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_2(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: # 381/500: 132 trades. 88/0/44 Wins/Draws/Losses. Avg profit 3.53%. Median profit 3.65%. Total profit 583.24021470 USDT ( 5.83%). Avg duration 1:30:00 min. Objective: -207.48339 # 381/500 | 132 | 88 0 44 | 3.53% | 583.240 (5.83%) | 1:30:00 | -207.48339 | 51.782 (0.50%) # pumpbreak short: # 474/500: 102 trades. 83/0/19 Wins/Draws/Losses. Avg profit 4.10%. Median profit 3.35%. Total profit 522.94088121 USDT ( 5.23%). Avg duration 1:46:00 min. Objective: -159.57544 # 474/500 | 102 | 83 0 19 | 4.10% | 522.941 (5.23%) | 1:46:00 | -159.57544 | 13.630 (0.13%) # localdip long: # 466/500: 226 trades. 133/0/93 Wins/Draws/Losses. Avg profit 1.83%. Median profit 2.49%. Total profit 513.47613398 USDT ( 5.13%). Avg duration 0:17:00 min. Objective: -22.42021 # 466/500 | 226 | 133 0 93 | 1.83% | 513.476 (5.13%) | 0:17:00 | -22.4202 | 59.719 (0.59%) # localpump short: # 30/472: 67 trades. 46/0/21 Wins/Draws/Losses. Avg profit 1.89%. Median profit 2.48%. Total profit 158.38224675 USDT ( 1.58%). Avg duration 2:00:00 min. Objective: -11.72691 # 30/472 | 67 | 46 0 21 | 1.89% | 158.382 (1.58%) | 2:00:00 | -11.72691 | 64.519 (0.64%) # ewo short: # 494/500: 216 trades. 165/0/51 Wins/Draws/Losses. Avg profit 2.71%. Median profit 2.89%. Total profit 730.81258551 USDT ( 7.31%). Avg duration 3:41:00 min. Objective: -159.39181 # 345/500 | 522 | 393 0 129 | 1.80% | 1176.347 (11.76%) | 2:11:00 | -88.43276 | 35.170 (0.33%) # ewo long: # 19/500: 112 trades. 89/0/23 Wins/Draws/Losses. Avg profit 4.27%. Median profit 4.87%. Total profit 597.46499668 USDT ( 5.97%). Avg duration 7:33:00 min. Objective: -245.83312 # 19/500 | 112 | 89 0 23 | 4.27% | 597.465 (5.97%) | 7:33:00 | -245.83312 | 27.274 (0.26%) # cofi short: # 423/500: 51 trades. 34/0/17 Wins/Draws/Losses. Avg profit 1.52%. Median profit 1.45%. Total profit 96.67905586 USDT ( 0.97%). Avg duration 1:12:00 min. Objective: -16.89018 # 423/500 | 51 | 34 0 17 | 1.52% | 96.679 (0.97%) | 1:12:00 | -16.89018 | 12.874 (0.13%) # cofi long: # ToDo! # # nfi32 short: # ToDo! # nfi32 long: # ToDo! # nfi33 short: # 107/500: 130 trades. 105/0/25 Wins/Draws/Losses. Avg profit 3.03%. Median profit 2.51%. Total profit 493.01233909 USDT ( 4.93%). Avg duration 3:49:00 min. Objective: -153.87105 # 107/500 | 130 | 105 0 25 | 3.03% | 493.012 (4.93%) | 3:49:00 | -153.87105 | 18.737 (0.18%) # nfi33 long: # 25/500: 53 trades. 36/0/17 Wins/Draws/Losses. Avg profit 2.07%. Median profit 1.51%. Total profit 137.46656739 USDT ( 1.37%). Avg duration 5:40:00 min. Objective: -16.97341 # 25/500 | 53 | 36 0 17 | 2.07% | 137.467 (1.37%) | 5:40:00 | -16.97341 | 18.750 (0.19%) # Buy hyperspace params: buy_params = { "buy_long_dipbreak_bb_delta": 0.027, "buy_long_dipbreak_bb_factor": 0.996, "buy_long_dipbreak_bb_width": 0.052, "buy_long_dipbreak_cci": -104, "buy_long_dipbreak_cci_length": 25, "buy_long_dipbreak_closedelta": 16.742, "buy_long_dipbreak_rmi": 50, "buy_long_dipbreak_rmi_length": 19, "buy_long_dipbreak_srsi_fk": 47, "buy_short_pumpbreak_bb_delta": 0.074, "buy_short_pumpbreak_bb_factor": 1.002, "buy_short_pumpbreak_bb_width": 0.084, "buy_short_pumpbreak_cci": 94, "buy_short_pumpbreak_cci_length": 25, "buy_short_pumpbreak_closedelta": 15.476, "buy_short_pumpbreak_rmi": 55, "buy_short_pumpbreak_rmi_length": 11, "buy_short_pumpbreak_srsi_fk": 57, "buy_long_localdip_bb_factor": 0.99, "buy_long_localdip_closedelta": 17.285, "buy_long_localdip_ema_diff": 0.027, "buy_short_localpump_bb_factor": 1.023, "buy_short_localpump_closedelta": 3.002, "buy_short_localpump_ema_diff": 0.015, "buy_short_ewo_ema16Factor": 0.846, "buy_short_ewo_ema8Factor": 1.033, "buy_short_ewo_ewo": 0.041, "buy_short_ewo_rsi": 90, "buy_short_ewo_rsi_fast": 76, "buy_long_ewo_ema_high": 1.0, "buy_long_ewo_ema_low": 0.938, "buy_long_ewo_ewohigh": -0.11, "buy_long_ewo_rsi": 28, "buy_long_ewo_rsi_fast": 50, "buy_short_cofi_adx": 72, "buy_short_cofi_ema": 1.022, "buy_short_cofi_ewo_low": 2.732, "buy_short_cofi_fastd": 73, "buy_short_cofi_fastk": 76, "buy_short_nfi33_cti": 0.149, "buy_short_nfi33_ema_13": 1.049, "buy_short_nfi33_ewo_low": 0, "buy_short_nfi33_r_14": -30, "buy_short_nfi33_rsi": 96, "buy_short_nfi33_volume_mean": 1.568, "buy_long_nfi33_cti": 0.857, "buy_long_nfi33_ema_13": 0.973, "buy_long_nfi33_ewo_high": 5, "buy_long_nfi33_r_14": -91, "buy_long_nfi33_rsi": 33, "buy_long_nfi33_volume_mean": 2.843, } # 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 }