# source: https://raw.githubusercontent.com/TheoBrigitte/freqtrade/b9feaaa2f845aed5612b3c7726a0590ee233c846/strategies/eiv4/EI1_t4c0s_V4.py # --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from typing import Dict, List from functools import reduce from typing import Optional from pandas import DataFrame # -------------------------------- import talib.abstract as ta import numpy as np import freqtrade.vendor.qtpylib.indicators as qtpylib 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, merge_informative_pair, DecimalParameter, IntParameter, CategoricalParameter import technical.indicators as ftt import math import logging logger = logging.getLogger(__name__) # @Rallipanos # changes by IcHiAT 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_TheoBrigitte_freqtrade__EI1_t4c0s_V4__20250415_204015(IStrategy): @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: locked_stoploss = {} stoploss = -0.99 sltime1 = IntParameter(720,1440 , default=720, space='sell', optimize=True) sltime2 = IntParameter(1440,2160 , default=720, space='sell', optimize=True) sl1x = DecimalParameter(0.01, 0.4, default=0.4, space='sell', optimize=True) sl1y = DecimalParameter(0.01, 0.4, default=0.4, space='sell', optimize=True) sl1z = DecimalParameter(0.01, 0.4, default=0.4, space='sell', optimize=True) # SMAOffset base_nb_candles_buy = IntParameter(8, 30, default=21, space='buy', optimize=True) base_nb_candles_sell = IntParameter(8, 30, default=21, space='sell', optimize=True) fib0 = DecimalParameter(0.95, 1.05, default=1.0, decimals=2, space='buy', optimize=True) fib1 = DecimalParameter(0.55, 0.65, default=0.62, decimals=2, space='buy', optimize=True) fib4 = DecimalParameter(0.70, 0.90, default=0.79, decimals=2, space='buy', optimize=True) fib2 = DecimalParameter(0.95, 1.05, default=1.0, decimals=2, space='sell', optimize=True) fib3 = DecimalParameter(0.95, 1.05, default=1.0, decimals=2, space='sell', optimize=True) # lambo2 lambo2_rsi_4_limit = IntParameter(30, 60, default=50, space='buy', optimize=True) lambo2_rsi_14_limit = IntParameter(30, 55, default=30, space='buy', optimize=True) # Protection fast_ewo = 50 slow_ewo = 200 rsi_buy = IntParameter(35, 60, default=50, space='buy', optimize=True) move = IntParameter(35, 60, default=48, space='buy', optimize=True) mms = IntParameter(6, 20, default=12, space='buy', optimize=True) mml = IntParameter(300, 400, default=360, space='buy', optimize=True) #cofi is_optimize_cofi = True buy_ema_cofi = DecimalParameter(0.96, 0.97, 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) 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 # Unclog unclog_days = IntParameter(1, 5, default=4, space='sell', optimize=True) unclog = DecimalParameter(0.01, 0.08, default=0.04, decimals=2, space='sell', optimize=True) ### 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() trade_duration = (current_time - trade.open_date_utc).seconds / 60 SLT1 = current_candle['move_mean'] if trade_duration < self.sltime1.value: SL1 = current_candle['move_mean'] * self.sl1x.value if trade_duration > self.sltime1.value and trade_duration < self.sltime2.value: SL1 = current_candle['move_mean'] * self.sl1y.value else: SL1 = current_candle['move_mean'] * self.sl1z.value 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 len(self.locked_stoploss) > 0: # print(self.locked_stoploss) if current_candle['max_l'] != 0: # ignore stoploss if setting new highs if pair not in self.locked_stoploss: # No locked stoploss for this pair yet if SLT2 is not None and current_profit > SLT2: self.locked_stoploss[pair] = SL2 self.dp.send_msg(f'*** {pair} *** Profit {display_profit:.3f}% - {slt2:.3f}%/{sl2:.3f}% activated') logger.info(f'*** {pair} *** Profit {display_profit:.3f}% - {slt2:.3f}%/{sl2:.3f}% activated') return SL2 elif SLT1 is not None and current_profit > SLT1: self.locked_stoploss[pair] = SL1 self.dp.send_msg(f'*** {pair} *** Profit {display_profit:.3f}% - {slt1:.3f}%/{sl1:.3f}% activated') logger.info(f'*** {pair} *** Profit {display_profit:.3f}% - {slt1:.3f}%/{sl1:.3f}% activated') return SL1 else: return self.stoploss else: # Stoploss has been locked for this pair self.dp.send_msg(f'*** {pair} *** Profit {display_profit:.3f}% stoploss locked at {self.locked_stoploss[pair]:.4f}') logger.info(f'*** {pair} *** Profit {display_profit:.3f}% stoploss locked at {self.locked_stoploss[pair]:.4f}') return self.locked_stoploss[pair] if current_profit < -.01: if pair in self.locked_stoploss: del self.locked_stoploss[pair] self.dp.send_msg(f'*** {pair} *** Stoploss reset.') logger.info(f'*** {pair} *** Stoploss reset.') 