# source: https://raw.githubusercontent.com/nakhimchea/trading_bot_dev/121846a8f7e375397fbcc2065e339a6129373efb/freqtrade/user_data/strategies/SmartTA.py import datetime from typing import Optional from freqtrade.persistence import Trade from freqtrade.strategy import IStrategy, IntParameter from pandas import DataFrame import talib.abstract as ta import numpy as np class github_nakhimchea_trading_bot_dev__SmartTA__20230117_100415(IStrategy): INTERFACE_VERSION: int = 3 # Buy hyperspace params: buy_params = { "buy_m1": 4, "buy_m2": 7, "buy_m3": 1, "buy_p1": 8, "buy_p2": 9, "buy_p3": 8, } # Sell hyperspace params: sell_params = { "sell_m1": 1, "sell_m2": 3, "sell_m3": 6, "sell_p1": 16, "sell_p2": 18, "sell_p3": 18, } # ROI table: minimal_roi = { "0": 0.04, "1704": 0.03, "3712": 0.018, "5605": 0 } # Stoploss: stoploss = -1 # enable short can_short = True # Trailing stop: trailing_stop = True trailing_stop_positive = 0.005 trailing_stop_positive_offset = 0.01 trailing_only_offset_is_reached = True timeframe = "6h" startup_candle_count = 18 buy_m1 = IntParameter(1, 7, default=4) buy_m2 = IntParameter(1, 7, default=7) buy_m3 = IntParameter(1, 7, default=1) buy_p1 = IntParameter(7, 21, default=8) buy_p2 = IntParameter(7, 21, default=9) buy_p3 = IntParameter(7, 21, default=8) sell_m1 = IntParameter(1, 7, default=1) sell_m2 = IntParameter(1, 7, default=3) sell_m3 = IntParameter(1, 7, default=6) sell_p1 = IntParameter(7, 21, default=16) sell_p2 = IntParameter(7, 21, default=18) sell_p3 = IntParameter(7, 21, default=18) def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Reverse Candle Detection (Stochastic) stochd = ta.STOCHF(dataframe, fastk_period=3) reversed_stochd = 100 - stochd dataframe['stochd'] = stochd.fastk * 1.3 - 15 dataframe['stochd_re'] = reversed_stochd.fastk * 1.3 - 15 for multiplier in self.buy_m1.range: for period in self.buy_p1.range: dataframe[f"supertrend_1_buy_{multiplier}_{period}"] = self.supertrend(dataframe, multiplier, period)["STX"] for multiplier in self.buy_m2.range: for period in self.buy_p2.range: dataframe[f"supertrend_2_buy_{multiplier}_{period}"] = self.supertrend(dataframe, multiplier, period)["STX"] for multiplier in self.buy_m3.range: for period in self.buy_p3.range: dataframe[f"supertrend_3_buy_{multiplier}_{period}"] = self.supertrend(dataframe, multiplier, period)["STX"] for multiplier in self.sell_m1.range: for period in self.sell_p1.range: dataframe[f"supertrend_1_sell_{multiplier}_{period}"] = self.supertrend(dataframe, multiplier, period)["STX"] for multiplier in self.sell_m2.range: for period in self.sell_p2.range: dataframe[f"supertrend_2_sell_{multiplier}_{period}"] = self.supertrend(dataframe, multiplier, period)["STX"] for multiplier in self.sell_m3.range: for period in self.sell_p3.range: dataframe[f"supertrend_3_sell_{multiplier}_{period}"] = self.supertrend(dataframe, multiplier, period)["STX"] return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Reverse Mode # if metadata['pair'] == 'SOL/USDT' or metadata['pair'] == 'ALGO/USDT': # Forward Mode dataframe.loc[ (dataframe[f"supertrend_1_buy_{self.buy_m1.value}_{self.buy_p1.value}"] == "up") & (dataframe[f"supertrend_2_buy_{self.buy_m2.value}_{self.buy_p2.value}"] == "up") & (dataframe[f"supertrend_3_buy_{self.buy_m3.value}_{self.buy_p3.value}"] == "up") & (dataframe['stochd'] > 