# source: https://raw.githubusercontent.com/vaskosmihaylov/nfi-custom-strategies/92cfbb2ffc5a98e2d5b4276531fbf4a349e160f6/user_data/strategies/El/EI4_t4c0s_V2_2.py # --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from typing import Dict, List from functools import reduce from typing import Optional from pandas import DataFrame # -------------------------------- import talib.abstract as ta import numpy as np import freqtrade.vendor.qtpylib.indicators as qtpylib import datetime from technical.util import resample_to_interval, resampled_merge from datetime import datetime, timedelta from freqtrade.persistence import Trade from freqtrade.strategy import stoploss_from_open, merge_informative_pair, DecimalParameter, IntParameter, CategoricalParameter import technical.indicators as ftt import math import logging logger = logging.getLogger(__name__) # @Rallipanos # changes by IcHiAT def EWO(dataframe, ema_length=5, ema2_length=3): df = dataframe.copy() ema1 = ta.EMA(df, timeperiod=ema_length) ema2 = ta.EMA(df, timeperiod=ema2_length) emadif = (ema1 - ema2) / df['close'] * 100 return emadif class Github_vaskosmihaylov_nfi_custom_strategies__EI4_t4c0s_V2_2__20260127_103831(IStrategy): INTERFACE_VERSION = 3 # ROI table: # minimal_roi = { # "0": 0.08, # "20": 0.04, # "40": 0.032, # "87": 0.016, # "201": 0 # } # Buy hyperspace params: buy_params = { "base_nb_candles_buy": 12, "rsi_buy": 58, "ewo_high": 3.001, "ewo_low": -10.289, "low_offset": 0.987, "lambo2_ema_14_factor": 0.981, "lambo2_enabled": True, "lambo2_rsi_14_limit": 39, "lambo2_rsi_4_limit": 44, "buy_adx": 20, "buy_fastd": 20, "buy_fastk": 22, "buy_ema_cofi": 0.98, "buy_ewo_high": 4.179 } # Sell hyperspace params: sell_params = { "base_nb_candles_sell": 22, "high_offset": 1.014, "high_offset_2": 1.01 } @property def protections(self): return [ { "method": "CooldownPeriod", "stop_duration_candles": 5 }, { "method": "MaxDrawdown", "lookback_period_candles": 48, "trade_limit": 20, "stop_duration_candles": 4, "max_allowed_drawdown": 0.2 }, { "method": "StoplossGuard", "lookback_period_candles": 24, "trade_limit": 4, "stop_duration_candles": 2, "only_per_pair": False }, { "method": "LowProfitPairs", "lookback_period_candles": 6, "trade_limit": 2, "stop_duration_candles": 60, "required_profit": 0.02 }, { "method": "LowProfitPairs", "lookback_period_candles": 24, "trade_limit": 4, "stop_duration_candles": 2, "required_profit": 0.01 } ] # ROI table: minimal_roi = { "0": 0.99, } # Stoploss: stoploss = -0.99 sl1 = DecimalParameter(-0.013, -0.005, default=-0.013, space='sell', optimize=True) # SMAOffset base_nb_candles_buy = IntParameter(8, 30, default=buy_params['base_nb_candles_buy'], space='buy', optimize=False) base_nb_candles_sell = IntParameter(8, 30, default=sell_params['base_nb_candles_sell'], space='sell', optimize=False) low_offset = DecimalParameter(0.985, 0.995, default=buy_params['low_offset'], space='buy', optimize=True) high_offset = DecimalParameter(1.005, 1.015, default=sell_params['high_offset'], space='sell', optimize=True) high_offset_2 = DecimalParameter(1.010, 1.020, default=sell_params['high_offset_2'], space='sell', optimize=True) # lambo2 lambo2_ema_14_factor = DecimalParameter(0.975, 0.995, decimals=3, default=buy_params['lambo2_ema_14_factor'], space='buy', optimize=True) lambo2_rsi_4_limit = IntParameter(30, 60, default=buy_params['lambo2_rsi_4_limit'], space='buy', optimize=True) lambo2_rsi_14_limit = IntParameter(30, 55, default=buy_params['lambo2_rsi_14_limit'], space='buy', optimize=True) # Protection fast_ewo = 50 slow_ewo = 200 rsi_buy = IntParameter(35, 60, default=buy_params['rsi_buy'], space='buy', optimize=True) move = IntParameter(35, 