# source: https://raw.githubusercontent.com/RoboticAutomations/freqtradestrategies/52c4bd40414645f079a980cf4486dc7af4061efb/AIRA%20-%20open%20code%20v2/strategies/ichimoku/ckNSJT_morning.py # directory_url: https://github.com/RoboticAutomations/freqtradestrategies/blob/main/AIRA - open code v2/strategies/ichimoku/ # User: RoboticAutomations # Repository: freqtradestrategies # --------------------# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from freqtrade.strategy import merge_informative_pair from typing import Dict, List from functools import reduce from pandas import DataFrame # -------------------------------- import numpy as np import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.vendor.qtpylib import indicators import datetime from technical.util import resample_to_interval, resampled_merge from datetime import datetime, timedelta from freqtrade.persistence import Trade from freqtrade.strategy import stoploss_from_open from datetime import datetime, timedelta from typing import Optional, Union import pandas_ta as pta from pandas import DataFrame, Series from freqtrade.persistence import Trade from freqtrade.strategy.interface import IStrategy import technical.indicators as ftt from freqtrade.strategy import DecimalParameter, IntParameter from functools import reduce import warnings warnings.simplefilter(action="ignore", category=RuntimeWarning) low_offset = 0.958 # something lower than 1 high_offset = 1.012 # something higher than 1 class Github_RoboticAutomations_freqtradestrategies__ckNSJT_morning__20260915_233254(IStrategy): minimal_roi = { "0": 1 } timeframe = '5m' process_only_new_candles = True startup_candle_count = 120 order_types = { 'entry': 'market', 'exit': 'market', 'emergency_exit': 'market', 'force_entry': 'market', 'force_exit': "market", 'stoploss': 'market', 'stoploss_on_exchange': True, 'stoploss_on_exchange_interval': 60, 'stoploss_on_exchange_market_ratio': 0.99 } stoploss = -0.99 use_custom_stoploss = True #DCA last_dca_timeframe = {} max_entry_position_adjustment = 11 max_dca_multiplier = 3.3 open_trade_limit = 6 position_adjustment_enable = False dca_threshold_pct = DecimalParameter(0.01, 0.50, default=0.03, decimals=2, space='buy', optimize=position_adjustment_enable) candles_before_dca = IntParameter(1, 10, default=7, space='buy', optimize=True) # Trailing stop: trailing_stop = False trailing_stop_positive = 0.006 #povodne 0.001 trailing_stop_positive_offset = 0.08 #povodne 0.012 trailing_only_offset_is_reached = True # Make sure these match or are not overridden in config use_exit_signal = True exit_profit_only = True ignore_roi_if_entry_signal = False is_optimize_32 = True buy_rsi_fast_32 = IntParameter(20, 70, default=45, space='buy', optimize=is_optimize_32) buy_rsi_32 = IntParameter(15, 50, default=35, space='buy', optimize=is_optimize_32) buy_sma15_32 = DecimalParameter(0.900, 1, default=0.961, decimals=3, space='buy', optimize=is_optimize_32) buy_cti_32 = DecimalParameter(-1, 0, default=-0.58, decimals=2, space='buy', optimize=is_optimize_32) sell_fastx = IntParameter(50, 100, default=70, space='sell', optimize=True) sell_loss_cci = IntParameter(low=0, high=600, default=148, space='sell', optimize=False) sell_loss_cci_profit = DecimalParameter(-0.15, 0, default=-0.04, decimals=2, space='sell', optimize=False) sell_cci = IntParameter(low=0, high=200, default=90, space='sell', optimize=False) buy_params = { # Hyperopt # Multi Offset "base_nb_candles_buy": 36, "buy_chop_min_19": 58.2, "buy_rsi_1h_min_19": 65.3, "ewo_high": 4.3, "ewo_low": -8.5, "low_offset_ema": 0.929, "low_offset_kama": 0.972, "low_offset_sma": 0.955, "low_offset_t3": 0.975, "low_offset_trima": 0.949, } sell_params = { ############# # Hyperopt # Multi Offset "base_nb_candles_sell": 34, "high_offset_ema": 1.047, "high_offset_kama": 1.07, "high_offset_sma": 1.051, "high_offset_t3": 0.999, "high_offset_trima": 1.096, "pHSL": -0.397, # value loaded from strategy "pPF_1": 0.012, # value loaded from strategy "pPF_2": 0.07, # value loaded from strategy "pSL_1": 0.015, # value loaded from strategy "pSL_2": 0.068, # value loaded from strategy } # MA list ma_types = ['sma', 'ema', 'trima', 't3', 'kama'] ma_map = { 'sma': { 'low_offset': buy_params['low_offset_sma'], 'high_offset': sell_params['high_offset_sma'], 'calculate': ta.SMA }, 'ema': { 'low_offset': buy_params['low_offset_ema'], 'high_offset': sell_params['high_offset_ema'], 'calculate': ta.EMA }, 'trima': { 'low_offset': buy_params['low_offset_trima'], 'high_offset': sell_params['high_offset_trima'], 'calculate': ta.TRIMA }, 't3': { 'low_offset': buy_params['low_offset_t3'], 'high_offset': sell_params['high_offset_t3'], 'calculate': ta.T3 }, 'kama': { 'low_offset': buy_params['low_offset_kama'], 'high_offset': sell_params['high_offset_kama'], 'calculate': ta.KAMA } } # hard stoploss profit pHSL = DecimalParameter(-0.200, -0.040, default=-0.08, decimals=3, space='sell', load=True) # profit threshold 1, trigger point, SL_1 is used pPF_1 = DecimalParameter(0.008, 0.020, default=0.016, decimals=3, space='sell', load=True) pSL_1 = DecimalParameter(0.008, 0.020, default=0.011, decimals=3, space='sell', load=True) # profit threshold 2, SL_2 is used pPF_2 = DecimalParameter(0.040, 0.100, default=0.080, decimals=3, space='sell', load=True) pSL_2 = DecimalParameter(0.020, 0.070, default=0.040, decimals=3, space='sell', load=True) def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float: # hard stoploss profit HSL = self.pHSL.value PF_1 = self.pPF_1.value SL_1 = self.pSL_1.value PF_2 = self.pPF_2.value SL_2 = self.pSL_2.value # For profits between PF_1 and PF_2 the stoploss (sl_profit) used is linearly interpolated # between the values of SL_1 and SL_2. For all profits above PL_2 the sl_profit value # rises linearly with current profit, for profits below PF_1 the hard stoploss profit is used. if current_profit > PF_2: sl_profit = SL_2 + (current_profit - PF_2) elif current_profit > PF_1: sl_profit = SL_1 + ((current_profit - PF_1) * (SL_2 - SL_1) / (PF_2 - PF_1)) else: sl_profit = HSL # Only for hyperopt invalid return if sl_profit >= current_profit: return -0.99 return stoploss_from_open(sl_profit, current_profit) def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['tcp_percent_4'] = top_percent_change(dataframe , 4) # RSI dataframe['rsi_84'] = ta.RSI(dataframe, timeperiod=84) dataframe['rsi_112'] = ta.RSI(dataframe, timeperiod=112) # buy_1 indicators