# source: https://raw.githubusercontent.com/RoboticAutomations/freqtradestrategies/52c4bd40414645f079a980cf4486dc7af4061efb/AIRA%20-%20open%20code%20v2/strategies/elliott-wave/EI4_t4c0s_QA3.py # directory_url: https://github.com/RoboticAutomations/freqtradestrategies/blob/main/AIRA - open code v2/strategies/elliott-wave/ # User: RoboticAutomations # Repository: freqtradestrategies # --------------------import logging from functools import reduce from datetime import datetime from typing import Optional from typing import Dict, List import pandas as pd import numpy as np import math import technical.indicators as ftt import talib.abstract as ta from pandas import DataFrame from technical import qtpylib from freqtrade.persistence import Trade from datetime import datetime, timedelta from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter, IStrategy, merge_informative_pair logger = logging.getLogger(__name__) def EWO(dataframe, ema_length=5, ema2_length=3): df = dataframe.copy() ema1 = ta.EMA(df, timeperiod=ema_length) ema2 = ta.EMA(df, timeperiod=ema2_length) emadif = (ema1 - ema2) / df['close'] * 100 return emadif class Github_RoboticAutomations_freqtradestrategies__EI4_t4c0s_QA3__20260915_233254(IStrategy): """ ______ __ __ __ __ ______ __ __ __ __ __ ______ / \ / | _/ | / | / | / \ / \ / | / | / | / | / \ /$$$$$$ |$$ |____ / $$ | _______ $$ | /$$/ /$$$$$$ |$$ \ $$ | _$$ |_ $$ | $$ | _______ /$$$$$$ | _______ $$ | $$/ $$ \ $$$$ | / |$$ |/$$/ $$ ___$$ |$$$ \$$ | / $$ | $$ |__$$ | / |$$$ \$$ | / | $$ | $$$$$$$ | $$ | /$$$$$$$/ $$ $$< / $$< $$$$ $$ | $$$$$$/ $$ $$ |/$$$$$$$/ $$$$ $$ |/$$$$$$$/ $$ | __ $$ | $$ | $$ | $$ | $$$$$ \ _$$$$$ |$$ $$ $$ | $$ | __$$$$$$$$ |$$ | $$ $$ $$ |$$ \ $$ \__/ |$$ | $$ | _$$ |_ $$ \_____ $$ |$$ \ / \__$$ |$$ |$$$$ | $$ |/ | $$ |$$ \_____ $$ \$$$$ | $$$$$$ | $$ $$/ $$ | $$ |/ $$ |$$ |$$ | $$ |$$ $$/ $$ | $$$ |______$$ $$/ $$ |$$ |$$ $$$/ / $$/ $$$$$$/ $$/ $$/ $$$$$$/ $$$$$$$/ $$/ $$/ $$$$$$/ $$/ $$// |$$$$/ $$/ $$$$$$$/ $$$$$$/ $$$$$$$/ $$$$$$/ Here be stonks 1. freqtrade hyperopt --hyperopt-loss SharpeHyperOptLoss --strategy RL_kdog_spot --freqaimodel ReinforcementLearnerSpot --spaces roi stoploss --timerange "$(date --date='-1 week' '+%Y%m%d')"-"$(date '+%Y%m%d')" -e 1000 2. freqtrade trade --logfile ./logs --freqaimodel ReinforcementLearnerSpot --strategy RL_kdog_spot """ minimal_roi = {"0": 0.1, "2400": -1} plot_config = { "main_plot": {}, "subplots": { "prediction": {"prediction": {"color": "blue"}}, "target_roi": { "target_roi": {"color": "brown"}, }, "do_predict": { "do_predict": {"color": "brown"}, }, "&-action": { "&-action": {"color": "green"}, }, }, } timeframe = '5m' # position_adjustment_enable = True # max_entry_position_adjustment = 2 # max_dca_multiplier = 4 process_only_new_candles = True stoploss = -0.3 use_exit_signal = True startup_candle_count: int = 300 can_short = False # Specific variables linear_roi_offset = DecimalParameter(0.00, 0.02, default=0.005, space="sell", optimize=False, load=True) max_roi_time_long = IntParameter(0, 800, default=400, space="sell", optimize=False, load=True) # Buy hyperspace params: buy_params = { "base_nb_candles_buy": 12, "rsi_buy": 58, "low_offset": 0.987, "lambo2_ema_14_factor": 0.981, "lambo2_enabled": True, "lambo2_rsi_14_limit": 39, "lambo2_rsi_4_limit": 44, "buy_adx": 20, "buy_fastd": 20, "buy_fastk": 22, "buy_ema_cofi": 0.98, "buy_ewo_high": 