# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATÉGIE : MARibbonStack # CATÉGORIE : Nouvelle — Trend Following avec MA Ribbon # ══════════════════════════════════════════════════════════════ # # LOGIQUE : # 1. Toutes les EMAs empilées dans l'ordre (EMA1 > EMA2 > EMA3 > EMA4 > EMA5) # 2. Close > EMA la plus rapide # 3. Volume > multiplicateur * moyenne # 4. Sortie : ribbon collapse (EMA1 < EMA2 OU EMA2 < EMA3) OU close < EMA5 # ══════════════════════════════════════════════════════════════ 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 MARibbonStack(IStrategy): INTERFACE_VERSION = 3 can_short = False timeframe = "4h" startup_candle_count = 100 minimal_roi = {"0": 0.12, "480": 0.06, "1440": 0.03} 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_1 = IntParameter(5, 15, default=10, space="buy") ema_2 = IntParameter(15, 25, default=20, space="buy") ema_3 = IntParameter(25, 35, default=30, space="buy") ema_4 = IntParameter(35, 45, default=40, space="buy") ema_5 = IntParameter(45, 60, default=50, space="buy") volume_period = IntParameter(10, 50, default=20, space="buy") volume_mult = DecimalParameter(0.5, 2.0, default=1.0, decimals=1, space="buy") _logger = None _notifier = None def _init_utils(self) -> None: if self._logger is None: self._logger = TradeLogger(strategy_name="MARibbonStack") self._notifier = TelegramNotifier() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() # Pre-calc EMA pour TOUTES les valeurs possibles de chaque param (hyperopt-safe) all_ema_values: set[int] = set() for param in (self.ema_1, self.ema_2, self.ema_3, self.ema_4, self.ema_5): all_ema_values.update(range(param.low, param.high + 1)) for ema_p in sorted(all_ema_values): dataframe = CommonIndicators.add_ema(dataframe, period=ema_p) # Pre-calc 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: e1 = f"ema_{self.ema_1.value}" e2 = f"ema_{self.ema_2.value}" e3 = f"ema_{self.ema_3.value}" e4 = f"ema_{self.ema_4.value}" e5 = f"ema_{self.ema_5.value}" vol_col = f"volume_ratio_{self.volume_period.value}" conditions = ( (dataframe[e1] > dataframe[e2]) & (dataframe[e2] > dataframe[e3]) & (dataframe[e3] > dataframe[e4]) & (dataframe[e4] > dataframe[e5]) & (dataframe["close"] > dataframe[e1]) & (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: e1 = f"ema_{self.ema_1.value}" e2 = f"ema_{self.ema_2.value}" e3 = f"ema_{self.ema_3.value}" e5 = f"ema_{self.ema_5.value}" conditions = ( (dataframe[e1] < dataframe[e2]) | (dataframe[e2] < dataframe[e3]) | (dataframe["close"] < dataframe[e5]) ) dataframe.loc[conditions, "exit_long"] = 1 return dataframe