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_8(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: # 374/500: 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: -207.02587 # 374/500 | 132 | 88 0 44 | 3.53% | 583.240 (5.83%) | 1:30:00 | -207.02587 | 51.782 (0.50%) # 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: # 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: # 53/500: 1016 trades. 718/0/298 Wins/Draws/Losses. Avg profit 1.81%. Median profit 2.15%. Total profit 2294.47770143 USDT ( 22.94%). Avg duration 4:59:00 min. Objective: -90.61997 # 53/500 | 1016 | 718 0 298 | 1.81% | 2294.478 (22.94%) | 4:59:00 | -90.61997 | 65.164 (0.56%) # ewo long: # 500/500: 173 trades. 136/0/37 Wins/Draws/Losses. Avg profit 3.92%. Median profit 4.71%. Total profit 847.02911566 USDT ( 8.47%). Avg duration 6:58:00 min. Objective: -255.55652 # 500/500 | 173 | 136 0 37 | 3.92% | 847.029 (8.47%) | 6:58:00 | -255.55652 | 28.839 (0.27%) # cofi short: # 150/500: 60 trades. 45/0/15 Wins/Draws/Losses. Avg profit 2.53%. Median profit 3.10%. Total profit 189.53595696 USDT ( 1.90%). Avg duration 3:45:00 min. Objective: -31.55277 # 150/500 | 60 | 45 0 15 | 2.53% | 189.536 (1.90%) | 3:45:00 | -31.55277 | 18.548 (0.18%) # cofi long: # ToDo! # # nfi32 short: # ToDo! # nfi32 long: # ToDo! # nfi33 short: # 212/500: 96 trades. 79/0/17 Wins/Draws/Losses. Avg profit 1.34%. Median profit 0.89%. Total profit 160.20295957 USDT ( 1.60%). Avg duration 2:22:00 min. Objective: -22.36577 # 212/500 | 96 | 79 0 17 | 1.34% | 160.203 (1.60%) | 2:22:00 | -22.36577 | 8.993 (0.09%) # nfi33 long: # 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%) # Buy hyperspace params: buy_params = { "buy_long_dipbreak_bb_delta": 0.027, "buy_long_dipbreak_bb_factor": 0.996, "buy_long_dipbreak_bb_width": 0.069, "buy_long_dipbreak_cci": -130, "buy_long_dipbreak_cci_length": 25, "buy_long_dipbreak_closedelta": 16.161, "buy_long_dipbreak_rmi": 46, "buy_long_dipbreak_rmi_length": 14, "buy_long_dipbreak_srsi_fk": 43, "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": 1.03, "buy_short_localpump_closedelta": 7.408, "buy_short_localpump_ema_diff": 0.015, "buy_short_ewo_ema16Factor": 0.856, "buy_short_ewo_ema8Factor": 1.036, "buy_short_ewo_ewo": -1.269, "buy_short_ewo_rsi": 60, "buy_short_ewo_rsi_fast": 56, "buy_long_ewo_ema_high": 0.954, "buy_long_ewo_ema_low": 0.945, "buy_long_ewo_ewohigh": -0.266, "buy_long_ewo_rsi": 23, "buy_long_ewo_rsi_fast": 49, "buy_short_cofi_adx": 74, "buy_short_cofi_ema": 1.022, "buy_short_cofi_ewo_low": 2.205, "buy_short_cofi_fastd": 71, "buy_short_cofi_fastk": 79, "buy_short_nfi33_cti": 0.101, "buy_short_nfi33_ema_13": 0.903, "buy_short_nfi33_ewo_low": 4, "buy_short_nfi33_r_14": -19, "buy_short_nfi33_rsi": 73, "buy_short_nfi33_volume_mean": 0.641, "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, } # 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 }