# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATEGIE : KeltnerChannelMomentum # CATEGORIE : Breakout — Keltner Channel with Momentum # ══════════════════════════════════════════════════════════════ # # LOGIQUE : # 1. Close > Keltner upper (breakout haussier) # 2. RSI < seuil (pas encore surchauffe) # 3. Volume > volume_sma (confirmation volume) # 4. Bougie verte (close > open) # 5. Sortie : close < Keltner middle OU RSI > rsi_exit # ══════════════════════════════════════════════════════════════ 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 KeltnerChannelMomentum(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 ── kc_period = IntParameter(15, 30, default=20, space="buy") rsi_period = IntParameter(10, 20, default=14, space="buy") rsi_entry = IntParameter(55, 75, default=70, space="buy") # ── Sell params ── rsi_exit = IntParameter(70, 85, default=80, 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="KeltnerChannelMomentum") self._notifier = TelegramNotifier() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() # Keltner Channels pour toutes les valeurs de kc_period for p in range(self.kc_period.low, self.kc_period.high + 1): dataframe = CommonIndicators.add_keltner_channels(dataframe, period=p, atr_mult=1.5) # RSI pour toutes les valeurs de rsi_period for p in range(self.rsi_period.low, self.rsi_period.high + 1): dataframe = CommonIndicators.add_rsi(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: kc_upper = f"keltner_upper_{self.kc_period.value}" kc_middle = f"keltner_middle_{self.kc_period.value}" rsi_col = f"rsi_{self.rsi_period.value}" conditions = ( (dataframe["close"] > dataframe[kc_upper]) & (dataframe[rsi_col] < self.rsi_entry.value) & (dataframe["volume"] > dataframe["volume_sma_20"]) & (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: kc_middle = f"keltner_middle_{self.kc_period.value}" rsi_col = f"rsi_{self.rsi_period.value}" conditions = ( (dataframe["close"] < dataframe[kc_middle]) | (dataframe[rsi_col] > self.rsi_exit.value) ) dataframe.loc[conditions, "exit_long"] = 1 return dataframe