# source: https://raw.githubusercontent.com/kanaxe/freqtrade_kanaxe/635577b7c04ea237bacbdb2e65c7ef450c0f2abb/stash/NFI46OffsetHOA1.py import freqtrade.vendor.qtpylib.indicators as qtpylib import numpy as np import talib.abstract as ta from freqtrade.strategy.interface import IStrategy from freqtrade.strategy import (merge_informative_pair, DecimalParameter, IntParameter, CategoricalParameter) from pandas import DataFrame, Series from functools import reduce from freqtrade.persistence import Trade from datetime import datetime ########################################################################################################### ## NostalgiaForInfinityV4 by iterativ ## ## ## ## Strategy for Freqtrade https://github.com/freqtrade/freqtrade ## ## ## ########################################################################################################### ## GENERAL RECOMMENDATIONS ## ## ## ## For optimal performance, suggested to use between 4 and 6 open trades, with unlimited stake. ## ## A pairlist with 40 to 80 pairs. Volume pairlist works well. ## ## Prefer stable coin (USDT, BUSDT etc) pairs, instead of BTC or ETH pairs. ## ## Highly recommended to blacklist leveraged tokens (*BULL, *BEAR, *UP, *DOWN etc). ## ## Ensure that you don't override any variables in you config.json. Especially ## ## the timeframe (must be 5m). ## ## use_sell_signal must set to true (or not set at all). ## ## sell_profit_only must set to false (or not set at all). ## ## ignore_roi_if_buy_signal must set to true (or not set at all). ## ## ## ########################################################################################################### ## DONATIONS ## ## ## ## Absolutely not required. However, will be accepted as a token of appreciation. ## ## ## ## BTC: bc1qvflsvddkmxh7eqhc4jyu5z5k6xcw3ay8jl49sk ## ## ETH (ERC20): 0x83D3cFb8001BDC5d2211cBeBB8cB3461E5f7Ec91 ## ## BEP20/BSC (ETH, BNB, ...): 0x86A0B21a20b39d16424B7c8003E4A7e12d78ABEe ## ## ## ########################################################################################################### class github_kanaxe_freqtrade_kanaxe__NFI46OffsetHOA1__20211115_132756(IStrategy): INTERFACE_VERSION = 2 # ROI table: minimal_roi = { "0": 0.035, "10": 0.025, "50": 0.012, "105": 0 } stoploss = -0.99 # Multi Offset base_nb_candles_buy = IntParameter( 5, 80, default=20, load=True, space='buy', optimize=True) base_nb_candles_sell = IntParameter( 5, 80, default=20, load=True, space='sell', optimize=True) low_offset_sma = DecimalParameter( 0.9, 0.99, default=0.958, load=True, space='buy', optimize=True) high_offset_sma = DecimalParameter( 0.99, 1.1, default=1.012, load=True, space='sell', optimize=True) low_offset_ema = DecimalParameter( 0.9, 0.99, default=0.958, load=True, space='buy', optimize=True) high_offset_ema = DecimalParameter( 0.99, 1.1, default=1.012, load=True, space='sell', optimize=True) low_offset_trima = DecimalParameter( 0.9, 0.99, default=0.958, load=True, space='buy', optimize=True) high_offset_trima = DecimalParameter( 0.99, 1.1, default=1.012, load=True, space='sell', optimize=True) low_offset_t3 = DecimalParameter( 0.9, 0.99, default=0.958, load=True, space='buy', optimize=True) high_offset_t3 = DecimalParameter( 0.99, 1.1, default=1.012, load=True, space='sell', optimize=True) low_offset_kama = DecimalParameter( 0.9, 0.99, default=0.958, load=True, space='buy', optimize=True) high_offset_kama = DecimalParameter( 0.99, 1.1, default=1.012, load=True, space='sell', optimize=True) # Protection ewo_low = DecimalParameter( -20.0, -8.0, default=-20.0, load=True, space='buy', optimize=True) ewo_high = DecimalParameter( 2.0, 12.0, default=6.0, load=True, space='buy', optimize=True) fast_ewo = IntParameter( 10, 50, default=50, load=True, space='buy', optimize=True) slow_ewo = IntParameter( 100, 200, default=200, load=True, space='buy', optimize=True) # MA list ma_types = ['sma', 'ema', 'trima', 't3', 'kama'] ma_map = { 'sma': { 'low_offset': low_offset_sma.value, 'high_offset': high_offset_sma.value, 'calculate': ta.SMA }, 'ema': { 'low_offset': low_offset_ema.value, 'high_offset': high_offset_ema.value, 'calculate': ta.EMA }, 'trima': { 'low_offset': low_offset_trima.value, 'high_offset': high_offset_trima.value, 'calculate': ta.TRIMA }, 't3': { 'low_offset': low_offset_t3.value, 'high_offset': high_offset_t3.value, 'calculate': ta.T3 }, 'kama': { 'low_offset': low_offset_kama.value, 'high_offset': high_offset_kama.value, 'calculate': ta.KAMA } } # Trailing stoploss (not used) trailing_stop = False trailing_only_offset_is_reached = True trailing_stop_positive = 0.01 trailing_stop_positive_offset = 0.03 # Custom Stoploss use_custom_stoploss = False # Optimal timeframe for the strategy. timeframe = '5m' inf_1h = '1h' # Run "populate_indicators()" only for new candle. process_only_new_candles = True # These values can be overridden in the "ask_strategy" section in the config. use_sell_signal = True sell_profit_only = False ignore_roi_if_buy_signal = True # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 400 # plot config plot_config = { 'main_plot': { 'ma_offset_buy': {'color': 'orange'}, 'ma_offset_sell': {'color': 'orange'}, }, } # Optional order type mapping. order_types = { 'buy': 'market', 'sell': 'market', 'trailing_stop_loss': 'market', 'stoploss': 'market', 'stoploss_on_exchange': False } ############################################################# buy_params = { "buy_condition_10_enable": True, "buy_condition_11_enable": True, "buy_condition_12_enable": True, "buy_condition_13_enable": True, "buy_condition_14_enable": True, "buy_condition_15_enable": True, "buy_condition_16_enable": True, "buy_condition_17_enable": True, "buy_condition_1_enable": True, "buy_condition_2_enable": True, "buy_condition_3_enable": True, "buy_condition_4_enable": True, "buy_condition_5_enable": True, "buy_condition_6_enable": True, "buy_condition_7_enable": True, "buy_condition_8_enable": True, "buy_condition_9_enable": True, "base_nb_candles_buy": 37, "buy_bb20_close_bblowerband_4": 0.922, "buy_bb20_volume_4": 29, "buy_bb40_bbdelta_close_3": 0.012, "buy_bb40_closedelta_close_3": 0.022, "buy_bb40_tail_bbdelta_3": 0.271, "buy_bb_offset_10": 0.982, "buy_bb_offset_14": 1.0, "buy_bb_offset_2": 0.974, "buy_bb_offset_5": 0.986, "buy_bb_offset_6": 0.985, "buy_bb_offset_9": 0.984, "buy_dip_threshold_1": 0.013, "buy_dip_threshold_10": 0.027, "buy_dip_threshold_11": 0.219, "buy_dip_threshold_12": 0.222, "buy_dip_threshold_2": 0.032, "buy_dip_threshold_3": 0.33, "buy_dip_threshold_4": 0.266, "buy_dip_threshold_5": 0.007, "buy_dip_threshold_6": 0.184, "buy_dip_threshold_7": 0.327, "buy_dip_threshold_8": 0.242, "buy_dip_threshold_9": 0.019, "buy_ema_open_mult_14": 0.012, "buy_ema_open_mult_15": 0.038, "buy_ema_open_mult_5": 0.018, "buy_ema_open_mult_6": 0.031, "buy_ema_open_mult_7": 0.036, "buy_ema_rel_15": 0.999, "buy_ema_rel_3": 0.986, "buy_ema_rel_5": 0.993, "buy_ema_rel_8": 0.97, "buy_ewo_12": 5.6, "buy_ewo_13": -7.4, "buy_ewo_16": 5.2, "buy_ewo_17": -17.8, "buy_ma_offset_10": 0.948, "buy_ma_offset_11": 0.987, "buy_ma_offset_12": 0.962, "buy_ma_offset_13": 0.979, "buy_ma_offset_14": 0.933, "buy_ma_offset_15": 0.969, "buy_ma_offset_16": 0.955, "buy_ma_offset_17": 0.973, "buy_ma_offset_9": 0.952, "buy_mfi_1": 55.2, "buy_mfi_11": 39.7, "buy_mfi_2": 35.2, "buy_mfi_9": 41.9, "buy_min_inc_1": 0.037, "buy_min_inc_11": 0.02, "buy_pump_pull_threshold_1": 2.89, "buy_pump_pull_threshold_2": 2.45, "buy_pump_pull_threshold_3": 2.75, "buy_pump_pull_threshold_4": 2.54, "buy_pump_pull_threshold_5": 1.6, "buy_pump_pull_threshold_6": 2.14, "buy_pump_pull_threshold_7": 2.14, "buy_pump_pull_threshold_8": 2.99, "buy_pump_pull_threshold_9": 1.5, "buy_pump_threshold_1": 0.792, "buy_pump_threshold_2": 0.956, "buy_pump_threshold_3": 0.476, "buy_pump_threshold_4": 0.621, "buy_pump_threshold_5": 0.522, "buy_pump_threshold_6": 0.438, "buy_pump_threshold_7": 0.522, "buy_pump_threshold_8": 0.994, "buy_pump_threshold_9": 1.038, "buy_rsi_1": 39.6, "buy_rsi_11": 45.2, "buy_rsi_12": 34.2, "buy_rsi_15": 35.9, "buy_rsi_16": 40.2, "buy_rsi_1h_10": 38.7, "buy_rsi_1h_diff_2": 40.0, "buy_rsi_1h_max_1": 76.5, "buy_rsi_1h_max_11": 81.0, "buy_rsi_1h_max_2": 88.2, "buy_rsi_1h_max_9": 88.9, "buy_rsi_1h_min_1": 31.0, "buy_rsi_1h_min_11": 49.8, "buy_rsi_1h_min_2": 31.7, "buy_rsi_1h_min_9": 32.8, "buy_rsi_7": 38.6, "buy_rsi_8": 45.7, "buy_volume_10": 15.4, "buy_volume_12": 6.3, "buy_volume_14": 1.4, "buy_volume_16": 9.6, "buy_volume_2": 7.2, "buy_volume_5": 5.3, "buy_volume_6": 10.0, "buy_volume_7": 2.1, "buy_volume_9": 1.96, "ewo_high": 3.371, "ewo_low": -12.652, "fast_ewo": 13, "low_offset_ema": 0.906, "low_offset_kama": 0.984, "low_offset_sma": 0.934, "low_offset_t3": 0.933, "low_offset_trima": 0.971, "slow_ewo": 160, } sell_params = { "base_nb_candles_sell": 30, "high_offset_ema": 1.049, "high_offset_kama": 1.065, "high_offset_sma": 1.039, "high_offset_t3": 0.99, "high_offset_trima": 1.012, "sell_bb_relative_8": 1.278, "sell_condition_1_enable": True, "sell_condition_2_enable": True, "sell_condition_3_enable": True, "sell_condition_4_enable": True, "sell_condition_5_enable": True, "sell_condition_6_enable": True, "sell_condition_7_enable": True, "sell_condition_8_enable": True, "sell_custom_dec_profit_max_1": 0.091, "sell_custom_dec_profit_max_2": 0.157, "sell_custom_dec_profit_min_1": 0.043, "sell_custom_dec_profit_min_2": 0.055, "sell_custom_profit_0": 0.037, "sell_custom_profit_1": 0.087, "sell_custom_profit_10": 0.129, "sell_custom_profit_11": 0.314, "sell_custom_profit_2": 0.032, "sell_custom_profit_3": 0.089, "sell_custom_profit_4": 0.096, "sell_custom_profit_5": 0.043, "sell_custom_profit_6": 0.049, "sell_custom_profit_7": 0.01, "sell_custom_profit_8": 0.082, "sell_custom_profit_9": 0.113, "sell_custom_profit_under_rel_1": 0.018, "sell_custom_profit_under_rsi_diff_1": 5.003, "sell_custom_pump_dec_profit_max_1": 0.041, "sell_custom_pump_dec_profit_max_2": 0.04, "sell_custom_pump_dec_profit_max_3": 0.072, "sell_custom_pump_dec_profit_max_4": 