from freqtrade.strategy import merge_informative_pair, CategoricalParameter, DecimalParameter, IntParameter, \ stoploss_from_open from BB_RPB_TSL_Hippocritical_EmptyHull import BB_RPB_TSL_Hippocritical_EmptyHull class BB_RPB_TSL_Hippocritical_1(BB_RPB_TSL_Hippocritical_EmptyHull): ###START SHORT-PARAMETERS### is_short_activate_pumpbreak = True if is_short_activate_pumpbreak: buy_short_pumpbreak_rmi = IntParameter(50, 70, default=65, optimize=True) buy_short_pumpbreak_cci = IntParameter(90, 135, default=133, optimize=True) buy_short_pumpbreak_srsi_fk = IntParameter(50, 80, default=75, optimize=True) buy_short_pumpbreak_cci_length = IntParameter(25, 45, default=25, optimize=True) buy_short_pumpbreak_rmi_length = IntParameter(8, 20, default=8, optimize=True) buy_short_pumpbreak_bb_width = DecimalParameter(0.05, 0.2, default=0.15, optimize=True) buy_short_pumpbreak_bb_delta = DecimalParameter(0.025, 0.08, default=0.04, optimize=True) buy_short_pumpbreak_bb_factor = DecimalParameter(1.001, 1.010, default=1.005, optimize=True) buy_short_pumpbreak_closedelta = DecimalParameter(12.0, 18.0, default=15.0, optimize=True) is_short_activate_localpump = True if is_short_activate_localpump: buy_short_localpump_ema_diff = DecimalParameter(0.012, 0.027, default=0.015, optimize=True) buy_short_localpump_bb_factor = DecimalParameter(1.001, 1.030, default=1.003, optimize=True) buy_short_localpump_closedelta = DecimalParameter(0.0, 18.0, default=5.0, optimize=True) is_short_activate_ewo = True if is_short_activate_ewo: buy_short_ewo_ema8Factor = DecimalParameter(1.01, 1.1, default=1.058, optimize=True) buy_short_ewo_ema16Factor = DecimalParameter(0.8, 1.05, default=0.916, optimize=True) buy_short_ewo_rsi_fast = IntParameter(40, 80, default=65, optimize=True) buy_short_ewo_rsi = IntParameter(60, 90, default=65, optimize=True) buy_short_ewo_ewo = DecimalParameter(-6, 5, default=-5.585, optimize=True) is_short_activate_ewo2 = False if is_short_activate_ewo2: buy_short_ewo2_ema_low = DecimalParameter(0.96, 0.978, default=0.96, optimize=True) buy_short_ewo2_ema_high = DecimalParameter(1.05, 1.2, default=1.09, optimize=True) buy_short_ewo2_rsi_fast = IntParameter(35, 50, default=45, optimize=True) buy_short_ewo2_rsi = IntParameter(15, 30, default=35, optimize=True) buy_short_ewo2_ewo_low = DecimalParameter(2, 12, default=3.553, optimize=True) # added is_short_activate_cofi = True if is_short_activate_cofi: buy_short_cofi_ema = DecimalParameter(1.02, 1.04, default=1.03, optimize=True) buy_short_cofi_fastk = IntParameter(70, 80, default=80, optimize=True) buy_short_cofi_fastd = IntParameter(70, 80, default=80, optimize=True) buy_short_cofi_adx = IntParameter(70, 80, default=70, optimize=True) buy_short_cofi_ewo_low = DecimalParameter(2, 12, default=3.553, optimize=True) # added is_short_activate_nfi32 = False if is_short_activate_nfi32: buy_short_nfi32_rsi_fast = IntParameter(50, 80, default=54, optimize=True) buy_short_nfi32_rsi = IntParameter(70, 90, default=81, optimize=True) buy_short_nfi32_sma15 = DecimalParameter(1.04, 1.6, default=1.058, optimize=True) buy_short_nfi32_cti = DecimalParameter(0.8, 0.9, default=0.86, optimize=True) is_short_activate_nfi33 = True if is_short_activate_nfi33: buy_short_nfi33_ema_13 = DecimalParameter(1.01, 1.03, default=1.022, optimize=True) buy_short_nfi33_ewo_low = IntParameter(3, 15, default=8, optimize=True) buy_short_nfi33_cti = DecimalParameter(0.75, 0.95, default=0.88, optimize=True) buy_short_nfi33_rsi = IntParameter(60, 80, default=68, optimize=True) buy_short_nfi33_r_14 = IntParameter(-10, 0, default=-2, optimize=True) buy_short_nfi33_volume_mean = DecimalParameter(0.5, 