60, default=48, space='buy', optimize=True) mms = IntParameter(6, 20, default=12, space='buy', optimize=True) mml = IntParameter(300, 400, default=360, space='buy', optimize=True) #cofi is_optimize_cofi = False buy_ema_cofi = DecimalParameter(0.96, 0.98, default=0.97 , optimize = is_optimize_cofi) buy_fastk = IntParameter(20, 30, default=20, optimize = is_optimize_cofi) buy_fastd = IntParameter(20, 30, default=20, optimize = is_optimize_cofi) buy_adx = IntParameter(20, 30, default=30, optimize = is_optimize_cofi) buy_ewo_high = DecimalParameter(2, 12, default=3.553, optimize = is_optimize_cofi) increment = DecimalParameter(low=1.0005, high=1.001, default=1.0007, decimals=4 ,space='buy', optimize=True, load=True) use_custom_stoploss = True process_only_new_candles = True # Custom Entry last_entry_price = None # Unclog unclog_days = IntParameter(1, 5, default=4, space='sell', optimize=True) unclog = DecimalParameter(0.01, 0.08, default=0.04, decimals=2, space='sell', optimize=True) # Phase 1: ATR-Based Dynamic Stop Loss atr_stop_multiplier = DecimalParameter(1.5, 3.0, default=2.0, space='sell', optimize=True) max_atr_stop = DecimalParameter(-0.20, -0.10, default=-0.15, space='sell', optimize=False) min_atr_stop = DecimalParameter(-0.05, -0.02, default=-0.03, space='sell', optimize=False) # Phase 2: Reversal Detection reversal_rsi_threshold = IntParameter(30, 45, default=40, space='sell', optimize=True) reversal_loss_threshold = DecimalParameter(-0.05, -0.01, default=-0.02, space='sell', optimize=True) ### Trailing Stop ### def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float: """ Custom stoploss with 2-layer protection: Layer 1 (NEW): ATR-based dynamic stop for LOSING trades Layer 2 (EXISTING): Moon mode trailing for PROFITABLE trades Args: pair: Trading pair trade: Trade object current_time: Current timestamp current_rate: Current price current_profit: Current profit ratio **kwargs: Additional arguments Returns: float: Stoploss percentage (negative value) """ dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe) current_candle = dataframe.iloc[-1].squeeze() # PHASE 1: ATR-Based Dynamic Stop Loss (for losing trades) # Prevents liquidations by using volatility-adjusted stops if current_profit < 0: # Calculate ATR-based stop: 2x ATR as percentage atr_stop = -1 * self.atr_stop_multiplier.value * current_candle['atr_pcnt'] # Clamp between bounds to prevent too tight or too loose stops # max_atr_stop = -0.15 (maximum loss allowed) # min_atr_stop = -0.03 (minimum protection) atr_stop = max(atr_stop, self.max_atr_stop.value) atr_stop = min(atr_stop, self.min_atr_stop.value) # Return ATR-based stop for losing trades # This prevents trades from reaching -50%+ losses return atr_stop # PHASE 2: Moon Mode Trailing Stop (for profitable trades) # Existing logic - only activates when trade is already profitable SLT1 = current_candle['move_mean'] SL1 = self.sl1.value SLT2 = current_candle['move_mean_x'] SL2 = current_candle['move_mean_x'] - current_candle['move_mean'] display_profit = current_profit * 100 slt1 = SLT1 * 100 sl1 = SL1 * 100 slt2 = SLT2 * 100 sl2 = SL2 * 100 if current_candle['max_l'] > .003: #ignore stoploss if setting new highs if SLT2 is not None and current_profit > SLT2: self.dp.send_msg(f'*** {pair} *** Profit {display_profit:.2f}% - {slt2:.2f}/{sl2:.2f} activated') logger.info(f'*** {pair} *** Profit {display_profit:.2f}% - {slt2:.2f}/{sl2:.2f} activated') return SL2 if SLT1 is not None and current_profit > SLT1: self.dp.send_msg(f'*** {pair} *** Profit {display_profit:.2f} - {SLT1:.2f}/{SL1:.2f} activated') logger.info(f'*** {pair} *** Profit {display_profit:.2f}% - {slt1:.2f}/{sl1:.2f} activated') return