0.047, "sell_custom_pump_dec_profit_min_1": 0.015, "sell_custom_pump_dec_profit_min_2": 0.052, "sell_custom_pump_dec_profit_min_3": 0.076, "sell_custom_pump_dec_profit_min_4": 0.027, "sell_custom_pump_profit_1_1": 0.017, "sell_custom_pump_profit_1_2": 0.308, "sell_custom_pump_profit_1_3": 0.096, "sell_custom_pump_profit_1_4": 0.07, "sell_custom_pump_profit_1_5": 0.236, "sell_custom_pump_profit_2_1": 0.024, "sell_custom_pump_profit_2_2": 0.012, "sell_custom_pump_profit_2_3": 0.098, "sell_custom_pump_profit_2_4": 0.082, "sell_custom_pump_profit_2_5": 0.18, "sell_custom_pump_profit_3_1": 0.02, "sell_custom_pump_profit_3_2": 0.195, "sell_custom_pump_profit_3_3": 0.027, "sell_custom_pump_profit_3_4": 0.088, "sell_custom_pump_profit_3_5": 0.226, "sell_custom_pump_rsi_1_1": 32.2, "sell_custom_pump_rsi_1_2": 43.1, "sell_custom_pump_rsi_1_3": 45.0, "sell_custom_pump_rsi_1_4": 37.4, "sell_custom_pump_rsi_1_5": 27.0, "sell_custom_pump_rsi_2_1": 33.7, "sell_custom_pump_rsi_2_2": 45.3, "sell_custom_pump_rsi_2_3": 38.0, "sell_custom_pump_rsi_2_4": 39.5, "sell_custom_pump_rsi_2_5": 31.1, "sell_custom_pump_rsi_3_1": 27.8, "sell_custom_pump_rsi_3_2": 44.0, "sell_custom_pump_rsi_3_3": 49.8, "sell_custom_pump_rsi_3_4": 41.9, "sell_custom_pump_rsi_3_5": 31.6, "sell_custom_pump_trail_down_1": 0.019, "sell_custom_pump_trail_profit_max_1": 0.09, "sell_custom_pump_trail_profit_min_1": 0.012, "sell_custom_pump_trail_rsi_max_1": 35.1, "sell_custom_pump_trail_rsi_min_1": 20.8, "sell_custom_pump_under_profit_max_1": 0.083, "sell_custom_pump_under_profit_min_1": 0.049, "sell_custom_rsi_0": 35.691, "sell_custom_rsi_1": 41.11, "sell_custom_rsi_10": 39.65, "sell_custom_rsi_11": 34.84, "sell_custom_rsi_2": 40.15, "sell_custom_rsi_3": 33.85, "sell_custom_rsi_4": 46.57, "sell_custom_rsi_5": 40.61, "sell_custom_rsi_6": 41.64, "sell_custom_rsi_7": 57.43, "sell_custom_rsi_8": 47.94, "sell_custom_rsi_9": 58.51, "sell_custom_stoploss_pump_loss_2": -0.045, "sell_custom_stoploss_pump_loss_3": -0.066, "sell_custom_stoploss_pump_ma_offset_1": 0.94, "sell_custom_stoploss_pump_ma_offset_2": 0.84, "sell_custom_stoploss_pump_ma_offset_3": 0.98, "sell_custom_stoploss_pump_max_1": -0.013, "sell_custom_stoploss_pump_max_profit_1": 0.022, "sell_custom_stoploss_pump_max_profit_2": 0.035, "sell_custom_stoploss_pump_max_profit_3": 0.017, "sell_custom_stoploss_pump_min_1": -0.07, "sell_custom_stoploss_under_rel_1": 0.02, "sell_custom_stoploss_under_rsi_diff_1": 0.892, "sell_custom_under_profit_0": 0.314, "sell_custom_under_profit_1": 0.066, "sell_custom_under_profit_10": 0.102, "sell_custom_under_profit_11": 0.169, "sell_custom_under_profit_2": 0.046, "sell_custom_under_profit_3": 0.093, "sell_custom_under_profit_4": 0.061, "sell_custom_under_profit_5": 0.026, "sell_custom_under_profit_6": 0.099, "sell_custom_under_profit_7": 0.046, "sell_custom_under_profit_8": 0.084, "sell_custom_under_profit_9": 0.086, "sell_custom_under_rsi_0": 35.3, "sell_custom_under_rsi_1": 50.4, "sell_custom_under_rsi_10": 42.8, "sell_custom_under_rsi_11": 33.2, "sell_custom_under_rsi_2": 58.4, "sell_custom_under_rsi_3": 64.0, "sell_custom_under_rsi_4": 52.7, "sell_custom_under_rsi_5": 55.6, "sell_custom_under_rsi_6": 48.0, "sell_custom_under_rsi_7": 53.8, "sell_custom_under_rsi_8": 45.3, "sell_custom_under_rsi_9": 42.9, "sell_dual_rsi_rsi_1h_4": 81.5, "sell_dual_rsi_rsi_4": 81.2, "sell_ema_relative_5": 0.015, "sell_pump_threshold_1": 0.97, "sell_pump_threshold_2": 0.74, "sell_pump_threshold_3": 0.59, "sell_pump_threshold_4": 0.52, "sell_pump_threshold_5": 4.69, "sell_pump_threshold_6": 1.03, "sell_pump_threshold_7": 0.89, "sell_pump_threshold_8": 0.43, "sell_pump_threshold_9": 0.22, "sell_rsi_1h_7": 90.4, "sell_rsi_bb_1": 76.0, "sell_rsi_bb_2": 88.9, "sell_rsi_diff_5": 1.192, "sell_rsi_main_3": 79.5, "sell_rsi_under_6": 89.6, "sell_trail_down_1": 0.018, "sell_trail_down_2": 0.076, "sell_trail_down_3": 0.029, "sell_trail_profit_max_1": 0.56, "sell_trail_profit_max_2": 0.42, "sell_trail_profit_max_3": 0.28, "sell_trail_profit_min_1": 0.18, "sell_trail_profit_min_2": 0.16, "sell_trail_profit_min_3": 0.06, "sell_trail_rsi_max_1": 50.0, "sell_trail_rsi_max_2": 46.5, "sell_trail_rsi_min_1": 31.4, "sell_trail_rsi_min_2": 35.2, } ############################################################# buy_condition_1_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_2_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_3_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_4_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_5_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_6_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_7_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_8_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_9_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_10_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_11_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_12_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_13_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_14_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_15_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_16_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy_condition_17_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) # Normal dips buy_dip_threshold_1 = DecimalParameter(0.001, 0.05, default=0.02, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_2 = DecimalParameter(0.01, 0.2, default=0.14, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_3 = DecimalParameter(0.05, 0.4, default=0.32, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_4 = DecimalParameter(0.2, 0.5, default=0.5, space='buy', decimals=3, optimize=True, load=True) # Strict dips buy_dip_threshold_5 = DecimalParameter(0.001, 0.05, default=0.015, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_6 = DecimalParameter(0.01, 0.2, default=0.06, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_7 = DecimalParameter(0.05, 0.4, default=0.24, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_8 = DecimalParameter(0.2, 0.5, default=0.4, space='buy', decimals=3, optimize=True, load=True) # Loose dips buy_dip_threshold_9 = DecimalParameter(0.001, 0.05, default=0.026, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_10 = DecimalParameter(0.01, 0.2, default=0.24, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_11 = DecimalParameter(0.05, 0.4, default=0.42, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_12 = DecimalParameter(0.2, 0.5, default=0.8, space='buy', decimals=3, optimize=True, load=True) # 12 hours buy_pump_pull_threshold_1 = DecimalParameter(1.5, 3.0, default=1.75, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_1 = DecimalParameter(0.4, 1.0, default=0.46, space='buy', decimals=3, optimize=True, load=True) # 36 hours buy_pump_pull_threshold_2 = DecimalParameter(1.5, 3.0, default=1.75, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_2 = DecimalParameter(0.4, 1.0, default=0.56, space='buy', decimals=3, optimize=True, load=True) # 48 hours buy_pump_pull_threshold_3 = DecimalParameter(1.5, 3.0, default=1.75, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_3 = DecimalParameter(0.4, 1.0, default=0.85, space='buy', decimals=3, optimize=True, load=True) # 12 hours strict buy_pump_pull_threshold_4 = DecimalParameter(1.5, 3.0, default=2.2, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_4 = DecimalParameter(0.4, 1.0, default=0.4, space='buy', decimals=3, optimize=True, load=True) # 36 hours strict buy_pump_pull_threshold_5 = DecimalParameter(1.5, 3.0, default=2.0, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_5 = DecimalParameter(0.4, 1.0, default=0.56, space='buy', decimals=3, optimize=True, load=True) # 48 hours strict buy_pump_pull_threshold_6 = DecimalParameter(1.5, 3.0, default=2.0, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_6 = DecimalParameter(0.4, 1.0, default=0.68, space='buy', decimals=3, optimize=True, load=True) # 24 hours loose buy_pump_pull_threshold_7 = DecimalParameter(1.5, 3.0, default=1.7, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_7 = DecimalParameter(0.4, 1.0, default=0.66, space='buy', decimals=3, optimize=True, load=True) # 36 hours loose buy_pump_pull_threshold_8 = DecimalParameter(1.5, 3.0, default=1.7, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_8 = DecimalParameter(0.4, 1.0, default=0.7, space='buy', decimals=3, optimize=True, load=True) # 48 hours loose buy_pump_pull_threshold_9 = DecimalParameter(1.3, 2.0, default=1.4, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_9 = DecimalParameter(0.4, 1.8, default=1.6, space='buy', decimals=3, optimize=True, load=True) buy_min_inc_1 = DecimalParameter(0.01, 0.05, default=0.022, space='buy', decimals=3, optimize=True, load=True) buy_rsi_1h_min_1 = DecimalParameter(25.0, 40.0, default=30.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_max_1 = DecimalParameter(70.0, 90.0, default=80.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1 = DecimalParameter(20.0, 40.0, default=36.0, space='buy', decimals=1, optimize=True, load=True) buy_mfi_1 = DecimalParameter(20.0, 56.0, default=26.0, space='buy', decimals=1, optimize=True, load=True) buy_volume_2 = DecimalParameter(1.0, 10.0, default=2.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_min_2 = DecimalParameter(30.0, 40.0, default=36.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_max_2 = DecimalParameter(70.0, 95.0, default=90.