# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATÉGIE : CCITrend # CATÉGORIE : Momentum — CCI Trend Following # ══════════════════════════════════════════════════════════════ # # LOGIQUE : # CCI (Commodity Channel Index) mesure la déviation du prix # par rapport à sa moyenne statistique. # 1. CCI croise au-dessus de +100 → momentum haussier fort # 2. Close > EMA50 → confirmation de tendance # 3. Sortie : CCI < 0 OU close < EMA20 # ══════════════════════════════════════════════════════════════ import sys from pathlib import Path import numpy as np 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 CCITrend(IStrategy): INTERFACE_VERSION = 3 can_short = False timeframe = "1h" startup_candle_count = 80 minimal_roi = {"0": 0.08, "120": 0.04, "360": 0.02, "720": 0.01} stoploss = -0.05 trailing_stop = True trailing_stop_positive = 0.015 trailing_stop_positive_offset = 0.025 trailing_only_offset_is_reached = True # ── Buy params ── cci_period = IntParameter(10, 30, default=14, space="buy") ema_fast = IntParameter(15, 30, default=20, space="buy") ema_slow = IntParameter(40, 70, default=50, space="buy") cci_entry = IntParameter(50, 150, default=100, space="buy") volume_period = IntParameter(10, 50, default=20, space="buy") volume_mult = DecimalParameter(0.5, 2.0, default=1.0, decimals=1, space="buy") # ── Sell params ── cci_exit = IntParameter(-50, 50, default=0, space="sell") _logger = None _notifier = None def _init_utils(self) -> None: if self._logger is None: self._logger = TradeLogger(strategy_name="CCITrend") self._notifier = TelegramNotifier() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() dataframe = CommonIndicators.add_ema(dataframe, period=self.ema_fast.value) dataframe = CommonIndicators.add_ema(dataframe, period=self.ema_slow.value) dataframe = CommonIndicators.add_volume_sma(dataframe, period=self.volume_period.value) # CCI calc: (typical_price - SMA(typical_price)) / (0.015 * mean_deviation) period = self.cci_period.value typical_price = (dataframe["high"] + dataframe["low"] + dataframe["close"]) / 3 sma_tp = typical_price.rolling(window=period).mean() mean_dev = typical_price.rolling(window=period).apply( lambda x: np.mean(np.abs(x - np.mean(x))), raw=True ) dataframe["cci"] = (typical_price - sma_tp) / (0.015 * mean_dev) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: ema_slow_col = f"ema_{self.ema_slow.value}" vol_col = f"volume_ratio_{self.volume_period.value}" conditions = ( (dataframe["cci"] > self.cci_entry.value) & (dataframe["cci"].shift(1) <= self.cci_entry.value) & (dataframe["close"] > dataframe[ema_slow_col]) & (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: ema_fast_col = f"ema_{self.ema_fast.value}" conditions = ( (dataframe["cci"] < self.cci_exit.value) | (dataframe["close"] < dataframe[ema_fast_col]) ) dataframe.loc[conditions, "exit_long"] = 1 return dataframe