# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATEGIE : MACDDivergenceLite # CATEGORIE : Divergence — MACD (Simplifie) # ══════════════════════════════════════════════════════════════ # Version simplifiee de MACDDivergence : # - 2 params : rsi_entry (buy) + rsi_exit (sell) # - lookback=5, rsi_period=14, volume_period=20, volume_mult=0.8 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 MACDDivergenceLite(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 # ── Hyperopt params (1 buy + 1 sell) ── rsi_entry = IntParameter(30, 55, default=45, space="buy") rsi_exit = IntParameter(60, 80, default=70, space="sell") # ── Params fixes ── LOOKBACK = 5 RSI_PERIOD = 14 VOLUME_PERIOD = 20 VOLUME_MULT = 0.8 _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="MACDDivergenceLite") self._notifier = TelegramNotifier() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() dataframe = CommonIndicators.add_rsi(dataframe, period=self.RSI_PERIOD) dataframe = CommonIndicators.add_volume_sma(dataframe, period=self.VOLUME_PERIOD) dataframe = CommonIndicators.add_macd(dataframe) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: rsi_col = f"rsi_{self.RSI_PERIOD}" vol_sma_col = f"volume_sma_{self.VOLUME_PERIOD}" lb = self.LOOKBACK 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) ) 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}" 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