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_7(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: # 204/500: 132 trades. 88/0/44 Wins/Draws/Losses. Avg profit 3.57%. Median profit 3.65%. Total profit 589.08675056 USDT ( 5.89%). Avg duration 1:29:00 min. Objective: -213.39006 # 204/500 | 132 | 88 0 44 | 3.57% | 589.087 (5.89%) | 1:29:00 | -213.39006 | 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: # 115/500: 242 trades. 143/0/99 Wins/Draws/Losses. Avg profit 1.84%. Median profit 2.52%. Total profit 553.56604953 USDT ( 5.54%). Avg duration 0:19:00 min. Objective: -27.24042 # 115/500 | 242 | 143 0 99 | 1.84% | 553.566 (5.54%) | 0:19:00 | -27.2404 | 72.219 (0.72%) # 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: # 268/500: 272 trades. 209/0/63 Wins/Draws/Losses. Avg profit 2.22%. Median profit 1.91%. Total profit 756.13311400 USDT ( 7.56%). Avg duration 2:08:00 min. Objective: -94.56216 # 268/500 | 272 | 209 0 63 | 2.22% | 756.133 (7.56%) | 2:08:00 | -94.56216 | 25.082 (0.24%) # 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: # 440/500: 88 trades. 63/0/25 Wins/Draws/Losses. Avg profit 1.46%. Median profit 2.30%. Total profit 161.04111420 USDT ( 1.61%). Avg duration 4:11:00 min. Objective: -13.03760 # 440/500 | 88 | 63 0 25 | 1.46% | 161.041 (1.61%) | 4:11:00 | -13.03760 | 26.674 (0.26%) # cofi long: # ToDo! # # nfi32 short: # ToDo! # nfi32 long: # ToDo! # nfi33 short: # 41/500: 348 trades. 248/0/100 Wins/Draws/Losses. Avg profit 1.39%. Median profit 1.52%. Total profit 602.68042235 USDT ( 6.03%). Avg duration 2:18:00 min. Objective: -20.46272 # 41/500 | 348 | 248 0 100 | 1.39% | 602.680 (6.03%) | 2:18:00 | -20.46272 | 35.188 (0.34%) # nfi33 long: # 38/500: 76 trades. 51/0/25 Wins/Draws/Losses. Avg profit 1.57%. Median profit 0.88%. Total profit 149.61703632 USDT ( 1.50%). Avg duration 4:02:00 min. Objective: -12.89221 # 38/500 | 76 | 51 0 25 | 1.57% | 149.617 (1.50%) | 4:02:00 | -12.89221 | 17.227 (0.17%) # Buy hyperspace params: buy_params = { "buy_long_dipbreak_bb_delta": 0.027, "buy_long_dipbreak_bb_factor": 0.996, "buy_long_dipbreak_bb_width": 0.084, "buy_long_dipbreak_cci": -128, "buy_long_dipbreak_cci_length": 27, "buy_long_dipbreak_closedelta": 15.573, "buy_long_dipbreak_rmi": 30, "buy_long_dipbreak_rmi_length": 13, "buy_long_dipbreak_srsi_fk": 37, "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": 0.993, "buy_long_localdip_closedelta": 15.486, "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": 0.998, "buy_short_ewo_ema8Factor": 1.043, "buy_short_ewo_ewo": 0.228, "buy_short_ewo_rsi": 79, "buy_short_ewo_rsi_fast": 41, "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_short_cofi_adx": 79, "buy_short_cofi_ema": 1.02, "buy_short_cofi_ewo_low": 2.111, "buy_short_cofi_fastd": 70, "buy_short_cofi_fastk": 78, "buy_long_cofi_adx": 25, "buy_long_cofi_ema": 0.975, "buy_long_cofi_ewo_high": 2.079, "buy_long_cofi_fastd": 20, "buy_long_cofi_fastk": 30, "buy_short_nfi33_cti": 0.032, "buy_short_nfi33_ema_13": 1.037, "buy_short_nfi33_ewo_low": 1, "buy_short_nfi33_r_14": -21, "buy_short_nfi33_rsi": 52, "buy_short_nfi33_volume_mean": 0.048, "buy_long_nfi33_cti": 0.868, "buy_long_nfi33_ema_13": 0.983, "buy_long_nfi33_ewo_high": 5, "buy_long_nfi33_r_14": -98, "buy_long_nfi33_rsi": 36, "buy_long_nfi33_volume_mean": 2.192, } # 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 }