SL1 else: if SLT1 is not None and current_profit > SL1: self.dp.send_msg(f'*** {pair} *** Profit {display_profit:.2f}% - {slt1:.2f}/{sl1:.2f} activated') logger.info(f'*** {pair} *** Profit {display_profit:.2f}% - {slt1:.2f}/{sl1:.2f} activated') return SL1 # Safe stoploss instead of moon mode return self.stoploss 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, last_updated = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe) entry_price = (dataframe['close'].iat[-1] + dataframe['open'].iat[-1] + proposed_rate + proposed_rate) / 4 logger.info(f"{pair} Using Entry Price: {entry_price} | close: {dataframe['close'].iat[-1]} open: {dataframe['open'].iat[-1]} proposed_rate: {proposed_rate}") # Check if there is a stored last entry price and if it matches the proposed entry price if self.last_entry_price is not None and abs(entry_price - self.last_entry_price) < 0.0001: # Tolerance for floating-point comparison entry_price *= self.increment.value # Increment by 0.2% logger.info(f"{pair} Incremented entry price: {entry_price} based on previous entry price : {self.last_entry_price}.") # Update the last entry price self.last_entry_price = entry_price return entry_price 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: dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) last_candle = dataframe.iloc[-1].squeeze() if exit_reason == 'roi' and (last_candle['max_l'] < 0.003): return False # Handle freak events if exit_reason == 'Down Trend Soon' and trade.calc_profit_ratio(rate) < 0.003: logger.info(f"{trade.pair} Waiting for Profit") self.dp.send_msg(f'{trade.pair} Waiting for Profit') return False if exit_reason == 'roi' and trade.calc_profit_ratio(rate) < 0.003: logger.info(f"{trade.pair} ROI is below 0") self.dp.send_msg(f'{trade.pair} ROI is below 0') return False if exit_reason == 'partial_exit' and trade.calc_profit_ratio(rate) < 0: logger.info(f"{trade.pair} partial exit is below 0") self.dp.send_msg(f'{trade.pair} partial exit is below 0') return False if exit_reason == 'trailing_stop_loss' and trade.calc_profit_ratio(rate) < 0: logger.info(f"{trade.pair} trailing stop price is below 0") self.dp.send_msg(f'{trade.pair} trailing stop price is below 0') return False return True def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float, current_profit: float, **kwargs): """ Custom exit logic with indicator-based reversal detection. Exit reasons: 1. Reversal detection (NEW): Exit losing trades when indicators signal trend reversal 2. Unclog (EXISTING): Time-based exit for stuck losing trades Args: pair: Trading pair trade: Trade object current_time: Current timestamp current_rate: Current rate current_profit: Current profit **kwargs: Additional arguments Returns: str: Exit reason or None """ # Get current candle data dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe) current_candle = dataframe.iloc[-1].squeeze() # PHASE 2: Indicator Reversal Detection (for losing trades) # Exit early when multiple indicators signal trend reversal if current_profit < self.reversal_loss_threshold.value: # 1. RSI Reversal: RSI drops below threshold = weakening momentum if current_candle['rsi'] < self.reversal_rsi_threshold.value: logger.info(f"*** {pair} *** Reversal: RSI {current_candle['rsi']:.2f} < {self.reversal_rsi_threshold.value} at {current_profit*100:.2f}% loss") return 'reversal_rsi' # 2. EWO Reversal: EWO crosses below mean = momentum weakening if current_candle['EWO'] < current_candle['EWO_MEAN_DN']: logger.info(f"*** {pair} *** Reversal: EWO {current_candle['EWO']:.2f} < mean {current_candle['EWO_MEAN_DN']:.2f} at {current_profit*100:.2f}% loss") return 'reversal_ewo' # 3. HMA Breakdown: Price breaks below