import freqtrade.vendor.qtpylib.indicators as qtpylib import numpy as np import talib.abstract as ta from freqtrade.strategy.interface import IStrategy from freqtrade.strategy import merge_informative_pair, timeframe_to_minutes from freqtrade.strategy import DecimalParameter, IntParameter, CategoricalParameter from pandas import DataFrame, Series from functools import reduce from freqtrade.persistence import Trade from datetime import datetime, timedelta from technical.util import resample_to_interval, resampled_merge from technical.indicators import zema ########################################################################################################### ## NostalgiaForInfinityV8 by iterativ ## ## ## ## Strategy for Freqtrade https://github.com/freqtrade/freqtrade ## ## ## ########################################################################################################### ## GENERAL RECOMMENDATIONS ## ## ## ## For optimal performance, suggested to use between 4 and 6 open trades, with unlimited stake. ## ## A pairlist with 40 to 80 pairs. Volume pairlist works well. ## ## Prefer stable coin (USDT, BUSDT etc) pairs, instead of BTC or ETH pairs. ## ## Highly recommended to blacklist leveraged tokens (*BULL, *BEAR, *UP, *DOWN etc). ## ## Ensure that you don't override any variables in you config.json. Especially ## ## the timeframe (must be 5m). ## ## use_sell_signal must set to true (or not set at all). ## ## sell_profit_only must set to false (or not set at all). ## ## ignore_roi_if_buy_signal must set to true (or not set at all). ## ## ## ########################################################################################################### ## DONATIONS ## ## ## ## Absolutely not required. However, will be accepted as a token of appreciation. ## ## ## ## BTC: bc1qvflsvddkmxh7eqhc4jyu5z5k6xcw3ay8jl49sk ## ## ETH (ERC20): 0x83D3cFb8001BDC5d2211cBeBB8cB3461E5f7Ec91 ## ## BEP20/BSC (ETH, BNB, ...): 0x86A0B21a20b39d16424B7c8003E4A7e12d78ABEe ## ## ## ########################################################################################################### class BigZ07Next2(IStrategy): INTERFACE_VERSION = 2 # # ROI table: minimal_roi = { "0": 0.028, # I feel lucky! "10": 0.018, "40": 0.01, "180": 0.018, # We're going up? } stoploss = -0.99 # Trailing stoploss trailing_stop = False trailing_only_offset_is_reached = False trailing_stop_positive = 0.01 trailing_stop_positive_offset = 0.025 use_custom_stoploss = False # Optimal timeframe for the strategy. timeframe = '5m' inf_1h = '1h' res_timeframe = '30m' info_timeframe = '1h' # Run "populate_indicators()" only for new candle. process_only_new_candles = True # These values can be overridden in the "ask_strategy" section in the config. use_sell_signal = True sell_profit_only = False sell_profit_offset = 0.001 # it doesn't meant anything, just to guarantee there is a minimal profit. ignore_roi_if_buy_signal = False # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 400 # Optional order type mapping. order_types = { 'buy': 'market', 'sell': 'market', 'stoploss': 'market', 'stoploss_on_exchange': False } ############################################################# buy_params = { ############# # Enable/Disable conditions "buy_condition_0_enable": True, "buy_condition_1_enable": True, "buy_condition_2_enable": True, "buy_condition_3_enable": True, "buy_condition_4_enable": True, "buy_condition_5_enable": True, "buy_condition_6_enable": True, "buy_condition_7_enable": True, "buy_condition_8_enable": True, "buy_condition_9_enable": True, "buy_condition_10_enable": True, "buy_condition_11_enable": True, "buy_condition_12_enable": True, "buy_condition_13_enable": True, } sell_params = { ############# # Enable/Disable conditions "sell_condition_1_enable": True, "sell_condition_2_enable": True, "sell_condition_3_enable": True, "sell_condition_4_enable": True, "sell_condition_5_enable": True, "sell_condition_6_enable": True, "sell_condition_7_enable": True, "sell_condition_8_enable": True, ############# } ############################################################# # Buy buy_condition_0_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_1_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_2_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_3_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_4_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_5_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_6_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_7_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_8_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_9_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_10_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_11_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_12_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_13_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_bb20_close_bblowerband_safe_1 = DecimalParameter(0.7, 1.1, default=0.989, space='buy', optimize=False, load=True) buy_bb20_close_bblowerband_safe_2 = DecimalParameter(0.7, 1.1, default=0.982, space='buy', optimize=False, load=True) buy_volume_pump_1 = DecimalParameter(0.1, 0.9, default=0.4, space='buy', decimals=1, optimize=False, load=True) buy_volume_drop_1 = DecimalParameter(1, 10, default=3.8, space='buy', decimals=1, optimize=False, load=True) buy_volume_drop_2 = DecimalParameter(1, 10, default=3, space='buy', decimals=1, optimize=False, load=True) buy_volume_drop_3 = DecimalParameter(1, 10, default=2.7, space='buy', decimals=1, optimize=False, load=True) buy_rsi_1h_1 = DecimalParameter(10.0, 40.0, default=16.5, space='buy', decimals=1, optimize=False, load=True) buy_rsi_1h_2 = DecimalParameter(10.0, 40.0, default=15.0, space='buy', decimals=1, optimize=False, load=True) buy_rsi_1h_3 = DecimalParameter(10.0, 40.0, default=20.0, space='buy', decimals=1, optimize=False, load=True) buy_rsi_1h_4 = DecimalParameter(10.0, 40.0, default=35.0, space='buy', decimals=1, optimize=False, load=True) buy_rsi_1h_5 = DecimalParameter(10.0, 60.0, default=39.0, space='buy', decimals=1, optimize=False, load=True) buy_rsi_1 = DecimalParameter(10.0, 40.0, default=28.0, space='buy', decimals=1, optimize=False, load=True) buy_rsi_2 = DecimalParameter(7.0, 40.0, default=10.0, space='buy', decimals=1, optimize=False, load=True) buy_rsi_3 = DecimalParameter(7.0, 40.0, default=14.2, space='buy', decimals=1, optimize=False, load=True) buy_macd_1 = DecimalParameter(0.01, 0.09, default=0.02, space='buy', decimals=2, optimize=False, load=True) buy_macd_2 = DecimalParameter(0.01, 0.09, default=0.03, space='buy', decimals=2, optimize=False, load=True) # Sell sell_condition_1_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_condition_2_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_condition_3_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_condition_4_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_condition_5_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_condition_6_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_condition_7_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_condition_8_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) # 48h for pump sell checks sell_pump_threshold_48_1 = DecimalParameter(0.5, 1.2, default=0.9, space='sell', decimals=2, optimize=False, load=True) sell_pump_threshold_48_2 = DecimalParameter(0.4, 0.9, default=0.7, space='sell', decimals=2, optimize=False, load=True) sell_pump_threshold_48_3 = DecimalParameter(0.3, 0.7, default=0.5, space='sell', decimals=2, optimize=False, load=True) # 36h for pump sell checks sell_pump_threshold_36_1 = DecimalParameter(0.5, 0.9, default=0.72, space='sell', decimals=2, optimize=False, load=True) sell_pump_threshold_36_2 = DecimalParameter(3.0, 6.0, default=4.0, space='sell', decimals=2, optimize=False, load=True) sell_pump_threshold_36_3 = DecimalParameter(0.8, 1.6, default=1.0, space='sell', decimals=2, optimize=False, load=True) # 24h for pump sell checks sell_pump_threshold_24_1 = DecimalParameter(0.5, 0.9, default=0.68, space='sell', decimals=2, optimize=False, load=True) sell_pump_threshold_24_2 = DecimalParameter(0.3, 0.6, default=0.62, space='sell', decimals=2, optimize=False, load=True) sell_pump_threshold_24_3 = DecimalParameter(0.2, 0.5, default=0.88, space='sell', decimals=2, optimize=False, load=True) sell_rsi_bb_1 = DecimalParameter(60.0, 