# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATEGIE : EMATripleCrossLite # CATEGORIE : Trend Following (Simplifie) # ══════════════════════════════════════════════════════════════ # Version simplifiee de EMATripleCross : # - 2 params : ema_fast (buy) + rsi_exit (sell) # - ema_mid = ema_fast * 3, ema_slow = ema_fast * 6 (derives) # - rsi_period=14, volume_period=20, volume_mult=1.2 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 EMATripleCrossLite(IStrategy): INTERFACE_VERSION = 3 can_short = False timeframe = "4h" startup_candle_count = 100 minimal_roi = {"0": 0.10, "480": 0.05, "1440": 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 # ── Hyperopt params (1 buy + 1 sell) ── ema_fast = IntParameter(5, 15, default=9, space="buy") rsi_exit = IntParameter(65, 85, default=75, space="sell") # ── Params fixes ── RSI_PERIOD = 14 VOLUME_PERIOD = 20 VOLUME_MULT = 1.2 _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="EMATripleCrossLite") self._notifier = TelegramNotifier() def _ema_periods(self, base: int) -> tuple[int, int, int]: return base, base * 3, base * 6 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() all_ema: set[int] = set() for base in range(self.ema_fast.low, self.ema_fast.high + 1): for p in self._ema_periods(base): all_ema.add(p) for p in sorted(all_ema): dataframe = CommonIndicators.add_ema(dataframe, period=p) dataframe = CommonIndicators.add_rsi(dataframe, period=self.RSI_PERIOD) dataframe = CommonIndicators.add_volume_sma(dataframe, period=self.VOLUME_PERIOD) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: p_fast, p_mid, p_slow = self._ema_periods(self.ema_fast.value) ef = f"ema_{p_fast}" em = f"ema_{p_mid}" es = f"ema_{p_slow}" rsi_col = f"rsi_{self.RSI_PERIOD}" vol_col = f"volume_ratio_{self.VOLUME_PERIOD}" conditions = ( (dataframe[ef] > dataframe[em]) & (dataframe[em] > dataframe[es]) & (dataframe[ef].shift(1) <= dataframe[em].shift(1)) & (dataframe[rsi_col] > 40) & (dataframe[rsi_col] < 70) & (dataframe[vol_col] > self.VOLUME_MULT) & (dataframe["volume"] > 0) ) dataframe.loc[conditions, "enter_long"] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: p_fast, p_mid, _ = self._ema_periods(self.ema_fast.value) ef = f"ema_{p_fast}" em = f"ema_{p_mid}" rsi_col = f"rsi_{self.RSI_PERIOD}" conditions = ( (dataframe[ef] < dataframe[em]) | (dataframe[rsi_col] > self.rsi_exit.value) ) dataframe.loc[conditions, "exit_long"] = 1 return dataframe