# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATEGIE : ZScoreMeanReversionLite # CATEGORIE : Mean Reversion — Z-Score Extreme Low (Simplifie) # ══════════════════════════════════════════════════════════════ # Version simplifiee de ZScoreMeanReversion : # - 2 params hyperopt seulement : zscore_period, zscore_exit # - bb_period=20 et zscore_entry=-2.0 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 ZScoreMeanReversionLite(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 # ── Hyperopt params (2 seulement) ── zscore_period = IntParameter(15, 40, default=20, space="buy") zscore_exit = IntParameter(0, 20, default=5, space="sell") # /10 # ── Params fixes ── BB_PERIOD = 20 ZSCORE_ENTRY = -2.0 _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="ZScoreMeanReversionLite") self._notifier = TelegramNotifier() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() for zp in range(self.zscore_period.low, self.zscore_period.high + 1): sma = dataframe["close"].rolling(window=zp).mean() std = dataframe["close"].rolling(window=zp).std() dataframe[f"zscore_{zp}"] = (dataframe["close"] - sma) / std dataframe = CommonIndicators.add_bollinger_bands(dataframe, period=self.BB_PERIOD) dataframe = CommonIndicators.add_volume_sma(dataframe, period=20) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: zscore_col = f"zscore_{self.zscore_period.value}" bb_lower_col = f"bb_lower_{self.BB_PERIOD}" conditions = ( (dataframe[zscore_col] < self.ZSCORE_ENTRY) & (dataframe["close"] < dataframe[bb_lower_col]) & (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: zscore_col = f"zscore_{self.zscore_period.value}" threshold = self.zscore_exit.value / 10.0 conditions = dataframe[zscore_col] > threshold dataframe.loc[conditions, "exit_long"] = 1 return dataframe