# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATEGIE : BollingerMACDReversalLite # CATEGORIE : Mean-reversion — BB + MACD Confirmation (Simplifie) # ══════════════════════════════════════════════════════════════ # Version simplifiee de BollingerMACDReversal : # - 2 params hyperopt seulement : bb_period, rsi_exit # - rsi_period=14 et rsi_entry=40 fixes # ══════════════════════════════════════════════════════════════ 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 BollingerMACDReversalLite(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 # ── Hyperopt params (2 seulement) ── bb_period = IntParameter(15, 30, default=20, space="buy") rsi_exit = IntParameter(60, 80, default=70, space="sell") # ── Params fixes ── RSI_PERIOD = 14 RSI_ENTRY = 40 _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="BollingerMACDReversalLite") self._notifier = TelegramNotifier() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() for p in range(self.bb_period.low, self.bb_period.high + 1): dataframe = CommonIndicators.add_bollinger_bands(dataframe, period=p) dataframe = CommonIndicators.add_rsi(dataframe, period=self.RSI_PERIOD) dataframe = CommonIndicators.add_macd(dataframe) dataframe = CommonIndicators.add_volume_sma(dataframe, period=20) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: bb_lower_col = f"bb_lower_{self.bb_period.value}" rsi_col = f"rsi_{self.RSI_PERIOD}" macd_rising = ( dataframe["macd_histogram"] > dataframe["macd_histogram"].shift(1) ) conditions = ( (dataframe["close"] <= dataframe[bb_lower_col] * 1.01) & macd_rising & (dataframe[rsi_col] < self.RSI_ENTRY) & (dataframe["volume"] > 0) ) dataframe.loc[conditions, "enter_long"] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: bb_middle_col = f"bb_middle_{self.bb_period.value}" rsi_col = f"rsi_{self.RSI_PERIOD}" conditions = ( (dataframe["close"] >= dataframe[bb_middle_col]) | (dataframe[rsi_col] > self.rsi_exit.value) ) dataframe.loc[conditions, "exit_long"] = 1 return dataframe