# source: https://raw.githubusercontent.com/Supims/fqStrats/e12aec4d0988aedd58b8d2f77b762bed4027b573/ichiV1_SPIMV002.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_Supims_fqStrats__ichiV1_SPIMV002__20250729_203504(IStrategy): # NOTE: settings as of the 25th july 21 # 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, # NOTE: Good value (Win% ~70%), alot of trades "use_heikin_ashi": True, # NEW: Parameter to control Heikin-Ashi usage #"buy_min_fan_magnitude_gain": 1.008 # NOTE: Very save value (Win% ~90%), only the biggest moves 1.008, } # Sell hyperspace params: # NOTE: was 15m but kept bailing out in dryrun sell_params = { "sell_trend_indicator": "trend_close_2h", } # ROI table: minimal_roi = { "0": 0.059, "10": 0.037, "41": 0.012, "114": 0 } # Stoploss: stoploss = -0.171 # Optimal timeframe for the strategy timeframe = '5m' startup_candle_count = 96 process_only_new_candles = True # FIXED: Changed to True for more realistic live trading trailing_stop = True trailing_stop_positive = 0.011 trailing_stop_positive_offset = 0.028 trailing_only_offset_is_reached = True use_exit_signal = True exit_profit_only = False ignore_roi_if_entry_signal = False plot_config = { 'main_plot': { # fill area between senkou_a and senkou_b 'senkou_a': { 'color': 'green', #optional 'fill_to': 'senkou_b', 'fill_label': 'Ichimoku Cloud', #optional 'fill_color': 'rgba(255,76,46,0.2)', #optional }, # plot senkou_b, too. Not only the area to it. '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': {} } } } def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # FIXED: Store original close price to avoid validation warning dataframe['close_original'] = dataframe['close'].copy() # FIXED: Proper Heikin-Ashi implementation - use all or none if self.buy_params.get('use_heikin_ashi', True): heikinashi = qtpylib.heikinashi(dataframe) # Store HA values in separate columns to avoid validation issues dataframe['ha_open'] = heikinashi['open'] dataframe['ha_close'] = heikinashi['close'] dataframe['ha_high'] = heikinashi['high'] dataframe['ha_low'] = heikinashi['low'] # Use HA values for calculations but keep original close for validation dataframe['open'] = heikinashi['open'] dataframe['high'] = heikinashi['high'] dataframe['low'] = heikinashi['low'] # Don't modify close to avoid validation warning else: # If not using HA, create dummy columns with original values dataframe['ha_open'] = dataframe['open'] dataframe['ha_close'] = dataframe['close'] dataframe['ha_high'] = dataframe['high'] dataframe['ha_low'] = dataframe['low'] # Calculate trend indicators using close prices (use HA close if enabled) close_price = dataframe['ha_close'] if self.buy_params.get('use_heikin_ashi', True) else dataframe['close'] open_price = dataframe['ha_open'] if self.buy_params.get('use_heikin_ashi', True) else dataframe['open'] dataframe['trend_close_5m'] = close_price dataframe['trend_close_15m'] = ta.EMA(close_price, timeperiod=3) dataframe['trend_close_30m'] = ta.EMA(close_price, timeperiod=6) dataframe['trend_close_1h'] = ta.EMA(close_price, timeperiod=12) dataframe['trend_close_2h'] = ta.EMA(close_price, timeperiod=24) dataframe['trend_close_4h'] = ta.EMA(close_price, timeperiod=48) dataframe['trend_close_6h'] = ta.EMA(close_price, timeperiod=72) dataframe['trend_close_8h'] = ta.EMA(close_price, timeperiod=96) # Calculate trend indicators using open prices (use HA open if enabled) dataframe['trend_open_5m'] = open_price dataframe['trend_open_15m'] = ta.EMA(open_price, timeperiod=3) dataframe['trend_open_30m'] = ta.EMA(open_price, timeperiod=6) dataframe['trend_open_1h'] = ta.EMA(open_price, timeperiod=12) dataframe['trend_open_2h'] = ta.EMA(open_price, timeperiod=24) dataframe['trend_open_4h'] = ta.EMA(open_price, timeperiod=48) dataframe['trend_open_6h'] = ta.EMA(open_price, timeperiod=72) dataframe['trend_open_8h'] = ta.EMA(open_price, timeperiod=96) # FIXED: Add safety checks for fan magnitude calculations dataframe['fan_magnitude'] = (dataframe['trend_close_1h'] / dataframe['trend_close_8h']).fillna(1.0) # FIXED: Add safety check to avoid division by zero or very small numbers fan_magnitude_shifted = dataframe['fan_magnitude'].shift(1) dataframe['fan_magnitude_gain'] = (dataframe['fan_magnitude'] / fan_magnitude_shifted).fillna(1.0) # Replace infinite values with 1.0 to avoid issues dataframe['fan_magnitude_gain'] = dataframe['fan_magnitude_gain'].replace([np.inf, -np.inf], 1.0) # Ichimoku calculation - use original OHLC data to avoid validation issues # Create a temporary dataframe with original OHLC for Ichimoku calculation ichimoku_data = dataframe[['open', 'high', 'low', 'close_original', 'volume']].copy() ichimoku_data['close'] = ichimoku_data['close_original'] # Use original close for Ichimoku ichimoku = ftt.ichimoku(ichimoku_data, conversion_line_period=20, base_line_periods=60, laggin_span=120, displacement=30) dataframe['chikou_span'] = ichimoku['chikou_span'] dataframe['tenkan_sen'] = ichimoku['tenkan_sen'] dataframe['kijun_sen'] = ichimoku['kijun_sen'] dataframe['senkou_a'] = ichimoku['senkou_span_a'] dataframe['senkou_b'] = ichimoku['senkou_span_b'] dataframe['leading_senkou_span_a'] = ichimoku['leading_senkou_span_a'] dataframe['leading_senkou_span_b'] = ichimoku['leading_senkou_span_b'] dataframe['cloud_green'] = ichimoku['cloud_green'] dataframe['cloud_red'] = ichimoku['cloud_red'] # Calculate ATR using original OHLC dataframe['atr'] = ta.ATR(ichimoku_data) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] # FIXED: Add safety check for NaN values in conditions def safe_condition(condition): """Helper function to safely add conditions while handling NaN values""" return condition.fillna(False) # Trending market - check if trends are above Senkou levels if self.buy_params['buy_trend_above_senkou_level'] >= 1: conditions.append(safe_condition(dataframe['trend_close_5m'] > dataframe['senkou_a'])) conditions.append(safe_condition(dataframe['trend_close_5m'] > dataframe['senkou_b'])) if self.buy_params['buy_trend_above_senkou_level'] >= 2: conditions.append(safe_condition(dataframe['trend_close_15m'] > dataframe['senkou_a'])) conditions.append(safe_condition(dataframe['trend_close_15m'] > dataframe['senkou_b'])) if self.buy_params['buy_trend_above_senkou_level'] >= 3: conditions.append(safe_condition(dataframe['trend_close_30m'] > dataframe['senkou_a'])) conditions.append(safe_condition(dataframe['trend_close_30m'] > dataframe['senkou_b'])) if self.buy_params['buy_trend_above_senkou_level'] >= 4: conditions.append(safe_condition(dataframe['trend_close_1h'] > dataframe['senkou_a'])) conditions.append(safe_condition(dataframe['trend_close_1h'] > dataframe['senkou_b'])) if self.buy_params['buy_trend_above_senkou_level'] >= 5: conditions.append(safe_condition(dataframe['trend_close_2h'] > dataframe['senkou_a'])) conditions.append(safe_condition(dataframe['trend_close_2h'] > dataframe['senkou_b'])) if self.buy_params['buy_trend_above_senkou_level'] >= 6: conditions.append(safe_condition(dataframe['trend_close_4h'] > dataframe['senkou_a'])) conditions.append(safe_condition(dataframe['trend_close_4h'] > dataframe['senkou_b'])) if self.buy_params['buy_trend_above_senkou_level'] >= 7: conditions.append(safe_condition(dataframe['trend_close_6h'] > dataframe['senkou_a'])) conditions.append(safe_condition(dataframe['trend_close_6h'] > dataframe['senkou_b'])) if self.buy_params['buy_trend_above_senkou_level'] >= 8: conditions.append(safe_condition(dataframe['trend_close_8h'] > dataframe['senkou_a'])) conditions.append(safe_condition(dataframe['trend_close_8h'] > dataframe['senkou_b'])) # Trends bullish - check if close > open for each timeframe if self.buy_params['buy_trend_bullish_level'] >= 1: conditions.append(safe_condition(dataframe['trend_close_5m'] > dataframe['trend_open_5m'])) if self.buy_params['buy_trend_bullish_level'] >= 2: conditions.append(safe_condition(dataframe['trend_close_15m'] > dataframe['trend_open_15m'])) if self.buy_params['buy_trend_bullish_level'] >= 3: conditions.append(safe_condition(dataframe['trend_close_30m'] > dataframe['trend_open_30m'])) if self.buy_params['buy_trend_bullish_level'] >= 4: conditions.append(safe_condition(dataframe['trend_close_1h'] > dataframe['trend_open_1h'])) if self.buy_params['buy_trend_bullish_level'] >= 5: conditions.append(safe_condition(dataframe['trend_close_2h'] > dataframe['trend_open_2h'])) if self.buy_params['buy_trend_bullish_level'] >= 6: conditions.append(safe_condition(dataframe['trend_close_4h'] > dataframe['trend_open_4h'])) if self.buy_params['buy_trend_bullish_level'] >= 7: conditions.append(safe_condition(dataframe['trend_close_6h'] > dataframe['trend_open_6h'])) if self.buy_params['buy_trend_bullish_level'] >= 8: conditions.append(safe_condition(dataframe['trend_close_8h'] > dataframe['trend_open_8h'])) # Fan magnitude conditions with safety checks conditions.append(safe_condition(dataframe['fan_magnitude_gain'] >= self.buy_params['buy_min_fan_magnitude_gain'])) conditions.append(safe_condition(dataframe['fan_magnitude'] > 1)) # FIXED: Add bounds checking for the shift value shift_value = min(self.buy_params['buy_fan_magnitude_shift_value'], 10) # Limit to reasonable range for x in range(shift_value): shift_condition = safe_condition(dataframe['fan_magnitude'].shift(x+1) < dataframe['fan_magnitude']) conditions.append(shift_condition) if conditions: dataframe.loc[ reduce(lambda x, y: x & y, conditions), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] # FIXED: Add safety check for the sell condition sell_indicator = self.sell_params['sell_trend_indicator'] if sell_indicator in dataframe.columns: sell_condition = qtpylib.crossed_below(dataframe['trend_close_5m'], dataframe[sell_indicator]) conditions.append(sell_condition.fillna(False)) else: # Fallback condition if the indicator doesn't exist conditions.append(qtpylib.crossed_below(dataframe['trend_close_5m'], dataframe['trend_close_2h']).fillna(False)) if conditions: dataframe.loc[ reduce(lambda x, y: x & y, conditions), 'sell'] = 1 return dataframe