# source: https://raw.githubusercontent.com/remiotore/freqtrade/44beaeb6a420cd8e9f2e4ea93e11d6cfa192ee03/strategies/flawless_lambo.py import logging import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame from sqlalchemy.orm.base import RELATED_OBJECT_OK from sqlalchemy.sql.elements import or_ import talib.abstract as ta import pandas_ta as pta import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.exchange import timeframe_to_minutes from freqtrade.persistence import Trade from technical import indicators from datetime import datetime, timezone from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, RealParameter, IStrategy, IntParameter, merge_informative_pair) class Github_remiotore_freqtrade__flawless_lambo__20260111_210550(IStrategy): logger = logging.getLogger(__name__) INTERFACE_VERSION = 2 @property def protections(self): return [ { "method": "MaxDrawdown", "lookback_period": 120, "trade_limit": 20, "stop_duration": 120, "max_allowed_drawdown": 0.05 }, { "method": "StoplossGuard", "lookback_period": 1440, "trade_limit": 1, "stop_duration": 1440, "only_per_pair": True }, { "method": "LowProfitPairs", "lookback_period": 1440, "trade_limit": 2, "stop_duration": 3600, "required_profit": 0.01 } ] ''' minimal_roi = { "0": 0.0625, "28": 0.05, "76": 0.04, "125": 0.03, "240": 0.02, "360": 0 } ''' minimal_roi = { "120": 0.30135315985130107, "125": 0.29907620817843866, "130": 0.2967992565055762, "135": 0.29452230483271374, "140": 0.2922453531598513, "145": 0.2899684014869888, "150": 0.28769144981412637, "155": 0.2854144981412639, "160": 0.2831375464684015, "165": 0.28086059479553904, "170": 0.2785836431226766, "175": 0.2763066914498141, "180": 0.27402973977695166, "185": 0.2717527881040892, "190": 0.26947583643122675, "195": 0.2671988847583643, "200": 0.2649219330855018, "205": 0.26264498141263937, "210": 0.2603680297397769, "215": 0.25809107806691445, "220": 0.25581412639405204, "225": 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0.013486628849270665, "2805": 0.013415721231766617, "2810": 0.01334481361426256, "2815": 0.013273905996758512, "2820": 0.013202998379254458, "2825": 0.013132090761750408, "2830": 0.013061183144246357, "2835": 0.012990275526742302, "2840": 0.012919367909238252, "2845": 0.012848460291734198, "2850": 0.012777552674230148, "2855": 0.012706645056726097, "2860": 0.012635737439222043, "2865": 0.012564829821717992, "2870": 0.012493922204213938, "2875": 0.012423014586709889, "2880": 0.012352106969205835, "2885": 0.012281199351701784, "2890": 0.012210291734197732, "2895": 0.012139384116693682, "2900": 0.012068476499189629, "2905": 0.011997568881685575, "2910": 0.011926661264181524, "2915": 0.011855753646677472, "2920": 0.011784846029173422, "2925": 0.011713938411669369, "2930": 0.01164303079416532, "2935": 0.011572123176661266, "2940": 0.011501215559157212, "2945": 0.011430307941653162, "2950": 0.011359400324149107, "2955": 0.01128849270664506, "2960": 0.011217585089141006, "2965": 0.011146677471636956, "2970": 0.011075769854132902, "2975": 0.011004862236628847, "2980": 0.0109339546191248, "2985": 0.010863047001620746, "2990": 0.010792139384116696, "2995": 0.010721231766612644, "3000": 0.010650324149108593, "3005": 0.01057941653160454, "3010": 0.010508508914100486, "3015": 0.010437601296596436, "3020": 0.010366693679092384, "3025": 0.010295786061588331, "3030": 0.01022487844408428, "3035": 0.01015397082658023, "3040": 0.010083063209076176, "3045": 0.010012155591572125, "3050": 