# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATÉGIE : RSIMomentumTrend # CATÉGORIE : Momentum — RSI comme indicateur de tendance # ══════════════════════════════════════════════════════════════ # # LOGIQUE : # 1. RSI utilisé comme indicateur de MOMENTUM (pas mean reversion) # RSI > 50 = momentum haussier, RSI < 50 = momentum baissier # 2. Entrée : RSI croise au-dessus de 50 + close > EMA50 (tendance # haussière) + MACD histogram > 0 + volume > moyenne # 3. Sortie : RSI croise sous 50 OU MACD histogram négatif et # décroissant depuis 2 bougies # ══════════════════════════════════════════════════════════════ 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 RSIMomentumTrend(IStrategy): INTERFACE_VERSION = 3 can_short = False timeframe = "1h" startup_candle_count = 100 minimal_roi = {"0": 0.10, "360": 0.05, "720": 0.02} stoploss = -0.05 trailing_stop = True trailing_stop_positive = 0.015 trailing_stop_positive_offset = 0.025 trailing_only_offset_is_reached = True # ── Buy params ── rsi_period = IntParameter(7, 21, default=14, space="buy") ema_period = IntParameter(30, 70, default=50, space="buy") volume_period = IntParameter(10, 50, default=20, space="buy") volume_mult = DecimalParameter(0.5, 2.0, default=1.0, space="buy") _logger = None _notifier = None def _init_utils(self) -> None: if self._logger is None: self._logger = TradeLogger(strategy_name="RSIMomentumTrend") 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 EMA pour TOUTES les valeurs possibles for ema_p in range(self.ema_period.low, self.ema_period.high + 1): dataframe = CommonIndicators.add_ema(dataframe, period=ema_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}" ema_col = f"ema_{self.ema_period.value}" vol_sma_col = f"volume_sma_{self.volume_period.value}" # RSI cross above 50 : RSI > 50 et RSI précédent <= 50 rsi_cross_above_50 = ( (dataframe[rsi_col] > 50) & (dataframe[rsi_col].shift(1) <= 50) ) conditions = ( rsi_cross_above_50 & (dataframe["close"] > dataframe[ema_col]) & (dataframe["macd_histogram"] > 0) & (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}" # RSI cross below 50 rsi_cross_below_50 = dataframe[rsi_col] < 50 # MACD histogram négatif et décroissant depuis 2 bougies macd_declining = ( (dataframe["macd_histogram"] < 0) & (dataframe["macd_histogram"] < dataframe["macd_histogram"].shift(1)) ) conditions = rsi_cross_below_50 | macd_declining dataframe.loc[conditions, "exit_long"] = 1 return dataframe