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_diff_2 = DecimalParameter(30.0, 50.0, default=34.0, space='buy', decimals=1, optimize=True, load=True) buy_mfi_2 = DecimalParameter(30.0, 65.0, default=56.0, space='buy', decimals=1, optimize=True, load=True) buy_bb_offset_2 = DecimalParameter(0.97, 0.99, default=0.983, space='buy', decimals=3, optimize=True, load=True) buy_bb40_bbdelta_close_3 = DecimalParameter(0.005, 0.06, default=0.057, space='buy', optimize=True, load=True) buy_bb40_closedelta_close_3 = DecimalParameter(0.01, 0.03, default=0.023, space='buy', optimize=True, load=True) buy_bb40_tail_bbdelta_3 = DecimalParameter(0.15, 0.45, default=0.418, space='buy', optimize=True, load=True) buy_ema_rel_3 = DecimalParameter(0.97, 0.999, default=0.988, space='buy', decimals=3, optimize=True, load=True) buy_bb20_close_bblowerband_4 = DecimalParameter(0.9, 0.99, default=0.979, space='buy', optimize=True, load=True) buy_bb20_volume_4 = IntParameter(16, 35, default=18, space='buy', optimize=True, load=True) buy_volume_5 = DecimalParameter(1.0, 10.0, default=6.0, space='buy', decimals=1, optimize=True, load=True) buy_ema_open_mult_5 = DecimalParameter(0.016, 0.03, default=0.019, space='buy', decimals=3, optimize=True, load=True) buy_bb_offset_5 = DecimalParameter(0.98, 1.0, default=0.999, space='buy', decimals=3, optimize=True, load=True) buy_ema_rel_5 = DecimalParameter(0.97, 0.999, default=0.988, space='buy', decimals=3, optimize=True, load=True) buy_volume_6 = DecimalParameter(1.0, 10.0, default=1.5, space='buy', decimals=1, optimize=True, load=True) buy_ema_open_mult_6 = DecimalParameter(0.03, 0.04, default=0.025, space='buy', decimals=3, optimize=True, load=True) buy_bb_offset_6 = DecimalParameter(0.98, 0.999, default=0.995, space='buy', decimals=3, optimize=True, load=True) buy_volume_7 = DecimalParameter(1.0, 10.0, default=2.0, space='buy', decimals=1, optimize=True, load=True) buy_ema_open_mult_7 = DecimalParameter(0.02, 0.04, default=0.03, space='buy', decimals=3, optimize=True, load=True) buy_rsi_7 = DecimalParameter(24.0, 50.0, default=36.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_8 = DecimalParameter(30.0, 50.0, default=46.0, space='buy', decimals=1, optimize=True, load=True) buy_ema_rel_8 = DecimalParameter(0.97, 0.999, default=0.988, space='buy', decimals=3, optimize=True, load=True) buy_volume_9 = DecimalParameter(1.0, 4.0, default=2.0, space='buy', decimals=2, optimize=True, load=True) buy_ma_offset_9 = DecimalParameter(0.94, 0.99, default=0.958, space='buy', decimals=3, optimize=True, load=True) buy_bb_offset_9 = DecimalParameter(0.97, 0.99, default=0.984, space='buy', decimals=3, optimize=True, load=True) buy_rsi_1h_min_9 = DecimalParameter(26.0, 40.0, default=30.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_max_9 = DecimalParameter(70.0, 90.0, default=80.0, space='buy', decimals=1, optimize=True, load=True) buy_mfi_9 = DecimalParameter(36.0, 65.0, default=56.0, space='buy', decimals=1, optimize=True, load=True) buy_volume_10 = DecimalParameter(1.0, 26.0, default=23.0, space='buy', decimals=1, optimize=True, load=True) buy_ma_offset_10 = DecimalParameter(0.93, 0.97, default=0.94, space='buy', decimals=3, optimize=True, load=True) buy_bb_offset_10 = DecimalParameter(0.97, 0.99, default=0.994, space='buy', decimals=3, optimize=True, load=True) buy_rsi_1h_10 = DecimalParameter(20.0, 40.0, default=39.0, space='buy', decimals=1, optimize=True, load=True) buy_ma_offset_11 = DecimalParameter(0.93, 0.99, default=0.938, space='buy', decimals=3, optimize=True, load=True) buy_min_inc_11 = DecimalParameter(0.005, 0.05, default=0.01, space='buy', decimals=3, optimize=True, load=True) buy_rsi_1h_min_11 = DecimalParameter(40.0, 60.0, default=55.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_max_11 = DecimalParameter(70.0, 90.0, default=82.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_11 = DecimalParameter(30.0, 48.0, default=46.0, space='buy', decimals=1, optimize=True, load=True) buy_mfi_11 = DecimalParameter(36.0, 56.0, default=38.0, space='buy', decimals=1, optimize=True, load=True) buy_volume_12 = DecimalParameter(1.0, 10.0, default=2.0, space='buy', decimals=1, optimize=True, load=True) buy_ma_offset_12 = DecimalParameter(0.93, 0.97, default=0.936, space='buy', decimals=3, optimize=True, load=True) buy_rsi_12 = DecimalParameter(26.0, 40.0, default=30.0, space='buy', decimals=1, optimize=True, load=True) buy_ewo_12 = DecimalParameter(2.0, 6.0, default=2.8, space='buy', decimals=1, optimize=True, load=True) buy_ma_offset_13 = DecimalParameter(0.93, 0.98, default=0.952, space='buy', decimals=3, optimize=True, load=True) buy_ewo_13 = DecimalParameter(-14.0, -7.0, default=-7.9, space='buy', decimals=1, optimize=True, load=True) buy_volume_14 = DecimalParameter(1.0, 10.0, default=2.0, space='buy', decimals=1, optimize=True, load=True) buy_ema_open_mult_14 = DecimalParameter(0.01, 0.03, default=0.014, space='buy', decimals=3, optimize=True, load=True) buy_bb_offset_14 = DecimalParameter(0.98, 1.0, default=0.992, space='buy', decimals=3, optimize=True, load=True) buy_ma_offset_14 = DecimalParameter(0.93, 0.99, default=0.998, space='buy', decimals=3, optimize=True, load=True) buy_ema_open_mult_15 = DecimalParameter(0.02, 0.04, default=0.026, space='buy', decimals=3, optimize=True, load=True) buy_ma_offset_15 = DecimalParameter(0.93, 0.99, default=0.985, space='buy', decimals=3, optimize=True, load=True) buy_rsi_15 = DecimalParameter(30.0, 50.0, default=32.0, space='buy', decimals=1, optimize=True, load=True) buy_ema_rel_15 = DecimalParameter(0.97, 0.999, default=0.988, space='buy', decimals=3, optimize=True, load=True) buy_volume_16 = DecimalParameter(1.0, 10.0, default=2.0, space='buy', decimals=1, optimize=True, load=True) buy_ma_offset_16 = DecimalParameter(0.93, 0.97, default=0.95, space='buy', decimals=3, optimize=True, load=True) buy_rsi_16 = DecimalParameter(26.0, 50.0, default=38.0, space='buy', decimals=1, optimize=True, load=True) buy_ewo_16 = DecimalParameter(4.0, 8.0, default=3.6, space='buy', decimals=1, optimize=True, load=True) buy_ma_offset_17 = DecimalParameter(0.93, 0.98, default=0.958, space='buy', decimals=3, optimize=True, load=True) buy_ewo_17 = DecimalParameter(-18.0, -10.0, default=-12.0, space='buy', decimals=1, optimize=True, load=True) # Sell sell_condition_1_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_condition_2_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_condition_3_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_condition_4_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_condition_5_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_condition_6_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_condition_7_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_condition_8_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=False, load=True) sell_rsi_bb_1 = DecimalParameter(60.0, 80.0, default=79.5, space='sell', decimals=1, optimize=True, load=True) sell_rsi_bb_2 = DecimalParameter(72.0, 90.0, default=81, space='sell', decimals=1, optimize=True, load=True) sell_rsi_main_3 = DecimalParameter(77.0, 90.0, default=82, space='sell', decimals=1, optimize=True, load=True) sell_dual_rsi_rsi_4 = DecimalParameter(72.0, 84.0, default=73.4, space='sell', decimals=1, optimize=True, load=True) sell_dual_rsi_rsi_1h_4 = DecimalParameter(78.0, 92.0, default=79.6, space='sell', decimals=1, optimize=True, load=True) sell_ema_relative_5 = DecimalParameter(0.005, 0.05, default=0.024, space='sell', optimize=True, load=True) sell_rsi_diff_5 = DecimalParameter(0.0, 20.0, default=4.4, space='sell', optimize=True, load=True) sell_rsi_under_6 = DecimalParameter(72.0, 90.0, default=79.0, space='sell', decimals=1, optimize=True, load=True) sell_rsi_1h_7 = DecimalParameter(80.0, 95.0, default=81.7, space='sell', decimals=1, optimize=True, load=True) sell_bb_relative_8 = DecimalParameter(1.05, 1.3, default=1.1, space='sell', decimals=3, optimize=True, load=True) sell_custom_profit_0 = DecimalParameter(0.01, 0.1, default=0.01, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_0 = DecimalParameter(30.0, 40.0, default=33.0, space='sell', decimals=3, optimize=True, load=True) sell_custom_profit_1 = DecimalParameter(0.01, 0.1, default=0.02, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_1 = DecimalParameter(30.0, 50.0, default=34.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_2 = DecimalParameter(0.01, 0.1, default=0.03, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_2 = DecimalParameter(30.0, 50.0, default=38.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_3 = DecimalParameter(0.01, 0.1, default=0.04, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_3 = DecimalParameter(30.0, 50.0, default=42.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_4 = DecimalParameter(0.01, 0.1, default=0.05, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_4 = DecimalParameter(35.0, 50.0, default=43.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_5 = DecimalParameter(0.01, 0.1, default=0.06, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_5 = DecimalParameter(35.0, 50.0, default=44.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_6 = DecimalParameter(0.01, 0.1, default=0.07, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_6 = DecimalParameter(38.0, 55.0, default=49.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_7 = DecimalParameter(0.01, 0.1, default=0.08, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_7 = DecimalParameter(40.0, 58.0, default=54.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_8 = DecimalParameter(0.06, 0.1, default=0.09, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_8 = DecimalParameter(40.0, 50.0, default=54.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_9 = DecimalParameter(0.05, 0.14, default=0.1, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_9 = DecimalParameter(40.0, 60.0, default=50.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_10 = DecimalParameter(0.1, 0.14, default=0.12, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_10 = DecimalParameter(38.0, 50.0, default=42.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_11 = DecimalParameter(0.16, 0.45, default=0.20, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_11 = DecimalParameter(28.0, 40.0, default=34.0, space='sell', decimals=2, optimize=True, load=True) # Profit under EMA200 sell_custom_under_profit_0 = DecimalParameter(0.01, 0.4, default=0.01, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_0 = DecimalParameter(28.0, 40.0, default=33.