Timeframe
30m
Direction
Long Only
Stoploss
-99.0%
Trailing Stop
Yes
ROI
0m: 10000.0%
Interface Version
3
Startup Candles
999
Indicators
5
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy as np
import talib.abstract as ta
from freqtrade.strategy import IStrategy, informative
from freqtrade.strategy import (merge_informative_pair,
DecimalParameter, IntParameter, BooleanParameter, CategoricalParameter, stoploss_from_open)
from pandas import DataFrame, Series
from typing import Dict, List, Optional, Tuple, Union
from functools import reduce
from freqtrade.persistence import Trade
from datetime import datetime, timedelta, timezone
from freqtrade.exchange import timeframe_to_prev_date, timeframe_to_minutes
import talib.abstract as ta
import math
import pandas_ta as pta
# from finta import TA as fta
import logging
from logging import FATAL
def tv_wma(df, length = 9) -> DataFrame:
"""
Source: Tradingview "Moving Average Weighted"
Pinescript Author: Unknown
Args :
dataframe : Pandas Dataframe
length : WMA length
field : Field to use for the calculation
Returns :
dataframe : Pandas DataFrame with new columns 'tv_wma'
"""
norm = 0
sum = 0
for i in range(1, length - 1):
weight = (length - i) * length
norm = norm + weight
sum = sum + df.shift(i) * weight
tv_wma = (sum / norm) if norm > 0 else 0
return tv_wma
def tv_hma(dataframe, length = 9, field = 'close') -> DataFrame:
"""
Source: Tradingview "Hull Moving Average"
Pinescript Author: Unknown
Args :
dataframe : Pandas Dataframe
length : HMA length
field : Field to use for the calculation
Returns :
dataframe : Pandas DataFrame with new columns 'tv_hma'
"""
h = 2 * tv_wma(dataframe[field], math.floor(length / 2)) - tv_wma(dataframe[field], length)
tv_hma = tv_wma(h, math.floor(math.sqrt(length)))
# dataframe.drop("h", inplace=True, axis=1)
return tv_hma
logger = logging.getLogger(__name__)
class Cenderawasih_30m_1d (IStrategy):
def version(self) -> str:
return "Cenderawasih-v1d-30m"
INTERFACE_VERSION = 3
# ROI table:
minimal_roi = {
"0": 100
}
# Buy hyperspace params:
buy_params = {
"buy_length_hma": 130,
"buy_offset_hma": 0.83,
"buy_length_hma1a": 23,
"buy_offset_hma1a": 16,
"buy_length_hma1b": 6,
"buy_offset_hma1b": 17,
"buy_length_hma2": 63,
"buy_offset_hma2": 0.85,
"buy_length_hma3": 30,
"buy_offset_hma3": 0.84,
"buy_length_hma4": 39,
"buy_offset_hma4": 0.9,
"buy_rsi_1": 42,
"buy_rsi_2": 48,
"buy_min_red_2h": 6,
"buy_min_red_2h_2": 18,
"buy_min_red_2h_3": 17,
"buy_min_red_2h_4": 11,
"buy_max_red_2h": -4,
}
# Sell hyperspace params:
sell_params = {
"sell_length_ema": 1,
"sell_offset_ema": 20,
"sell_length_ema2": 102,
"sell_offset_ema2": 0.87,
"sell_length_ema2a": 2,
"sell_offset_ema2a": 16,
"sell_length_ema2b": 1,
"sell_offset_ema2b": 19,
"sell_length_ema3": 71,
"sell_offset_ema3": 0.89,
"sell_length_ema3a": 6,
"sell_offset_ema3a": 17,
"sell_length_ema4": 133,
"sell_offset_ema4": 1.17,
"sell_long_green3": 6,
"sell_long_green3a": 17,
"sell_long_green3b": 0,
}
buy_dummy = IntParameter(20, 70, default=61, optimize=True)
buy_rsi_1 = IntParameter(20, 50, default=50, optimize=False)
buy_rsi_2 = IntParameter(20, 50, default=50, optimize=False)
