# source: https://raw.githubusercontent.com/jaredrsommer/freqtradestrategies/1a36240f2f5fcc87051feda2832dbb56bbc60a5f/Ichimoku_v12.py from freqtrade.strategy.interface import IStrategy from pandas import DataFrame #from technical.indicators import accumulation_distribution from technical.util import resample_to_interval, resampled_merge import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib import numpy from technical.indicators import ichimoku from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, IStrategy, IntParameter, RealParameter, merge_informative_pair) import logging import numpy as np import pandas as pd from technical import qtpylib from pandas import DataFrame from datetime import datetime, timezone from typing import Optional from functools import reduce import talib.abstract as ta import pandas_ta as pta from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, IStrategy, IntParameter, RealParameter, merge_informative_pair) import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.persistence import Trade from technical import qtpylib, pivots_points class Github_jaredrsommer_freqtradestrategies__Ichimoku_v12__20231130_011150(IStrategy): """ """ minimal_roi = { "0": 0.05 } stoploss = -1 #-0.35 exit_profit_only = True use_custom_stoploss = True trailing_stop = True ignore_roi_if_entry_signal = True use_exit_signal = True timeframe ='4h' cl = IntParameter(10, 30, default=20, space="buy", optimize=True) bl = IntParameter(40, 80, default=60, space="buy", optimize=True) lag = IntParameter(100, 140, default=120, space="buy", optimize=True) dpl = IntParameter(20, 40, default=30, space="buy", optimize=True) buy_offset1 = DecimalParameter(low=0.98, high=0.99, decimals=2, default=0.99, space='buy', optimize=False, load=True) buy_offset2 = DecimalParameter(low=0.90, high=0.95, decimals=2, default=0.94, space='buy', optimize=False, load=True) sell_offset1 = DecimalParameter(low=1.01, high=1.05, decimals=2, default=1.05, space='sell', optimize=True, load=True) sell_offset2 = DecimalParameter(low=1.05, high=1.10, decimals=2, default=1.05, space='sell', optimize=True, load=True) ### trailing stop loss optimiziation ### tsl_target5 = DecimalParameter(low=0.2, high=0.4, decimals=1, default=0.3, space='sell', optimize=True, load=True) ts5 = DecimalParameter(low=0.04, high=0.06, default=0.05, decimals=2,space='sell', optimize=True, load=True) tsl_target4 = DecimalParameter(low=0.15, high=0.2, default=0.2, decimals=2, space='sell', optimize=True, load=True) ts4 = DecimalParameter(low=0.03, high=0.05, default=0.045, decimals=2, space='sell', optimize=True, load=True) tsl_target3 = DecimalParameter(low=0.10, high=0.15, default=0.15, decimals=2, space='sell', optimize=True, load=True) ts3 = DecimalParameter(low=0.025, high=0.04, default=0.035, decimals=3, space='sell', optimize=True, load=True) ### protections #### # CooldownPeriod cooldown_lookback = IntParameter(0, 48, default=5, space="protection", optimize=True) # StoplossGuard use_stop_protection = BooleanParameter(default=True, space="protection", optimize=True) stop_duration = IntParameter(12, 200, default=5, space="protection", optimize=True) stop_protection_only_per_pair = BooleanParameter(default=False, space="protection", optimize=True) stop_protection_only_per_side = BooleanParameter(default=False, space="protection", optimize=True) stop_protection_trade_limit = IntParameter(1, 10, default=4, space="protection", optimize=True) stop_protection_required_profit = DecimalParameter(-1.0, 3.0, default=0.0, space="protection", optimize=True) # LowProfitPairs use_lowprofit_protection = BooleanParameter(default=True, space="protection", optimize=True) lowprofit_protection_lookback = IntParameter(1, 10, default=6, space="protection", optimize=True) lowprofit_trade_limit = IntParameter(1, 10, default=4, space="protection", optimize=True) lowprofit_stop_duration = IntParameter(1, 100, default=60, space="protection", optimize=True) lowprofit_required_profit = DecimalParameter(-1.0, 3.0, default=0.0, space="protection", optimize=True) lowprofit_only_per_pair = BooleanParameter(default=False, space="protection", optimize=True) # MaxDrawdown use_maxdrawdown_protection = BooleanParameter(default=True, space="protection", optimize=True) maxdrawdown_protection_lookback = IntParameter(1, 10, default=6, space="protection", optimize=True) maxdrawdown_trade_limit = IntParameter(1, 20, default=10, space="protection", optimize=True) maxdrawdown_stop_duration = IntParameter(1, 100, default=6, space="protection", optimize=True) maxdrawdown_allowed_drawdown = DecimalParameter(0.01, 0.10, default=0.0, decimals=2, space="protection", optimize=True) # startup_candle_count: int = 2 # trailing stoploss #trailing_stop = True #trailing_stop_positive = 0.40 #0.35 #trailing_stop_positive_offset = 0.50 #trailing_only_offset_is_reached = False @property def protections(self): prot = [] prot.append({ "method": "CooldownPeriod", "stop_duration_candles": self.cooldown_lookback.value }) if self.use_stop_protection.value: prot.append({ "method": "StoplossGuard", "lookback_period_candles": 24 * 3, "trade_limit": self.stop_protection_trade_limit.value, "stop_duration_candles": self.stop_duration.value, "only_per_pair": self.stop_protection_only_per_pair.value, "required_profit": self.stop_protection_required_profit.value, "only_per_side": self.stop_protection_only_per_side.value }) if self.use_lowprofit_protection.value: prot.append({ "method": "LowProfitPairs", "lookback_period_candles": self.lowprofit_protection_lookback.value, "trade_limit": self.lowprofit_trade_limit.value, "stop_duration_candles": self.lowprofit_stop_duration.value, "required_profit": self.lowprofit_required_profit.value, "only_per_pair": self.lowprofit_only_per_pair.value }) if self.use_maxdrawdown_protection.value: prot.append({ "method": "MaxDrawdown", "lookback_period_candles": self.maxdrawdown_protection_lookback.value, "trade_limit": self.maxdrawdown_trade_limit.value, "stop_duration_candles": self.maxdrawdown_stop_duration.value, "max_allowed_drawdown": self.maxdrawdown_allowed_drawdown.value }) return prot ### Trailing Stop ### def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float: for stop5 in self.tsl_target5.range: if (current_profit > stop5): for stop5a in self.ts5.range: self.dp.send_msg(f'*** {pair} *** Profit: {current_profit} - lvl5 {stop5}/{stop5a} activated') return stop5a for stop4 in self.tsl_target4.range: if (current_profit > stop4): for stop4a in self.ts4.range: self.dp.send_msg(f'*** {pair} *** Profit {current_profit} - lvl4 {stop4}/{stop4a} activated') return stop4a for stop3 in self.tsl_target3.range: if (current_profit > stop3): for stop3a in self.ts3.range: self.dp.send_msg(f'*** {pair} *** Profit {current_profit} - lvl3 {stop3}/{stop3a} activated') return stop3a return self.stoploss def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: for c in self.cl.range: _cl = self.cl.value for b in self.bl.range: _bl = self.bl.value for l in self.lag.range: _lag = self.lag.value for d in self.dpl.range: _dpl = self.dpl.value heikinashi = qtpylib.heikinashi(dataframe) dataframe['ha_open'] = heikinashi['open'] dataframe['ha_close'] = heikinashi['close'] dataframe['ha_high'] = heikinashi['high'] dataframe['ha_low'] = heikinashi['low'] ichi = ichimoku(dataframe, conversion_line_period=_cl, base_line_periods=_bl, laggin_span=_lag, displacement=_dpl) dataframe['chikou_span'] = ichi['chikou_span'] dataframe['tenkan'] = ichi['tenkan_sen'] dataframe['kijun'] = ichi['kijun_sen'] dataframe['senkou_a'] = ichi['senkou_span_a'] dataframe['senkou_b'] = ichi['senkou_span_b'] dataframe['cloud_green'] = ichi['cloud_green'] dataframe['cloud_red'] = ichi['cloud_red'] dataframe['200MA'] = ta.SMA(dataframe, timeperiod=200) dataframe['buy_offset1'] = dataframe['200MA'] * self.buy_offset1.value dataframe['buy_offset2'] = dataframe['200MA'] * self.buy_offset2.value dataframe['sell_offset1'] = dataframe['200MA'] * self.sell_offset1.value dataframe['sell_offset2'] = dataframe['200MA'] * self.sell_offset2.value return dataframe def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame: conditions = [] df.loc[ ( (df['close'].shift(1) < df['senkou_b']) & (df['close'] > df['senkou_a']) & (df['close'] > df['senkou_b']) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'close above senkous 1') df.loc[ ( (df['close'] < df['kijun']) & (df['tenkan'] > df['kijun']) & (df['close'] > df['senkou_a']) & (df['close'] > df['senkou_b']) & (df['close'] < df['open']) & (df['close'].shift(1) < df['open'].shift(1)) & (df['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'close above senkous 2') return df def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (qtpylib.crossed_below(dataframe['close'], dataframe['senkou_b'])) & (dataframe['close'] < dataframe['senkou_a']) & (dataframe['close'] < dataframe['senkou_b']) ), 'sell'] = 1 dataframe.loc[ ( (qtpylib.crossed_below(dataframe['close'], dataframe['senkou_a'])) & (dataframe['close'] < dataframe['senkou_a']) & (dataframe['close'] < dataframe['senkou_b']) ), 'sell'] = 1 return dataframe