# source: https://raw.githubusercontent.com/AbhishekHemlani/ft_userdata/f4eb8d3ed67688662de03d4d8f6ccc83e72cee2d/user_data/strategies/Alpha1Base.py """ The base template for all Pareto strategies in Freqtrade V3 """ # --- Do not remove these libs --- import datetime import logging from typing import Dict, List, Optional, Tuple, Union from functools import reduce import numpy as np import pandas as pd from pandas import DataFrame pd.options.mode.chained_assignment = None # -------------------------------- # --- Freqtrade & Related libs --- from freqtrade.strategy import IStrategy from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, IStrategy, IntParameter) from freqtrade.persistence import Order, PairLocks, Trade from freqtrade.exchange.exchange import Exchange import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib from technical.candles import heikinashi as heik # -------------------------------- # __CONSTANTS__ logging.basicConfig(level = logging.DEBUG) logger = logging.getLogger(__name__) # __FUNCTIONS__ # __CLASSES__ class CustomPairDatabank(object): ''' Store custom trading data in a central repo for each pair accessable to all callbacks in the strategy class. ''' # trade_status values ENTRY = 'entry' EXIT = 'exit' NONE = None # PORTFOLIO DERISK IS_PORTFOLIO_DERISK_LONG = False IS_PORTFOLIO_DERISK_SHORT = False DEFAULT_DICT = { 'retry': 0, # 0/1 : Attempt retry of limit order execution on entries 'retry_starttime': datetime.datetime.utcnow() - datetime.timedelta(minutes=int(60)), 'trade_status': None, # 'entry'/'exit'/None: track whether a pair is attempting entry or exit 'retry_count': 0, # int: num of times we have attempted reentry 'side': 'long', # 'long'/'short': direction of the entry signal 'position_pnl': 0., #'float': pcnt pnl for the live trade at market prices } def __init__(self, MAX_ENTRY_RETRY_MINUTES, MAX_ENTRY_RETRY_COUNT, PORTFOLIO_DERISK_POSITIONS, PORTFOLIO_DERISK_PNL): # retry_starttime values self.MAX_ENTRY_RETRY_MINUTES = MAX_ENTRY_RETRY_MINUTES self.MAX_ENTRY_RETRY_COUNT = MAX_ENTRY_RETRY_COUNT # portfolio derisk settings self.PORTFOLIO_DERISK_POSITIONS = PORTFOLIO_DERISK_POSITIONS self.PORTFOLIO_DERISK_PNL = -abs(PORTFOLIO_DERISK_PNL) # List all pairs self.pairs = {} def check_pair(self, pair): if not (pair in self.pairs.keys()): self.pairs[pair] = self.DEFAULT_DICT.copy() def get_val(self, pair, dataType): self.check_pair(pair) return self.pairs[pair][dataType] def set_val(self, pair, dataType, val): self.pairs[pair][dataType] = val def update_portfolio_derisk(self) -> None: """Update the portfolio derisk boolean in-memory""" for side in ['long', 'short']: # Get long pairs and get short pairs pairs = {key: val for key, val in self.pairs.items() if val['side'] == side} current_derisk_value = (self.IS_PORTFOLIO_DERISK_LONG if side == 'long' else self.IS_PORTFOLIO_DERISK_SHORT) # Extract portfolio underwater values PositionPnl = [pair_details['position_pnl'] for pair, pair_details in pairs.items()] NumUnderwaterPositions = int(sum([1 if pnl <= self.PORTFOLIO_DERISK_PNL else 0 for pnl in PositionPnl])) NumPositions = int(sum([1 if pnl != 0. else 0 for pnl in PositionPnl])) # pnl===0 indicats an exited position # Set the portfolio derisk value... # ... The entire portfolio is underwater below our hurdle value, so START derisking if (NumUnderwaterPositions == NumPositions) and (NumUnderwaterPositions > self.PORTFOLIO_DERISK_POSITIONS): if side == 'long': self.IS_PORTFOLIO_DERISK_LONG = True else: self.IS_PORTFOLIO_DERISK_SHORT = True # ... NO positions are active BUT we are already derisking, so STOP derisking elif (NumPositions == 0) and current_derisk_value: if side == 'long': self.IS_PORTFOLIO_DERISK_LONG = False else: self.IS_PORTFOLIO_DERISK_SHORT = False # ... Do not adjust the boolean value in any other sceneario class Github_AbhishekHemlani_ft_userdata__Alpha1Base__20250619_175455(IStrategy): """ Base Pareto Strategy Template (SPOT & FUTURE) """ # SET TO A 15m TRADING