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 < -self.unclog.value and (current_time - trade.open_date_utc).days >= self.unclog_days.value: return 'unclog' # Sell signal use_sell_signal = True sell_profit_only = True sell_profit_offset = 0.01 ignore_roi_if_buy_signal = False ## Optional order time in force. order_time_in_force = { 'buy': 'gtc', 'sell': 'gtc' } # Optimal timeframe for the strategy timeframe = '1h' position_adjustment_enable = False process_only_new_candles = True startup_candle_count = 400 plot_config = { 'main_plot': { 'ma_buy': {'color': 'orange'}, 'ma_sell': {'color': 'orange'}, }, } def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: 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(self.mms.value).max() / dataframe['OHLC4'] - 1 dataframe['min'] = abs(dataframe['OHLC4'].rolling(self.mms.value).min() / dataframe['OHLC4'] - 1) dataframe['max_l'] = dataframe['OHLC4'].rolling(self.mml.value).max() / dataframe['OHLC4'] - 1 dataframe['min_l'] = abs(dataframe['OHLC4'].rolling(self.mml.value).min() / dataframe['OHLC4'] - 1) # Apply rolling window operation to the 'OHLC4'column rolling_window = dataframe['OHLC4'].rolling(self.move.value) 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']) # 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}'] * (1-(dataframe['move_mean'] * self.fib0.value)) dataframe['ma_hi'] = dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * (1+(dataframe['move_mean'] * self.fib2.value)) dataframe['ma_hi_2'] = dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * (1+(dataframe['move_mean'] * self.fib3.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) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: lambo2 = ( (dataframe['close'] < (dataframe['ema_14'] * (1-(dataframe['move_mean'] * self.fib1.value)))) & (dataframe['rsi_4'] < int(self.lambo2_rsi_4_limit.value)) & (dataframe['rsi_14'] < int(self.lambo2_rsi_14_limit.value)) & (dataframe['atr_pcnt'] > dataframe['min_l']) & (dataframe['volume'] > 0) ) dataframe.loc[lambo2, 'enter_long'] = 1 dataframe.loc[lambo2, 'enter_tag'] = 'lambo ' buy1ewo = ( (dataframe['rsi_fast'] < 35 ) & (dataframe['close'] < dataframe['ma_lo']) & (dataframe['EWO'] > dataframe['EWO_MEAN_UP']) & (dataframe['close'] < dataframe['enter_mean_x']) & (dataframe['close'].shift() < dataframe['enter_mean_x'].shift()) & (dataframe['rsi'] < self.rsi_buy.value) & (dataframe['atr_pcnt'] > dataframe['min']) & (dataframe['volume'] > 0) ) dataframe.loc[buy1ewo, 'enter_long'] = 1 dataframe.loc[buy1ewo, 'enter_tag'] = 'buy1ewo' buy2ewo = ( (dataframe['rsi_fast'] < 35) & (dataframe['close'] < dataframe['ma_lo']) & (dataframe['EWO'] < dataframe['EWO_DN_FIB']) & (dataframe['atr_pcnt'] > dataframe['min']) & (dataframe['volume'] > 0) ) dataframe.loc[buy2ewo, 'enter_long'] = 1 dataframe.loc[buy2ewo, 'enter_tag'] = 'buy2ewo' is_cofi = ( (dataframe['open'] < dataframe['ema_8'] * (1-(dataframe['move_mean'] * self.fib4.value))) & (qtpylib.crossed_above(dataframe['fastk'], dataframe['fastd'])) & (dataframe['fastk'] < self.buy_fastk.value) & (dataframe['fastd'] < self.buy_fastd.value) & (dataframe['adx'] > self.buy_adx.value) & (dataframe['EWO'] > dataframe['EWO_MEAN_UP']) & (dataframe['atr_pcnt'] > dataframe['min']) & (dataframe['volume'] > 0) ) dataframe.loc[is_cofi, 'enter_long'] = 1 dataframe.loc[is_cofi, 'enter_tag'] = 'cofi' return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: condition5 = ( (dataframe['close'] > dataframe['hma_50']) & (dataframe['close'] > dataframe['ma_hi_2']) & (dataframe['close'] > dataframe['exit_mean_x']) & (dataframe['rsi'] > 50 ) & (dataframe['volume'] > 0 ) & (dataframe['rsi_fast']>dataframe['rsi_slow']) ) dataframe.loc[condition5, 'exit_long'] = 1 dataframe.loc[condition5, 'exit_tag'] = 'Close > Offset Hi 2' condition6 = ( (dataframe['close'] < dataframe['hma_50']) & (dataframe['close'] > dataframe['ma_hi']) & (dataframe['volume'] > 0) & (dataframe['rsi_fast']>dataframe['rsi_slow']) ) dataframe.loc[condition6, 'exit_long'] = 1 dataframe.loc[condition6, 'exit_tag'] = 'Close > Offset Hi 1' return dataframe def pct_change(a, b): return (b - a) / a