# source: https://raw.githubusercontent.com/Chovus13/strategije-grok/bd3a15e6b3503967327f61c293472d638df432e4/JohnWickSniperStrategy.py import numpy as np import pandas as pd from pandas import DataFrame import talib.abstract as ta from freqtrade.strategy import IStrategy from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter from datetime import datetime class Github_Chovus13_strategije_grok__JohnWickSniperStrategy__20250611_052233(IStrategy): """ V2 verzija strategije sa ispravljenim indikatorima i signalima """ timeframe = "15m" informative_timeframes = ["5m", "1m"] minimal_roi = {"0": 0.02} stoploss = -0.015 trailing_stop = True trailing_stop_positive = 0.01 trailing_stop_positive_offset = 0.015 # Optimizacioni parametri donchian_period = IntParameter(10, 30, default=20, space="buy") adx_period = IntParameter(10, 20, default=14, space="buy") adx_threshold = DecimalParameter(20, 40, default=25, space="buy") bb_period = IntParameter(10, 30, default=20, space="sell") bb_std = DecimalParameter(1.5, 3.0, default=2.0, space="sell") rsi_period = IntParameter(10, 20, default=14, space="sell") rsi_sell = DecimalParameter(60, 80, default=70, space="sell") def informative_pairs(self): pairs = self.dp.current_whitelist() informative_pairs = [(pair, tf) for pair in pairs for tf in self.informative_timeframes] return informative_pairs def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: try: # Donchian Channel period = int(self.donchian_period.value) dataframe['dc_upper'] = dataframe['high'].rolling(window=period).max() dataframe['dc_lower'] = dataframe['low'].rolling(window=period).min() # ADX dataframe['adx'] = ta.ADX(dataframe, timeperiod=int(self.adx_period.value)) # Bollinger Bands bb = ta.BBANDS(dataframe, timeperiod=int(self.bb_period.value), nbdevup=float(self.bb_std.value), nbdevdn=float(self.bb_std.value)) dataframe['bb_upper'] = bb['upperband'] dataframe['bb_middle'] = bb['middleband'] dataframe['bb_lower'] = bb['lowerband'] # RSI dataframe['rsi'] = ta.RSI(dataframe, timeperiod=int(self.rsi_period.value)) # Hammer i Reverse Hammer detekcija dataframe['hammer'] = self.detect_hammer(dataframe) dataframe['reverse_hammer'] = self.detect_reverse_hammer(dataframe) # Informativni timeframe-ovi - ISPRAVLJENA VERZIJA for tf in self.informative_timeframes: informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=tf) # Resetuj indeks da bismo imali 'date' kolonu informative = informative.reset_index() # Detekcija formacija informative['hammer'] = self.detect_hammer(informative) informative['reverse_hammer'] = self.detect_reverse_hammer(informative) # Selektuj samo potrebne kolone informative = informative[['date', 'hammer', 'reverse_hammer']].copy() # Preimenuj kolone sa timeframe sufiksom informative.columns = ['date', f'hammer_{tf}', f'reverse_hammer_{tf}'] # Spoji sa glavnim dataframe-om dataframe = dataframe.merge(informative, on='date', how='left') print(f"BTC/USDT Poslednji candle:") print(f"Close: {dataframe['close'].iloc[-1]}") print(f"DC Upper: {dataframe['dc_upper'].iloc[-1]}") print(f"ADX: {dataframe['adx'].iloc[-1]}") print(f"RSI: {dataframe['rsi'].iloc[-1]}") print(f"BB Upper: {dataframe['bb_upper'].iloc[-1]}") print(f"Volume: {dataframe['volume'].iloc[-1]}") print(f"Avg Volume: {dataframe['volume'].rolling(20).mean().iloc[-1]}") lev = self.leverage(metadata['pair'], datetime.now(), dataframe['close'].iloc[-1], 3, 5, 'long' if dataframe['hammer'].iloc[-1] else 'short') print(f"Calculated leverage for {metadata['pair']}: {lev}x") if