# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATEGIE : ChoppinessBreakout # CATEGORIE : Breakout — Choppiness Index Trend Filter # ══════════════════════════════════════════════════════════════ # # LOGIQUE : # 1. Choppiness < threshold (marche en tendance, pas choppy) # 2. Close > breakout_high (cassure haussiere) # 3. Volume > volume_sma (confirmation volume) # 4. Close > EMA filter (tendance globale) # 5. Sortie : choppiness > exit_threshold OU close < breakout_low # ══════════════════════════════════════════════════════════════ 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 ChoppinessBreakout(IStrategy): INTERFACE_VERSION = 3 can_short = False timeframe = "4h" startup_candle_count = 80 minimal_roi = {"0": 0.10, "240": 0.05, "720": 0.03, "1440": 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 ── chop_period = IntParameter(10, 20, default=14, space="buy") chop_threshold = IntParameter(30, 45, default=38, space="buy") breakout_period = IntParameter(15, 30, default=20, space="buy") ema_filter = IntParameter(30, 60, default=50, space="buy") # ── Sell params ── chop_exit = IntParameter(55, 70, default=62, space="sell") _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="ChoppinessBreakout") self._notifier = TelegramNotifier() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() # Choppiness Index pour toutes les valeurs de chop_period for p in range(self.chop_period.low, self.chop_period.high + 1): dataframe = CommonIndicators.add_choppiness(dataframe, period=p) # Breakout levels pour toutes les valeurs de breakout_period for p in range(self.breakout_period.low, self.breakout_period.high + 1): dataframe = CommonIndicators.add_breakout_levels(dataframe, period=p) # EMA filter pour toutes les valeurs for p in range(self.ema_filter.low, self.ema_filter.high + 1): dataframe = CommonIndicators.add_ema(dataframe, period=p) # Volume SMA dataframe = CommonIndicators.add_volume_sma(dataframe, period=20) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: chop_col = f"choppiness_{self.chop_period.value}" bo_high = f"breakout_high_{self.breakout_period.value}" ema_col = f"ema_{self.ema_filter.value}" conditions = ( (dataframe[chop_col] < self.chop_threshold.value) & (dataframe["close"] > dataframe[bo_high].shift(1)) & (dataframe["volume"] > dataframe["volume_sma_20"]) & (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: chop_col = f"choppiness_{self.chop_period.value}" bo_low = f"breakout_low_{self.breakout_period.value}" conditions = ( (dataframe[chop_col] > self.chop_exit.value) | (dataframe["close"] < dataframe[bo_low].shift(1)) ) dataframe.loc[conditions, "exit_long"] = 1 return dataframe