# source: https://raw.githubusercontent.com/DerSalvador/freqtrade-helm-chart/a669dc11b640b0eb63aa8f8b51e9f181fd7ee43c/chart/deployed_strategies/binance-futures-k8s-namespace/UziChan2.py # --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from pandas import DataFrame # -------------------------------- import talib.abstract as ta import logging import pandas_ta as pta from pandas import DataFrame, Series from datetime import datetime, timezone from freqtrade.persistence import Trade logger = logging.getLogger(__name__) class Github_DerSalvador_freqtrade_helm_chart__UziChan2__20260115_122204(IStrategy): INTERFACE_VERSION = 3 minimal_roi = {'0': 0.1} stoploss = -0.1 timeframe = '1m' def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float, current_profit: float, **kwargs): dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) if current_profit * 100 > 1: logger.info(f'custom exit for {pair} at {current_rate}') return 'exit_1.2pc' return None def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['perc'] = (dataframe['high'] - dataframe['low']) / dataframe['low'] * 100 dataframe['avg3_perc'] = ta.EMA(dataframe['perc'], 3) dataframe['perc_norm'] = (dataframe['perc'] - dataframe['perc'].rolling(50).min()) / (dataframe['perc'].rolling(50).max() - dataframe['perc'].rolling(50).min()) # Uzirox's channel prezzo periodo = 15 dataframe['uc_mid'] = pta.ssf(dataframe['close'], 5) dataframe['uc_stdv'] = ta.STDDEV(dataframe['uc_mid'], periodo).round(5) dataframe['uc_low'] = ta.EMA(dataframe['uc_mid'] - dataframe['uc_stdv'], 3).round(5) dataframe['uc_up'] = ta.EMA(dataframe['uc_mid'] + dataframe['uc_stdv'], 3).round(5) dataframe['co'] = ta.ADOSC(dataframe, fastperiod=30, slowperiod=100).round(3) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[((dataframe['close'] < dataframe['uc_low']) | (dataframe['open'] < dataframe['uc_low'])) & (dataframe['co'] > dataframe['co'].shift()), 'entry'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['high'] > dataframe['uc_up']) & (dataframe['co'] > dataframe['co'].shift()), 'exit'] = 1 return dataframe class UziChanTB2(Github_DerSalvador_freqtrade_helm_chart__UziChan2__20260115_122204): process_only_new_candles = True custom_info_trail_entry = dict() custom_info_trail_exit = dict() # Trailing entry parameters trailing_entry_order_enabled = True trailing_exit_order_enabled = True #trailing_expire_seconds = 1800 #NOTE 5m timeframe trailing_expire_seconds = 1800 / 5 #NOTE 1m timeframe #trailing_expire_seconds = 1800*3 #NOTE 15m timeframe # If the current candle goes above min_uptrend_trailing_profit % before trailing_expire_seconds_uptrend seconds, entry the coin trailing_entry_uptrend_enabled = True trailing_exit_uptrend_enabled = True trailing_expire_seconds_uptrend = 90 min_uptrend_trailing_profit = 0.02 debug_mode = True trailing_entry_max_stop = 0.02 # stop trailing entry if current_price > starting_price * (1+trailing_entry_max_stop) trailing_entry_max_entry = 0.0 # entry if price between uplimit (=min of serie (current_price * (1 + trailing_entry_offset())) and (start_price * 1+trailing_entry_max_entry)) trailing_exit_max_stop = 0.02 # stop trailing exit if current_price < starting_price * (1+trailing_entry_max_stop) trailing_exit_max_exit = 0.0 # exit if price between downlimit (=max of serie (current_price * (1 + trailing_exit_offset())) and (start_price * 1+trailing_exit_max_exit)) abort_trailing_when_exit_signal_triggered = True init_trailing_entry_dict = {'trailing_entry_order_started': False, 'trailing_entry_order_uplimit': 0, 'start_trailing_price': 0, 'entry_tag': None, 'start_trailing_time': None, 'offset': 0, 'allow_trailing': False} init_trailing_exit_dict = {'trailing_exit_order_started': False, 'trailing_exit_order_downlimit': 0, 'start_trailing_exit_price': 0, 'exit_tag': None, 'start_trailing_time': None, 'offset': 0, 'allow_exit_trailing': False} def trailing_entry(self, pair, reinit=False): # returns trailing entry info for pair (init if necessary) if not pair in self.custom_info_trail_entry: self.custom_info_trail_entry[pair] = dict() if reinit or not 'trailing_entry' in self.custom_info_trail_entry[pair]: self.custom_info_trail_entry[pair]['trailing_entry'] = self.init_trailing_entry_dict.copy() return