3, default=1, optimize=True) # END SHORT-PARAMETERS### ###START LONG-PARAMETERS### is_long_activate_dipbreak = True if is_long_activate_dipbreak: buy_long_dipbreak_rmi = IntParameter(30, 50, default=35, optimize=True) buy_long_dipbreak_cci = IntParameter(-135, -90, default=-133, optimize=True) buy_long_dipbreak_srsi_fk = IntParameter(30, 50, default=25, optimize=True) buy_long_dipbreak_cci_length = IntParameter(25, 45, default=25, optimize=True) buy_long_dipbreak_rmi_length = IntParameter(8, 20, default=8, optimize=True) buy_long_dipbreak_bb_width = DecimalParameter(0.05, 0.2, default=0.15, optimize=True) buy_long_dipbreak_bb_delta = DecimalParameter(0.025, 0.08, default=0.04, optimize=True) buy_long_dipbreak_bb_factor = DecimalParameter(0.990, 0.999, default=0.995, optimize=True) buy_long_dipbreak_closedelta = DecimalParameter(12.0, 18.0, default=15.0, optimize=True) is_long_activate_localdip = True if is_long_activate_localdip: buy_long_localdip_ema_diff = DecimalParameter(0.022, 0.027, default=0.025, optimize=True) buy_long_localdip_bb_factor = DecimalParameter(0.990, 0.999, default=0.995, optimize=True) buy_long_localdip_closedelta = DecimalParameter(12.0, 18.0, default=15.0, optimize=True) is_long_activate_ewo = True if is_long_activate_ewo: buy_long_ewo_ema8Factor = DecimalParameter(0.9, 0.99, default=0.942, optimize=True) buy_long_ewo_ema16Factor = DecimalParameter(0.95, 1.2, default=1.084, optimize=True) buy_long_ewo_rsi_fast = IntParameter(35, 50, default=45, optimize=True) buy_long_ewo_rsi = IntParameter(15, 30, default=35, optimize=True) buy_long_ewo_ewo = DecimalParameter(-6.0, 5, default=-5.585, optimize=True) is_long_activate_ewo2 = False if is_long_activate_ewo2: buy_long_ewo2_ema_low = DecimalParameter(0.96, 0.978, default=0.96, optimize=True) buy_long_ewo2_ema_high = DecimalParameter(1.05, 1.2, default=1.09, optimize=True) buy_long_ewo2_rsi_fast = IntParameter(35, 50, default=45, optimize=True) buy_long_ewo2_rsi = IntParameter(15, 30, default=35, optimize=True) buy_long_ewo2_ewo_high = DecimalParameter(-6.0, 5, default=-5.585, optimize=True) is_long_activate_cofi = False if is_long_activate_cofi: buy_long_cofi_ema = DecimalParameter(0.96, 0.98, default=0.97, optimize=True) buy_long_cofi_fastk = IntParameter(20, 30, default=20, optimize=True) buy_long_cofi_fastd = IntParameter(20, 30, default=20, optimize=True) buy_long_cofi_adx = IntParameter(20, 30, default=30, optimize=True) buy_long_cofi_ewo_high = DecimalParameter(2, 12, default=3.553, optimize=True) is_long_activate_nfi32 = False if is_long_activate_nfi32: buy_long_nfi32_rsi_fast = IntParameter(30, 50, default=46, optimize=True) buy_long_nfi32_rsi = IntParameter(10, 30, default=19, optimize=True) buy_long_nfi32_sma15 = DecimalParameter(0.7, 1.1, default=0.942, optimize=True) buy_long_nfi32_cti = DecimalParameter(-0.9, -0.8, default=-0.86, optimize=True) is_long_activate_nfi33 = True if is_long_activate_nfi33: buy_long_nfi33_ema_13 = DecimalParameter(0.95, 1.00, default=0.978, optimize=True) buy_long_nfi33_ewo_high = IntParameter(5, 10, default=8, optimize=True) buy_long_nfi33_cti = DecimalParameter(-0.9, -0.8, default=-0.88, optimize=True) buy_long_nfi33_rsi = IntParameter(20, 40, default=32, optimize=True) buy_long_nfi33_r_14 = IntParameter(-100, -90, default=-98, optimize=True) buy_long_nfi33_volume_mean = DecimalParameter(2, 3, default=2.5, optimize=True) ###END LONG-PARAMETERS### ## Sell params sell_long_ema = IntParameter(5, 80, default=24, space='sell', optimize=True) sell_short_mult = DecimalParameter(0.95, 1.100, default=1.009, space='sell', optimize=True) sell_short_mult2 = DecimalParameter(0.95, 