0.009941247974068071, "3055": 0.00987034035656402, "3060": 0.00979943273905997, "3065": 0.009728525121555916, "3070": 0.009657617504051868, "3075": 0.009586709886547811, "3080": 0.00951580226904376, "3085": 0.00944489465153971, "3090": 0.009373987034035657, "3095": 0.009303079416531608, "3100": 0.009232171799027552, "3105": 0.009161264181523503, "3110": 0.00909035656401945, "3115": 0.009019448946515397, "3120": 0.008948541329011347, "3125": 0.008877633711507293, "3130": 0.008806726094003244, "3135": 0.00873581847649919, "3140": 0.00866491085899514, "3145": 0.008594003241491087, "3150": 0.008523095623987034, "3155": 0.008452188006482984, "3160": 0.00838128038897893, "3165": 0.00831037277147488, "3170": 0.008239465153970827, "3175": 0.008168557536466777, "3180": 0.008097649918962724, "3185": 0.00802674230145867, "3190": 0.00795583468395462, "3195": 0.007884927066450567, "3200": 0.007814019448946517, "3205": 0.007743111831442464, "3210": 0.007672204213938414, "3215": 0.007601296596434361, "3220": 0.007530388978930307, "3225": 0.007459481361426257, "3230": 0.007388573743922204, "3235": 0.007317666126418154, "3240": 0.007246758508914101, "3245": 0.007175850891410051, "3250": 0.0071049432739059976, "3255": 0.007034035656401944, "3260": 0.006963128038897894, "3265": 0.006892220421393841, "3270": 0.006821312803889791, "3275": 0.006750405186385738, "3280": 0.006679497568881688, "3285": 0.0066085899513776344, "3290": 0.006537682333873581, "3295": 0.006466774716369531, "3300": 0.006395867098865478, "3305": 0.006324959481361428, "3310": 0.006254051863857375, "3315": 0.006183144246353325, "3320": 0.006112236628849271, "3325": 0.006041329011345218, "3330": 0.005970421393841168, "3335": 0.005899513776337115, "3340": 0.005828606158833065, "3345": 0.0057576985413290115, "3350": 0.005686790923824962, "3355": 0.005615883306320908, "3360": 0.005544975688816855, "3365": 0.005474068071312805, "3370": 0.005403160453808752, "3375": 0.005332252836304702, "3380": 0.005261345218800648, "3385": 0.0051904376012965985, "3390": 0.005119529983792545, "3395": 0.005048622366288495, "3400": 0.004977714748784442, "3405": 0.0049068071312803885, "3410": 0.004835899513776339, "3415": 0.004764991896272285, "3420": 0.004694084278768235, "3425": 0.004623176661264182, "3430": 0.004552269043760132, "3435": 0.004481361426256079, "3440": 0.004410453808752025, "3445": 0.0043395461912479755, "3450": 0.004268638573743922, "3455": 0.004197730956239872, "3460": 0.004126823338735819, "3465": 0.004055915721231769, "3470": 0.003985008103727716, "3475": 0.003914100486223662, "3480": 0.003843192868719613, "3485": 0.003772285251215559, "3490": 0.0037013776337115056, "3495": 0.003630470016207456, "3500": 0.003559562398703406, "3505": 0.003488654781199349, "3510": 0.003417747163695299, "3515": 0.0033468395461912492, "3520": 0.0032759319286871993, "3525": 0.0032050243111831425, "3530": 0.0031341166936790926, "3535": 0.0030632090761750427, "3540": 0.002992301458670986, "3545": 0.002921393841166936, "3550": 0.002850486223662886, "3555": 0.002779578606158836, "3560": 0.0027086709886547794, "3565": 0.0026377633711507295, "3570": 0.0025668557536466796, "3575": 0.002495948136142623, "3580": 0.002425040518638573, "3585": 0.002354132901134523, "3590": 0.002283225283630473, "3595": 0.0022123176661264163, "3600": 0.0021414100486223664, "3605": 0.0020705024311183165, "3610": 0.0019995948136142597, "3615": 0.0019286871961102096, "3620": 0.00185777957860616, "3625": 