# source: https://raw.githubusercontent.com/remiotore/freqtrade/44beaeb6a420cd8e9f2e4ea93e11d6cfa192ee03/strategies/MultiTimeframeStrategy_v1.py import math import numpy as np import pandas as pd import talib as ta import freqtrade.vendor.qtpylib.indicators as qtpylib from pandas import DataFrame from datetime import datetime from typing import Optional, Union, Tuple from freqtrade.persistence import Trade from freqtrade.strategy import DecimalParameter, IStrategy, IntParameter, informative class Github_remiotore_freqtrade__MultiTimeframeStrategy_v1__20260111_210550(IStrategy): INTERFACE_VERSION = 3 can_short: bool = True levarage_input = 10.0 stoploss = -0.058 trailing_stop = False trailing_only_offset_is_reached = True trailing_stop_positive = 0.019 trailing_stop_positive_offset = 0.053 position_adjustment_enable = True timeframe = "5m" minimal_roi = { "0": 0.113, "29": 0.074, "54": 0.037, "76": 0, } process_only_new_candles = True use_exit_signal = True exit_profit_only = True ignore_roi_if_entry_signal = False buy_params = { "buy_rsi_5m": 20, "buy_rsi_1h": 12, "buy_rsi_4h": 19, "buy_rsi_compare_long_5m": 33, "buy_rsi_compare_long_1h": 52, "buy_rsi_compare_long_4h": 29, "buy_rsi_compare_short_5m": 54, "buy_rsi_compare_short_1h": 51, "buy_rsi_compare_short_4h": 63, "long_multiplier_5m": 0.985, "long_multiplier_1h": 0.961, "short_multiplier_5m": 1.01, "short_multiplier_1h": 1.026, "buy_factor_5m": 3.011, "buy_factor_1h": 3.55, "buy_period_5m": 13, "buy_period_1h": 7, } sell_params = { "sell_rsi_compare_long_5m": 65, "sell_rsi_compare_long_1h": 71, "sell_rsi_compare_short_5m": 25, "sell_rsi_compare_short_1h": 33, "sell_decr_pos_5m": 0.115, "sell_decr_pos_1h": 0.265 } buy_rsi_5m = IntParameter(8, 20, default=buy_params['buy_rsi_5m'], space="buy", optimize=True) buy_rsi_1h = IntParameter(8, 20, default=buy_params['buy_rsi_1h'], space="buy", optimize=True) buy_rsi_4h = IntParameter(8, 20, default=buy_params['buy_rsi_4h'], space="buy", optimize=True) buy_rsi_compare_long_5m = IntParameter(20, 65, default=buy_params['buy_rsi_compare_long_5m'], space="buy", optimize=True) buy_rsi_compare_long_1h = IntParameter(20, 65, default=buy_params['buy_rsi_compare_long_1h'], space="buy", optimize=True) buy_rsi_compare_long_4h = IntParameter(20, 65, default=buy_params['buy_rsi_compare_long_4h'], space="buy", optimize=True) buy_rsi_compare_short_5m = IntParameter(20, 65, default=buy_params['buy_rsi_compare_short_5m'], space="buy", optimize=True) buy_rsi_compare_short_1h = IntParameter(20, 65, default=buy_params['buy_rsi_compare_short_1h'], space="buy", optimize=True) buy_rsi_compare_short_4h = IntParameter(20, 65, default=buy_params['buy_rsi_compare_short_4h'], space="buy", optimize=True) sell_rsi_compare_long_5m = IntParameter(60, 80, default=sell_params['sell_rsi_compare_long_5m'], space="sell", optimize=True) sell_rsi_compare_long_1h = IntParameter(60, 80, default=sell_params['sell_rsi_compare_long_1h'], space="sell", optimize=True) sell_rsi_compare_short_5m = IntParameter(20, 40, default=sell_params['sell_rsi_compare_short_5m'], space="sell", optimize=True) sell_rsi_compare_short_1h = IntParameter(20, 40, default=sell_params['sell_rsi_compare_short_1h'], space="sell", optimize=True) long_multiplier_5m = DecimalParameter(0.95, 1.0, default=buy_params['long_multiplier_5m'], decimals=3, space='buy', optimize=True) long_multiplier_1h = DecimalParameter(0.95, 1.0, default=buy_params['long_multiplier_1h'], decimals=3, space='buy', optimize=True) short_multiplier_5m = DecimalParameter(1.0, 1.05, default=buy_params['short_multiplier_5m'], decimals=3, space='buy', optimize=True) short_multiplier_1h = DecimalParameter(1.0, 1.05, default=buy_params['short_multiplier_1h'], decimals=3, space='buy', optimize=True) buy_factor_5m = DecimalParameter(1, 5, default=buy_params['buy_factor_5m'], decimals=3, space="buy", optimize=True) buy_factor_1h = DecimalParameter(1, 5, default=buy_params['buy_factor_1h'], decimals=3, space="buy", optimize=True) buy_period_5m = IntParameter(4, 15, default=buy_params['buy_period_5m'], space="buy", optimize=True) buy_period_1h = IntParameter(4, 15, default=buy_params['buy_period_1h'], space="buy", optimize=True) sell_decr_pos_5m = DecimalParameter(0.01, 0.3, decimals=3, default=sell_params['sell_decr_pos_5m'], space="sell", optimize=True) sell_decr_pos_1h = DecimalParameter(0.01, 0.3, decimals=3, default=sell_params['sell_decr_pos_1h'], space="sell", optimize=True) @informative('1h') def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rsi'] = ta.RSI(dataframe['close'], timeperiod=self.buy_rsi_1h.value) dataframe['ssl_up'], dataframe['ssl_down'] = self.SSLChannels(dataframe, 10) dataframe["adx"] = ta.ADX(dataframe['high'], dataframe['low'], dataframe['close']) dataframe['WMA1'] = ta.WMA(dataframe["close"], timeperiod=30) dataframe['WMA2'] = ta.WMA(dataframe["close"], timeperiod=60) dataframe['SSL'] = ta.WMA(dataframe['WMA1'] - dataframe['WMA2'], timeperiod=int(math.sqrt(60))) return dataframe @informative('4h') def populate_indicators_4h(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rsi'] = ta.RSI(dataframe['close'], timeperiod=self.buy_rsi_4h.value) dataframe['ssl_up'], dataframe['ssl_down'] = self.SSLChannels(dataframe, 10) return dataframe def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rsi'] = ta.RSI(dataframe['close'], timeperiod=self.buy_rsi_5m.value) dataframe['ssl_up'], dataframe['ssl_down'] = self.SSLChannels(dataframe, 10) dataframe["adx"] = ta.ADX(dataframe['high'], dataframe['low'], dataframe['close']) dataframe['WMA1'] = ta.WMA(dataframe["close"], timeperiod=30) dataframe['WMA2'] = ta.WMA(dataframe["close"], timeperiod=60) dataframe['SSL'] = ta.WMA(dataframe['WMA1'] - dataframe['WMA2'], timeperiod=int(math.sqrt(60))) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = {} conditions['long_1h'] = ( (dataframe['rsi_1h'] < self.buy_rsi_compare_long_1h.value) & (dataframe['ssl_up_1h'] > dataframe['ssl_down_1h']) & (dataframe['SSL_1h'] > 0) & (dataframe['ssl_up_4h'] > dataframe['ssl_down_4h']) ) conditions['short_1h'] = ( (dataframe['rsi_1h'] > self.buy_rsi_compare_short_1h.value) & (dataframe['ssl_up_1h'] < dataframe['ssl_down_1h']) & (dataframe['SSL_1h'] < 0) & (dataframe['ssl_up_4h'] < dataframe['ssl_down_4h']) ) conditions['long_5m'] = ( (dataframe['rsi'] < self.buy_rsi_compare_long_5m.value) & (dataframe['ssl_up'] > dataframe['ssl_down']) & ((dataframe['ssl_up_1h'] > dataframe['ssl_down_1h']) | (dataframe['ssl_up_4h'] > dataframe['ssl_down_4h'])) ) conditions['short_5m'] = ( (dataframe['rsi'] > self.buy_rsi_compare_short_5m.value) & (dataframe['ssl_up'] < dataframe['ssl_down']) & ((dataframe['ssl_up_1h'] < dataframe['ssl_down_1h']) | (dataframe['ssl_up_4h'] < dataframe['ssl_down_4h'])) ) dataframe.loc[conditions['long_1h'], 'enter_long'] = 1 dataframe.loc[conditions['long_1h'], 'enter_tag'] = '1h_long' dataframe.loc[conditions['long_5m'], 'enter_long'] = 1 dataframe.loc[conditions['long_5m'], 'enter_tag'] = '5m_long' dataframe.loc[conditions['short_1h'], 'enter_short'] = 1 dataframe.loc[conditions['short_1h'], 'enter_tag'] = '1h_short' dataframe.loc[conditions['short_5m'], 'enter_short'] = 1 dataframe.loc[conditions['short_5m'], 'enter_tag'] = '5m_short' return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe['rsi'] > self.sell_rsi_compare_long_5m.value) & (dataframe['rsi_1h'] > self.sell_rsi_compare_long_1h.value) & (dataframe['ssl_up'] < dataframe['ssl_down']), 'exit_long'] = 1 dataframe.loc[ (dataframe['rsi'] < self.sell_rsi_compare_short_5m.value) & (dataframe['rsi_1h'] < self.sell_rsi_compare_short_1h.value) & (dataframe['ssl_up'] > dataframe['ssl_down']), 'exit_short'] = 1 return dataframe def custom_entry_price(self, pair: str, trade: Optional["Trade"], current_time: datetime, proposed_rate: float, entry_tag: Optional[str], side: str, **kwargs) -> float: dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe) last_candle = dataframe.iloc[-1].squeeze() if side == "long": if