# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATEGIE : AwesomeOscillator # CATEGORIE : Momentum — Awesome Oscillator (Bill Williams) # ══════════════════════════════════════════════════════════════ # # LOGIQUE : # AO = SMA(5, median price) - SMA(34, median price) # Signaux d'entree : # 1. Twin Peaks : 2 creux sous zero, le 2e plus haut + bar vert → long # 2. Zero-Line Cross : AO passe de negatif a positif → long # Sortie : AO repasse sous zero ou divergence baissiere # SOURCE : Bill Williams — Trading Chaos # ══════════════════════════════════════════════════════════════ import sys from pathlib import Path import numpy as np 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 AwesomeOscillator(IStrategy): INTERFACE_VERSION = 3 can_short = False timeframe = "4h" startup_candle_count = 80 minimal_roi = {"0": 0.10, "120": 0.05, "360": 0.03, "720": 0.01} stoploss = -0.06 trailing_stop = True trailing_stop_positive = 0.02 trailing_stop_positive_offset = 0.03 trailing_only_offset_is_reached = True # ── Buy params ── ao_fast = IntParameter(3, 8, default=5, space="buy") ao_slow = IntParameter(25, 45, default=34, space="buy") twin_peak_lookback = IntParameter(5, 20, default=10, space="buy") # ── Sell params ── # Sortie sur AO < 0 ou trailing stop _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="AwesomeOscillator") self._notifier = TelegramNotifier() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() # Median price dataframe["median_price"] = (dataframe["high"] + dataframe["low"]) / 2 # AO pour toutes les combinaisons fast/slow for fast in range(self.ao_fast.low, self.ao_fast.high + 1): for slow in range(self.ao_slow.low, self.ao_slow.high + 1): sma_fast = dataframe["median_price"].rolling(window=fast).mean() sma_slow = dataframe["median_price"].rolling(window=slow).mean() dataframe[f"ao_{fast}_{slow}"] = sma_fast - sma_slow return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: ao_col = f"ao_{self.ao_fast.value}_{self.ao_slow.value}" lb = self.twin_peak_lookback.value # Signal 1 : Zero-line cross (AO passe de negatif a positif) zero_cross = ( (dataframe[ao_col] > 0) & (dataframe[ao_col].shift(1) <= 0) ) # Signal 2 : Twin Peaks sous zero # 2e creux > 1er creux + bar vert (AO montant) ao_min_prev = dataframe[ao_col].rolling(window=lb).min().shift(1) twin_peaks = ( (dataframe[ao_col] < 0) & (dataframe[ao_col] > dataframe[ao_col].shift(1)) # Bar vert & (dataframe[ao_col].shift(1) < dataframe[ao_col].shift(2)) # Etait un creux & (dataframe[ao_col].shift(1) > ao_min_prev) # 2e creux plus haut ) dataframe.loc[(zero_cross | twin_peaks) & (dataframe["volume"] > 0), "enter_long"] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: ao_col = f"ao_{self.ao_fast.value}_{self.ao_slow.value}" # Sortie : AO repasse sous zero conditions = ( (dataframe[ao_col] < 0) & (dataframe[ao_col].shift(1) >= 0) ) dataframe.loc[conditions, "exit_long"] = 1 return dataframe