# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATÉGIE : TRIXMomentum # CATÉGORIE : Momentum — Triple EMA Rate of Change # ══════════════════════════════════════════════════════════════ # # LOGIQUE : # TRIX est le taux de changement d'une triple EMA, filtrant # efficacement le bruit du marché. # 1. TRIX > 0 + croisement au-dessus de la ligne signal → momentum # 2. Close > EMA50 → confirmation de tendance # 3. Sortie : TRIX < signal OU TRIX < 0 # ══════════════════════════════════════════════════════════════ 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 TRIXMomentum(IStrategy): INTERFACE_VERSION = 3 can_short = False timeframe = "1h" startup_candle_count = 100 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 ── trix_period = IntParameter(10, 20, default=15, space="buy") signal_period = IntParameter(5, 15, default=9, space="buy") ema_period = IntParameter(30, 70, default=50, 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") _logger = None _notifier = None def _init_utils(self) -> None: if self._logger is None: self._logger = TradeLogger(strategy_name="TRIXMomentum") self._notifier = TelegramNotifier() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() # Pre-calc EMA pour TOUTES les valeurs possibles (hyperopt-safe) for ema_p in range(self.ema_period.low, self.ema_period.high + 1): dataframe = CommonIndicators.add_ema(dataframe, period=ema_p) # Pre-calc 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) # Pre-calc TRIX pour TOUTES les valeurs de trix_period for trix_p in range(self.trix_period.low, self.trix_period.high + 1): ema1 = dataframe["close"].ewm(span=trix_p, adjust=False).mean() ema2 = ema1.ewm(span=trix_p, adjust=False).mean() ema3 = ema2.ewm(span=trix_p, adjust=False).mean() dataframe[f"trix_{trix_p}"] = 100 * (ema3 - ema3.shift(1)) / ema3.shift(1) # Pre-calc signal line pour TOUTES les combos trix_period x signal_period for sig_p in range(self.signal_period.low, self.signal_period.high + 1): dataframe[f"trix_signal_{trix_p}_{sig_p}"] = ( dataframe[f"trix_{trix_p}"].ewm(span=sig_p, adjust=False).mean() ) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: ema_col = f"ema_{self.ema_period.value}" vol_col = f"volume_ratio_{self.volume_period.value}" trix_col = f"trix_{self.trix_period.value}" trix_sig_col = f"trix_signal_{self.trix_period.value}_{self.signal_period.value}" # TRIX > 0 + TRIX crosses above signal + close > EMA conditions = ( (dataframe[trix_col] > 0) & (dataframe[trix_col] > dataframe[trix_sig_col]) & (dataframe[trix_col].shift(1) <= dataframe[trix_sig_col].shift(1)) & (dataframe["close"] > dataframe[ema_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: trix_col = f"trix_{self.trix_period.value}" trix_sig_col = f"trix_signal_{self.trix_period.value}_{self.signal_period.value}" # TRIX < signal OR TRIX < 0 conditions = ( (dataframe[trix_col] < dataframe[trix_sig_col]) | (dataframe[trix_col] < 0) ) dataframe.loc[conditions, "exit_long"] = 1 return dataframe