# source: https://raw.githubusercontent.com/hm1399/trader/f9a33eeb2c7b8810370bac82c9f394a067e60fbf/ft_userdata/user_data/strategies/tma_cog_1m.py from freqtrade.strategy import IStrategy import pandas as pd import numpy as np from datetime import datetime import logging # Configure logging logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(levelname)s - %(message)s') logger = logging.getLogger(__name__) class Github_hm1399_trader__tma_cog_1m__20250804_014404(IStrategy): # Strategy parameters INTERFACE_VERSION = 2 timeframe = "1m" # From config minimal_roi = {"0": 0.02} # From take_profit_percent stoploss = -0.01 # From stop_loss_percent trailing_stop = False can_short = False #True # Enable shorting #Not available # Custom parameters from config.json window = 56 bands_deviations = 1.2 ma_period = 14 ma_method = "SMA" use_tma = True use_ma_filter = True stop_loss_percent = 0.01 take_profit_percent = 0.02 risk_per_trade = 0.01 close_on_opposite = True join_ongoing_trends = True def populate_indicators(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame: # Calculate TMA tma_len = int(round(self.window / 2)) + 1 sma1 = dataframe['close'].rolling(window=tma_len, min_periods=1).mean() dataframe['tma'] = sma1.rolling(window=tma_len, min_periods=1).mean() # Calculate COG cog_series = pd.Series([np.nan] * len(dataframe)) for i in range(self.window - 1, len(dataframe)): src = dataframe['close'].iloc[i - self.window + 1:i + 1] num = sum((1 + j) * src.iloc[-1 - j] for j in range(self.window)) den = sum(src) cog_series.iloc[i] = -num / den + (self.window + 1) / 2.0 if den != 0 else np.nan dataframe['cog'] = cog_series # TMA on COG dataframe['tma_cog'] = self.calculate_tma(dataframe['cog'], self.window) # MA filter dataframe['ma'] = self.calculate_ma(dataframe['close'], self.ma_period, self.ma_method) # TMA bands and histogram std = dataframe['close'].rolling(window=self.window).std() dataframe['upper_band'] = dataframe['tma'] + self.bands_deviations * std dataframe['lower_band'] = dataframe['tma'] - self.bands_deviations * std dataframe['histo'] = np.where(dataframe['close'] > dataframe['upper_band'], 1, np.where(dataframe['close'] < dataframe['lower_band'], -1, 0)) return dataframe def calculate_tma(self, series: pd.Series, window: int) -> pd.Series: tma_len = int(round(window / 2)) + 1 sma1 = series.rolling(window=tma_len, min_periods=1).mean() return sma1.rolling(window=tma_len, min_periods=1).mean() def calculate_ma(self, series: pd.Series, period: int, method: str) -> pd.Series: if method == 'SMA': return series.rolling(window=period, min_periods=1).mean() elif method == 'EMA': return series.ewm(span=period, adjust=False, min_periods=1).mean() elif method == 'WMA': def wma_func(x): if len(x) == 0: return np.nan weights = np.arange(1, len(x) + 1) return np.dot(x, weights) / weights.sum() return series.rolling(window=period, min_periods=1).apply(wma_func, raw=True) else: raise ValueError(f"Invalid MA method: {method}") def crossover(self, series1: pd.Series, series2: pd.Series) -> pd.Series: return (series1.shift(1) <= series2.shift(1)) & (series1 > series2) def crossunder(self, series1: pd.Series, series2: pd.Series) -> pd.Series: return (series1.shift(1) >= series2.shift(1)) & (series1 < series2) def populate_entry_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame: dataframe['enter_long'] = 0 dataframe['enter_short'] = 0 # Buy (Long) signal buy_condition = self.crossover(dataframe['cog'], dataframe['tma_cog']) & \ ((~self.use_tma) | (dataframe['histo'] != 0)) & \ ((~self.use_ma_filter) | (dataframe['close'] > dataframe['ma'])) ongoing_buy = self.join_ongoing_trends & (dataframe['cog'] > dataframe['tma_cog']) & \ ((~self.use_tma) | (dataframe['histo'] == 1)) & \ ((~self.use_ma_filter) | (dataframe['close'] > dataframe['ma'])) dataframe.loc[buy_condition | ongoing_buy, 'enter_long'] = 1 # Sell (Short) signal sell_condition = self.crossunder(dataframe['cog'], dataframe['tma_cog']) & \ ((~self.use_tma) | (dataframe['histo'] != 0)) & \ ((~self.use_ma_filter) | (dataframe['close'] < dataframe['ma'])) ongoing_sell = self.join_ongoing_trends & (dataframe['cog'] < dataframe['tma_cog']) & \ ((~self.use_tma) | (dataframe['histo'] == -1)) & \ ((~self.use_ma_filter) | (dataframe['close'] < dataframe['ma'])) dataframe.loc[sell_condition | ongoing_sell, 'enter_short'] = 1 return dataframe def populate_exit_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame: dataframe['exit_long'] = 0 dataframe['exit_short'] = 0 if self.close_on_opposite: # Exit long on short signal sell_condition = self.crossunder(dataframe['cog'], dataframe['tma_cog']) & \ ((~self.use_tma) | (dataframe['histo'] != 0)) & \ ((~self.use_ma_filter) | (dataframe['close'] < dataframe['ma'])) ongoing_sell = self.join_ongoing_trends & (dataframe['cog'] < dataframe['tma_cog']) & \ ((~self.use_tma) | (dataframe['histo'] == -1)) & \ ((~self.use_ma_filter) | (dataframe['close'] < dataframe['ma'])) dataframe.loc[sell_condition | ongoing_sell, 'exit_long'] = 1 # Exit short on buy signal buy_condition = self.crossover(dataframe['cog'], dataframe['tma_cog']) & \ ((~self.use_tma) | (dataframe['histo'] != 0)) & \ ((~self.use_ma_filter) | (dataframe['close'] > dataframe['ma'])) ongoing_buy = self.join_ongoing_trends & (dataframe['cog'] > dataframe['tma_cog']) & \ ((~self.use_tma) | (dataframe['histo'] == 1)) & \ ((~self.use_ma_filter) | (dataframe['close'] > dataframe['ma'])) dataframe.loc[buy_condition | ongoing_buy, 'exit_short'] = 1 return dataframe def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float: # Implement fixed stop-loss percent return self.stop_loss_percent def leverage(self, pair: str, current_time: datetime, current_rate: float, proposed_leverage: float, max_leverage: float, side: str, **kwargs) -> float: return 1.0 # Adjust if leverage is needed