85) & (dataframe["volume"] > 0), "enter_long"] = 1 dataframe.loc[ (dataframe[f"supertrend_1_buy_{self.buy_m1.value}_{self.buy_p1.value}"] == "down") & (dataframe[f"supertrend_2_buy_{self.buy_m2.value}_{self.buy_p2.value}"] == "down") & (dataframe[f"supertrend_3_buy_{self.buy_m3.value}_{self.buy_p3.value}"] == "down") & (dataframe['stochd_re'] > 85) & (dataframe["volume"] > 0), "enter_short"] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ # (dataframe[f"supertrend_1_sell_{self.sell_m1.value}_{self.sell_p1.value}"] == "down") (dataframe[f"supertrend_2_sell_{self.sell_m2.value}_{self.sell_p2.value}"] == "down"), # & (dataframe[f"supertrend_3_sell_{self.sell_m3.value}_{self.sell_p3.value}"] == "down"), "exit_long"] = 1 dataframe.loc[ # (dataframe[f"supertrend_1_sell_{self.sell_m1.value}_{self.sell_p1.value}"] == "up") (dataframe[f"supertrend_2_sell_{self.sell_m2.value}_{self.sell_p2.value}"] == "up"), # & (dataframe[f"supertrend_3_sell_{self.sell_m3.value}_{self.sell_p3.value}"] == "up"), "exit_short"] = 1 return dataframe def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float, current_profit: float, **kwargs): # Sell any positions at a loss if they are held for more than one day. if current_profit < -0.3 and (current_time - trade.open_date_utc).days >= 6: return 'unclog' def leverage(self, pair: str, current_time: datetime, current_rate: float, proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str, **kwargs) -> float: return 1.0 @staticmethod def supertrend(dataframe: DataFrame, multiplier, period): df = dataframe.copy() df["TR"] = ta.TRANGE(df) df["ATR"] = ta.SMA(df["TR"], period) st = "ST_" + str(period) + "_" + str(multiplier) stx = "STX_" + str(period) + "_" + str(multiplier) # Compute basic upper and lower bands df["basic_ub"] = (df["high"] + df["low"]) / 2 + multiplier * df["ATR"] df["basic_lb"] = (df["high"] + df["low"]) / 2 - multiplier * df["ATR"] # Compute final upper and lower bands df["final_ub"] = 0.00 df["final_lb"] = 0.00 for i in range(period, len(df)): df["final_ub"].iat[i] = ( df["basic_ub"].iat[i] if df["basic_ub"].iat[i] < df["final_ub"].iat[i - 1] or df["close"].iat[i - 1] > df["final_ub"].iat[i - 1] else df["final_ub"].iat[i - 1] ) df["final_lb"].iat[i] = ( df["basic_lb"].iat[i] if df["basic_lb"].iat[i] > df["final_lb"].iat[i - 1] or df["close"].iat[i - 1] < df["final_lb"].iat[i - 1] else df["final_lb"].iat[i - 1] ) # Set the Supertrend value df[st] = 0.00 for i in range(period, len(df)): df[st].iat[i] = ( df["final_ub"].iat[i] if df[st].iat[i - 1] == df["final_ub"].iat[i - 1] and df["close"].iat[i] <= df["final_ub"].iat[i] else df["final_lb"].iat[i] if df[st].iat[i - 1] == df["final_ub"].iat[i - 1] and df["close"].iat[i] > df["final_ub"].iat[i] else df["final_lb"].iat[i] if df[st].iat[i - 1] == df["final_lb"].iat[i - 1] and df["close"].iat[i] >= df["final_lb"].iat[i] else df["final_ub"].iat[i] if df[st].iat[i - 1] == df["final_lb"].iat[i - 1] and df["close"].iat[i] < df["final_lb"].iat[i] else 0.00 ) # Mark the trend direction up/down df[stx] = np.where((df[st] > 0.00), np.where((df["close"] < df[st]), "down", "up"), np.NaN) # Remove basic and final bands from the columns df.drop(["basic_ub", "basic_lb", "final_ub", "final_lb"], inplace=True, axis=1) df.fillna(0, inplace=True) return DataFrame(index=df.index, data={"ST": df[st], "STX": df[stx]})