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, DecimalParameter, IntParameter, CategoricalParameter) from pandas import DataFrame from functools import reduce from freqtrade.persistence import Trade from datetime import datetime class GeneTrader_gen1_1733508206_5694(IStrategy): INTERFACE_VERSION = 2 # Optional order type mapping. order_types = { 'buy': 'limit', 'sell': 'limit', 'trailing_stop_loss': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False } # ROI table: minimal_roi = { "0": 0.111, "13": 0.048, "50": 0.015, "61": 0.01 } stoploss = -0.99 # Multi Offset base_nb_candles_buy = IntParameter(5.0, 80.0, default=76, space='buy', optimize=True) base_nb_candles_sell = IntParameter(5.0, 80.0, default=49, space='sell', optimize=True) low_offset_sma = DecimalParameter(0.9, 0.99, default=0.99, space='buy', optimize=True) high_offset_sma = DecimalParameter(0.99, 1.1, default=1.06, space='sell', optimize=True) low_offset_ema = DecimalParameter(0.9, 0.99, default=0.92, space='buy', optimize=True) high_offset_ema = DecimalParameter(0.99, 1.1, default=1.09, space='sell', optimize=True) low_offset_trima = DecimalParameter(0.9, 0.99, default=0.92, space='buy', optimize=True) high_offset_trima = DecimalParameter(0.99, 1.1, default=1.01, space='sell', optimize=True) low_offset_t3 = DecimalParameter(0.9, 0.99, default=0.96, space='buy', optimize=True) high_offset_t3 = DecimalParameter(0.99, 1.1, default=1.1, space='sell', optimize=True) low_offset_kama = DecimalParameter(0.9, 0.99, default=0.98, space='buy', optimize=True) high_offset_kama = DecimalParameter(0.99, 1.1, default=1.09, space='sell', optimize=True) # Protection ewo_low = DecimalParameter(-20.0, -8.0, default=-13.9, space='buy', optimize=True) ewo_high = DecimalParameter(2.0, 12.0, default=3.9, space='buy', optimize=True) fast_ewo = IntParameter(10.0, 50.0, default=13, space='buy', optimize=True) slow_ewo = IntParameter(100.0, 200.0, default=121, space='buy', optimize=True) # MA list ma_types = ['sma', 'ema', 'trima', 't3', 'kama'] ma_map = { 'sma': { 'low_offset': low_offset_sma.value, 'high_offset': high_offset_sma.value, 'calculate': ta.SMA }, 'ema': { 'low_offset': low_offset_ema.value, 'high_offset': high_offset_ema.value, 'calculate': ta.EMA }, 'trima': { 'low_offset': low_offset_trima.value, 'high_offset': high_offset_trima.value, 'calculate': ta.TRIMA }, 't3': { 'low_offset': low_offset_t3.value, 'high_offset': high_offset_t3.value, 'calculate': ta.T3 }, 'kama': { 'low_offset': low_offset_kama.value, 'high_offset': high_offset_kama.value, 'calculate': ta.KAMA } } # Trailing stoploss (not used) trailing_stop = False trailing_only_offset_is_reached = True trailing_stop_positive = 0.01 trailing_stop_positive_offset = 0.03 use_custom_stoploss = False # Optimal timeframe for the strategy. timeframe = '5m' inf_1h = '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 ignore_roi_if_buy_signal = True # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 300 # plot config plot_config = { 'main_plot': { 'ma_offset_buy': {'color': 'orange'}, 'ma_offset_sell': {'color': 'orange'}, }, } ############################################################# buy_condition_1_enable = CategoricalParameter([True, False], default=False, space='buy', optimize=True) buy_condition_2_enable = CategoricalParameter([True, False], default=False, space='buy', optimize=True) buy_condition_3_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True) buy_condition_4_enable = CategoricalParameter([True, False], default=False, space='buy', optimize=True) buy_condition_5_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True) buy_condition_6_enable = CategoricalParameter([True, False], default=False, space='buy', optimize=True) buy_condition_7_enable = CategoricalParameter([True, False], default=False, space='buy', optimize=True) buy_condition_8_enable = CategoricalParameter([True, False], default=False, space='buy', optimize=True) buy_condition_9_enable = CategoricalParameter([True, False], default=False, space='buy', optimize=True) buy_condition_10_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True) buy_condition_11_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True) buy_condition_12_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True) buy_condition_13_enable = CategoricalParameter([True, False], default=False, space='buy', optimize=True) buy_condition_14_enable = CategoricalParameter([True, False], default=False, space='buy', optimize=True) buy_condition_15_enable = CategoricalParameter([True, False], default=False, space='buy', optimize=True) buy_condition_16_enable = CategoricalParameter([True, False], default=False, space='buy', optimize=True) buy_condition_17_enable = CategoricalParameter([True, False], default=False, space='buy', optimize=True) buy_condition_18_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True) buy_condition_19_enable = CategoricalParameter([True, False], default=False, space='buy', optimize=True) buy_condition_20_enable = CategoricalParameter([True, False], default=False, space='buy', optimize=True) buy_condition_21_enable = CategoricalParameter([True, False], default=False, space='buy', optimize=True) # Normal dips buy_dip_threshold_1 = DecimalParameter(0.001, 0.05, default=0.03, space='buy', optimize=True) buy_dip_threshold_2 = DecimalParameter(0.01, 0.2, default=0.2, space='buy', optimize=True) buy_dip_threshold_3 = DecimalParameter(0.05, 0.4, default=0.299, space='buy', optimize=True) buy_dip_threshold_4 = DecimalParameter(0.2, 0.5, default=0.207, space='buy', optimize=True) # Strict dips buy_dip_threshold_5 = DecimalParameter(0.001, 0.05, default=0.026, space='buy', optimize=True) buy_dip_threshold_6 = DecimalParameter(0.01, 0.2, default=0.05, space='buy', optimize=True) buy_dip_threshold_7 = DecimalParameter(0.05, 0.4, default=0.321, space='buy', optimize=True) buy_dip_threshold_8 = DecimalParameter(0.2, 0.5, default=0.423, space='buy', optimize=True) # Loose dips buy_dip_threshold_9 = DecimalParameter(0.001, 0.05, default=0.01, space='buy', optimize=True) buy_dip_threshold_10 = DecimalParameter(0.01, 0.2, default=0.168, space='buy', optimize=True) buy_dip_threshold_11 = DecimalParameter(0.05, 0.4, default=0.226, space='buy', optimize=True) buy_dip_threshold_12 = DecimalParameter(0.2, 0.5, default=0.418, space='buy', optimize=True) # 24 hours buy_pump_pull_threshold_1 = DecimalParameter(1.5, 3.0, default=2.65, space='buy', optimize=True) buy_pump_threshold_1 = DecimalParameter(0.4, 1.0, default=0.915, space='buy', optimize=True) # 36 hours buy_pump_pull_threshold_2 = DecimalParameter(1.5, 3.0, default=1.81, space='buy', optimize=True) buy_pump_threshold_2 = DecimalParameter(0.4, 1.0, default=0.485, space='buy', optimize=True) # 48 hours buy_pump_pull_threshold_3 = DecimalParameter(1.5, 3.0, default=2.37, space='buy', optimize=True) buy_pump_threshold_3 = DecimalParameter(0.4, 1.0, default=0.892, space='buy', optimize=True) # 24 hours strict buy_pump_pull_threshold_4 = DecimalParameter(1.5, 3.0, default=1.7, space='buy', optimize=True) buy_pump_threshold_4 = DecimalParameter(0.4, 1.0, default=0.601, space='buy', optimize=True) # 36 hours strict buy_pump_pull_threshold_5 = DecimalParameter(1.5, 3.0, default=1.81, space='buy', optimize=True) buy_pump_threshold_5 = DecimalParameter(0.4, 1.0, default=0.725, space='buy', optimize=True) # 48 hours strict buy_pump_pull_threshold_6 = DecimalParameter(1.5, 3.0, default=1.93, space='buy', optimize=True) buy_pump_threshold_6 = DecimalParameter(0.4, 1.0, default=0.59, space='buy', optimize=True) # 24 hours loose buy_pump_pull_threshold_7 = DecimalParameter(1.5, 3.0, default=2.92, space='buy', optimize=True) buy_pump_threshold_7 = DecimalParameter(0.4, 1.0, default=0.674, space='buy', optimize=True) # 36 hours loose buy_pump_pull_threshold_8 = DecimalParameter(1.5, 3.0, default=1.81, space='buy', optimize=True) buy_pump_threshold_8 = DecimalParameter(0.4, 1.0, default=0.521, space='buy', optimize=True) # 48 hours loose buy_pump_pull_threshold_9 = DecimalParameter(1.5, 3.0, default=2.58, space='buy', optimize=True) buy_pump_threshold_9 = DecimalParameter(0.4, 1.8, default=0.429, space='buy', optimize=True) buy_min_inc_1 = DecimalParameter(0.01, 0.05, default=0.025, space='buy', optimize=True) buy_rsi_1h_min_1 = DecimalParameter(25.0, 40.0, default=30.8, space='buy', optimize=True) buy_rsi_1h_max_1 = DecimalParameter(70.0, 90.0, default=82.2, space='buy', optimize=True) buy_rsi_1 = DecimalParameter(20.0, 40.0, default=32.4, space='buy', optimize=True) buy_mfi_1 = DecimalParameter(20.0, 40.0, default=29.2, space='buy', optimize=True) buy_volume_2 = DecimalParameter(1.0, 10.0, default=7.5, space='buy', optimize=True) buy_rsi_1h_min_2 = DecimalParameter(30.0, 40.0, default=30.6, space='buy', optimize=True) buy_rsi_1h_max_2 = DecimalParameter(70.0, 95.0, default=73.7, space='buy', optimize=True) buy_rsi_1h_diff_2 = DecimalParameter(30.0, 50.0, default=32.3, space='buy', optimize=True) buy_mfi_2 = DecimalParameter(30.0, 56.0, default=50.6, space='buy', optimize=True) buy_bb_offset_2 = DecimalParameter(0.97, 0.999, default=0.972, space='buy', optimize=True) buy_bb40_bbdelta_close_3 = DecimalParameter(0.005, 0.06, default=0.0, space='buy', optimize=True) buy_bb40_closedelta_close_3 = DecimalParameter(0.01, 0.03, default=0.0, space='buy', optimize=True) buy_bb40_tail_bbdelta_3 = DecimalParameter(0.15, 0.45, default=0.0, space='buy', optimize=True) buy_ema_rel_3 = DecimalParameter(0.97, 0.999, default=0.998, space='buy', optimize=True) buy_bb20_close_bblowerband_4 = DecimalParameter(0.96, 0.99, default=1.0, space='buy', optimize=True) buy_bb20_volume_4 = DecimalParameter(1.0, 20.0, default=1.16, space='buy', optimize=True) buy_ema_open_mult_5 = DecimalParameter(0.016, 0.03, default=0.024, space='buy', optimize=True) buy_bb_offset_5 = DecimalParameter(0.98, 1.0, default=0.986, space='buy', optimize=True) buy_ema_rel_5 = DecimalParameter(0.97, 0.999, default=0.97, space='buy', optimize=True) buy_ema_open_mult_6 = DecimalParameter(0.02, 0.03, default=0.029, space='buy', optimize=True) buy_bb_offset_6 = DecimalParameter(0.98, 0.999, default=0.987, space='buy', optimize=True) buy_volume_7 = DecimalParameter(1.0, 10.0, default=6.1, space='buy', optimize=True) buy_ema_open_mult_7 = DecimalParameter(0.02, 0.04, default=0.029, space='buy', optimize=True) buy_rsi_7 = DecimalParameter(24.0, 50.0, default=44.4, space='buy', optimize=True) buy_ema_rel_7 = DecimalParameter(0.97, 0.999, default=0.98, space='buy', optimize=True) buy_volume_8 = DecimalParameter(1.0, 6.0, default=3.2, space='buy', optimize=True) buy_rsi_8 = DecimalParameter(36.0, 40.0, default=37.8, space='buy', optimize=True) buy_tail_diff_8 = DecimalParameter(3.0, 10.0, default=5.2, space='buy', optimize=True) buy_volume_9 = DecimalParameter(1.0, 4.0, default=2.24, space='buy', optimize=True) buy_ma_offset_9 = DecimalParameter(0.94, 0.99, default=0.956, space='buy', optimize=True) buy_bb_offset_9 = DecimalParameter(0.97, 0.99, default=0.985, space='buy', optimize=True) buy_rsi_1h_min_9 = DecimalParameter(26.0, 40.0, default=33.5, space='buy', optimize=True) buy_rsi_1h_max_9 = DecimalParameter(70.0, 90.0, default=76.5, space='buy', optimize=True) buy_mfi_9 = DecimalParameter(36.0, 65.0, default=64.6, space='buy', optimize=True) buy_volume_10 = DecimalParameter(1.0, 8.0, default=2.8, space='buy', optimize=True) buy_ma_offset_10 = DecimalParameter(0.93, 0.97, default=0.956, space='buy', optimize=True) buy_bb_offset_10 = DecimalParameter(0.97, 0.99, default=0.982, space='buy', optimize=True) buy_rsi_1h_10 = DecimalParameter(20.0, 40.0, default=33.2, space='buy', optimize=True) buy_ma_offset_11 = DecimalParameter(0.93, 0.99, default=0.967, space='buy', optimize=True) buy_min_inc_11 = DecimalParameter(0.005, 0.05, default=0.006, space='buy', optimize=True) buy_rsi_1h_min_11 = DecimalParameter(40.0, 60.0, default=42.4, space='buy', optimize=True) buy_rsi_1h_max_11 = DecimalParameter(70.0, 90.0, default=86.2, space='buy', optimize=True) buy_rsi_11 = DecimalParameter(30.0, 48.0, default=32.7, space='buy', optimize=True) buy_mfi_11 = DecimalParameter(36.0, 56.0, default=38.6, space='buy', optimize=True) buy_volume_12 = DecimalParameter(1.0, 10.0, default=4.8, space='buy', optimize=True) buy_ma_offset_12 = DecimalParameter(0.93, 0.97, default=0.959, space='buy', optimize=True) buy_rsi_12 = DecimalParameter(26.0, 40.0, default=35.7, space='buy', optimize=True) buy_ewo_12 = DecimalParameter(2.0, 6.0, default=2.1, space='buy', optimize=True) buy_volume_13 = DecimalParameter(1.0, 10.0, default=5.9, space='buy', optimize=True) buy_ma_offset_13 = DecimalParameter(0.93, 0.98, default=0.942, space='buy', optimize=True) buy_ewo_13 = DecimalParameter(-14.0, -7.0, default=-10.2, space='buy', optimize=True) buy_volume_14 = DecimalParameter(1.0, 10.0, default=4.0, space='buy', optimize=True) buy_ema_open_mult_14 = DecimalParameter(0.01, 0.03, default=0.022, space='buy', optimize=True) buy_bb_offset_14 = DecimalParameter(0.98, 1.0, default=0.995, space='buy', optimize=True) buy_ma_offset_14 = DecimalParameter(0.93, 0.99, default=0.945, space='buy', optimize=True) buy_volume_15 = DecimalParameter(1.0, 10.0, default=5.1, space='buy', optimize=True) buy_ema_open_mult_15 = DecimalParameter(0.02, 0.04, default=0.03, space='buy', optimize=True) buy_ma_offset_15 = DecimalParameter(0.93, 0.99, default=0.979, space='buy', optimize=True) buy_rsi_15 = DecimalParameter(30.0, 50.0, default=39.2, space='buy', optimize=True) buy_ema_rel_15 = DecimalParameter(0.97, 0.999, default=0.98, space='buy', optimize=True) buy_volume_16 = DecimalParameter(1.0, 10.0, default=6.5, space='buy', optimize=True) buy_ma_offset_16 = DecimalParameter(0.93, 0.97, default=0.943, space='buy', optimize=True) buy_rsi_16 = DecimalParameter(26.0, 50.0, default=46.1, space='buy', optimize=True) buy_ewo_16 = DecimalParameter(4.0, 8.0, default=6.7, space='buy', optimize=True) buy_volume_17 = DecimalParameter(0.5, 8.0, default=2.0, space='buy', optimize=True) buy_ma_offset_17 = DecimalParameter(0.93, 0.98, default=0.979, space='buy', optimize=True) buy_ewo_17 = DecimalParameter(-18.0, -10.0, default=-17.7, space='buy', optimize=True) buy_volume_18 = DecimalParameter(1.0, 6.0, default=4.4, space='buy', optimize=True) buy_rsi_18 = DecimalParameter(16.0, 32.0, default=19.5, space='buy', optimize=True) buy_bb_offset_18 = DecimalParameter(0.98, 1.0, default=0.987, space='buy', optimize=True) buy_rsi_1h_min_19 = DecimalParameter(40.0, 70.0, default=43.5, space='buy', optimize=True) buy_chop_min_19 = DecimalParameter(20.0, 60.0, default=20.9, space='buy', optimize=True) buy_volume_20 = DecimalParameter(0.5, 6.0, default=1.7, space='buy', optimize=True) #buy_ema_rel_20 = DecimalParameter(0.97, 0.999, default=0.974, space='buy', optimize=True) buy_rsi_20 = DecimalParameter(20.0, 36.0, default=20.8, space='buy', optimize=True) buy_rsi_1h_20 = DecimalParameter(14.0, 30.0, default=14.7, space='buy', optimize=True) buy_volume_21 = DecimalParameter(0.5, 6.0, default=1.6, space='buy', optimize=True) #buy_ema_rel_21 = DecimalParameter(0.97, 0.999, default=0.993, space='buy', optimize=True) buy_rsi_21 = DecimalParameter(10.0, 28.0, default=10.6, space='buy', optimize=True) buy_rsi_1h_21 = DecimalParameter(18.0, 40.0, default=20.5, space='buy', optimize=True) # Sell sell_condition_1_enable = CategoricalParameter([True, False], default=False, space='sell', optimize=True) sell_condition_2_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True) sell_condition_3_enable = CategoricalParameter([True, False], default=False, space='sell', optimize=True) sell_condition_4_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True) sell_condition_5_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True) sell_condition_6_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True) sell_condition_7_enable = CategoricalParameter([True, False], default=False, space='sell', optimize=True) sell_condition_8_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True) sell_rsi_bb_1 = DecimalParameter(60.0, 80.0, default=73.3, space='sell', optimize=True) sell_rsi_bb_2 = DecimalParameter(72.0, 90.0, default=83.3, space='sell', optimize=True) sell_rsi_main_3 = DecimalParameter(77.0, 90.0, default=85.3, space='sell', optimize=True) sell_dual_rsi_rsi_4 = DecimalParameter(72.0, 84.0, default=72.1, space='sell', optimize=True) sell_dual_rsi_rsi_1h_4 = DecimalParameter(78.0, 92.0, default=89.2, space='sell', optimize=True) sell_ema_relative_5 = DecimalParameter(0.005, 0.05, default=0.0, space='sell', optimize=True) sell_rsi_diff_5 = DecimalParameter(0.0, 20.0, default=6.0, space='sell', optimize=True) sell_rsi_under_6 = DecimalParameter(72.0, 90.0, default=82.4, space='sell', optimize=True) sell_rsi_1h_7 = DecimalParameter(80.0, 95.0, default=88.0, space='sell', optimize=True) sell_bb_relative_8 = DecimalParameter(1.05, 1.3, default=1.223, space='sell', optimize=True) sell_custom_profit_0 = DecimalParameter(0.01, 0.1, default=0.072, space='sell', optimize=True) sell_custom_rsi_0 = DecimalParameter(30.0, 40.0, default=31.09, space='sell', optimize=True) sell_custom_profit_1 = DecimalParameter(0.01, 0.1, default=0.024, space='sell', optimize=True) sell_custom_rsi_1 = DecimalParameter(30.0, 50.0, default=44.01, space='sell', optimize=True) sell_custom_profit_2 = DecimalParameter(0.01, 0.1, default=0.071, space='sell', optimize=True) sell_custom_rsi_2 = DecimalParameter(34.0, 50.0, default=39.42, space='sell', optimize=True) sell_custom_profit_3 = DecimalParameter(0.06, 0.3, default=0.115, space='sell', optimize=True) sell_custom_rsi_3 = DecimalParameter(38.0, 55.0, default=41.32, space='sell', optimize=True) sell_custom_profit_4 = DecimalParameter(0.3, 0.6, default=0.432, space='sell', optimize=True) sell_custom_rsi_4 = DecimalParameter(40.0, 58.0, default=52.51, space='sell', optimize=True) sell_custom_under_profit_1 = DecimalParameter(0.01, 0.1, default=0.027, space='sell', optimize=True) sell_custom_under_rsi_1 = DecimalParameter(36.0, 60.0, default=59.4, space='sell', optimize=True) sell_custom_under_profit_2 = DecimalParameter(0.01, 0.1, default=0.051, space='sell', optimize=True) sell_custom_under_rsi_2 = DecimalParameter(46.0, 66.0, default=57.3, space='sell', optimize=True) sell_custom_under_profit_3 = DecimalParameter(0.01, 0.1, default=0.031, space='sell', optimize=True) sell_custom_under_rsi_3 = DecimalParameter(50.0, 68.0, default=66.7, space='sell', optimize=True) sell_custom_dec_profit_1 = DecimalParameter(0.01, 0.1, default=0.077, space='sell', optimize=True) sell_custom_dec_profit_2 = DecimalParameter(0.05, 0.2, default=0.097, space='sell', optimize=True) sell_trail_profit_min_1 = DecimalParameter(0.1, 0.25, default=0.215, space='sell', optimize=True) sell_trail_profit_max_1 = DecimalParameter(0.3, 0.5, default=0.34, space='sell', optimize=True) sell_trail_down_1 = DecimalParameter(0.04, 0.2, default=0.162, space='sell', optimize=True) sell_trail_profit_min_2 = DecimalParameter(0.01, 0.1, default=0.022, space='sell', optimize=True) sell_trail_profit_max_2 = DecimalParameter(0.08, 0.25, default=0.09, space='sell', optimize=True) sell_trail_down_2 = DecimalParameter(0.04, 0.2, default=0.193, space='sell', optimize=True) sell_trail_profit_min_3 = DecimalParameter(0.01, 0.1, default=0.095, space='sell', optimize=True) sell_trail_profit_max_3 = DecimalParameter(0.08, 0.16, default=0.09, space='sell', optimize=True) sell_trail_down_3 = DecimalParameter(0.01, 0.04, default=0.016, space='sell', optimize=True) sell_custom_profit_under_rel_1 = DecimalParameter(0.01, 0.04, default=0.0, space='sell', optimize=True) sell_custom_profit_under_rsi_diff_1 = DecimalParameter(0.0, 20.0, default=4.0, space='sell', optimize=True) sell_custom_stoploss_under_rel_1 = DecimalParameter(0.001, 0.02, default=0.0, space='sell', optimize=True) sell_custom_stoploss_under_rsi_diff_1 = DecimalParameter(0.0, 20.0, default=15.0, space='sell', optimize=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) if (last_candle is not None): if (current_profit > self.sell_custom_profit_4.value) & (last_candle['rsi'] < self.sell_custom_rsi_4.value): return 'signal_profit_4' elif (current_profit > self.sell_custom_profit_3.value) & (last_candle['rsi'] < self.sell_custom_rsi_3.value): return 'signal_profit_3' elif (current_profit > self.sell_custom_profit_2.value) & (last_candle['rsi'] < self.sell_custom_rsi_2.value): return 'signal_profit_2' elif (current_profit > self.sell_custom_profit_1.value) & (last_candle['rsi'] < self.sell_custom_rsi_1.value): return 'signal_profit_1' elif (current_profit > self.sell_custom_profit_0.value) & (last_candle['rsi'] < self.sell_custom_rsi_0.value): return 'signal_profit_0' elif (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 (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 (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 (current_profit > self.sell_custom_dec_profit_1.value) & (last_candle['sma_200_dec']): return 'signal_profit_d_1' elif (current_profit > self.sell_custom_dec_profit_2.value) & (last_candle['close'] < last_candle['ema_100']): return 'signal_profit_d_2' elif (current_profit > self.sell_trail_profit_min_1.value) & (current_profit < self.sell_trail_profit_max_1.value) & (max_profit > (current_profit + self.sell_trail_down_1.value)): return 'signal_profit_t_1' elif (current_profit > self.sell_trail_profit_min_2.value) & (current_profit < self.sell_trail_profit_max_2.value) & (max_profit > (current_profit + self.sell_trail_down_2.value)): return 'signal_profit_t_2' 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 (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): return 'signal_stoploss_u_1' return None 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, '1h') for pair in pairs] 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.inf_1h) # EMA informative_1h['ema_15'] = ta.EMA(informative_1h, timeperiod=15) 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) # 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['bb_lowerband'] = bollinger['lower'] informative_1h['bb_middleband'] = bollinger['mid'] informative_1h['bb_upperband'] = bollinger['upper'] # Pump protections informative_1h['safe_pump_24'] = ((((informative_1h['open'].rolling(24).max() - informative_1h['close'].rolling(24).min()) / informative_1h['close'].rolling(24).min()) < self.buy_pump_threshold_1.value) | (((informative_1h['open'].rolling(24).max() - informative_1h['close'].rolling(24).min()) / self.buy_pump_pull_threshold_1.value) > (informative_1h['close'] - informative_1h['close'].rolling(24).min()))) informative_1h['safe_pump_36'] = ((((informative_1h['open'].rolling(36).max() - informative_1h['close'].rolling(36).min()) / informative_1h['close'].rolling(36).min()) < self.buy_pump_threshold_2.value) | (((informative_1h['open'].rolling(36).max() - informative_1h['close'].rolling(36).min()) / self.buy_pump_pull_threshold_2.value) > (informative_1h['close'] - informative_1h['close'].rolling(36).min()))) informative_1h['safe_pump_48'] = ((((informative_1h['open'].rolling(48).max() - informative_1h['close'].rolling(48).min()) / informative_1h['close'].rolling(48).min()) < self.buy_pump_threshold_3.value) | (((informative_1h['open'].rolling(48).max() - informative_1h['close'].rolling(48).min()) / self.buy_pump_pull_threshold_3.value) > (informative_1h['close'] - informative_1h['close'].rolling(48).min()))) informative_1h['safe_pump_24_strict'] = ((((informative_1h['open'].rolling(24).max() - informative_1h['close'].rolling(24).min()) / informative_1h['close'].rolling(24).min()) < self.buy_pump_threshold_4.value) | (((informative_1h['open'].rolling(24).max() - informative_1h['close'].rolling(24).min()) / self.buy_pump_pull_threshold_4.value) > (informative_1h['close'] - informative_1h['close'].rolling(24).min()))) informative_1h['safe_pump_36_strict'] = ((((informative_1h['open'].rolling(36).max() - informative_1h['close'].rolling(36).min()) / informative_1h['close'].rolling(36).min()) < self.buy_pump_threshold_5.value) | (((informative_1h['open'].rolling(36).max() - informative_1h['close'].rolling(36).min()) / self.buy_pump_pull_threshold_5.value) > (informative_1h['close'] - informative_1h['close'].rolling(36).min()))) informative_1h['safe_pump_48_strict'] = ((((informative_1h['open'].rolling(48).max() - informative_1h['close'].rolling(48).min()) / informative_1h['close'].rolling(48).min()) < self.buy_pump_threshold_6.value) | (((informative_1h['open'].rolling(48).max() - informative_1h['close'].rolling(48).min()) / self.buy_pump_pull_threshold_6.value) > (informative_1h['close'] - informative_1h['close'].rolling(48).min()))) informative_1h['safe_pump_24_loose'] = ((((informative_1h['open'].rolling(24).max() - informative_1h['close'].rolling(24).min()) / informative_1h['close'].rolling(24).min()) < self.buy_pump_threshold_7.value) | (((informative_1h['open'].rolling(24).max() - informative_1h['close'].rolling(24).min()) / self.buy_pump_pull_threshold_7.value) > (informative_1h['close'] - informative_1h['close'].rolling(24).min()))) informative_1h['safe_pump_36_loose'] = ((((informative_1h['open'].rolling(36).max() - informative_1h['close'].rolling(36).min()) / informative_1h['close'].rolling(36).min()) < self.buy_pump_threshold_8.value) | (((informative_1h['open'].rolling(36).max() - informative_1h['close'].rolling(36).min()) / self.buy_pump_pull_threshold_8.value) > (informative_1h['close'] - informative_1h['close'].rolling(36).min()))) informative_1h['safe_pump_48_loose'] = ((((informative_1h['open'].rolling(48).max() - informative_1h['close'].rolling(48).min()) / informative_1h['close'].rolling(48).min()) < self.buy_pump_threshold_9.value) | (((informative_1h['open'].rolling(48).max() - informative_1h['close'].rolling(48).min()) / self.buy_pump_pull_threshold_9.value) > (informative_1h['close'] - informative_1h['close'].rolling(48).min()))) return informative_1h def normal_tf_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # BB 40 bb_40 = qtpylib.bollinger_bands(dataframe['close'], window=40, stds=2) dataframe['lower'] = bb_40['lower'] dataframe['mid'] = bb_40['mid'] dataframe['bbdelta'] = (bb_40['mid'] - dataframe['lower']).abs() dataframe['closedelta'] = (dataframe['close'] - dataframe['close'].shift()).abs() dataframe['tail'] = (dataframe['close'] - dataframe['low']).abs() # BB 20 bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bb_lowerband'] = bollinger['lower'] dataframe['bb_middleband'] = bollinger['mid'] dataframe['bb_upperband'] = bollinger['upper'] # EMA 200 dataframe['ema_12'] = ta.EMA(dataframe, timeperiod=12) dataframe['ema_20'] = ta.EMA(dataframe, timeperiod=20) dataframe['ema_26'] = ta.EMA(dataframe, timeperiod=26) 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_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) # MFI dataframe['mfi'] = ta.MFI(dataframe) # EWO dataframe['ewo'] = EWO(dataframe, self.fast_ewo.value, self.slow_ewo.value) # RSI dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) # Chopiness dataframe['chop']= qtpylib.chopiness(dataframe, 14) # Dip protection