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_1 = DecimalParameter(0.01, 0.10, default=0.02, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_1 = DecimalParameter(36.0, 60.0, default=56.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_2 = DecimalParameter(0.01, 0.10, default=0.03, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_2 = DecimalParameter(46.0, 66.0, default=57.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_3 = DecimalParameter(0.01, 0.10, default=0.04, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_3 = DecimalParameter(50.0, 68.0, default=58.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_4 = DecimalParameter(0.02, 0.1, default=0.05, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_4 = DecimalParameter(50.0, 68.0, default=59.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_5 = DecimalParameter(0.02, 0.1, default=0.06, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_5 = DecimalParameter(46.0, 62.0, default=58.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_6 = DecimalParameter(0.03, 0.1, default=0.07, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_6 = DecimalParameter(44.0, 60.0, default=56.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_7 = DecimalParameter(0.04, 0.1, default=0.08, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_7 = DecimalParameter(46.0, 60.0, default=54.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_8 = DecimalParameter(0.06, 0.12, default=0.09, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_8 = DecimalParameter(40.0, 58.0, default=50.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_9 = DecimalParameter(0.08, 0.14, default=0.1, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_9 = DecimalParameter(32.0, 48.0, default=44.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_10 = DecimalParameter(0.1, 0.16, default=0.12, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_10 = DecimalParameter(30.0, 50.0, default=42.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_11 = DecimalParameter(0.16, 0.3, default=0.2, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_11 = DecimalParameter(24.0, 40.0, default=34.0, space='sell', decimals=1, optimize=True, load=True) # Profit targets for pumped pairs 48h 1 sell_custom_pump_profit_1_1 = DecimalParameter(0.01, 0.03, default=0.01, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_1_1 = DecimalParameter(26.0, 40.0, default=34.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_1_2 = DecimalParameter(0.01, 0.6, default=0.02, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_1_2 = DecimalParameter(36.0, 50.0, default=40.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_1_3 = DecimalParameter(0.02, 0.10, default=0.04, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_1_3 = DecimalParameter(38.0, 50.0, default=42.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_1_4 = DecimalParameter(0.06, 0.12, default=0.1, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_1_4 = DecimalParameter(36.0, 48.0, default=42.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_1_5 = DecimalParameter(0.14, 0.24, default=0.2, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_1_5 = DecimalParameter(20.0, 40.0, default=34.0, space='sell', decimals=1, optimize=True, load=True) # Profit targets for pumped pairs 36h 1 sell_custom_pump_profit_2_1 = DecimalParameter(0.01, 0.03, default=0.01, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_2_1 = DecimalParameter(26.0, 40.0, default=34.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_2_2 = DecimalParameter(0.01, 0.6, default=0.02, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_2_2 = DecimalParameter(36.0, 50.0, default=40.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_2_3 = DecimalParameter(0.02, 0.10, default=0.04, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_2_3 = DecimalParameter(38.0, 50.0, default=40.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_2_4 = DecimalParameter(0.06, 0.12, default=0.1, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_2_4 = DecimalParameter(36.0, 48.0, default=42.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_2_5 = DecimalParameter(0.14, 0.24, default=0.2, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_2_5 = DecimalParameter(20.0, 40.0, default=34.0, space='sell', decimals=1, optimize=True, load=True) # Profit targets for pumped pairs 24h 1 sell_custom_pump_profit_3_1 = DecimalParameter(0.01, 0.03, default=0.01, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_3_1 = DecimalParameter(26.0, 40.0, default=34.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_3_2 = DecimalParameter(0.01, 0.6, default=0.02, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_3_2 = DecimalParameter(34.0, 50.0, default=40.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_3_3 = DecimalParameter(0.02, 0.10, default=0.04, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_3_3 = DecimalParameter(38.0, 50.0, default=40.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_3_4 = DecimalParameter(0.06, 0.12, default=0.1, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_3_4 = DecimalParameter(36.0, 48.0, default=42.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_profit_3_5 = DecimalParameter(0.14, 0.24, default=0.2, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_rsi_3_5 = DecimalParameter(20.0, 40.0, default=34.0, space='sell', decimals=1, optimize=True, load=True) # SMA descending sell_custom_dec_profit_min_1 = DecimalParameter(0.01, 0.10, default=0.05, space='sell', decimals=3, optimize=True, load=True) sell_custom_dec_profit_max_1 = DecimalParameter(0.06, 0.16, default=0.12, space='sell', decimals=3, optimize=True, load=True) # Under EMA100 sell_custom_dec_profit_min_2 = DecimalParameter(0.05, 0.12, default=0.07, space='sell', decimals=3, optimize=True, load=True) sell_custom_dec_profit_max_2 = DecimalParameter(0.06, 0.2, default=0.16, space='sell', decimals=3, optimize=True, load=True) # Trail 1 sell_trail_profit_min_1 = DecimalParameter(0.1, 0.2, default=0.16, space='sell', decimals=2, optimize=True, load=True) sell_trail_profit_max_1 = DecimalParameter(0.4, 0.7, default=0.6, space='sell', decimals=2, optimize=True, load=True) sell_trail_down_1 = DecimalParameter(0.01, 0.08, default=0.03, space='sell', decimals=3, optimize=True, load=True) sell_trail_rsi_min_1 = DecimalParameter(16.0, 36.0, default=20.0, space='sell', decimals=1, optimize=True, load=True) sell_trail_rsi_max_1 = DecimalParameter(30.0, 50.0, default=50.0, space='sell', decimals=1, optimize=True, load=True) # Trail 2 sell_trail_profit_min_2 = DecimalParameter(0.08, 0.16, default=0.1, space='sell', decimals=3, optimize=True, load=True) sell_trail_profit_max_2 = DecimalParameter(0.3, 0.5, default=0.4, space='sell', decimals=2, optimize=True, load=True) sell_trail_down_2 = DecimalParameter(0.02, 0.08, default=0.03, space='sell', decimals=3, optimize=True, load=True) sell_trail_rsi_min_2 = DecimalParameter(16.0, 36.0, default=20.0, space='sell', decimals=1, optimize=True, load=True) sell_trail_rsi_max_2 = DecimalParameter(30.0, 50.0, default=50.0, space='sell', decimals=1, optimize=True, load=True) # Trail 3 sell_trail_profit_min_3 = DecimalParameter(0.01, 0.12, default=0.06, space='sell', decimals=3, optimize=True, load=True) sell_trail_profit_max_3 = DecimalParameter(0.1, 0.3, default=0.2, space='sell', decimals=2, optimize=True, load=True) sell_trail_down_3 = DecimalParameter(0.01, 0.06, default=0.05, space='sell', decimals=3, optimize=True, load=True) # Under & near EMA200, accept profit sell_custom_profit_under_rel_1 = DecimalParameter(0.01, 0.04, default=0.024, space='sell', optimize=True, load=True) sell_custom_profit_under_rsi_diff_1 = DecimalParameter(0.0, 20.0, default=4.4, space='sell', optimize=True, load=True) # Under & near EMA200, take the loss sell_custom_stoploss_under_rel_1 = DecimalParameter(0.001, 0.02, default=0.004, space='sell', optimize=True, load=True) sell_custom_stoploss_under_rsi_diff_1 = DecimalParameter(0.0, 20.0, default=8.0, space='sell', optimize=True, load=True) # 48h for pump sell checks sell_pump_threshold_1 = DecimalParameter(0.5, 1.2, default=0.9, space='sell', decimals=2, optimize=True, load=True) sell_pump_threshold_2 = DecimalParameter(0.4, 0.9, default=0.7, space='sell', decimals=2, optimize=True, load=True) sell_pump_threshold_3 = DecimalParameter(0.3, 0.7, default=0.5, space='sell', decimals=2, optimize=True, load=True) # 36h for pump sell checks sell_pump_threshold_4 = DecimalParameter(0.5, 0.9, default=0.72, space='sell', decimals=2, optimize=True, load=True) sell_pump_threshold_5 = DecimalParameter(3.0, 6.0, default=4.0, space='sell', decimals=2, optimize=True, load=True) sell_pump_threshold_6 = DecimalParameter(0.8, 1.6, default=1.0, space='sell', decimals=2, optimize=True, load=True) # 24h for pump sell checks sell_pump_threshold_7 = DecimalParameter(0.5, 0.9, default=0.68, space='sell', decimals=2, optimize=True, load=True) sell_pump_threshold_8 = DecimalParameter(0.3, 0.6, default=0.62, space='sell', decimals=2, optimize=True, load=True) sell_pump_threshold_9 = DecimalParameter(0.2, 0.5, default=0.3, space='sell', decimals=2, optimize=True, load=True) # Pumped, descending SMA sell_custom_pump_dec_profit_min_1 = DecimalParameter(0.001, 0.04, default=0.005, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_dec_profit_max_1 = DecimalParameter(0.03, 0.08, default=0.05, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_dec_profit_min_2 = DecimalParameter(0.01, 0.08, default=0.04, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_dec_profit_max_2 = DecimalParameter(0.04, 0.1, default=0.06, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_dec_profit_min_3 = DecimalParameter(0.02, 0.1, default=0.06, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_dec_profit_max_3 = DecimalParameter(0.06, 0.12, default=0.09, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_dec_profit_min_4 = DecimalParameter(0.01, 0.05, default=0.02, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_dec_profit_max_4 = DecimalParameter(0.02, 0.1, default=0.04, space='sell', decimals=3, optimize=True, load=True) # Pumped 48h 1, under EMA200 sell_custom_pump_under_profit_min_1 = DecimalParameter(0.02, 0.06, default=0.04, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_under_profit_max_1 = DecimalParameter(0.04, 0.1, default=0.09, space='sell', decimals=3, optimize=True, load=True) # Pumped trail 1 sell_custom_pump_trail_profit_min_1 = DecimalParameter(0.01, 0.12, default=0.05, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_trail_profit_max_1 = DecimalParameter(0.06, 0.16, default=0.07, space='sell', decimals=2, optimize=True, load=True) sell_custom_pump_trail_down_1 = DecimalParameter(0.01, 0.06, default=0.05, space='sell', decimals=3, optimize=True, load=True) sell_custom_pump_trail_rsi_min_1 = DecimalParameter(16.0, 36.0, default=20.