dataframe['sma_15'] = ta.SMA(dataframe, timeperiod=15) dataframe['cti'] = pta.cti(dataframe["close"], length=20) dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) dataframe['rsi_fast'] = ta.RSI(dataframe, timeperiod=4) dataframe['rsi_slow'] = ta.RSI(dataframe, timeperiod=20) dataframe['cci'] = ta.CCI(dataframe, timeperiod=20) rsi = ta.RSI(dataframe) dataframe["rsi"] = rsi rsi = 0.1 * (rsi - 50) dataframe["fisher"] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1) dataframe['ema_3'] = ta.EMA(dataframe, timeperiod=3) dataframe['ema_5'] = ta.EMA(dataframe, timeperiod=5) dataframe['ema_20'] = ta.EMA(dataframe, timeperiod=20) dataframe['ema_200'] = ta.EMA(dataframe, timeperiod=200) # Donchian Channels dataframe['dc_upper'] = ta.MAX(dataframe['high'], timeperiod=19) dataframe['dc_lower'] = ta.MIN(dataframe['low'], timeperiod=19) dataframe['dc_mid'] = ta.TEMA(((dataframe['dc_upper'] + dataframe['dc_lower']) / 2), timeperiod=19) # Fibonacci Levels (of Donchian Channel) dataframe['dc_dist'] = (dataframe['dc_upper'] - dataframe['dc_lower']) dataframe['dc_width'] = ((dataframe['dc_upper'] - dataframe['dc_lower']) / dataframe['dc_mid']) dataframe['dc_hf'] = dataframe['dc_upper'] - dataframe['dc_dist'] * 0.236 # Highest Fib dataframe['dc_chf'] = dataframe['dc_upper'] - dataframe['dc_dist'] * 0.382 # Centre High Fib dataframe['dc_clf'] = dataframe['dc_upper'] - dataframe['dc_dist'] * 0.618 # Centre Low Fib dataframe['dc_lf'] = dataframe['dc_upper'] - dataframe['dc_dist'] * 0.764 # Low Fib dataframe['dc_percent'] = \ (dataframe['close'] - dataframe['dc_lf']) / (dataframe['dc_hf'] - dataframe['dc_lf']) heikinashi = qtpylib.heikinashi(dataframe) dataframe['ha_open'] = heikinashi['open'] dataframe['ha_close'] = heikinashi['close'] dataframe['ha_high'] = heikinashi['high'] dataframe['ha_low'] = heikinashi['low'] dataframe['rocr'] = ta.ROCR(dataframe['ha_close'], timeperiod=28) dataframe['vwma'] = pta.vwma(dataframe["ha_close"], dataframe["volume"], 28*0.98) # Bollinger bands bollinger2 = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bb_lowerband2'] = bollinger2['lower'] dataframe['bb_middleband2'] = bollinger2['mid'] dataframe['bb_upperband2'] = bollinger2['upper'] dataframe['bb_width'] = ((dataframe['bb_upperband2'] - dataframe['bb_lowerband2']) / dataframe['bb_middleband2']) # Bollinger bands bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=40, stds=2) dataframe['bb_lowerband'] = bollinger['lower'] dataframe['bb_middleband'] = bollinger['mid'] dataframe['bb_upperband'] = bollinger['upper'] # is DIP bollinger3 = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=3) dataframe['bb_lowerband3'] = bollinger3['lower'] dataframe['bb_middleband3'] = bollinger3['mid'] dataframe['bb_upperband3'] = bollinger3['upper'] dataframe['bb_delta'] = ((dataframe['bb_lowerband2'] - dataframe['bb_lowerband3']) / dataframe['bb_lowerband2']) dataframe['close_delta'] = (dataframe['close'] - 0.990 * dataframe['bb_lowerband2']) / dataframe['close'] dataframe['close_delta2'] = (dataframe['close'] - 0.990 * dataframe['dc_lf']) / dataframe['close'] dataframe['bbdelta'] = (dataframe['bb_middleband'] - dataframe['bb_lowerband']).abs() dataframe['closedelta'] = (dataframe['ha_close'] - dataframe['ha_close'].shift()).abs() dataframe['tail'] = (dataframe['ha_close'] - dataframe['ha_low']).abs() #pump