# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATÉGIE : MACDDivergence # CATÉGORIE : Divergence — MACD Divergence Haussière # ══════════════════════════════════════════════════════════════ # # LOGIQUE : # 1. Divergence haussière MACD : le prix fait un lower low mais # le MACD histogram fait un higher low → signal de retournement # 2. Entrée : prix lower low sur N bougies + MACD histogram higher # low + RSI en zone basse (< 45) + volume > 0.8x moyenne # 3. Sortie : MACD histogram négatif et décroissant depuis 3 bougies # OU RSI > 70 # ══════════════════════════════════════════════════════════════ import sys from pathlib import Path 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 MACDDivergence(IStrategy): INTERFACE_VERSION = 3 can_short = False timeframe = "4h" startup_candle_count = 100 minimal_roi = {"0": 0.12, "480": 0.06, "1440": 0.03} 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 ── lookback = IntParameter(3, 15, default=5, space="buy") rsi_period = IntParameter(7, 21, default=14, space="buy") rsi_entry = IntParameter(30, 55, default=45, space="buy") volume_period = IntParameter(10, 50, default=20, space="buy") volume_mult = DecimalParameter(0.5, 2.0, default=0.8, space="buy") # ── Sell params ── rsi_exit = IntParameter(60, 80, default=70, space="sell") _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="MACDDivergence") self._notifier = TelegramNotifier() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() # 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) # Pre-calculer volume SMA pour TOUTES les valeurs possibles for vol_p in range(self.volume_period.low, self.volume_period.high + 1): dataframe = CommonIndicators.add_volume_sma(dataframe, period=vol_p) # MACD (paramètres fixes 12/26/9) dataframe = CommonIndicators.add_macd(dataframe) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: rsi_col = f"rsi_{self.rsi_period.value}" vol_sma_col = f"volume_sma_{self.volume_period.value}" lb = self.lookback.value # Divergence haussière : prix lower low + MACD histogram higher low price_lower_low = dataframe["close"] < dataframe["close"].shift(lb) macd_higher_low = dataframe["macd_histogram"] > dataframe["macd_histogram"].shift(lb) conditions = ( price_lower_low & macd_higher_low & (dataframe[rsi_col] < self.rsi_entry.value) & (dataframe["volume"] > dataframe[vol_sma_col] * self.volume_mult.value) ) dataframe.loc[conditions, "enter_long"] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: rsi_col = f"rsi_{self.rsi_period.value}" # MACD histogram négatif et décroissant depuis 3 bougies macd_declining_3 = ( (dataframe["macd_histogram"] < 0) & (dataframe["macd_histogram"] < dataframe["macd_histogram"].shift(1)) & (dataframe["macd_histogram"].shift(1) < dataframe["macd_histogram"].shift(2)) ) conditions = macd_declining_3 | (dataframe[rsi_col] > self.rsi_exit.value) dataframe.loc[conditions, "exit_long"] = 1 return dataframe