# source: https://raw.githubusercontent.com/wangc-joker/ft_userdata/57a83ba5ed7e9777455343725d14dde3e4476d9f/user_data/strategies/DualTrendCompressionRestartShortV1Strategy.py from __future__ import annotations from datetime import timedelta from typing import Optional import numpy as np import pandas as pd from pandas import DataFrame from freqtrade.persistence import Trade from freqtrade.strategy import IStrategy, informative, stoploss_from_absolute class Github_wangc_joker_ft_userdata__DualTrendCompressionRestartShortV1Strategy__20260708_090520(IStrategy): """ Short-only V1 implementation of the dual-trend compression restart idea. This intentionally starts with only the two short signals that looked best in the offline audit: - short_pullback_restart - short_compression_breakdown It does not implement partial take-profit yet. The first goal is to run a clean Freqtrade backtest for entry quality, structural stoploss, and basic stale/trend-flip exits. """ INTERFACE_VERSION = 3 timeframe = "1h" can_short = True process_only_new_candles = True startup_candle_count = 1000 use_exit_signal = True exit_profit_only = False ignore_roi_if_entry_signal = True use_custom_stoploss = True position_adjustment_enable = False max_entry_position_adjustment = 1 minimal_roi = {"0": 0.10} stoploss = -0.06 max_open_trades = 3 trend_ema_fast_4h = 50 trend_ema_slow_4h = 200 trend_slope_lookback_4h = 3 atr_period_1h = 14 volume_ma_window_1h = 20 compression_window = 12 compression_half_window = 6 pretrend_window = 24 compression_atr_multiplier = 3.0 volume_breakout_multiplier = 1.2 breakout_buffer = 0.001 stop_atr_buffer = 0.2 min_stop_distance = 0.005 max_stop_distance = 0.05 pullback_min_depth = 0.008 pullback_max_depth = 0.08 low_zone_buffer = 1.035 candle_body_min = 0.35 short_close_position_max = 0.40 risk_per_trade = 0.0075 max_position_value_pct = 0.35 leverage_value = 1.0 breakeven_profit_threshold = 0.02 breakeven_lock_profit = 0.001 profit_lock_steps: tuple[tuple[float, float], ...] = () partial_profit_steps: tuple[tuple[float, float], ...] = () partial_trail_rules: tuple[tuple[float, float], ...] = () partial_ladder_enabled = False partial_ladder_start_profit = 0.10 partial_ladder_step_profit = 0.10 partial_ladder_fraction = 0.50 partial_ladder_fractions: tuple[float, ...] = () partial_ladder_max_steps = 6 partial_ladder_lock_first = 0.05 partial_ladder_lock_step = 0.005 partial_ladder_lock_max = 0.08 partial_ladder_lock_values: tuple[float, ...] = () partial_ladder_trail_gap_enabled = False partial_ladder_trail_gap_first = 0.05 partial_ladder_trail_gap_step = 0.005 partial_ladder_trail_gap_max = 0.10 pyramiding_enabled = False pyramid_allowed_tags: tuple[str, ...] = () pyramid_profit_threshold = 0.02 pyramid_profit_cap = 0.05 pyramid_stake_fraction = 0.50 pyramid_max_additions = 1 pyramid_use_structural_reinforcement = False pyramid_leg_breakeven_enabled = False pyramid_leg_breakeven_trigger_profit = 0.02 pyramid_require_close_position_max: Optional[float] = None pyramid_require_body_pct_min: Optional[float] = None pyramid_require_ema20_distance_min: Optional[float] = None pyramid_reinforcement_require_volume = True pyramid_reinforcement_profit_floor = 0.008 pyramid_reinforcement_profit_cap = 0.03 use_btc_filter = True enable_short_pullback_restart = True enable_short_compression_breakdown = True trade_pair_allowlist = { "BTC/USDT:USDT", "ETH/USDT:USDT", "BNB/USDT:USDT", "SOL/USDT:USDT", "XRP/USDT:USDT", "DOGE/USDT:USDT", "ADA/USDT:USDT", "LINK/USDT:USDT", "NEAR/USDT:USDT", "SUI/USDT:USDT", "TRX/USDT:USDT", "ZEC/USDT:USDT", "TAO/USDT:USDT", } @property def protections(self): return [ {"method": "CooldownPeriod", "stop_duration_candles": 3}, { "method": "StoplossGuard", "lookback_period_candles": 