TIMEFRAME!!! TIMESHIFT = { '4H': int(4 * 4), '1H': int(4), '30T': 2, '15T': 1, } # Strategy interface version - allow new iterations of the strategy interface. # Check the documentation or the Sample strategy to get the latest version. INTERFACE_VERSION = 3 # Base Leverage LEVERAGE_TARGET = 1.0 # Optimal stoploss designed for the strategy # This attribute will be overridden if the config file contains "stoploss" stoploss = -0.15 # Optimal timeframe for the strategy timeframe = '4h' # run "populate_indicators" only for new candle #process_only_new_candles = True #ignore_buying_expired_candle_after = 20 * 60 # (seconds) # Custom Databank CUST_SHORT_TAG = 'force_enter_short' CUST_LONG_TAG = 'force_enter_long' cust_data = CustomPairDatabank( MAX_ENTRY_RETRY_MINUTES=0, MAX_ENTRY_RETRY_COUNT=0, PORTFOLIO_DERISK_POSITIONS=8, PORTFOLIO_DERISK_PNL=-0.04 ) CONSECUTIVE_ENTRY_CONFIRMATIONS = 6 # Dynamic Stoploss/Exiting use_custom_stoploss = True trailing_stop_positive = 0.04 TIMEFRAMES = ['4H', '1H', '30T', '15T'] PCNT_VOLUME_HURDLE = 0. def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Adds several different TA indicators to the given DataFrame Performance Note: For the best performance be frugal on the number of indicators you are using. Let uncomment only the indicator you are using in your strategies or your hyperopt configuration, otherwise you will waste your memory and CPU usage. """ # Extract Linear Regressions dataframe['linreg'] = ta.TSF(dataframe['close'], timeperiod=min(960, len(dataframe))) dataframe['linreg_slope'] = 10000. * ta.LINEARREG_SLOPE(dataframe['close'], timeperiod=min(960, len(dataframe))) / dataframe['close'] # // Multiple Timeseries Calculations // for timeframe in self.TIMEFRAMES: # Set the time shift time_shift = self.TIMESHIFT[timeframe] # Rolling dataframe[f"{timeframe}_volume"] = dataframe['volume'].rolling(time_shift).sum() # Technicals dataframe[f"{timeframe}_di_plus"] = ta.PLUS_DI(dataframe, timeperiod=6 * time_shift) dataframe[f"{timeframe}_di_minus"] = ta.MINUS_DI(dataframe, timeperiod=6 * time_shift) dataframe[f"{timeframe}_rsi"] = ta.RSI(dataframe, timeperiod=14 * time_shift) dataframe[f"{timeframe}_sar"] = ta.SAR(dataframe, acceleration=2. / (6 * time_shift)) # Heikin Ashi dfRolling = pd.DataFrame() dfRolling['open'] = dataframe['open'].shift(time_shift) dfRolling['high'] = dataframe['high'].rolling(time_shift).max() dfRolling['low'] = dataframe['low'].rolling(time_shift).min() dfRolling['close'] = dataframe['close'] dfRolling.bfill(axis='rows', inplace=True) #heik needs to start on a valid price value, so backfill empty lagged prices heikinashi = heik(dfRolling) dataframe[f'{timeframe}_ha_open'] = heikinashi['open'] dataframe[f'{timeframe}_ha_close'] = heikinashi['close'] dataframe[f'{timeframe}_ha_high'] = heikinashi['high'] dataframe[f'{timeframe}_ha_low'] = heikinashi['low'] # //ENTRY & EXIT BOOLEANS// TF = "4H" SHIFT = self.TIMESHIFT[TF] # enter_long = [] # ... DMI enter_long.append((dataframe[f'{TF}_di_plus'] > dataframe[f'{TF}_di_minus'])) # ... RSI enter_long.append((dataframe[f'{TF}_rsi'] < 75)) # ... SAR enter_long.append((dataframe[f'{TF}_sar'] < dataframe['open'])) # ... Renko enter_long.append((dataframe[f'{TF}_ha_close'] > dataframe[f'{TF}_ha_open'].shift(1 * SHIFT))) enter_long.append((dataframe[f'{TF}_ha_close'].shift(1 * SHIFT) < dataframe[ f'{TF}_ha_open'].shift(2 * SHIFT))) # ... Linear Regression Channel enter_long.append((dataframe[f'{TF}_ha_close'] < dataframe[f'linreg'])) enter_long.append((dataframe[f'linreg_slope'] > 0.)) dataframe.loc[ (reduce(lambda x, y: x & y, enter_long)), ['enter_long', 'enter_tag'] ] = (1, "alpha1_long") # exit_long = [] # ... Renko Reversal exit_long.append( (dataframe[f'{TF}_ha_close'] < dataframe[f'{TF}_ha_open'].shift(1*SHIFT)) \ & (dataframe[f'{TF}_ha_close'].shift(1*SHIFT) > dataframe[f'{TF}_ha_open'].shift(2*SHIFT)) ) # ... Linear Regression Channel exit_long.append( (dataframe[f'{TF}_ha_close'] < dataframe[f'linreg']) \ & (dataframe[f'{TF}_ha_close'].shift(1 * SHIFT) > dataframe[f'linreg'].shift(1 * SHIFT)) ) exit_long.append( (dataframe[f'linreg_slope'] < 0) \ & (dataframe[f'linreg_slope'].shift(1 * SHIFT) > 0) ) dataframe.loc[ reduce(lambda x, y: x | y, exit_long), ['exit_long', 'exit_tag']] = (1, 'strategy_exit_long') # //ENTER SHORT// enter_short = [] # ... DMI enter_short.append((dataframe[f'{TF}_di_plus'] < dataframe[f'{TF}_di_minus'])) # ... RSI enter_short.append((dataframe[f'{TF}_rsi'] > 25)) # ... SAR enter_short.append((dataframe[f'{TF}_sar'] > dataframe['open'])) # ... Renko enter_short.append((dataframe[f'{TF}_ha_close'] < dataframe[f'{TF}_ha_open'].shift(1 * SHIFT))) enter_short.append((dataframe[f'{TF}_ha_close'].shift(1 * SHIFT) > dataframe[ f'{TF}_ha_open'].shift(2 * SHIFT))) # ... Linear Regression Channel enter_short.append((dataframe[f'{TF}_ha_close'] > dataframe[f'linreg'])) enter_short.append((dataframe[f'linreg_slope'] < 0.)) dataframe.loc[ (reduce(lambda x, y: x & y, enter_short)), ['enter_short', 'enter_tag'] ] = (1, "alpha1_short") # Exit Short Position Logic exit_short = [] # ... Renko Reversal exit_short.append( (dataframe[f'{TF}_ha_close'] > dataframe[f'{TF}_ha_open'].shift(1*SHIFT)) \ & (dataframe[f'{TF}_ha_close'].shift(1*SHIFT) < dataframe[f'{TF}_ha_open'].shift(2*SHIFT)) ) # ... Linear Regression Channel exit_short.append( (dataframe[f'{TF}_ha_close'] > dataframe[f'linreg']) \ & (dataframe[f'{TF}_ha_close'].shift(1 * SHIFT) < dataframe[f'linreg'].shift(1 * SHIFT)) ) exit_short.append( (dataframe[f'linreg_slope'] > 0) \ & (dataframe[f'linreg_slope'].shift(1 * SHIFT) < 0) ) dataframe.loc[ reduce(lambda x, y: x | y, exit_short), ['exit_short', 'exit_tag']] = (1, 'strategy_exit_short') # //Return the full dataframe// return dataframe def reentry_populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Custom version of enter_trend with an auto-retry feature for limits on LONGS OR SHORTS... Only attempt to enter after we place a force-enter trade. We track this info in cust_data object and we check that the retry attempt is valid here every minute. """ current_pair = metadata['pair'] # QUOTE/BASE market pairing # If 0 < count < MAX_COUNT, we can attempt a retry. Else, no retry retry_count = self.cust_data.get_val(current_pair, 'retry_count') retry_timestamp = self.cust_data.get_val(current_pair, 'retry_starttime') retry_duration = (datetime.datetime.utcnow() - retry_timestamp).total_seconds() / 60. retry_side = self.cust_data.get_val(current_pair, 'side') is_retry_attempt = (0 < retry_count) not_exceeded_retries = (retry_count < self.cust_data.MAX_ENTRY_RETRY_COUNT) is_duration_small = (retry_duration < self.cust_data.MAX_ENTRY_RETRY_MINUTES) if is_retry_attempt and not_exceeded_retries and is_duration_small: self.cust_data.set_val(current_pair, 'retry', 1) else: # In all other scenarios, no attempt should be made self.cust_data.set_val(current_pair, 'retry', 0) # Populate the signal dataframe if (self.cust_data.get_val(current_pair, 'retry') == 1): if (retry_side == 'long'): dataframe[['enter_long', 'enter_tag']] = (1, 'reetnry_attempt') elif (retry_side == 'sell'): dataframe[['enter_short', 'enter_tag']] = (1, 'reetnry_attempt') return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Final callback to populate entry signals (long & short) """ # Clean entry and exit signals dataframe.fillna(0, inplace=True) # The base entry (long/short) logic with re-entry attempts df = self.reentry_populate_entry_trend(dataframe, metadata) # Only enter once we receive multiple confirmations long_entry_confirmations = np.where( np.cumsum(df['enter_long']) >= self.CONSECUTIVE_ENTRY_CONFIRMATIONS, 1., 0., ) short_entry_confirmations = np.where( np.cumsum(df['enter_short']) >= self.CONSECUTIVE_ENTRY_CONFIRMATIONS, 1., 0., ) df['enter_long'] = long_entry_confirmations df['enter_short'] = short_entry_confirmations return df def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Final callback to populate exit signals (long & short) """ # Clean entry