# source: https://raw.githubusercontent.com/Sahillatif0/FreqTrade/0f89dcf48574b3949b84c5d317799afdede8a1a9/userdata/strategies/HighFrequencySweepApex5m.py # directory_url: https://github.com/Sahillatif0/FreqTrade/blob/main/userdata/strategies/ # User: Sahillatif0 # Repository: FreqTrade # --------------------import logging logger = logging.getLogger(__name__) import os import sys _strat_dir = os.path.dirname(os.path.abspath(__file__)) if _strat_dir not in sys.path: sys.path.insert(0, _strat_dir) try: import portfolio_coordinator as pc logger.info("[Github_Sahillatif0_FreqTrade__HighFrequencySweepApex5m__20261013_120540] portfolio_coordinator loaded successfully.") except Exception as e: logger.warning(f"[Github_Sahillatif0_FreqTrade__HighFrequencySweepApex5m__20261013_120540] Could not load portfolio_coordinator: {e}") pc = None import numpy as np import pandas as pd from pandas import DataFrame from datetime import datetime import talib.abstract as ta from freqtrade.strategy import IStrategy from freqtrade.persistence import Trade class Github_Sahillatif0_FreqTrade__HighFrequencySweepApex5m__20261013_120540(IStrategy): """ Github_Sahillatif0_FreqTrade__HighFrequencySweepApex5m__20261013_120540: Portfolio engineered with optimal 6-pair set: SUI/USDT, TAO/USDT, DOT/USDT, INJ/USDT, NEAR/USDT, TIA/USDT. """ INTERFACE_VERSION = 3 timeframe = "5m" can_short = False minimal_roi = { "0": 0.028, "180": 0.013, "360": 0.006 } stoploss = -0.025 trailing_stop = False use_custom_stoploss = False process_only_new_candles = False use_exit_signal = True exit_profit_only = True ignore_roi_if_entry_signal = False order_types = { "entry": "limit", "exit": "limit", "stoploss": "market", "stoploss_on_exchange": False } @property def protections(self): return [ { "method": "CooldownPeriod", "stop_duration_candles": 2 }, { "method": "StoplossGuard", "lookback_period_candles": 72, "trade_limit": 2, "stop_duration_candles": 48, "only_per_pair": False }, { "method": "MaxDrawdown", "lookback_period_candles": 288, "trade_limit": 1, "stop_duration_candles": 144, "max_allowed_drawdown": 0.05 } ] def informative_pairs(self): return [] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # 1.5-Hour Rolling Swing Low & High (18 candles of 5m) dataframe["range_low_18"] = dataframe["low"].shift(1).rolling(window=18).min() dataframe["range_high_18"] = dataframe["high"].shift(1).rolling(window=18).max() # Moving Averages & Volume dataframe["ema_20"] = ta.EMA(dataframe, timeperiod=20) dataframe["ema_50"] = ta.EMA(dataframe, timeperiod=50) dataframe["volume_sma"] = dataframe["volume"].rolling(window=20).mean() # Momentum & Volatility dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14) dataframe["atr"] = ta.ATR(dataframe, timeperiod=14) # Candlestick anatomy: Body size, candle range, and lower rejection wick dataframe["candle_range"] = dataframe["high"] - dataframe["low"] dataframe["body"] = (dataframe["close"] - dataframe["open"]).abs() dataframe["body_ratio"] = dataframe["body"] / dataframe["candle_range"].replace(0, np.nan) dataframe["lower_wick"] = (dataframe[["open", "close"]].min(axis=1) - dataframe["low"]) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[:, "enter_long"] = 0 dataframe.loc[:, "enter_tag"] = "" sweep_entry = ( (dataframe["low"] < dataframe["range_low_18"]) & (dataframe["close"] > dataframe["range_low_18"]) & (dataframe["close"] > dataframe["open"]) & (dataframe["body_ratio"] >= 0.12) & (dataframe["lower_wick"] >= dataframe["body"] * 0.5) & (dataframe["close"] > dataframe["ema_50"] * 0.985) & (dataframe["rsi"] >= 24) & (dataframe["rsi"] < 36) & (dataframe["volume"] > dataframe["volume_sma"] * 0.7) ) dataframe.loc[sweep_entry, "enter_long"] = 1 dataframe.loc[sweep_entry, "enter_tag"] = "micro_liquidity_sweep" if len(dataframe) > 0 and bool(dataframe["enter_long"].iloc[-1]): if pc: try: pc.request_preemption("Github_Sahillatif0_FreqTrade__HighFrequencySweepApex5m__20261013_120540", metadata.get("pair", "")) except Exception as e: logger.warning(f"[Github_Sahillatif0_FreqTrade__HighFrequencySweepApex5m__20261013_120540] Preemption error: {e}") return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[:, "exit_long"] = 0 return dataframe def custom_exit(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs): """Preempts if higher priority strategy (SweepPro=2, FVG=3, Squeeze=4, TTM=5) requested balance, protected by Soft Floor (-0.50%)""" if pc: try: state = pc.get_state() pending = state.get("pending_intent") if pending and pending.get("status") == "WAITING_FOR_BALANCE": if pending.get("priority", 1) > 1: # Apex is Priority 1, yields to SweepPro (P2), FVG (P3), Squeeze (P4), and TTM (P5) # Soft floor rule: Only preempt if profit is >= -0.50% if current_profit >= -0.005: logger.info(f"[Github_Sahillatif0_FreqTrade__HighFrequencySweepApex5m__20261013_120540] Preempting for {pending.get('strategy')} (Current PnL: {current_profit:.2%})") return "preempted_for_high_priority" else: pc.reject_preemption("Github_Sahillatif0_FreqTrade__HighFrequencySweepApex5m__20261013_120540", pair, current_profit) logger.info(f"[Github_Sahillatif0_FreqTrade__HighFrequencySweepApex5m__20261013_120540] Preemption blocked by Soft Floor: current profit {current_profit:.2%} < -0.50%") except Exception as e: logger.warning(f"[Github_Sahillatif0_FreqTrade__HighFrequencySweepApex5m__20261013_120540] Coordinator check error: {e}") return None def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float, time_in_force: str, current_time: datetime, entry_tag: str, side: str, **kwargs) -> bool: if self.dp and self.dp.runmode.value in ('backtest', 'hyperopt'): return True if pc: try: allowed, reason = pc.can_enter("Github_Sahillatif0_FreqTrade__HighFrequencySweepApex5m__20261013_120540", pair) if not allowed: logger.warning(f"[Github_Sahillatif0_FreqTrade__HighFrequencySweepApex5m__20261013_120540] Entry blocked by Coordinator: {reason}") return False pc.confirm_entry("Github_Sahillatif0_FreqTrade__HighFrequencySweepApex5m__20261013_120540", pair) except Exception as e: logger.warning(f"[Github_Sahillatif0_FreqTrade__HighFrequencySweepApex5m__20261013_120540] Confirm entry error: {e}") return True 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: if self.dp and self.dp.runmode.value in ('backtest', 'hyperopt'): return True if pc: try: profit_ratio = (rate - trade.open_rate) / trade.open_rate if (trade and trade.open_rate) else None pc.confirm_exit("Github_Sahillatif0_FreqTrade__HighFrequencySweepApex5m__20261013_120540", pair, profit_ratio=profit_ratio, exit_reason=exit_reason) except Exception as e: logger.warning(f"[Github_Sahillatif0_FreqTrade__HighFrequencySweepApex5m__20261013_120540] Confirm exit error: {e}") return True