80.0, default=79.5, space='sell', decimals=1, optimize=False, load=True) sell_rsi_bb_2 = DecimalParameter(72.0, 90.0, default=81, space='sell', decimals=1, optimize=False, load=True) sell_rsi_main_3 = DecimalParameter(77.0, 90.0, default=82, space='sell', decimals=1, optimize=False, load=True) sell_dual_rsi_rsi_4 = DecimalParameter(72.0, 84.0, default=73.4, space='sell', decimals=1, optimize=False, load=True) sell_dual_rsi_rsi_1h_4 = DecimalParameter(78.0, 92.0, default=79.6, space='sell', decimals=1, optimize=False, load=True) sell_ema_relative_5 = DecimalParameter(0.005, 0.05, default=0.024, space='sell', optimize=False, load=True) sell_rsi_diff_5 = DecimalParameter(0.0, 20.0, default=4.4, space='sell', optimize=False, load=True) sell_rsi_under_6 = DecimalParameter(72.0, 90.0, default=79.0, space='sell', decimals=1, optimize=False, load=True) sell_rsi_1h_7 = DecimalParameter(80.0, 95.0, default=81.7, space='sell', decimals=1, optimize=False, load=True) sell_bb_relative_8 = DecimalParameter(1.05, 1.3, default=1.1, space='sell', decimals=3, optimize=False, load=True) sell_custom_profit_0 = DecimalParameter(0.01, 0.1, default=0.01, space='sell', decimals=3, optimize=False, load=True) sell_custom_rsi_0 = DecimalParameter(30.0, 40.0, default=34.0, space='sell', decimals=3, optimize=False, load=True) sell_custom_profit_1 = DecimalParameter(0.01, 0.1, default=0.02, space='sell', decimals=3, optimize=False, load=True) sell_custom_rsi_1 = DecimalParameter(30.0, 50.0, default=35.0, space='sell', decimals=2, optimize=False, load=True) sell_custom_profit_2 = DecimalParameter(0.01, 0.1, default=0.03, space='sell', decimals=3, optimize=False, load=True) sell_custom_rsi_2 = DecimalParameter(30.0, 50.0, default=37.0, space='sell', decimals=2, optimize=False, load=True) sell_custom_profit_3 = DecimalParameter(0.01, 0.1, default=0.04, space='sell', decimals=3, optimize=False, load=True) sell_custom_rsi_3 = DecimalParameter(30.0, 50.0, default=42.0, space='sell', decimals=2, optimize=False, load=True) sell_custom_profit_4 = DecimalParameter(0.01, 0.1, default=0.05, space='sell', decimals=3, optimize=False, load=True) sell_custom_rsi_4 = DecimalParameter(35.0, 50.0, default=43.0, space='sell', decimals=2, optimize=False, load=True) sell_custom_profit_5 = DecimalParameter(0.01, 0.1, default=0.06, space='sell', decimals=3, optimize=False, load=True) sell_custom_rsi_5 = DecimalParameter(35.0, 50.0, default=45.0, space='sell', decimals=2, optimize=False, load=True) sell_custom_profit_6 = DecimalParameter(0.01, 0.1, default=0.07, space='sell', decimals=3, optimize=False, load=True) sell_custom_rsi_6 = DecimalParameter(38.0, 55.0, default=52.0, space='sell', decimals=2, optimize=False, load=True) sell_custom_profit_7 = DecimalParameter(0.01, 0.1, default=0.08, space='sell', decimals=3, optimize=False, load=True) sell_custom_rsi_7 = DecimalParameter(40.0, 58.0, default=54.0, space='sell', decimals=2, optimize=False, load=True) sell_custom_profit_8 = DecimalParameter(0.06, 0.1, default=0.09, space='sell', decimals=3, optimize=False, load=True) sell_custom_rsi_8 = DecimalParameter(40.0, 50.0, default=55.0, space='sell', decimals=2, optimize=False, load=True) sell_custom_profit_9 = DecimalParameter(0.05, 0.14, default=0.1, space='sell', decimals=3, optimize=False, load=True) sell_custom_rsi_9 = DecimalParameter(40.0, 60.0, default=54.0, space='sell', decimals=2, optimize=False, load=True) sell_custom_profit_10 = DecimalParameter(0.1, 0.14, default=0.12, space='sell', decimals=3, optimize=False, load=True) sell_custom_rsi_10 = DecimalParameter(38.0, 50.0, default=42.0, space='sell', decimals=2, optimize=False, load=True) sell_custom_profit_11 = DecimalParameter(0.16, 0.45, default=0.20, space='sell', decimals=3, optimize=False, load=True) sell_custom_rsi_11 = DecimalParameter(28.0, 40.0, default=34.0, space='sell', decimals=2, optimize=False, load=True) # Profit under EMA200 sell_custom_under_profit_0 = DecimalParameter(0.01, 0.4, default=0.01, space='sell', decimals=3, optimize=False, load=True) sell_custom_under_rsi_0 = DecimalParameter(28.0, 40.0, default=38.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_under_profit_1 = DecimalParameter(0.01, 0.10, default=0.02, space='sell', decimals=3, optimize=False, load=True) sell_custom_under_rsi_1 = DecimalParameter(36.0, 60.0, default=56.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_under_profit_2 = DecimalParameter(0.01, 0.10, default=0.03, space='sell', decimals=3, optimize=False, load=True) sell_custom_under_rsi_2 = DecimalParameter(46.0, 66.0, default=57.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_under_profit_3 = DecimalParameter(0.01, 0.10, default=0.04, space='sell', decimals=3, optimize=False, load=True) sell_custom_under_rsi_3 = DecimalParameter(50.0, 68.0, default=58.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_under_profit_4 = DecimalParameter(0.02, 0.1, default=0.05, space='sell', decimals=3, optimize=False, load=True) sell_custom_under_rsi_4 = DecimalParameter(50.0, 68.0, default=59.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_under_profit_5 = DecimalParameter(0.02, 0.1, default=0.06, space='sell', decimals=3, optimize=False, load=True) sell_custom_under_rsi_5 = DecimalParameter(46.0, 62.0, default=60.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_under_profit_6 = DecimalParameter(0.03, 0.1, default=0.07, space='sell', decimals=3, optimize=False, load=True) sell_custom_under_rsi_6 = DecimalParameter(44.0, 60.0, default=56.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_under_profit_7 = DecimalParameter(0.04, 0.1, default=0.08, space='sell', decimals=3, optimize=False, load=True) sell_custom_under_rsi_7 = DecimalParameter(46.0, 60.0, default=54.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_under_profit_8 = DecimalParameter(0.06, 0.12, default=0.09, space='sell', decimals=3, optimize=False, load=True) sell_custom_under_rsi_8 = DecimalParameter(40.0, 58.0, default=55.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_under_profit_9 = DecimalParameter(0.08, 0.14, default=0.1, space='sell', decimals=3, optimize=False, load=True) sell_custom_under_rsi_9 = DecimalParameter(40.0, 60.0, default=54.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_under_profit_10 = DecimalParameter(0.1, 0.16, default=0.12, space='sell', decimals=3, optimize=False, load=True) sell_custom_under_rsi_10 = DecimalParameter(30.0, 50.0, default=42.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_under_profit_11 = DecimalParameter(0.16, 0.3, default=0.2, space='sell', decimals=3, optimize=False, load=True) sell_custom_under_rsi_11 = DecimalParameter(24.0, 40.0, default=34.0, space='sell', decimals=1, optimize=False, load=True) # Profit targets for pumped pairs 48h 1 sell_custom_pump_profit_1_1 = DecimalParameter(0.01, 0.03, default=0.01, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_rsi_1_1 = DecimalParameter(26.0, 40.0, default=34.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_pump_profit_1_2 = DecimalParameter(0.01, 0.6, default=0.02, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_rsi_1_2 = DecimalParameter(36.0, 50.0, default=40.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_pump_profit_1_3 = DecimalParameter(0.02, 0.10, default=0.04, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_rsi_1_3 = DecimalParameter(38.0, 50.0, default=42.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_pump_profit_1_4 = DecimalParameter(0.06, 0.12, default=0.1, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_rsi_1_4 = DecimalParameter(36.0, 48.0, default=42.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_pump_profit_1_5 = DecimalParameter(0.14, 0.24, default=0.2, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_rsi_1_5 = DecimalParameter(20.0, 40.0, default=34.0, space='sell', decimals=1, optimize=False, load=True) # Profit targets for pumped pairs 36h 1 sell_custom_pump_profit_2_1 = DecimalParameter(0.01, 0.03, default=0.01, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_rsi_2_1 = DecimalParameter(26.0, 40.0, default=34.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_pump_profit_2_2 = DecimalParameter(0.01, 0.6, default=0.02, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_rsi_2_2 = DecimalParameter(36.0, 50.0, default=40.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_pump_profit_2_3 = DecimalParameter(0.02, 0.10, default=0.04, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_rsi_2_3 = DecimalParameter(38.0, 50.0, default=40.