and exit signals dataframe.fillna(0, inplace=True) # # Properly net exit signals with counterparty entry signals dataframe['exit_long'] = np.minimum(dataframe['exit_long'] + dataframe['enter_short'], 1) dataframe['exit_short'] = np.minimum(dataframe['exit_short'] + dataframe['enter_long'], 1) return dataframe def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, rate: float, time_in_force: str, exit_reason: str, current_time: datetime, **kwargs) -> bool: """ Called right before placing a regular exit order. Timing for this function is critical, so avoid doing heavy computations or network requests in this method. For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ When not implemented by a strategy, returns True (always confirming). :param pair: Pair for trade that's about to be exited. :param trade: trade object. :param order_type: Order type (as configured in order_types). usually limit or market. :param amount: Amount in base currency. :param rate: Rate that's going to be used when using limit orders or current rate for market orders. :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled). :param exit_reason: Exit reason. Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss', 'exit_signal', 'force_exit', 'emergency_exit'] :param current_time: datetime object, containing the current datetime :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. :return bool: When True, then the exit-order is placed on the exchange. False aborts the process """ # HARD RESET the cust_data pnl value once we exit a position self.cust_data.set_val(pair, 'position_pnl', 0.) # HARD RESET of reentry bot to ensure we unlock force-entries self.cust_data.set_val(pair, 'retry_count', 0) self.cust_data.set_val(pair, 'retry_starttime', datetime.datetime.utcnow()) return True def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float, time_in_force: str, current_time: datetime, entry_tag: Optional[str], side: str, **kwargs) -> bool: """ Called right before placing a entry order. Timing for this function is critical, so avoid doing heavy computations or network requests in this method. For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ When not implemented by a strategy, returns True (always confirming). :param pair: Pair that's about to be bought/shorted. :param order_type: Order type (as configured in order_types). usually limit or market. :param amount: Amount in target (base) currency that's going to be traded. :param rate: Rate that's going to be used when using limit orders :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled). :param current_time: datetime object, containing the current datetime :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal. :param side: 'long' or 'short' - indicating the direction of the proposed trade :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. :return bool: When True is returned, then the buy-order is placed on the exchange. False aborts the process """ # HARD CHECK that the portfolio derisk is no longer in effect self.cust_data.update_portfolio_derisk() if ( side == 'long' and self.cust_data.IS_PORTFOLIO_DERISK_LONG ) or ( side == 'short' and self.cust_data.IS_PORTFOLIO_DERISK_SHORT ): return False # HARD CHECK to ensure we are not retrying too much. # :NOTE: This logic will halt force entries in the scenario where we do not update populate_entry_trend retry_count = self.cust_data.get_val(pair, 'retry_count') retry_timestamp = self.cust_data.get_val(pair, 'retry_starttime') retry_duration = (datetime.datetime.utcnow() - retry_timestamp).total_seconds() / 60. # This logic forced the bot to re-enter after waiting a while so no edge cases stop us from trading if retry_duration >= 2.0 * self.cust_data.MAX_ENTRY_RETRY_MINUTES: retry_count = 0 if (retry_count == 0): # THIS IS THE FIRST FORCE_ENTRY ATTEMPT self.cust_data.set_val(pair, 'retry_count', retry_count + 1) self.cust_data.set_val(pair, 'retry_starttime', datetime.datetime.utcnow()) self.cust_data.set_val(pair, 