# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATÉGIE : EMATripleCross # CATÉGORIE : Nouvelle — Trend Following Conservative # ══════════════════════════════════════════════════════════════ # # LOGIQUE : # 1. EMA fast > EMA mid > EMA slow (alignement haussier) # 2. EMA fast vient de croiser au-dessus de EMA mid # 3. RSI entre 40 et 70 (ni survendu ni suracheté) # 4. Volume > multiplicateur * moyenne # 5. Sortie : EMA fast < EMA mid OU RSI > seuil exit # ══════════════════════════════════════════════════════════════ import sys from pathlib import Path 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 EMATripleCross(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 = -0.05 trailing_stop = True trailing_stop_positive = 0.02 trailing_stop_positive_offset = 0.04 trailing_only_offset_is_reached = True # ── Buy params ── ema_fast = IntParameter(5, 15, default=9, space="buy") ema_mid = IntParameter(15, 35, default=21, space="buy") ema_slow = IntParameter(40, 80, default=50, space="buy") rsi_period = IntParameter(7, 30, default=14, space="buy") rsi_min = IntParameter(30, 50, default=40, 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=1.2, 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="EMATripleCross") self._notifier = TelegramNotifier() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() # Pre-calculer EMA pour TOUTES les valeurs possibles (hyperopt-safe) all_ema_periods = set( list(range(self.ema_fast.low, self.ema_fast.high + 1)) + list(range(self.ema_mid.low, self.ema_mid.high + 1)) + list(range(self.ema_slow.low, self.ema_slow.high + 1)) ) for p in all_ema_periods: dataframe = CommonIndicators.add_ema(dataframe, period=p) for rsi_p in range(self.rsi_period.low, self.rsi_period.high + 1): dataframe = CommonIndicators.add_rsi(dataframe, period=rsi_p) 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: ema_f = f"ema_{self.ema_fast.value}" ema_m = f"ema_{self.ema_mid.value}" ema_s = f"ema_{self.ema_slow.value}" rsi_col = f"rsi_{self.rsi_period.value}" vol_col = f"volume_ratio_{self.volume_period.value}" conditions = ( (dataframe[ema_f] > dataframe[ema_m]) & (dataframe[ema_m] > dataframe[ema_s]) & (dataframe[ema_f].shift(1) <= dataframe[ema_m].shift(1)) # crossover frais & (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: ema_f = f"ema_{self.ema_fast.value}" ema_m = f"ema_{self.ema_mid.value}" rsi_col = f"rsi_{self.rsi_period.value}" conditions = ( (dataframe[ema_f] < dataframe[ema_m]) | (dataframe[rsi_col] > self.rsi_exit.value) ) dataframe.loc[conditions, "exit_long"] = 1 return dataframe