# source: https://raw.githubusercontent.com/Cletus-Mccoy/custom_freqtrade/7e917f1aa8ea976a11ace0d33712259869c62fe9/user_data/strategies/ichiV1_Inverted.py # --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib import pandas as pd # noqa pd.options.mode.chained_assignment = None # default='warn' import technical.indicators as ftt from functools import reduce from datetime import datetime, timedelta from freqtrade.strategy import merge_informative_pair import numpy as np from freqtrade.strategy import stoploss_from_open class Github_Cletus_Mccoy_custom_freqtrade__ichiV1_Inverted__20250809_151805(IStrategy): # Buy hyperspace params: buy_params = { "buy_trend_above_senkou_level": 1, "buy_trend_bullish_level": 6, "buy_fan_magnitude_shift_value": 3, "buy_min_fan_magnitude_gain": 1.002 } # Sell hyperspace params: sell_params = { "sell_trend_indicator": "trend_close_2h", } # ROI table: minimal_roi = { "0": 0.059, "10": 0.037, "41": 0.012, "114": 0 } stoploss = -0.275 timeframe = '5m' startup_candle_count = 200 process_only_new_candles = True trailing_stop = False use_exit_signal = True exit_profit_only = False ignore_roi_if_entry_signal = False plot_config = { 'main_plot': { 'senkou_a': { 'color': 'green', 'fill_to': 'senkou_b', 'fill_label': 'Ichimoku Cloud', 'fill_color': 'rgba(255,76,46,0.2)', }, 'senkou_b': {}, 'trend_close_5m': {'color': '#FF5733'}, 'trend_close_15m': {'color': '#FF8333'}, 'trend_close_30m': {'color': '#FFB533'}, 'trend_close_1h': {'color': '#FFE633'}, 'trend_close_2h': {'color': '#E3FF33'}, 'trend_close_4h': {'color': '#C4FF33'}, 'trend_close_6h': {'color': '#61FF33'}, 'trend_close_8h': {'color': '#33FF7D'} }, 'subplots': { 'fan_magnitude': { 'fan_magnitude': {} }, 'fan_magnitude_gain': { 'fan_magnitude_gain': {} } } } # ------------- Feature Engineering (unchanged) ------------- def feature_engineering_expand_all(self, dataframe: DataFrame, period: int, metadata: dict, **kwargs) -> DataFrame: safe_period = max(3, period) if period is not None else 14 safe_kijun_period = max(9, safe_period * 3) dataframe[f"%-ichimoku_tenkan_period_{period}"] = ta.SMA(dataframe["close"], timeperiod=safe_period) dataframe[f"%-ichimoku_kijun_period_{period}"] = ta.SMA(dataframe["close"], timeperiod=safe_kijun_period) dataframe[f"%-ema_{period}"] = ta.EMA(dataframe["close"], timeperiod=safe_period) dataframe[f"%-ema_open_{period}"] = ta.EMA(dataframe["open"], timeperiod=safe_period) if period is None or not isinstance(period, int) or period <= 0: period = 8 if period >= 8: short_timeperiod = max(3, period // 8) long_timeperiod = max(5, period) short_ema = ta.EMA(dataframe["close"], timeperiod=short_timeperiod) long_ema = ta.EMA(dataframe["close"], timeperiod=long_timeperiod) with np.errstate(divide='ignore', invalid='ignore'): fan_magnitude = short_ema / long_ema fan_magnitude = np.where(np.isfinite(fan_magnitude), fan_magnitude, 1.0) dataframe[f"%-fan_magnitude_{period}"] = fan_magnitude fan_magnitude_shifted = dataframe[f"%-fan_magnitude_{period}"].shift(1) fan_magnitude_gain = dataframe[f"%-fan_magnitude_{period}"] / fan_magnitude_shifted fan_magnitude_gain = np.where(np.isfinite(fan_magnitude_gain), fan_magnitude_gain, 1.0) dataframe[f"%-fan_magnitude_gain_{period}"] = fan_magnitude_gain atr_period = max(3, period) dataframe[f"%-atr_{atr_period}"] = ta.ATR(dataframe, timeperiod=atr_period) return dataframe def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame: