Timeframe
4h
Direction
Long Only
Stoploss
-6.0%
Trailing Stop
Yes
ROI
0m: 10.0%, 240m: 5.0%, 720m: 3.0%, 1440m: 1.0%
Interface Version
3
Startup Candles
80
Indicators
1
freqtrade/freqtrade-strategies
# ══════════════════════════════════════════════════════════════
# anis solidscale - Elite Spot Trading Suite
# STRATEGIE : BollingerMACDReversalLite
# CATEGORIE : Mean-reversion — BB + MACD Confirmation (Simplifie)
# ══════════════════════════════════════════════════════════════
# Version simplifiee de BollingerMACDReversal :
# - 2 params hyperopt seulement : bb_period, rsi_exit
# - rsi_period=14 et rsi_entry=40 fixes
# ══════════════════════════════════════════════════════════════
import sys
from pathlib import Path
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 BollingerMACDReversalLite(IStrategy):
INTERFACE_VERSION = 3
can_short = False
timeframe = "4h"
startup_candle_count = 80
minimal_roi = {"0": 0.10, "240": 0.05, "720": 0.03, "1440": 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
# ── Hyperopt params (2 seulement) ──
bb_period = IntParameter(15, 30, default=20, space="buy")
rsi_exit = IntParameter(60, 80, default=70, space="sell")
# ── Params fixes ──
RSI_PERIOD = 14
RSI_ENTRY = 40
_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="BollingerMACDReversalLite")
self._notifier = TelegramNotifier()
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
self._init_utils()
for p in range(self.bb_period.low, self.bb_period.high + 1):
dataframe = CommonIndicators.add_bollinger_bands(dataframe, period=p)
dataframe = CommonIndicators.add_rsi(dataframe, period=self.RSI_PERIOD)
dataframe = CommonIndicators.add_macd(dataframe)
dataframe = CommonIndicators.add_volume_sma(dataframe, period=20)
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
bb_lower_col = f"bb_lower_{self.bb_period.value}"
rsi_col = f"rsi_{self.RSI_PERIOD}"
macd_rising = (
dataframe["macd_histogram"] > dataframe["macd_histogram"].shift(1)
)
conditions = (
(dataframe["close"] <= dataframe[bb_lower_col] * 1.01)
& macd_rising
& (dataframe[rsi_col] < self.RSI_ENTRY)
& (dataframe["volume"] > 0)
)
dataframe.loc[conditions, "enter_long"] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
bb_middle_col = f"bb_middle_{self.bb_period.value}"
rsi_col = f"rsi_{self.RSI_PERIOD}"
conditions = (
(dataframe["close"] >= dataframe[bb_middle_col])
| (dataframe[rsi_col] > self.rsi_exit.value)
)
dataframe.loc[conditions, "exit_long"] = 1
return dataframe