stregth dataframe['zema_30'] = ftt.zema(dataframe, period=30) dataframe['zema_200'] = ftt.zema(dataframe, period=200) dataframe['pump_strength'] = (dataframe['zema_30'] - dataframe['zema_200']) / dataframe['zema_30'] vwap_low, vwap, vwap_high = VWAPB(dataframe, 20, 1) dataframe['vwap_low'] = vwap_low dataframe['vwap'] = vwap dataframe['vwap_upperband'] = vwap_high dataframe['vwap_middleband'] = vwap dataframe['vwap_lowerband'] = vwap_low dataframe['vwap_width'] = ( (dataframe['vwap_upperband'] - dataframe['vwap_lowerband']) / dataframe['vwap_middleband'] ) * 100 dataframe['volume_mean_12'] = dataframe['volume'].rolling(12).mean().shift(1) dataframe['volume_mean_24'] = dataframe['volume'].rolling(24).mean().shift(1) dataframe['volume_mean_4'] = dataframe['volume'].rolling(4).mean().shift(1) dataframe['trend_close_5m'] = dataframe['close'] dataframe['trend_close_15m'] = ta.EMA(dataframe['close'], timeperiod=3) dataframe['trend_close_30m'] = ta.EMA(dataframe['close'], timeperiod=6) dataframe['trend_close_1h'] = ta.EMA(dataframe['close'], timeperiod=12) dataframe['trend_close_2h'] = ta.EMA(dataframe['close'], timeperiod=24) dataframe['trend_close_4h'] = ta.EMA(dataframe['close'], timeperiod=48) dataframe['trend_close_6h'] = ta.EMA(dataframe['close'], timeperiod=72) dataframe['trend_close_8h'] = ta.EMA(dataframe['close'], timeperiod=96) dataframe['trend_open_5m'] = dataframe['open'] dataframe['trend_open_15m'] = ta.EMA(dataframe['open'], timeperiod=3) dataframe['trend_open_30m'] = ta.EMA(dataframe['open'], timeperiod=6) dataframe['trend_open_1h'] = ta.EMA(dataframe['open'], timeperiod=12) dataframe['trend_open_2h'] = ta.EMA(dataframe['open'], timeperiod=24) dataframe['trend_open_4h'] = ta.EMA(dataframe['open'], timeperiod=48) dataframe['trend_open_6h'] = ta.EMA(dataframe['open'], timeperiod=72) dataframe['trend_open_8h'] = ta.EMA(dataframe['open'], timeperiod=96) dataframe['fan_magnitude'] = (dataframe['trend_close_1h'] / dataframe['trend_close_8h']) dataframe['fan_magnitude_gain'] = dataframe['fan_magnitude'] / dataframe['fan_magnitude'].shift(1) ichimoku = ftt.ichimoku(dataframe, conversion_line_period=20, base_line_periods=60, laggin_span=120, displacement=30) dataframe['tenkan_sen'] = ichimoku['tenkan_sen'] dataframe['kijun_sen'] = ichimoku['kijun_sen'] dataframe['senkou_a'] = ichimoku['senkou_span_a'] dataframe['senkou_b'] = ichimoku['senkou_span_b'] dataframe['leading_senkou_span_a'] = ichimoku['leading_senkou_span_a'] dataframe['leading_senkou_span_b'] = ichimoku['leading_senkou_span_b'] dataframe['cloud_green'] = ichimoku['cloud_green'] dataframe['cloud_red'] = ichimoku['cloud_red'] dataframe['zvwap']= calc_zvwap(dataframe, pds=14, source1=dataframe['close']) #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) # MFI dataframe['mfi'] = ta.MFI(dataframe) # EWO dataframe['ewo'] = EWO(dataframe, 50, 200) # Offset for i in self.ma_types: dataframe[f'{i}_offset_buy'] = self.ma_map[f'{i}']['calculate']( dataframe, 20) * \ self.ma_map[f'{i}']['low_offset'] dataframe[f'{i}_offset_sell'] = self.ma_map[f'{i}']['calculate']( dataframe, 20) * \ self.ma_map[f'{i}']['high_offset'] # Stochastic Fast stoch_fast = ta.STOCHF(dataframe,5,3,3) dataframe['fastd'] = stoch_fast['fastd'] dataframe['fastk'] = stoch_fast['fastk'] # # Stochastic RSI stoch_rsi = ta.STOCHRSI(dataframe) dataframe['fastd_rsi'] = stoch_rsi['fastd'] dataframe['fastk_rsi'] = stoch_rsi['fastk'] dataframe['goodloss'] = ( #(dataframe['ema_200'] > dataframe['ema_200'].shift(1)) & (dataframe['ema_5'] < dataframe['ema_5'].shift(1)) & (dataframe['dc_hf'].shift(1) < dataframe['close'].shift(1)) & (dataframe['vwap_upperband'].shift(1) < dataframe['close'].shift(1)) & (dataframe['fisher'].shift(1) > 0.99)).astype(int) dataframe['dca_buy_signal'] = ( (dataframe['rsi_fast'] > dataframe['rsi_fast'].shift(1)) & (dataframe['ema_200'] < dataframe['ema_200'].shift(1)) & #Solo al ribasso (dataframe['pump_strength'] < 0) & (dataframe['ha_close'].shift(1) > dataframe['close'].shift(1)) & #Solo al ribasso (dataframe['rsi_fast'].shift(1) < 10)& (dataframe['fisher'].shift(1) < -0.98) & (dataframe['volume'] > 0)).astype(int) #dataframe['dca_buy_signal2'] = ( # (dataframe['rocr'] < 0.95) & # (dataframe['ema_3'] <= 0.988*dataframe['bb_lowerband']) & # (dataframe['volume'] > 0)).astype(int) dataframe['dca_buy_signal2'] = ( (dataframe['cci'] < -100) & (dataframe['dc_lf'] > dataframe['close']) & (dataframe['bb_lowerband2'] > dataframe['close']) & (dataframe['dc_percent'] < -0.30) & (dataframe['rsi_fast'] < 15) & (dataframe['fisher'] < -0.95) & (dataframe['volume'] > 0)).astype(int) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] dataframe.loc[:, 'enter_tag'] = '' for i in self.ma_types: conditions.append( (dataframe['cti'] < -0.8) & #(dataframe['tcp_percent_4'] > 0.04) & #Testing (dataframe['pump_strength'] < 0) & (dataframe['close'] < dataframe[f'{i}_offset_buy']) & (dataframe['mfi'] < 27) & (dataframe['close'] < dataframe['ema_20']) & ( (dataframe['ewo'] < -8.5) | (dataframe['ewo'] > 4.3) ) & (dataframe['volume'] > 0) ) # Lambo2 condition lambo2 = ( #(dataframe['bb_width'] > 0.1) & #Testing #(dataframe['vwap_width'] > 2) & #(dataframe['tcp_percent_4'] > 0.04) & #(dataframe['vwap_low'].shift(1) > dataframe['close'].shift(1)) & #Testing #(dataframe['vwma'] > dataframe['ha_open']) & #Testing ##(dataframe['cti'] < -0.8) & (dataframe['pump_strength'] < 0) & (dataframe['vwap_low'].shift(1) > dataframe['close'].shift(1)) & #Testing (dataframe['bb_lowerband2'].shift(1) < dataframe['close'].shift(1)) & (dataframe['close'] < (dataframe['ema_14'] * 0.978)) & (dataframe['rsi_4'] < 46) & (dataframe['rsi_14'] < 53) ) dataframe.loc[lambo2, 'enter_tag'] += 'lambo2_' conditions.append(lambo2) buy_1 = ( #(dataframe['pump_strength'] < 0) & (dataframe['rsi_slow'] < dataframe['rsi_slow'].shift(1)) & (dataframe['rsi_fast'] < self.buy_rsi_fast_32.value) & (dataframe['rsi'] > self.buy_rsi_32.value) & (dataframe['close'] < dataframe['sma_15'] * self.buy_sma15_32.value) & (dataframe['cti'] < self.buy_cti_32.value) ) #conditions.append(buy_1) #dataframe.loc[buy_1, 'enter_tag'] += 'E0' buy_2 = ( (dataframe['close'] < (dataframe['sma_15'] * low_offset)) & (dataframe['close'] > dataframe['close'].shift(4)) & (dataframe['close'].shift(8) > dataframe['close'].shift(4)) & (dataframe['close'].shift(12) > dataframe['close'].shift(8)) & (dataframe['volume'] > 