4.179 } # Sell hyperspace params: sell_params = { "base_nb_candles_sell": 22, "high_offset": 1.014, "high_offset_2": 1.01 } @property def protections(self): return [ { "method": "CooldownPeriod", "stop_duration_candles": 5 }, { "method": "MaxDrawdown", "lookback_period_candles": 48, "trade_limit": 20, "stop_duration_candles": 4, "max_allowed_drawdown": 0.2 }, { "method": "StoplossGuard", "lookback_period_candles": 24, "trade_limit": 4, "stop_duration_candles": 2, "only_per_pair": False }, { "method": "LowProfitPairs", "lookback_period_candles": 6, "trade_limit": 2, "stop_duration_candles": 60, "required_profit": 0.02 }, { "method": "LowProfitPairs", "lookback_period_candles": 24, "trade_limit": 4, "stop_duration_candles": 2, "required_profit": 0.01 } ] # ROI table: minimal_roi = { "0": 0.99, } # Stoploss: stoploss = -0.99 # SMAOffset base_nb_candles_buy = IntParameter(8, 20, default=buy_params['base_nb_candles_buy'], space='buy', optimize=False) base_nb_candles_sell = IntParameter(8, 20, default=sell_params['base_nb_candles_sell'], space='sell', optimize=False) low_offset = DecimalParameter(0.985, 0.995, default=buy_params['low_offset'], space='buy', optimize=True) high_offset = DecimalParameter(1.005, 1.015, default=sell_params['high_offset'], space='sell', optimize=True) high_offset_2 = DecimalParameter(1.010, 1.020, default=sell_params['high_offset_2'], space='sell', optimize=True) # lambo2 lambo2_ema_14_factor = DecimalParameter(0.8, 1.2, decimals=3, default=buy_params['lambo2_ema_14_factor'], space='buy', optimize=True) lambo2_rsi_4_limit = IntParameter(5, 60, default=buy_params['lambo2_rsi_4_limit'], space='buy', optimize=True) lambo2_rsi_14_limit = IntParameter(5, 60, default=buy_params['lambo2_rsi_14_limit'], space='buy', optimize=True) # Protection fast_ewo = 50 slow_ewo = 200 rsi_buy = IntParameter(30, 70, default=buy_params['rsi_buy'], space='buy', optimize=False) #cofi is_optimize_cofi = False buy_ema_cofi = DecimalParameter(0.96, 0.98, default=0.97 , optimize = is_optimize_cofi) buy_fastk = IntParameter(20, 30, default=20, optimize = is_optimize_cofi) buy_fastd = IntParameter(20, 30, default=20, optimize = is_optimize_cofi) buy_adx = IntParameter(20, 30, default=30, optimize = is_optimize_cofi) buy_ewo_high = DecimalParameter(2, 12, default=3.553, optimize = is_optimize_cofi) atr_length = IntParameter(10, 30, default=14, space='buy', optimize=True) increment = DecimalParameter(low=1.0005, high=1.001, default=1.0007, decimals=4 ,space='buy', optimize=True, load=True) use_custom_stoploss = True process_only_new_candles = True # Custom Entry last_entry_price = None # # This is called when placing the initial order (opening trade) # def informative_pairs(self): # whitelist_pairs = self.dp.current_whitelist() # corr_pairs = self.config["freqai"]["feature_parameters"]["include_corr_pairlist"] # informative_pairs = [] # for tf in self.config["freqai"]["feature_parameters"]["include_timeframes"]: # for pair in whitelist_pairs: # informative_pairs.append((pair, tf)) # for pair in corr_pairs: # if pair in whitelist_pairs: # continue # avoid duplication # informative_pairs.append((pair, tf)) # return informative_pairs # def