dataframe['safe_dips'] = ((((dataframe['open'] - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_1.value) & (((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_2.value) & (((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_3.value) & (((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_4.value)) dataframe['safe_dips_strict'] = ((((dataframe['open'] - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_5.value) & (((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_6.value) & (((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_7.value) & (((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_8.value)) dataframe['safe_dips_loose'] = ((((dataframe['open'] - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_9.value) & (((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_10.value) & (((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_11.value) & (((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_12.value)) # Volume dataframe['volume_mean_4'] = dataframe['volume'].rolling(4).mean().shift(1) dataframe['volume_mean_30'] = dataframe['volume'].rolling(30).mean() # Offset for i in self.ma_types: dataframe[f'{i}_offset_buy'] = self.ma_map[f'{i}']['calculate']( dataframe, self.base_nb_candles_buy.value) * \ self.ma_map[f'{i}']['low_offset'] dataframe[f'{i}_offset_sell'] = self.ma_map[f'{i}']['calculate']( dataframe, self.base_nb_candles_sell.value) * \ self.ma_map[f'{i}']['high_offset'] return dataframe def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # The indicators for the 1h informative timeframe informative_1h = self.informative_1h_indicators(dataframe, metadata) dataframe = merge_informative_pair(dataframe, informative_1h, self.timeframe, self.inf_1h, ffill=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 = [] common_conditions = ( (dataframe['volume'] > 0) & # Condizione di volume positiva (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & # Tendenza positiva su 1 ora (dataframe['safe_dips']) & # Dip sicuri (generico) (dataframe['safe_pump_24_1h']) # Prevenzione pump improvvisi ) # Condizione generale 1: Tendenza positiva con RSI e MFI favorevoli conditions.append( common_conditions & (dataframe['rsi'] < self.buy_rsi_max.value) & (dataframe['mfi'] < self.buy_mfi_max.value) & (dataframe['close'] < dataframe['bb_lowerband'] * self.buy_bb_offset.value) ) # Condizione generale 2: Volume medio e condizioni EMA favorevoli conditions.append( common_conditions & ((dataframe['volume_mean_4'] * self.buy_volume_mult.value) > dataframe['volume']) & (dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset.value) ) # Condizione generale 3: Momentum positivo con divergenza RSI conditions.append( common_conditions & (dataframe['ema_26'] > dataframe['ema_12']) & ((dataframe['ema_26'] - dataframe['ema_12']) > dataframe['open'] * self.buy_ema_diff_mult.value) & (dataframe['rsi'] < self.buy_rsi_critical.value) ) # Condizione generale 4: Tendenza forte su EMA a più timeframe conditions.append( common_conditions & (dataframe['ema_100'] > dataframe['ema_200']) & (dataframe['close'] > dataframe['ema_200_1h']) & (dataframe['ewo'] > self.buy_ewo_min.value) ) # Riduzione nel dataframe 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['bb_upperband']) & (dataframe['close'].shift(1) > dataframe['bb_upperband'].shift(1)) & (dataframe['close'].shift(2) > dataframe['bb_upperband'].shift(2)) & (dataframe['close'].shift(3) > dataframe['bb_upperband'].shift(3)) & (dataframe['close'].shift(4) > dataframe['bb_upperband'].shift(4)) & (dataframe['close'].shift(5) > dataframe['bb_upperband'].shift(5)) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.sell_condition_2_enable.value & (dataframe['rsi'] > self.sell_rsi_bb_2.value) & (dataframe['close'] > dataframe['bb_upperband']) & (dataframe['close'].shift(1) > dataframe['bb_upperband'].shift(1)) & (dataframe['close'].shift(2) > dataframe['bb_upperband'].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['bb_upperband_1h'] * self.sell_bb_relative_8.value) & (dataframe['volume'] > 0) ) ) """ for i in self.ma_types: conditions.append( ( (dataframe['close'] > dataframe[f'{i}_offset_sell']) & (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