dataframe["%-rsi"] = ta.RSI(dataframe, timeperiod=14) dataframe["%-mfi"] = ta.MFI(dataframe, timeperiod=14) dataframe["%-adx"] = ta.ADX(dataframe, timeperiod=14) dataframe["%-sma"] = ta.SMA(dataframe, timeperiod=14) dataframe["%-ema"] = ta.EMA(dataframe, timeperiod=14) bollinger = qtpylib.bollinger_bands(dataframe["close"], window=20, stds=2) dataframe["%-bb_lowerband"] = bollinger["lower"] dataframe["%-bb_middleband"] = bollinger["mid"] dataframe["%-bb_upperband"] = bollinger["upper"] bb_range = bollinger["upper"] - bollinger["lower"] with np.errstate(divide='ignore', invalid='ignore'): bb_percent = (dataframe["close"] - bollinger["lower"]) / bb_range bb_width = bb_range / bollinger["mid"] dataframe["%-bb_percent"] = np.where(np.isfinite(bb_percent), bb_percent, 0.5) dataframe["%-bb_width"] = np.where(np.isfinite(bb_width), bb_width, 0.1) return dataframe def feature_engineering_standard(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame: ichimoku = ftt.ichimoku(dataframe, conversion_line_period=20, base_line_periods=60, laggin_span=120, displacement=30) dataframe['%-chikou_span'] = ichimoku['chikou_span'].ffill().bfill() dataframe['%-tenkan_sen'] = ichimoku['tenkan_sen'].ffill().bfill() dataframe['%-kijun_sen'] = ichimoku['kijun_sen'].ffill().bfill() dataframe['%-senkou_a'] = ichimoku['senkou_span_a'].ffill().bfill() dataframe['%-senkou_b'] = ichimoku['senkou_span_b'].ffill().bfill() dataframe['%-leading_senkou_span_a'] = ichimoku['leading_senkou_span_a'].ffill().bfill() dataframe['%-leading_senkou_span_b'] = ichimoku['leading_senkou_span_b'].ffill().bfill() dataframe['%-cloud_green'] = ichimoku['cloud_green'].fillna(0).astype(int) dataframe['%-cloud_red'] = ichimoku['cloud_red'].fillna(0).astype(int) cloud_comparison = ((dataframe['close'] > dataframe['%-senkou_a']) & (dataframe['close'] > dataframe['%-senkou_b'])) dataframe['%-price_above_cloud'] = cloud_comparison.fillna(False).astype(int) with np.errstate(divide='ignore', invalid='ignore'): close_open_ratio = dataframe['close'] / dataframe['open'] dataframe['%-close_open_ratio'] = np.where(np.isfinite(close_open_ratio), close_open_ratio, 1.0) return dataframe def set_freqai_targets(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame: future_close = dataframe["close"].shift(-5) current_close = dataframe["close"] with np.errstate(divide='ignore', invalid='ignore'): price_change = future_close / current_close - 1 dataframe["&-target"] = np.where(np.isfinite(price_change), price_change, 0.0) return dataframe # ------------- Indicators (unchanged) ------------- def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe = self.freqai.start(dataframe, metadata, self) heikinashi = qtpylib.heikinashi(dataframe) dataframe['open'] = heikinashi['open'] dataframe['high'] = heikinashi['high'] dataframe['low'] = heikinashi['low'] dataframe['trend_close_5m'] = dataframe['close'] dataframe['trend_close_15m'] = ta.EMA(dataframe['close'], timeperiod=5) dataframe['trend_close_30m'] = ta.EMA(dataframe['close'], timeperiod=10) dataframe['trend_close_1h'] = ta.EMA(dataframe['close'], timeperiod=20) dataframe['trend_close_2h'] = ta.EMA(dataframe['close'], timeperiod=40) dataframe['trend_close_4h'] = ta.EMA(dataframe['close'], timeperiod=80) dataframe['trend_close_6h'] = ta.EMA(dataframe['close'], timeperiod=120) dataframe['trend_close_8h'] = ta.EMA(dataframe['close'], timeperiod=160) dataframe['trend_open