'side', side) return True elif (0 < retry_count) and (retry_count < self.cust_data.MAX_ENTRY_RETRY_COUNT) and (retry_duration < self.cust_data.MAX_ENTRY_RETRY_MINUTES): # THIS IS A RETRY, WE CAN KEEP IT GOING self.cust_data.set_val(pair, 'retry_count', retry_count + 1) return True elif (retry_count >= self.cust_data.MAX_ENTRY_RETRY_COUNT) or (retry_duration > self.cust_data.MAX_ENTRY_RETRY_MINUTES): # NO LONGER A VALID RETRY, PLEASE STOP PLACING ORDERS self.cust_data.set_val(pair, 'retry_count', 0) return False else: # SOMETHING IS WRONG, KEEP WAITING UNTIL DURATION PASSES NO TRADE OCCURS self.cust_data.set_val(pair, 'retry_count', retry_count + 1) return False def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float, current_profit: float, **kwargs): """ Custom exit signal logic indicating that specified position should be sold. Returning a string or True from this method is equal to setting exit signal on a candle at specified time. This method is not called when exit signal is set. This method should be overridden to create exit signals that depend on trade parameters. For example you could implement an exit relative to the candle when the trade was opened, or a custom 1:2 risk-reward ROI. Custom exit reason max length is 64. Exceeding characters will be removed. :param pair: Pair that's currently analyzed :param trade: trade object. :param current_time: datetime object, containing the current datetime :param current_rate: Rate, calculated based on pricing settings in exit_pricing. :param current_profit: Current profit (as ratio), calculated based on current_rate. :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. :return: To execute exit, return a string with custom exit reason or True. Otherwise return None or False. """ # // Update the cust_data object with position PnL// self.cust_data.set_val(pair, 'position_pnl', current_profit) # profit is pcnt! # // Ask cust_data if we are ready to de-risk the whole portfolio // self.cust_data.update_portfolio_derisk() # // The bot can continue trading once all positions are confirmed exited // if ( (self.cust_data.get_val(pair, 'side') == 'long') and self.cust_data.IS_PORTFOLIO_DERISK_LONG ) or ( (self.cust_data.get_val(pair, 'side') == 'short') and self.cust_data.IS_PORTFOLIO_DERISK_SHORT ): logger.info(f"CUSTOM EXIT | Trade Pair {pair} | Profit {current_profit}") return "portfolio_derisk_event" return None def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float: """ Custom stoploss logic, returning the new distance relative to current_rate (as ratio). e.g. returning -0.05 would create a stoploss 5% below current_rate. The custom stoploss can never be below self.stoploss, which serves as a hard maximum loss. For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ When not implemented by a strategy, returns the initial stoploss value Only called when use_custom_stoploss is set to True. :param pair: Pair that's currently analyzed :param trade: trade object. :param current_time: datetime object, containing the current datetime :param current_rate: Rate, calculated based on pricing settings in ask_strategy. :param current_profit: Current profit (as ratio), calculated based on current_rate. :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. :return float: New stoploss value, relative to the currentrate """ # // Data Cache // # (!Please organize from slowest to fastest; makes later boolean conditions easier to calculate!) CACHE = { '4H': { 'vol_spike_bool': False, 'renko_rising_bool': False, }, '1H': { 'vol_spike_bool': False, 'renko_rising_bool': False, }, '30T': { 'vol_spike_bool': False, 'renko_rising_bool': False, }, '15T': { 'vol_spike_bool': False, 'renko_rising_bool': False, }, } def getCandle(shift_len: int = 0): """subroutine to call the squeezed candle data as a simple 1D dictionary, shifted in time if needed""" if not df.empty: return df.shift(shift_len, axis=0).iloc[-1].squeeze() return { f'{timeframe}_volume': 0., f'{timeframe}_ha_close': 0., f'{timeframe}_ha_open': 