# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATEGIE : StochasticMomentumIndex # CATEGORIE : Mean Reversion — Stochastic Crossover in Oversold # ══════════════════════════════════════════════════════════════ # # LOGIQUE : # 1. %K croise au-dessus de %D (crossover haussier) # 2. %K < oversold_level (zone de survente) # 3. Close > EMA filter (tendance haussiere) # 4. Bougie verte + volume > 0 # 5. Sortie : %K croise sous %D en zone de surachat # ══════════════════════════════════════════════════════════════ 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 StochasticMomentumIndex(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 ── k_period = IntParameter(10, 21, default=14, space="buy") stoch_oversold = IntParameter(15, 35, default=20, space="buy") ema_filter = IntParameter(30, 60, default=50, space="buy") # ── Sell params ── stoch_overbought = IntParameter(70, 90, 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="StochasticMomentumIndex") self._notifier = TelegramNotifier() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() # Stochastic pour toutes les valeurs de k_period (d_period fixe = 3) for p in range(self.k_period.low, self.k_period.high + 1): dataframe = CommonIndicators.add_stochastic(dataframe, k_period=p, d_period=3) # EMA filter pour toutes les valeurs for p in range(self.ema_filter.low, self.ema_filter.high + 1): dataframe = CommonIndicators.add_ema(dataframe, period=p) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: k_col = f"stoch_k_{self.k_period.value}" d_col = f"stoch_d_{self.k_period.value}" ema_col = f"ema_{self.ema_filter.value}" conditions = ( (dataframe[k_col] > dataframe[d_col]) & (dataframe[k_col].shift(1) <= dataframe[d_col].shift(1)) & (dataframe[k_col] < self.stoch_oversold.value) & (dataframe["close"] > dataframe[ema_col]) & (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: k_col = f"stoch_k_{self.k_period.value}" d_col = f"stoch_d_{self.k_period.value}" conditions = ( (dataframe[k_col] < dataframe[d_col]) & (dataframe[k_col].shift(1) >= dataframe[d_col].shift(1)) & (dataframe[k_col] > self.stoch_overbought.value) ) dataframe.loc[conditions, "exit_long"] = 1 return dataframe