# source: https://raw.githubusercontent.com/DerSalvador/freqtrade-helm-chart/a669dc11b640b0eb63aa8f8b51e9f181fd7ee43c/chart/deployed_strategies/binance-michael-k8s-namespace/UltimateMomentumIndicator.py
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
# flake8: noqa: F401
# --- Do not remove these libs ---
import numpy as np  # noqa
import pandas as pd  # noqa
from pandas import DataFrame
from freqtrade.strategy import IStrategy
from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
# --------------------------------
# Add your lib to import here
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
'\n    https://fr.tradingview.com/script/dV5HEGpP-Ultimate-Momentum-Indicator-CC/\n    translated for freqtrade: viksal1982  viktors.s@gmail.com\n'

class Github_DerSalvador_freqtrade_helm_chart__UltimateMomentumIndicator__20260115_122204(IStrategy):
    INTERFACE_VERSION = 3
    length1_entry = IntParameter(2, 20, default=13, space='entry')
    length2_entry = IntParameter(10, 40, default=19, space='entry')
    length3_entry = IntParameter(10, 50, default=21, space='entry')
    length4_entry = IntParameter(20, 80, default=39, space='entry')
    length5_entry = IntParameter(30, 100, default=50, space='entry')
    length6_entry = IntParameter(150, 300, default=200, space='entry')
    stoploss = -0.99
    # Optimal stoploss designed for the strategy.
    # This attribute will be overridden if the config file contains "stoploss".
    # Trailing stoploss
    trailing_stop = False
    # Optimal timeframe for the strategy.
    timeframe = '5m'
    custom_info = {}
    # Run "populate_indicators()" only for new candle.
    process_only_new_candles = False
    # These values can be overridden in the "ask_strategy" section in the config.
    use_exit_signal = True
    exit_profit_only = False
    ignore_roi_if_entry_signal = False
    # Number of candles the strategy requires before producing valid signals
    startup_candle_count: int = 30
    # Optional order type mapping.
    order_types = {'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False}
    # Optional order time in force.
    order_time_in_force = {'entry': 'gtc', 'exit': 'gtc'}
    # Main plot indicators (Moving averages, ...)
    plot_config = {'main_plot': {}, 'subplots': {'utmi': {'utmi': {'color': 'red'}}}}

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        source = 'close'
        length6 = int(self.length6_entry.value)
        length1 = int(self.length1_entry.value)
        length2 = int(self.length2_entry.value)
        length3 = int(self.length3_entry.value)
        length4 = int(self.length4_entry.value)
        length5 = int(self.length5_entry.value)
        dataframe['basis'] = ta.SMA(dataframe[source], timeperiod=length6)
        dataframe['dev'] = dataframe[source].rolling(length6).std()
        dataframe['upperBand'] = dataframe['basis'] + dataframe['dev']
        dataframe['lowerBand'] = dataframe['basis'] - dataframe['dev']
        dataframe['bPct'] = np.where(dataframe['upperBand'] - dataframe['lowerBand'] != 0, (dataframe[source] - dataframe['lowerBand']) / (dataframe['upperBand'] - dataframe['lowerBand']), 0)
        dataframe['advSum'] = pd.Series(np.where(dataframe[source].diff() > 0, 1, 0)).rolling(length2).sum()
        dataframe['decSum'] = pd.Series(np.where(dataframe[source].diff() > 0, 0, 1)).rolling(length2).sum()
        dataframe['ratio'] = np.where(dataframe['decSum'] != 0, dataframe['advSum'] / dataframe['decSum'], 0)
        dataframe['rana'] = np.where(dataframe['advSum'] + dataframe['decSum'] != 0, (dataframe['advSum'] - dataframe['decSum']) / (dataframe['advSum'] + dataframe['decSum']), 0)
        dataframe['mo'] = ta.EMA(dataframe['rana'], timeperiod=length2) - ta.EMA(dataframe['rana'], timeperiod=length4)
        dataframe['utm'] = 200 * dataframe['bPct'] + 100 * dataframe['ratio'] + 2 * dataframe['mo'] + 1.5 * ta.MFI(dataframe, timeperiod=length5) + 3 * ta.MFI(dataframe, timeperiod=length3) + 3 * ta.MFI(dataframe, timeperiod=length1)
        dataframe['utmiRsi'] = ta.RSI(dataframe['utm'], timeperiod=length1)
        dataframe['utmi'] = ta.EMA(dataframe['utmiRsi'], timeperiod=length1)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:  # Make sure Volume is not 0
        dataframe.loc[qtpylib.crossed_above(dataframe['utmi'], 50) & (dataframe['volume'] > 0), 'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:  # Make sure Volume is not 0
        dataframe.loc[qtpylib.crossed_below(dataframe['utmi'], 70) & (dataframe['volume'] > 0), 'exit_long'] = 1
        return dataframe