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_6(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: # 341/500: 123 trades. 82/0/41 Wins/Draws/Losses. Avg profit 3.57%. Median profit 3.52%. Total profit 548.75215131 USDT ( 5.49%). Avg duration 1:41:00 min. Objective: -185.57324 # 341/500 | 123 | 82 0 41 | 3.57% | 548.752 (5.49%) | 1:41:00 | -185.57324 | 44.961 (0.44%) # pumpbreak short: # 454/500: 146 trades. 124/0/22 Wins/Draws/Losses. Avg profit 3.68%. Median profit 2.59%. Total profit 670.77691823 USDT ( 6.71%). Avg duration 2:10:00 min. Objective: -386.74276 # 454/500 | 146 | 124 0 22 | 3.68% | 670.777 (6.71%) | 2:10:00 | -386.74276 | 12.500 (0.12%) # 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: # 13/500: 105 trades. 72/0/33 Wins/Draws/Losses. Avg profit 1.53%. Median profit 1.94%. Total profit 200.58758750 USDT ( 2.01%). Avg duration 1:27:00 min. Objective: -8.80759 # 13/500 | 105 | 72 0 33 | 1.53% | 200.588 (2.01%) | 1:27:00 | -8.80759 | 79.805 (0.79%) # ewo short: # 365/500: 869 trades. 619/0/250 Wins/Draws/Losses. Avg profit 1.84%. Median profit 2.46%. Total profit 1998.94890412 USDT ( 19.99%). Avg duration 5:48:00 min. Objective: -90.66456 # 365/500 | 869 | 619 0 250 | 1.84% | 1998.949 (19.99%) | 5:48:00 | -90.66456 | 59.470 (0.52%) # ewo long: # 286/500: 386 trades. 317/0/69 Wins/Draws/Losses. Avg profit 3.25%. Median profit 3.73%. Total profit 1569.85837242 USDT ( 15.70%). Avg duration 5:00:00 min. Objective: -344.46342 # 286/500 | 386 | 317 0 69 | 3.25% | 1569.858 (15.70%) | 5:00:00 | -344.46342 | 22.984 (0.21%) # cofi short: # 1/500: 51 trades. 36/0/15 Wins/Draws/Losses. Avg profit 2.04%. Median profit 3.02%. Total profit 129.93278702 USDT ( 1.30%). Avg duration 4:13:00 min. Objective: -22.24274 # 1/500 | 51 | 36 0 15 | 2.04% | 129.933 (1.30%) | 4:13:00 | -22.24274 | 18.548 (0.18%) # cofi long: # ToDo! # # nfi32 short: # ToDo! # nfi32 long: # ToDo! # nfi33 short: # 39/500: 503 trades. 364/0/139 Wins/Draws/Losses. Avg profit 1.86%. Median profit 2.08%. Total profit 1168.25160113 USDT ( 11.68%). Avg duration 3:05:00 min. Objective: -45.70647 # 39/500 | 503 | 364 0 139 | 1.86% | 1168.252 (11.68%) | 3:05:00 | -45.70647 | 30.399 (0.29%) # nfi33 long: # 207/332: 71 trades. 48/0/23 Wins/Draws/Losses. Avg profit 1.90%. Median profit 1.51%. Total profit 168.32362787 USDT ( 1.68%). Avg duration 4:24:00 min. Objective: -16.00738 # 207/332 | 71 | 48 0 23 | 1.90% | 168.324 (1.68%) | 4:24:00 | -16.00738 | 19.548 (0.19%) # Buy hyperspace params: buy_params = { "buy_long_dipbreak_bb_delta": 0.026, "buy_long_dipbreak_bb_factor": 0.99, "buy_long_dipbreak_bb_width": 0.052, "buy_long_dipbreak_cci": -109, "buy_long_dipbreak_cci_length": 25, "buy_long_dipbreak_closedelta": 13.012, "buy_long_dipbreak_rmi": 35, "buy_long_dipbreak_rmi_length": 8, "buy_long_dipbreak_srsi_fk": 30, "buy_short_pumpbreak_bb_delta": 0.079, "buy_short_pumpbreak_bb_factor": 1.002, "buy_short_pumpbreak_bb_width": 0.067, "buy_short_pumpbreak_cci": 97, "buy_short_pumpbreak_cci_length": 44, "buy_short_pumpbreak_closedelta": 13.296, "buy_short_pumpbreak_rmi": 63, "buy_short_pumpbreak_rmi_length": 12, "buy_short_pumpbreak_srsi_fk": 60, "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": 1.027, "buy_short_localpump_closedelta": 2.404, "buy_short_localpump_ema_diff": 0.014, "buy_short_ewo_ema16Factor": 0.928, "buy_short_ewo_ema8Factor": 1.035, "buy_short_ewo_ewo": -0.706, "buy_short_ewo_rsi": 62, "buy_short_ewo_rsi_fast": 68, "buy_long_ewo_ema_high": 1.167, "buy_long_ewo_ema_low": 0.961, "buy_long_ewo_ewohigh": 0.191, "buy_long_ewo_rsi": 28, "buy_long_ewo_rsi_fast": 46, "buy_short_cofi_adx": 75, "buy_short_cofi_ema": 1.024, "buy_short_cofi_ewo_low": 2.049, "buy_short_cofi_fastd": 78, "buy_short_cofi_fastk": 78, "buy_short_nfi33_cti": 0.063, "buy_short_nfi33_ema_13": 1.036, "buy_short_nfi33_ewo_low": 0, "buy_short_nfi33_r_14": -1, "buy_short_nfi33_rsi": 50, "buy_short_nfi33_volume_mean": 0.11, "buy_long_nfi33_cti": 0.843, "buy_long_nfi33_ema_13": 0.972, "buy_long_nfi33_ewo_high": 5, "buy_long_nfi33_r_14": -90, "buy_long_nfi33_rsi": 37, "buy_long_nfi33_volume_mean": 2.797, } # 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 }