1.200, default=1.003, space='sell', optimize=True) sell_short_smaFactor = DecimalParameter(1.0, 1.020, default=1.005, space='sell', optimize=True) sell_short_rsi = IntParameter(30, 100, default=50, space='sell', optimize=True) sell_short_ema = IntParameter(5, 80, default=24, space='sell', optimize=True) sell_long_mult = DecimalParameter(0.99, 1.5, default=0.997, space='sell', optimize=True) sell_long_mult2 = DecimalParameter(0.98, 1.2, default=0.991, space='sell', optimize=True) sell_long_smaFactor = DecimalParameter(0.95, 1.2, default=1.05, space='sell', optimize=True) sell_long_rsi = IntParameter(0, 70, default=50, space='sell', optimize=True) ## Trailing params # hard stoploss profit sell_long_pHSL = DecimalParameter(-0.100, -0.040, default=-0.05, decimals=3, space='sell', load=True) # profit threshold 1, trigger point, SL_1 is used sell_long_pPF_1 = DecimalParameter(0.008, 0.010, default=0.016, decimals=3, space='sell', load=True) sell_long_pSL_1_relative = DecimalParameter(0.008, 0.010, default=0.011, decimals=3, space='sell', load=True) # profit threshold 2, SL_2 is used sell_long_pPF_2 = DecimalParameter(0.040, 0.100, default=0.080, decimals=3, space='sell', load=True) sell_long_pSL_2_relative = DecimalParameter(0.020, 0.070, default=0.040, decimals=3, space='sell', load=True) # hard stoploss profit sell_short_pHSL = DecimalParameter(-0.100, -0.040, default=-0.05, decimals=3, space='sell', optimize=False) # profit threshold 1, trigger point, SL_1 is used sell_short_pPF_1 = DecimalParameter(0.02, 0.04, default=0.03, decimals=3, space='sell', optimize=True) sell_short_pSL_1_relative = DecimalParameter(0.005, 0.010, default=0.008, decimals=3, space='sell', optimize=True) # profit threshold 2, SL_2 is used sell_short_pPF_2 = DecimalParameter(0.040, 0.100, default=0.080, decimals=3, space='sell', optimize=True) sell_short_pSL_2_relative = DecimalParameter(0.005, 0.01, default=0.040, decimals=3, space='sell', optimize=True) ########################################################## # dipbreak long: # 294/500: 132 trades. 87/0/45 Wins/Draws/Losses. Avg profit 3.50%. Median profit 3.65%. Total profit 577.19241446 USDT ( 5.77%). Avg duration 1:30:00 min. Objective: -190.40529 # | 294/500 | 132 | 87 0 45 | 3.50% | 577.192 (5.77%) | 1:30:00 | -190.40529 | 43.750 (0.43%) | # pumpbreak short: # 344/500: 249 trades. 195/0/54 Wins/Draws/Losses. Avg profit 2.45%. Median profit 1.72%. Total profit 761.44255321 USDT ( 7.61%). Avg duration 1:35:00 min. Objective: -92.09781 # | 344/500 | 249 | 195 0 54 | 2.45% | 761.443 (7.61%) | 1:35:00 | -92.09781 | 16.544 (0.16%) | # localdip long: # 85/500: 231 trades. 138/0/93 Wins/Draws/Losses. Avg profit 1.93%. Median profit 2.54%. Total profit 553.72783375 USDT ( 5.54%). Avg duration 0:19:00 min. Objective: -28.14844 # | 85/500 | 231 | 138 0 93 | 1.93% | 553.728 (5.54%) | 0:19:00 | -28.1484 | 59.719 (0.59%) | # localpump short: # | 18/488: 66 trades. 45/0/21 Wins/Draws/Losses. Avg profit 1.92%. Median profit 2.61%. Total profit 158.61620180 USDT ( 1.59%). Avg duration 1:54:00 min. Objective: -11.97314 # | 18/488 | 66 | 45 0 21 | 1.92% | 158.616 (1.59%) | 1:54:00 | -11.97314 | 64.519 (0.64%) | # ewo short: # 493/500: 761 trades. 561/0/200 Wins/Draws/Losses. Avg profit 1.92%. Median profit 2.49%. Total profit 1830.59275098 USDT ( 18.31%). Avg duration 2:47:00 min. Objective: -116.90066 # | 493/500 | 761 | 561 0 200 | 1.92% | 1830.593 (18.31%) | 2:47:00 | -116.90066 | 40.720 (0.36%) | # ewo long: # 3/500: 450 trades. 365/0/85 Wins/Draws/Losses. Avg profit 3.10%. Median profit 3.40%. Total profit 1743.16494063 USDT ( 17.43%). Avg duration 5:15:00 min. Objective: -230.47933 # | 3/500 | 450 | 365 0 85 | 3.10% | 1743.165 (17.43%) | 5:15:00 | -230.47933 | 41.133 (0.35%) | # cofi short: # 46/500: 51 trades. 