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_pump_profit_2_4 = DecimalParameter(0.06, 0.12, default=0.1, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_rsi_2_4 = DecimalParameter(36.0, 48.0, default=42.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_pump_profit_2_5 = DecimalParameter(0.14, 0.24, default=0.2, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_rsi_2_5 = DecimalParameter(20.0, 40.0, default=34.0, space='sell', decimals=1, optimize=False, load=True) # Profit targets for pumped pairs 24h 1 sell_custom_pump_profit_3_1 = DecimalParameter(0.01, 0.03, default=0.01, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_rsi_3_1 = DecimalParameter(26.0, 40.0, default=34.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_pump_profit_3_2 = DecimalParameter(0.01, 0.6, default=0.02, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_rsi_3_2 = DecimalParameter(34.0, 50.0, default=40.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_pump_profit_3_3 = DecimalParameter(0.02, 0.10, default=0.04, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_rsi_3_3 = DecimalParameter(38.0, 50.0, default=40.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_pump_profit_3_4 = DecimalParameter(0.06, 0.12, default=0.1, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_rsi_3_4 = DecimalParameter(36.0, 48.0, default=42.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_pump_profit_3_5 = DecimalParameter(0.14, 0.24, default=0.2, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_rsi_3_5 = DecimalParameter(20.0, 40.0, default=34.0, space='sell', decimals=1, optimize=False, load=True) # SMA descending sell_custom_dec_profit_min_1 = DecimalParameter(0.01, 0.10, default=0.05, space='sell', decimals=3, optimize=False, load=True) sell_custom_dec_profit_max_1 = DecimalParameter(0.06, 0.16, default=0.12, space='sell', decimals=3, optimize=False, load=True) # Under EMA100 sell_custom_dec_profit_min_2 = DecimalParameter(0.05, 0.12, default=0.07, space='sell', decimals=3, optimize=False, load=True) sell_custom_dec_profit_max_2 = DecimalParameter(0.06, 0.2, default=0.16, space='sell', decimals=3, optimize=False, load=True) # Trail 1 sell_trail_profit_min_1 = DecimalParameter(0.1, 0.2, default=0.16, space='sell', decimals=2, optimize=False, load=True) sell_trail_profit_max_1 = DecimalParameter(0.4, 0.7, default=0.6, space='sell', decimals=2, optimize=False, load=True) sell_trail_down_1 = DecimalParameter(0.01, 0.08, default=0.03, space='sell', decimals=3, optimize=False, load=True) sell_trail_rsi_min_1 = DecimalParameter(16.0, 36.0, default=20.0, space='sell', decimals=1, optimize=False, load=True) sell_trail_rsi_max_1 = DecimalParameter(30.0, 50.0, default=50.0, space='sell', decimals=1, optimize=False, load=True) # Trail 2 sell_trail_profit_min_2 = DecimalParameter(0.08, 0.16, default=0.1, space='sell', decimals=3, optimize=False, load=True) sell_trail_profit_max_2 = DecimalParameter(0.3, 0.5, default=0.4, space='sell', decimals=2, optimize=False, load=True) sell_trail_down_2 = DecimalParameter(0.02, 0.08, default=0.03, space='sell', decimals=3, optimize=False, load=True) sell_trail_rsi_min_2 = DecimalParameter(16.0, 36.0, default=20.0, space='sell', decimals=1, optimize=False, load=True) sell_trail_rsi_max_2 = DecimalParameter(30.0, 50.0, default=50.0, space='sell', decimals=1, optimize=False, load=True) # Trail 3 sell_trail_profit_min_3 = DecimalParameter(0.01, 0.12, default=0.06, space='sell', decimals=3, optimize=False, load=True) sell_trail_profit_max_3 = DecimalParameter(0.1, 0.3, default=0.2, space='sell', decimals=2, optimize=False, load=True) sell_trail_down_3 = DecimalParameter(0.01, 0.06, default=0.05, space='sell', decimals=3, optimize=False, load=True) # Trail 3 sell_trail_profit_min_4 = DecimalParameter(0.01, 0.12, default=0.03, space='sell', decimals=3, optimize=False, load=True) sell_trail_profit_max_4 = DecimalParameter(0.02, 0.1, default=0.06, space='sell', decimals=2, optimize=False, load=True) sell_trail_down_4 = DecimalParameter(0.01, 0.06, default=0.02, space='sell', decimals=3, optimize=False, load=True) # Under & near EMA200, accept profit sell_custom_profit_under_rel_1 = DecimalParameter(0.01, 0.04, default=0.024, space='sell', optimize=False, load=True) sell_custom_profit_under_rsi_diff_1 = DecimalParameter(0.0, 20.0, default=4.4, space='sell', optimize=False, load=True) # Under & near EMA200, take the loss sell_custom_stoploss_under_rel_1 = DecimalParameter(0.001, 0.02, default=0.002, space='sell', optimize=False, load=True) sell_custom_stoploss_under_rsi_diff_1 = DecimalParameter(0.0, 20.0, default=10.0, space='sell', optimize=False, load=True) # Long duration/recover stoploss 1 sell_custom_stoploss_long_profit_min_1 = DecimalParameter(-0.1, -0.02, default=-0.08, space='sell', optimize=False, load=True) sell_custom_stoploss_long_profit_max_1 = DecimalParameter(-0.06, -0.01, default=-0.04, space='sell', optimize=False, load=True) sell_custom_stoploss_long_recover_1 = DecimalParameter(0.05, 0.15, default=0.1, space='sell', optimize=False, load=True) sell_custom_stoploss_long_rsi_diff_1 = DecimalParameter(0.0, 20.0, default=4.0, space='sell', optimize=False, load=True) # Long duration/recover stoploss 2 sell_custom_stoploss_long_recover_2 = DecimalParameter(0.03, 0.15, default=0.06, space='sell', optimize=False, load=True) sell_custom_stoploss_long_rsi_diff_2 = DecimalParameter(30.0, 50.0, default=40.0, space='sell', optimize=False, load=True) # Pumped, descending SMA sell_custom_pump_dec_profit_min_1 = DecimalParameter(0.001, 0.04, default=0.005, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_dec_profit_max_1 = DecimalParameter(0.03, 0.08, default=0.05, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_dec_profit_min_2 = DecimalParameter(0.01, 0.08, default=0.04, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_dec_profit_max_2 = DecimalParameter(0.04, 0.1, default=0.06, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_dec_profit_min_3 = DecimalParameter(0.02, 0.1, default=0.06, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_dec_profit_max_3 = DecimalParameter(0.06, 0.12, default=0.09, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_dec_profit_min_4 = DecimalParameter(0.01, 0.05, default=0.02, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_dec_profit_max_4 = DecimalParameter(0.02, 0.1, default=0.04, space='sell', decimals=3, optimize=False, load=True) # Pumped 48h 1, under EMA200 sell_custom_pump_under_profit_min_1 = DecimalParameter(0.02, 0.06, default=0.04, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_under_profit_max_1 = DecimalParameter(0.04, 0.1, default=0.09, space='sell', decimals=3, optimize=False, load=True) # Pumped trail 1 sell_custom_pump_trail_profit_min_1 = DecimalParameter(0.01, 0.12, default=0.05, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_trail_profit_max_1 = DecimalParameter(0.06, 0.16, default=0.07, space='sell', decimals=2, optimize=False, load=True) sell_custom_pump_trail_down_1 = DecimalParameter(0.01, 0.06, default=0.05, space='sell', decimals=3, optimize=False, load=True) sell_custom_pump_trail_rsi_min_1 = DecimalParameter(16.0, 36.0, default=20.0, space='sell', decimals=1, optimize=False, load=True) sell_custom_pump_trail_rsi_max_1 = DecimalParameter(30.0, 50.0, default=70.0, space='sell', decimals=1, optimize=False, load=True) # Stoploss, pumped, 48h 1 sell_custom_stoploss_pump_max_profit_1 = DecimalParameter(0.01, 0.04, default=0.01, space='sell', decimals=3, optimize=False, load=True) sell_custom_stoploss_pump_min_1 = DecimalParameter(-0.1, -0.01, default=-0.02, space='sell', decimals=3, optimize=False, load=True) sell_custom_stoploss_pump_max_1 = DecimalParameter(-0.1, -0.01, default=-0.01, space='sell', decimals=3, optimize=False, load=True) sell_custom_stoploss_pump_ma_offset_1 = DecimalParameter(0.7, 0.99, default=0.94, space='sell', decimals=2, optimize=False, load=True) # Stoploss, pumped, 48h 1 sell_custom_stoploss_pump_max_profit_2 = DecimalParameter(0.01, 0.04, default=0.025, space='sell', decimals=3, optimize=False, load=True) sell_custom_stoploss_pump_loss_2 = DecimalParameter(-0.1, -0.01, default=-0.05, space='sell', decimals=3, optimize=False, load=True) sell_custom_stoploss_pump_ma_offset_2 = DecimalParameter(0.7, 0.99, default=0.92, space='sell', decimals=2, optimize=False, load=True) # Stoploss, pumped, 