0.00178687196110211, "3630": 0.0017159643435980532, "3635": 0.0016450567260940033, "3640": 0.0015741491085899534, "3645": 0.0015032414910858966, "3650": 0.0014323338735818469, "3655": 0.0013614262560777968, "3660": 0.0012905186385737469, "3665": 0.00121961102106969, "3670": 0.0011487034035656402, "3675": 0.0010777957860615905, "3680": 0.0010068881685575334, "3685": 0.0009359805510534837, "3690": 0.0008650729335494337, "3695": 0.0007941653160453838, "3700": 0.0007232576985413269, "3705": 0.000652350081037277, "3710": 0.0005814424635332271, "3715": 0.0005105348460291703, "3720": 0.0004396272285251204, "3725": 0.00036871961102107054, "3730": 0.00029781199351702065, "3735": 0.00022690437601296384, "3740": 0.00015599675850891392, "3745": 8.508914100486403e-05, "3750": 1.4181523500814142e-05, "3755": 0, "3900": -0.01, "3960": -0.02, "4020": -0.03, "4080": -0.04, "4140": -0.05, "4200": -0.06, "4260": -0.07, "4320": -0.08, "4380": -0.09 } stoploss = -0.10 #-0.10 trailing_stop = True trailing_stop_positive = 0.01 trailing_stop_positive_offset = 0.03 trailing_only_offset_is_reached = False process_only_new_candles = True startup_candle_count: int = 20 #30 timeframe = '30m' use_sell_signal = True sell_profit_only = True ignore_roi_if_buy_signal = True sell_rsi = DecimalParameter(60, 100, default=73.9) sell_williams = DecimalParameter(-30, 0, default=-20) custom_info_trail_sell = dict() trailing_sell_order_enabled = True trailing_expire_seconds = 1800/5 #NOTE 1m timeframe trailing_sell_uptrend_enabled = True trailing_expire_seconds_uptrend = 90 min_uptrend_trailing_profit = 0.02 debug_mode = True trailing_sell_max_stop = 0.02 # stop trailing sell if current_price < starting_price * (1+trailing_buy_max_stop) trailing_sell_max_sell = 0.000 # sell if price between downlimit (=max of serie (current_price * (1 + trailing_sell_offset())) and (start_price * 1+trailing_sell_max_sell)) abort_trailing_when_sell_signal_triggered = True init_trailing_sell_dict = { 'trailing_sell_order_started': False, 'trailing_sell_order_downlimit': 0, 'start_trailing_sell_price': 0, 'sell_tag': None, 'start_trailing_time': None, 'offset': 0, 'allow_sell_trailing': False, } order_types = { 'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } order_time_in_force = { 'buy': 'gtc', 'sell': 'gtc' } @property def plot_config(self): return { "main_plot": { "bb.lower": { "color": "#9c6edc", "type": "line" }, "bb.upper": { "color": "#9c6edc", "type": "line" }, "vwma": { "color": "#4f9f02", "type": "line" } }, "subplots": { "obv": { "OBV": { "color": "#1b61ab", "type": "line" }, "OBVSlope": { "color": "#f18b7a", "type": "line" } }, "vpci": { "vpci": { "color": "#d59a7a", "type": "line" } }, "macd": { "macd": { "color": "#1c3d6a", "type": "line" }, "macdsignal": { "color": "#873480", "type": "line" }, "macdhist": { "color": "#478a87", "type": "bar" } }, "wiliams": { "williamspercent": { "color": "#10f551", "type": "line" } }, "stoch + rsi": { "rsi": { "color": "#d7affd", "type": "line" }, "slowd": { "color": "#d7cc5c", "type": "line" }, "fastk": { "color": "#186f86", "type": "line" } }, "adx": { "adx": { "color": "#c392cd", "type": "line" }, "plus.di": { "color": "#bcd6c5", "type": "line" }, "minus.di": { "color": "#eb044c", "type": "line" } } } } def informative_pairs(self): """ Define additional, informative pair/interval combinations to be cached from the exchange. These pair/interval combinations are non-tradeable, unless they are part of the whitelist