# buy_rsi_3 = IntParameter(20, 50, default=50, optimize=True)
# buy_rsi_4 = IntParameter(20, 50, default=50, optimize=False)
# buy_long_red2_2 = IntParameter(1, 20, default=1, optimize=True)
# buy_long_red2_3 = IntParameter(1, 20, default=1, optimize=False)
# buy_long_red2_4 = IntParameter(1, 10, default=1, optimize=False)
buy_min_red_2h = IntParameter(1, 30, default=1, optimize=False)
buy_min_red_2h_2 = IntParameter(1, 30, default=1, optimize=False)
buy_min_red_2h_3 = IntParameter(1, 30, default=1, optimize=False)
buy_min_red_2h_4 = IntParameter(1, 30, default=1, optimize=False)
buy_max_red_2h = IntParameter(-20, 20, default=1, optimize=False)
# buy_max_red_2h_2 = IntParameter(-20, 20, default=1, optimize=True)
# buy_max_red_2h_3 = IntParameter(-20, 20, default=1, optimize=True)
# buy_max_red_2h_4 = IntParameter(-20, 20, default=1, optimize=True)
# buy_min_red_3_2h = IntParameter(1, 50, default=5, optimize=True)
# buy_min_red_4_2h = IntParameter(11, 60, default=15, optimize=True)
# buy_lowest_open_rolling = IntParameter(1, 10, default=1, optimize=False)
# buy_lowest_close_rolling = IntParameter(1, 10, default=1, optimize=False)
optimize_buy_hma = False
buy_length_hma = IntParameter(5, 150, default=6, optimize=optimize_buy_hma)
buy_offset_hma = DecimalParameter(0.8, 1, default=1, decimals=2, optimize=optimize_buy_hma)
optimize_buy_hma1a = False
buy_length_hma1a = IntParameter(1, 30, default=6, optimize=optimize_buy_hma1a)
buy_offset_hma1a = IntParameter(16, 20, default=20, optimize=optimize_buy_hma1a)
optimize_buy_hma1b = False
buy_length_hma1b = IntParameter(1, 30, default=6, optimize=optimize_buy_hma1b)
buy_offset_hma1b = IntParameter(16, 20, default=20, optimize=optimize_buy_hma1b)
# buy_red_candle_rolling = IntParameter(1, 5, default=2, optimize=False)
optimize_buy_hma2 = False
buy_length_hma2 = IntParameter(5, 150, default=6, optimize=optimize_buy_hma2)
buy_offset_hma2 = DecimalParameter(0.8, 1, default=1, decimals=2, optimize=optimize_buy_hma2)
# optimize_buy_hma2a = True
# buy_length_hma2a = IntParameter(1, 30, default=6, optimize=optimize_buy_hma2a)
# buy_offset_hma2a = IntParameter(16, 20, default=20, optimize=optimize_buy_hma2a)
optimize_buy_hma3 = False
buy_length_hma3 = IntParameter(5, 150, default=6, optimize=optimize_buy_hma3)
buy_offset_hma3 = DecimalParameter(0.8, 1, default=1, decimals=2, optimize=optimize_buy_hma3)
# optimize_buy_hma3b = True
# buy_length_hma3b = IntParameter(1, 30, default=6, optimize=optimize_buy_hma3b)
# buy_offset_hma3b = IntParameter(16, 20, default=20, optimize=optimize_buy_hma3b)
optimize_buy_hma4 = False
buy_length_hma4 = IntParameter(5, 150, default=6, optimize=optimize_buy_hma4)
buy_offset_hma4 = DecimalParameter(0.8, 1, default=1, decimals=2, optimize=optimize_buy_hma4)
optimize_sell_ema = False
sell_length_ema = IntParameter(1, 30, default=6, optimize=optimize_sell_ema)
sell_offset_ema = IntParameter(20, 24, default=20, optimize=optimize_sell_ema)
optimize_sell_ema2 = False
sell_length_ema2 = IntParameter(5, 150, default=6, optimize=optimize_sell_ema2)
sell_offset_ema2 = DecimalParameter(0.8, 1, default=0.98, decimals=2, optimize=optimize_sell_ema2)
optimize_sell_ema2a = False
sell_length_ema2a = IntParameter(1, 30, default=6, optimize=optimize_sell_ema2a)
sell_offset_ema2a = IntParameter(16, 20, default=20, optimize=optimize_sell_ema2a)