36h 3 sell_custom_stoploss_pump_max_profit_3 = DecimalParameter(0.01, 0.04, default=0.008, space='sell', decimals=3, optimize=False, load=True) sell_custom_stoploss_pump_loss_3 = DecimalParameter(-0.16, -0.06, default=-0.12, space='sell', decimals=3, optimize=False, load=True) sell_custom_stoploss_pump_ma_offset_3 = DecimalParameter(0.7, 0.99, default=0.88, space='sell', decimals=2, optimize=False, load=True) # Recover sell_custom_recover_profit_1 = DecimalParameter(0.01, 0.06, default=0.04, space='sell', decimals=3, optimize=False, load=True) sell_custom_recover_min_loss_1 = DecimalParameter(0.06, 0.16, default=0.12, space='sell', decimals=3, optimize=False, load=True) sell_custom_recover_profit_min_2 = DecimalParameter(0.01, 0.04, default=0.01, space='sell', decimals=3, optimize=False, load=True) sell_custom_recover_profit_max_2 = DecimalParameter(0.02, 0.08, default=0.05, space='sell', decimals=3, optimize=False, load=True) sell_custom_recover_min_loss_2 = DecimalParameter(0.04, 0.16, default=0.06, space='sell', decimals=3, optimize=False, load=True) sell_custom_recover_rsi_2 = DecimalParameter(32.0, 52.0, default=46.0, space='sell', decimals=1, optimize=False, load=True) # Profit for long duration trades sell_custom_long_profit_min_1 = DecimalParameter(0.01, 0.04, default=0.03, space='sell', decimals=3, optimize=False, load=True) sell_custom_long_profit_max_1 = DecimalParameter(0.02, 0.08, default=0.04, space='sell', decimals=3, optimize=False, load=True) sell_custom_long_duration_min_1 = IntParameter(700, 2000, default=900, space='sell', optimize=False, load=True) ############################################################# def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool: return True dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) last_candle = dataframe.iloc[-1].squeeze() last_candle_1 = dataframe.iloc[-2].squeeze() if (sell_reason == 'roi'): # Looks like we can get a little have more if (last_candle['cmf'] < -0.1) & (last_candle['close'] > last_candle['ema_200_1h']): return False return True def get_ticker_indicator(self): return int(self.timeframe[:-1]) def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float, current_profit: float, **kwargs): dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) last_candle = dataframe.iloc[-1].squeeze() max_profit = ((trade.max_rate - trade.open_rate) / trade.open_rate) max_loss = ((trade.open_rate - trade.min_rate) / trade.min_rate) if (last_candle is not None): if (current_profit > self.sell_custom_profit_11.value) & (last_candle['rsi'] < self.sell_custom_rsi_11.value): return 'signal_profit_11' if (self.sell_custom_profit_11.value > current_profit > self.sell_custom_profit_10.value) & (last_candle['rsi'] < self.sell_custom_rsi_10.value): return 'signal_profit_10' if (self.sell_custom_profit_10.value > current_profit > self.sell_custom_profit_9.value) & (last_candle['rsi'] < self.sell_custom_rsi_9.value): return 'signal_profit_9' if (self.sell_custom_profit_9.value > current_profit > self.sell_custom_profit_8.value) & (last_candle['rsi'] < self.sell_custom_rsi_8.value): return 'signal_profit_8' if (self.sell_custom_profit_8.value > current_profit > self.sell_custom_profit_7.value) & (last_candle['rsi'] < self.sell_custom_rsi_7.value) & (last_candle['cmf'] < 0.0): return 'signal_profit_7' if (self.sell_custom_profit_7.value > current_profit > self.sell_custom_profit_6.value) & (last_candle['rsi'] < self.sell_custom_rsi_6.value) & (last_candle['cmf'] < 0.0): return 'signal_profit_6' if (self.sell_custom_profit_6.value > current_profit > self.sell_custom_profit_5.value) & (last_candle['rsi'] < self.sell_custom_rsi_5.value) & (last_candle['cmf'] < 0.0): return 'signal_profit_5' elif (self.sell_custom_profit_5.value > current_profit > self.sell_custom_profit_4.value) & (last_candle['rsi'] < self.sell_custom_rsi_4.value) & (last_candle['cmf'] < 0.0): return 'signal_profit_4' elif (self.sell_custom_profit_4.value > current_profit > self.sell_custom_profit_3.value) & (last_candle['rsi'] < self.sell_custom_rsi_3.value) & (last_candle['cmf'] < 0.0): return 'signal_profit_3' elif (self.sell_custom_profit_3.value > current_profit > self.sell_custom_profit_2.value) & (last_candle['rsi'] < self.sell_custom_rsi_2.value) & (last_candle['cmf'] < 0.0): return 'signal_profit_2' elif (self.sell_custom_profit_2.value > current_profit > self.sell_custom_profit_1.value) & (last_candle['rsi'] < self.sell_custom_rsi_1.value) & (last_candle['cmf'] < 0.0): return 'signal_profit_1' elif (self.sell_custom_profit_1.value > current_profit > self.sell_custom_profit_0.value) & (last_candle['rsi'] < self.sell_custom_rsi_0.value) & (last_candle['cmf'] < 0.0): return 'signal_profit_0' # check if close is under EMA200 elif (current_profit > self.sell_custom_under_profit_11.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_11.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_11' elif (self.sell_custom_under_profit_11.value > current_profit > self.sell_custom_under_profit_10.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_10.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_10' elif (self.sell_custom_under_profit_10.value > current_profit > self.sell_custom_under_profit_9.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_9.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_9' elif (self.sell_custom_under_profit_9.value > current_profit > self.sell_custom_under_profit_8.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_8.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_8' elif (self.sell_custom_under_profit_8.value > current_profit > self.sell_custom_under_profit_7.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_7.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_7' elif (self.sell_custom_under_profit_7.value > current_profit > self.sell_custom_under_profit_6.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_6.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_6' elif (self.sell_custom_under_profit_6.value > current_profit > self.sell_custom_under_profit_5.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_5.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_5' elif (self.sell_custom_under_profit_5.value > current_profit > self.sell_custom_under_profit_4.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_4.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_4' elif (self.sell_custom_under_profit_4.value > current_profit > self.sell_custom_under_profit_3.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_3.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_3' elif (self.sell_custom_under_profit_3.value > current_profit > self.sell_custom_under_profit_2.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_2.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_2' elif (self.sell_custom_under_profit_2.value > current_profit > self.sell_custom_under_profit_1.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_1.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_1' elif (self.sell_custom_under_profit_1.value > current_profit > self.sell_custom_under_profit_0.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_0.value) & (last_candle['close'] < last_candle['ema_200']) & (last_candle['cmf'] < 0.0): return 'signal_profit_u_0' # check if the pair is "pumped" elif (last_candle['sell_pump_48_1_1h']) & (current_profit > self.sell_custom_pump_profit_1_5.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_1_5.value): return 'signal_profit_p_1_5' elif (last_candle['sell_pump_48_1_1h']) & (self.sell_custom_pump_profit_1_5.value > current_profit > self.sell_custom_pump_profit_1_4.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_1_4.value): return 'signal_profit_p_1_4' elif (last_candle['sell_pump_48_1_1h']) & (self.sell_custom_pump_profit_1_4.value > current_profit > self.sell_custom_pump_profit_1_3.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_1_3.value): return 'signal_profit_p_1_3' elif (last_candle['sell_pump_48_1_1h']) & (self.sell_custom_pump_profit_1_3.value > current_profit > self.sell_custom_pump_profit_1_2.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_1_2.value): return 'signal_profit_p_1_2' elif (last_candle['sell_pump_48_1_1h']) & (self.sell_custom_pump_profit_1_2.value > current_profit > self.sell_custom_pump_profit_1_1.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_1_1.value): return 'signal_profit_p_1_1' elif (last_candle['sell_pump_36_1_1h']) & (current_profit > self.sell_custom_pump_profit_2_5.