entry_tag == '1h_long': return last_candle['close'] * self.long_multiplier_1h.value elif entry_tag == '5m_long': return last_candle['close'] * self.long_multiplier_5m.value else: if entry_tag == '1h_short': return last_candle['close'] * self.short_multiplier_1h.value elif entry_tag == '5m_short': return last_candle['close'] * self.short_multiplier_5m.value return proposed_rate 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) -> Union[Optional[float], Tuple[Optional[float], Optional[str]]]: if trade.enter_tag == '1h_long' or trade.enter_tag == '1h_short': if current_profit > self.sell_decr_pos_1h.value and trade.nr_of_successful_exits == 0: return -(trade.stake_amount / 2), 'half_profit_1h' elif trade.enter_tag == '5m_long' or trade.enter_tag == '5m_short': if current_profit > self.sell_decr_pos_5m.value and trade.nr_of_successful_exits == 0: return -(trade.stake_amount / 2), 'half_profit_5m' return None 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: if self.levarage_input > max_leverage: return max_leverage return self.levarage_input def SSLChannels(self, dataframe, length=7): df = dataframe.copy() df["ATR"] = ta.ATR(df['high'], df['low'], df['close'], timeperiod=14) df["smaHigh"] = df["high"].rolling(length).mean() + df["ATR"] df["smaLow"] = df["low"].rolling(length).mean() - df["ATR"] df["hlv"] = np.where( df["close"] > df["smaHigh"], 1, np.where(df["close"] < df["smaLow"], -1, np.NAN) ) df["hlv"] = df["hlv"].ffill() df["sslDown"] = np.where(df["hlv"] < 0, df["smaHigh"], df["smaLow"]) df["sslUp"] = np.where(df["hlv"] < 0, df["smaLow"], df["smaHigh"]) return df["sslDown"], df["sslUp"] def supertrend(self, dataframe: DataFrame, multiplier, period): df = dataframe.copy() df['ATR'] = ta.ATR(df['high'], df['low'], df['close'], period) st = 'ST_' + str(period) + '_' + str(multiplier) stx = 'STX_' + str(period) + '_' + str(multiplier) df['basic_ub'] = (df['high'] + df['low']) / 2 + multiplier * df['ATR'] df['basic_lb'] = (df['high'] + df['low']) / 2 - multiplier * df['ATR'] df['final_ub'] = 0.00 df['final_lb'] = 0.00 for i in range(period, len(df)): df['final_ub'].iat[i] = df['basic_ub'].iat[i] if df['basic_ub'].iat[i] < df['final_ub'].iat[i - 1] or \ df['close'].iat[i - 1] > df['final_ub'].iat[i - 1] else \ df['final_ub'].iat[i - 1] df['final_lb'].iat[i] = df['basic_lb'].iat[i] if df['basic_lb'].iat[i] > df['final_lb'].iat[i - 1] or \ df['close'].iat[i - 1] < df['final_lb'].iat[i - 1] else \ df['final_lb'].iat[i - 1] df[st] = 0.00 for i in range(period, len(df)): df[st].iat[i] = df['final_ub'].iat[i] if df[st].iat[i - 1] == df['final_ub'].iat[i - 1] and df['close'].iat[ i] <= df['final_ub'].iat[i] else \ df['final_lb'].iat[i] if df[st].iat[i - 1] == df['final_ub'].iat[i - 1] and df['close'].iat[i] > \ df['final_ub'].iat[i] else \ df['final_lb'].iat[i] if df[st].iat[i - 1] == df['final_lb'].iat[i - 1] and df['close'].iat[i] >= \ df['final_lb'].iat[i] else \ df['final_ub'].iat[i] if df[st].iat[i - 1] == df['final_lb'].iat[i - 1] and df['close'].iat[i] < \ df['final_lb'].iat[i] else 0.00 df[stx] = np.where((df[st] > 0.00), np.where((df['close'] < df[st]), 'down', 'up'), np.NaN) df['final_band'] = np.where((df[st] > 0.00), np.where((df['close'] < df[st]), df['final_lb'], df['final_ub']), np.NaN) df.drop(['basic_ub', 'basic_lb', 'final_ub', 'final_lb'], inplace=True, axis=1) return DataFrame(index=df.index, data={ 'ST': df[st], 'STX': df[stx], 'Fin_band': df['final_band'] }) def SSLChannels_ATR(self, dataframe, length=7): df = dataframe.copy() df["ATR"] = ta.ATR(df, timeperiod=14) df["smaHigh"] = df["high"].rolling(length).mean() + df["ATR"] df["smaLow"] = df["low"].rolling(length).mean() - df["ATR"] df["hlv"] = np.where( df["close"] > df["smaHigh"], 1, np.where(df["close"] < df["smaLow"], -1, np.NAN) ) df["hlv"] = df["hlv"].ffill() df["sslDown"] = np.where(df["hlv"] < 0, df["smaHigh"], df["smaLow"]) df["sslUp"] = np.where(df["hlv"] < 0, df["smaLow"], df["smaHigh"]) return df["sslDown"], df["sslUp"]