# source: https://raw.githubusercontent.com/4tie/fortiesr/d5cc40760e3cbaff381058a0ea8733d2be469578/user_data/strategies/AutoQuantRobustV4.py from freqtrade.strategy import IStrategy, IntParameter, DecimalParameter from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class Github_4tie_fortiesr__AutoQuantRobustV4__20260709_213639(IStrategy): """ Github_4tie_fortiesr__AutoQuantRobustV4__20260709_213639 - A robust trend-following strategy with multiple filters. Strategy Logic: 1. Trend Filter: EMA trend direction (200 EMA) 2. Momentum Confirmation: RSI overbought/oversold + MACD crossover 3. Volatility Filter: ATR-based volatility check 4. Volume Filter: Volume spike confirmation 5. Risk Control: ATR-based dynamic stoploss This strategy is designed to avoid overfitting by using proven indicators with sensible default ranges for optimization. """ INTERFACE_VERSION: int = 3 # ROI Table - realistic profit targets minimal_roi = { "0": 0.06, # 6% profit target immediately "60": 0.04, # 4% after 1 hour "240": 0.02, # 2% after 4 hours "720": 0.01, # 1% after 12 hours "1440": 0, # exit after 24 hours if not stopped } # Stoploss - ATR-based will be calculated dynamically stoploss = -0.10 # 10% default, will be adjusted by ATR # Timeframe - 1h for good balance of signal frequency and noise reduction timeframe = "1h" # Trailing stop - enabled for trend-following trailing_stop = True trailing_stop_positive = 0.015 # 1.5% trailing stop when in profit trailing_stop_positive_offset = 0.025 # Activate trailing stop at 2.5% profit trailing_only_offset_is_reached = True # Process only new candles for efficiency process_only_new_candles = True startup_candle_count = 200 # Need enough data for indicators # Can short - disabled for simplicity and risk management can_short = False # ── Tunable Parameters for Optimizer ── # Trend Filter Parameters trend_ema_period = IntParameter(100, 200, default=200, space="buy", optimize=True) # Momentum Parameters rsi_period = IntParameter(10, 20, default=14, space="buy", optimize=True) rsi_oversold = IntParameter(20, 35, default=30, space="buy", optimize=True) rsi_overbought = IntParameter(65, 80, default=70, space="sell", optimize=True) macd_fast = IntParameter(8, 15, default=12, space="buy", optimize=True) macd_slow = IntParameter(20, 30, default=26, space="buy", optimize=True) macd_signal = IntParameter(5, 10, default=9, space="buy", optimize=True) # Volatility Filter Parameters atr_period = IntParameter(10, 20, default=14, space="buy", optimize=True) atr_multiplier = DecimalParameter(1.0, 3.0, default=1.5, decimals=1, space="buy", optimize=True) # Volume Filter Parameters volume_multiplier = DecimalParameter(1.0, 3.0, default=1.5, decimals=1, space="buy", optimize=True) volume_period = IntParameter(15, 30, default=20, space="buy", optimize=True) # Stoploss Parameters atr_stoploss_multiplier = DecimalParameter(1.5, 3.0, default=2.0, decimals=1, space="stoploss", optimize=True) def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Calculate all indicators needed for the strategy. """ # Trend Filter - EMA dataframe["ema_trend"] = ta.EMA(dataframe, timeperiod=self.trend_ema_period.value) # Momentum Indicators dataframe["rsi"] = ta.RSI(dataframe, timeperiod=self.rsi_period.value) macd = ta.MACD(dataframe, fastperiod=self.macd_fast.value, slowperiod=self.macd_slow.value, signalperiod=self.macd_signal.value) dataframe["macd"] = macd["macd"] dataframe["macd_signal"] = macd["macdsignal"] dataframe["macd_hist"] = macd["macdhist"] # Volatility Indicator - ATR dataframe["atr"] = ta.ATR(dataframe, timeperiod=self.atr_period.value) # Volume Indicator dataframe["volume_mean"] = dataframe["volume"].rolling(window=self.volume_period.value).mean() dataframe["volume_ratio"] = dataframe["volume"] / dataframe["volume_mean"] # Dynamic ATR-based stoploss dataframe["atr_stoploss"] = dataframe["atr"] * self.atr_stoploss_multiplier.value return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Entry conditions with multiple filters for robustness. """ # Condition 1: Trend Filter - Price above long-term EMA (uptrend) trend_up = dataframe["close"] > dataframe["ema_trend"] # Condition 2: Momentum - RSI oversold (buying opportunity) rsi_oversold = dataframe["rsi"] < self.rsi_oversold.value # Condition 3: Momentum - MACD crossover (bullish signal) macd_bullish = ( (dataframe["macd"] > dataframe["macd_signal"]) & # MACD above signal (dataframe["macd_hist"] > 0) # Positive histogram ) # Condition 4: Volatility Filter - Not extremely volatile (avoid panic buys) volatility_ok = dataframe["atr"] < (dataframe["close"] * 0.05) # ATR less than 5% of price # Condition 5: Volume Filter - Volume spike (confirmation) volume_spike = dataframe["volume_ratio"] > self.volume_multiplier.value # Combine all conditions dataframe.loc[ trend_up & rsi_oversold & macd_bullish & volatility_ok & volume_spike, "enter_long" ] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Exit conditions with proper profit taking and loss cutting. """ # Condition 1: Momentum - RSI overbought (take profit) rsi_overbought = dataframe["rsi"] > self.rsi_overbought.value # Condition 2: Momentum - MACD bearish crossover (exit signal) macd_bearish = ( (dataframe["macd"] < dataframe["macd_signal"]) & # MACD below signal (dataframe["macd_hist"] < 0) # Negative histogram ) # Condition 3: Trend Break - Price below trend EMA trend_break = dataframe["close"] < dataframe["ema_trend"] # Combine exit conditions (any one triggers exit) dataframe.loc[ rsi_overbought | macd_bearish | trend_break, "exit_long" ] = 1 return dataframe def custom_stoploss(self, pair: str, trade, current_time, current_rate, current_profit, **kwargs) -> float: """ Custom ATR-based stoploss for dynamic risk management. """ dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) last_candle = dataframe.iloc[-1].squeeze() # Use ATR-based stoploss if available, otherwise use default if "atr_stoploss" in last_candle and not last_candle["atr_stoploss"] == 0: atr_stop = -(last_candle["atr_stoploss"] / last_candle["close"]) # Use the wider of default stoploss and ATR stoploss return max(self.stoploss, atr_stop) return self.stoploss