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_2_5.value): return 'signal_profit_p_2_5' elif (last_candle['sell_pump_36_1_1h']) & (self.sell_custom_pump_profit_2_5.value > current_profit > self.sell_custom_pump_profit_2_4.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_2_4.value): return 'signal_profit_p_2_4' elif (last_candle['sell_pump_36_1_1h']) & (self.sell_custom_pump_profit_2_4.value > current_profit > self.sell_custom_pump_profit_2_3.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_2_3.value): return 'signal_profit_p_2_3' elif (last_candle['sell_pump_36_1_1h']) & (self.sell_custom_pump_profit_2_3.value > current_profit > self.sell_custom_pump_profit_2_2.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_2_2.value): return 'signal_profit_p_2_2' elif (last_candle['sell_pump_36_1_1h']) & (self.sell_custom_pump_profit_2_2.value > current_profit > self.sell_custom_pump_profit_2_1.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_2_1.value): return 'signal_profit_p_2_1' elif (last_candle['sell_pump_24_1_1h']) & (current_profit > self.sell_custom_pump_profit_3_5.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_3_5.value): return 'signal_profit_p_3_5' elif (last_candle['sell_pump_24_1_1h']) & (self.sell_custom_pump_profit_3_5.value > current_profit > self.sell_custom_pump_profit_3_4.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_3_4.value): return 'signal_profit_p_3_4' elif (last_candle['sell_pump_24_1_1h']) & (self.sell_custom_pump_profit_3_4.value > current_profit > self.sell_custom_pump_profit_3_3.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_3_3.value): return 'signal_profit_p_3_3' elif (last_candle['sell_pump_24_1_1h']) & (self.sell_custom_pump_profit_3_3.value > current_profit > self.sell_custom_pump_profit_3_2.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_3_2.value): return 'signal_profit_p_3_2' elif (last_candle['sell_pump_24_1_1h']) & (self.sell_custom_pump_profit_3_2.value > current_profit > self.sell_custom_pump_profit_3_1.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_3_1.value): return 'signal_profit_p_3_1' elif (self.sell_custom_dec_profit_max_1.value > current_profit > self.sell_custom_dec_profit_min_1.value) & (last_candle['sma_200_dec_20']): return 'signal_profit_d_1' elif (self.sell_custom_dec_profit_max_2.value > current_profit > self.sell_custom_dec_profit_min_2.value) & (last_candle['close'] < last_candle['ema_100']): return 'signal_profit_d_2' # Trailing elif (self.sell_trail_profit_max_1.value > current_profit > self.sell_trail_profit_min_1.value) & (self.sell_trail_rsi_min_1.value < last_candle['rsi'] < self.sell_trail_rsi_max_1.value) & (max_profit > (current_profit + self.sell_trail_down_1.value)): return 'signal_profit_t_1' elif (self.sell_trail_profit_max_2.value > current_profit > self.sell_trail_profit_min_2.value) & (self.sell_trail_rsi_min_2.value < last_candle['rsi'] < self.sell_trail_rsi_max_2.value) & (max_profit > (current_profit + self.sell_trail_down_2.value)): return 'signal_profit_t_2' elif (self.sell_trail_profit_max_3.value > current_profit > self.sell_trail_profit_min_3.value) & (max_profit > (current_profit + self.sell_trail_down_3.value)) & (last_candle['sma_200_dec_20_1h']): return 'signal_profit_t_3' elif (self.sell_trail_profit_max_4.value > current_profit > self.sell_trail_profit_min_4.value) & (max_profit > (current_profit + self.sell_trail_down_4.value)) & (last_candle['sma_200_dec_24']) & (last_candle['cmf'] < 0.0): return 'signal_profit_t_4' elif (last_candle['close'] < last_candle['ema_200']) & (current_profit > self.sell_trail_profit_min_3.value) & (current_profit < self.sell_trail_profit_max_3.value) & (max_profit > (current_profit + self.sell_trail_down_3.value)): return 'signal_profit_u_t_1' # elif (last_candle['sell_pump_24_1_1h']) & (0.1 > current_profit > 0.07) & (last_candle['rsi'] < 56.0) & (current_time - timedelta(minutes=20) < trade.open_date_utc): # return 'signal_profit_p_s_1' elif (current_profit > 0.0) & (last_candle['close'] < last_candle['ema_200']) & (((last_candle['ema_200'] - last_candle['close']) / last_candle['close']) < self.sell_custom_profit_under_rel_1.value) & (last_candle['rsi'] > last_candle['rsi_1h'] + self.sell_custom_profit_under_rsi_diff_1.value): return 'signal_profit_u_e_1' elif (current_profit < -0.0) & (last_candle['close'] < last_candle['ema_200']) & (((last_candle['ema_200'] - last_candle['close']) / last_candle['close']) < self.sell_custom_stoploss_under_rel_1.value) & (last_candle['rsi'] > last_candle['rsi_1h'] + self.sell_custom_stoploss_under_rsi_diff_1.value) & (last_candle['cmf'] < 0.0) & (last_candle['sma_200_dec_24']) & (current_time - timedelta(minutes=720) > trade.open_date_utc): return 'signal_stoploss_u_1' elif (self.sell_custom_stoploss_long_profit_min_1.value < current_profit < self.sell_custom_stoploss_long_profit_max_1.value) & (current_profit > (-max_loss + self.sell_custom_stoploss_long_recover_1.value)) & (last_candle['cmf'] < 0.0) & (last_candle['close'] < last_candle['ema_200']) & (last_candle['rsi'] > last_candle['rsi_1h'] + self.sell_custom_stoploss_long_rsi_diff_1.value) & (last_candle['sma_200_dec_24']) & (current_time - timedelta(minutes=1200) > trade.open_date_utc): return 'signal_stoploss_l_r_u_1' elif (current_profit < -0.0) & (current_profit > (-max_loss + self.sell_custom_stoploss_long_recover_2.value)) & (last_candle['close'] < last_candle['ema_200']) & (last_candle['cmf'] < 0.0) & (last_candle['rsi'] > last_candle['rsi_1h'] + self.sell_custom_stoploss_long_rsi_diff_2.value) & (last_candle['sma_200_dec_24']) & (current_time - timedelta(minutes=1200) > trade.open_date_utc): return 'signal_stoploss_l_r_u_2' elif (self.sell_custom_pump_dec_profit_max_1.value > current_profit > self.sell_custom_pump_dec_profit_min_1.value) & (last_candle['sell_pump_48_1_1h']) & (last_candle['sma_200_dec_20']) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_p_d_1' elif (self.sell_custom_pump_dec_profit_max_2.value > current_profit > self.sell_custom_pump_dec_profit_min_2.value) & (last_candle['sell_pump_48_2_1h']) & (last_candle['sma_200_dec_20']) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_p_d_2' elif (self.sell_custom_pump_dec_profit_max_3.value > current_profit > self.sell_custom_pump_dec_profit_min_3.value) & (last_candle['sell_pump_48_3_1h']) & (last_candle['sma_200_dec_20']) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_p_d_3' elif (self.sell_custom_pump_dec_profit_max_4.value > current_profit > self.sell_custom_pump_dec_profit_min_4.value) & (last_candle['sma_200_dec_20']) & (last_candle['sell_pump_24_2_1h']): return 'signal_profit_p_d_4' # Pumped 48h 1, under EMA200 elif (self.sell_custom_pump_under_profit_max_1.value > current_profit > self.sell_custom_pump_under_profit_min_1.value) & (last_candle['sell_pump_48_1_1h']) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_p_u_1' # Pumped 36h 2, trail 1 elif (last_candle['sell_pump_36_2_1h']) & (self.sell_custom_pump_trail_profit_max_1.value > current_profit > self.sell_custom_pump_trail_profit_min_1.value) & (self.sell_custom_pump_trail_rsi_min_1.value < last_candle['rsi'] < self.sell_custom_pump_trail_rsi_max_1.value) & (max_profit > (current_profit + self.sell_custom_pump_trail_down_1.value)): return 'signal_profit_p_t_1' # elif (max_profit < self.sell_custom_stoploss_pump_max_profit_1.value) & (self.sell_custom_stoploss_pump_min_1.value < current_profit < self.sell_custom_stoploss_pump_max_1.value) & (last_candle['sell_pump_48_1_1h']) & (last_candle['cmf'] < 0.0) & (last_candle['sma_200_dec_20']) & (last_candle['close'] < (last_candle['ema_200'] * self.sell_custom_stoploss_pump_ma_offset_1.value)): # return 'signal_stoploss_p_1' elif (max_profit < self.sell_custom_stoploss_pump_max_profit_2.value) & (current_profit < self.sell_custom_stoploss_pump_loss_2.value) & (last_candle['sell_pump_48_1_1h']) & (last_candle['cmf'] < 0.0) & (last_candle['sma_200_dec_20_1h']) & (last_candle['close'] < (last_candle['ema_200'] * self.sell_custom_stoploss_pump_ma_offset_2.value)): return 'signal_stoploss_p_2' elif (max_profit < self.sell_custom_stoploss_pump_max_profit_3.value) & (current_profit < self.sell_custom_stoploss_pump_loss_3.value) & (last_candle['sell_pump_36_3_1h']) & (last_candle['close'] < (last_candle['ema_200'] * self.sell_custom_stoploss_pump_ma_offset_3.value)): return 