from datetime import datetime, timedelta import talib.abstract as ta import pandas_ta as pta from freqtrade.persistence import Trade from freqtrade.strategy.interface import IStrategy from pandas import DataFrame from freqtrade.strategy import DecimalParameter, IntParameter from functools import reduce import warnings warnings.simplefilter(action="ignore", category=RuntimeWarning) TMP_HOLD = [] TMP_HOLD1 = [] class E0V1E(IStrategy): minimal_roi = { "0": 1 } timeframe = '5m' process_only_new_candles = True startup_candle_count = 240 order_types = { 'entry': 'market', 'exit': 'market', 'emergency_exit': 'market', 'force_entry': 'market', 'force_exit': "market", 'stoploss': 'market', 'stoploss_on_exchange': False, 'stoploss_on_exchange_interval': 60, 'stoploss_on_exchange_market_ratio': 0.99 } stoploss = -0.25 trailing_stop = False trailing_stop_positive = 0.002 trailing_stop_positive_offset = 0.05 trailing_only_offset_is_reached = True use_custom_stoploss = True is_optimize_32 = True buy_rsi_fast_32 = IntParameter(20, 70, default=40, space='buy', optimize=is_optimize_32) buy_rsi_32 = IntParameter(15, 50, default=42, space='buy', optimize=is_optimize_32) buy_sma15_32 = DecimalParameter(0.900, 1, default=0.973, decimals=3, space='buy', optimize=is_optimize_32) buy_cti_32 = DecimalParameter(-1, 1, default=0.69, decimals=2, space='buy', optimize=is_optimize_32) sell_fastx = IntParameter(50, 100, default=84, space='sell', optimize=True) cci_opt = False sell_loss_cci = IntParameter(low=0, high=600, default=120, space='sell', optimize=cci_opt) sell_loss_cci_profit = DecimalParameter(-0.15, 0, default=-0.05, decimals=2, space='sell', optimize=cci_opt) @property def protections(self): return [ { "method": "CooldownPeriod", "stop_duration_candles": 18 } ] def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float: if current_profit >= 0.05: return -0.002 if str(trade.enter_tag) == "buy_new" and current_profit >= 0.03: return -0.003 return None def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # buy_1 indicators dataframe['sma_15'] = ta.SMA(dataframe, timeperiod=15) dataframe['cti'] = pta.cti(dataframe["close"], length=20) dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) dataframe['rsi_fast'] = ta.RSI(dataframe, timeperiod=4) dataframe['rsi_slow'] = ta.RSI(dataframe, timeperiod=20) # profit sell indicators stoch_fast = ta.STOCHF(dataframe, 5, 3, 0, 3, 0) dataframe['fastk'] = stoch_fast['fastk'] dataframe['cci'] = ta.CCI(dataframe, timeperiod=20) dataframe['ma120'] = ta.MA(dataframe, timeperiod=120) dataframe['ma240'] = ta.MA(dataframe, timeperiod=240) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] dataframe.loc[:, 'enter_tag'] = '' buy_1 = ( (dataframe['rsi_slow'] < dataframe['rsi_slow'].shift(1)) & (dataframe['rsi_fast'] < self.buy_rsi_fast_32.value) & (dataframe['rsi'] > self.buy_rsi_32.value) & (dataframe['close'] < dataframe['sma_15'] * self.buy_sma15_32.value) & (dataframe['cti'] < self.buy_cti_32.value) ) buy_new = ( (dataframe['rsi_slow'] < dataframe['rsi_slow'].shift(1)) & (dataframe['rsi_fast'] < 34) & (dataframe['rsi'] > 28) & (dataframe['close'] < dataframe['sma_15'] * 0.96) & (dataframe['cti'] < self.buy_cti_32.value) ) conditions.append(buy_1) dataframe.loc[buy_1, 'enter_tag'] += 'buy_1' conditions.append(buy_new) dataframe.loc[buy_new, 'enter_tag'] += 'buy_new' if conditions: dataframe.loc[ reduce(lambda x, y: x | y, conditions), 'enter_long'] = 1 return dataframe def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float, current_profit: float, **kwargs): dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe) current_candle = dataframe.iloc[-1].squeeze() min_profit = trade.calc_profit_ratio(trade.min_rate) if current_candle['close'] > current_candle["ma120"] and current_candle['close'] > current_candle["ma240"]: if trade.id not in TMP_HOLD: TMP_HOLD.append(trade.id) if (trade.open_rate - current_candle["ma120"]) / trade.open_rate >= 0.1: if trade.id not in TMP_HOLD1: TMP_HOLD1.append(trade.id) if current_profit > 0: if current_candle["fastk"] > self.sell_fastx.value: return "fastk_profit_sell" if min_profit <= -0.1: if current_profit > self.sell_loss_cci_profit.value: if current_candle["cci"] > self.sell_loss_cci.value: return "cci_loss_sell" if trade.id in TMP_HOLD1 and current_candle["close"] < current_candle["ma120"]: TMP_HOLD1.remove(trade.id) return "ma120_sell_fast" if trade.id in TMP_HOLD and current_candle["close"] < current_candle["ma120"] and current_candle["close"] < \ current_candle["ma240"]: if min_profit <= -0.1: TMP_HOLD.remove(trade.id) return "ma120_sell" return None def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[:, ['exit_long', 'exit_tag']] = (0, 'long_out') return dataframe