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_pump_trail_rsi_max_1 = DecimalParameter(30.0, 50.0, default=70.0, space='sell', decimals=1, optimize=True, load=True) # Stoploss, pumped, 48h 1 sell_custom_stoploss_pump_max_profit_1 = DecimalParameter(0.01, 0.04, default=0.025, space='sell', decimals=3, optimize=True, load=True) sell_custom_stoploss_pump_min_1 = DecimalParameter(-0.1, -0.01, default=-0.02, space='sell', decimals=3, optimize=True, load=True) sell_custom_stoploss_pump_max_1 = DecimalParameter(-0.1, -0.01, default=-0.01, space='sell', decimals=3, optimize=True, load=True) sell_custom_stoploss_pump_ma_offset_1 = DecimalParameter(0.7, 0.99, default=0.94, space='sell', decimals=2, optimize=True, load=True) # Stoploss, pumped, 48h 1 sell_custom_stoploss_pump_max_profit_2 = DecimalParameter(0.01, 0.04, default=0.025, space='sell', decimals=3, optimize=True, load=True) sell_custom_stoploss_pump_loss_2 = DecimalParameter(-0.1, -0.01, default=-0.05, space='sell', decimals=3, optimize=True, load=True) sell_custom_stoploss_pump_ma_offset_2 = DecimalParameter(0.7, 0.99, default=0.92, space='sell', decimals=2, optimize=True, load=True) # Stoploss, pumped, 36h 3 sell_custom_stoploss_pump_max_profit_3 = DecimalParameter(0.01, 0.04, default=0.008, space='sell', decimals=3, optimize=True, load=True) sell_custom_stoploss_pump_loss_3 = DecimalParameter(-0.16, -0.06, default=-0.12, space='sell', decimals=3, optimize=True, load=True) sell_custom_stoploss_pump_ma_offset_3 = DecimalParameter(0.7, 0.99, default=0.88, space='sell', decimals=2, optimize=True, load=True) ############################################################# def get_ticker_indicator(self): return int(self.timeframe[:-1]) def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float, current_profit: float, **kwargs): dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) last_candle = dataframe.iloc[-1].squeeze() max_profit = ((trade.max_rate - trade.open_rate) / trade.open_rate) if (last_candle is not None): if (current_profit > self.sell_custom_profit_11.value) & (last_candle['rsi'] < self.sell_custom_rsi_11.value): return 'signal_profit_11' if (self.sell_custom_profit_11.value > current_profit > self.sell_custom_profit_10.value) & (last_candle['rsi'] < self.sell_custom_rsi_10.value): return 'signal_profit_10' if (self.sell_custom_profit_10.value > current_profit > self.sell_custom_profit_9.value) & (last_candle['rsi'] < self.sell_custom_rsi_9.value): return 'signal_profit_9' if (self.sell_custom_profit_9.value > current_profit > self.sell_custom_profit_8.value) & (last_candle['rsi'] < self.sell_custom_rsi_8.value): return 'signal_profit_8' if (self.sell_custom_profit_8.value > current_profit > self.sell_custom_profit_7.value) & (last_candle['rsi'] < self.sell_custom_rsi_7.value): return 'signal_profit_7' if (self.sell_custom_profit_7.value > current_profit > self.sell_custom_profit_6.value) & (last_candle['rsi'] < self.sell_custom_rsi_6.value): return 'signal_profit_6' if (self.sell_custom_profit_6.value > current_profit > self.sell_custom_profit_5.value) & (last_candle['rsi'] < self.sell_custom_rsi_5.value): return 'signal_profit_5' elif (self.sell_custom_profit_5.value > current_profit > self.sell_custom_profit_4.value) & (last_candle['rsi'] < self.sell_custom_rsi_4.value): return 'signal_profit_4' elif (self.sell_custom_profit_4.value > current_profit > self.sell_custom_profit_3.value) & (last_candle['rsi'] < self.sell_custom_rsi_3.value): return 'signal_profit_3' elif (self.sell_custom_profit_3.value > current_profit > self.sell_custom_profit_2.value) & (last_candle['rsi'] < self.sell_custom_rsi_2.value): return 'signal_profit_2' elif (self.sell_custom_profit_2.value > current_profit > self.sell_custom_profit_1.value) & (last_candle['rsi'] < self.sell_custom_rsi_1.value): return 'signal_profit_1' elif (self.sell_custom_profit_1.value > current_profit > self.sell_custom_profit_0.value) & (last_candle['rsi'] < self.sell_custom_rsi_0.value): return 'signal_profit_0' # check if close is under EMA200 elif (current_profit > self.sell_custom_under_profit_11.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_11.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_11' elif (self.sell_custom_under_profit_11.value > current_profit > self.sell_custom_under_profit_10.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_10.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_10' elif (self.sell_custom_under_profit_10.value > current_profit > self.sell_custom_under_profit_9.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_9.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_9' elif (self.sell_custom_under_profit_9.value > current_profit > self.sell_custom_under_profit_8.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_8.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_8' elif (self.sell_custom_under_profit_8.value > current_profit > self.sell_custom_under_profit_7.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_7.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_7' elif (self.sell_custom_under_profit_7.value > current_profit > self.sell_custom_under_profit_6.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_6.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_6' elif (self.sell_custom_under_profit_6.value > current_profit > self.sell_custom_under_profit_5.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_5.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_5' elif (self.sell_custom_under_profit_5.value > current_profit > self.sell_custom_under_profit_4.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_4.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_4' elif (self.sell_custom_under_profit_4.value > current_profit > self.sell_custom_under_profit_3.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_3.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_3' elif (self.sell_custom_under_profit_3.value > current_profit > self.sell_custom_under_profit_2.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_2.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_2' elif (self.sell_custom_under_profit_2.value > current_profit > self.sell_custom_under_profit_1.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_1.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_1' elif (self.sell_custom_under_profit_1.value > current_profit > self.sell_custom_under_profit_0.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_0.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_0' # check if the pair is "pumped" elif (last_candle['sell_pump_48_1_1h']) & (current_profit > self.sell_custom_pump_profit_1_5.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_1_5.value): return 'signal_profit_p_1_5' elif (last_candle['sell_pump_48_1_1h']) & (self.sell_custom_pump_profit_1_5.value > current_profit > self.sell_custom_pump_profit_1_4.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_1_4.value): return 'signal_profit_p_1_4' elif (last_candle['sell_pump_48_1_1h']) & (self.sell_custom_pump_profit_1_4.value > current_profit > self.sell_custom_pump_profit_1_3.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_1_3.value): return 'signal_profit_p_1_3' elif (last_candle['sell_pump_48_1_1h']) & (self.sell_custom_pump_profit_1_3.value > current_profit > self.sell_custom_pump_profit_1_2.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_1_2.value): return 'signal_profit_p_1_2' elif (last_candle['sell_pump_48_1_1h']) & (self.sell_custom_pump_profit_1_2.value > current_profit > self.sell_custom_pump_profit_1_1.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_1_1.value): return 'signal_profit_p_1_1' elif (last_candle['sell_pump_36_1_1h']) & (current_profit > self.sell_custom_pump_profit_2_5.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_2_5.value): return 'signal_profit_p_2_5' elif (last_candle['sell_pump_36_1_1h']) & (self.sell_custom_pump_profit_2_5.value > current_profit > self.sell_custom_pump_profit_2_4.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_2_4.value): return 'signal_profit_p_2_4' elif (last_candle['sell_pump_36_1_1h']) & (self.sell_custom_pump_profit_2_4.value > current_profit > self.sell_custom_pump_profit_2_3.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_2_3.value): return 'signal_profit_p_2_3' elif (last_candle['sell_pump_36_1_1h']) & (self.sell_custom_pump_profit_2_3.value > current_profit > self.sell_custom_pump_profit_2_2.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_2_2.value): return 'signal_profit_p_2_2' elif (last_candle['sell_pump_36_1_1h']) & (self.sell_custom_pump_profit_2_2.value > current_profit > self.sell_custom_pump_profit_2_1.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_2_1.value): return 'signal_profit_p_2_1' elif (last_candle['sell_pump_24_1_1h']) & (current_profit > self.sell_custom_pump_profit_3_5.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_3_5.value): return 'signal_profit_p_3_5' elif (last_candle['sell_pump_24_1_1h']) & (self.sell_custom_pump_profit_3_5.value > current_profit > self.sell_custom_pump_profit_3_4.