as well. For more information, please consult the documentation :return: List of tuples in the format (pair, interval) Sample: return [("ETH/USDT", "5m"), ("BTC/USDT", "15m"), ] """ pairs = self.dp.current_whitelist() informative_pairs = [(pair, self.timeframe) for pair in pairs] return informative_pairs def trailing_sell(self, pair, reinit=False): if not pair in self.custom_info_trail_sell: self.custom_info_trail_sell[pair] = dict() if (reinit or not 'trailing_sell' in self.custom_info_trail_sell[pair]): self.custom_info_trail_sell[pair]['trailing_sell'] = self.init_trailing_sell_dict.copy() return self.custom_info_trail_sell[pair]['trailing_sell'] def trailing_sell_info(self, pair: str, current_price: float): current_time = datetime.now(timezone.utc) if not self.debug_mode: return trailing_sell = self.trailing_sell(pair) duration = 0 try: duration = (current_time - trailing_sell['start_trailing_time']) except TypeError: duration = 0 finally: self.logger.info("'\033[36m'SELL: " f"pair: {pair} : " f"start: {trailing_sell['start_trailing_sell_price']:.4f}, " f"duration: {duration}, " f"current: {current_price:.4f}, " f"downlimit: {trailing_sell['trailing_sell_order_downlimit']:.4f}, " f"profit: {self.current_trailing_sell_profit_ratio(pair, current_price)*100:.2f}%, " f"offset: {trailing_sell['offset']}") def current_trailing_sell_profit_ratio(self, pair: str, current_price: float) -> float: trailing_sell = self.trailing_sell(pair) if trailing_sell['trailing_sell_order_started']: return (current_price - trailing_sell['start_trailing_sell_price'])/ trailing_sell['start_trailing_sell_price'] else: return 0 def trailing_sell_offset(self, dataframe, pair: str, current_price: float): current_trailing_sell_profit_ratio = self.current_trailing_sell_profit_ratio(pair, current_price) last_candle = dataframe.iloc[-1] adapt = (last_candle['perc_norm']).round(5) default_offset = 0.003 * (1 + adapt) #NOTE: default_offset 0.003 <--> 0.006 trailing_sell = self.trailing_sell(pair) if not trailing_sell['trailing_sell_order_started']: return default_offset last_candle = dataframe.iloc[-1] current_time = datetime.now(timezone.utc) trailing_duration = current_time - trailing_sell['start_trailing_time'] if trailing_duration.total_seconds() > self.trailing_expire_seconds: if ((current_trailing_sell_profit_ratio > 0) and (last_candle['sell'] != 0)): return 'forcesell' else: return None elif (self.trailing_sell_uptrend_enabled and (trailing_duration.total_seconds() < self.trailing_expire_seconds_uptrend) and (current_trailing_sell_profit_ratio < (-1 * self.min_uptrend_trailing_profit))): return 'forcesell' if current_trailing_sell_profit_ratio > 0: return default_offset trailing_sell_offset = { 0.1: default_offset, } for key in trailing_sell_offset: if current_trailing_sell_profit_ratio < key: return trailing_sell_offset[key] return default_offset def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if self.dp: if self.dp.runmode.value in ('live', 'dry_run'): ob = self.dp.orderbook(metadata['pair'], 1) dataframe['best_bid'] = ob['bids'][0][0] dataframe['best_ask'] = ob['asks'][0][0] bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bb.lower'] = bollinger['lower'] dataframe['bb.middle'] = bollinger['mid'] dataframe['bb.upper'] = bollinger['upper'] dataframe['OBV'] = ta.OBV(dataframe) dataframe['OBVSlope'] = pta.momentum.slope(dataframe['OBV']) dataframe['vpci'] = indicators.vpci(dataframe, period_long=14) dataframe['williamspercent'] = indicators.williams_percent(dataframe) dataframe['adx'] = ta.ADX(dataframe) dataframe['plus.di'] = ta.PLUS_DI(dataframe) dataframe['minus.di'] = ta.MINUS_DI(dataframe) dataframe['rsi'] = ta.RSI(dataframe) macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] stoch_fast = ta.STOCHF(dataframe) dataframe['fastd'] = stoch_fast['fastd'] dataframe['fastk'] = stoch_fast['fastk'] stoch_slow = ta.STOCH(dataframe) dataframe['slowd'] = stoch_slow['slowd'] dataframe['slowk'] = stoch_slow['slowk'] dataframe['perc'] = ((dataframe['high'] - dataframe['low']) / dataframe['low']*100) dataframe['avg3_perc'] = ta.EMA(dataframe['perc'], 3) dataframe['perc_norm'] = (dataframe['perc'] - dataframe['perc'].rolling(50).min())/(dataframe['perc'].rolling(50).max()-dataframe['perc'].rolling(50).min()) self.trailing_sell(metadata['pair']) return dataframe def do_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bb.lower'] = bollinger['lower'] dataframe['bb.middle'] = bollinger['mid'] dataframe['bb.upper'] = bollinger['upper'] dataframe['OBV'] = ta.OBV(dataframe) dataframe['OBVSlope'] = pta.momentum.slope(dataframe['OBV']) dataframe['vpci'] = indicators.vpci(dataframe, period_long=14) dataframe['williamspercent'] = indicators.williams_percent(dataframe) dataframe['adx'] = ta.ADX(dataframe) dataframe['plus.di'] = ta.PLUS_DI(dataframe) dataframe['minus.di'] = ta.MINUS_DI(dataframe) dataframe['rsi'] = ta.RSI(dataframe) macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] stoch_fast = ta.STOCHF(dataframe) dataframe['fastd'] = stoch_fast['fastd'] dataframe['fastk'] = stoch_fast['fastk'] stoch_slow = ta.STOCH(dataframe) dataframe['slowd'] = stoch_slow['slowd'] dataframe['slowk'] = stoch_slow['slowk'] dataframe['perc'] = ((dataframe['high'] - dataframe['low']) / dataframe['low']*100) dataframe['avg3_perc'] = ta.EMA(dataframe['perc'], 3) dataframe['perc_norm'] = (dataframe['perc'] - dataframe['perc'].rolling(50).min())/(dataframe['perc'].rolling(50).max()-dataframe['perc'].rolling(50).min()) self.trailing_sell(metadata['pair']) return dataframe def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool: val = super().confirm_trade_exit(pair, trade, order_type, amount, rate, time_in_force, sell_reason, **kwargs) if val: if self.trailing_sell_order_enabled and self.config['runmode'].value in ('live', 'dry_run'): val = False dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) if(len(dataframe) >= 1): last_candle = dataframe.iloc[-1].squeeze() current_price = rate trailing_sell= self.trailing_sell(pair) trailing_sell_offset = self.trailing_sell_offset(dataframe, pair, current_price) if trailing_sell['allow_sell_trailing']: if (not trailing_sell['trailing_sell_order_started'] and (last_candle['sell'] != 0)): trailing_sell['trailing_sell_order_started'] = True trailing_sell['trailing_sell_order_downlimit'] = last_candle['close'] trailing_sell['start_trailing_sell_price'] = last_candle['close'] trailing_sell['sell_tag'] = last_candle['sell_tag'] trailing_sell['start_trailing_time'] = datetime.now(timezone.utc) trailing_sell['offset'] = 0 self.trailing_sell_info(pair, current_price) self.logger.info(f'start trailing sell for {pair} at {last_candle["close"]}') elif trailing_sell['trailing_sell_order_started']: if trailing_sell_offset == 'forcesell': val = True ratio = "%.2f" % ((self.current_trailing_sell_profit_ratio(pair, current_price)) * 100) self.trailing_sell_info(pair, current_price) self.logger.info(f"FORCESELL for {pair} ({ratio} %, {current_price})") elif trailing_sell_offset is None: self.trailing_sell(pair, reinit=True) self.logger.info(f'STOP trailing sell for {pair} because "trailing sell offset" returned None') elif current_price > trailing_sell['trailing_sell_order_downlimit']: old_downlimit = trailing_sell["trailing_sell_order_downlimit"] self.custom_info_trail_sell[pair]['trailing_sell']['trailing_sell_order_downlimit'] = max(current_price * (1 - trailing_sell_offset), self.custom_info_trail_sell[pair]['trailing_sell']['trailing_sell_order_downlimit']) self.custom_info_trail_sell[pair]['trailing_sell']['offset'] = trailing_sell_offset self.trailing_sell_info(pair, current_price) self.logger.info(f'update trailing sell for {pair} at {old_downlimit} -> {self.custom_info_trail_sell[pair]["trailing_sell"]["trailing_sell_order_downlimit"]}') elif current_price > (trailing_sell['start_trailing_sell_price'] * (1 - self.trailing_sell_max_sell)): val = True ratio = "%.2f" % ((self.current_trailing_sell_profit_ratio(pair, current_price)) * 100) self.trailing_sell_info(pair, current_price) self.logger.info(f"current price ({current_price}) < downlimit ({trailing_sell['trailing_sell_order_downlimit']}) but higher than starting price ({(trailing_sell['start_trailing_sell_price'] * (1 + self.trailing_sell_max_sell))}). OK for {pair} ({ratio} %)") elif current_price < (trailing_sell['start_trailing_sell_price'] * (1 - self.trailing_sell_max_stop)): val = True self.trailing_sell_info(pair, current_price) self.logger.info(f'STOP trailing sell for {pair} because of the price is much lower than starting price * {1 + self.trailing_sell_max_stop}') else: self.trailing_sell_info(pair, current_price) self.logger.info(f'price too low for {pair} !') else: self.logger.info(f"Wait for next sell signal for {pair}") if (val == True): self.trailing_sell_info(pair, rate) self.trailing_sell(pair, reinit=True) self.logger.info(f'STOP trailing sell for {pair} because I SOLD it') if sell_reason != 'sell_signal': val = True return val def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['volume'] > 0) & (dataframe['OBVSlope'] > 0) & (qtpylib.crossed_above(dataframe['close'], dataframe['bb.lower'])) ),'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['volume'] > 0) & (qtpylib.crossed_above(dataframe['close'], dataframe['bb.upper'])) & (dataframe['vpci'] > 0) & (dataframe['williamspercent'] > self.sell_williams.value) & (dataframe['rsi'] > self.sell_rsi.value) ), 'sell'] = 1 if self.trailing_sell_order_enabled and self.config['runmode'].value in ('live', 'dry_run'): last_candle = dataframe.iloc[-1].squeeze() trailing_sell = self.trailing_sell(metadata['pair']) if (last_candle['sell'] != 0): if not trailing_sell['trailing_sell_order_started']: open_trades = Trade.get_trades([Trade.pair == metadata['pair'], Trade.is_open.is_(True), ]).all() if open_trades: self.logger.info(f"Set 'allow_SELL_trailing' to True for {metadata['pair']} to start *SELL* trailing") trailing_sell['allow_sell_trailing'] = True initial_sell_tag = last_candle['sell_tag'] if 'sell_tag' in last_candle else 'sell signal' dataframe.loc[:, 'sell_tag'] = f"{initial_sell_tag} (start trail price {last_candle['close']})" else: if (trailing_sell['trailing_sell_order_started'] == True): self.logger.info(f"Continue trailing for {metadata['pair']}. Manually trigger sell signal!") dataframe.loc[:,'sell'] = 1 dataframe.loc[:, 'sell_tag'] = trailing_sell['sell_tag'] return dataframe