# source: https://raw.githubusercontent.com/songjonghyun11/freqtrade-custom/709aada59f04b57e51f8ef95b4598c4c098d2dc5/user_data/strategies/HybridAlligatorATRRelaxedStrategy.py import numpy as np import pandas as pd from pandas import DataFrame import talib.abstract as ta from freqtrade.strategy import IStrategy from freqtrade.strategy.parameters import RealParameter, IntParameter, DecimalParameter from freqtrade.strategy import IntParameter from freqtrade.persistence import Trade from entry_signals.rsi_momentum import RSIMomentumSignal from entry_signals.supertrend import SupertrendSignal from entry_signals.ema_crossover import EMACrossoverSignal from entry_signals.alligator_atr import AlligatorATRSignal from entry_signals.donchian import DonchianBreakoutSignal from entry_signals.trend_volume import TrendVolumeSignal from entry_signals.vw_macd import VWMacdSignal from entry_signals.vwap_reversion import VWAPReversionSignal from exit_signals.ema_cross_exit import EMACrossExit from risk.dynamic_stoploss import DynamicStoploss from datetime import datetime from typing import Optional class Github_songjonghyun11_freqtrade_custom__HybridAlligatorATRRelaxedStrategy__20250625_131620(IStrategy): INTERFACE_VERSION = 3 timeframe = '5m' can_short = False process_only_new_candles = True startup_candle_count = 50 use_custom_stoploss = True use_exit_signal = True ignore_roi_if_entry_signal = False # ▼ 글로벌 파라미터 minimal_roi = { "0": 0.176, "34": 0.07, "86": 0.035, "175": 0 } stoploss = -0.335 # 청산 신호용 하이퍼옵트 파라미터 선언 exit_fast_ema = IntParameter(5, 30, default=16, space="sell") # 16 exit_slow_ema = IntParameter(10, 50, default=18, space="sell") # 18 sl_atr_multiplier = RealParameter(1.0, 3.5, default=1.64535, space="sell") # 1.64535 # 진입 신호용 파라미터 supertrend_atr_period = IntParameter(7, 30, default=21, space="buy") # 21 supertrend_atr_multiplier = RealParameter(1.0, 6.0, default=2.51422, space="buy") # 2.51422 atr_period = IntParameter(7, 21, default=14, space="buy") # 14 donchian_period = IntParameter(10, 40, default=21, space="buy") # 21 ema_fast_period = IntParameter(7, 50, default=17, space="buy") # 17 ema_slow_period = IntParameter(20, 120, default=107, space="buy") # 107 high_lookback = IntParameter(2, 6, default=5, space="buy") # 5 vol_multiplier = RealParameter(0.5, 3.5, default=3.16864, space="buy") # 3.16864 volat_threshold = RealParameter(0.001, 0.05, default=0.03661, space="buy") # 0.03661 rsi_period = IntParameter(8, 20, default=18, space="buy") # 18 rsi_threshold = IntParameter(40, 70, default=50, space="buy") # 50 trend_ema_fast_period = IntParameter(7, 30, default=17, space="buy") # 17 trend_ema_slow_period = IntParameter(20, 100, default=22, space="buy") # 22 trend_vol_ma_period = IntParameter(10, 60, default=50, space="buy") # 50 vwmacd_fastperiod = IntParameter(7, 20, default=18, space="buy") # 18 vwmacd_slowperiod = IntParameter(20, 50, default=24, space="buy") # 24 vwmacd_signalperiod = IntParameter(5, 30, default=6, space="buy") # 6 vwmacd_vwap_period = IntParameter(10, 40, default=27, space="buy") # 27 vwaprev_period = IntParameter(10, 50, default=23, space="buy") # 23 vwaprev_threshold = RealParameter(0.97, 1.0, default=0.97078, space="buy") # 0.97078 def __init__(self, config: dict) -> None: super().__init__(config) self.entry_signals = [ AlligatorATRSignal(), DonchianBreakoutSignal(), EMACrossoverSignal(), SupertrendSignal(), RSIMomentumSignal(), TrendVolumeSignal(), VWMacdSignal(), VWAPReversionSignal() ] self.exit_signals = [EMACrossExit()] self.risk_module = DynamicStoploss() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: hl2 = (dataframe["high"] + dataframe["low"]) / 2 dataframe['jaw'] = pd.Series(ta.EMA(hl2, timeperiod=13), index=dataframe.index).shift(8) dataframe['teeth'] = pd.Series(ta.EMA(hl2, timeperiod=8), index=dataframe.index).shift(5) dataframe['lips'] = pd.Series(ta.EMA(hl2, timeperiod=5), index=dataframe.index).shift(3) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: pair = metadata['pair'] param_sets = [ { # AlligatorATRSignal 'atr_period': self.atr_period.value, 'high_lookback': self.high_lookback.value, 'volat_threshold': self.volat_threshold.value, 'vol_multiplier': self.vol_multiplier.value }, { # DonchianBreakoutSignal 'donchian_period': self.donchian_period.value }, { # EMACrossoverSignal 'ema_fast_period': self.ema_fast_period.value, 'ema_slow_period': self.ema_slow_period.value }, { # SupertrendSignal (하이퍼옵스 연동) 'atr_period': self.supertrend_atr_period.value, 'atr_multiplier': self.supertrend_atr_multiplier.value }, { # SupertrendSignal (하이퍼옵스 연동) 'rsi_period': self.rsi_period.value, 'rsi_threshold': self.rsi_threshold.value }, { #trend_volumesignal 'ema_fast_period': self.trend_ema_fast_period.value, 'ema_slow_period': self.trend_ema_slow_period.value, 'vol_ma_period': self.trend_vol_ma_period.value }, { #VWMacdSignal "fastperiod": self.vwmacd_fastperiod.value, "slowperiod": self.vwmacd_slowperiod.value, "signalperiod": self.vwmacd_signalperiod.value, "vwap_period": self.vwmacd_vwap_period.value }, { #VWAPReversionSignal "vwap_period": self.vwaprev_period.value, "threshold": self.vwaprev_threshold.value } ] for i, sig in enumerate(self.entry_signals): entry_cond = sig.generate(dataframe, pair, param_sets[i]) dataframe.loc[entry_cond, 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: param_sets = [{ 'exit_fast_ema': self.exit_fast_ema.value, 'exit_slow_ema': self.exit_slow_ema.value }] for i, sig in enumerate(self.exit_signals): exit_cond = sig.generate(dataframe, metadata['pair'], param_sets[i]) dataframe.loc[exit_cond, 'exit_long'] = 1 return dataframe def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> Optional[float]: return self.risk_module.adjust_stoploss(pair, trade, current_time, current_rate, current_profit, **kwargs) def _get_signal_param_sets(self, signals): if hasattr(self, 'ft_params') and isinstance(self.ft_params, dict): return [ {k: v for k, v in self.ft_params.items() if k.startswith(sig.__class__.__name__[:6].lower())} for sig in signals ] return [{} for _ in signals]