# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATEGIE : ADOSCTrailing # CATEGORIE : Trend+Volume — ADOSC + ATR Trailing Stop # ══════════════════════════════════════════════════════════════ # # LOGIQUE : # L'ADOSC (Accumulation/Distribution Oscillator) mesure la pression # acheteuse/vendeuse via le flux de volume. Quand il est positif ET # croissant, les institutionnels accumulent. # 1. ADOSC positif ET croissant + prix > EMA(50) → long # 2. Sortie : ATR trailing stop (multiplicateur configurable) # SOURCE : PyQuantLab — +65.8% annualise sur ETH # ══════════════════════════════════════════════════════════════ import sys from pathlib import Path from pandas import DataFrame from freqtrade.strategy import IStrategy, IntParameter 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 ADOSCTrailing(IStrategy): INTERFACE_VERSION = 3 can_short = False timeframe = "4h" startup_candle_count = 80 minimal_roi = {"0": 0.15, "240": 0.08, "720": 0.04, "1440": 0.02} stoploss = -0.08 trailing_stop = True trailing_stop_positive = 0.02 trailing_stop_positive_offset = 0.04 trailing_only_offset_is_reached = True # ── Buy params ── adosc_fast = IntParameter(2, 5, default=3, space="buy") adosc_slow = IntParameter(8, 15, default=10, space="buy") ema_period = IntParameter(30, 80, default=50, space="buy") adosc_lookback = IntParameter(1, 5, default=1, space="buy") # ── Sell params ── atr_period = IntParameter(10, 25, default=14, space="sell") atr_mult = IntParameter(25, 50, default=35, space="sell") # /10 → 2.5 a 5.0 _logger = None _notifier = None def __getstate__(self): state = self.__dict__.copy() state["_logger"] = None state["_notifier"] = None return state def __setstate__(self, state): self.__dict__.update(state) def _init_utils(self) -> None: if self._logger is None: self._logger = TradeLogger(strategy_name="ADOSCTrailing") self._notifier = TelegramNotifier() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() # EMA pour toutes les valeurs for ema_p in range(self.ema_period.low, self.ema_period.high + 1): dataframe = CommonIndicators.add_ema(dataframe, period=ema_p) # ATR pour toutes les valeurs for atr_p in range(self.atr_period.low, self.atr_period.high + 1): dataframe = CommonIndicators.add_atr(dataframe, period=atr_p) # ADOSC pour toutes les combinaisons fast/slow for fast in range(self.adosc_fast.low, self.adosc_fast.high + 1): for slow in range(self.adosc_slow.low, self.adosc_slow.high + 1): dataframe = CommonIndicators.add_adosc(dataframe, fast=fast, slow=slow) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: adosc_col = f"adosc_{self.adosc_fast.value}_{self.adosc_slow.value}" ema_col = f"ema_{self.ema_period.value}" lb = self.adosc_lookback.value conditions = ( (dataframe[adosc_col] > 0) & (dataframe[adosc_col] > dataframe[adosc_col].shift(lb)) & (dataframe["close"] > dataframe[ema_col]) & (dataframe["volume"] > 0) ) dataframe.loc[conditions, "enter_long"] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: adosc_col = f"adosc_{self.adosc_fast.value}_{self.adosc_slow.value}" # Sortie quand ADOSC devient negatif conditions = ( dataframe[adosc_col] < 0 ) dataframe.loc[conditions, "exit_long"] = 1 return dataframe