# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATÉGIE : ElderRayTrend # CATÉGORIE : Trend Following — Elder Ray Index # ══════════════════════════════════════════════════════════════ # # LOGIQUE : # Elder Ray Index mesure la force des bulls et bears par rapport # à une EMA de référence. # Bull Power = High - EMA(close, period) # Bear Power = Low - EMA(close, period) # # CONDITIONS D'ENTRÉE (toutes requises) : # 1. Close > EMA slow (tendance haussière confirmée) # 2. EMA period en hausse (ema > ema.shift(1)) # 3. Bear Power < 0 mais en hausse (bears faiblissent) # 4. Bull Power > 0 (bulls en contrôle) # 5. RSI entre rsi_min et rsi_max # 6. Volume > volume_mult * volume SMA # # CONDITIONS DE SORTIE : # - Bull Power < 0 (bulls perdent le contrôle) # - OU Bear Power en baisse (bears se renforcent) # - OU RSI > rsi_exit # ══════════════════════════════════════════════════════════════ import sys from pathlib import Path from pandas import DataFrame from freqtrade.strategy import IStrategy, IntParameter, DecimalParameter 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 ElderRayTrend(IStrategy): INTERFACE_VERSION = 3 can_short = False timeframe = "4h" startup_candle_count = 100 minimal_roi = {"0": 0.10, "480": 0.05, "1440": 0.02} stoploss = -0.06 trailing_stop = True trailing_stop_positive = 0.02 trailing_stop_positive_offset = 0.04 trailing_only_offset_is_reached = True # ── Buy params ── ema_period = IntParameter(10, 30, default=13, space="buy") ema_slow = IntParameter(30, 80, default=50, space="buy") rsi_period = IntParameter(7, 21, default=14, space="buy") rsi_min = IntParameter(30, 50, default=35, space="buy") rsi_max = IntParameter(60, 80, default=70, space="buy") volume_period = IntParameter(10, 50, default=20, space="buy") volume_mult = DecimalParameter(0.8, 3.0, default=1.0, decimals=1, space="buy") # ── Sell params ── rsi_exit = IntParameter(65, 85, default=75, space="sell") _logger = None _notifier = None def _init_utils(self) -> None: if self._logger is None: self._logger = TradeLogger(strategy_name="ElderRayTrend") self._notifier = TelegramNotifier() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() # Pre-calculer EMA pour TOUTES les valeurs possibles (hyperopt-safe) all_ema_periods = set( list(range(self.ema_period.low, self.ema_period.high + 1)) + list(range(self.ema_slow.low, self.ema_slow.high + 1)) ) for p in all_ema_periods: dataframe = CommonIndicators.add_ema(dataframe, period=p) # Bull Power et Bear Power pour chaque ema_period possible for p in range(self.ema_period.low, self.ema_period.high + 1): dataframe[f"bull_power_{p}"] = dataframe["high"] - dataframe[f"ema_{p}"] dataframe[f"bear_power_{p}"] = dataframe["low"] - dataframe[f"ema_{p}"] # RSI pour toutes les valeurs possibles for rsi_p in range(self.rsi_period.low, self.rsi_period.high + 1): dataframe = CommonIndicators.add_rsi(dataframe, period=rsi_p) # Volume SMA pour toutes les valeurs possibles for vol_p in range(self.volume_period.low, self.volume_period.high + 1): dataframe = CommonIndicators.add_volume_sma(dataframe, period=vol_p) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: ema_p = self.ema_period.value ema_col = f"ema_{ema_p}" ema_s = f"ema_{self.ema_slow.value}" bull_col = f"bull_power_{ema_p}" bear_col = f"bear_power_{ema_p}" rsi_col = f"rsi_{self.rsi_period.value}" vol_col = f"volume_ratio_{self.volume_period.value}" conditions = ( # 1. Uptrend : close > EMA slow (dataframe["close"] > dataframe[ema_s]) # 2. EMA period en hausse & (dataframe[ema_col] > dataframe[ema_col].shift(1)) # 3. Bear Power < 0 mais en hausse (bears faiblissent) & (dataframe[bear_col] < 0) & (dataframe[bear_col] > dataframe[bear_col].shift(1)) # 4. Bull Power > 0 (bulls en contrôle) & (dataframe[bull_col] > 0) # 5. RSI dans la zone & (dataframe[rsi_col] > self.rsi_min.value) & (dataframe[rsi_col] < self.rsi_max.value) # 6. Volume suffisant & (dataframe[vol_col] > self.volume_mult.value) & (dataframe["volume"] > 0) ) dataframe.loc[conditions, "enter_long"] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: ema_p = self.ema_period.value bull_col = f"bull_power_{ema_p}" bear_col = f"bear_power_{ema_p}" rsi_col = f"rsi_{self.rsi_period.value}" conditions = ( # Bull Power < 0 (bulls perdent le contrôle) (dataframe[bull_col] < 0) # OU Bear Power en baisse (bears se renforcent) | (dataframe[bear_col] < dataframe[bear_col].shift(1)) # OU RSI > seuil exit | (dataframe[rsi_col] > self.rsi_exit.value) ) dataframe.loc[conditions, "exit_long"] = 1 return dataframe