Hull MA = trend change if current_candle['close'] < current_candle['hma_50']: logger.info(f"*** {pair} *** Reversal: Price {current_candle['close']:.6f} < HMA50 {current_candle['hma_50']:.6f} at {current_profit*100:.2f}% loss") return 'reversal_hma' # EXISTING: Time-based unclog for stuck losing trades if current_profit < -self.unclog.value and (current_time - trade.open_date_utc).days >= self.unclog_days.value: logger.info(f"*** {pair} *** Unclog: {current_profit*100:.2f}% loss after {(current_time - trade.open_date_utc).days} days") return 'unclog' return None def leverage(self, pair: str, current_time: datetime, current_rate: float, proposed_leverage: float, max_leverage: float, side: str, **kwargs) -> float: """ Fixed 3x leverage for all long trades. Returns: float: Leverage multiplier (3.0 = 3x) """ return 3.0 # Sell signal use_exit_signal = True exit_profit_only = True exit_profit_offset = 0.01 ignore_roi_if_entry_signal = False ## Optional order time in force. order_time_in_force = { 'entry': 'gtc', 'exit': 'gtc' } # Optimal timeframe for the strategy timeframe = '5m' position_adjustment_enable = False process_only_new_candles = True startup_candle_count = 400 plot_config = { 'main_plot': { 'ma_buy': {'color': 'orange'}, 'ma_sell': {'color': 'orange'}, }, } def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Calculate all ma_buy values for val in self.base_nb_candles_buy.range: dataframe[f'ma_buy_{val}'] = ta.EMA(dataframe, timeperiod=val) # Calculate all ma_sell values for val in self.base_nb_candles_sell.range: dataframe[f'ma_sell_{val}'] = ta.EMA(dataframe, timeperiod=val) dataframe['ma_lo'] = dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * (self.low_offset.value) dataframe['ma_hi'] = dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * (self.high_offset.value) dataframe['ma_hi_2'] = dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * (self.high_offset_2.value) dataframe['hma_50'] = qtpylib.hull_moving_average(dataframe['close'], window=50) # HMA-BUY SQUEEZE dataframe['HMA_SQZ'] = (((dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] - dataframe['hma_50']) / dataframe[f'ma_buy_{self.base_nb_candles_buy.value}']) * 100) dataframe['zero'] = 0 # Elliot dataframe['EWO'] = EWO(dataframe, self.fast_ewo, self.slow_ewo) dataframe.loc[dataframe['EWO'] > 0, "EWO_UP"] = dataframe['EWO'] dataframe.loc[dataframe['EWO'] < 0, "EWO_DN"] = dataframe['EWO'] dataframe['EWO_UP'].ffill() dataframe['EWO_DN'].ffill() dataframe['EWO_MEAN_UP'] = dataframe['EWO_UP'].mean() dataframe['EWO_MEAN_DN'] = dataframe['EWO_DN'].mean() dataframe['EWO_UP_FIB'] = dataframe['EWO_MEAN_UP'] * 1.618 dataframe['EWO_DN_FIB'] = dataframe['EWO_MEAN_DN'] * 1.618 # RSI dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) dataframe['rsi_fast'] = ta.RSI(dataframe, timeperiod=4) dataframe['rsi_slow'] = ta.RSI(dataframe, timeperiod=20) #lambo2 dataframe['ema_14'] = ta.EMA(dataframe, timeperiod=14) dataframe['rsi_4'] = ta.RSI(dataframe, timeperiod=4) dataframe['rsi_14'] = ta.RSI(dataframe, timeperiod=14) # # Pump strength # dataframe['zema_30'] = ftt.dema(dataframe, period=30) # dataframe['zema_200'] = ftt.dema(dataframe, period=200) # dataframe['pump_strength'] = (dataframe['zema_30'] - dataframe['zema_200']) / dataframe['zema_30'] # Cofi stoch_fast = ta.STOCHF(dataframe, 5, 3, 0, 3, 0) dataframe['fastd'] = stoch_fast['fastd'] dataframe['fastk'] = stoch_fast['fastk'] dataframe['adx'] = ta.ADX(dataframe) dataframe['ema_8'] = ta.EMA(dataframe, timeperiod=8) dataframe['OHLC4'] = (dataframe['open'] + dataframe['high'] + dataframe['low'] + dataframe['close']) / 4 # Check how far we are from min and max