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_3_4.value): return 'signal_profit_p_3_4' elif (last_candle['sell_pump_24_1_1h']) & (self.sell_custom_pump_profit_3_4.value > current_profit > self.sell_custom_pump_profit_3_3.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_3_3.value): return 'signal_profit_p_3_3' elif (last_candle['sell_pump_24_1_1h']) & (self.sell_custom_pump_profit_3_3.value > current_profit > self.sell_custom_pump_profit_3_2.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_3_2.value): return 'signal_profit_p_3_2' elif (last_candle['sell_pump_24_1_1h']) & (self.sell_custom_pump_profit_3_2.value > current_profit > self.sell_custom_pump_profit_3_1.value) & (last_candle['rsi'] < self.sell_custom_pump_rsi_3_1.value): return 'signal_profit_p_3_1' elif (self.sell_custom_dec_profit_max_1.value > current_profit > self.sell_custom_dec_profit_min_1.value) & (last_candle['sma_200_dec']): return 'signal_profit_d_1' elif (self.sell_custom_dec_profit_max_2.value > current_profit > self.sell_custom_dec_profit_min_2.value) & (last_candle['close'] < last_candle['ema_100']): return 'signal_profit_d_2' # Trailing elif (self.sell_trail_profit_max_1.value > current_profit > self.sell_trail_profit_min_1.value) & (self.sell_trail_rsi_min_1.value < last_candle['rsi'] < self.sell_trail_rsi_max_1.value) & (max_profit > (current_profit + self.sell_trail_down_1.value)): return 'signal_profit_t_1' elif (self.sell_trail_profit_max_2.value > current_profit > self.sell_trail_profit_min_2.value) & (self.sell_trail_rsi_min_2.value < last_candle['rsi'] < self.sell_trail_rsi_max_2.value) & (max_profit > (current_profit + self.sell_trail_down_2.value)): return 'signal_profit_t_2' elif (self.sell_trail_profit_max_3.value > current_profit > self.sell_trail_profit_min_3.value) & (max_profit > (current_profit + self.sell_trail_down_3.value)) & (last_candle['sma_200_dec_1h']): return 'signal_profit_t_3' elif (last_candle['close'] < last_candle['ema_200']) & (current_profit > self.sell_trail_profit_min_3.value) & (current_profit < self.sell_trail_profit_max_3.value) & (max_profit > (current_profit + self.sell_trail_down_3.value)): return 'signal_profit_u_t_1' elif (current_profit > 0.0) & (last_candle['close'] < last_candle['ema_200']) & (((last_candle['ema_200'] - last_candle['close']) / last_candle['close']) < self.sell_custom_profit_under_rel_1.value) & (last_candle['rsi'] > last_candle['rsi_1h'] + self.sell_custom_profit_under_rsi_diff_1.value): return 'signal_profit_u_e_1' elif (current_profit < -0.0) & (last_candle['close'] < last_candle['ema_200']) & (((last_candle['ema_200'] - last_candle['close']) / last_candle['close']) < self.sell_custom_stoploss_under_rel_1.value) & (last_candle['rsi'] > last_candle['rsi_1h'] + self.sell_custom_stoploss_under_rsi_diff_1.value): return 'signal_stoploss_u_1' elif (self.sell_custom_pump_dec_profit_max_1.value > current_profit > self.sell_custom_pump_dec_profit_min_1.value) & (last_candle['sell_pump_48_1_1h']) & (last_candle['sma_200_dec']) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_p_d_1' elif (self.sell_custom_pump_dec_profit_max_2.value > current_profit > self.sell_custom_pump_dec_profit_min_2.value) & (last_candle['sell_pump_48_2_1h']) & (last_candle['sma_200_dec']) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_p_d_2' elif (self.sell_custom_pump_dec_profit_max_3.value > current_profit > self.sell_custom_pump_dec_profit_min_3.value) & (last_candle['sell_pump_48_3_1h']) & (last_candle['sma_200_dec']) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_p_d_3' elif (self.sell_custom_pump_dec_profit_max_4.value > current_profit > self.sell_custom_pump_dec_profit_min_4.value) & (last_candle['sma_200_dec']) & (last_candle['sell_pump_24_2_1h']): return 'signal_profit_p_d_4' # Pumped 48h 1, under EMA200 elif (self.sell_custom_pump_under_profit_max_1.value > current_profit > self.sell_custom_pump_under_profit_min_1.value) & (last_candle['sell_pump_48_1_1h']) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_p_u_1' # Pumped 36h 2, trail 1 elif (last_candle['sell_pump_36_2_1h']) & (self.sell_custom_pump_trail_profit_max_1.value > current_profit > self.sell_custom_pump_trail_profit_min_1.value) & (self.sell_custom_pump_trail_rsi_min_1.value < last_candle['rsi'] < self.sell_custom_pump_trail_rsi_max_1.value) & (max_profit > (current_profit + self.sell_custom_pump_trail_down_1.value)): return 'signal_profit_p_t_1' elif (max_profit < self.sell_custom_stoploss_pump_max_profit_1.value) & (self.sell_custom_stoploss_pump_min_1.value < current_profit < self.sell_custom_stoploss_pump_max_1.value) & (last_candle['sell_pump_48_1_1h']) & (last_candle['sma_200_dec']) & (last_candle['close'] < (last_candle['ema_200'] * self.sell_custom_stoploss_pump_ma_offset_1.value)): return 'signal_stoploss_p_1' elif (max_profit < self.sell_custom_stoploss_pump_max_profit_2.value) & (current_profit < self.sell_custom_stoploss_pump_loss_2.value) & (last_candle['sell_pump_48_1_1h']) & (last_candle['sma_200_dec_1h']) & (last_candle['close'] < (last_candle['ema_200'] * self.sell_custom_stoploss_pump_ma_offset_2.value)): return 'signal_stoploss_p_2' elif (max_profit < self.sell_custom_stoploss_pump_max_profit_3.value) & (current_profit < self.sell_custom_stoploss_pump_loss_3.value) & (last_candle['sell_pump_36_3_1h']) & (last_candle['close'] < (last_candle['ema_200'] * self.sell_custom_stoploss_pump_ma_offset_3.value)): return 'signal_stoploss_p_3' return None def range_percent_change(self, dataframe: DataFrame, length: int) -> float: """ Rolling Percentage Change Maximum across interval. :param dataframe: DataFrame The original OHLC dataframe :param length: int The length to look back """ df = dataframe.copy() return ((df['open'].rolling(length).max() - df['close'].rolling(length).min()) / df['close'].rolling(length).min()) def range_maxgap(self, dataframe: DataFrame, length: int) -> float: """ Maximum Price Gap across interval. :param dataframe: DataFrame The original OHLC dataframe :param length: int The length to look back """ df = dataframe.copy() return (df['open'].rolling(length).max() - df['close'].rolling(length).min()) def range_maxgap_adjusted(self, dataframe: DataFrame, length: int, adjustment: float) -> float: """ Maximum Price Gap across interval adjusted. :param dataframe: DataFrame The original OHLC dataframe :param length: int The length to look back :param adjustment: int The adjustment to be applied """ return (self.range_maxgap(dataframe,length) / adjustment) def range_height(self, dataframe: DataFrame, length: int) -> float: """ Current close distance to range bottom. :param dataframe: DataFrame The original OHLC dataframe :param length: int The length to look back """ df = dataframe.copy() return (df['close'] - df['close'].rolling(length).min()) def safe_pump(self, dataframe: DataFrame, length: int, thresh: float, pull_thresh: float) -> bool: """ Determine if entry after a pump is safe. :param dataframe: DataFrame The original OHLC dataframe :param length: int The length to look back :param thresh: int Maximum percentage change threshold :param pull_thresh: int Pullback from interval maximum threshold """ df = dataframe.copy() return (self.range_percent_change(df, length) < thresh) | (self.range_maxgap_adjusted(df, length, pull_thresh) > self.range_height(df, length)) def informative_pairs(self): # get access to all pairs available in whitelist. pairs = self.dp.current_whitelist() # Assign tf to each pair so they can be downloaded and cached for strategy. informative_pairs = [(pair, '1h') for pair in pairs] return informative_pairs def informative_1h_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: assert self.dp, "DataProvider is required for multiple timeframes." # Get the informative pair informative_1h = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.inf_1h) # EMA informative_1h['ema_12'] = ta.EMA(informative_1h, timeperiod=12) informative_1h['ema_15'] = ta.EMA(informative_1h, timeperiod=15) informative_1h['ema_20'] = ta.EMA(informative_1h, timeperiod=20) informative_1h['ema_26'] = ta.EMA(informative_1h, timeperiod=26) informative_1h['ema_35'] = ta.EMA(informative_1h, timeperiod=35) informative_1h['ema_50'] = ta.EMA(informative_1h, timeperiod=50) informative_1h['ema_100'] = ta.EMA(informative_1h, timeperiod=100) informative_1h['ema_200'] = ta.EMA(informative_1h, timeperiod=200) # SMA informative_1h['sma_200'] = ta.SMA(informative_1h, timeperiod=200) informative_1h['sma_200_dec'] = informative_1h['sma_200'] < informative_1h['sma_200'].shift(20) # RSI informative_1h['rsi'] = ta.RSI(informative_1h, timeperiod=14) # BB bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(informative_1h), window=20, stds=2) informative_1h['bb_lowerband'] = bollinger['lower'] informative_1h['bb_middleband'] = bollinger['mid'] informative_1h['bb_upperband'] = bollinger['upper'] # Chaikin Money Flow informative_1h['cmf'] = chaikin_money_flow(informative_1h, 20) # Pump protections informative_1h['safe_pump_24_normal'] = self.safe_pump(informative_1h, 24, self.buy_pump_threshold_1.value, self.buy_pump_pull_threshold_1.value) informative_1h['safe_pump_36_normal'] = self.safe_pump(informative_1h, 36, self.buy_pump_threshold_2.value, self.buy_pump_pull_threshold_2.value) informative_1h['safe_pump_48_normal'] = self.safe_pump(informative_1h, 48, self.buy_pump_threshold_3.value, self.buy_pump_pull_threshold_3.value) informative_1h['safe_pump_24_strict'] = self.safe_pump(informative_1h, 24, self.buy_pump_threshold_4.value, self.buy_pump_pull_threshold_4.value) informative_1h['safe_pump_36_strict'] = self.safe_pump(informative_1h, 36, self.buy_pump_threshold_5.value, self.buy_pump_pull_threshold_5.value) informative_1h['safe_pump_48_strict'] = self.safe_pump(informative_1h, 48, self.buy_pump_threshold_6.value, self.buy_pump_pull_threshold_6.value) informative_1h['safe_pump_24_loose'] = self.safe_pump(informative_1h, 24, self.buy_pump_threshold_7.value, self.buy_pump_pull_threshold_7.value) informative_1h['safe_pump_36_loose'] = self.safe_pump(informative_1h, 