# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATEGIE : DMICrossover # CATEGORIE : Trend — +DI/-DI Crossover with ADX Filter # ══════════════════════════════════════════════════════════════ # # LOGIQUE : # 1. +DI croise au-dessus de -DI (momentum haussier) # 2. ADX > threshold (tendance forte) # 3. Bougie verte + volume > 0 # 4. Sortie : +DI croise sous -DI OU ADX < threshold # ══════════════════════════════════════════════════════════════ 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 DMICrossover(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 ── dmi_period = IntParameter(10, 20, default=14, space="buy") adx_threshold = IntParameter(20, 35, default=25, space="buy") _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="DMICrossover") self._notifier = TelegramNotifier() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() # DMI (+DI, -DI) et ADX pour toutes les valeurs de dmi_period for p in range(self.dmi_period.low, self.dmi_period.high + 1): dataframe = CommonIndicators.add_dmi(dataframe, period=p) dataframe = CommonIndicators.add_adx(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: plus_di = f"plus_di_{self.dmi_period.value}" minus_di = f"minus_di_{self.dmi_period.value}" adx_col = f"adx_{self.dmi_period.value}" conditions = ( (dataframe[plus_di] > dataframe[minus_di]) & (dataframe[plus_di].shift(1) <= dataframe[minus_di].shift(1)) & (dataframe[adx_col] > self.adx_threshold.value) & (dataframe["close"] > dataframe["open"]) & (dataframe["volume"] > 0) ) dataframe.loc[conditions, "enter_long"] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: plus_di = f"plus_di_{self.dmi_period.value}" minus_di = f"minus_di_{self.dmi_period.value}" adx_col = f"adx_{self.dmi_period.value}" conditions = ( (dataframe[plus_di] < dataframe[minus_di]) & (dataframe[plus_di].shift(1) >= dataframe[minus_di].shift(1)) | (dataframe[adx_col] < self.adx_threshold.value) ) dataframe.loc[conditions, "exit_long"] = 1 return dataframe