic.append(reduce(lambda x, y: x & y, buy_22_protections)) buy_22_logic.append((dataframe['volume_mean_4'] * self.buy_volume_22.value) > dataframe['volume']) buy_22_logic.append(dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_22.value) buy_22_logic.append(dataframe['close'] < (dataframe['bb_lowerband'] * self.buy_bb_offset_22.value)) buy_22_logic.append(dataframe['ewo'] > self.buy_ewo_22.value) buy_22_logic.append(dataframe['rsi'] < self.buy_rsi_22.value) buy_22_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_22_trigger'] = reduce(lambda x, y: x & y, buy_22_logic) if self.buy_condition_22_enable.value: conditions.append(dataframe.loc[:, 'buy_22_trigger']) # Protections buy_23_protections = [True] if self.buy_23_protection__ema_fast.value: buy_23_protections.append(dataframe[f"ema_{self.buy_23_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_23_protection__ema_slow.value: buy_23_protections.append(dataframe[f"ema_{self.buy_23_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_23_protection__close_above_ema_fast.value: buy_23_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_23_protection__close_above_ema_fast_len.value}"]) if self.buy_23_protection__close_above_ema_slow.value: buy_23_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_23_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_23_protection__sma200_rising.value: buy_23_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_23_protection__sma200_rising_val.value))) if self.buy_23_protection__sma200_1h_rising.value: buy_23_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_23_protection__sma200_1h_rising_val.value))) if self.buy_23_protection__safe_dips.value: buy_23_protections.append(dataframe[f"safe_dips_{self.buy_23_protection__safe_dips_type.value}"]) if self.buy_23_protection__safe_pump.value: buy_23_protections.append(dataframe[f"safe_pump_{self.buy_23_protection__safe_pump_period.value}_{self.buy_23_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) # Logic buy_23_logic = [] buy_23_logic.append(reduce(lambda x, y: x & y, buy_23_protections)) buy_23_logic.append(dataframe['close'] < (dataframe['bb_lowerband'] * self.buy_bb_offset_23.value)) buy_23_logic.append(dataframe['ewo'] > self.buy_ewo_23.value) buy_23_logic.append(dataframe['rsi'] < self.buy_rsi_23.value) buy_23_logic.append(dataframe['rsi_1h'] < self.buy_rsi_1h_23.value) buy_23_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_23_trigger'] = reduce(lambda x, y: x & y, buy_23_logic) if self.buy_condition_23_enable.value: conditions.append(dataframe.loc[:, 'buy_23_trigger']) # Protections buy_24_protections = [True] if self.buy_24_protection__ema_fast.value: buy_24_protections.append(dataframe[f"ema_{self.buy_24_protection__ema_fast_len.value}"] > dataframe['ema_200']) if self.buy_24_protection__ema_slow.value: buy_24_protections.append(dataframe[f"ema_{self.buy_24_protection__ema_slow_len.value}_1h"] > dataframe['ema_200_1h']) if self.buy_24_protection__close_above_ema_fast.value: buy_24_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_24_protection__close_above_ema_fast_len.value}"]) if self.buy_24_protection__close_above_ema_slow.value: buy_24_protections.append(dataframe['close'] > dataframe[f"ema_{self.buy_24_protection__close_above_ema_slow_len.value}_1h"]) if self.buy_24_protection__sma200_rising.value: buy_24_protections.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(self.buy_24_protection__sma200_rising_val.value))) if self.buy_24_protection__sma200_1h_rising.value: buy_24_protections.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(self.buy_24_protection__sma200_1h_rising_val.value))) if self.buy_24_protection__safe_dips.value: buy_24_protections.append(dataframe[f"safe_dips_{self.buy_24_protection__safe_dips_type.value}"]) if self.buy_24_protection__safe_pump.value: buy_24_protections.append(dataframe[f"safe_pump_{self.buy_24_protection__safe_pump_period.value}_{self.buy_24_protection__safe_pump_type.value}_1h"]) # Non-Standard protections (add below) # Logic buy_24_logic = [] buy_24_logic.append(reduce(lambda x, y: x & y, buy_24_protections)) buy_24_logic.append(dataframe['ema_12_1h'].shift(12) < dataframe['ema_35_1h'].shift(12)) buy_24_logic.append(dataframe['ema_12_1h'].shift(12) < dataframe['ema_35_1h'].shift(12)) buy_24_logic.append(dataframe['ema_12_1h'] > dataframe['ema_35_1h']) buy_24_logic.append(dataframe['cmf_1h'].shift(12) < 0) buy_24_logic.append(dataframe['cmf_1h'] > 0) buy_24_logic.append(dataframe['rsi'] < self.buy_24_rsi_max.value) buy_24_logic.append(dataframe['rsi_1h'] > self.buy_24_rsi_1h_min.value) buy_24_logic.append(dataframe['volume'] > 0) # Populate dataframe.loc[:, 'buy_24_trigger'] = reduce(lambda x, y: x & y, buy_24_logic) if self.buy_condition_24_enable.value: conditions.append(dataframe.loc[:, 'buy_24_trigger']) if conditions: dataframe.loc[ reduce(lambda x, y: x | y, conditions), 'buy' ] = 1 return dataframe ## more going on here def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] conditions.append( ( self.sell_condition_1_enable.value & (dataframe['rsi'] > self.sell_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.sell_condition_2_enable.value & (dataframe['rsi'] > self.sell_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.sell_condition_3_enable.value & (dataframe['rsi'] > self.sell_rsi_main_3.value) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.sell_condition_4_enable.value & (dataframe['rsi'] > self.sell_dual_rsi_rsi_4.value) & (dataframe['rsi_1h'] > self.sell_dual_rsi_rsi_1h_4.value) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.sell_condition_6_enable.value & (dataframe['close'] < dataframe['ema_200']) & (dataframe['close'] > dataframe['ema_50']) & (dataframe['rsi'] > self.sell_rsi_under_6.value) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.sell_condition_7_enable.value & (dataframe['rsi_1h'] > self.sell_rsi_1h_7.value) & qtpylib.crossed_below(dataframe['ema_12'], dataframe['ema_26']) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.sell_condition_8_enable.value & (dataframe['close'] > dataframe['bb_upperband_1h'] * self.sell_bb_relative_8.value) & (dataframe['volume'] > 0) ) ) if conditions: dataframe.loc[ reduce(lambda x, y: x | y, conditions), 'sell' ] = 1 dataframe.loc[ ( ( ## close ALWAYS needs to be higher than the heiken high at 5m (dataframe['close'] > dataframe['Smooth_HA_H']) & ## Hansen's HA EMA at informative timeframe (dataframe['emac_1h'] > dataframe['emao_1h']) ) & ( ## try to find oversold regions with a corresponding BB expansion ( (dataframe['bbw_expansion'] == 1) & ( (dataframe['mfi'] > 80) | (dataframe['dmi_plus'] > 30) ) ) ## volume sanity checks & (dataframe['vfi'] > 0.0) & (dataframe['volume'] > 0) ) ), 'sell'] = 1 return dataframe """ Everything from here completely stolen from the godly work of @werkkrew Custom Stoploss """ def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float: trade_dur = int((current_time.timestamp() - trade.open_date_utc.timestamp()) // 60) if self.config['runmode'].value in ('live', 'dry_run'): dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe) sroc = dataframe['sroc'].iat[-1] # If in backtest or hyperopt, get the indicator values out of the trades dict (Thanks @JoeSchr!) else: sroc = self.custom_trade_info[trade.pair]['sroc'].loc[current_time]['sroc'] if current_profit < self.cstp_threshold.value: if self.cstp_bail_how.value == 'roc' or self.cstp_bail_how.value == 'any': # Dynamic bailout based on rate of change if (sroc/100) <= self.cstp_bail_roc.value: return 0.001 if self.cstp_bail_how.value == 'time' or self.cstp_bail_how.value == 'any': # Dynamic bailout based on time if trade_dur > self.cstp_bail_time.value: return 0.001 return 1 """ Freqtrade ROI Overload for dynamic ROI functionality """ def min_roi_reached_dynamic(self, trade: Trade, current_profit: float, current_time: datetime, trade_dur: int) -> Tuple[Optional[int], Optional[float]]: minimal_roi = self.minimal_roi _, table_roi = self.min_roi_reached_entry(trade_dur) # see if we have the data we need to do this, otherwise fall back to the standard table if self.custom_trade_info and trade and trade.pair in self.custom_trade_info: if self.config['runmode'].value in ('live', 'dry_run'): dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=trade.pair, timeframe=self.timeframe) rmi_trend = dataframe['rmi-up-trend'].iat[-1] candle_trend = dataframe['candle-up-trend'].iat[-1] ssl_dir = dataframe['ssl-dir'].iat[-1] # If in backtest or hyperopt, get the indicator values out of the trades dict (Thanks @JoeSchr!) else: rmi_trend = self.custom_trade_info[trade.pair]['rmi-up-trend'].loc[current_time]['rmi-up-trend'] candle_trend = self.custom_trade_info[trade.pair]['candle-up-trend'].loc[current_time]['candle-up-trend'] ssl_dir = self.custom_trade_info[trade.pair]['ssl-dir'].loc[current_time]['ssl-dir'] min_roi = table_roi max_profit = trade.calc_profit_ratio(trade.max_rate) pullback_value = (max_profit - self.droi_pullback_amount.value) in_trend = False if self.droi_trend_type.value == 'rmi' or self.droi_trend_type.value == 'any': if rmi_trend == 1: in_trend = True if self.droi_trend_type.value == 'ssl' or self.droi_trend_type.value == 'any': if ssl_dir == 'up': in_trend = True if self.droi_trend_type.value == 'candle' or self.droi_trend_type.value == 'any': if candle_trend == 1: in_trend = True # Force the ROI value high if in trend if (in_trend == True): min_roi = 100 # If pullback is enabled, allow to sell if a pullback from peak has happened regardless of trend if