# source: https://raw.githubusercontent.com/mupol313/hossain/fbb130e963268749c3c05cccea4f5e3b05054836/user_data/strategies/strategies/fast.py from freqtrade.strategy.interface import IStrategy from typing import Dict, List from functools import reduce from pandas import DataFrame import talib.abstract as ta import numpy as np import freqtrade.vendor.qtpylib.indicators as qtpylib import datetime from technical.util import resample_to_interval, resampled_merge from datetime import datetime, timedelta from freqtrade.persistence import Trade from freqtrade.strategy import stoploss_from_open, merge_informative_pair, DecimalParameter, IntParameter, CategoricalParameter import technical.indicators as ftt buy_params = { "base_nb_candles_buy": 10, "ewo_high": 3.552, "ewo_high_2": 6.509, "ewo_low": -12.075, "low_offset": 0.937, "low_offset_2": 0.912, "rsi_buy": 33, } sell_params = { "base_nb_candles_sell": 49, "high_offset": 1.008, "high_offset_2": 1.033, } def EWO(dataframe, ema_length=5, ema2_length=35): df = dataframe.copy() ema1 = ta.EMA(df, timeperiod=ema_length) ema2 = ta.EMA(df, timeperiod=ema2_length) emadif = (ema1 - ema2) / df['low'] * 100 return emadif class Github_mupol313_hossain__fast__20240622_082213(IStrategy): INTERFACE_VERSION = 3 max_open_trades = 4 can_short = True minimal_roi = { "0": 0.249, "21": 0.06, "71": 0.035, "188": 0 } # Stoploss: stoploss = -0.313 trailing_stop = True trailing_stop_positive = 0.162 trailing_stop_positive_offset = 0.167 trailing_only_offset_is_reached = True # SMAOffset base_nb_candles_buy = IntParameter(5, 80, default=buy_params['base_nb_candles_buy'], space='buy', optimize=True) base_nb_candles_sell = IntParameter(5, 80, default=sell_params['base_nb_candles_sell'], space='sell', optimize=True) low_offset = DecimalParameter(0.9, 0.99, default=buy_params['low_offset'], space='buy', optimize=True) low_offset_2 = DecimalParameter(0.9, 0.99, default=buy_params['low_offset_2'], space='buy', optimize=True) high_offset = DecimalParameter(0.95, 1.1, default=sell_params['high_offset'], space='sell', optimize=True) high_offset_2 = DecimalParameter(0.99, 1.5, default=sell_params['high_offset_2'], space='sell', optimize=True) # Protection Github_mupol313_hossain__fast__20240622_082213_ewo = 50 slow_ewo = 200 ewo_low = DecimalParameter(-20.0, -8.0, default=buy_params['ewo_low'], space='buy', optimize=True) ewo_high = DecimalParameter(2.0, 12.0, default=buy_params['ewo_high'], space='buy', optimize=True) ewo_high_2 = DecimalParameter(-6.0, 12.0, default=buy_params['ewo_high_2'], space='buy', optimize=True) rsi_buy = IntParameter(30, 70, default=buy_params['rsi_buy'], space='buy', optimize=True) # Trailing stop: trailing_stop = True trailing_stop_positive = 0.005 trailing_stop_positive_offset = 0.025 trailing_only_offset_is_reached = True # Sell signal use_exit_signal = True exit_profit_only = False exit_profit_offset = 0.01 ignore_roi_if_entry_signal = False ## Optional order time in force. order_time_in_force = { 'entry': 'gtc', 'exit': 'gtc'} # Optimal timeframe for the strategy timeframe = '5m' inf_1h = '1h' process_only_new_candles = True startup_candle_count = 200 plot_config = {'main_plot': {'ma_buy': {'color': 'orange'}, 'ma_sell': {'color': 'orange'}}} def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, rate: float, time_in_force: str, exit_reason: str, current_time: datetime, **kwargs) -> bool: dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) last_candle = dataframe.iloc[-1] if last_candle is not None: if exit_reason in ['exit_signal']: if last_candle['hma_50'] > last_candle['ema_100'] and last_candle['rsi'] < 45: #*1.2 return False if last_candle is not None: if exit_reason in ['exit_signal']: if last_candle['hma_50'] * 1.149 > last_candle['ema_100'] and