self.custom_info_trail_entry[pair]['trailing_entry'] def trailing_exit(self, pair, reinit=False): # returns trailing exit info for pair (init if necessary) if not pair in self.custom_info_trail_exit: self.custom_info_trail_exit[pair] = dict() if reinit or not 'trailing_exit' in self.custom_info_trail_exit[pair]: self.custom_info_trail_exit[pair]['trailing_exit'] = self.init_trailing_exit_dict.copy() return self.custom_info_trail_exit[pair]['trailing_exit'] def trailing_entry_info(self, pair: str, current_price: float): # current_time live, dry run current_time = datetime.now(timezone.utc) if not self.debug_mode: return trailing_entry = self.trailing_entry(pair) duration = 0 try: duration = current_time - trailing_entry['start_trailing_time'] except TypeError: duration = 0 finally: logger.info(f"pair: {pair} : start: {trailing_entry['start_trailing_price']:.4f}, duration: {duration}, current: {current_price:.4f}, uplimit: {trailing_entry['trailing_entry_order_uplimit']:.4f}, profit: {self.current_trailing_entry_profit_ratio(pair, current_price) * 100:.2f}%, offset: {trailing_entry['offset']}") def trailing_exit_info(self, pair: str, current_price: float): # current_time live, dry run current_time = datetime.now(timezone.utc) if not self.debug_mode: return trailing_exit = self.trailing_exit(pair) duration = 0 try: duration = current_time - trailing_exit['start_trailing_time'] except TypeError: duration = 0 finally: logger.info(f"'\x1b[36m'SELL: pair: {pair} : start: {trailing_exit['start_trailing_exit_price']:.4f}, duration: {duration}, current: {current_price:.4f}, downlimit: {trailing_exit['trailing_exit_order_downlimit']:.4f}, profit: {self.current_trailing_exit_profit_ratio(pair, current_price) * 100:.2f}%, offset: {trailing_exit['offset']}") def current_trailing_entry_profit_ratio(self, pair: str, current_price: float) -> float: trailing_entry = self.trailing_entry(pair) if trailing_entry['trailing_entry_order_started']: return (trailing_entry['start_trailing_price'] - current_price) / trailing_entry['start_trailing_price'] else: return 0 def current_trailing_exit_profit_ratio(self, pair: str, current_price: float) -> float: trailing_exit = self.trailing_exit(pair) if trailing_exit['trailing_exit_order_started']: return (current_price - trailing_exit['start_trailing_exit_price']) / trailing_exit['start_trailing_exit_price'] else: #return 0-((trailing_exit['start_trailing_exit_price'] - current_price) / trailing_exit['start_trailing_exit_price']) return 0 def trailing_entry_offset(self, dataframe, pair: str, current_price: float): # return rebound limit before a entry in % of initial price, function of current price # return None to stop trailing entry (will start again at next entry signal) # return 'forceentry' to force immediate entry # (example with 0.5%. initial price : 100 (uplimit is 100.5), 2nd price : 99 (no entry, uplimit updated to 99.5), 3price 98 (no entry uplimit updated to 98.5), 4th price 99 -> BUY current_trailing_profit_ratio = self.current_trailing_entry_profit_ratio(pair, current_price) last_candle = dataframe.iloc[-1] adapt = last_candle['perc_norm'].round(5) default_offset = 0.0045 * (1 + adapt) #NOTE: default_offset 0.0045 <--> 0.009 trailing_entry = self.trailing_entry(pair) if not trailing_entry['trailing_entry_order_started']: return default_offset # example with duration and indicators # dry run, live only last_candle = dataframe.iloc[-1] current_time = datetime.now(timezone.utc) trailing_duration = current_time - trailing_entry['start_trailing_time'] if trailing_duration.total_seconds() > self.trailing_expire_seconds: if current_trailing_profit_ratio > 0 and last_candle['entry'] == 1: # more than 1h, price under first signal, entry signal still active -> entry return 'forceentry' else: # wait for next signal return None elif self.trailing_entry_uptrend_enabled and trailing_duration.total_seconds() < self.trailing_expire_seconds_uptrend and (current_trailing_profit_ratio < -1 * self.min_uptrend_trailing_profit): # less than 90s and price is rising, entry return 'forceentry' if current_trailing_profit_ratio < 0: # current price is higher than initial price return default_offset trailing_entry_offset = {0.06: 0.02, 0.03: 0.01, 0: default_offset} for key in