Timeframe
4h
Direction
Long Only
Stoploss
-6.0%
Trailing Stop
Yes
ROI
0m: 10.0%, 120m: 5.0%, 360m: 3.0%, 720m: 1.0%
Interface Version
3
Startup Candles
80
Indicators
3
# ══════════════════════════════════════════════════════════════
# anis solidscale - Elite Spot Trading Suite
# STRATEGIE : AwesomeOscillator
# CATEGORIE : Momentum — Awesome Oscillator (Bill Williams)
# ══════════════════════════════════════════════════════════════
#
# LOGIQUE :
# AO = SMA(5, median price) - SMA(34, median price)
# Signaux d'entree :
# 1. Twin Peaks : 2 creux sous zero, le 2e plus haut + bar vert → long
# 2. Zero-Line Cross : AO passe de negatif a positif → long
# Sortie : AO repasse sous zero ou divergence baissiere
# SOURCE : Bill Williams — Trading Chaos
# ══════════════════════════════════════════════════════════════
import sys
from pathlib import Path
import numpy as np
from pandas import DataFrame
from freqtrade.strategy import IStrategy, IntParameter
sys.path.insert(0, str(Path(__file__).resolve().parent.parent.parent))
from utils.indicators import CommonIndicators
from utils.logging_utils import TradeLogger
from utils.telegram_notifier import TelegramNotifier
class AwesomeOscillator(IStrategy):
INTERFACE_VERSION = 3
can_short = False
timeframe = "4h"
startup_candle_count = 80
minimal_roi = {"0": 0.10, "120": 0.05, "360": 0.03, "720": 0.01}
stoploss = -0.06
trailing_stop = True
trailing_stop_positive = 0.02
trailing_stop_positive_offset = 0.03
trailing_only_offset_is_reached = True
# ── Buy params ──
ao_fast = IntParameter(3, 8, default=5, space="buy")
ao_slow = IntParameter(25, 45, default=34, space="buy")
twin_peak_lookback = IntParameter(5, 20, default=10, space="buy")
# ── Sell params ──
# Sortie sur AO < 0 ou trailing stop
_logger = None
_notifier = None
def __getstate__(self):
state = self.__dict__.copy()
state["_logger"] = None
state["_notifier"] = None
return state
def __setstate__(self, state):
self.__dict__.update(state)
def _init_utils(self) -> None:
if self._logger is None:
self._logger = TradeLogger(strategy_name="AwesomeOscillator")
self._notifier = TelegramNotifier()
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
self._init_utils()
# Median price
dataframe["median_price"] = (dataframe["high"] + dataframe["low"]) / 2
# AO pour toutes les combinaisons fast/slow
for fast in range(self.ao_fast.low, self.ao_fast.high + 1):
for slow in range(self.ao_slow.low, self.ao_slow.high + 1):
sma_fast = dataframe["median_price"].rolling(window=fast).mean()
sma_slow = dataframe["median_price"].rolling(window=slow).mean()
dataframe[f"ao_{fast}_{slow}"] = sma_fast - sma_slow
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
ao_col = f"ao_{self.ao_fast.value}_{self.ao_slow.value}"
lb = self.twin_peak_lookback.value
# Signal 1 : Zero-line cross (AO passe de negatif a positif)
zero_cross = (
(dataframe[ao_col] > 0)
& (dataframe[ao_col].shift(1) <= 0)
)
# Signal 2 : Twin Peaks sous zero
# 2e creux > 1er creux + bar vert (AO montant)
ao_min_prev = dataframe[ao_col].rolling(window=lb).min().shift(1)
twin_peaks = (
(dataframe[ao_col] < 0)
& (dataframe[ao_col] > dataframe[ao_col].shift(1)) # Bar vert
& (dataframe[ao_col].shift(1) < dataframe[ao_col].shift(2)) # Etait un creux
& (dataframe[ao_col].shift(1) > ao_min_prev) # 2e creux plus haut
)
dataframe.loc[(zero_cross | twin_peaks) & (dataframe["volume"] > 0), "enter_long"] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
ao_col = f"ao_{self.ao_fast.value}_{self.ao_slow.value}"
# Sortie : AO repasse sous zero
conditions = (
(dataframe[ao_col] < 0)
& (dataframe[ao_col].shift(1) >= 0)
)
dataframe.loc[conditions, "exit_long"] = 1
return dataframe