# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATEGIE : ChandelierExitLite # CATEGORIE : Trend Following — Chandelier Exit (Simplifie) # ══════════════════════════════════════════════════════════════ # Version simplifiee de ChandelierExit : # - 2 params : chandelier_period (buy) + atr_mult_exit_x10 (sell) # - ema_filter=50, atr_mult_entry=3.0 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 ChandelierExitLite(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 (1 buy + 1 sell) ── chandelier_period = IntParameter(15, 30, default=22, space="buy") atr_mult_exit_x10 = IntParameter(20, 40, default=30, space="sell") # /10 → 2.0-4.0 # ── Params fixes ── EMA_FILTER = 50 ATR_MULT_ENTRY = 3.0 _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="ChandelierExitLite") self._notifier = TelegramNotifier() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() for cp in range(self.chandelier_period.low, self.chandelier_period.high + 1): dataframe = CommonIndicators.add_chandelier_exit(dataframe, period=cp, atr_mult=self.ATR_MULT_ENTRY) # ATR pour exit dynamique for cp in range(self.chandelier_period.low, self.chandelier_period.high + 1): dataframe = CommonIndicators.add_atr(dataframe, period=cp) dataframe = CommonIndicators.add_ema(dataframe, period=self.EMA_FILTER) dataframe = CommonIndicators.add_volume_sma(dataframe, period=20) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: chand_col = f"chandelier_long_{self.chandelier_period.value}" ema_col = f"ema_{self.EMA_FILTER}" conditions = ( (dataframe["close"] > dataframe[chand_col]) & (dataframe["close"].shift(1) <= dataframe[chand_col].shift(1)) & (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: # Exit dynamique : close < highest_high - atr_mult_exit * ATR cp = self.chandelier_period.value atr_col = f"atr_{cp}" mult_exit = self.atr_mult_exit_x10.value / 10.0 highest = dataframe["high"].rolling(window=cp).max() exit_level = highest - mult_exit * dataframe[atr_col] conditions = dataframe["close"] < exit_level dataframe.loc[conditions, "exit_long"] = 1 return dataframe