0) ) conditions.append(buy_2) dataframe.loc[buy_2, 'enter_tag'] += 'BT' buy_5 = ( (dataframe['cci'] < -100) & (dataframe['fastk'] >= 20) & (dataframe['fastk'] <= 80) & (dataframe['fastd'] >= 20) & (dataframe['fastd'] <= 80) & (dataframe['trend_close_5m'] >= dataframe['trend_open_5m']) & (dataframe['close'] < dataframe['dc_lf']) & (dataframe['rocr'] < 0.965) & # 0.985 (dataframe['ha_high'].shift(1) > dataframe['dc_lf'].shift(1)) & (dataframe['ha_high'] < dataframe['dc_lf']) & (dataframe['fisher'] > -0.95) & (dataframe['vwap_low'] > dataframe['close']) ) conditions.append(buy_5) dataframe.loc[buy_5, 'enter_tag'] += 'ScalpROI' buy_6 = ( #(dataframe['mfi'] < 27) & #(dataframe['cti'] < -0.8) & #(dataframe['vwap_low'].shift(1) > dataframe['close'].shift(1)) & #Testing #(dataframe['close'] < dataframe['vwap_low']) & #(dataframe['tcp_percent_4'] > 0.01) & (dataframe['bb_width'] > 0.1) & (dataframe['close'] < dataframe['dc_lf']) & #Testing (dataframe['rocr'] < 0.95) & (dataframe['ema_3'] <= 0.988*dataframe['bb_lowerband']) & (dataframe['volume'] > 0) ) conditions.append(buy_6) dataframe.loc[buy_6, 'enter_tag'] += 'JT_1' buy_7 = ( (dataframe['bb_delta'] > 0.025) & (dataframe['bb_width'] > 0.095) & (dataframe['closedelta'] > dataframe['close'] * 15.0 / 1000 ) & # from BinH (dataframe['close'] < dataframe['bb_lowerband3'] * 0.995) ) conditions.append(buy_7) dataframe.loc[buy_7, 'enter_tag'] += 'Break Signal' if conditions: dataframe.loc[ reduce(lambda x, y: x | y, conditions), 'enter_long'] = 1 return dataframe 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=pair, timeframe=self.timeframe) current_candle = dataframe.iloc[-1].squeeze() previous_candle = dataframe.iloc[-2].squeeze() buy_tag = 'empty' if hasattr(trade, 'buy_tag') and trade.buy_tag is not None: buy_tag = trade.buy_tag buy_tags = buy_tag.split() if "ScalpROI" in buy_tags and current_candle is not None: if current_profit >= 0.0065: return 'scalp_min_profit' if current_time - timedelta(minutes=5) > trade.open_date_utc and (current_profit < 0) and (current_candle['pump_strength'] > 0) and (current_candle['ewo'] < previous_candle['ewo']) and (current_candle['ema_5'] < previous_candle['ema_5']) and (current_candle['ewo'] > 0): return 'safe_scalp' if current_time - timedelta(hours=6) > trade.open_date_utc: if (current_profit > 0) and (current_candle['ema_5'] < previous_candle['ema_5']) and (current_profit < 0.01): return "protection_no_profit" #if (current_profit < 0) and (current_candle['goodloss'] == 1): # return "good_loss" # stoploss - deadfish #if ((current_profit < -0.05) # and (current_candle['bb_width'] < 0.05) # and (current_candle['close'] > current_candle['bb_middleband2'] * 1.0) # and (current_candle['volume_mean_12'] < current_candle['volume_mean_24'] * 1.0)): # return "sell_stoploss_deadfish" #return None def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: #Segnale di uscita BigTrade - Grande profitto dataframe.loc[ ( (dataframe['open'] > (dataframe['sma_15'] * high_offset)) & (dataframe['open'] < dataframe['close'].shift(4)) & (dataframe['close'].shift(8) < dataframe['close'].shift(4)) & (dataframe['close'].shift(12) < dataframe['close'].shift(8)) & (dataframe['volume'] > 