# source: https://raw.githubusercontent.com/remiotore/freqtrade/44beaeb6a420cd8e9f2e4ea93e11d6cfa192ee03/strategies/DailyBuyStrategy3.py import json import logging import os import sys from functools import reduce import numpy import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame, Series from typing import Optional, Union, List, Tuple from pandas_ta import stdev from freqtrade.enums import ExitCheckTuple from freqtrade.persistence import Trade, Order, CustomDataWrapper from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, IStrategy, IntParameter, informative) import datetime import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib import pandas_ta as pta class Github_remiotore_freqtrade__DailyBuyStrategy3__20260111_210550(IStrategy): INTERFACE_VERSION = 3 minimal_roi = { "0": 0.03 } leverage_value = 2 timeframe_hierarchy = { '1m': '5m', '5m': '15m', '15m': '1h', '1h': '4h', '4h': '1d', '1d': '1w', '1w': '1M' } order_types = { 'entry': 'market', 'exit': 'market', 'stoploss': 'market', 'stoploss_on_exchange': False } stoploss = -0.03 # Basic stop loss use_exit_signal = True exit_profit_only = False trailing_stop = True trailing_only_offset_is_reached = True trailing_stop_positive = 0.003 trailing_stop_positive_offset = 0.008 dca_attempts = {} position_adjustment_enable = True candle_open_prices = {} last_dca_candle_index = {} last_dca_price = {} csl = {} new_sl_coef = DecimalParameter(0.3, 0.9, default=0.75, space='sell', optimize=False) buy_rsi = IntParameter(25, 60, default=55, space='buy', optimize=True) sell_rsi = IntParameter(50, 70, default=70, space='sell', optimize=True) atr_multiplier = DecimalParameter(1.0, 3.0, default=1.5, space='stoploss', optimize=True) swing_window = IntParameter(10, 50, default=50, space='buy', optimize=True) swing_min_periods = IntParameter(1, 10, default=10, space='buy', optimize=True) swing_buffer = DecimalParameter(0.01, 0.1, default=0.03, space='buy', optimize=True) buy_macd = DecimalParameter(-0.02, 0.02, default=0.00, space='buy', optimize=True) buy_ema_short = IntParameter(5, 50, default=10, space='buy', optimize=True) buy_ema_long = IntParameter(50, 200, default=50, space='buy', optimize=True) sell_macd = DecimalParameter(-0.02, 0.02, default=-0.005, space='sell', optimize=True) sell_ema_short = IntParameter(5, 50, default=10, space='sell', optimize=True) sell_ema_long = IntParameter(50, 200, default=50, space='sell', optimize=True) volume_dca_int = IntParameter(1, 30, default=7, space='buy', optimize=True) def __init__(self, config): return super().__init__(config) def informative_pairs(self): pairs = self.dp.current_whitelist() informative_pairs = [(pair, timeframe) for pair in pairs for timeframe in self.timeframe_hierarchy.keys()] return informative_pairs def leverage(self, pair: str, current_time: datetime, current_rate: float, proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str, **kwargs) -> float: return self.leverage_value def calculate_swing(self, dataframe): swing_low = pd.Series( dataframe['low'].rolling(window=self.swing_window.value, min_periods=self.swing_min_periods.value).min(), index=dataframe.index ) swing_high = pd.Series( dataframe['high'].rolling(window=self.swing_window.value, min_periods=self.swing_min_periods.value).max(), index=dataframe.index ) return swing_low, swing_high def calculate_pivots(self, dataframe: DataFrame) -> Tuple[Series, Series, Series]: dataframe['pp'] = (dataframe['high'].shift(1) + dataframe['low'].shift(1) + dataframe['close'].shift(1)) / 3 dataframe['r1'] = 2 * dataframe['pp'] - dataframe['low'].shift(1) dataframe['s1'] = 2 * dataframe['pp'] - dataframe['high'].shift(1) return dataframe['pp'], dataframe['r1'], dataframe['s1'] def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float, proposed_stake: float, min_stake: Optional[float], max_stake: float, leverage: float, entry_tag: Optional[str], side: str, **kwargs) -> float: return proposed_stake / 4 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['ema_short'] = ta.EMA(dataframe, timeperiod=self.buy_ema_short.value) dataframe['ema_long'] = ta.EMA(dataframe, timeperiod=self.buy_ema_long.value) dataframe['previous_close'] = dataframe['close'].shift(1) dataframe['max_since_buy'] = dataframe['high'].cummax() dataframe['atr'] = ta.ATR(dataframe, timeperiod=14) pp, r1, s1 = self.calculate_pivots(dataframe) dataframe['pivot_point'] = pp dataframe['resistance_1'] = r1 dataframe['support_1'] = s1 swing_low, swing_high = self.calculate_swing(dataframe) dataframe['swing_low'] = swing_low