optimize_sell_ema2b = False
sell_length_ema2b = IntParameter(1, 50, default=6, optimize=optimize_sell_ema2b)
sell_offset_ema2b = IntParameter(16, 20, default=20, optimize=optimize_sell_ema2b)
optimize_sell_ema3 = False
sell_length_ema3 = IntParameter(5, 150, default=6, optimize=optimize_sell_ema3)
sell_offset_ema3 = DecimalParameter(0.8, 1, default=0.95, decimals=2, optimize=optimize_sell_ema3)
optimize_sell_ema3a = False
sell_length_ema3a = IntParameter(1, 30, default=6, optimize=optimize_sell_ema3a)
sell_offset_ema3a = IntParameter(16, 20, default=20, optimize=optimize_sell_ema3a)
optimize_sell_ema4 = False
sell_length_ema4 = IntParameter(5, 150, default=6, optimize=optimize_sell_ema4)
sell_offset_ema4 = DecimalParameter(1, 1.2, default=1, decimals=2, optimize=optimize_sell_ema4)
# optimize_sell_rsi = False
# sell_rsi_overbought = IntParameter(40, 90, default=50, optimize=True)
# sell_long_green = IntParameter(1, 50, default=1, optimize=False)
sell_long_green3 = IntParameter(5, 40, default=10, optimize=False)
# sell_long_green6 = IntParameter(-5, 40, default=10, optimize=True)
sell_long_green3b = IntParameter(-5, 40, default=10, optimize=False)
# sell_long_red3 = IntParameter(0, 50, default=1, optimize=True)
# Stoploss:
stoploss = -0.99
# Trailing stop:
trailing_stop = True
trailing_stop_positive = 0.01
trailing_stop_positive_offset = 0.15
trailing_only_offset_is_reached = True
# Sell signal
use_exit_signal = True
exit_profit_only = False
exit_profit_offset = 0.01
ignore_roi_if_entry_signal = False
timeframe = '30m'
inf_timeframe1 = '2h'
process_only_new_candles = True
startup_candle_count = 999
timeframe_minutes = timeframe_to_minutes(timeframe)
timeframe_minutes_string = f"{timeframe_minutes}m"
if int(timeframe_minutes) >= 60:
timeframe_minutes_string = f"{timeframe_minutes//60}h"
inf_timeframe1_minutes = timeframe_to_minutes(inf_timeframe1)
inf_timeframe1_minutes_string = f"{inf_timeframe1_minutes}m"
if int(inf_timeframe1_minutes) >= 60:
inf_timeframe1_minutes_string = f"{inf_timeframe1_minutes//60}h"
@informative('1d')
def populate_indicators_1d(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe['age_filter_ok'] = (dataframe['volume'].rolling(window=30, min_periods=30).min() > 0)
drop_columns = ['open', 'high', 'low', 'close', 'volume']
dataframe.drop(columns=dataframe.columns.intersection(drop_columns), inplace=True)
return dataframe
@informative(inf_timeframe1)
def populate_indicators_inf(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe['pct_change'] = dataframe['close'].pct_change()
drop_columns = ['open', 'high', 'low', 'close', 'volume']
dataframe.drop(columns=dataframe.columns.intersection(drop_columns), inplace=True)
return dataframe
@informative(timeframe, 'BTC/{stake}', '{base}_{column}_{timeframe}')
# @informative('15m', 'BTC/USDT', '{base}_{column}_{timeframe}')
def populate_indicators_btc_inf(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
drop_columns = ['open', 'high', 'low', 'close', 'volume']
dataframe.drop(columns=dataframe.columns.intersection(drop_columns), inplace=True)
return dataframe
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# # RSI
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