feature_engineering_expand_all(self, dataframe, period, **kwargs): # dataframe["%-rsi-period"] = ta.RSI(dataframe, timeperiod=period) # dataframe["%-mfi-period"] = ta.MFI(dataframe, timeperiod=period) # dataframe["%-rocr-period"] = ta.ROCR(dataframe, timeperiod=period) # dataframe["%-chop-period"] = qtpylib.chopiness(dataframe, period) # dataframe["%-linear-period"] = ta.LINEARREG_ANGLE( # dataframe['close'], timeperiod=period) # dataframe["%-atr-period"] = ta.ATR(dataframe, timeperiod=period) # dataframe["%-atr-periodp"] = dataframe["%-atr-period"] / \ # dataframe['close'] * 1000 # return dataframe def feature_engineering_expand_basic(self, dataframe, metadata, **kwargs): dataframe["%-raw_volume"] = dataframe["volume"] dataframe["%-obv"] = ta.OBV(dataframe) return dataframe def feature_engineering_standard(self, dataframe: DataFrame, **kwargs) -> DataFrame: # The following features are necessary for RL models for val in self.base_nb_candles_buy.range: dataframe[f'ma_buy_{val}'] = ta.EMA(dataframe, timeperiod=val) # Calculate all ma_sell values for val in self.base_nb_candles_sell.range: dataframe[f'ma_sell_{val}'] = ta.EMA(dataframe, timeperiod=val) dataframe['%-ma_lo'] = dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * (self.low_offset.value) dataframe['%-hi'] = dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * (self.high_offset.value) dataframe['%-ma_hi_2'] = dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * (self.high_offset_2.value) dataframe['%-hma_50'] = qtpylib.hull_moving_average(dataframe['close'], window=50) # HMA-BUY SQUEEZE dataframe['%-HMA_SQZ'] = (((dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] - dataframe['%-hma_50']) / dataframe[f'ma_buy_{self.base_nb_candles_buy.value}']) * 100) dataframe['zero'] = 0 # Elliot dataframe['%-EWO'] = EWO(dataframe, self.fast_ewo, self.slow_ewo) dataframe.loc[dataframe['%-EWO'] > 0, "EWO_UP"] = dataframe['%-EWO'] dataframe.loc[dataframe['%-EWO'] < 0, "EWO_DN"] = dataframe['%-EWO'] dataframe['EWO_UP'].ffill() dataframe['EWO_DN'].ffill() dataframe['%-EWO_MEAN_UP'] = dataframe['EWO_UP'].mean() dataframe['%-EWO_MEAN_DN'] = dataframe['EWO_DN'].mean() dataframe['%-EWO_UP_FIB'] = dataframe['%-EWO_MEAN_UP'] * 1.618 dataframe['%-EWO_DN_FIB'] = dataframe['%-EWO_MEAN_DN'] * 1.618 # RSI dataframe['%-rsi'] = ta.RSI(dataframe, timeperiod=14) dataframe['%-rsi_fast'] = ta.RSI(dataframe, timeperiod=4) dataframe['%-rsi_slow'] = ta.RSI(dataframe, timeperiod=20) #lambo2 dataframe['%-ema_14'] = ta.EMA(dataframe, timeperiod=14) dataframe['%-rsi_4'] = ta.RSI(dataframe, timeperiod=4) dataframe['%-rsi_14'] = ta.RSI(dataframe, timeperiod=14) # Cofi stoch_fast = ta.STOCHF(dataframe, 5, 3, 0, 3, 0) dataframe['%-fastd'] = stoch_fast['fastd'] dataframe['%-fastk'] = stoch_fast['fastk'] dataframe['%-adx'] = ta.ADX(dataframe) dataframe['%-ema_8'] = ta.EMA(dataframe, timeperiod=8) dataframe['%-OHLC4'] = (dataframe['open'] + dataframe['high'] + dataframe['low'] + dataframe['close']) / 4 # Check how far we are from min and max dataframe['%-max'] = dataframe['%-OHLC4'].rolling(4).max() / dataframe['%-OHLC4'] - 1 dataframe['%-min'] = abs(dataframe['%-OHLC4'].rolling(4).min() / dataframe['%-OHLC4'] - 1) dataframe['%-max_l'] = dataframe['%-OHLC4'].rolling(120).max() / dataframe['%-OHLC4'] - 1 dataframe['%-min_l'] = abs(dataframe['%-OHLC4'].rolling(120).min() / dataframe['%-OHLC4'] - 1) # Apply rolling window operation to the 'OHLC4'column rolling_window = dataframe['%-OHLC4'].rolling(16) rolling_max = rolling_window.max() rolling_min = rolling_window.min() # Calculate the peak-to-peak value on the resulting rolling