0) ), ['exit_long', 'exit_tag']] = (1, 'BigTrade') #Segnale di uscita mio - Grande profitto in discesa dataframe.loc[ (dataframe['ema_5'] < dataframe['ema_5'].shift(1)) & #(dataframe['bb_upperband2'].shift(1) < dataframe['close'].shift(1)) & #(dataframe['vwap_upperband'].shift(1) < dataframe['close'].shift(1)) & # Testing (dataframe['dc_hf'].shift(1) < dataframe['close'].shift(1)) & (dataframe['fisher'].shift(1) > 0.90) & (dataframe['rsi_fast'] < dataframe['rsi_fast'].shift(1)) & (dataframe['volume'] > 0), ['exit_long', 'exit_tag']] = (1, 'BigProfitEMALow') #Protezione chiusura veloce basso profitto - LowFish dataframe.loc[ #(dataframe['bb_lowerband2'] > dataframe['bb_lowerband2'].shift(1)) & (dataframe['volume_mean_12'] < dataframe['volume_mean_24']) & (dataframe['ema_200'] < dataframe['ema_200'].shift(1)) & #Segnale facile solo caduta. #(dataframe['vwap_low'] < dataframe['vwap_low'].shift(1)) & #Testing old #(dataframe['pump_strength'] > 0) & #(dataframe['rsi_fast'] > 50) & #(dataframe['fisher'] > 0.80) & (dataframe['dc_hf'] < dataframe['close']) & (dataframe['vwma'] < dataframe['vwma'].shift(1)) & #Testing (dataframe['volume'] > 0), ['exit_long', 'exit_tag']] = (1, 'FastVolumeClose') dataframe.loc[ (dataframe['rsi_fast'] < dataframe['rsi_fast'].shift(1)) & (dataframe['fisher'] > 0.77) & #0.38414 (dataframe['ha_high'].le(dataframe['ha_high'].shift(1))) & (dataframe['ha_high'].shift(1).le(dataframe['ha_high'].shift(2))) & (dataframe['ha_close'].le(dataframe['ha_close'].shift(1))) & (dataframe['ema_3'] > dataframe['ha_close']) & ((dataframe['ha_close'] * 1.07634) > dataframe['bb_middleband2']) & (dataframe['volume'] > 0) , ['exit_long', 'exit_tag']] = (1, 'altrastrMODME') dataframe.loc[ (dataframe['pump_strength'] > 0) & (dataframe['fisher'] > 0) & (dataframe['rsi_fast'].shift(1) > 70) & (dataframe['vwma'] < dataframe['close']) & (dataframe['trend_close_15m'] < dataframe['vwap_upperband']) & (dataframe['trend_close_15m'] < dataframe['trend_open_15m']) & #(dataframe['ema_200'] < dataframe['ema_200'].shift(1)) & #USARE ICHIMOKU ANZICHE' EMA, vendere solo quando il trend non รจ piu confermato #(dataframe['dc_hf'].shift(1) < dataframe['close'].shift(1)) & #(dataframe['vwap_upperband'].shift(1) < dataframe['close'].shift(1)) & #(dataframe['bb_upperband2'].shift(1) < dataframe['close'].shift(1)) & #(dataframe['dc_hf'] > dataframe['close']) & #(dataframe['vwap_upperband'] > dataframe['close']) & #(dataframe['bb_upperband2'] > dataframe['close']) & (dataframe['volume'] > 0) , ['exit_long', 'exit_tag']] = (0, 'LowTrend') dataframe.loc[ #(dataframe['rsi_fast'].shift(1) > 70) & #(dataframe['vwma'] < dataframe['close']) & #(dataframe['tenkan_sen'] < dataframe['tenkan_sen'].shift(1)) & #(dataframe['tenkan_sen'] > dataframe['close']) & (dataframe['pump_strength'] > 0) & (dataframe['fisher'] > 0) & (dataframe['tenkan_sen'] < dataframe['kijun_sen']) & (dataframe['trend_close_15m'] < dataframe['vwap_upperband']) & (dataframe['trend_close_15m'] < dataframe['trend_open_15m']) & (dataframe['volume'] > 0) , ['exit_long', 'exit_tag']] = (0, 'LowTrendIchi') return dataframe def adjust_trade_position(self, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, min_stake: Optional[float], max_stake: float, current_entry_rate: float, current_exit_rate: float, current_entry_profit: float, current_exit_profit: float, **kwargs) -> Optional[float]: dataframe, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe) last_candle = dataframe.iloc[-1].squeeze() previous_candle = dataframe.iloc[-2].squeeze() if ((current_profit > (self.dca_threshold_pct.value * 3)) and (trade.nr_of_successful_exits == 0)): return -(trade.stake_amount / 2) if trade.id in self.last_dca_timeframe.keys(): td = current_time - self.last_dca_timeframe[trade.id] if ((td.total_seconds() / 60) < (self.timeframe_to_minutes(self.timeframe) * self.candles_before_dca.value)): return None filled_entries = trade.select_filled_orders(trade.entry_side) count_of_entries = trade.nr_of_successful_entries - trade.nr_of_successful_exits if ((count_of_entries >= self.max_entry_position_adjustment) or (last_candle['close'] < previous_candle['close']) or (current_profit > -self.dca_threshold_pct.value)): return None if ((current_profit < -self.dca_threshold_pct.value * count_of_entries) and ( (last_candle['dca_buy_signal'] == 1) or (last_candle['dca_buy_signal2'] == 1) or (previous_candle['dca_buy_signal'] == 1) or (previous_candle['dca_buy_signal2'] == 1))): try: averaged_stake = filled_entries[0].stake_amount except Exception as exception: averaged_stake = 5 pass if (count_of_entries > 0): averaged_stake = (sum([entry.stake_amount for entry in filled_entries if entry.stake_amount > 0]) / count_of_entries) stake_amount = averaged_stake * (1 + (count_of_entries * 0.25)) self.last_dca_timeframe[trade.id] = current_time return stake_amount def timeframe_to_minutes(self, timeframe: str) -> int: """Convert a timeframe string to minutes.""" if 'm' in timeframe: return int(timeframe.replace('m', '')) elif 'h' in timeframe: return int(timeframe.replace('h', '')) * 60 elif 'd' in timeframe: return int(timeframe.replace('d', '')) * 1440 else: raise ValueError(f"Unsupported timeframe: {timeframe}") # VWAP bands def VWAPB(dataframe, window_size=20, num_of_std=1): df = dataframe.copy() df['vwap'] = qtpylib.rolling_vwap(df,window=window_size) rolling_std = df['vwap'].rolling(window=window_size).std() df['vwap_low'] = df['vwap'] - (rolling_std * num_of_std) df['vwap_high'] = df['vwap'] + (rolling_std * num_of_std) return df['vwap_low'], df['vwap'], df['vwap_high'] def top_percent_change(dataframe: DataFrame, length: int) -> float: """ Percentage change of the current close from the range maximum Open price :param dataframe: DataFrame The original OHLC dataframe :param length: int The length to look back """ if length == 0: return (dataframe['open'] - dataframe['close']) / dataframe['close'] else: return (dataframe['open'].rolling(length).max() - dataframe['close']) / dataframe['close'] def calc_zvwap(dataframe, pds, source1): volume = dataframe['volume'].rolling(pds).mean() close = dataframe['close'].rolling(pds).mean() mean = indicators.sma(volume * source1, pds) / indicators.sma(volume, pds) vwapsd = indicators.sma(pow(source1 - mean, 2), pds).apply(lambda x: pow(x, 0.5)) zvwap = (close - mean) / vwapsd return zvwap # 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