42/0/9 Wins/Draws/Losses. Avg profit 2.49%. Median profit 3.02%. Total profit 158.47988839 USDT ( 1.58%). Avg duration 2:04:00 min. Objective: -57.92601 # | 46/500 | 51 | 42 0 9 | 2.49% | 158.480 (1.58%) | 2:04:00 | -57.92601 | 13.699 (0.14%) | # cofi long: # ToDo! # # nfi32 short: # ToDo! # nfi32 long: # ToDo! # nfi33 short: # 452/500: 385 trades. 289/0/96 Wins/Draws/Losses. Avg profit 1.98%. Median profit 1.97%. Total profit 950.80250814 USDT ( 9.51%). Avg duration 2:43:00 min. Objective: -67.05597 # 452/500 | 385 | 289 0 96 | 1.98% | 950.803 (9.51%) | 2:43:00 | -67.05597 | 30.942 (0.29%) # nfi33 long: # 10/500: 69 trades. 50/0/19 Wins/Draws/Losses. Avg profit 1.65%. Median profit 0.76%. Total profit 141.88357898 USDT ( 1.42%). Avg duration 4:33:00 min. Objective: -18.63356 # 10/500 | 69 | 50 0 19 | 1.65% | 141.884 (1.42%) | 4:33:00 | -18.63356 | 14.103 (0.14%) # Buy hyperspace params: buy_params = { "buy_short_ewo_ema16Factor": 1.006, "buy_short_ewo_ema8Factor": 1.033, "buy_short_ewo_ewo": -0.016, "buy_short_ewo_rsi": 63, "buy_short_ewo_rsi_fast": 79, "buy_long_ewo_ema_high": 1.09, "buy_long_ewo_ema_low": 0.965, "buy_long_ewo_ewohigh": -0.144, "buy_long_ewo_rsi": 22, "buy_long_ewo_rsi_fast": 47, "buy_long_dipbreak_bb_delta": 0.027, "buy_long_dipbreak_bb_factor": 0.996, "buy_long_dipbreak_bb_width": 0.057, "buy_long_dipbreak_cci": -93, "buy_long_dipbreak_cci_length": 37, "buy_long_dipbreak_closedelta": 12.662, "buy_long_dipbreak_rmi": 49, "buy_long_dipbreak_rmi_length": 17, "buy_long_dipbreak_srsi_fk": 46, "buy_short_pumpbreak_bb_delta": 0.074, "buy_short_pumpbreak_bb_factor": 1.0, "buy_short_pumpbreak_bb_width": 0.062, "buy_short_pumpbreak_cci": 108, "buy_short_pumpbreak_cci_length": 25, "buy_short_pumpbreak_closedelta": 12.081, "buy_short_pumpbreak_rmi": 69, "buy_short_pumpbreak_rmi_length": 18, "buy_short_pumpbreak_srsi_fk": 67, "buy_long_localdip_bb_factor": 0.99, "buy_long_localdip_closedelta": 15.523, "buy_long_localdip_ema_diff": 0.027, "buy_short_localpump_bb_factor": 1.03, "buy_short_localpump_closedelta": 7.408, "buy_short_localpump_ema_diff": 0.015, "buy_short_cofi_adx": 70, "buy_short_cofi_ema": 1.022, "buy_short_cofi_ewo_low": 2.64, "buy_short_cofi_fastd": 74, "buy_short_cofi_fastk": 78, #todo: add cofi long! "buy_short_nfi33_cti": 0.005, "buy_short_nfi33_ema_13": 1.043, "buy_short_nfi33_ewo_low": 0, "buy_short_nfi33_r_14": -23, "buy_short_nfi33_rsi": 61, "buy_short_nfi33_volume_mean": 2.652, "buy_long_nfi33_cti": 0.805, "buy_long_nfi33_ema_13": 1.0, "buy_long_nfi33_ewo_high": 5, "buy_long_nfi33_r_14": -94, "buy_long_nfi33_rsi": 31, "buy_long_nfi33_volume_mean": 2.349, } # Sell hyperspace params: sell_params = { "sell_short_ema": 45, "sell_short_mult": 1.008, "sell_short_mult2": 0.963, "sell_short_pPF_1": 0.028, "sell_short_pPF_2": 0.063, "sell_short_pSL1_relative": 0.005, "sell_short_pSL2_relative": 0.01, "sell_short_rsi": 77, "sell_short_smaFactor": 1.02, "sell_short_pHSL": -0.05, # value loaded from strategy "sell_long_pPF_1": 0.032, # value loaded from strategy "sell_long_pPF_2": 0.06, # value loaded from strategy "sell_long_pSL1_relative": 0.023, # value loaded from strategy "sell_long_pSL2_relative": 0.01, # value loaded from strategy "sell_long_ema": 24, # value loaded from strategy "sell_long_mult": 0.991, # value loaded from strategy "sell_long_mult2": 1.153, # value loaded from strategy "sell_long_rsi": 33, # value loaded from strategy "sell_long_smaFactor": 1.041, # value loaded from strategy "sell_long_pHSL": -0.05, # value loaded from strategy }