from datetime import datetime from datetime import timedelta from functools import reduce import freqtrade.vendor.qtpylib.indicators as qtpylib import talib.abstract as ta from freqtrade.persistence import Trade from freqtrade.strategy import IStrategy from pandas import DataFrame def to_minutes(**timdelta_kwargs): return int(timedelta(**timdelta_kwargs).total_seconds() / 60) class Apollo11_TB_MOD_Tranz_discord_tranz_20211229(IStrategy): timeframe = "15m" # Stoploss stoploss = -0.15 startup_candle_count: int = 480 trailing_stop = False use_custom_stoploss = True use_sell_signal = False # ROI table: minimal_roi = { "0": 0.10347601757573865, "3": 0.050495605759981035, "5": 0.03350898081823659, "61": 0.0275218557571848, "292": 0.005185372158403069, "399": 0, } # Indicator values: # Signal 1 s1_ema_xs = 3 s1_ema_sm = 5 s1_ema_md = 10 s1_ema_xl = 50 s1_ema_xxl = 240 # Signal 2 s2_ema_input = 50 s2_ema_offset_input = -1 s2_bb_sma_length = 49 s2_bb_std_dev_length = 64 s2_bb_lower_offset = 3 s2_fib_sma_len = 50 s2_fib_atr_len = 14 s2_fib_lower_value = 4.236 @property def protections(self): return [ { # Don't enter a trade right after selling a trade. "method": "CooldownPeriod", "stop_duration": to_minutes(minutes=0), }, { # Stop trading if max-drawdown is reached. "method": "MaxDrawdown", "lookback_period": to_minutes(hours=12), "trade_limit": 20, # Considering all pairs that have a minimum of 20 trades "stop_duration": to_minutes(hours=1), "max_allowed_drawdown": 0.2, # If max-drawdown is > 20% this will activate }, { # Stop trading if a certain amount of stoploss occurred within a certain time window. "method": "StoplossGuard", "lookback_period": to_minutes(hours=6), "trade_limit": 4, # Considering all pairs that have a minimum of 4 trades "stop_duration": to_minutes(minutes=30), "only_per_pair": False, # Looks at all pairs }, { # Lock pairs with low profits "method": "LowProfitPairs", "lookback_period": to_minutes(hours=1, minutes=30), "trade_limit": 2, # Considering all pairs that have a minimum of 2 trades "stop_duration": to_minutes(hours=15), "required_profit": 0.02, # If profit < 2% this will activate for a pair }, { # Lock pairs with low profits "method": "LowProfitPairs", "lookback_period": to_minutes(hours=6), "trade_limit": 4, # Considering all pairs that have a minimum of 4 trades "stop_duration": to_minutes(minutes=30), "required_profit": 0.01, # If profit < 1% this will activate for a pair }, ] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Adding EMA's into the dataframe dataframe["s1_ema_xs"] = ta.EMA(dataframe, timeperiod=self.s1_ema_xs) dataframe["s1_ema_sm"] = ta.EMA(dataframe, timeperiod=self.s1_ema_sm) dataframe["s1_ema_md"] = ta.EMA(dataframe, timeperiod=self.s1_ema_md) dataframe["s1_ema_xl"] = ta.EMA(dataframe, timeperiod=self.s1_ema_xl) dataframe["s1_ema_xxl"] = ta.EMA(dataframe, timeperiod=self.s1_ema_xxl) s2_ema_value = ta.EMA(dataframe, timeperiod=self.s2_ema_input) s2_ema_xxl_value = ta.EMA(dataframe, timeperiod=200) dataframe["s2_ema"] = s2_ema_value - s2_ema_value * self.s2_ema_offset_input dataframe["s2_ema_xxl_off"] = s2_ema_xxl_value - s2_ema_xxl_value * self.s2_fib_lower_value dataframe["s2_ema_xxl"] = ta.EMA(dataframe, timeperiod=200) s2_bb_sma_value = ta.SMA(dataframe, timeperiod=self.s2_bb_sma_length) s2_bb_std_dev_value = ta.STDDEV(dataframe, self.s2_bb_std_dev_length) dataframe["s2_bb_std_dev_value"] = s2_bb_std_dev_value dataframe["s2_bb_lower_band"] = s2_bb_sma_value - (s2_bb_std_dev_value * self.s2_bb_lower_offset) s2_fib_atr_value = ta.ATR(dataframe, timeframe=self.s2_fib_atr_len) s2_fib_sma_value = ta.SMA(dataframe, timeperiod=self.s2_fib_sma_len) dataframe["s2_fib_lower_band"] = s2_fib_sma_value - s2_fib_atr_value * self.s2_fib_lower_value s3_bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=3) dataframe["s3_bb_lowerband"] = s3_bollinger["lower"] # Volume weighted MACD dataframe["fastMA"] = ta.EMA(dataframe["volume"] * dataframe["close"], 12) / ta.EMA(dataframe["volume"], 12) dataframe["slowMA"] = ta.EMA(dataframe["volume"] * dataframe["close"], 26) / ta.EMA(dataframe["volume"], 26) dataframe["vwmacd"] = dataframe["fastMA"] - dataframe["slowMA"] dataframe["signal"] = ta.EMA(dataframe["vwmacd"], 9) dataframe["hist"] = dataframe["vwmacd"] - dataframe["signal"] return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe["vwmacd"] < dataframe["signal"]) & (dataframe["low"] < dataframe["s1_ema_xxl"]) & (dataframe["close"] > dataframe["s1_ema_xxl"]) & (qtpylib.crossed_above(dataframe["s1_ema_sm"], dataframe["s1_ema_md"])) & (dataframe["s1_ema_xs"] < dataframe["s1_ema_xl"]) & (dataframe["volume"] > 0) ), ['buy', 'buy_tag']] = (1, 'Apollo11_1') dataframe.loc[ ( (dataframe["close"] < dataframe["s2_ema"]) & (qtpylib.crossed_above(dataframe["s2_fib_lower_band"], dataframe["s2_bb_lower_band"])) & (dataframe["volume"] > 0) ), ['buy', 'buy_tag']] = (1, 'Apollo11_2') dataframe.loc[ ( (dataframe["low"] < dataframe["s3_bb_lowerband"]) & (dataframe["low"] > dataframe["s1_ema_xxl"]) & (dataframe["volume"] > 0) ), ['buy', 'buy_tag']] = (1, 'Apollo11_3') return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # This is essentailly ignored as we're using strict ROI / Stoploss / TTP sale scenarios dataframe.loc[(), "sell"] = 0 return dataframe def custom_stoploss( self, pair: str, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, **kwargs ) -> float: if (current_profit > 0.3): return 0.05 elif (current_profit > 0.1): return 0.03 elif (current_profit > 0.06): return 0.02 elif (current_profit > 0.04): return 0.01 elif (current_profit > 0.025): return 0.005 elif (current_profit > 0.018): return 0.005 return 0.15 # Let's try to minimize the loss if current_profit <= -0.10: if trade.open_date_utc + timedelta(hours=60) < current_time: # After 60H since buy return current_profit / 1.75 if current_profit <= -0.08: if trade.open_date_utc + timedelta(hours=120) < current_time: # After 120H since buy return current_profit / 1.70 return -1 class Apollo11_TB_MOD_Tranz_discord_tranz_20211229_UziChanTB2(Apollo11_TB_MOD_Tranz_discord_tranz_20211229): process_only_new_candles = True custom_info_trail_buy = dict() custom_info_trail_sell = dict() # Trailing buy parameters trailing_buy_order_enabled = True trailing_sell_order_enabled = True #trailing_expire_seconds = 1800 #NOTE 5m timeframe #trailing_expire_seconds = 1800/5 #NOTE 1m timeframe trailing_expire_seconds = 1800*3 #NOTE 15m timeframe # If the current candle goes above min_uptrend_trailing_profit % before trailing_expire_seconds_uptrend seconds, buy the coin trailing_buy_uptrend_enabled = True trailing_sell_uptrend_enabled = True trailing_expire_seconds_uptrend = 90 min_uptrend_trailing_profit = 0.02 debug_mode = True trailing_buy_max_stop = 0.02 # stop trailing buy if current_price > starting_price * (1+trailing_buy_max_stop) trailing_buy_max_buy = 0.000 # buy if price between uplimit (=min of serie (current_price * (1 + trailing_buy_offset())) and (start_price * 1+trailing_buy_max_buy)) trailing_sell_max_stop = 0.02 # stop trailing sell if current_price < starting_price * (1+trailing_buy_max_stop) trailing_sell_max_sell = 0.000 # sell if price between downlimit (=max of serie (current_price * (1 + trailing_sell_offset())) and (start_price * 1+trailing_sell_max_sell)) abort_trailing_when_sell_signal_triggered = False init_trailing_buy_dict = { 'trailing_buy_order_started': False, 'trailing_buy_order_uplimit': 0, 'start_trailing_price': 0, 'buy_tag': None, 'start_trailing_time': None, 'offset': 0, 'allow_trailing': False, } init_trailing_sell_dict = { 'trailing_sell_order_started': False, 'trailing_sell_order_downlimit': 0, 'start_trailing_sell_price': 0, 'sell_tag': None, 'start_trailing_time': None, 'offset': 0, 'allow_sell_trailing': False, } def trailing_buy(self, pair, reinit=False): # returns trailing buy info for pair (init if necessary) if not pair in self.custom_info_trail_buy: self.custom_info_trail_buy[pair] = dict() if (reinit or not 'trailing_buy' in self.custom_info_trail_buy[pair]): self.custom_info_trail_buy[pair]['trailing_buy'] = self.init_trailing_buy_dict.copy() return self.custom_info_trail_buy[pair]['trailing_buy'] def trailing_sell(self, pair, reinit=False): # returns trailing sell info for pair (init if necessary) if not pair in self.custom_info_trail_sell: self.custom_info_trail_sell[pair] = dict() if (reinit or not 'trailing_sell' in self.custom_info_trail_sell[pair]): self.custom_info_trail_sell[pair]['trailing_sell'] = self.init_trailing_sell_dict.copy() return self.custom_info_trail_sell[pair]['trailing_sell'] def trailing_buy_info(self, pair: str, current_price: float): # current_time live, dry run current_time = datetime.now(timezone.utc) if not self.debug_mode: return trailing_buy = self.trailing_buy(pair) duration = 0 try: duration = (current_time - trailing_buy['start_trailing_time']) except TypeError: duration = 0 finally: logger.info( f"pair: {pair} : " f"start: {trailing_buy['start_trailing_price']:.4f}, " f"duration: {duration}, " f"current: {current_price:.4f}, " f"uplimit: {trailing_buy['trailing_buy_order_uplimit']:.4f}, " f"profit: {self.current_trailing_buy_profit_ratio(pair, current_price)*100:.2f}%, " f"offset: {trailing_buy['offset']}") def trailing_sell_info(self, pair: str, current_price: float): # current_time live, dry run current_time = datetime.now(timezone.utc) if not self.debug_mode: return trailing_sell = self.trailing_sell(pair) duration = 0 try: duration = (current_time - trailing_sell['start_trailing_time']) except TypeError: duration = 0 finally: logger.info("'\033[36m'SELL: " f"pair: {pair} : " f"start: {trailing_sell['start_trailing_sell_price']:.4f}, " f"duration: {duration}, " f"current: {current_price:.4f}, " f"downlimit: {trailing_sell['trailing_sell_order_downlimit']:.4f}, " f"profit: {self.current_trailing_sell_profit_ratio(pair, current_price)*100:.2f}%, " f"offset: {trailing_sell['offset']}") def current_trailing_buy_profit_ratio(self, pair: str, current_price: float) -> float: trailing_buy = self.trailing_buy(pair) if trailing_buy['trailing_buy_order_started']: return (trailing_buy['start_trailing_price'] - current_price) / trailing_buy['start_trailing_price'] else: return 0 def current_trailing_sell_profit_ratio(self, pair: str, current_price: float) -> float: trailing_sell = self.trailing_sell(pair) if trailing_sell['trailing_sell_order_started']: return (current_price - trailing_sell['start_trailing_sell_price'])/ trailing_sell['start_trailing_sell_price'] #return 0-((trailing_sell['start_trailing_sell_price'] - current_price) / trailing_sell['start_trailing_sell_price']) else: return 0 def