import freqtrade.vendor.qtpylib.indicators as qtpylib import numpy as np import talib.abstract as ta from freqtrade.strategy import IStrategy, informative from freqtrade.strategy import (merge_informative_pair, DecimalParameter, IntParameter, BooleanParameter, CategoricalParameter, stoploss_from_open) from pandas import DataFrame, Series from typing import Dict, List, Optional, Tuple from functools import reduce from freqtrade.persistence import Trade from datetime import datetime, timedelta, timezone from freqtrade.exchange import timeframe_to_prev_date import talib.abstract as ta import math import pandas_ta as pta import logging from logging import FATAL import time import requests import threading logger = logging.getLogger(__name__) ########################################################################################################### ## DONATIONS for stash86 ## ## ## ## Real-life money : https://patreon.com/stash86 ## ## BTC: 1FghqtgGLpD9F21BNDMje4iyj4cSzVPZPb ## ## ETH (ERC20): 0x689c16451889824d3d3a79ad6fc867909dc8874d ## ## BEP20/BSC (USDT): 0x689c16451889824d3d3a79ad6fc867909dc8874d ## ## TRC20/TRON (USDT): TKMuRHJppPok3ik2siZp2SYRdBdfdSWxrt ## ## ## ## REFERRAL LINKS ## ## ## ## Binance: https://accounts.binance.com/en/register?ref=143744527 ## ## Kucoin: https://www.kucoin.com/ucenter/signup?rcode=r3BWY2T ## ## Vultr (you get $100 credit that expires in 14 days) : https://www.vultr.com/?ref=8944192-8H ## ########################################################################################################### class Cenderawasih_3 (IStrategy): def version(self) -> str: return "v3" INTERFACE_VERSION = 3 # ROI table: minimal_roi = { "0": 100.0 } # Buy hyperspace params: buy_params = { "base_nb_candles_buy_hma": 42, "low_offset_hma": 0.899, } # Sell hyperspace params: sell_params = { "base_nb_candles_sell_ema": 31, "high_offset_ema": 1.0, "base_nb_candles_sell_ema2": 87, "high_offset_ema2": 0.84, "base_nb_candles_sell_ema3": 98, "high_offset_ema3": 0.969, "base_nb_candles_sell_ema4": 91, "high_offset_ema4": 1.113, "base_nb_candles_sell_zema": 93, "high_offset_zema": 1.089, "base_nb_candles_sell_zema2": 57, "high_offset_zema2": 0.879, } optimize_buy_hma = False base_nb_candles_buy_hma = IntParameter(5, 100, default=6, space='buy', optimize=optimize_buy_hma) low_offset_hma = DecimalParameter(0.6, 0.99, default=0.95, space='buy', optimize=optimize_buy_hma) optimize_sell_zema = False base_nb_candles_sell_zema = IntParameter(5, 100, default=6, space='sell', optimize=optimize_sell_zema) high_offset_zema = DecimalParameter(1, 1.2, default=1, space='sell', optimize=optimize_sell_zema) optimize_sell_zema2 = False base_nb_candles_sell_zema2 = IntParameter(5, 100, default=6, space='sell', optimize=optimize_sell_zema2) high_offset_zema2 = DecimalParameter(0.6, 0.99, default=0.95, space='sell', optimize=optimize_sell_zema2) optimize_sell_ema = False base_nb_candles_sell_ema = IntParameter(5, 100, default=6, space='sell', optimize=optimize_sell_ema) high_offset_ema = DecimalParameter(1, 1.2, default=1, space='sell', optimize=optimize_sell_ema) optimize_sell_ema2 = False base_nb_candles_sell_ema2 = IntParameter(5, 100, default=6, space='sell', optimize=optimize_sell_ema2) high_offset_ema2 = DecimalParameter(0.7, 