# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATÉGIE : AroonCrossover # CATÉGORIE : Nouvelle — Trend Detection via Aroon Indicator # ══════════════════════════════════════════════════════════════ # # LOGIQUE : # 1. Aroon Up > seuil minimum (tendance haussière forte) # 2. Aroon Up > Aroon Down (les bulls dominent) # 3. Aroon Up vient de croiser au-dessus de Aroon Down (crossover frais) # 4. Close > EMA (confirmation de tendance) # 5. RSI entre rsi_min et rsi_max (ni survendu ni suracheté) # 6. Volume > multiplicateur * moyenne # 7. Sortie : Aroon Down > Aroon Up OU Aroon Up < 50 OU RSI > seuil exit # ══════════════════════════════════════════════════════════════ import sys from pathlib import Path import pandas_ta as ta from pandas import DataFrame from freqtrade.strategy import IStrategy, IntParameter, DecimalParameter sys.path.insert(0, str(Path(__file__).resolve().parent.parent.parent)) from utils.indicators import CommonIndicators from utils.logging_utils import TradeLogger from utils.telegram_notifier import TelegramNotifier class AroonCrossover(IStrategy): INTERFACE_VERSION = 3 can_short = False timeframe = "4h" startup_candle_count = 100 minimal_roi = {"0": 0.10, "480": 0.05, "1440": 0.02} stoploss = -0.06 trailing_stop = True trailing_stop_positive = 0.02 trailing_stop_positive_offset = 0.04 trailing_only_offset_is_reached = True # ── Buy params ── aroon_period = IntParameter(10, 30, default=14, space="buy") aroon_up_min = IntParameter(50, 90, default=70, space="buy") ema_period = IntParameter(20, 60, default=50, space="buy") rsi_period = IntParameter(7, 21, default=14, space="buy") rsi_min = IntParameter(30, 50, default=35, space="buy") rsi_max = IntParameter(60, 80, default=70, space="buy") volume_period = IntParameter(10, 50, default=20, space="buy") volume_mult = DecimalParameter(0.8, 3.0, default=1.0, decimals=1, space="buy") # ── Sell params ── rsi_exit = IntParameter(65, 85, default=75, space="sell") _logger = None _notifier = None def _init_utils(self) -> None: if self._logger is None: self._logger = TradeLogger(strategy_name="AroonCrossover") self._notifier = TelegramNotifier() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() # Pre-calculer Aroon pour TOUTES les valeurs possibles (hyperopt-safe) for p in range(self.aroon_period.low, self.aroon_period.high + 1): aroon_result = ta.aroon(dataframe["high"], dataframe["low"], length=p) dataframe[f"aroon_up_{p}"] = aroon_result[f"AROONU_{p}"] dataframe[f"aroon_down_{p}"] = aroon_result[f"AROOND_{p}"] # EMA pour toutes les valeurs possibles for p in range(self.ema_period.low, self.ema_period.high + 1): dataframe = CommonIndicators.add_ema(dataframe, period=p) # RSI pour toutes les valeurs possibles for rsi_p in range(self.rsi_period.low, self.rsi_period.high + 1): dataframe = CommonIndicators.add_rsi(dataframe, period=rsi_p) # Volume SMA pour toutes les valeurs possibles for vol_p in range(self.volume_period.low, self.volume_period.high + 1): dataframe = CommonIndicators.add_volume_sma(dataframe, period=vol_p) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: aroon_up = f"aroon_up_{self.aroon_period.value}" aroon_down = f"aroon_down_{self.aroon_period.value}" ema_col = f"ema_{self.ema_period.value}" rsi_col = f"rsi_{self.rsi_period.value}" vol_col = f"volume_ratio_{self.volume_period.value}" conditions = ( (dataframe[aroon_up] > self.aroon_up_min.value) & (dataframe[aroon_up] > dataframe[aroon_down]) & (dataframe[aroon_up].shift(1) <= dataframe[aroon_down].shift(1)) # crossover frais & (dataframe["close"] > dataframe[ema_col]) & (dataframe[rsi_col] > self.rsi_min.value) & (dataframe[rsi_col] < self.rsi_max.value) & (dataframe[vol_col] > self.volume_mult.value) & (dataframe["volume"] > 0) ) dataframe.loc[conditions, "enter_long"] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: aroon_up = f"aroon_up_{self.aroon_period.value}" aroon_down = f"aroon_down_{self.aroon_period.value}" rsi_col = f"rsi_{self.rsi_period.value}" conditions = ( (dataframe[aroon_down] > dataframe[aroon_up]) | (dataframe[aroon_up] < 50) | (dataframe[rsi_col] > self.rsi_exit.value) ) dataframe.loc[conditions, "exit_long"] = 1 return dataframe