trailing_buy_offset(self, dataframe, pair: str, current_price: float): # return rebound limit before a buy in % of initial price, function of current price # return None to stop trailing buy (will start again at next buy signal) # return 'forcebuy' to force immediate buy # (example with 0.5%. initial price : 100 (uplimit is 100.5), 2nd price : 99 (no buy, uplimit updated to 99.5), 3price 98 (no buy uplimit updated to 98.5), 4th price 99 -> BUY current_trailing_profit_ratio = self.current_trailing_buy_profit_ratio(pair, current_price) last_candle = dataframe.iloc[-1] adapt = (last_candle['perc_norm']).round(5) default_offset = 0.0045 * (1 + adapt) #NOTE: default_offset 0.0045 <--> 0.009 trailing_buy = self.trailing_buy(pair) if not trailing_buy['trailing_buy_order_started']: return default_offset # example with duration and indicators # dry run, live only last_candle = dataframe.iloc[-1] current_time = datetime.now(timezone.utc) trailing_duration = current_time - trailing_buy['start_trailing_time'] if trailing_duration.total_seconds() > self.trailing_expire_seconds: if ((current_trailing_profit_ratio > 0) and (last_candle['buy'] == 1)): # more than 1h, price under first signal, buy signal still active -> buy return 'forcebuy' else: # wait for next signal return None elif (self.trailing_buy_uptrend_enabled and (trailing_duration.total_seconds() < self.trailing_expire_seconds_uptrend) and (current_trailing_profit_ratio < (-1 * self.min_uptrend_trailing_profit))): # less than 90s and price is rising, buy return 'forcebuy' if current_trailing_profit_ratio < 0: # current price is higher than initial price return default_offset trailing_buy_offset = { 0.06: 0.02, 0.03: 0.01, 0: default_offset, } for key in trailing_buy_offset: if current_trailing_profit_ratio > key: return trailing_buy_offset[key] return default_offset def trailing_sell_offset(self, dataframe, pair: str, current_price: float): # return rebound limit before a buy in % of initial price, function of current price # return None to stop trailing buy (will start again at next buy signal) # return 'forcebuy' to force immediate buy # (example with 0.5%. initial price : 100 (uplimit is 100.5), 2nd price : 99 (no buy, uplimit updated to 99.5), 3price 98 (no buy uplimit updated to 98.5), 4th price 99 -> BUY current_trailing_sell_profit_ratio = self.current_trailing_sell_profit_ratio(pair, current_price) last_candle = dataframe.iloc[-1] adapt = (last_candle['perc_norm']).round(5) default_offset = 0.003 * (1 + adapt) #NOTE: default_offset 0.003 <--> 0.006 trailing_sell = self.trailing_sell(pair) if not trailing_sell['trailing_sell_order_started']: return default_offset # example with duration and indicators # dry run, live only last_candle = dataframe.iloc[-1] current_time = datetime.now(timezone.utc) trailing_duration = current_time - trailing_sell['start_trailing_time'] if trailing_duration.total_seconds() > self.trailing_expire_seconds: if ((current_trailing_sell_profit_ratio > 0) and (last_candle['sell'] != 0)): # more than 1h, price over first signal, sell signal still active -> sell return 'forcesell' else: # wait for next signal return None elif (self.trailing_sell_uptrend_enabled and (trailing_duration.total_seconds() < self.trailing_expire_seconds_uptrend) and (current_trailing_sell_profit_ratio < (-1 * self.min_uptrend_trailing_profit))): # less than 90s and price is falling, sell return 'forcesell' if current_trailing_sell_profit_ratio > 0: # current price is lower than initial price return default_offset trailing_sell_offset = { # 