window data ptp_value = rolling_window.apply(lambda x: np.ptp(x)) # Assign the calculated peak-to-peak value to the DataFrame column dataframe['%-move'] = ptp_value / dataframe['%-OHLC4'] dataframe['%-move_mean'] = dataframe['%-move'].mean() dataframe['%-move_mean_x'] = dataframe['%-move'].mean() * 1.6 dataframe['%-exit_mean'] = rolling_min * (1 + dataframe['%-move_mean']) dataframe['%-exit_mean_x'] = rolling_min * (1 + dataframe['%-move_mean_x']) dataframe['%-enter_mean'] = rolling_max * (1 - dataframe['%-move_mean']) dataframe['%-enter_mean_x'] = rolling_max * (1 - dataframe['%-move_mean_x']) dataframe['%-atr_pcnt'] = (ta.ATR(dataframe, timeperiod=5) / dataframe['%-OHLC4']) dataframe[f"%-raw_close"] = dataframe["close"] dataframe[f"%-raw_open"] = dataframe["open"] dataframe[f"%-raw_high"] = dataframe["high"] dataframe[f"%-raw_low"] = dataframe["low"] return dataframe def set_freqai_targets(self, dataframe, **kwargs): dataframe['OHLC4'] = (dataframe['open'] + dataframe['high'] + dataframe['low'] + dataframe['close']) / 4 # Apply rolling window operation to the 'OHLC4'column rolling_window = dataframe['OHLC4'].rolling(16) rolling_max = rolling_window.max() rolling_min = rolling_window.min() # Calculate the peak-to-peak value on the resulting rolling window data ptp_value = rolling_window.apply(lambda x: np.ptp(x)) # Assign the calculated peak-to-peak value to the DataFrame column dataframe['&s-move'] = ptp_value / dataframe['OHLC4'] return dataframe def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe = self.freqai.start(dataframe, metadata, self) # Calculate all ma_buy values for val in self.base_nb_candles_buy.range: dataframe[f'ma_buy_{val}'] = ta.EMA(dataframe, timeperiod=val) # Calculate all ma_sell values for val in self.base_nb_candles_sell.range: dataframe[f'ma_sell_{val}'] = ta.EMA(dataframe, timeperiod=val) dataframe['ma_lo'] = dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * (self.low_offset.value) dataframe['ma_hi'] = dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * (self.high_offset.value) dataframe['ma_hi_2'] = dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * (self.high_offset_2.value) dataframe['hma_50'] = qtpylib.hull_moving_average(dataframe['close'], window=50) # HMA-BUY SQUEEZE dataframe['HMA_SQZ'] = (((dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] - dataframe['hma_50']) / dataframe[f'ma_buy_{self.base_nb_candles_buy.value}']) * 100) dataframe['zero'] = 0 # Elliot dataframe['EWO'] = EWO(dataframe, self.fast_ewo, self.slow_ewo) dataframe.loc[dataframe['EWO'] > 0, "EWO_UP"] = dataframe['EWO'] dataframe.loc[dataframe['EWO'] < 0, "EWO_DN"] = dataframe['EWO'] dataframe['EWO_UP'].ffill() dataframe['EWO_DN'].ffill() dataframe['EWO_MEAN_UP'] = dataframe['EWO_UP'].mean() dataframe['EWO_MEAN_DN'] = dataframe['EWO_DN'].mean() dataframe['EWO_UP_FIB'] = dataframe['EWO_MEAN_UP'] * 1.618 dataframe['EWO_DN_FIB'] = dataframe['EWO_MEAN_DN'] * 1.618 # RSI dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) dataframe['rsi_fast'] = ta.RSI(dataframe, timeperiod=4) dataframe['rsi_slow'] = ta.RSI(dataframe, timeperiod=20) #lambo2 dataframe['ema_14'] = ta.EMA(dataframe, timeperiod=14) dataframe['rsi_4'] = ta.RSI(dataframe, timeperiod=4) dataframe['rsi_14'] = ta.RSI(dataframe, timeperiod=14) # Cofi stoch_fast = ta.STOCHF(dataframe, 5, 3, 0, 3, 