# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATEGIE : KAMAAdaptiveTrend # CATEGORIE : Trend-following adaptatif (Kaufman) # ══════════════════════════════════════════════════════════════ # # LOGIQUE : # KAMA (Kaufman Adaptive MA) s'accelere en tendance, ralentit en range. # 1. KAMA_fast > KAMA_slow (crossover haussier) # 2. ADX > seuil (confirmation tendance) # 3. Volume > SMA volume # 4. Sortie : KAMA_fast < KAMA_slow # ══════════════════════════════════════════════════════════════ 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 KAMAAdaptiveTrend(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 ── kama_fast_period = IntParameter(5, 15, default=10, space="buy") kama_slow_period = IntParameter(20, 40, default=30, space="buy") adx_period = IntParameter(10, 20, default=14, space="buy") adx_threshold = IntParameter(15, 30, default=20, space="buy") _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="KAMAAdaptiveTrend") self._notifier = TelegramNotifier() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() for p in range(self.kama_fast_period.low, self.kama_fast_period.high + 1): dataframe = CommonIndicators.add_kama(dataframe, period=p) for p in range(self.kama_slow_period.low, self.kama_slow_period.high + 1): dataframe = CommonIndicators.add_kama(dataframe, period=p) for p in range(self.adx_period.low, self.adx_period.high + 1): dataframe = CommonIndicators.add_adx(dataframe, period=p) dataframe = CommonIndicators.add_volume_sma(dataframe, period=20) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: kf = f"kama_{self.kama_fast_period.value}" ks = f"kama_{self.kama_slow_period.value}" adx_col = f"adx_{self.adx_period.value}" conditions = ( (dataframe[kf] > dataframe[ks]) & (dataframe[kf].shift(1) <= dataframe[ks].shift(1)) & (dataframe[adx_col] > self.adx_threshold.value) & (dataframe["volume"] > dataframe["volume_sma_20"]) & (dataframe["volume"] > 0) ) dataframe.loc[conditions, "enter_long"] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: kf = f"kama_{self.kama_fast_period.value}" ks = f"kama_{self.kama_slow_period.value}" conditions = ( (dataframe[kf] < dataframe[ks]) ) dataframe.loc[conditions, "exit_long"] = 1 return dataframe