# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATEGIE : TripleScreenElderLite # CATEGORIE : Multi-TF — Elder Triple Screen (Simplifie) # ══════════════════════════════════════════════════════════════ # Version simplifiee de TripleScreenElder : # - 2 params : rsi_period (buy) + rsi_exit (sell) # - rsi_entry=40 fixe, MACD 12/26/9 fixe, daily TF # ══════════════════════════════════════════════════════════════ import sys from pathlib import Path from typing import List, Tuple from pandas import DataFrame from freqtrade.strategy import IStrategy, IntParameter, merge_informative_pair 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 TripleScreenElderLite(IStrategy): INTERFACE_VERSION = 3 can_short = False timeframe = "4h" startup_candle_count = 200 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 # ── Hyperopt params (1 buy + 1 sell) ── rsi_period = IntParameter(10, 20, default=14, space="buy") rsi_exit = IntParameter(65, 85, default=75, space="sell") # ── Params fixes ── RSI_ENTRY = 40 _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="TripleScreenElderLite") self._notifier = TelegramNotifier() def informative_pairs(self) -> List[Tuple[str, str]]: return [(pair, "1d") for pair in self.dp.current_whitelist()] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() # Screen 1: 1d MACD informative_1d = self.dp.get_pair_dataframe(metadata["pair"], "1d") informative_1d = CommonIndicators.add_macd(informative_1d, fast=12, slow=26, signal=9) dataframe = merge_informative_pair(dataframe, informative_1d, "4h", "1d", ffill=True) # Screen 2: 4h RSI for rsi_p in range(self.rsi_period.low, self.rsi_period.high + 1): dataframe = CommonIndicators.add_rsi(dataframe, period=rsi_p) dataframe = CommonIndicators.add_volume_sma(dataframe, period=20) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: rsi_col = f"rsi_{self.rsi_period.value}" conditions = ( # Screen 1: 1d MACD histogram rising (dataframe["macd_histogram_1d"] > dataframe["macd_histogram_1d"].shift(1)) # Screen 2: 4h RSI pullback & (dataframe[rsi_col] < self.RSI_ENTRY) # Screen 3: green candle confirmation & (dataframe["close"] > dataframe["open"]) & (dataframe["volume"] > 0) ) 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}" conditions = ( (dataframe["macd_histogram_1d"] < dataframe["macd_histogram_1d"].shift(1)) | (dataframe[rsi_col] > self.rsi_exit.value) ) dataframe.loc[conditions, "exit_long"] = 1 return dataframe