'signal_stoploss_p_3' # Recover elif (max_loss > self.sell_custom_recover_min_loss_1.value) & (current_profit > self.sell_custom_recover_profit_1.value): return 'signal_profit_r_1' elif (max_loss > self.sell_custom_recover_min_loss_2.value) & (self.sell_custom_recover_profit_max_2.value > current_profit > self.sell_custom_recover_profit_min_2.value) & (last_candle['rsi'] < self.sell_custom_recover_rsi_2.value): return 'signal_profit_r_2' # Take profit for long duration trades elif (self.sell_custom_long_profit_min_1.value < current_profit < self.sell_custom_long_profit_max_1.value) & (current_time - timedelta(minutes=self.sell_custom_long_duration_min_1.value) > trade.open_date_utc): return 'signal_profit_l_1' return None def range_percent_change(self, dataframe: DataFrame, method, length: int) -> float: """ Rolling Percentage Change Maximum across interval. :param dataframe: DataFrame The original OHLC dataframe :param method: High to Low / Open to Close :param length: int The length to look back """ df = dataframe.copy() if method == 'HL': return ((df['high'].rolling(length).max() - df['low'].rolling(length).min()) / df['low'].rolling(length).min()) elif method == 'OC': return ((df['open'].rolling(length).max() - df['close'].rolling(length).min()) / df['close'].rolling(length).min()) else: raise ValueError(f"Method {method} not defined!") def top_percent_change(self, dataframe: DataFrame, length: int) -> float: """ Percentage change of the current close from the range maximum Open price :param dataframe: DataFrame The original OHLC dataframe :param length: int The length to look back """ df = dataframe.copy() if length == 0: return ((df['open'] - df['close']) / df['close']) else: return ((df['open'].rolling(length).max() - df['close']) / df['close']) def range_maxgap(self, dataframe: DataFrame, length: int) -> float: """ Maximum Price Gap across interval. :param dataframe: DataFrame The original OHLC dataframe :param length: int The length to look back """ df = dataframe.copy() return (df['open'].rolling(length).max() - df['close'].rolling(length).min()) def range_maxgap_adjusted(self, dataframe: DataFrame, length: int, adjustment: float) -> float: """ Maximum Price Gap across interval adjusted. :param dataframe: DataFrame The original OHLC dataframe :param length: int The length to look back :param adjustment: int The adjustment to be applied """ return (self.range_maxgap(dataframe,length) / adjustment) def range_height(self, dataframe: DataFrame, length: int) -> float: """ Current close distance to range bottom. :param dataframe: DataFrame The original OHLC dataframe :param length: int The length to look back """ df = dataframe.copy() return (df['close'] - df['close'].rolling(length).min()) def safe_pump(self, dataframe: DataFrame, length: int, thresh: float, pull_thresh: float) -> bool: """ Determine if entry after a pump is safe. :param dataframe: DataFrame The original OHLC dataframe :param length: int The length to look back :param thresh: int Maximum percentage change threshold :param pull_thresh: int Pullback from interval maximum threshold """ df = dataframe.copy() return (df[f'oc_pct_change_{length}'] < thresh) | (self.range_maxgap_adjusted(df, length, pull_thresh) > self.range_height(df, length)) def safe_dips(self, dataframe: DataFrame, thresh_0, thresh_2, thresh_12, thresh_144) -> bool: """ Determine if dip is safe to enter. :param dataframe: DataFrame The original OHLC dataframe :param thresh_0: Threshold value for 0 length top pct change :param thresh_2: Threshold value for 2 length top pct change :param thresh_12: Threshold value for 12 length top pct change :param thresh_144: Threshold value for 144 length top pct change """ return ((dataframe['tpct_change_0'] < thresh_0) & (dataframe['tpct_change_2'] < thresh_2) & (dataframe['tpct_change_12'] < thresh_12) & (dataframe['tpct_change_144'] < thresh_144)) def informative_pairs(self): # get access to all pairs available in whitelist. pairs = self.dp.current_whitelist() # Assign tf to each pair so they can be downloaded and cached for strategy. informative_pairs = [(pair, self.info_timeframe) for pair in pairs] informative_pairs.append(('BTC/USDT', self.timeframe)) informative_pairs.append(('BTC/USDT', self.info_timeframe)) return informative_pairs def informative_1h_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: assert self.dp, "DataProvider is required for multiple timeframes." # Get the informative pair informative_1h = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.info_timeframe) # EMA informative_1h['ema_12'] = ta.EMA(informative_1h, timeperiod=12) informative_1h['ema_15'] = ta.EMA(informative_1h, timeperiod=15) informative_1h['ema_20'] = ta.EMA(informative_1h, timeperiod=20) informative_1h['ema_26'] = ta.EMA(informative_1h, timeperiod=26) informative_1h['ema_35'] = ta.EMA(informative_1h, timeperiod=35) informative_1h['ema_50'] = ta.EMA(informative_1h, timeperiod=50) informative_1h['ema_100'] = ta.EMA(informative_1h, timeperiod=100) informative_1h['ema_200'] = ta.EMA(informative_1h, timeperiod=200) # SMA informative_1h['sma_200'] = ta.SMA(informative_1h, timeperiod=200) informative_1h['sma_200_dec_20'] = informative_1h['sma_200'] < informative_1h['sma_200'].shift(20) # RSI informative_1h['rsi'] = ta.RSI(informative_1h, timeperiod=14) # BB bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(informative_1h), window=20, stds=2) informative_1h['bb20_2_low'] = bollinger['lower'] informative_1h['bb20_2_mid'] = bollinger['mid'] informative_1h['bb20_2_upp'] = bollinger['upper'] informative_1h['bb_lowerband'] = bollinger['lower'] informative_1h['bb_middleband'] = bollinger['mid'] informative_1h['bb_upperband'] = bollinger['upper'] # Chaikin Money Flow informative_1h['cmf'] = chaikin_money_flow(informative_1h, 20) # Pump protections informative_1h['hl_pct_change_48'] = self.range_percent_change(informative_1h, 'HL', 48) informative_1h['hl_pct_change_36'] = self.range_percent_change(informative_1h, 'HL', 36) informative_1h['hl_pct_change_24'] = self.range_percent_change(informative_1h, 'HL', 24) informative_1h['oc_pct_change_48'] = self.range_percent_change(informative_1h, 'OC', 48) informative_1h['oc_pct_change_36'] = self.range_percent_change(informative_1h, 'OC', 36) informative_1h['oc_pct_change_24'] = self.range_percent_change(informative_1h, 'OC', 24) informative_1h['sell_pump_48_1'] = (informative_1h['hl_pct_change_48'] > self.sell_pump_threshold_48_1.value) informative_1h['sell_pump_48_2'] = (informative_1h['hl_pct_change_48'] > self.sell_pump_threshold_48_2.value) informative_1h['sell_pump_48_3'] = (informative_1h['hl_pct_change_48'] > self.sell_pump_threshold_48_3.value) informative_1h['sell_pump_36_1'] = (informative_1h['hl_pct_change_36'] > self.sell_pump_threshold_36_1.value) informative_1h['sell_pump_36_2'] = (informative_1h['hl_pct_change_36'] > self.sell_pump_threshold_36_2.value) informative_1h['sell_pump_36_3'] = (informative_1h['hl_pct_change_36'] > self.sell_pump_threshold_36_3.value) informative_1h['sell_pump_24_1'] = (informative_1h['hl_pct_change_24'] > self.sell_pump_threshold_24_1.value) informative_1h['sell_pump_24_2'] = (informative_1h['hl_pct_change_24'] > self.sell_pump_threshold_24_2.value) informative_1h['sell_pump_24_3'] = (informative_1h['hl_pct_change_24'] > self.sell_pump_threshold_24_3.value) return informative_1h def normal_tf_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # BB 40 - STD2 bb_40_std2 = qtpylib.bollinger_bands(dataframe['close'], window=40, stds=2) dataframe['bb40_2_low']= bb_40_std2['lower'] dataframe['bb40_2_mid'] = bb_40_std2['mid'] dataframe['bb40_2_delta'] = (bb_40_std2['mid'] - dataframe['bb40_2_low']).abs() dataframe['lower'] = bb_40_std2['lower'] dataframe['mid'] = bb_40_std2['mid'] dataframe['bbdelta'] = (bb_40_std2['mid'] - dataframe['lower']).abs() dataframe['closedelta'] = (dataframe['close'] - dataframe['close'].shift()).abs() dataframe['tail'] = (dataframe['close'] - dataframe['bb40_2_low']).abs() # BB 20 - STD2 bb_20_std2 = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bb_lowerband'] = bb_20_std2['lower'] dataframe['bb_middleband'] = bb_20_std2['mid'] dataframe['bb_upperband'] = bb_20_std2['upper'] dataframe['bb20_2_low'] = bb_20_std2['lower'] dataframe['bb20_2_mid'] = bb_20_std2['mid'] dataframe['bb20_2_upp'] = bb_20_std2['upper'] # EMA 200 