0) dataframe['fastd'] = stoch_fast['fastd'] dataframe['fastk'] = stoch_fast['fastk'] dataframe['adx'] = ta.ADX(dataframe) dataframe['ema_8'] = ta.EMA(dataframe, timeperiod=8) dataframe['OHLC4'] = (dataframe['open'] + dataframe['high'] + dataframe['low'] + dataframe['close']) / 4 # Check how far we are from min and max dataframe['max'] = dataframe['OHLC4'].rolling(4).max() / dataframe['OHLC4'] - 1 dataframe['min'] = abs(dataframe['OHLC4'].rolling(4).min() / dataframe['OHLC4'] - 1) dataframe['max_l'] = dataframe['OHLC4'].rolling(120).max() / dataframe['OHLC4'] - 1 dataframe['min_l'] = abs(dataframe['OHLC4'].rolling(120).min() / dataframe['OHLC4'] - 1) # Apply rolling window operation to the 'OHLC4'column rolling_window = dataframe['OHLC4'].rolling(16) rolling_max = rolling_window.max() rolling_min = rolling_window.min() # Calculate the peak-to-peak value on the resulting rolling window data ptp_value = rolling_window.apply(lambda x: np.ptp(x)) # Assign the calculated peak-to-peak value to the DataFrame column dataframe['move'] = ptp_value / dataframe['OHLC4'] dataframe['move_mean'] = dataframe['move'].mean() dataframe['move_mean_x'] = dataframe['move'].mean() * 1.6 dataframe['exit_mean'] = rolling_min * (1 + dataframe['move_mean']) dataframe['exit_mean_x'] = rolling_min * (1 + dataframe['move_mean_x']) dataframe['enter_mean'] = rolling_max * (1 - dataframe['move_mean']) dataframe['enter_mean_x'] = rolling_max * (1 - dataframe['move_mean_x']) dataframe['atr_pcnt'] = (ta.ATR(dataframe, timeperiod=5) / dataframe['OHLC4']) return dataframe def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame: lambo2 = ( (df['close'] < (df['ema_14'] * self.lambo2_ema_14_factor.value)) & (df['rsi_4'] < int(self.lambo2_rsi_4_limit.value)) & (df['rsi_14'] < int(self.lambo2_rsi_14_limit.value)) & (df['atr_pcnt'] > df['min_l']) & (df['do_predict'] == 1) & # (df["&-action"] == 1) & (df['volume'] > 0) ) df.loc[lambo2, 'enter_long'] = 1 df.loc[lambo2, 'enter_tag'] = 'lambo ' buy1ewo = ( (df['rsi_fast'] < 35 ) & (df['close'] < df['ma_lo']) & (df['EWO'] > df['EWO_MEAN_UP']) & (df['close'] < df['enter_mean_x']) & (df['close'].shift() < df['enter_mean_x'].shift()) & (df['rsi'] < self.rsi_buy.value) & (df['atr_pcnt'] > df['min']) & (df['do_predict'] == 1) & # (df["&-action"] == 1) & (df['volume'] > 0) ) df.loc[buy1ewo, 'enter_long'] = 1 df.loc[buy1ewo, 'enter_tag'] = 'buy1ewo' buy2ewo = ( (df['rsi_fast'] < 35) & (df['close'] < df['ma_lo']) & (df['EWO'] < df['EWO_DN_FIB']) & (df['atr_pcnt'] > df['min']) & (df['do_predict'] == 1) & # (df["&-action"] == 1) & (df['volume'] > 0) ) df.loc[buy2ewo, 'enter_long'] = 1 df.loc[buy2ewo, 'enter_tag'] = 'buy2ewo' is_cofi = ( (df['open'] < df['ema_8'] * self.buy_ema_cofi.value) & (qtpylib.crossed_above(df['fastk'], df['fastd'])) & (df['fastk'] < self.buy_fastk.value) & (df['fastd'] < self.buy_fastd.value) & (df['adx'] > self.buy_adx.value) & (df['EWO'] > df['EWO_MEAN_UP']) & (df['atr_pcnt'] > df['min']) & (df['do_predict'] == 1) & # (df["&-action"] == 1) & (df['volume'] > 0) ) df.loc[is_cofi, 'enter_long'] = 1 df.loc[is_cofi, 'enter_tag'] = 'cofi' # is_rl = ( # (df["&-action"].shift() != 1) & # (df['do_predict'] == 1) & # (df["&-action"] == 1) & # (df['volume'] > 0) # ) # df.loc[is_cofi, 'enter_long'] = 1 # df.loc[is_cofi, 'enter_tag'] = 'RL Entry' return df def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame: condition5 = ( (df['close'] > df['hma_50']) & (df['close'] > df['ma_hi_2']) & (df['close'] > df['exit_mean_x']) & (df['rsi'] > 