trailing_entry_offset: if current_trailing_profit_ratio > key: return trailing_entry_offset[key] return default_offset def trailing_exit_offset(self, dataframe, pair: str, current_price: float): # return rebound limit before a entry in % of initial price, function of current price # return None to stop trailing entry (will start again at next entry signal) # return 'forceentry' to force immediate entry # (example with 0.5%. initial price : 100 (uplimit is 100.5), 2nd price : 99 (no entry, uplimit updated to 99.5), 3price 98 (no entry uplimit updated to 98.5), 4th price 99 -> BUY current_trailing_exit_profit_ratio = self.current_trailing_exit_profit_ratio(pair, current_price) last_candle = dataframe.iloc[-1] adapt = last_candle['perc_norm'].round(5) default_offset = 0.003 * (1 + adapt) #NOTE: default_offset 0.003 <--> 0.006 trailing_exit = self.trailing_exit(pair) if not trailing_exit['trailing_exit_order_started']: return default_offset # example with duration and indicators # dry run, live only last_candle = dataframe.iloc[-1] current_time = datetime.now(timezone.utc) trailing_duration = current_time - trailing_exit['start_trailing_time'] if trailing_duration.total_seconds() > self.trailing_expire_seconds: if current_trailing_exit_profit_ratio > 0 and last_candle['exit'] != 0: # more than 1h, price over first signal, exit signal still active -> exit return 'forceexit' else: # wait for next signal return None elif self.trailing_exit_uptrend_enabled and trailing_duration.total_seconds() < self.trailing_expire_seconds_uptrend and (current_trailing_exit_profit_ratio < -1 * self.min_uptrend_trailing_profit): # less than 90s and price is falling, exit return 'forceexit' if current_trailing_exit_profit_ratio > 0: # current price is lower than initial price return default_offset # 0.06: 0.02, # 0.03: 0.01, trailing_exit_offset = {0.1: default_offset} for key in trailing_exit_offset: if current_trailing_exit_profit_ratio < key: return trailing_exit_offset[key] return default_offset # end of trailing exit parameters # ----------------------------------------------------- def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe = super().populate_indicators(dataframe, metadata) self.trailing_entry(metadata['pair']) self.trailing_exit(metadata['pair']) return dataframe def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float, time_in_force: str, **kwargs) -> bool: val = super().confirm_trade_entry(pair, order_type, amount, rate, time_in_force, **kwargs) if val: if self.trailing_entry_order_enabled and self.config['runmode'].value in ('live', 'dry_run'): val = False dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) if len(dataframe) >= 1: last_candle = dataframe.iloc[-1].squeeze() current_price = rate trailing_entry = self.trailing_entry(pair) trailing_entry_offset = self.trailing_entry_offset(dataframe, pair, current_price) if trailing_entry['allow_trailing']: if not trailing_entry['trailing_entry_order_started'] and last_candle['entry'] == 1: # start trailing entry trailing_entry['trailing_entry_order_started'] = True trailing_entry['trailing_entry_order_uplimit'] = last_candle['close'] trailing_entry['start_trailing_price'] = last_candle['close'] trailing_entry['entry_tag'] = last_candle['entry_tag'] trailing_entry['start_trailing_time'] = datetime.now(timezone.utc) trailing_entry['offset'] = 0 self.trailing_entry_info(pair, current_price) logger.info(f"start trailing entry for {pair} at {last_candle['close']}") elif trailing_entry['trailing_entry_order_started']: if trailing_entry_offset == 'forceentry': # entry in custom conditions val = True ratio = '%.2f' % (self.current_trailing_entry_profit_ratio(pair, current_price) * 100) self.trailing_entry_info(pair, current_price) logger.info(f'price OK for {pair} ({ratio} %, {current_price}), order may not be triggered if all slots are full') elif trailing_entry_offset is None: # stop trailing entry custom conditions self.trailing_entry(pair, reinit=True) logger.info(f'STOP trailing entry for {pair} because "trailing entry offset" returned None') elif current_price < trailing_entry['trailing_entry_order_uplimit']: # update uplimit old_uplimit = trailing_entry['trailing_entry_order_uplimit'] self.custom_info_trail_entry[pair]['trailing_entry']['trailing_entry_order_uplimit'] = min(current_price * (1 + trailing_entry_offset), self.custom_info_trail_entry[pair]['trailing_entry']['trailing_entry_order_uplimit']) self.custom_info_trail_entry[pair]['trailing_entry']['offset'] = trailing_entry_offset self.trailing_entry_info(pair, current_price) logger.info(f"update trailing entry for {pair} at {old_uplimit} -> {self.custom_info_trail_entry[pair]['trailing_entry']['trailing_entry_order_uplimit']}") elif current_price < trailing_entry['start_trailing_price'] * (1 + self.trailing_entry_max_entry): # entry ! current price > uplimit && lower thant starting price val = True ratio = '%.2f' % (self.current_trailing_entry_profit_ratio(pair, current_price) * 100) self.trailing_entry_info(pair, current_price) logger.info(f"current price ({current_price}) > uplimit ({trailing_entry['trailing_entry_order_uplimit']}) and lower than starting price price ({trailing_entry['start_trailing_price'] * (1 + self.trailing_entry_max_entry)}). OK for {pair} ({ratio} %), order may not be triggered if all slots are full") elif current_price > trailing_entry['start_trailing_price'] * (1 + self.trailing_entry_max_stop): # stop trailing entry because price is too high self.trailing_entry(pair, reinit=True) self.trailing_entry_info(pair, current_price) logger.info(f'STOP trailing entry for {pair} because of the price is higher than starting price * {1 + self.trailing_entry_max_stop}') else: # uplimit > current_price > max_price, continue trailing and wait for the price to go down self.trailing_entry_info(pair, current_price) logger.info(f'price too high for {pair} !') else: logger.info(f'Wait for next entry signal for {pair}') if val == True: self.trailing_entry_info(pair, rate) self.trailing_entry(pair, reinit=True) logger.info(f'STOP trailing entry for {pair} because I entry it') return val def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, rate: float, time_in_force: str, exit_reason: str, **kwargs) -> bool: val = super().confirm_trade_exit(pair, trade, order_type, amount, rate, time_in_force, exit_reason, **kwargs) if val: if self.trailing_exit_order_enabled and self.config['runmode'].value in ('live', 'dry_run'): val = False dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) if len(dataframe) >= 1: last_candle = dataframe.iloc[-1].squeeze() current_price = rate trailing_exit = self.trailing_exit(pair) trailing_exit_offset = self.trailing_exit_offset(dataframe, pair, current_price) if trailing_exit['allow_exit_trailing']: if not trailing_exit['trailing_exit_order_started'] and last_candle['exit'] != 0: trailing_exit['trailing_exit_order_started'] = True trailing_exit['trailing_exit_order_downlimit'] = last_candle['close'] trailing_exit['start_trailing_exit_price'] = last_candle['close'] trailing_exit['exit_tag'] = last_candle['exit_tag'] trailing_exit['start_trailing_time'] = datetime.now(timezone.utc) trailing_exit['offset'] = 0 self.trailing_exit_info(pair, current_price) logger.info(f"start trailing exit for {pair} at {last_candle['close']}") elif trailing_exit['trailing_exit_order_started']: if trailing_exit_offset == 'forceexit': # exit in custom conditions val = True ratio = '%.2f' % (self.current_trailing_exit_profit_ratio(pair, current_price) * 100) self.trailing_exit_info(pair, current_price) logger.info(f'FORCESELL for {pair} ({ratio} %, {current_price})') elif trailing_exit_offset is None: # stop trailing exit custom conditions self.trailing_exit(pair, reinit=True) logger.info(f'STOP trailing exit for {pair} because "trailing exit offset" returned None') elif current_price > trailing_exit['trailing_exit_order_downlimit']: # update downlimit old_downlimit = trailing_exit['trailing_exit_order_downlimit'] self.custom_info_trail_exit[pair]['trailing_exit']['trailing_exit_order_downlimit'] = max(current_price * (1 - trailing_exit_offset), self.custom_info_trail_exit[pair]['trailing_exit']['trailing_exit_order_downlimit']) self.custom_info_trail_exit[pair]['trailing_exit']['offset'] = trailing_exit_offset self.trailing_exit_info(pair, current_price) logger.info(f"update trailing exit for {pair} at {old_downlimit} -> {self.custom_info_trail_exit[pair]['trailing_exit']['trailing_exit_order_downlimit']}") elif current_price > trailing_exit['start_trailing_exit_price'] * (1 - self.trailing_exit_max_exit): # exit! current price < downlimit && higher than starting price val = True ratio = '%.2f' % (self.current_trailing_exit_profit_ratio(pair, current_price) * 100) self.trailing_exit_info(pair, current_price) logger.info(f"current price ({current_price}) < downlimit ({trailing_exit['trailing_exit_order_downlimit']}) but higher than starting price ({trailing_exit['start_trailing_exit_price'] * (1 + self.trailing_exit_max_exit)}). OK for {pair} ({ratio} %)") elif current_price < trailing_exit['start_trailing_exit_price'] * (1 - self.trailing_exit_max_stop): # stop trailing, exit fast, price too low val = True self.trailing_exit_info(pair, current_price) logger.info(f'STOP trailing exit for {pair} because of the price is much lower than starting price * {1 + self.trailing_exit_max_stop}') else: # uplimit > current_price > max_price, continue trailing and wait for the price to go down self.trailing_exit_info(pair, current_price) logger.info(f'price too low for {pair} !') else: logger.info(f'Wait for next exit signal for {pair}') if val == True: self.trailing_exit_info(pair, rate) self.trailing_exit(pair, reinit=True) logger.info(f'STOP trailing exit for {pair} because I SOLD it') if exit_reason != 'exit_signal': val = True return val def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe = super().populate_entry_trend(dataframe, metadata) if self.trailing_entry_order_enabled and self.config['runmode'].value in ('live', 'dry_run'): last_candle = dataframe.iloc[-1].squeeze() trailing_entry = self.trailing_entry(metadata['pair']) if last_candle['entry'] == 1: if not trailing_entry['trailing_entry_order_started']: open_trades = Trade.get_trades([Trade.pair == metadata['pair'], Trade.is_open.is_(True)]).all() if not open_trades: logger.info(f"Set 'allow_trailing' to True for {metadata['pair']} to start trailing!!!") # self.custom_info_trail_entry[metadata['pair']]['trailing_entry']['allow_trailing'] = True trailing_entry['allow_trailing'] = True initial_entry_tag = last_candle['entry_tag'] if 'entry_tag' in last_candle else 'entry signal' dataframe.loc[:, 'entry_tag'] = f"{initial_entry_tag} (start trail price {last_candle['close']})" elif trailing_entry['trailing_entry_order_started'] == True: logger.info(f"Continue trailing for {metadata['pair']}. Manually trigger entry signal!!") dataframe.loc[:, 'entry'] = 1 dataframe.loc[:, 'entry_tag'] = trailing_entry['entry_tag'] return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe = super().populate_exit_trend(dataframe, metadata) if self.trailing_entry_order_enabled and self.abort_trailing_when_exit_signal_triggered and (self.config['runmode'].value in ('live', 'dry_run')): last_candle = dataframe.iloc[-1].squeeze() if last_candle['exit'] != 0: trailing_entry = self.trailing_entry(metadata['pair']) if trailing_entry['trailing_entry_order_started']: logger.info(f"Sell signal for {metadata['pair']} is triggered!!! Abort trailing") self.trailing_entry(metadata['pair'], reinit=True) if self.trailing_exit_order_enabled and self.config['runmode'].value in ('live', 'dry_run'): last_candle = dataframe.iloc[-1].squeeze() trailing_exit = self.trailing_exit(metadata['pair']) if last_candle['exit'] != 0: if not trailing_exit['trailing_exit_order_started']: open_trades = Trade.get_trades([Trade.pair == metadata['pair'], Trade.is_open.is_(True)]).all() #if not open_trades: if open_trades: logger.info(f"Set 'allow_SELL_trailing' to True for {metadata['pair']} to start *SELL* trailing") # self.custom_info_trail_entry[metadata['pair']]['trailing_entry']['allow_trailing'] = True trailing_exit['allow_exit_trailing'] = True initial_exit_tag = last_candle['exit_tag'] if 'exit_tag' in last_candle else 'exit signal' dataframe.loc[:, 'exit_tag'] = f"{initial_exit_tag} (start trail price {last_candle['close']})" elif trailing_exit['trailing_exit_order_started'] == True: logger.info(f"Continue trailing for {metadata['pair']}. Manually trigger exit signal!") dataframe.loc[:, 'exit'] = 1 dataframe.loc[:, 'exit_tag'] = trailing_exit['exit_tag'] return dataframe plot_config = {'main_plot': {'uc_up': {'color': 'gray'}, 'uc_mid': {'color': 'green'}, 'uc_low': {'color': 'gray'}}, 'subplots': {}}