dataframe['ema_12'] = ta.EMA(dataframe, timeperiod=12) dataframe['ema_15'] = ta.EMA(dataframe, timeperiod=15) dataframe['ema_20'] = ta.EMA(dataframe, timeperiod=20) dataframe['ema_26'] = ta.EMA(dataframe, timeperiod=26) dataframe['ema_35'] = ta.EMA(dataframe, timeperiod=35) dataframe['ema_50'] = ta.EMA(dataframe, timeperiod=50) dataframe['ema_100'] = ta.EMA(dataframe, timeperiod=100) dataframe['ema_200'] = ta.EMA(dataframe, timeperiod=200) # SMA dataframe['sma_5'] = ta.SMA(dataframe, timeperiod=5) dataframe['sma_20'] = ta.SMA(dataframe, timeperiod=20) dataframe['sma_30'] = ta.SMA(dataframe, timeperiod=30) dataframe['sma_200'] = ta.SMA(dataframe, timeperiod=200) dataframe['sma_200_dec'] = dataframe['sma_200'] < dataframe['sma_200'].shift(20) dataframe['sma_200_dec_20'] = dataframe['sma_200'] < dataframe['sma_200'].shift(20) dataframe['sma_200_dec_24'] = dataframe['sma_200'] < dataframe['sma_200'].shift(24) # Chaikin A/D Oscillator dataframe['mfv'] = MFV(dataframe) dataframe['cmf'] = dataframe['mfv'].rolling(20).sum()/dataframe['volume'].rolling(20).sum() # MFI dataframe['mfi'] = ta.MFI(dataframe) # CMF dataframe['cmf'] = chaikin_money_flow(dataframe, 20) # RSI dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) dataframe['rsi_4'] = ta.RSI(dataframe, timeperiod=4) dataframe['rsi_20'] = ta.RSI(dataframe, timeperiod=20) # Chopiness dataframe['chop']= qtpylib.chopiness(dataframe, 14) # Zero-Lag EMA dataframe['zema'] = zema(dataframe, period=61) # Volume dataframe['volume_mean_slow'] = dataframe['volume'].rolling(window=48).mean() # MACD dataframe['macd'], dataframe['signal'], dataframe['hist'] = ta.MACD(dataframe['close'], fastperiod=12, slowperiod=26, signalperiod=9) return dataframe def resampled_tf_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Indicators # ----------------------------------------------------------------------------------------- dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) return dataframe def base_tf_btc_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Indicators # ----------------------------------------------------------------------------------------- dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) # Add prefix # ----------------------------------------------------------------------------------------- ignore_columns = ['date', 'open', 'high', 'low', 'close', 'volume'] dataframe.rename(columns=lambda s: "btc_" + s if (not s in ignore_columns) else s, inplace=True) return dataframe def info_tf_btc_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Indicators # ----------------------------------------------------------------------------------------- dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) # Add prefix # ----------------------------------------------------------------------------------------- ignore_columns = ['date', 'open', 'high', 'low', 'close', 'volume'] dataframe.rename(columns=lambda s: "btc_" + s if (not s in ignore_columns) else s, inplace=True) return dataframe def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: ''' --> BTC informative (5m/1h) ___________________________________________________________________________________________ ''' btc_base_tf = self.dp.get_pair_dataframe("BTC/USDT", self.timeframe) btc_base_tf = self.base_tf_btc_indicators(btc_base_tf, metadata) dataframe = merge_informative_pair(dataframe, btc_base_tf, self.timeframe, self.timeframe, ffill=True) drop_columns = [(s + "_" + self.timeframe) for s in ['date', 'open', 'high', 'low', 'close', 'volume']] dataframe.drop(columns=dataframe.columns.intersection(drop_columns), inplace=True) btc_info_tf = self.dp.get_pair_dataframe("BTC/USDT", self.info_timeframe) btc_info_tf = self.info_tf_btc_indicators(btc_info_tf, metadata) dataframe = merge_informative_pair(dataframe, btc_info_tf, self.timeframe, self.info_timeframe, ffill=True) drop_columns = [(s + "_" + self.info_timeframe) for s in ['date', 'open', 'high', 'low', 'close', 'volume']] dataframe.drop(columns=dataframe.columns.intersection(drop_columns), inplace=True) ''' --> Informative timeframe ___________________________________________________________________________________________ ''' # populate informative indicators informative_1h = self.informative_1h_indicators(dataframe, metadata) # Merge informative into dataframe dataframe = merge_informative_pair(dataframe, informative_1h, self.timeframe, self.info_timeframe, ffill=True) drop_columns = [(s + "_" + self.info_timeframe) for s in ['date']] dataframe.drop(columns=dataframe.columns.intersection(drop_columns), inplace=True) ''' --> Resampled to another timeframe ___________________________________________________________________________________________ ''' # resampled = resample_to_interval(dataframe, timeframe_to_minutes(self.res_timeframe)) # resampled = self.resampled_tf_indicators(resampled, metadata) # # Merge resampled info dataframe # dataframe = resampled_merge(dataframe, resampled, fill_na=True) # dataframe.rename(columns=lambda s: s+"_{}".format(self.res_timeframe) if "resample_" in s else s, inplace=True) # dataframe.rename(columns=lambda s: s.replace("resample_{}_".format(self.res_timeframe.replace("m","")), ""), inplace=True) # drop_columns = [(s + "_" + self.res_timeframe) for s in ['date']] # dataframe.drop(columns=dataframe.columns.intersection(drop_columns), inplace=True) ''' --> The indicators for the normal (5m) timeframe ___________________________________________________________________________________________ ''' dataframe = self.normal_tf_indicators(dataframe, metadata) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] conditions.append( ( self.buy_condition_13_enable.value & (dataframe['close'] > dataframe['ema_200_1h']) & (dataframe['cmf'] < -0.435) & (dataframe['rsi'] < 22) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(48) * self.buy_volume_pump_1.value) & (dataframe['volume_mean_slow'] * self.buy_volume_pump_1.value < dataframe['volume_mean_slow'].shift(48)) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_12_enable.value & (dataframe['close'] > dataframe['ema_200']) & (dataframe['close'] > dataframe['ema_200_1h']) & (dataframe['close'] < dataframe['bb_lowerband'] * 0.993) & (dataframe['low'] < dataframe['bb_lowerband'] * 0.985) & (dataframe['close'].shift() > dataframe['bb_lowerband']) & (dataframe['rsi_1h'] < 72.8) & (dataframe['open'] > dataframe['close']) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(48) * self.buy_volume_pump_1.value) & (dataframe['volume_mean_slow'] * self.buy_volume_pump_1.value < dataframe['volume_mean_slow'].shift(48)) & (dataframe['volume'] < (dataframe['volume'].shift() * self.buy_volume_drop_1.value)) & ((dataframe['open'] - dataframe['close']) < dataframe['bb_upperband'].shift(2) - dataframe['bb_lowerband'].shift(2)) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_11_enable.value & (dataframe['close'] > dataframe['ema_200']) & (dataframe['hist'] > 0) & (dataframe['hist'].shift() > 0) & (dataframe['hist'].shift(2) > 0) & (dataframe['hist'].shift(3) > 0) & (dataframe['hist'].shift(5) > 0) & (dataframe['bb_middleband'] - dataframe['bb_middleband'].shift(5) > dataframe['close']/200) & (dataframe['bb_middleband'] - dataframe['bb_middleband'].shift(10) > dataframe['close']/100) & ((dataframe['bb_upperband'] - dataframe['bb_lowerband']) < (dataframe['close']*0.1)) & ((dataframe['open'].shift() - dataframe['close'].shift()) < (dataframe['close'] * 0.018)) & (dataframe['rsi'] > 51) & (dataframe['open'] < dataframe['close']) & (dataframe['open'].shift() > dataframe['close'].shift()) & (dataframe['close'] > dataframe['bb_middleband']) & (dataframe['close'].shift() < dataframe['bb_middleband'].shift()) & (dataframe['low'].shift(2) > dataframe['bb_middleband'].shift(2)) & (dataframe['volume'] > 0) # Make sure Volume is not 0 ) ) conditions.append( ( self.buy_condition_0_enable.value & (dataframe['close'] > dataframe['ema_200']) & (dataframe['rsi'] < 30) & (dataframe['close'] * 1.024 < dataframe['open'].shift(3)) & (dataframe['rsi_1h'] < 71) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(48) * self.buy_volume_pump_1.value) & (dataframe['volume_mean_slow'] * self.buy_volume_pump_1.value < dataframe['volume_mean_slow'].shift(48)) & (dataframe['volume'] > 0) # Make sure Volume is not 0 ) ) conditions.append( ( self.buy_condition_1_enable.value & (dataframe['close'] > dataframe['ema_200']) & (dataframe['close'] > dataframe['ema_200_1h']) & (dataframe['close'] < dataframe['bb_lowerband'] * self.buy_bb20_close_bblowerband_safe_1.value) & (dataframe['rsi_1h'] < 