0., } # Get the most recently updated dataframe with indicators (NO SHIFTING) df, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) # // Advanced Renko Reversal // # ... set the boolean conditions for each timeframe in CACHE for timeframe in CACHE: # Get the candle data candle0 = getCandle(0) # Most recent candle candle1 = getCandle(self.TIMESHIFT[timeframe]) # Candle Shifted back 1x timedelta candle2 = getCandle(2 * self.TIMESHIFT[timeframe]) # Candle Shifted back 2x timedelta # Clean any NaN values in the dictionaries # Calculate booleans to trigger repricing # ... volume spikes over the lookback CACHE[timeframe]["vol_spike_bool"] = ( candle0[f'{timeframe}_volume'] >= (1. + self.PCNT_VOLUME_HURDLE) * candle1[f'{timeframe}_volume'] ) # ... renko signals are rising in the direction of the trade if trade.is_short: CACHE[timeframe]["renko_rising_bool"] = ( (candle0[f'{timeframe}_ha_close'] <= candle1[f'{timeframe}_ha_open']) ) and ( (candle1[f'{timeframe}_ha_close'] >= candle2[f'{timeframe}_ha_open']) ) else: CACHE[timeframe]["renko_rising_bool"] = ( (candle0[f'{timeframe}_ha_close'] >= candle1[f'{timeframe}_ha_open']) ) and ( (candle1[f'{timeframe}_ha_close'] <= candle2[f'{timeframe}_ha_open']) ) # For each timeframe, determine if we meet the stoploss reset condition: rising volume and rising # ... renko candles for all timeframes (t < T) stoploss_conditions = [] all_timeframes = list(CACHE.keys()) i = 0 while(i DataFrame: dataframe = Github_AbhishekHemlani_ft_userdata__Alpha1Base__20250619_175455.populate_entry_trend(self, dataframe, metadata) dataframe['enter_long'] = 0 dataframe['enter_short'] = 0 return dataframe class ETHStrategy003(Github_AbhishekHemlani_ft_userdata__Alpha1Base__20250619_175455): # Can this strategy go short? can_short: bool = False # Minimal ROI minimal_roi = { "0": 0.25, "240": 0.2146, "480": 0.1842, "720": 0.1581, "960": 0.1357, "1200": 0.1165, "1440": 0.1000, "1680": 0.0858, "1920": 0.0737, "2160": 0.0632, "2400": 0.0543, "2640": 0.0466, "2880": 0.0400, } # Allow For Retry Attempts cust_data = CustomPairDatabank( MAX_ENTRY_RETRY_MINUTES=60, MAX_ENTRY_RETRY_COUNT=10, PORTFOLIO_DERISK_POSITIONS=8, PORTFOLIO_DERISK_PNL=-0.04 ) # Trailing Stoploss trailing_stop = True trailing_stop_positive = 0.04 trailing_stop_positive_offset = 0.2 trailing_only_offset_is_reached = False # Experimental settings (config will overide these if set) use_exit_signal = True exit_profit_only = True exit_profit_offset = 0.01 ignore_roi_if_entry_signal = False def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe = Github_AbhishekHemlani_ft_userdata__Alpha1Base__20250619_175455.populate_entry_trend(self, dataframe, metadata) dataframe['enter_long'] = 0 dataframe['enter_short'] = 0 return dataframe class USDComboStrategy1(Github_AbhishekHemlani_ft_userdata__Alpha1Base__20250619_175455): TIMESHIFT = { '4H': int(48), '1H': int(12), '30T': 6, '15T': 3, } # Can this strategy go short? can_short: bool = False # Minimal ROI minimal_roi = { "60": 0.10, "30": 0.10, "20": 0.10, "0": 0.10 } cust_data = CustomPairDatabank( MAX_ENTRY_RETRY_MINUTES=0, MAX_ENTRY_RETRY_COUNT=0, PORTFOLIO_DERISK_POSITIONS=4, PORTFOLIO_DERISK_PNL=-0.04 ) # Trailing Stoploss trailing_stop = True # Experimental settings (config will overide these if set) use_exit_signal = False exit_profit_only = True ignore_roi_if_entry_signal = False class USDComboStrategy2(Github_AbhishekHemlani_ft_userdata__Alpha1Base__20250619_175455): TIMESHIFT = { '4H': int(48), '1H': int(12), '30T': 6, '15T': 3, } # Can this strategy go short? can_short: bool = False # Minimal ROI minimal_roi = { "0": 0.25, "240": 0.2146, "480": 0.1842, "720": 0.1581, "960": 0.1357, "1200": 0.1165, "1440": 0.1000, "1680": 0.0858, "1920": 0.0737, "2160": 0.0632, "2400": 0.0543, "2640": 0.0466, "2880": 0.0400, } cust_data = CustomPairDatabank( MAX_ENTRY_RETRY_MINUTES=0, MAX_ENTRY_RETRY_COUNT=0, PORTFOLIO_DERISK_POSITIONS=4, PORTFOLIO_DERISK_PNL=-0.04 ) # Trailing Stoploss trailing_stop = True trailing_stop_positive = 0.04 trailing_stop_positive_offset = 0.20 # Experimental settings (config will overide these if set) use_exit_signal = False exit_profit_only = True ignore_roi_if_entry_signal = False class BTCComboStrategy1(Github_AbhishekHemlani_ft_userdata__Alpha1Base__20250619_175455): TIMESHIFT = { '4H': int(48), '1H': int(12), '30T': 6, '15T': 3, } # Can this strategy go short? can_short: bool = False # Minimal ROI minimal_roi = { "60": 0.10, "30": 0.10, "20": 0.10, "0": 0.10 } cust_data = CustomPairDatabank( MAX_ENTRY_RETRY_MINUTES=0, MAX_ENTRY_RETRY_COUNT=0, PORTFOLIO_DERISK_POSITIONS=4, PORTFOLIO_DERISK_PNL=-0.04 ) # Trailing Stoploss trailing_stop = True # Experimental settings (config will overide these if set) use_exit_signal = False exit_profit_only = True ignore_roi_if_entry_signal = False class BTCComboStrategy2(Github_AbhishekHemlani_ft_userdata__Alpha1Base__20250619_175455): TIMESHIFT = { '4H': int(48), '1H': int(12), '30T': 6, '15T': 3, } # Can this strategy go short? can_short: bool = False # Minimal ROI minimal_roi = { "0": 0.25, "240": 0.2146, "480": 0.1842, "720": 0.1581, "960": 0.1357, "1200": 0.1165, "1440": 0.1000, "1680": 0.0858, "1920": 0.0737, "2160": 0.0632, "2400": 0.0543, "2640": 0.0466, "2880": 0.0400, } cust_data = CustomPairDatabank( MAX_ENTRY_RETRY_MINUTES=0, MAX_ENTRY_RETRY_COUNT=0, PORTFOLIO_DERISK_POSITIONS=4, PORTFOLIO_DERISK_PNL=-0.04 ) # Trailing Stoploss trailing_stop = True trailing_stop_positive = 0.04 trailing_stop_positive_offset = 0.20 # Experimental settings (config will overide these if set) use_exit_signal = False exit_profit_only = True ignore_roi_if_entry_signal = False class ETHComboStrategy1(Github_AbhishekHemlani_ft_userdata__Alpha1Base__20250619_175455): # Can this strategy go short? can_short: bool = False # Minimal ROI minimal_roi = { "60": 0.10, "30": 0.10, "20": 0.10, "0": 0.10 } # Allow For Retry Attempts cust_data = CustomPairDatabank( MAX_ENTRY_RETRY_MINUTES=60, MAX_ENTRY_RETRY_COUNT=10, PORTFOLIO_DERISK_POSITIONS=4, PORTFOLIO_DERISK_PNL=-0.04 ) # Trailing Stoploss trailing_stop = True # Experimental settings (config will overide these if set) use_exit_signal = False exit_profit_only = True ignore_roi_if_entry_signal = False def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe = Github_AbhishekHemlani_ft_userdata__Alpha1Base__20250619_175455.populate_entry_trend(self, dataframe, metadata) dataframe['enter_long'] = 0 dataframe['enter_short'] = 0 return dataframe class ETHComboStrategy2(Github_AbhishekHemlani_ft_userdata__Alpha1Base__20250619_175455): # Can this strategy go short? can_short: bool = False # Minimal ROI minimal_roi = { "0": 0.25, "240": 0.2146, "480": 0.1842, "720": 0.1581, "960": 0.1357, "1200": 0.1165, "1440": 0.1000, "1680": 0.0858, "1920": 0.0737, "2160": 0.0632, "2400": 0.0543, "2640": 0.0466, "2880": 0.0400, } # Allow For Retry Attempts cust_data = CustomPairDatabank( MAX_ENTRY_RETRY_MINUTES=60, MAX_ENTRY_RETRY_COUNT=10, PORTFOLIO_DERISK_POSITIONS=4, PORTFOLIO_DERISK_PNL=-0.04 ) # Trailing Stoploss trailing_stop = True trailing_stop_positive = 0.04 trailing_stop_positive_offset = 0.20 # Experimental settings (config will overide these if set) use_exit_signal = False exit_profit_only = True ignore_roi_if_entry_signal = False def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe = Github_AbhishekHemlani_ft_userdata__Alpha1Base__20250619_175455.populate_entry_trend(self, dataframe, metadata) dataframe['enter_long'] = 0 dataframe['enter_short'] = 0 return dataframe class BinanceUSDStrategy001(Github_AbhishekHemlani_ft_userdata__Alpha1Base__20250619_175455): # Can this strategy go short? can_short: bool = True TIMESHIFT = { '4H': int(12 * 4), '1H': int(12), '30T': 6, '15T': 3, } # Minimal ROI minimal_roi = { "0": 0.25, "240": 0.2146, "480": 0.1842, "720": 0.1581, "960": 0.1357, "1200": 0.1165, "1440": 0.1000, "1680": 0.0858, "1920": 0.0737, "2160": 0.0632, "2400": 0.0543, "2640": 0.0466, "2880": 0.0400, } cust_data = CustomPairDatabank( MAX_ENTRY_RETRY_MINUTES=60, MAX_ENTRY_RETRY_COUNT=10, PORTFOLIO_DERISK_POSITIONS=8, PORTFOLIO_DERISK_PNL=-0.04 ) # Trailing Stoploss trailing_stop = True trailing_stop_positive = 0.02 trailing_stop_positive_offset = 0.1 trailing_only_offset_is_reached = False # Experimental settings (config will overide these if set) use_exit_signal = True exit_profit_only = True exit_profit_offset = 0.01 ignore_roi_if_entry_signal = False def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe = Github_AbhishekHemlani_ft_userdata__Alpha1Base__20250619_175455.populate_entry_trend(self, dataframe, metadata) dataframe['enter_long'] = 0 dataframe['enter_short'] = 0 return dataframe class BinanceUSDStrategy003(Github_AbhishekHemlani_ft_userdata__Alpha1Base__20250619_175455): # Can this strategy go short? can_short: bool = True TIMESHIFT = { '4H': int(12 * 4), '1H': int(12), '30T': 6, '15T': 3, } cust_data = CustomPairDatabank( MAX_ENTRY_RETRY_MINUTES=0, MAX_ENTRY_RETRY_COUNT=0, PORTFOLIO_DERISK_POSITIONS=8, PORTFOLIO_DERISK_PNL=-0.04 ) # Minimal ROI minimal_roi = { "0": 0.25, "240": 0.2146, "480": 0.1842, "720": 0.1581, "960": 0.1357, "1200": 0.1165, "1440": 0.1000, "1680": 0.0858, "1920": 0.0737, "2160": 0.0632, "2400": 0.0543, "2640": 0.0466, "2880": 0.0400, } # Trailing Stoploss trailing_stop = True trailing_stop_positive = 0.04 trailing_stop_positive_offset = 0.2 trailing_only_offset_is_reached = False # Experimental settings (config will overide these if set) use_exit_signal = True exit_profit_only = True exit_profit_offset = 0.01 ignore_roi_if_entry_signal = False class BinanceUSDComboStrategy1(Github_AbhishekHemlani_ft_userdata__Alpha1Base__20250619_175455): # Can this strategy go short? can_short: bool = True TIMESHIFT = { '4H': int(12 * 4), '1H': int(12), '30T': 6, '15T': 3, } cust_data = CustomPairDatabank( MAX_ENTRY_RETRY_MINUTES=60, MAX_ENTRY_RETRY_COUNT=10, PORTFOLIO_DERISK_POSITIONS=4, PORTFOLIO_DERISK_PNL=-0.04 ) # Minimal ROI minimal_roi = { "0": 0.25, "240": 0.2146, "480": 0.1842, "720": 0.1581, "960": 0.1357, "1200": 0.1165, "1440": 0.1000, "1680": 0.0858, "1920": 0.0737, "2160": 0.0632, "2400": 0.0543, "2640": 0.0466, "2880": 0.0400, } # Trailing Stoploss trailing_stop = True trailing_stop_positive = 0.02 trailing_stop_positive_offset = 0.1 trailing_only_offset_is_reached = False # Experimental settings (config will overide these if set) use_exit_signal = False exit_profit_only = True ignore_roi_if_entry_signal = False def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe = Github_AbhishekHemlani_ft_userdata__Alpha1Base__20250619_175455.populate_entry_trend(self, dataframe, metadata) dataframe['enter_long'] = 0 dataframe['enter_short'] = 0 return dataframe class BinanceUSDComboStrategy2(Github_AbhishekHemlani_ft_userdata__Alpha1Base__20250619_175455): # Can this strategy go short? can_short: bool = True TIMESHIFT = { '4H': int(12 * 4), '1H': int(12), '30T': 6, '15T': 3, } cust_data = CustomPairDatabank( MAX_ENTRY_RETRY_MINUTES=60, MAX_ENTRY_RETRY_COUNT=10, PORTFOLIO_DERISK_POSITIONS=4, PORTFOLIO_DERISK_PNL=-0.04 ) # Minimal ROI minimal_roi = { "0": 0.25, "240": 0.2146, "480": 0.1842, "720": 0.1581, "960": 0.1357, "1200": 0.1165, "1440": 0.1000, "1680": 0.0858, "1920": 0.0737, "2160": 0.0632, "2400": 0.0543, "2640": 0.0466, "2880": 0.0400, } # Trailing Stoploss trailing_stop = True trailing_stop_positive = 0.04 trailing_stop_positive_offset = 0.2 trailing_only_offset_is_reached = False # Experimental settings (config will overide these if set) use_exit_signal = False exit_profit_only = True ignore_roi_if_entry_signal = False def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe = Github_AbhishekHemlani_ft_userdata__Alpha1Base__20250619_175455.populate_entry_trend(self, dataframe, metadata) dataframe['enter_long'] = 0 dataframe['enter_short'] = 0 return dataframe # freqtrade trade -s prodBinanceUSDStrategy003 -c ./user_data/config-sandbox-binance.json -c ./user_data/config-sandbox-binance-private.json