36, self.buy_pump_threshold_8.value, self.buy_pump_pull_threshold_8.value) informative_1h['safe_pump_48_loose'] = self.safe_pump(informative_1h, 48, self.buy_pump_threshold_9.value, self.buy_pump_pull_threshold_9.value) informative_1h['safe_pump_24'] = ((((informative_1h['open'].rolling(24).max() - informative_1h['close'].rolling(24).min()) / informative_1h['close'].rolling(24).min()) < self.buy_pump_threshold_1.value) | (((informative_1h['open'].rolling(24).max() - informative_1h['close'].rolling(24).min()) / self.buy_pump_pull_threshold_1.value) > (informative_1h['close'] - informative_1h['close'].rolling(24).min()))) informative_1h['safe_pump_36'] = ((((informative_1h['open'].rolling(36).max() - informative_1h['close'].rolling(36).min()) / informative_1h['close'].rolling(36).min()) < self.buy_pump_threshold_2.value) | (((informative_1h['open'].rolling(36).max() - informative_1h['close'].rolling(36).min()) / self.buy_pump_pull_threshold_2.value) > (informative_1h['close'] - informative_1h['close'].rolling(36).min()))) informative_1h['safe_pump_48'] = ((((informative_1h['open'].rolling(48).max() - informative_1h['close'].rolling(48).min()) / informative_1h['close'].rolling(48).min()) < self.buy_pump_threshold_3.value) | (((informative_1h['open'].rolling(48).max() - informative_1h['close'].rolling(48).min()) / self.buy_pump_pull_threshold_3.value) > (informative_1h['close'] - informative_1h['close'].rolling(48).min()))) informative_1h['sell_pump_48_1'] = (((informative_1h['high'].rolling(48).max() - informative_1h['low'].rolling(48).min()) / informative_1h['low'].rolling(48).min()) > self.sell_pump_threshold_1.value) informative_1h['sell_pump_48_2'] = (((informative_1h['high'].rolling(48).max() - informative_1h['low'].rolling(48).min()) / informative_1h['low'].rolling(48).min()) > self.sell_pump_threshold_2.value) informative_1h['sell_pump_48_3'] = (((informative_1h['high'].rolling(48).max() - informative_1h['low'].rolling(48).min()) / informative_1h['low'].rolling(48).min()) > self.sell_pump_threshold_3.value) informative_1h['sell_pump_36_1'] = (((informative_1h['high'].rolling(36).max() - informative_1h['low'].rolling(36).min()) / informative_1h['low'].rolling(36).min()) > self.sell_pump_threshold_4.value) informative_1h['sell_pump_36_2'] = (((informative_1h['high'].rolling(36).max() - informative_1h['low'].rolling(36).min()) / informative_1h['low'].rolling(36).min()) > self.sell_pump_threshold_5.value) informative_1h['sell_pump_36_3'] = (((informative_1h['high'].rolling(36).max() - informative_1h['low'].rolling(36).min()) / informative_1h['low'].rolling(36).min()) > self.sell_pump_threshold_6.value) informative_1h['sell_pump_24_1'] = (((informative_1h['high'].rolling(24).max() - informative_1h['low'].rolling(24).min()) / informative_1h['low'].rolling(24).min()) > self.sell_pump_threshold_7.value) informative_1h['sell_pump_24_2'] = (((informative_1h['high'].rolling(24).max() - informative_1h['low'].rolling(24).min()) / informative_1h['low'].rolling(24).min()) > self.sell_pump_threshold_8.value) informative_1h['sell_pump_24_3'] = (((informative_1h['high'].rolling(24).max() - informative_1h['low'].rolling(24).min()) / informative_1h['low'].rolling(24).min()) > self.sell_pump_threshold_9.value) return informative_1h def normal_tf_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # BB 40 bb_40 = qtpylib.bollinger_bands(dataframe['close'], window=40, stds=2) dataframe['lower'] = bb_40['lower'] dataframe['mid'] = bb_40['mid'] dataframe['bbdelta'] = (bb_40['mid'] - dataframe['lower']).abs() dataframe['closedelta'] = (dataframe['close'] - dataframe['close'].shift()).abs() dataframe['tail'] = (dataframe['close'] - dataframe['low']).abs() # BB 20 bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bb_lowerband'] = bollinger['lower'] dataframe['bb_middleband'] = bollinger['mid'] dataframe['bb_upperband'] = bollinger['upper'] # EMA 200 dataframe['ema_12'] = ta.EMA(dataframe, timeperiod=12) dataframe['ema_20'] = ta.EMA(dataframe, timeperiod=20) dataframe['ema_26'] = ta.EMA(dataframe, timeperiod=26) dataframe['ema_50'] = ta.EMA(dataframe, timeperiod=50) dataframe['ema_100'] = ta.EMA(dataframe, timeperiod=100) dataframe['ema_200'] = ta.EMA(dataframe, timeperiod=200) # SMA dataframe['sma_5'] = ta.SMA(dataframe, timeperiod=5) dataframe['sma_30'] = ta.SMA(dataframe, timeperiod=30) dataframe['sma_200'] = ta.SMA(dataframe, timeperiod=200) dataframe['sma_200_dec'] = dataframe['sma_200'] < dataframe['sma_200'].shift(20) # MFI dataframe['mfi'] = ta.MFI(dataframe) # EWO dataframe['ewo'] = EWO(dataframe, 50, 200) # Alligator dataframe['lips'] = ta.SMA(dataframe, timeperiod=5) dataframe['smma_lips'] = dataframe['lips'].rolling(3).mean() dataframe['teeth'] = ta.SMA(dataframe, timeperiod=8) dataframe['smma_teeth'] = dataframe['teeth'].rolling(5).mean() dataframe['jaw'] = ta.SMA(dataframe, timeperiod=13) dataframe['smma_jaw'] = dataframe['jaw'].rolling(8).mean() # RSI dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) # Chopiness dataframe['chop']= qtpylib.chopiness(dataframe, 14) # Dip protection dataframe['safe_dips'] = ((((dataframe['open'] - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_1.value) & (((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_2.value) & (((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_3.value) & (((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_4.value)) dataframe['safe_dips_normal'] = ((((dataframe['open'] - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_1.value) & (((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_2.value) & (((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_3.value) & (((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_4.value)) dataframe['safe_dips_strict'] = ((((dataframe['open'] - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_5.value) & (((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_6.value) & (((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_7.value) & (((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_8.value)) dataframe['safe_dips_loose'] = ((((dataframe['open'] - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_9.value) & (((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_10.value) & (((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_11.value) & (((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close']) < self.buy_dip_threshold_12.value)) # Volume dataframe['volume_mean_4'] = dataframe['volume'].rolling(4).mean().shift(1) dataframe['volume_mean_30'] = dataframe['volume'].rolling(30).mean() # Offset for i in self.ma_types: dataframe[f'{i}_offset_buy'] = self.ma_map[f'{i}']['calculate']( dataframe, self.base_nb_candles_buy.value) * \ self.ma_map[f'{i}']['low_offset'] dataframe[f'{i}_offset_sell'] = self.ma_map[f'{i}']['calculate']( dataframe, self.base_nb_candles_sell.value) * \ self.ma_map[f'{i}']['high_offset'] return dataframe def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # The indicators for the 1h informative timeframe informative_1h = self.informative_1h_indicators(dataframe, metadata) dataframe = merge_informative_pair(dataframe, informative_1h, self.timeframe, self.inf_1h, ffill=True) # The indicators for the normal (5m) timeframe dataframe = self.normal_tf_indicators(dataframe, metadata) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] conditions.append( ( self.buy_condition_1_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & (dataframe['sma_200'] > dataframe['sma_200'].shift(20)) & (dataframe['safe_dips']) & (dataframe['safe_pump_48_1h']) & (((dataframe['close'] - dataframe['open'].rolling(36).min()) / dataframe['open'].rolling(36).min()) > self.buy_min_inc_1.value) & (dataframe['rsi_1h'] > self.buy_rsi_1h_min_1.value) & (dataframe['rsi_1h'] < self.buy_rsi_1h_max_1.value) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_1.value) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_2_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & (dataframe['safe_pump_24_strict_1h']) & (dataframe['volume_mean_4'] * self.buy_volume_2.value > dataframe['volume']) & (dataframe['rsi_1h'] > self.buy_rsi_1h_min_2.value) & (dataframe['rsi_1h'] < self.buy_rsi_1h_max_2.value) & (dataframe['rsi'] < dataframe['rsi_1h'] - self.buy_rsi_1h_diff_2.value) & (dataframe['mfi'] < self.buy_mfi_2.value) & (dataframe['close'] < (dataframe['bb_lowerband'] * self.buy_bb_offset_2.value)) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_3_enable.value & (dataframe['close'] > (dataframe['ema_200_1h'] * self.buy_ema_rel_3.value)) & (dataframe['ema_100'] > dataframe['ema_200']) & (dataframe['ema_50_1h'] > dataframe['ema_100_1h']) & (dataframe['ema_100_1h'] > dataframe['ema_200_1h']) & (dataframe['safe_pump_36_1h']) & dataframe['lower'].shift().gt(0) & dataframe['bbdelta'].gt(dataframe['close'] * self.buy_bb40_bbdelta_close_3.value) & dataframe['closedelta'].gt(dataframe['close'] * self.buy_bb40_closedelta_close_3.value) & dataframe['tail'].lt(dataframe['bbdelta'] * self.buy_bb40_tail_bbdelta_3.value) & dataframe['close'].lt(dataframe['lower'].shift()) & dataframe['close'].le(dataframe['close'].shift()) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_4_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & (dataframe['safe_dips_strict']) & (dataframe['safe_pump_24_1h']) & (dataframe['close'] < dataframe['ema_50']) & (dataframe['close'] < self.buy_bb20_close_bblowerband_4.value * dataframe['bb_lowerband']) & (dataframe['volume'] < (dataframe['volume_mean_30'].shift(1) * self.buy_bb20_volume_4.value)) ) ) conditions.append( ( self.buy_condition_5_enable.value & (dataframe['ema_100'] > dataframe['ema_200']) & (dataframe['close'] > (dataframe['ema_200_1h'] * self.buy_ema_rel_5.value)) & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & (dataframe['safe_dips']) & (dataframe['safe_pump_36_strict_1h']) & (dataframe['volume_mean_4'] * self.buy_volume_5.value > dataframe['volume']) & (dataframe['ema_26'] > dataframe['ema_12']) & ((dataframe['ema_26'] - dataframe['ema_12']) > (dataframe['open'] * self.buy_ema_open_mult_5.value)) & ((dataframe['ema_26'].shift() - dataframe['ema_12'].shift()) > (dataframe['open'] / 100)) & (dataframe['close'] < (dataframe['bb_lowerband'] * self.buy_bb_offset_5.value)) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_6_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & (dataframe['safe_dips_strict']) & (dataframe['volume'].rolling(4).mean() * self.buy_volume_6.value > dataframe['volume']) & (dataframe['ema_26'] > dataframe['ema_12']) & ((dataframe['ema_26'] - dataframe['ema_12']) > (dataframe['open'] * self.buy_ema_open_mult_6.value)) & ((dataframe['ema_26'].shift() - dataframe['ema_12'].shift()) > (dataframe['open'] / 100)) & (dataframe['close'] < (dataframe['bb_lowerband'] * self.buy_bb_offset_6.value)) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_7_enable.value & (dataframe['ema_100'] > dataframe['ema_200']) & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & (dataframe['safe_dips']) & (dataframe['volume'].rolling(4).mean() * self.buy_volume_6.value > dataframe['volume']) & (dataframe['ema_26'] > dataframe['ema_12']) & ((dataframe['ema_26'] - dataframe['ema_12']) > (dataframe['open'] * self.buy_ema_open_mult_7.value)) & ((dataframe['ema_26'].shift() - dataframe['ema_12'].shift()) > (dataframe['open'] / 100)) & (dataframe['rsi'] < self.buy_rsi_7.value) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_8_enable.value & (dataframe['close'] > (dataframe['ema_200_1h'] * self.buy_ema_rel_8.value)) & (dataframe['ema_50_1h'] > dataframe['ema_100_1h']) & (dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(24)) & (dataframe['close'] > dataframe['open']) & (dataframe['close'] > dataframe['smma_lips']) & (dataframe['smma_lips'] > dataframe['smma_teeth']) & (dataframe['smma_teeth'] > dataframe['smma_jaw']) & (dataframe['smma_lips'].shift(1) > dataframe['smma_teeth'].shift(1)) & (dataframe['smma_teeth'].shift(1) > dataframe['smma_jaw'].shift(1)) & (dataframe['smma_lips'] > dataframe['smma_lips'].shift(1)) & (dataframe['smma_teeth'] > dataframe['smma_teeth'].shift(1)) & (dataframe['smma_jaw'] > dataframe['smma_jaw'].shift(1)) & (dataframe['rsi'] < self.buy_rsi_8.value) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_9_enable.value & (dataframe['ema_50'] > dataframe['ema_200']) & (dataframe['ema_50_1h'] > dataframe['ema_100_1h']) & (dataframe['safe_dips_strict']) & (dataframe['volume_mean_4'] * self.buy_volume_9.value > dataframe['volume']) & (dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_9.value) & (dataframe['close'] < dataframe['bb_lowerband'] * self.buy_bb_offset_9.value) & (dataframe['rsi_1h'] > self.buy_rsi_1h_min_9.value) & (dataframe['rsi_1h'] < self.buy_rsi_1h_max_9.value) & (dataframe['mfi'] < self.buy_mfi_9.value) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_10_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_100_1h']) & (dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(24)) & (dataframe['safe_dips']) & (dataframe['safe_pump_24_1h']) & ((dataframe['volume_mean_4'] * self.buy_volume_10.value) > dataframe['volume']) & (dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_10.value) & (dataframe['close'] < dataframe['bb_lowerband'] * self.buy_bb_offset_10.value) & (dataframe['rsi_1h'] < self.buy_rsi_1h_10.value) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_11_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_100_1h']) & (dataframe['safe_pump_24_1h']) & (((dataframe['close'] - dataframe['open'].rolling(36).min()) / dataframe['open'].rolling(36).min()) > self.buy_min_inc_11.value) & (dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_11.value) & (dataframe['rsi_1h'] > self.buy_rsi_1h_min_11.value) & (dataframe['rsi_1h'] < self.buy_rsi_1h_max_11.value) & (dataframe['rsi'] < self.buy_rsi_11.value) & (dataframe['mfi'] < self.buy_mfi_11.value) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_12_enable.value & (dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(24)) & (dataframe['safe_dips_strict']) & (dataframe['safe_pump_24_strict_1h']) & ((dataframe['volume_mean_4'] * self.buy_volume_12.value) > dataframe['volume']) & (dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_12.value) & (dataframe['ewo'] > self.buy_ewo_12.value) & (dataframe['rsi'] < self.buy_rsi_12.value) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_13_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_100_1h']) & (dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(24)) & (dataframe['safe_dips_strict']) & (dataframe['safe_pump_24_strict_1h']) & (dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_13.value) & (dataframe['ewo'] < self.buy_ewo_13.value) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_14_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & (dataframe['sma_200'] > dataframe['sma_200'].shift(20)) & (dataframe['safe_dips_strict']) & (dataframe['safe_pump_48_1h']) & (dataframe['volume_mean_4'] * self.buy_volume_14.value > dataframe['volume']) & (dataframe['ema_26'] > dataframe['ema_12']) & ((dataframe['ema_26'] - dataframe['ema_12']) > (dataframe['open'] * self.buy_ema_open_mult_14.value)) & ((dataframe['ema_26'].shift() - dataframe['ema_12'].shift()) > (dataframe['open'] / 100)) & (dataframe['close'] < (dataframe['bb_lowerband'] * self.buy_bb_offset_14.value)) & (dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_14.value) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_15_enable.value & (dataframe['close'] > dataframe['ema_200_1h'] * self.buy_ema_rel_15.value) & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & (dataframe['safe_dips_strict']) & (dataframe['ema_26'] > dataframe['ema_12']) & ((dataframe['ema_26'] - dataframe['ema_12']) > (dataframe['open'] * self.buy_ema_open_mult_15.value)) & ((dataframe['ema_26'].shift() - dataframe['ema_12'].shift()) > (dataframe['open'] / 100)) & (dataframe['rsi'] < self.buy_rsi_15.value) & (dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_15.value) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_16_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & (dataframe['safe_dips_strict']) & (dataframe['safe_pump_24_strict_1h']) & ((dataframe['volume_mean_4'] * self.buy_volume_16.value) > dataframe['volume']) & (dataframe['close'] < dataframe['ema_20'] * self.buy_ma_offset_16.value) & (dataframe['ewo'] > self.buy_ewo_16.value) & (dataframe['rsi'] < self.buy_rsi_16.value) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.buy_condition_17_enable.value & (dataframe['safe_dips_strict']) & (dataframe['close'] < dataframe['ema_20'] * self.buy_ma_offset_17.value) & (dataframe['ewo'] < self.buy_ewo_17.value) & (dataframe['volume'] > 0) ) ) for i in self.ma_types: conditions.append( ( dataframe['close'] < dataframe[f'{i}_offset_buy']) & ( (dataframe['ewo'] < self.ewo_low.value) | (dataframe['ewo'] > self.ewo_high.value) ) & (dataframe['volume'] > 0) ) if conditions: dataframe.loc[ reduce(lambda x, y: x | y, conditions), 'buy' ] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] conditions.append( ( self.sell_condition_1_enable.value & (dataframe['rsi'] > self.sell_rsi_bb_1.value) & (dataframe['close'] > dataframe['bb_upperband']) & (dataframe['close'].shift(1) > dataframe['bb_upperband'].shift(1)) & (dataframe['close'].shift(2) > dataframe['bb_upperband'].shift(2)) & (dataframe['close'].shift(3) > dataframe['bb_upperband'].shift(3)) & (dataframe['close'].shift(4) > dataframe['bb_upperband'].shift(4)) & (dataframe['close'].shift(5) > dataframe['bb_upperband'].shift(5)) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.sell_condition_2_enable.value & (dataframe['rsi'] > self.sell_rsi_bb_2.value) & (dataframe['close'] > dataframe['bb_upperband']) & (dataframe['close'].shift(1) > dataframe['bb_upperband'].shift(1)) & (dataframe['close'].shift(2) > dataframe['bb_upperband'].shift(2)) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.sell_condition_3_enable.value & (dataframe['rsi'] > self.sell_rsi_main_3.value) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.sell_condition_4_enable.value & (dataframe['rsi'] > self.sell_dual_rsi_rsi_4.value) & (dataframe['rsi_1h'] > self.sell_dual_rsi_rsi_1h_4.value) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.sell_condition_6_enable.value & (dataframe['close'] < dataframe['ema_200']) & (dataframe['close'] > dataframe['ema_50']) & (dataframe['rsi'] > self.sell_rsi_under_6.value) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.sell_condition_7_enable.value & (dataframe['rsi_1h'] > self.sell_rsi_1h_7.value) & qtpylib.crossed_below(dataframe['ema_12'], dataframe['ema_26']) & (dataframe['volume'] > 0) ) ) conditions.append( ( self.sell_condition_8_enable.value & (dataframe['close'] > dataframe['bb_upperband_1h'] * self.sell_bb_relative_8.value) & (dataframe['volume'] > 0) ) ) for i in self.ma_types: conditions.append( ( (dataframe['close'] > dataframe[f'{i}_offset_sell']) & (dataframe['volume'] > 0) ) ) if conditions: dataframe.loc[ reduce(lambda x, y: x | y, conditions), 'sell' ] = 1 return dataframe # Elliot Wave Oscillator def EWO(dataframe, sma1_length=5, sma2_length=35): df = dataframe.copy() sma1 = ta.EMA(df, timeperiod=sma1_length) sma2 = ta.EMA(df, timeperiod=sma2_length) smadif = (sma1 - sma2) / df['close'] * 100 return smadif # Chaikin Money Flow def chaikin_money_flow(dataframe, n=20, fillna=False): """Chaikin Money Flow (CMF) It measures the amount of Money Flow Volume over a specific period. http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:chaikin_money_flow_cmf Args: dataframe(pandas.Dataframe): dataframe containing ohlcv n(int): n period. fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. """ df = dataframe.copy() mfv = ((df['close'] - df['low']) - (df['high'] - df['close'])) / (df['high'] - df['low']) mfv = mfv.fillna(0.0) # float division by zero mfv *= df['volume'] cmf = (mfv.rolling(n, min_periods=0).sum() / df['volume'].rolling(n, min_periods=0).sum()) if fillna: cmf = cmf.replace([np.inf, -np.inf], np.nan).fillna(0) return Series(cmf, name='cmf')