# source: https://raw.githubusercontent.com/remiotore/freqtrade/44beaeb6a420cd8e9f2e4ea93e11d6cfa192ee03/strategies/Afterburner_Strategy.py import pandas as pd try: pd.set_option('future.no_silent_downcasting', True) except Exception: pass import logging from freqtrade.strategy import IStrategy from pandas import DataFrame import talib.abstract as ta import stratninja logger = logging.getLogger(__name__) def rma(series: pd.Series, period: int) -> pd.Series: return series.ewm(alpha=1/period, min_periods=period, adjust=False).mean() class Github_remiotore_freqtrade__Afterburner_Strategy__20260111_210550(IStrategy): INTERFACE_VERSION = 2 # Main timeframe is 10m timeframe = '10m' stoploss = -0.99 minimal_roi = {"0": 100} # 7 days of 10m candles = 7 * 144 = 1008 candles startup_candle_count = 1008 # Volume parameters (for DCA only, not for entry) volume_lookback = 144 # 24h lookback with 10m candles volume_threshold = 2.5 # used for positive trades in DCA; entry no longer requires volume def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: pair = metadata.get("pair", None) # Volume-based indicators (using 144 candles) dataframe['volume_sma'] = dataframe['volume'].rolling(self.volume_lookback).mean() dataframe['volume_std'] = dataframe['volume'].rolling(self.volume_lookback).std() dataframe['volume_zscore'] = (dataframe['volume'] - dataframe['volume_sma']) / dataframe['volume_std'] dataframe['volume_spike'] = dataframe['volume_zscore'] > self.volume_threshold dataframe['volume_spike_consecutive'] = dataframe['volume_spike'] # ATR calculations: # ATR is calculated over 144 candles (one day of 10m candles) dataframe['atr_24h'] = ta.ATR(dataframe, timeperiod=144) # Average ATR over 7 days of 10m data: 7 * 144 = 1008 candles dataframe['avg_atr_7d'] = rma(dataframe['atr_24h'], period=1008) # Daily range (24h) calculated on 144-candle windows (one day) dataframe['rolling_high_24h'] = dataframe['high'].rolling(144, min_periods=144).max() dataframe['rolling_low_24h'] = dataframe['low'].rolling(144, min_periods=144).min() dataframe['rolling_dtr_24h'] = dataframe['rolling_high_24h'] - dataframe['rolling_low_24h'] # EMAs (calculated on the main 10m data) for period in [5, 12, 34, 50, 180, 200]: dataframe[f'ema{period}'] = ta.EMA(dataframe['close'], timeperiod=period) # ADX calculated from 1h data using period 12 if pair is not None: df_1h = self.dp.get_pair_dataframe(pair, "1h") if df_1h is not None and not df_1h.empty: dataframe['adx'] = ta.ADX(df_1h, timeperiod=12).iloc[-1] else: dataframe['adx'] = None else: dataframe['adx'] = None return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['enter_long'] = 0 dataframe['enter_short'] = 0 # ADX condition remains adx_condition = dataframe['adx'] > 30 # Long entry conditions long_ema_condition = dataframe[['ema5', 'ema12']].min(axis=1) > dataframe[['ema34', 'ema50']].max(axis=1) long_price_condition = ( (dataframe['close'] > dataframe['ema5']) & (dataframe['close'] > dataframe['ema12']) & (dataframe['close'] > dataframe['ema34']) & (dataframe['close'] > dataframe['ema50']) ) atr_condition_long = ( (dataframe['atr_24h'] < 0.9 * dataframe['avg_atr_7d']) & (dataframe['close'] < (dataframe['rolling_high_24h'] - 0.3 * dataframe['rolling_dtr_24h'])) ) long_entry = adx_condition & long_ema_condition & long_price_condition & atr_condition_long dataframe.loc[long_entry, 'enter_long'] = 1 dataframe.loc[long_entry, 'enter_tag'] = "Long entry: ADX, EMA & ATR conditions met" # Short entry conditions short_ema_condition = dataframe[['ema5', 'ema12']].max(axis=1) < dataframe[['ema34', 'ema50']].min(axis=1) short_price_condition = ( (dataframe['close'] < dataframe['ema5']) & (dataframe['close'] < dataframe['ema12']) & (dataframe['close'] < dataframe['ema34']) & (dataframe['close'] < dataframe['ema50']) ) atr_condition_short = ( (dataframe['atr_24h'] < 0.9 * dataframe['avg_atr_7d']) & (dataframe['close'] > (dataframe['rolling_low_24h'] + 0.3 * dataframe['rolling_dtr_24h'])) ) short_entry = adx_condition & short_ema_condition & short_price_condition & atr_condition_short dataframe.loc[short_entry, 'enter_short'] = 1 dataframe.loc[short_entry, 'enter_tag'] = "Short entry: ADX, EMA & ATR conditions met" return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['exit_long'] = 0 dataframe['exit_short'] = 0 long_sl = (dataframe['close'] < dataframe['ema34']) & (dataframe['close'] < dataframe['ema50']) dataframe.loc[long_sl, 'exit_long'] = 1 short_sl = (dataframe['close'] > dataframe['ema34']) & (dataframe['close'] > dataframe['ema50']) dataframe.loc[short_sl, 'exit_short'] = 1 return dataframe def custom_exit(self, pair: str, trade, current_time, current_rate, current_profit, **kwargs): dataframe = self.dp.get_pair_dataframe(pair, self.timeframe) if dataframe is None or dataframe.empty: raise ValueError("No dataframe available in custom_exit.") required_cols = ['ema34', 'ema50', 'ema5', 'ema12'] if not all(col in dataframe.columns for col in required_cols): dataframe = self.populate_indicators(dataframe, {}) if not all(col in dataframe.columns for col in required_cols): raise ValueError("Custom exit: Required indicators missing. Ensure sufficient candles (startup_candle_count).") last_row = dataframe.iloc[-1] reason = None if not trade.is_short: # Long trade if last_row['close'] < last_row['ema34'] and last_row['close'] < last_row['ema50']: reason = "stop loss: price below EMA34 and EMA50" elif last_row['close'] < last_row['ema5'] and last_row['close'] < last_row['ema12'] and current_profit > 0: reason = "take profit: price below EMA5 and EMA12" else: # Short trade if last_row['close'] > last_row['ema34'] and last_row['close'] > last_row['ema50']: reason = "stop loss: price above EMA34 and EMA50" elif last_row['close'] > last_row['ema5'] and last_row['close'] > last_row['ema12'] and current_profit > 0: reason = "take profit: price above EMA5 and EMA12" return reason def on_tick(self, pair: str, current_time, current_rate, current_volume, **kwargs): dataframe = self.dp.get_pair_dataframe(pair, self.timeframe) if dataframe is None or dataframe.empty: return last_closed = dataframe.iloc[-1] current_candle = self.dp.get_current_candle(pair, self.timeframe) if current_candle is None: return volume_sma = last_closed['volume_sma'] volume_std = last_closed['volume_std'] if volume_std == 0: return current_volume_zscore = (current_candle['volume'] - volume_sma) / volume_std # Early Entry Logic (Volume not required for entry) if (current_rate > last_closed['ema5'] and current_rate > last_closed['ema12'] and current_rate > last_closed['ema34'] and current_rate > last_closed['ema50']): if last_closed['adx'] > 30: if current_rate < (last_closed['rolling_high_24h'] - 0.3 * last_closed['rolling_dtr_24h']): self.buy(pair, current_rate, tag="Early long entry: ADX, EMA & ATR conditions met") if (current_rate < last_closed['ema5'] and current_rate < last_closed['ema12'] and current_rate < last_closed['ema34'] and current_rate < last_closed['ema50']): if last_closed['adx'] > 30: if current_rate > (last_closed['rolling_low_24h'] + 0.3 * last_closed['rolling_dtr_24h']): self.sell(pair, current_rate, tag="Early short entry: ADX, EMA & ATR conditions met") # DCA Logic (Now includes ADX and ATR conditions) try: fast_lower = min(last_closed['ema5'], last_closed['ema12']) fast_upper = max(last_closed['ema5'], last_closed['ema12']) slow_lower = min(last_closed['ema34'], last_closed['ema50']) slow_upper = max(last_closed['ema34'], last_closed['ema50']) open_trades = self.trade_manager.get_open_trades() for trade in open_trades: if trade.pair != pair: continue # Check ADX condition for DCA if not (last_closed['adx'] > 30): continue # Check ATR condition for DCA similar to normal trade entry if not trade.is_short: if not (last_closed['atr_24h'] < 0.9 * last_closed['avg_atr_7d'] and current_rate < (last_closed['rolling_high_24h'] - 0.3 * last_closed['rolling_dtr_24h'])): continue else: if not (last_closed['atr_24h'] < 0.9 * last_closed['avg_atr_7d'] and current_rate > (last_closed['rolling_low_24h'] + 0.3 * last_closed['rolling_dtr_24h'])): continue if not hasattr(trade, 'custom_info') or trade.custom_info is None: trade.custom_info = {} dca_count = trade.custom_info.get('dca_orders', 0) if dca_count >= 3: continue chosen_cloud = None if fast_lower <= last_closed['close'] <= fast_upper: chosen_cloud = (fast_lower, fast_upper) elif slow_lower <= last_closed['close'] <= slow_upper: chosen_cloud = (slow_lower, slow_upper) if chosen_cloud is None: continue if not trade.is_short: if current_rate <= chosen_cloud[1]: continue retracement = current_rate - chosen_cloud[1] else: if current_rate >= chosen_cloud[0]: continue retracement = chosen_cloud[0] - current_rate if 'first_dca_diff' not in trade.custom_info: trade.custom_info['first_dca_diff'] = retracement else: if retracement < trade.custom_info['first_dca_diff']: continue if trade.profit < 0: vol_threshold = 1.0 else: vol_threshold = 2.5 if current_volume_zscore < vol_threshold: continue if 'initial_trade_amount' not in trade.custom_info: trade.custom_info['initial_trade_amount'] = trade.amount additional_qty = trade.custom_info['initial_trade_amount'] new_qty = trade.amount + additional_qty self.trade_manager.modify_order(trade, new_amount=new_qty) trade.custom_info['dca_orders'] = dca_count + 1 except Exception as e: logger.error(f"DCA logic error: {e}")