last_candle['close'] < last_candle['ema_100'] * 0.951: #*1.2 return False return True def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: for val in self.base_nb_candles_buy.range: dataframe[f'ma_buy_{val}'] = ta.EMA(dataframe, timeperiod=val) for val in self.base_nb_candles_sell.range: dataframe[f'ma_sell_{val}'] = ta.EMA(dataframe, timeperiod=val) dataframe['hma_50'] = qtpylib.hull_moving_average(dataframe['close'], window=50) dataframe['ema_100'] = ta.EMA(dataframe, timeperiod=100) dataframe['sma_9'] = ta.SMA(dataframe, timeperiod=9) # Elliot dataframe['EWO'] = EWO(dataframe, self.Github_mupol313_hossain__fast__20240622_082213_ewo, self.slow_ewo) # RSI dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) dataframe['rsi_Github_mupol313_hossain__fast__20240622_082213'] = ta.RSI(dataframe, timeperiod=4) dataframe['rsi_slow'] = ta.RSI(dataframe, timeperiod=20) dataframe['vol_7_max'] = dataframe['volume'].rolling(window=20).max() dataframe['vol_14_max'] = dataframe['volume'].rolling(window=14).max() dataframe['vol_7_min'] = dataframe['volume'].rolling(window=20).min() dataframe['vol_14_min'] = dataframe['volume'].rolling(window=14).min() dataframe['roll_7'] = 100 * ((dataframe['volume'] - dataframe['vol_7_max']) / (dataframe['vol_7_max'] - dataframe['vol_7_min'])) dataframe['vol_base'] = ta.SMA(dataframe['roll_7'], timeperiod=5) dataframe['vol_ma_26'] = ta.SMA(dataframe['volume'], timeperiod=26) dataframe['vol_ma_200'] = ta.SMA(dataframe['volume'], timeperiod=100) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['vol_base'] > -96) & (dataframe['vol_base'] < -77) & (dataframe['rsi_Github_mupol313_hossain__fast__20240622_082213'] < 35) & (dataframe['close'] < dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * self.low_offset.value) & (dataframe['EWO'] > self.ewo_high.value) & (dataframe['rsi'] < self.rsi_buy.value) & (dataframe['volume'] > 0) & (dataframe['close'] < dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value), ['enter_long', 'enter_tag']] = (1, 'ewo1') dataframe.loc[(dataframe['vol_base'] > -96) & (dataframe['vol_base'] > -20) & (dataframe['rsi_Github_mupol313_hossain__fast__20240622_082213'] < 35) & (dataframe['close'] < dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * self.low_offset.value) & (dataframe['EWO'] > self.ewo_high.value) & (dataframe['rsi'] < self.rsi_buy.value) & (dataframe['volume'] > 0) & (dataframe['close'] < dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value), ['enter_long', 'enter_tag']] = (1, 'ewo3') dataframe.loc[(dataframe['vol_base'] > -96) & (dataframe['vol_base'] < -77) & (dataframe['rsi_Github_mupol313_hossain__fast__20240622_082213'] < 35) & (dataframe['close'] < dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * self.low_offset_2.value) & (dataframe['EWO'] > self.ewo_high_2.value) & (dataframe['rsi'] < self.rsi_buy.value) & (dataframe['volume'] > 0) & (dataframe['close'] < dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value) & (dataframe['rsi'] < 25), ['enter_long', 'enter_tag']] = (1, 'ewo2') dataframe.loc[(dataframe['vol_base'] > -96) & (dataframe['vol_base'] < -77) & (dataframe['rsi_Github_mupol313_hossain__fast__20240622_082213'] < 35) & (dataframe['close'] < dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * self.low_offset.value) & (dataframe['EWO'] < self.ewo_low.value) & (dataframe['volume'] > 0) & (dataframe['close'] < dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value), ['enter_long', 'enter_tag']] = (1, 'ewolow') conditions = [] conditions.append((dataframe['close'] > dataframe['sma_9']) & (dataframe['close'] > dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset_2.value) & (dataframe['rsi'] > 50) & (dataframe['volume'] > 