_5m'] = dataframe['open'] dataframe['trend_open_15m'] = ta.EMA(dataframe['open'], timeperiod=5) dataframe['trend_open_30m'] = ta.EMA(dataframe['open'], timeperiod=10) dataframe['trend_open_1h'] = ta.EMA(dataframe['open'], timeperiod=20) dataframe['trend_open_2h'] = ta.EMA(dataframe['open'], timeperiod=40) dataframe['trend_open_4h'] = ta.EMA(dataframe['open'], timeperiod=80) dataframe['trend_open_6h'] = ta.EMA(dataframe['open'], timeperiod=120) dataframe['trend_open_8h'] = ta.EMA(dataframe['open'], timeperiod=160) with np.errstate(divide='ignore', invalid='ignore'): fan_magnitude = dataframe['trend_close_1h'] / dataframe['trend_close_8h'] dataframe['fan_magnitude'] = np.where(np.isfinite(fan_magnitude), fan_magnitude, 1.0) fan_magnitude_shifted = dataframe['fan_magnitude'].shift(1) fan_magnitude_gain = dataframe['fan_magnitude'] / fan_magnitude_shifted dataframe['fan_magnitude_gain'] = np.where(np.isfinite(fan_magnitude_gain), fan_magnitude_gain, 1.0) ichimoku = ftt.ichimoku(dataframe, conversion_line_period=20, base_line_periods=60, laggin_span=120, displacement=30) dataframe['chikou_span'] = ichimoku['chikou_span'].ffill().bfill() dataframe['tenkan_sen'] = ichimoku['tenkan_sen'].ffill().bfill() dataframe['kijun_sen'] = ichimoku['kijun_sen'].ffill().bfill() dataframe['senkou_a'] = ichimoku['senkou_span_a'].ffill().bfill() dataframe['senkou_b'] = ichimoku['senkou_span_b'].ffill().bfill() dataframe['leading_senkou_span_a'] = ichimoku['leading_senkou_span_a'].ffill().bfill() dataframe['leading_senkou_span_b'] = ichimoku['leading_senkou_span_b'].ffill().bfill() dataframe['cloud_green'] = ichimoku['cloud_green'].fillna(0) dataframe['cloud_red'] = ichimoku['cloud_red'].fillna(0) dataframe['atr'] = ta.ATR(dataframe) return dataframe # ------------- Inverted Trading Logic ------------- def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Inverted: Buy when the old sell condition would trigger freqai_exit = (dataframe['do_predict'] == 1) & (dataframe['&-target'] < -0.001) original_exit = qtpylib.crossed_below(dataframe['trend_close_5m'], dataframe[self.sell_params['sell_trend_indicator']]) dataframe.loc[freqai_exit | original_exit, 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Inverted: Sell when the old buy condition would trigger freqai_conditions = [ dataframe['do_predict'] == 1, dataframe['&-target'] > 0.001 ] conditions = [] if self.buy_params['buy_trend_above_senkou_level'] >= 1: conditions.append(dataframe['trend_close_5m'] > dataframe['senkou_a']) conditions.append(dataframe['trend_close_5m'] > dataframe['senkou_b']) if self.buy_params['buy_trend_above_senkou_level'] >= 6: conditions.append(dataframe['trend_close_4h'] > dataframe['senkou_a']) conditions.append(dataframe['trend_close_4h'] > dataframe['senkou_b']) if self.buy_params['buy_trend_bullish_level'] >= 6: conditions.append(dataframe['trend_close_4h'] > dataframe['trend_open_4h']) conditions.append(dataframe['fan_magnitude_gain'] >= self.buy_params['buy_min_fan_magnitude_gain']) conditions.append(dataframe['fan_magnitude'] > 1) for x in range(self.buy_params['buy_fan_magnitude_shift_value']): conditions.append(dataframe['fan_magnitude'].shift(x+1) < dataframe['fan_magnitude']) dataframe.loc[ (reduce(lambda x, y: x & y, freqai_conditions) & reduce(lambda x, y: x & y, conditions)) | (reduce(lambda x, y: x & y, conditions) & (dataframe['do_predict'] != 1)), 'exit_long' ] = 1 return dataframe