50 ) & (df['do_predict'] == 1) & # (df["&-action"] == 2) & (df['volume'] > 0 ) & (df['rsi_fast']>df['rsi_slow']) ) df.loc[condition5, 'exit_long'] = 1 df.loc[condition5, 'exit_tag'] = 'Close > Offset Hi 2' condition6 = ( (df['close'] < df['hma_50']) & (df['close'] > df['ma_hi']) & (df['volume'] > 0) & (df['do_predict'] == 1) & # (df["&-action"] == 2) & (df['rsi_fast']>df['rsi_slow']) ) df.loc[condition6, 'exit_long'] = 1 df.loc[condition6, 'exit_tag'] = 'Close > Offset Hi 1' # condition7 = ( # (df['volume'] > 0) & # (df['do_predict'] == 1) & # (df["&-action"] == 2) & # (df["&-action"].shift() != 2) # ) # df.loc[condition7, 'exit_long'] = 1 # df.loc[condition7, 'exit_tag'] = 'RL Exit' return df # def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float, # proposed_stake: float, min_stake: float, max_stake: float, # entry_tag: Optional[str], **kwargs) -> float: # # We need to leave most of the funds for possible further DCA orders # # This also applies to fixed stakes # return proposed_stake / self.max_dca_multiplier # def adjust_trade_position(self, trade: Trade, current_time: datetime, # current_rate: float, current_profit: float, min_stake: float, # max_stake: float, **kwargs): # """ # Custom trade adjustment logic, returning the stake amount that a trade should be increased. # This means extra buy orders with additional fees. # :param trade: trade object. # :param current_time: datetime object, containing the current datetime # :param current_rate: Current buy rate. # :param current_profit: Current profit (as ratio), calculated based on current_rate. # :param min_stake: Minimal stake size allowed by exchange. # :param max_stake: Balance available for trading. # :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. # :return float: Stake amount to adjust your trade # """ # #if current_profit > -0.01: # #return None # # Don't rebuy for trades on hold # is_backtest = self.dp.runmode.value == 'backtest' # if (trade.open_date_utc.replace(tzinfo=None) < datetime(2022, 4, 6) and not is_backtest): # return None # dataframe, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe) # if(len(dataframe) < 2): # return None # last_candle = dataframe.iloc[-1].squeeze() # previous_candle = dataframe.iloc[-2].squeeze() # filled_buys = trade.select_filled_orders() # count_of_buys = trade.nr_of_successful_entries # try: # stake_amount = filled_buys[0].cost # stake_amount = stake_amount * (1 + (count_of_buys * 0.25)) # if ( # ((last_candle['do_predict'] == 1) # and (last_candle['&-action'] == 2) # and count_of_buys == 1) # or ((previous_candle['do_predict'] == 1) # and (previous_candle['&-action'] == 2) # and count_of_buys == 1) # ): # return stake_amount # if ( # ((last_candle['do_predict'] == 1) # and (last_candle['&-action'] == 3) # and count_of_buys == 2) # or ((previous_candle['do_predict'] == 1) # and (previous_candle['&-action'] == 3) # and count_of_buys == 2) # ): # return stake_amount # except Exception as exception: # logger.warning(f"{exception}") # return None ### Trailing Stop ### def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float: dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe) current_candle = dataframe.iloc[-1].squeeze() SLT1 = current_candle['move_mean'] SL1 = 0.013 SLT2 = current_candle['move_mean_x'] SL2 = current_candle['move_mean_x'] - current_candle['move_mean'] display_profit = current_profit * 100 slt1 = SLT1 * 100 sl1 = SL1 * 100 slt2 = SLT2 * 100 sl2 = SL2 * 100 if current_candle['max_l'] > .003: #ignore stoploss if setting new highs if SLT2 is not None and current_profit > SLT2: self.dp.send_msg(f'*** {pair} *** Profit {display_profit:.2f}% - {slt2:.2f}%/{sl2:.2f}% activated') logger.info(f'*** {pair} *** Profit {display_profit:.2f}% - {slt2:.2f}%/{sl2:.2f}% activated') return SL2 if SLT1 is not None and current_profit > SLT1: self.dp.send_msg(f'*** {pair} *** Profit {display_profit:.2f}% - {SLT1:.2f}%/{SL1:.2f}% activated') logger.info(f'*** {pair} *** Profit {display_profit:.2f}% - {slt1:.2f}%/{sl1:.2f}% activated') return SL1 else: if SLT1 is not None and current_profit > SL1: self.dp.send_msg(f'*** {pair} *** Profit {display_profit:.2f}% SWINGING FOR THE MOON!!!') logger.info(f'*** {pair} *** Profit {display_profit:.2f}% SWINGING FOR THE MOON!!!') return 0.99 return self.stoploss def custom_entry_price(self, pair: str, trade: Optional['Trade'], current_time: datetime, proposed_rate: float, entry_tag: Optional[str], side: str, **kwargs) -> float: dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe) entry_price = (dataframe['close'].iat[-1] + dataframe['open'].iat[-1] + proposed_rate + proposed_rate) / 4 logger.info(f"{pair} Using Entry Price: {entry_price} | close: {dataframe['close'].iat[-1]} open: {dataframe['open'].iat[-1]} proposed_rate: {proposed_rate}") # Check if there is a stored last entry price and if it matches the proposed entry price if self.last_entry_price is not None and abs(entry_price - self.last_entry_price) < 0.0001: # Tolerance for floating-point comparison entry_price *= self.increment.value # Increment by 0.2% logger.info(f"{pair} Incremented entry price: {entry_price} based on previous entry price : {self.last_entry_price}.") # Update the last entry price self.last_entry_price = entry_price return entry_price def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, rate: float, time_in_force: str, exit_reason: str, current_time: datetime, **kwargs) -> bool: dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) last_candle = dataframe.iloc[-1].squeeze() if exit_reason == 'roi' and (last_candle['max_l'] < 0.003): return False # Handle freak events if exit_reason == 'Down Trend Soon' and trade.calc_profit_ratio(rate) < 0.003: logger.info(f"{trade.pair} Waiting for Profit") self.dp.send_msg(f'{trade.pair} Waiting for Profit') return False if exit_reason == 'roi' and trade.calc_profit_ratio(rate) < 0.003: logger.info(f"{trade.pair} ROI is below 0") self.dp.send_msg(f'{trade.pair} ROI is below 0') return False if exit_reason == 'partial_exit' and trade.calc_profit_ratio(rate) < 0: logger.info(f"{trade.pair} partial exit is below 0") self.dp.send_msg(f'{trade.pair} partial exit is below 0') return False if exit_reason == 'trailing_stop_loss' and trade.calc_profit_ratio(rate) < 0: logger.info(f"{trade.pair} trailing stop price is below 0") self.dp.send_msg(f'{trade.pair} trailing stop price is below 0') return False return True def custom_sell(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 7 days. if current_profit < -0.04 and (current_time - trade.open_date_utc).days >= 4: return 'unclog' # Sell signal use_sell_signal = True sell_profit_only = True sell_profit_offset = 0.01 ignore_roi_if_buy_signal = False def pct_change(a, b): return (b - a) / a