0.99, default=0.95, space='sell', optimize=optimize_sell_ema2) optimize_sell_ema3 = False base_nb_candles_sell_ema3 = IntParameter(5, 100, default=6, space='sell', optimize=optimize_sell_ema3) high_offset_ema3 = DecimalParameter(0.7, 0.99, default=0.95, space='sell', optimize=optimize_sell_ema3) optimize_sell_ema4 = False base_nb_candles_sell_ema4 = IntParameter(5, 100, default=6, space='sell', optimize=optimize_sell_ema4) high_offset_ema4 = DecimalParameter(1, 1.2, default=1, space='sell', optimize=optimize_sell_ema4) # Stoploss: stoploss = -0.1 # Trailing stop: trailing_stop = False trailing_stop_positive = 0.001 trailing_stop_positive_offset = 0.01 trailing_only_offset_is_reached = True # Sell signal use_exit_signal = True exit_profit_only = False exit_profit_offset = 0.01 ignore_roi_if_entry_signal = False timeframe = '5m' process_only_new_candles = True startup_candle_count = 999 age_filter = 30 @informative('1d') def populate_indicators_1d(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['age_filter_ok'] = (dataframe['volume'].rolling(window=self.age_filter, min_periods=self.age_filter).min() > 0) if not self.config['runmode'].value in ('dry_run', 'live'): drop_columns = ['open', 'high', 'low', 'close', 'volume'] dataframe.drop(columns=dataframe.columns.intersection(drop_columns), inplace=True) return dataframe def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['live_data_ok'] = (dataframe['volume'].rolling(window=72, min_periods=72).min() > 0) if not self.optimize_buy_hma: dataframe['hma_offset_buy'] = tv_hma(dataframe, int(self.base_nb_candles_buy_hma.value)) *self.low_offset_hma.value if not self.optimize_sell_zema: dataframe['zema_offset_sell'] = zema(dataframe, int(self.base_nb_candles_sell_zema.value)) *self.high_offset_zema.value if not self.optimize_sell_zema2: dataframe['zema_offset_sell2'] = zema(dataframe, int(self.base_nb_candles_sell_zema2.value)) *self.high_offset_zema2.value if not self.optimize_sell_ema: dataframe['ema_offset_sell'] = ta.EMA(dataframe, int(self.base_nb_candles_sell_ema.value)) *self.high_offset_ema.value if not self.optimize_sell_ema2: dataframe['ema_offset_sell2'] = ta.EMA(dataframe, int(self.base_nb_candles_sell_ema2.value)) *self.high_offset_ema2.value if not self.optimize_sell_ema3: dataframe['ema_offset_sell3'] = ta.EMA(dataframe, int(self.base_nb_candles_sell_ema3.value)) *self.high_offset_ema3.value if not self.optimize_sell_ema4: dataframe['ema_offset_sell4'] = ta.EMA(dataframe, int(self.base_nb_candles_sell_ema4.value)) *self.high_offset_ema4.value return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] if self.optimize_buy_hma: dataframe['hma_offset_buy'] = tv_hma(dataframe, int(self.base_nb_candles_buy_hma.value)) *self.low_offset_hma.value dataframe.loc[:, 'enter_tag'] = '' dataframe.loc[:, 'enter_long'] = 0 add_check = ( dataframe['live_data_ok'] & dataframe['age_filter_ok_1d'] ) buy_offset_hma = ( (dataframe['close'] < dataframe['hma_offset_buy']) ) dataframe.loc[buy_offset_hma, 'enter_tag'] += 'hma ' conditions.append(buy_offset_hma) if conditions: dataframe.loc[ reduce(lambda x, y: x | y, conditions) & add_check, 'enter_long', ]= 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if self.optimize_sell_zema: dataframe['zema_offset_sell'] = zema(dataframe, int(self.base_nb_candles_sell_zema.value)) *self.high_offset_zema.value