0.06: 0.02, # 0.03: 0.01, 0.1: default_offset, } for key in trailing_sell_offset: if current_trailing_sell_profit_ratio < key: return trailing_sell_offset[key] return default_offset # end of trailing sell parameters # ----------------------------------------------------- def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe = super().populate_indicators(dataframe, metadata) self.trailing_buy(metadata['pair']) self.trailing_sell(metadata['pair']) return dataframe def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float, time_in_force: str, **kwargs) -> bool: val = super().confirm_trade_entry(pair, order_type, amount, rate, time_in_force, **kwargs) if val: if self.trailing_buy_order_enabled and self.config['runmode'].value in ('live', 'dry_run'): val = False dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) if(len(dataframe) >= 1): last_candle = dataframe.iloc[-1].squeeze() current_price = rate trailing_buy = self.trailing_buy(pair) trailing_buy_offset = self.trailing_buy_offset(dataframe, pair, current_price) if trailing_buy['allow_trailing']: if (not trailing_buy['trailing_buy_order_started'] and (last_candle['buy'] == 1)): # start trailing buy trailing_buy['trailing_buy_order_started'] = True trailing_buy['trailing_buy_order_uplimit'] = last_candle['close'] trailing_buy['start_trailing_price'] = last_candle['close'] trailing_buy['buy_tag'] = last_candle['buy_tag'] trailing_buy['start_trailing_time'] = datetime.now(timezone.utc) trailing_buy['offset'] = 0 self.trailing_buy_info(pair, current_price) logger.info(f'start trailing buy for {pair} at {last_candle["close"]}') elif trailing_buy['trailing_buy_order_started']: if trailing_buy_offset == 'forcebuy': # buy in custom conditions val = True ratio = "%.2f" % ((self.current_trailing_buy_profit_ratio(pair, current_price)) * 100) self.trailing_buy_info(pair, current_price) logger.info(f"price OK for {pair} ({ratio} %, {current_price}), order may not be triggered if all slots are full") elif trailing_buy_offset is None: # stop trailing buy custom conditions self.trailing_buy(pair, reinit=True) logger.info(f'STOP trailing buy for {pair} because "trailing buy offset" returned None') elif current_price < trailing_buy['trailing_buy_order_uplimit']: # update uplimit old_uplimit = trailing_buy["trailing_buy_order_uplimit"] self.custom_info_trail_buy[pair]['trailing_buy']['trailing_buy_order_uplimit'] = min(current_price * (1 + trailing_buy_offset), self.custom_info_trail_buy[pair]['trailing_buy']['trailing_buy_order_uplimit']) self.custom_info_trail_buy[pair]['trailing_buy']['offset'] = trailing_buy_offset self.trailing_buy_info(pair, current_price) logger.info(f'update trailing buy for {pair} at {old_uplimit} -> {self.custom_info_trail_buy[pair]["trailing_buy"]["trailing_buy_order_uplimit"]}') elif current_price < (trailing_buy['start_trailing_price'] * (1 + self.trailing_buy_max_buy)): # buy ! current price > uplimit && lower thant starting price val = True ratio = "%.2f" % ((self.current_trailing_buy_profit_ratio(pair, current_price)) * 100) self.trailing_buy_info(pair, current_price) logger.info(f"current price ({current_price}) > uplimit ({trailing_buy['trailing_buy_order_uplimit']}) and lower than starting price price ({(trailing_buy['start_trailing_price'] * (1 + self.trailing_buy_max_buy))}). OK for {pair} ({ratio} %), order may not be triggered if all slots are full") elif current_price > (trailing_buy['start_trailing_price'] * (1 + self.trailing_buy_max_stop)): # stop trailing buy because price is too high