# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement # flake8: noqa: F401 # isort: skip_file # --- Do not remove these imports --- import numpy as np import pandas as pd from datetime import datetime, timedelta, timezone from pandas import DataFrame from typing import Optional, Union from freqtrade.strategy import ( IStrategy, Trade, Order, PairLocks, informative, BooleanParameter, CategoricalParameter, DecimalParameter, IntParameter, RealParameter, timeframe_to_minutes, timeframe_to_next_date, timeframe_to_prev_date, merge_informative_pair, stoploss_from_absolute, stoploss_from_open, ) # -------------------------------- import talib.abstract as ta from technical import qtpylib class BtcEma9_21Scalp(IStrategy): """ Classic 9/21 EMA Crossover Scalping Strategy for BTC Futures. Entry: EMA9 crosses EMA21, confirmed by RSI momentum and ADX trend strength. Exit: Opposite EMA crossover, trailing stop, or ROI target. Designed for 5m timeframe, futures (long + short). """ INTERFACE_VERSION = 3 can_short: bool = True # --- Minimal ROI --- # Scalping: quick exits at modest profit targets minimal_roi = { "30": 0.01, # 1% after 30 min "15": 0.02, # 2% after 15 min "0": 0.03, # 3% immediately } # --- Stoploss --- stoploss = -0.02 # -2% # --- Trailing Stop --- trailing_stop = True trailing_stop_positive = 0.005 # Trail at 0.5% once offset is reached trailing_stop_positive_offset = 0.01 # Activate after 1% profit trailing_only_offset_is_reached = True # --- Timeframe --- timeframe = "5m" # --- General settings --- process_only_new_candles = True use_exit_signal = True exit_profit_only = False ignore_roi_if_entry_signal = False # --- Hyperoptable Parameters --- # EMA periods ema_fast_period = IntParameter(5, 15, default=9, space="buy", optimize=True, load=True) ema_slow_period = IntParameter(15, 30, default=21, space="buy", optimize=True, load=True) # RSI thresholds rsi_long_min = IntParameter(40, 60, default=50, space="buy", optimize=True, load=True) rsi_short_max = IntParameter(40, 60, default=50, space="sell", optimize=True, load=True) # ADX threshold adx_threshold = IntParameter(15, 35, default=25, space="buy", optimize=True, load=True) # Startup candles: need enough for the longest indicator (ADX uses 14 period internally) startup_candle_count: int = 30 # --- Order types --- order_types = { "entry": "limit", "exit": "limit", "stoploss": "market", "stoploss_on_exchange": False, } order_time_in_force = {"entry": "GTC", "exit": "GTC"} # --- Plot config for FreqUI --- plot_config = { "main_plot": { "ema_fast": {"color": "blue"}, "ema_slow": {"color": "orange"}, }, "subplots": { "RSI": { "rsi": {"color": "red"}, }, "ADX": { "adx": {"color": "purple"}, }, }, } def informative_pairs(self): return [] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # EMA - Fast and Slow dataframe["ema_fast"] = ta.EMA(dataframe, timeperiod=self.ema_fast_period.value) dataframe["ema_slow"] = ta.EMA(dataframe, timeperiod=self.ema_slow_period.value) # RSI dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14) # ADX - trend strength dataframe["adx"] = ta.ADX(dataframe, timeperiod=14) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # --- Long Entry --- # EMA9 crosses above EMA21 + RSI confirms upward momentum + ADX shows trend dataframe.loc[ ( (qtpylib.crossed_above(dataframe["ema_fast"], dataframe["ema_slow"])) & (dataframe["rsi"] > self.rsi_long_min.value) & (dataframe["adx"] > self.adx_threshold.value) & (dataframe["volume"] > 0) ), "enter_long", ] = 1 # --- Short Entry --- # EMA9 crosses below EMA21 + RSI confirms downward momentum + ADX shows trend dataframe.loc[ ( (qtpylib.crossed_below(dataframe["ema_fast"], dataframe["ema_slow"])) & (dataframe["rsi"] < self.rsi_short_max.value) & (dataframe["adx"] > self.adx_threshold.value) & (dataframe["volume"] > 0) ), "enter_short", ] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # --- Exit Long --- # Opposite crossover: EMA9 crosses below EMA21 dataframe.loc[ ( (qtpylib.crossed_below(dataframe["ema_fast"], dataframe["ema_slow"])) & (dataframe["volume"] > 0) ), "exit_long", ] = 1 # --- Exit Short --- # Opposite crossover: EMA9 crosses above EMA21 dataframe.loc[ ( (qtpylib.crossed_above(dataframe["ema_fast"], dataframe["ema_slow"])) & (dataframe["volume"] > 0) ), "exit_short", ] = 1 return dataframe