if self.optimize_sell_zema2: dataframe['zema_offset_sell2'] = zema(dataframe, int(self.base_nb_candles_sell_zema2.value)) *self.high_offset_zema2.value if self.optimize_sell_ema: dataframe['ema_offset_sell'] = ta.EMA(dataframe, int(self.base_nb_candles_sell_ema.value)) *self.high_offset_ema.value if self.optimize_sell_ema2: dataframe['ema_offset_sell2'] = ta.EMA(dataframe, int(self.base_nb_candles_sell_ema2.value)) *self.high_offset_ema2.value if self.optimize_sell_ema3: dataframe['ema_offset_sell3'] = ta.EMA(dataframe, int(self.base_nb_candles_sell_ema3.value)) *self.high_offset_ema3.value if self.optimize_sell_ema4: dataframe['ema_offset_sell4'] = ta.EMA(dataframe, int(self.base_nb_candles_sell_ema4.value)) *self.high_offset_ema4.value dataframe.loc[:, 'exit_tag'] = '' conditions = [] sell_zema_1 = ( (dataframe['close'] > dataframe['zema_offset_sell']) ) conditions.append(sell_zema_1) dataframe.loc[sell_zema_1, 'exit_tag'] += 'ZEMA_1 ' sell_zema_2 = ( (dataframe['close'] < dataframe['zema_offset_sell2']) ) conditions.append(sell_zema_2) dataframe.loc[sell_zema_2, 'exit_tag'] += 'ZEMA_2 ' sell_ema_1 = ( (dataframe['close'] > dataframe['ema_offset_sell']) ) conditions.append(sell_ema_1) dataframe.loc[sell_ema_1, 'exit_tag'] += 'EMA_1 ' sell_ema_2 = ( (dataframe['close'] < dataframe['ema_offset_sell2']).rolling(2).min() > 0 ) conditions.append(sell_ema_2) dataframe.loc[sell_ema_2, 'exit_tag'] += 'EMA_2 ' sell_ema_3 = ( (dataframe['close'] < dataframe['ema_offset_sell3']) ) conditions.append(sell_ema_3) dataframe.loc[sell_ema_3, 'exit_tag'] += 'EMA_3 ' sell_ema_4 = ( (dataframe['close'] > dataframe['ema_offset_sell4']).rolling(2).min() > 0 ) conditions.append(sell_ema_4) dataframe.loc[sell_ema_4, 'exit_tag'] += 'EMA_4 ' add_check = ( (dataframe['volume'] > 0) ) if conditions: dataframe.loc[ reduce(lambda x, y: x | y, conditions) & add_check, 'exit_long' ] = 1 return dataframe def tv_wma(df, length = 9) -> DataFrame: """ Source: Tradingview "Moving Average Weighted" Pinescript Author: Unknown Args : dataframe : Pandas Dataframe length : WMA length field : Field to use for the calculation Returns : dataframe : Pandas DataFrame with new columns 'tv_wma' """ norm = 0 sum = 0 for i in range(1, length - 1): weight = (length - i) * length norm = norm + weight sum = sum + df.shift(i) * weight tv_wma = (sum / norm) if norm > 0 else 0 return tv_wma def tv_hma(dataframe, length = 9, field = 'close') -> DataFrame: """ Source: Tradingview "Hull Moving Average" Pinescript Author: Unknown Args : dataframe : Pandas Dataframe length : HMA length field : Field to use for the calculation Returns : dataframe : Pandas DataFrame with new columns 'tv_hma' """ h = 2 * tv_wma(dataframe[field], math.floor(length / 2)) - tv_wma(dataframe[field], length) tv_hma = tv_wma(h, math.floor(math.sqrt(length))) # dataframe.drop("h", inplace=True, axis=1) return tv_hma def zema(dataframe, period, field='close'): """ Source: https://github.com/freqtrade/technical/blob/master/technical/indicators/overlap_studies.py#L79 Modified slightly to use ta.EMA instead of technical ema """ df = dataframe.copy() df['ema1'] = ta.EMA(df[field], timeperiod=period) df['ema2'] = ta.EMA(df['ema1'], timeperiod=period) df['d'] = df['ema1'] - df['ema2'] df['zema'] = df['ema1'] + df['d'] return df['zema']