60, "trade_limit": 2, "stop_duration_candles": 14, "only_per_pair": False, }, { "method": "MaxDrawdown", "lookback_period_candles": 96, "trade_limit": 10, "stop_duration_candles": 24, "max_allowed_drawdown": 0.10, }, ] @staticmethod def _ema(series: pd.Series, period: int) -> pd.Series: return series.ewm(span=period, adjust=False, min_periods=period).mean() @staticmethod def _atr(dataframe: DataFrame, period: int) -> pd.Series: prev_close = dataframe["close"].shift(1) true_range = pd.concat( [ dataframe["high"] - dataframe["low"], (dataframe["high"] - prev_close).abs(), (dataframe["low"] - prev_close).abs(), ], axis=1, ).max(axis=1) return true_range.ewm(alpha=1 / period, adjust=False, min_periods=period).mean() @staticmethod def _merge_btc_context(dataframe: DataFrame, btc_dataframe: DataFrame) -> DataFrame: left = dataframe.sort_values("date") right = btc_dataframe[["date", "trend_up", "trend_down"]].rename( columns={ "trend_up": "btc_trend_up_4h", "trend_down": "btc_trend_down_4h", } ).sort_values("date") return pd.merge_asof(left, right, on="date", direction="backward") def _add_4h_trend(self, dataframe: DataFrame) -> DataFrame: dataframe = dataframe.copy() dataframe["ema50"] = self._ema(dataframe["close"], self.trend_ema_fast_4h) dataframe["ema200"] = self._ema(dataframe["close"], self.trend_ema_slow_4h) dataframe["trend_up"] = ( (dataframe["close"] > dataframe["ema50"]) & (dataframe["ema50"] > dataframe["ema200"]) & (dataframe["ema50"] > dataframe["ema50"].shift(self.trend_slope_lookback_4h)) ) dataframe["trend_down"] = ( (dataframe["close"] < dataframe["ema50"]) & (dataframe["ema50"] < dataframe["ema200"]) & (dataframe["ema50"] < dataframe["ema50"].shift(self.trend_slope_lookback_4h)) ) return dataframe @informative("4h") def populate_indicators_4h(self, dataframe: DataFrame, metadata: dict) -> DataFrame: return self._add_4h_trend(dataframe) def informative_pairs(self): if not self.use_btc_filter: return [] return [("BTC/USDT:USDT", "4h")] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: cw = self.compression_window hw = self.compression_half_window pw = self.pretrend_window dataframe["atr"] = self._atr(dataframe, self.atr_period_1h) dataframe["ema20_1h"] = self._ema(dataframe["close"], 20) dataframe["ema20_1h_prev"] = dataframe["ema20_1h"].shift(3) dataframe["atr_ref"] = dataframe["atr"].shift(1) dataframe["atr_pct"] = dataframe["atr"] / dataframe["close"] dataframe["volume_ma20"] = dataframe["volume"].shift(1).rolling(self.volume_ma_window_1h).mean() dataframe["vol_ok"] = dataframe["volume"] > dataframe["volume_ma20"] * self.volume_breakout_multiplier dataframe["compression_high"] = dataframe["high"].shift(1).rolling(cw).max() dataframe["compression_low"] = dataframe["low"].shift(1).rolling(cw).min() dataframe["compression_width"] = dataframe["compression_high"] - dataframe["compression_low"] dataframe["compression_width_pct"] = dataframe["compression_width"] / dataframe["close"] dataframe["compression_ok"] = dataframe["compression_width"] < dataframe["atr_ref"] * self.compression_atr_multiplier dataframe["breakout_short"] = dataframe["close"] < dataframe["compression_low"] * (1 - self.breakout_buffer) dataframe["high_max_first_half"] = dataframe["high"].shift(hw + 1).rolling(hw).max() dataframe["high_max_last_half"] = dataframe["high"].shift(1).rolling(hw).max() dataframe["close_mean_first_half"] = dataframe["close"].shift(hw + 1).rolling(hw).mean() dataframe["close_mean_last_half"] = dataframe["close"].shift(1).rolling(hw).mean() dataframe["center_down"] = ( (dataframe["high_max_last_half"] < dataframe["high_max_first_half"]) & (dataframe["close_mean_last_half"] < dataframe["close_mean_first_half"]) ) dataframe["return_24h"] = dataframe["close"].shift(1) / dataframe["close"].shift(pw + 1) - 1 dataframe["atr_pct_24h"] = dataframe["atr_pct"].shift(1).rolling(pw).mean() dataframe["pretrend_threshold"] = np.maximum(0.02, 1.5 * dataframe["atr_pct_24h"]) dataframe["pretrend_down"] = dataframe["return_24h"] < -dataframe["pretrend_threshold"] dataframe["recent_low_24"] = dataframe["low"].shift(1).rolling(pw).min() dataframe["pullback_high_12"] = dataframe["high"].shift(1).rolling(cw).max() dataframe["pullback_depth_short"] = (dataframe["pullback_high_12"] - dataframe["recent_low_24"]) / dataframe["recent_low_24"] dataframe["pullback_seen_short"] = dataframe["pullback_depth_short"].between( self.pullback_min_depth, self.pullback_max_depth, ) dataframe["near_low_zone"] = dataframe["compression_high"] <= dataframe["recent_low_24"] * self.low_zone_buffer candle_range = dataframe["high"] - dataframe["low"] dataframe["body_pct_of_range"] = (dataframe["close"] - dataframe["open"]).abs() / candle_range.replace(0, np.nan) dataframe["close_position"] = (dataframe["close"] - dataframe["low"]) / candle_range.replace(0, np.nan) dataframe["candle_quality_short"] = ( (candle_range > 0) & (dataframe["body_pct_of_range"] >= self.candle_body_min) & (dataframe["close_position"] <= self.short_close_position_max) ) dataframe["short_compression_stop"] = dataframe["compression_high"] + self.stop_atr_buffer * dataframe["atr_ref"] dataframe["short_pullback_stop"] = dataframe["pullback_high_12"] + self.stop_atr_buffer * dataframe["atr_ref"] dataframe = dataframe.copy() dataframe["short_compression_risk_pct"] = (dataframe["short_compression_stop"] - dataframe["close"]) / dataframe["close"] dataframe["short_pullback_risk_pct"] = (dataframe["short_pullback_stop"] - dataframe["close"]) / dataframe["close"] dataframe["short_compression_risk_pct_ok"] = dataframe["short_compression_risk_pct"].between( self.min_stop_distance, self.max_stop_distance, ) dataframe["short_pullback_risk_pct_ok"] = dataframe["short_pullback_risk_pct"].between( self.min_stop_distance, self.max_stop_distance, ) dataframe["btc_filter_short_ok"] = True if self.use_btc_filter and self.dp and metadata["pair"] != "BTC/USDT:USDT": btc_4h = self.dp.get_pair_dataframe(pair="BTC/USDT:USDT", timeframe="4h") if btc_4h is not None and not btc_4h.empty: btc_4h = self._add_4h_trend(btc_4h.copy()) dataframe = self._merge_btc_context(dataframe, btc_4h) dataframe["btc_filter_short_ok"] = ~dataframe["btc_trend_up_4h"].fillna(False) dataframe["short_reinforce_probe"] = ( dataframe.get("trend_down_4h", pd.Series(False, index=dataframe.index)).fillna(False) & dataframe["center_down"].fillna(False) & (dataframe["close"] < dataframe["ema20_1h"]) & (dataframe["ema20_1h"] < dataframe["ema20_1h_prev"]) & (dataframe["close_position"] <= 0.55) & (dataframe["volume"] > 0) ) dataframe["enter_initial_stop"] = np.nan dataframe["enter_risk_pct"] = np.nan return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if metadata["pair"] not in self.trade_pair_allowlist: return dataframe trend_down = dataframe.get("trend_down_4h", pd.Series(False, index=dataframe.index)).fillna(False) ema50_4h = dataframe.get("ema50_4h", pd.Series(np.nan, index=dataframe.index)) btc_filter = dataframe.get("btc_filter_short_ok", pd.Series(True, index=dataframe.index)).fillna(True) pullback_intact_short = dataframe["pullback_high_12"] <= ema50_4h * 1.01 base_filter = ( trend_down & dataframe["compression_ok"] & dataframe["center_down"] & dataframe["breakout_short"] & dataframe["vol_ok"] & dataframe["candle_quality_short"] & btc_filter & (dataframe["volume"] > 0) ) short_pullback_restart = ( self.enable_short_pullback_restart & base_filter & dataframe["pullback_seen_short"] & pullback_intact_short & dataframe["short_pullback_risk_pct_ok"] ) short_compression_breakdown = ( self.enable_short_compression_breakdown & base_filter & dataframe["pretrend_down"] & dataframe["near_low_zone"] & dataframe["short_compression_risk_pct_ok"] ) dataframe.loc[short_pullback_restart, ["enter_short", "enter_tag"]] = (1, "short_pullback_restart") dataframe.loc[short_pullback_restart, "enter_initial_stop"] = dataframe.loc[ short_pullback_restart, "short_pullback_stop", ] dataframe.loc[short_pullback_restart, "enter_risk_pct"] = dataframe.loc[ short_pullback_restart, "short_pullback_risk_pct", ] dataframe.loc[short_compression_breakdown, ["enter_short", "enter_tag"]] = (1, "short_compression_breakdown") dataframe.loc[short_compression_breakdown, "enter_initial_stop"] = dataframe.loc[ short_compression_breakdown, "short_compression_stop", ] dataframe.loc[short_compression_breakdown, "enter_risk_pct"] = dataframe.loc[ short_compression_breakdown, "short_compression_risk_pct", ] return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: return dataframe def _current_candle(self, pair: str) -> Optional[pd.Series]: if not self.dp: return None dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) if dataframe.empty: return None return dataframe.iloc[-1] def _entry_candle(self, pair: str, trade: Trade) -> Optional[pd.Series]: if not self.dp: return None dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) if dataframe.empty: return None trade_time = pd.Timestamp(trade.open_date_utc) if trade_time.tzinfo is None: trade_time = trade_time.tz_localize("UTC") candidates = dataframe[dataframe["date"] <= trade_time] if candidates.empty: return None return candidates.iloc[-1] def _profit_lock_stop_price(self, trade: Trade, current_profit: float) -> Optional[float]: lock_profit = None for trigger_profit, locked_profit in sorted(self.profit_lock_steps, reverse=True): if current_profit >= trigger_profit: lock_profit = locked_profit break max_profit = current_profit if self.partial_trail_rules or self.partial_ladder_enabled: getter = getattr(trade, "get_custom_data", None) setter = getattr(trade, "set_custom_data", None) stored_max = getter(key="dualtrend_max_profit") if getter else None if stored_max is not None: max_profit = max(max_profit, float(stored_max)) if setter: setter(key="dualtrend_max_profit", value=float(max_profit)) if self.partial_trail_rules: for trigger_profit, trail_gap in sorted(self.partial_trail_rules, reverse=True): if max_profit >= trigger_profit: trail_lock = max_profit - trail_gap lock_profit = max(lock_profit or self.breakeven_lock_profit, trail_lock) break if self.partial_ladder_enabled and max_profit >= self.partial_ladder_start_profit: ladder_steps = int( (max_profit - self.partial_ladder_start_profit) // self.partial_ladder_step_profit ) + 1 ladder_steps = max(1, min(ladder_steps, self.partial_ladder_max_steps)) if self.partial_ladder_trail_gap_enabled: trail_gap = self.partial_ladder_trail_gap_first + ( ladder_steps - 1 ) * self.partial_ladder_trail_gap_step trail_gap = min(trail_gap, self.partial_ladder_trail_gap_max) ladder_lock = max_profit - trail_gap elif ladder_steps <= len(self.partial_ladder_lock_values): ladder_lock = self.partial_ladder_lock_values[ladder_steps - 1] else: ladder_lock = self.partial_ladder_lock_first + (ladder_steps - 1) * self.partial_ladder_lock_step ladder_lock = min(ladder_lock, self.partial_ladder_lock_max) lock_profit = max(lock_profit or self.breakeven_lock_profit, ladder_lock) if lock_profit is None: return None leverage = max(float(trade.leverage or 1.0), 1.0) price_move = lock_profit / leverage if trade.is_short: return trade.open_rate * (1 - price_move) return trade.open_rate * (1 + price_move) def _current_entry_signal_matches_trade(self, pair: str, trade: Trade) -> bool: candle = self._current_candle(pair) if candle is None: return False trade_tag = trade.enter_tag or "" candle_tag = candle.get("enter_tag", None) if candle_tag is None or trade_tag != str(candle_tag): return False if bool(getattr(trade, "is_short", False)): return bool(candle.get("enter_short", 0) == 1) return bool(candle.get("enter_long", 0) == 1) def _pyramid_extra_filters_pass(self, pair: str, trade: Trade) -> bool: candle = self._current_candle(pair) if candle is None: return False close_position_max = self.pyramid_require_close_position_max if close_position_max is not None: close_position = float(candle.get("close_position", np.nan)) if not np.isfinite(close_position) or close_position > close_position_max: return False body_pct_min = self.pyramid_require_body_pct_min if body_pct_min is not None: body_pct = float(candle.get("body_pct_of_range", np.nan)) if not np.isfinite(body_pct) or body_pct < body_pct_min: return False ema20_distance_min = self.pyramid_require_ema20_distance_min if ema20_distance_min is not None and bool(getattr(trade, "is_short", False)): close_price = float(candle.get("close", np.nan)) ema20 = float(candle.get("ema20_1h", np.nan)) if not np.isfinite(close_price) or not np.isfinite(ema20) or ema20 <= 0: return False ema20_distance = (ema20 - close_price) / ema20 if ema20_distance < ema20_distance_min: return False return True def _manage_pyramid_leg_breakeven( self, trade: Trade, current_time, current_rate: float, min_stake: Optional[float], ) -> Optional[float]: if not self.pyramid_leg_breakeven_enabled: return None getter = getattr(trade, "get_custom_data", None) setter = getattr(trade, "set_custom_data", None) if getter is None or setter is None: return None additions_done = int(getter(key="dualtrend_pyramid_additions") or 0) if additions_done <= 0: return None for addition_index in range(1, additions_done + 1): addition_rate = getter(key=f"dualtrend_pyramid_addition_{addition_index}_rate") addition_stake = getter(key=f"dualtrend_pyramid_addition_{addition_index}_stake") if addition_rate is None or addition_stake is None: continue if getter(key=f"dualtrend_pyramid_addition_{addition_index}_breakeven_exited"): continue addition_rate = float(addition_rate) addition_stake = float(addition_stake) if addition_stake <= 0 or not np.isfinite(addition_rate) or addition_rate <= 0: continue if bool(getattr(trade, "is_short", False)): leg_profit = (addition_rate - current_rate) / addition_rate breakeven_reclaim = current_rate >= addition_rate else: leg_profit = (current_rate - addition_rate) / addition_rate breakeven_reclaim = current_rate <= addition_rate armed_key = f"dualtrend_pyramid_addition_{addition_index}_breakeven_armed" if not getter(key=armed_key) and leg_profit >= self.pyramid_leg_breakeven_trigger_profit: setter(key=armed_key, value=True) setter( key=f"dualtrend_pyramid_addition_{addition_index}_breakeven_arm_time", value=current_time.isoformat(), ) setter( key=f"dualtrend_pyramid_addition_{addition_index}_breakeven_arm_profit", value=float(leg_profit), ) if getter(key=armed_key) and breakeven_reclaim: stake_to_reduce = min(addition_stake, float(trade.stake_amount)) if min_stake is not None and stake_to_reduce < min_stake: continue setter(key=f"dualtrend_pyramid_addition_{addition_index}_breakeven_exited", value=True) setter( key=f"dualtrend_pyramid_addition_{addition_index}_breakeven_exit_time", value=current_time.isoformat(), ) setter( key=f"dualtrend_pyramid_addition_{addition_index}_breakeven_exit_rate", value=float(current_rate), ) return -stake_to_reduce return None def _short_pullback_reinforcement_signal(self, pair: str) -> bool: candle = self._current_candle(pair) if candle is None: return False if bool(candle.get("short_reinforce_probe", False)): return True