self.dp.runmode.value in ('backtest', 'hyperopt'): dataframe['funding_rate'] = 0 # Mock za backtest else: # Uzmi stvarne funding rate-ove za futures fr = self.dp.exchange.get_funding_rate(metadata['pair']) dataframe['funding_rate'] = fr['rate'] if fr else 0 return dataframe except Exception as e: print(f"Greška u populate_indicators: {str(e)}") return dataframe @staticmethod def detect_hammer(df: DataFrame) -> pd.Series: """Detekcija Hammer formacije""" body = abs(df['close'] - df['open']) lower_wick = df[['open', 'close']].min(axis=1) - df['low'] upper_wick = df['high'] - df[['open', 'close']].max(axis=1) return (lower_wick > 2 * body) & (upper_wick < 0.5 * body) & (df['close'] > df['open']) @staticmethod def detect_reverse_hammer(df: DataFrame) -> pd.Series: """Detekcija Reverse Hammer formacije""" body = abs(df['close'] - df['open']) upper_wick = df['high'] - df[['open', 'close']].max(axis=1) lower_wick = df[['open', 'close']].min(axis=1) - df['low'] return (upper_wick > 2 * body) & (lower_wick < 0.5 * body) & (df['close'] < df['open']) def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: try: # Olabavljeni LONG uslovi dataframe.loc[ (dataframe['close'] > dataframe['dc_upper']) & (dataframe['adx'] > 15) & # Smanjen threshold ( (dataframe['hammer'] == True) | (dataframe['hammer_5m'] == True) | (dataframe['hammer_1m'] == True) ) & (dataframe['volume'] > dataframe['volume'].rolling(20).mean() * 0.8), # Volume filter 'enter_long'] = 1 # Olabavljeni SHORT uslovi dataframe.loc[ (dataframe['close'] > dataframe['bb_upper']) & (dataframe['rsi'] > 65) & # Smanjen threshold ( (dataframe['reverse_hammer'] == True) | (dataframe['reverse_hammer_5m'] == True) | (dataframe['reverse_hammer_1m'] == True) ) & (dataframe['volume'] > dataframe['volume'].rolling(20).mean() * 0.8), 'enter_short'] = 1 return dataframe except Exception as e: print(f"Greška u populate_entry_trend: {str(e)}") return dataframe def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float, time_in_force: str, current_time: datetime, **kwargs) -> bool: # Provera futures uslova if not pair.endswith(":USDT"): return False # Provera likvidnosti dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) if abs(dataframe['funding_rate'].iloc[-1]) > 0.0005: # > 0.05% return False return True def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Izlaz iz LONG-a dataframe.loc[ (dataframe['reverse_hammer'] == True) & ((dataframe['reverse_hammer_5m'] == True) | (dataframe['reverse_hammer_1m'] == True)), 'exit_long'] = 1 # Izlaz iz SHORT-a dataframe.loc[ (dataframe['hammer'] == True) & ((dataframe['hammer_5m'] == True) | (dataframe['hammer_1m'] == True)), 'exit_short'] = 1 return dataframe def leverage(self, pair: str, current_time: datetime, current_rate: float, proposed_leverage: float, max_leverage: float, side: str, **kwargs) -> float: """ Dinamičko podešavanje leverage-a za futures trading """ # Proveri da li pair podržava leverage if "USDT" not in pair: return 1.0 # Za spot parove # Dinamički leverage based na volatilnosti dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) if len(dataframe) < 20: return min(3.0, max_leverage) # Izračunaj ATR za volatilnost atr = ta.ATR(dataframe, timeperiod=14).iloc[-1] current_price = dataframe['close'].iloc[-1] atr_pct = (atr / current_price) * 100 # Podesi leverage based na volatilnosti if atr_pct < 1.5: leverage = min(5.0, max_leverage) elif atr_pct < 3.0: leverage = min(3.0, max_leverage) else: leverage = min(1.5, max_leverage) return leverage