# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATÉGIE : ChaikinMoneyFlow # CATÉGORIE : Volume-Weighted Momentum — Accumulation/Distribution # ══════════════════════════════════════════════════════════════ # # LOGIQUE : # 1. CMF > seuil (accumulation — smart money buying) # 2. CMF vient de croiser au-dessus du seuil (signal frais) # 3. Close > EMA fast > EMA slow (tendance haussière) # 4. RSI entre rsi_min et rsi_max (ni survendu ni suracheté) # 5. Volume > 0 # Sortie : CMF < -seuil (distribution) OU close < EMA fast OU RSI > rsi_exit # # INDICATEUR CLÉ : # CMF = SUM(Money Flow Volume, period) / SUM(Volume, period) # Money Flow Volume = ((close - low) - (high - close)) / (high - low) * volume # Valeurs positives = accumulation, négatives = distribution # ══════════════════════════════════════════════════════════════ import sys from pathlib import Path import pandas_ta as ta 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 ChaikinMoneyFlow(IStrategy): INTERFACE_VERSION = 3 can_short = False timeframe = "1h" startup_candle_count = 100 minimal_roi = {"0": 0.10, "180": 0.05, "480": 0.02} stoploss = -0.05 trailing_stop = True trailing_stop_positive = 0.02 trailing_stop_positive_offset = 0.04 trailing_only_offset_is_reached = True # ── Buy params ── cmf_period = IntParameter(10, 30, default=20, space="buy") cmf_threshold = DecimalParameter(0.0, 0.3, default=0.05, decimals=2, space="buy") ema_fast = IntParameter(10, 30, default=20, 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") # ── 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="ChaikinMoneyFlow") self._notifier = TelegramNotifier() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() # Pre-calculer CMF pour TOUTES les valeurs possibles (hyperopt-safe) for p in range(self.cmf_period.low, self.cmf_period.high + 1): dataframe[f"cmf_{p}"] = ta.cmf( dataframe["high"], dataframe["low"], dataframe["close"], dataframe["volume"], length=p, ) # Pre-calculer EMA pour TOUTES les valeurs possibles (hyperopt-safe) all_ema_periods = set( list(range(self.ema_fast.low, self.ema_fast.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) # Pre-calculer RSI pour TOUTES les valeurs possibles (hyperopt-safe) for rsi_p in range(self.rsi_period.low, self.rsi_period.high + 1): dataframe = CommonIndicators.add_rsi(dataframe, period=rsi_p) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: cmf_col = f"cmf_{self.cmf_period.value}" ema_f = f"ema_{self.ema_fast.value}" ema_s = f"ema_{self.ema_slow.value}" rsi_col = f"rsi_{self.rsi_period.value}" threshold = self.cmf_threshold.value conditions = ( (dataframe[cmf_col] > threshold) # accumulation & (dataframe[cmf_col].shift(1) <= threshold) # crossover frais & (dataframe["close"] > dataframe[ema_f]) # prix > EMA fast & (dataframe[ema_f] > dataframe[ema_s]) # EMA fast > EMA slow & (dataframe[rsi_col] > self.rsi_min.value) # RSI pas survendu & (dataframe[rsi_col] < self.rsi_max.value) # RSI pas suracheté & (dataframe["volume"] > 0) ) dataframe.loc[conditions, "enter_long"] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: cmf_col = f"cmf_{self.cmf_period.value}" ema_f = f"ema_{self.ema_fast.value}" rsi_col = f"rsi_{self.rsi_period.value}" threshold = self.cmf_threshold.value conditions = ( (dataframe[cmf_col] < -threshold) # distribution | (dataframe["close"] < dataframe[ema_f]) # perte du support EMA | (dataframe[rsi_col] > self.rsi_exit.value) # RSI suracheté ) dataframe.loc[conditions, "exit_long"] = 1 return dataframe