dataframe['max'] = dataframe['OHLC4'].rolling(self.mms.value).max() / dataframe['OHLC4'] - 1 dataframe['min'] = abs(dataframe['OHLC4'].rolling(self.mms.value).min() / dataframe['OHLC4'] - 1) dataframe['max_l'] = dataframe['OHLC4'].rolling(self.mml.value).max() / dataframe['OHLC4'] - 1 dataframe['min_l'] = abs(dataframe['OHLC4'].rolling(self.mml.value).min() / dataframe['OHLC4'] - 1) # Apply rolling window operation to the 'OHLC4'column rolling_window = dataframe['OHLC4'].rolling(self.move.value) rolling_max = rolling_window.max() rolling_min = rolling_window.min() # Calculate the peak-to-peak value on the resulting rolling window data ptp_value = rolling_window.apply(lambda x: np.ptp(x)) # Assign the calculated peak-to-peak value to the DataFrame column dataframe['move'] = ptp_value / dataframe['OHLC4'] dataframe['move_mean'] = dataframe['move'].mean() dataframe['move_mean_x'] = dataframe['move'].mean() * 1.6 dataframe['exit_mean'] = rolling_min * (1 + dataframe['move_mean']) dataframe['exit_mean_x'] = rolling_min * (1 + dataframe['move_mean_x']) dataframe['enter_mean'] = rolling_max * (1 - dataframe['move_mean']) dataframe['enter_mean_x'] = rolling_max * (1 - dataframe['move_mean_x']) dataframe['atr_pcnt'] = (ta.ATR(dataframe, timeperiod=5) / dataframe['OHLC4']) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: lambo2 = ( (dataframe['close'] < (dataframe['ema_14'] * self.lambo2_ema_14_factor.value)) & (dataframe['rsi_4'] < int(self.lambo2_rsi_4_limit.value)) & (dataframe['rsi_14'] < int(self.lambo2_rsi_14_limit.value)) & (dataframe['atr_pcnt'] > dataframe['min_l']) & (dataframe['volume'] > 0) ) dataframe.loc[lambo2, 'enter_long'] = 1 dataframe.loc[lambo2, 'enter_tag'] = 'lambo ' buy1ewo = ( (dataframe['rsi_fast'] < 35 ) & (dataframe['close'] < dataframe['ma_lo']) & (dataframe['EWO'] > dataframe['EWO_MEAN_UP']) & (dataframe['close'] < dataframe['enter_mean_x']) & (dataframe['close'].shift() < dataframe['enter_mean_x'].shift()) & (dataframe['rsi'] < self.rsi_buy.value) & (dataframe['atr_pcnt'] > dataframe['min']) & (dataframe['volume'] > 0) ) dataframe.loc[buy1ewo, 'enter_long'] = 1 dataframe.loc[buy1ewo, 'enter_tag'] = 'buy1ewo' buy2ewo = ( (dataframe['rsi_fast'] < 35) & (dataframe['close'] < dataframe['ma_lo']) & (dataframe['EWO'] < dataframe['EWO_DN_FIB']) & (dataframe['atr_pcnt'] > dataframe['min']) & (dataframe['volume'] > 0) ) dataframe.loc[buy2ewo, 'enter_long'] = 1 dataframe.loc[buy2ewo, 'enter_tag'] = 'buy2ewo' is_cofi = ( (dataframe['open'] < dataframe['ema_8'] * self.buy_ema_cofi.value) & (qtpylib.crossed_above(dataframe['fastk'], dataframe['fastd'])) & (dataframe['fastk'] < self.buy_fastk.value) & (dataframe['fastd'] < self.buy_fastd.value) & (dataframe['adx'] > self.buy_adx.value) & (dataframe['EWO'] > dataframe['EWO_MEAN_UP']) & (dataframe['atr_pcnt'] > dataframe['min']) & (dataframe['volume'] > 0) ) dataframe.loc[is_cofi, 'enter_long'] = 1 dataframe.loc[is_cofi, 'enter_tag'] = 'cofi' return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: condition5 = ( (dataframe['close'] > dataframe['hma_50']) & (dataframe['close'] > dataframe['ma_hi_2']) & (dataframe['close'] > dataframe['exit_mean_x']) & (dataframe['rsi'] > 50 ) & (dataframe['volume'] > 0 ) & (dataframe['rsi_fast']>dataframe['rsi_slow']) ) dataframe.loc[condition5, 'exit_long'] = 1 dataframe.loc[condition5, 'exit_tag'] = 'Close > Offset Hi 2' condition6 = ( (dataframe['close'] < dataframe['hma_50']) & (dataframe['close'] > dataframe['ma_hi']) & (dataframe['volume'] > 0) & (dataframe['rsi_fast']>dataframe['rsi_slow']) ) dataframe.loc[condition6, 'exit_long'] = 1 dataframe.loc[condition6, 'exit_tag'] = 'Close > Offset Hi 1' return dataframe def pct_change(a, b): return (b - a) / a