69) & (dataframe['open'] > dataframe['close']) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(48) * self.buy_volume_pump_1.value) & (dataframe['volume_mean_slow'] * self.buy_volume_pump_1.value < dataframe['volume_mean_slow'].shift(48)) & (dataframe['volume'] < (dataframe['volume'].shift() * self.buy_volume_drop_1.value)) & ((dataframe['open'] - dataframe['close']) < dataframe['bb_upperband'].shift(2) - dataframe['bb_lowerband'].shift(2)) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_2_enable.value & (dataframe['close'] > dataframe['ema_200']) & (dataframe['close'] < dataframe['bb_lowerband'] * self.buy_bb20_close_bblowerband_safe_2.value) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(48) * self.buy_volume_pump_1.value) & (dataframe['volume_mean_slow'] * self.buy_volume_pump_1.value < dataframe['volume_mean_slow'].shift(48)) & (dataframe['volume'] < (dataframe['volume'].shift() * self.buy_volume_drop_1.value)) & (dataframe['open'] - dataframe['close'] < dataframe['bb_upperband'].shift(2) - dataframe['bb_lowerband'].shift(2)) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_3_enable.value & (dataframe['close'] > dataframe['ema_200_1h']) & (dataframe['close'] < dataframe['bb_lowerband']) & (dataframe['rsi'] < self.buy_rsi_3.value) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(48) * self.buy_volume_pump_1.value) & (dataframe['volume_mean_slow'] * self.buy_volume_pump_1.value < dataframe['volume_mean_slow'].shift(48)) & (dataframe['volume'] < (dataframe['volume'].shift() * self.buy_volume_drop_3.value)) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_4_enable.value & (dataframe['rsi_1h'] < self.buy_rsi_1h_1.value) & (dataframe['close'] < dataframe['bb_lowerband']) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(48) * self.buy_volume_pump_1.value) & (dataframe['volume_mean_slow'] * self.buy_volume_pump_1.value < dataframe['volume_mean_slow'].shift(48)) & (dataframe['volume'] < (dataframe['volume'].shift() * self.buy_volume_drop_1.value)) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_5_enable.value & (dataframe['close'] > dataframe['ema_200']) & (dataframe['close'] > dataframe['ema_200_1h']) & (dataframe['ema_26'] > dataframe['ema_12']) & ((dataframe['ema_26'] - dataframe['ema_12']) > (dataframe['open'] * self.buy_macd_1.value)) & ((dataframe['ema_26'].shift() - dataframe['ema_12'].shift()) > (dataframe['open']/100)) & (dataframe['close'] < (dataframe['bb_lowerband'])) & (dataframe['volume'] < (dataframe['volume'].shift() * self.buy_volume_drop_1.value)) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(48) * self.buy_volume_pump_1.value) & (dataframe['volume_mean_slow'] * self.buy_volume_pump_1.value < dataframe['volume_mean_slow'].shift(48)) & (dataframe['volume'] > 0) # Make sure Volume is not 0 ) ) conditions.append( ( self.buy_condition_6_enable.value & (dataframe['rsi_1h'] < self.buy_rsi_1h_5.value) & (dataframe['ema_26'] > dataframe['ema_12']) & ((dataframe['ema_26'] - dataframe['ema_12']) > (dataframe['open'] * self.buy_macd_2.value)) & ((dataframe['ema_26'].shift() - dataframe['ema_12'].shift()) > (dataframe['open']/100)) & (dataframe['close'] < (dataframe['bb_lowerband'])) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(48) * self.buy_volume_pump_1.value) & (dataframe['volume_mean_slow'] * self.buy_volume_pump_1.value < dataframe['volume_mean_slow'].shift(48)) & (dataframe['volume'] < (dataframe['volume'].shift() * self.buy_volume_drop_1.value)) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_7_enable.value & (dataframe['rsi_1h'] < self.buy_rsi_1h_2.value) & (dataframe['ema_26'] > dataframe['ema_12']) & ((dataframe['ema_26'] - dataframe['ema_12']) > (dataframe['open'] * self.buy_macd_1.value)) & ((dataframe['ema_26'].shift() - dataframe['ema_12'].shift()) > (dataframe['open']/100)) & (dataframe['volume'] < (dataframe['volume'].shift() * self.buy_volume_drop_1.value)) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(48) * self.buy_volume_pump_1.value) & (dataframe['volume_mean_slow'] * self.buy_volume_pump_1.value < dataframe['volume_mean_slow'].shift(48)) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_8_enable.value & (dataframe['rsi_1h'] < self.buy_rsi_1h_3.value) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['volume'] < (dataframe['volume'].shift() * self.buy_volume_drop_1.value)) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_9_enable.value & (dataframe['rsi_1h'] < self.buy_rsi_1h_4.value) & (dataframe['rsi'] < self.buy_rsi_2.value) & (dataframe['volume'] < (dataframe['volume'].shift() * self.buy_volume_drop_1.value)) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(48) * self.buy_volume_pump_1.value) & (dataframe['volume_mean_slow'] * self.buy_volume_pump_1.value < dataframe['volume_mean_slow'].shift(48)) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_10_enable.value & (dataframe['rsi_1h'] < self.buy_rsi_1h_4.value) & (dataframe['close_1h'] < dataframe['bb_lowerband_1h']) & (dataframe['hist'] > 0) & (dataframe['hist'].shift(2) < 0) & (dataframe['rsi'] < 40.5) & (dataframe['hist'] > dataframe['close'] * 0.0012) & (dataframe['open'] < dataframe['close']) & (dataframe['volume'] > 0) ) ) if conditions: dataframe.loc[ reduce(lambda x, y: x | y, conditions), 'buy' ] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] conditions.append( ( self.sell_condition_1_enable.value & (dataframe['rsi'] > self.sell_rsi_bb_1.value) & (dataframe['close'] > dataframe['bb20_2_upp']) & (dataframe['close'].shift(1) > dataframe['bb20_2_upp'].shift(1)) & (dataframe['close'].shift(2) > dataframe['bb20_2_upp'].shift(2)) & (dataframe['close'].shift(3) > dataframe['bb20_2_upp'].shift(3)) & (dataframe['close'].shift(4) > dataframe['bb20_2_upp'].shift(4)) & (dataframe['close'].shift(5) > dataframe['bb20_2_upp'].shift(5)) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.sell_condition_2_enable.value & (dataframe['rsi'] > self.sell_rsi_bb_2.value) & (dataframe['close'] > dataframe['bb20_2_upp']) & (dataframe['close'].shift(1) > dataframe['bb20_2_upp'].shift(1)) & (dataframe['close'].shift(2) > dataframe['bb20_2_upp'].shift(2)) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.sell_condition_3_enable.value & (dataframe['rsi'] > self.sell_rsi_main_3.value) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.sell_condition_4_enable.value & (dataframe['rsi'] > self.sell_dual_rsi_rsi_4.value) & (dataframe['rsi_1h'] > self.sell_dual_rsi_rsi_1h_4.value) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.sell_condition_6_enable.value & (dataframe['close'] < dataframe['ema_200']) & (dataframe['close'] > dataframe['ema_50']) & (dataframe['rsi'] > self.sell_rsi_under_6.value) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.sell_condition_7_enable.value & (dataframe['rsi_1h'] > self.sell_rsi_1h_7.value) & qtpylib.crossed_below(dataframe['ema_12'], dataframe['ema_26']) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.sell_condition_8_enable.value & (dataframe['close'] > dataframe['bb20_2_upp_1h'] * self.sell_bb_relative_8.value) & (dataframe['volume'] > 0) ) ) if conditions: dataframe.loc[ reduce(lambda x, y: x | y, conditions), 'sell' ] = 1 return dataframe # Elliot Wave Oscillator def EWO(dataframe, sma1_length=5, sma2_length=35): df = dataframe.copy() sma1 = ta.EMA(df, timeperiod=sma1_length) sma2 = ta.EMA(df, timeperiod=sma2_length) smadif = (sma1 - sma2) / df['close'] * 100 return smadif # Chaikin Money Flow def chaikin_money_flow(dataframe, n=20, fillna=False): """Chaikin Money Flow (CMF) It measures the amount of Money Flow Volume over a specific period. http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:chaikin_money_flow_cmf Args: dataframe(pandas.Dataframe): dataframe containing ohlcv n(int): n period. fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. """ df = dataframe.copy() mfv = ((df['close'] - df['low']) - (df['high'] - df['close'])) / (df['high'] - df['low']) mfv = mfv.fillna(0.0) # float division by zero mfv *= df['volume'] cmf = (mfv.rolling(n, min_periods=0).sum() / df['volume'].rolling(n, min_periods=0).sum()) if fillna: cmf = cmf.replace([np.inf, -np.inf], np.nan).fillna(0) return Series(cmf, name='cmf') # Chaikin Money Flow Volume def MFV(dataframe): df = dataframe.copy() N = ((df['close'] - df['low']) - (df['high'] - df['close'])) / (df['high'] - df['low']) M = N * df['volume'] return M