dataframe['swing_high'] = swing_high dataframe['resistance_signal'] = ((dataframe['close'] > dataframe['resistance_1']) & ( dataframe['close'] > dataframe['previous_close'])) bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bb_lowerband'] = bollinger['lower'] dataframe['bb_middleband'] = bollinger['mid'] dataframe['bb_upperband'] = bollinger['upper'] return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [ (dataframe['macd'] > dataframe['macdsignal']) & (dataframe['ema_short'] > dataframe['ema_long']) | (dataframe['resistance_signal']) & (dataframe['volume'] > 0) ] level = self.timeframe_hierarchy[self.timeframe] informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=level) if not informative.empty: last_close_informative = informative['close'].iat[-1] last_close = dataframe['close'].iat[-1] conditions.append(dataframe['close'] < last_close_informative) else: logging.info(f"No data available for {metadata['pair']} in '{level}' timeframe. Skipping this condition.") if all(isinstance(cond, pd.Series) for cond in conditions): final_condition = np.logical_and.reduce(conditions) dataframe.loc[final_condition, ['enter_long', 'enter_tag']] = (1, 'multi_timeframe_cross') else: logging.error("Not all conditions are pandas Series.") return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [ ( (dataframe['close'] > dataframe['swing_high']) | ( (dataframe['macd'] < dataframe['macdsignal']) & (dataframe['ema_short'] < dataframe['ema_long']) ) ), (dataframe['volume'] > 0) ] exit_condition = np.logical_and.reduce([cond.values for cond in conditions if isinstance(cond, pd.Series)]) dataframe.loc[exit_condition, ['exit_long', 'exit_tag']] = (1, 'macd_ema_exit') return dataframe 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: profit_ratio = trade.calc_profit_ratio(rate) dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) if ('macd_ema_exit' in exit_reason) and (profit_ratio >= 0.005): return True if (('trailing' in exit_reason) or ('roi' in exit_reason)) and (profit_ratio >= 0.005): return True if 'force' in exit_reason: return True if 'stop_loss' in exit_reason: if len(self.get_dca_list(trade)) < 3: return False # Pokračování v obchodování else: return True # Ukončení obchodu po 3 pokusech return False def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> Optional[Union[str, bool]]: sl = self.get_mk_sl(trade) if current_rate <= sl: return f"custom_stop_loss_{sl}" pass def adjust_trade_position(self, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, min_stake: Optional[float], max_stake: float, current_entry_rate: float, current_exit_rate: float, current_entry_profit: float, current_exit_profit: float, **kwargs) -> Optional[float]: if current_rate > self.get_mk_sl(trade): return None dataframe, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe) if dataframe.empty: return None last_candle = dataframe.iloc[-1] if len(self.get_dca_list(trade)) < 3: if (last_candle['close'] > last_candle['bb_lowerband'] or last_candle['rsi'] > 70): return None num_days = self.volume_dca_int.value weights = np.exp(-np.arange(num_days) / 5) # Adjust the decay factor according to your strategy needs weighted_volumes = dataframe['volume'].iloc[-num_days:].multiply(weights[::-1]) weighted_average_volume = weighted_volumes.sum() / weights.sum() if dataframe['volume'].iloc[-1] <= weighted_average_volume: return None dca_list = self.get_dca_list(trade) if dca_list and current_rate > dca_list[-1]: logging.info(f"Aktuální cena {current_rate} je vyšší než poslední DCA cena {dca_list[-1]}. DCA nebude provedeno.") return None logging.info( f"{current_time} - DCA triggered for {trade.pair}. Adjusting position with additional stake {trade.stake_amount * 2}") self.confirm_dca(current_rate, trade) return trade.stake_amount * 2 return None def get_dca_list(self, trade): try: dcas = CustomDataWrapper.get_custom_data(trade_id=trade.id, key="DCA")[0].value return dcas except Exception as ex: pass return [] def get_mk_sl(self, trade): try: sl = CustomDataWrapper.get_custom_data(trade_id=trade.id, key="SL")[0].value return sl except Exception as ex: pass return trade.stop_loss def set_mk_sl(self, trade): sl = self.get_mk_sl(trade) sl = sl * self.new_sl_coef.value if sl > trade.liquidation_price: CustomDataWrapper.set_custom_data(trade_id=trade.id, key="SL", value=sl) else: logging.info(f"ERROR SL") pass def confirm_dca(self, current_rate, trade): dcas = self.get_dca_list(trade) dcas.append(current_rate) self.set_mk_sl(trade) CustomDataWrapper.set_custom_data(trade_id=trade.id, key="DCA", value=dcas)