0) & (dataframe['rsi_Github_mupol313_hossain__fast__20240622_082213'] > dataframe['rsi_slow']) | (dataframe['close'] < dataframe['hma_50']) & (dataframe['close'] > dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value) & (dataframe['volume'] > 0) & (dataframe['rsi_Github_mupol313_hossain__fast__20240622_082213'] > dataframe['rsi_slow'])) if conditions: dataframe.loc[reduce(lambda x, y: x | y, conditions), 'enter_short'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] conditions.append((dataframe['close'] > dataframe['sma_9']) & (dataframe['close'] > dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset_2.value) & (dataframe['rsi'] > 50) & (dataframe['volume'] > 0) & (dataframe['rsi_Github_mupol313_hossain__fast__20240622_082213'] > dataframe['rsi_slow']) | (dataframe['close'] < dataframe['hma_50']) & (dataframe['close'] > dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value) & (dataframe['volume'] > 0) & (dataframe['rsi_Github_mupol313_hossain__fast__20240622_082213'] > dataframe['rsi_slow'])) if conditions: dataframe.loc[reduce(lambda x, y: x | y, conditions), 'exit_long'] = 1 dataframe.loc[(dataframe['vol_base'] > -96) & (dataframe['vol_base'] < -77) & (dataframe['rsi_Github_mupol313_hossain__fast__20240622_082213'] < 35) & (dataframe['close'] < dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * self.low_offset.value) & (dataframe['EWO'] > self.ewo_high.value) & (dataframe['rsi'] < self.rsi_buy.value) & (dataframe['volume'] > 0) & (dataframe['close'] < dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value), ['exit_short', 'enter_tag']] = (1, 'ewo1') dataframe.loc[(dataframe['vol_base'] > -96) & (dataframe['vol_base'] > -20) & (dataframe['rsi_Github_mupol313_hossain__fast__20240622_082213'] < 35) & (dataframe['close'] < dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * self.low_offset.value) & (dataframe['EWO'] > self.ewo_high.value) & (dataframe['rsi'] < self.rsi_buy.value) & (dataframe['volume'] > 0) & (dataframe['close'] < dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value), ['exit_short', 'enter_tag']] = (1, 'ewo3') dataframe.loc[(dataframe['vol_base'] > -96) & (dataframe['vol_base'] < -77) & (dataframe['rsi_Github_mupol313_hossain__fast__20240622_082213'] < 35) & (dataframe['close'] < dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * self.low_offset_2.value) & (dataframe['EWO'] > self.ewo_high_2.value) & (dataframe['rsi'] < self.rsi_buy.value) & (dataframe['volume'] > 0) & (dataframe['close'] < dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value) & (dataframe['rsi'] < 25), ['exit_short', 'enter_tag']] = (1, 'ewo2') dataframe.loc[(dataframe['vol_base'] > -96) & (dataframe['vol_base'] < -77) & (dataframe['rsi_Github_mupol313_hossain__fast__20240622_082213'] < 35) & (dataframe['close'] < dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * self.low_offset.value) & (dataframe['EWO'] < self.ewo_low.value) & (dataframe['volume'] > 0) & (dataframe['close'] < dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value), ['exit_short', 'enter_tag']] = (1, 'ewolow') return dataframe def leverage(self, pair: str, current_time: datetime, current_rate: float, proposed_leverage: float, max_leverage: float, entry_tag:str, side: str, **kwargs) -> float: """ Customize leverage for each new trade. This method is only called in futures mode. :param pair: Pair that's currently analyzed :param current_time: datetime object, containing the current datetime :param current_rate: Rate, calculated based on pricing settings in exit_pricing. :param proposed_leverage: A leverage proposed by the bot. :param max_leverage: Max leverage allowed on this pair :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal. :param side: 'long' or 'short' - indicating the direction of the proposed trade :return: A leverage amount, which is between 1.0 and max_leverage. """ return 10.0