# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATEGIE : ElderImpulse # CATEGORIE : Momentum+Trend — Elder Impulse System # ══════════════════════════════════════════════════════════════ # # LOGIQUE : # Combine EMA et MACD histogram pour classifier chaque barre : # - Vert : EMA montante ET MACD histo montant → momentum haussier # - Rouge : EMA descendante ET MACD histo descendant → momentum baissier # - Bleu : mixte → neutre # 1. Premier bar vert apres bleu/rouge → long # 2. Bar rouge → exit # NOTE : Different de ElderRayTrend (deja teste, overfit) # SOURCE : Alexander Elder — Trading for a Living # ══════════════════════════════════════════════════════════════ 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 ElderImpulse(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 ── ema_period = IntParameter(8, 20, default=13, space="buy") macd_fast = IntParameter(8, 16, default=12, space="buy") macd_slow = IntParameter(20, 30, default=26, space="buy") macd_signal = IntParameter(7, 12, default=9, 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="ElderImpulse") 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) # MACD — une seule version car les params sont lies dataframe = CommonIndicators.add_macd( dataframe, fast=self.macd_fast.value, slow=self.macd_slow.value, signal=self.macd_signal.value, ) # Classification des barres for ema_p in range(self.ema_period.low, self.ema_period.high + 1): ema_col = f"ema_{ema_p}" ema_rising = dataframe[ema_col] > dataframe[ema_col].shift(1) ema_falling = dataframe[ema_col] < dataframe[ema_col].shift(1) macd_rising = dataframe["macd_histogram"] > dataframe["macd_histogram"].shift(1) macd_falling = dataframe["macd_histogram"] < dataframe["macd_histogram"].shift(1) # 1 = vert, -1 = rouge, 0 = bleu dataframe[f"impulse_{ema_p}"] = 0 dataframe.loc[ema_rising & macd_rising, f"impulse_{ema_p}"] = 1 dataframe.loc[ema_falling & macd_falling, f"impulse_{ema_p}"] = -1 return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: impulse_col = f"impulse_{self.ema_period.value}" # Premier bar vert apres un non-vert conditions = ( (dataframe[impulse_col] == 1) & (dataframe[impulse_col].shift(1) != 1) & (dataframe["volume"] > 0) ) dataframe.loc[conditions, "enter_long"] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: impulse_col = f"impulse_{self.ema_period.value}" # Bar rouge → sortie conditions = ( dataframe[impulse_col] == -1 ) dataframe.loc[conditions, "exit_long"] = 1 return dataframe