trend_down = bool(candle.get("trend_down_4h", False)) center_down = bool(candle.get("center_down", False)) candle_quality = bool(candle.get("candle_quality_short", False)) vol_ok = bool(candle.get("vol_ok", False)) close_below_ema20 = bool(float(candle.get("close", np.nan)) < float(candle.get("ema20_1h", np.nan))) ema20_falling = bool(float(candle.get("ema20_1h", np.nan)) < float(candle.get("ema20_1h_prev", np.nan))) if self.pyramid_reinforcement_require_volume and not vol_ok: return False return bool( trend_down and center_down and candle_quality and close_below_ema20 and ema20_falling ) def _pyramid_stake_amount( self, trade: Trade, min_stake: Optional[float], max_stake: float, ) -> float: getter = getattr(trade, "get_custom_data", None) setter = getattr(trade, "set_custom_data", None) base_stake = None if getter is not None: stored = getter(key="dualtrend_initial_stake_amount") if stored is not None: base_stake = float(stored) if base_stake is None: base_stake = float(trade.stake_amount) if setter is not None: setter(key="dualtrend_initial_stake_amount", value=base_stake) stake = min(float(max_stake), base_stake * self.pyramid_stake_fraction) if min_stake is not None and stake < min_stake: return 0.0 return max(0.0, stake) def custom_stake_amount( self, pair: str, current_time, current_rate: float, proposed_stake: float, min_stake: Optional[float], max_stake: float, leverage: float, entry_tag: Optional[str], side: str, **kwargs, ) -> float: candle = self._current_candle(pair) if candle is None: return 0.0 risk_pct = float(candle.get("enter_risk_pct", np.nan)) initial_stop = float(candle.get("enter_initial_stop", np.nan)) if ( not np.isfinite(risk_pct) or not np.isfinite(initial_stop) or risk_pct <= 0 or risk_pct < self.min_stop_distance or risk_pct > self.max_stop_distance ): return 0.0 if self.wallets: account_equity = float(self.wallets.get_total_stake_amount()) else: account_equity = proposed_stake * max(1, self.max_open_trades) risk_capital = account_equity * self.risk_per_trade position_value_by_risk = risk_capital / risk_pct position_value_cap = account_equity * self.max_position_value_pct stake = min(position_value_by_risk, position_value_cap, max_stake) if min_stake is not None and stake < min_stake: return 0.0 return max(0.0, stake) def custom_stoploss( self, pair: str, trade: Trade, current_time, current_rate: float, current_profit: float, after_fill: bool, **kwargs, ) -> Optional[float]: candle = self._entry_candle(pair, trade) if candle is None: return self.stoploss tag = trade.enter_tag or "" stop_col = "short_compression_stop" if tag == "short_compression_breakdown" else "short_pullback_stop" initial_stop = float(candle.get(stop_col, np.nan)) capped_stop = trade.open_rate * (1 + self.max_stop_distance) stop_price = capped_stop if not np.isfinite(initial_stop) else min(initial_stop, capped_stop) profit_lock_stop = self._profit_lock_stop_price(trade, current_profit) if profit_lock_stop is not None: stop_price = min(stop_price, profit_lock_stop) return stoploss_from_absolute( stop_price, current_rate, is_short=True, leverage=trade.leverage, ) def adjust_trade_position( self, trade: Trade, current_time, 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]: getter = getattr(trade, "get_custom_data", None) setter = getattr(trade, "set_custom_data", None) if getter is None or setter is None: return None pyramid_leg_exit = self._manage_pyramid_leg_breakeven( trade=trade, current_time=current_time, current_rate=current_rate, min_stake=min_stake, ) if pyramid_leg_exit is not None: return pyramid_leg_exit if self.pyramiding_enabled: tag = trade.enter_tag or "" additions_done = int(getter(key="dualtrend_pyramid_additions") or 0) signal_matches = self._current_entry_signal_matches_trade(trade.pair, trade) if ( additions_done < self.pyramid_max_additions and tag in self.pyramid_allowed_tags and current_profit >= self.pyramid_profit_threshold and current_profit <= self.pyramid_profit_cap and signal_matches and self._pyramid_extra_filters_pass(trade.pair, trade) ): stake_to_add = self._pyramid_stake_amount( trade=trade, min_stake=min_stake, max_stake=max_stake, ) if stake_to_add > 0: next_addition = additions_done + 1 setter(key="dualtrend_pyramid_additions", value=next_addition) setter(key=f"dualtrend_pyramid_addition_{next_addition}_time", value=current_time.isoformat()) setter(key=f"dualtrend_pyramid_addition_{next_addition}_profit", value=float(current_profit)) setter(key=f"dualtrend_pyramid_addition_{next_addition}_tag", value=tag) setter(key=f"dualtrend_pyramid_addition_{next_addition}_rate", value=float(current_rate)) setter(key=f"dualtrend_pyramid_addition_{next_addition}_stake", value=float(stake_to_add)) return stake_to_add if not self.partial_profit_steps and not self.partial_ladder_enabled: return None if self.partial_ladder_enabled: done_steps = int(getter(key="dualtrend_ladder_done_steps") or 0) if done_steps >= self.partial_ladder_max_steps: return None trigger_profit = self.partial_ladder_start_profit + done_steps * self.partial_ladder_step_profit if current_profit >= trigger_profit: if done_steps < len(self.partial_ladder_fractions): fraction = self.partial_ladder_fractions[done_steps] else: fraction = self.partial_ladder_fraction stake_to_sell = float(trade.stake_amount) * fraction if min_stake is not None and fraction < 1.0 and stake_to_sell < min_stake: return None next_steps = done_steps + 1 setter(key="dualtrend_ladder_done_steps", value=next_steps) setter(key=f"dualtrend_ladder_step_{next_steps}_time", value=current_time.isoformat()) setter(key=f"dualtrend_ladder_step_{next_steps}_profit", value=float(current_profit)) return -stake_to_sell for trigger_profit, fraction in sorted(self.partial_profit_steps): key = f"dualtrend_partial_{trigger_profit:.4f}" if current_profit < trigger_profit or getter(key=key): continue stake_to_sell = float(trade.stake_amount) * fraction if min_stake is not None and stake_to_sell < min_stake: return None setter(key=key, value=True) setter(key=f"{key}_time", value=current_time.isoformat()) setter(key=f"{key}_profit", value=float(current_profit)) return -stake_to_sell return None def custom_exit( self, pair: str, trade: Trade, current_time, current_rate: float, current_profit: float, **kwargs, ) -> Optional[str]: candle = self._current_candle(pair) if candle is None: return None age = current_time - trade.open_date_utc if age > timedelta(hours=72) and current_profit < 0: return "stale_loss_72h" if age > timedelta(hours=120) and current_profit < 0.01: return "stale_flat_120h" if age > timedelta(hours=240) and current_profit < 0.03: return "stale_low_profit_240h" if bool(candle.get("trend_up_4h", False)) and current_profit < 0.03: return "trend_flip_short" return None def leverage( self, pair: str, current_time, current_rate: float, proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str, **kwargs, ) -> float: return min(self.leverage_value, max_leverage) class DualTrendCompressionRestartShortPullbackOnlyV1Strategy(Github_wangc_joker_ft_userdata__DualTrendCompressionRestartShortV1Strategy__20260708_090520): """ Backtest helper that keeps only short_pullback_restart entries enabled. """ enable_short_compression_breakdown = False class DualTrendCompressionRestartShortCompressionOnlyV1Strategy(Github_wangc_joker_ft_userdata__DualTrendCompressionRestartShortV1Strategy__20260708_090520): """ Backtest helper that keeps only short_compression_breakdown entries enabled. """ enable_short_pullback_restart = False