self.trailing_buy(pair, reinit=True) self.trailing_buy_info(pair, current_price) logger.info(f'STOP trailing buy for {pair} because of the price is higher than starting price * {1 + self.trailing_buy_max_stop}') else: # uplimit > current_price > max_price, continue trailing and wait for the price to go down self.trailing_buy_info(pair, current_price) logger.info(f'price too high for {pair} !') else: logger.info(f"Wait for next buy signal for {pair}") if (val == True): self.trailing_buy_info(pair, rate) self.trailing_buy(pair, reinit=True) logger.info(f'STOP trailing buy for {pair} because I buy it') return val 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: val = super().confirm_trade_exit(pair, trade, order_type, amount, rate, time_in_force, sell_reason, **kwargs) if val: if self.trailing_sell_order_enabled and self.config['runmode'].value in ('live', 'dry_run'): val = False dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) if(len(dataframe) >= 1): last_candle = dataframe.iloc[-1].squeeze() current_price = rate trailing_sell= self.trailing_sell(pair) trailing_sell_offset = self.trailing_sell_offset(dataframe, pair, current_price) if trailing_sell['allow_sell_trailing']: if (not trailing_sell['trailing_sell_order_started'] and (last_candle['sell'] != 0)): trailing_sell['trailing_sell_order_started'] = True trailing_sell['trailing_sell_order_downlimit'] = last_candle['close'] trailing_sell['start_trailing_sell_price'] = last_candle['close'] trailing_sell['sell_tag'] = last_candle['sell_tag'] trailing_sell['start_trailing_time'] = datetime.now(timezone.utc) trailing_sell['offset'] = 0 self.trailing_sell_info(pair, current_price) logger.info(f'start trailing sell for {pair} at {last_candle["close"]}') elif trailing_sell['trailing_sell_order_started']: if trailing_sell_offset == 'forcesell': # sell in custom conditions val = True ratio = "%.2f" % ((self.current_trailing_sell_profit_ratio(pair, current_price)) * 100) self.trailing_sell_info(pair, current_price) logger.info(f"FORCESELL for {pair} ({ratio} %, {current_price})") elif trailing_sell_offset is None: # stop trailing sell custom conditions self.trailing_sell(pair, reinit=True) logger.info(f'STOP trailing sell for {pair} because "trailing sell offset" returned None') elif current_price > trailing_sell['trailing_sell_order_downlimit']: # update downlimit old_downlimit = trailing_sell["trailing_sell_order_downlimit"] self.custom_info_trail_sell[pair]['trailing_sell']['trailing_sell_order_downlimit'] = max(current_price * (1 - trailing_sell_offset), self.custom_info_trail_sell[pair]['trailing_sell']['trailing_sell_order_downlimit']) self.custom_info_trail_sell[pair]['trailing_sell']['offset'] = trailing_sell_offset self.trailing_sell_info(pair, current_price) logger.info(f'update trailing sell for {pair} at {old_downlimit} -> {self.custom_info_trail_sell[pair]["trailing_sell"]["trailing_sell_order_downlimit"]}') elif current_price > (trailing_sell['start_trailing_sell_price'] * (1 - self.trailing_sell_max_sell)): # sell! current price < downlimit && higher than starting price val = True ratio = "%.2f" % ((self.current_trailing_sell_profit_ratio(pair, current_price)) * 100) self.trailing_sell_info(pair, current_price) logger.info(f"current price ({current_price}) < downlimit ({trailing_sell['trailing_sell_order_downlimit']}) but higher than starting price ({(trailing_sell['start_trailing_sell_price'] * (1 + self.trailing_sell_max_sell))}). OK for {pair} ({ratio} %)") elif current_price < (trailing_sell['start_trailing_sell_price'] * (1 - self.trailing_sell_max_stop)): # stop trailing, sell fast, price too low val = True self.trailing_sell_info(pair, current_price) logger.info(f'STOP trailing sell for {pair} because of the price is much lower than starting price * {1 + self.trailing_sell_max_stop}') else: # uplimit > current_price > max_price, continue trailing and wait for the price to go down self.trailing_sell_info(pair, current_price) logger.info(f'price too low for {pair} !') else: logger.info(f"Wait for next sell signal for {pair}") if (val == True): self.trailing_sell_info(pair, rate) self.trailing_sell(pair, reinit=True) logger.info(f'STOP trailing sell for {pair} because I SOLD it') #if (sell_reason != 'sell_signal') | (sell_reason!='force_sell'): if (sell_reason != 'sell_signal'): val = True return val def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe = super().populate_buy_trend(dataframe, metadata) if self.trailing_buy_order_enabled and self.config['runmode'].value in ('live', 'dry_run'): last_candle = dataframe.iloc[-1].squeeze() trailing_buy = self.trailing_buy(metadata['pair']) if (last_candle['buy'] == 1): if not trailing_buy['trailing_buy_order_started']: open_trades = Trade.get_trades([Trade.pair == metadata['pair'], Trade.is_open.is_(True), ]).all() if not open_trades: logger.info(f"Set 'allow_trailing' to True for {metadata['pair']} to start trailing!!!") # self.custom_info_trail_buy[metadata['pair']]['trailing_buy']['allow_trailing'] = True trailing_buy['allow_trailing'] = True initial_buy_tag = last_candle['buy_tag'] if 'buy_tag' in last_candle else 'buy signal' dataframe.loc[:, 'buy_tag'] = f"{initial_buy_tag} (start trail price {last_candle['close']})" else: if (trailing_buy['trailing_buy_order_started'] == True): logger.info(f"Continue trailing for {metadata['pair']}. Manually trigger buy signal!!") dataframe.loc[:,'buy'] = 1 dataframe.loc[:, 'buy_tag'] = trailing_buy['buy_tag'] return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe = super().populate_sell_trend(dataframe, metadata) if self.trailing_buy_order_enabled and self.abort_trailing_when_sell_signal_triggered and self.config['runmode'].value in ('live', 'dry_run'): last_candle = dataframe.iloc[-1].squeeze() if (last_candle['sell'] != 0): trailing_buy = self.trailing_buy(metadata['pair']) if trailing_buy['trailing_buy_order_started']: logger.info(f"Sell signal for {metadata['pair']} is triggered!!! Abort trailing") self.trailing_buy(metadata['pair'], reinit=True) if self.trailing_sell_order_enabled and self.config['runmode'].value in ('live', 'dry_run'): last_candle = dataframe.iloc[-1].squeeze() trailing_sell = self.trailing_sell(metadata['pair']) if (last_candle['sell'] != 0): if not trailing_sell['trailing_sell_order_started']: open_trades = Trade.get_trades([Trade.pair == metadata['pair'], Trade.is_open.is_(True), ]).all() #if not open_trades: if open_trades: logger.info(f"Set 'allow_SELL_trailing' to True for {metadata['pair']} to start *SELL* trailing") # self.custom_info_trail_buy[metadata['pair']]['trailing_buy']['allow_trailing'] = True trailing_sell['allow_sell_trailing'] = True initial_sell_tag = last_candle['sell_tag'] if 'sell_tag' in last_candle else 'sell signal' dataframe.loc[:, 'sell_tag'] = f"{initial_sell_tag} (start trail price {last_candle['close']})" else: if (trailing_sell['trailing_sell_order_started'] == True): logger.info(f"Continue trailing for {metadata['pair']}. Manually trigger sell signal!") dataframe.loc[:,'sell'] = 1 dataframe.loc[:, 'sell_tag'] = trailing_sell['sell_tag'] return dataframe