self.droi_pullback.value == True and (current_profit < pullback_value): if self.droi_pullback_respect_table.value == True: min_roi = table_roi else: min_roi = current_profit / 2 else: min_roi = table_roi return trade_dur, min_roi # Change here to allow loading of the dynamic_roi settings def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool: trade_dur = int((current_time.timestamp() - trade.open_date_utc.timestamp()) // 60) if self.use_dynamic_roi: _, roi = self.min_roi_reached_dynamic(trade, current_profit, current_time, trade_dur) else: _, roi = self.min_roi_reached_entry(trade_dur) if roi is None: return False else: return current_profit > roi # Get the current price from the exchange (or local cache) def get_current_price(self, pair: str, refresh: bool) -> float: if not refresh: rate = self.custom_current_price_cache.get(pair) # Check if cache has been invalidated if rate: return rate ask_strategy = self.config.get('ask_strategy', {}) if ask_strategy.get('use_order_book', False): ob = self.dp.orderbook(pair, 1) rate = ob[f"{ask_strategy['price_side']}s"][0][0] else: ticker = self.dp.ticker(pair) rate = ticker['last'] self.custom_current_price_cache[pair] = rate return rate """ Stripped down version from Schism, meant only to update the price data a bit more frequently than the default instead of getting all sorts of trade information """ def populate_trades(self, pair: str) -> dict: # Initialize the trades dict if it doesn't exist, persist it otherwise if not pair in self.custom_trade_info: self.custom_trade_info[pair] = {} # init the temp dicts and set the trade stuff to false trade_data = {} trade_data['active_trade'] = False # active trade stuff only works in live and dry, not backtest if self.config['runmode'].value in ('live', 'dry_run'): # find out if we have an open trade for this pair active_trade = Trade.get_trades([Trade.pair == pair, Trade.is_open.is_(True),]).all() # if so, get some information if active_trade: # get current price and update the min/max rate current_rate = self.get_current_price(pair, True) active_trade[0].adjust_min_max_rates(current_rate) return trade_data # nested hyperopt class class HyperOpt: # defining as dummy, so that no error is thrown about missing # sell indicator space when hyperopting for all spaces @staticmethod def indicator_space() -> List[Dimension]: return [] ## goddamnit def RMI(dataframe, *, length=20, mom=5): """ Source: https://github.com/freqtrade/technical/blob/master/technical/indicators/indicators.py#L912 """ df = dataframe.copy() df['maxup'] = (df['close'] - df['close'].shift(mom)).clip(lower=0) df['maxdown'] = (df['close'].shift(mom) - df['close']).clip(lower=0) df.fillna(0, inplace=True) df["emaInc"] = ta.EMA(df, price='maxup', timeperiod=length) df["emaDec"] = ta.EMA(df, price='maxdown', timeperiod=length) df['RMI'] = np.where(df['emaDec'] == 0, 0, 100 - 100 / (1 + df["emaInc"] / df["emaDec"])) return df["RMI"] def SSLChannels_ATR(dataframe, length=7): """ SSL Channels with ATR: https://www.tradingview.com/script/SKHqWzql-SSL-ATR-channel/ Credit to @JimmyNixx for python """ df = dataframe.copy() df['ATR'] = ta.ATR(df, timeperiod=14) df['smaHigh'] = df['high'].rolling(length).mean() + df['ATR'] df['smaLow'] = df['low'].rolling(length).mean() - df['ATR'] df['hlv'] = np.where(df['close'] > df['smaHigh'], 1, np.where(df['close'] < df['smaLow'], -1, np.nan)) df['hlv'] = df['hlv'].ffill() df['sslDown'] = np.where(df['hlv'] < 0, df['smaHigh'], df['smaLow']) df['sslUp'] = np.where(df['hlv'] < 0, df['smaLow'], df['smaHigh']) return df['sslDown'], df['sslUp'] def SROC(dataframe, roclen=21, emalen=13, smooth=21): df = dataframe.copy() roc = ta.ROC(df, timeperiod=roclen) ema = ta.EMA(df, timeperiod=emalen) sroc = ta.ROC(ema, timeperiod=smooth) return sroc # Elliot Wave Oscillator def EWO(dataframe, sma1_length=5, sma2_length=35): df = dataframe.copy() sma1 = ta.EMA(df, timeperiod=sma1_length) sma2 = ta.EMA(df, timeperiod=sma2_length) smadif = (sma1 - sma2) / df['close'] * 100 return smadif # Chaikin Money Flow def chaikin_money_flow(dataframe, n=20, fillna=False): """Chaikin Money Flow (CMF) It measures the amount of Money Flow Volume over a specific period. http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:chaikin_money_flow_cmf Args: dataframe(pandas.Dataframe): dataframe containing ohlcv n(int): n period. fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. """ df = dataframe.copy() mfv = ((df['close'] - df['low']) - (df['high'] - df['close'])) / (df['high'] - df['low']) mfv = mfv.fillna(0.0) # float division by zero mfv *= df['volume'] cmf = (mfv.rolling(n, min_periods=0).sum() / df['volume'].rolling(n, min_periods=0).sum()) if fillna: cmf = cmf.replace([np.inf, -np.inf], np.nan).fillna(0) return Series(cmf, name='cmf')