# source: https://raw.githubusercontent.com/RoboticAutomations/freqtradestrategies/52c4bd40414645f079a980cf4486dc7af4061efb/AIRA%20-%20open%20code%20v2/strategies/bollinger/bbw1h.py # directory_url: https://github.com/RoboticAutomations/freqtradestrategies/blob/main/AIRA - open code v2/strategies/bollinger/ # User: RoboticAutomations # Repository: freqtradestrategies # --------------------import numpy as np import talib.abstract as ta from freqtrade.strategy import IStrategy, merge_informative_pair from pandas import DataFrame from datetime import datetime import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.persistence import Trade class Github_RoboticAutomations_freqtradestrategies__bbw1h__20260915_233254(IStrategy): """ Github_RoboticAutomations_freqtradestrategies__bbw1h__20260915_233254 V2 (Revisi Safety) Logika Perbaikan: 1. TREND FILTER: Hanya Long di atas EMA 200, Hanya Short di bawah EMA 200. 2. HARD STOP: Stoploss fix -5% (tanpa dynamic SL yang berisiko). 3. TIME LIMIT: Keluar otomatis jika 2 jam tidak profit (ROI). 4. VOLATILITY FILTER: Tidak masuk saat BB Width > 10% (Market Menggila). """ INTERFACE_VERSION = 3 timeframe = '5m' # Izinkan Shorting can_short = True # 1. STOPLOSS FIX (SAFETY NET) # Kita kunci di 5%. Jika market crash, langsung keluar. stoploss = -0.03 # 2. ROI (TIME LIMIT) # - Menit 0-60: Target profit tinggi (via custom_exit) # - Menit 60: Profit 1% ambil saja. # - Menit 120 (2 Jam): Jika masih impas (0%), keluar paksa (Dead Trade). minimal_roi = { "0": 1.0, "60": 0.01, "120": 0 } # Buffer Jarak Aman TP (0.5% sebelum dinding) EXIT_BUFFER = 0.005 order_types = { 'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } def informative_pairs(self): pairs = self.dp.current_whitelist() return [(pair, '1h') for pair in pairs] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # ========================================== # 1. INDIKATOR 1H (INFORMATIVE) # ========================================== inf_tf = '1h' informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=inf_tf) # Bollinger Bands 1H bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(informative), window=20, stds=2) informative['bb_upper'] = bollinger['upper'] informative['bb_lower'] = bollinger['lower'] informative['bb_mid'] = bollinger['mid'] # Hitung Lebar BB & Zona 30% bb_width_val = informative['bb_upper'] - informative['bb_lower'] informative['zone_short_limit'] = informative['bb_upper'] - (bb_width_val * 0.30) informative['zone_long_limit'] = informative['bb_lower'] + (bb_width_val * 0.30) # ... (Kode Bollinger Bands 1H sebelumnya biarkan saja) ... # ========================================== # B. ADX 4h (Resampling dari Data 1H) # ========================================== # 1. Buat salinan data 1h dan set index ke tanggal (wajib untuk resampling) resampled_data = informative.set_index('date') # 2. Ubah (Resample) data 1h menjadi candle 4h # Kita perlu Open, High, Low, Close yang valid untuk perhitungan ADX inform_4h = resampled_data.resample('4h').agg({ 'open': 'first', 'high': 'max', # High 4h adalah High tertinggi dari 6 candle 1h 'low': 'min', # Low 4h adalah Low terendah dari 6 candle 1h 'close': 'last', 'volume': 'sum' }) # 3. Hitung ADX menggunakan data 4h yang baru dibuat inform_4h['adx_4h'] = ta.ADX(inform_4h, timeperiod=14) # 4. Bersihkan kolom tidak perlu (sisakan hanya adx_4h) agar ringan saat merge inform_4h = inform_4h[['adx_4h']] # 5. Gabungkan kembali ke data informative asli (1h) # Kita merge berdasarkan index waktu (date) informative = informative.merge(inform_4h, left_on='date', right_index=True, how='left') # 6. Isi nilai kosong (Forward Fill) # Karena data 4h cuma muncul setiap 6 baris sekali di data 1h, baris kosongnya harus diisi # dengan nilai terakhir yang tersedia. informative['adx_4h'] = informative['adx_4h'].ffill() # 7. LOGIKA ADX FALLING (Menggunakan data 4h) # Shift(1) di sini artinya kita membandingkan dengan ADX 4h periode sebelumnya # (Karena sudah di-ffill, shift(1) di candle 1h akan mengecek perubahan nilai 4h terakhir) informative['adx_falling'] = np.where(informative['adx_4h'] < informative['adx_4h'].shift(1), 1, 0) # ... (Lanjut ke merge_informative_pair seperti biasa) ... # Merge ke 5m dataframe = merge_informative_pair(dataframe, informative, self.timeframe, inf_tf, ffill=True) # ========================================== # 2. INDIKATOR 5M (MAIN) # ========================================== # MFI 5m (Trigger) dataframe['mfi'] = ta.MFI(dataframe) # EMA 200 (Trend Filter Wajib) dataframe['ema_200'] = ta.EMA(dataframe, timeperiod=200) # BB Width 5m (Volatility Filter) # Kita pakai data 1h yang sudah di-merge ('bb_upper_1h') untuk cek volatilitas global dataframe['bb_width_1h'] = (dataframe['bb_upper_1h'] - dataframe['bb_lower_1h']) / dataframe['bb_mid_1h'] return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # V3: LOGIKA LEBIH LONGGAR (Supaya ada trade) dataframe.loc[ ( # 1. Trend & Volatility (DILONGGARKAN) (dataframe['adx_falling_1h'] == 1) & # Market tenang/Sideways (Tetap dipakai) (dataframe['bb_width_1h'] < 0.20) & # Diubah: Izinkan volatilitas sampai 20% # HAPUS EMA 200: Biarkan bot trading di kondisi sideways murni # (dataframe['close'] > dataframe['ema_200']) & # 2. Location & Trigger (DILONGGARKAN) (dataframe['close'] < dataframe['zone_long_limit_1h']) & # Harga di Zona Bawah 30% (dataframe['mfi'] < 25) # Diubah: MFI < 25 (lebih mudah masuk) ), 'enter_long'] = 1 dataframe.loc[ ( # 1. Trend & Volatility (dataframe['adx_falling_1h'] == 1) & (dataframe['bb_width_1h'] < 0.20) & # HAPUS EMA 200 # (dataframe['close'] < dataframe['ema_200']) & # 2. Location & Trigger (dataframe['close'] > dataframe['zone_short_limit_1h']) & # Harga di Zona Atas 30% (dataframe['mfi'] > 75) # Diubah: MFI > 75 (lebih mudah masuk) ), 'enter_short'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: return dataframe # SAYA HAPUS custom_stoploss AGAR MENGGUNAKAN HARD STOP -5% DI ATAS # Ini untuk mencegah SL 'lari' saat crash. def custom_exit(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] tag = "front_run_wall" # --------------------------------------- # TP POSISI LONG (Target: BB Upper 1H) # --------------------------------------- if trade.is_short is False: # Target Dinamis: Keluar sedikit di bawah Resistance target_price = last_candle['bb_upper_1h'] * (1 - self.EXIT_BUFFER) if current_rate >= target_price: return tag # --------------------------------------- # TP POSISI SHORT (Target: BB Lower 1H) # --------------------------------------- else: # Target Dinamis: Keluar sedikit di atas Support target_price = last_candle['bb_lower_1h'] * (1 + self.EXIT_BUFFER) if current_rate <= target_price: return tag return None