# dataframe['rsi_fast'] = ta.RSI(dataframe, timeperiod=4)
dataframe['pct_change'] = dataframe['close'].pct_change()
dataframe['vrsi'] = ta.RSI(dataframe['volume'], timeperiod=15)
dataframe['vrsi_45'] = ta.RSI(dataframe['volume'], timeperiod=45)
dataframe['close_mean_75'] = dataframe['close'].rolling(75).mean()
dataframe['close_median_75'] = dataframe['close'].rolling(75).median()
dataframe['close_mean_150'] = dataframe['close'].rolling(150).mean()
dataframe['close_median_150'] = dataframe['close'].rolling(150).median()
dataframe['close_mean_300'] = dataframe['close'].rolling(300).mean()
dataframe['close_median_300'] = dataframe['close'].rolling(300).median()
dataframe['mfi'] = ta.MFI(dataframe, 15)
dataframe['mfi_45'] = ta.MFI(dataframe, 45)
dataframe['live_data_ok'] = (dataframe['volume'].rolling(window=72, min_periods=72).min() > 0)
if not self.optimize_buy_hma:
dataframe['hma_offset_buy1'] = tv_hma(dataframe, int(self.buy_length_hma.value)) *self.buy_offset_hma.value
if not self.optimize_buy_hma1a:
dataframe['hma_offset_buy1a'] = tv_hma(dataframe, int(5 * self.buy_length_hma1a.value)) * 0.05 * self.buy_offset_hma1a.value
if not self.optimize_buy_hma1b:
dataframe['hma_offset_buy1b'] = tv_hma(dataframe, int(5 * self.buy_length_hma1b.value)) * 0.05 * self.buy_offset_hma1b.value
if not self.optimize_buy_hma2:
dataframe['hma_offset_buy2'] = tv_hma(dataframe, int(self.buy_length_hma2.value)) *self.buy_offset_hma2.value
# if not self.optimize_buy_hma2a:
# dataframe['hma_offset_buy2a'] = tv_hma(dataframe, int(5 * self.buy_length_hma2a.value)) * 0.05 * self.buy_offset_hma2a.value
if not self.optimize_buy_hma3:
dataframe['hma_offset_buy3'] = tv_hma(dataframe, int(self.buy_length_hma3.value)) *self.buy_offset_hma3.value
# if not self.optimize_buy_hma3b:
# dataframe['hma_offset_buy3b'] = tv_hma(dataframe, int(5 * self.buy_length_hma3b.value)) * 0.05 * self.buy_offset_hma3b.value
if not self.optimize_buy_hma4:
dataframe['hma_offset_buy4'] = tv_hma(dataframe, int(self.buy_length_hma4.value)) *self.buy_offset_hma4.value
if not self.optimize_sell_ema:
dataframe['ema_offset_sell'] = ta.EMA(dataframe, int(5 * self.sell_length_ema.value)) * 0.05 * self.sell_offset_ema.value
if not self.optimize_sell_ema2:
dataframe['ema_offset_sell2'] = ta.EMA(dataframe, int(self.sell_length_ema2.value)) *self.sell_offset_ema2.value
if not self.optimize_sell_ema2a:
dataframe['ema_offset_sell2a'] = ta.EMA(dataframe, int(5 * self.sell_length_ema2a.value)) * 0.05 * self.sell_offset_ema2a.value
if not self.optimize_sell_ema2b:
dataframe['ema_offset_sell2b'] = ta.EMA(dataframe, int(5 * self.sell_length_ema2b.value)) * 0.05 * self.sell_offset_ema2b.value
if not self.optimize_sell_ema3:
dataframe['ema_offset_sell3'] = ta.EMA(dataframe, int(self.sell_length_ema3.value)) *self.sell_offset_ema3.value
if not self.optimize_sell_ema3a:
dataframe['ema_offset_sell3a'] = ta.EMA(dataframe, int(5 * self.sell_length_ema3a.value)) * 0.05 * self.sell_offset_ema3a.value
if not self.optimize_sell_ema4:
dataframe['ema_offset_sell4'] = ta.EMA(dataframe, int(self.sell_length_ema4.value)) *self.sell_offset_ema4.value
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
conditions = []
if self.optimize_buy_hma:
dataframe['hma_offset_buy1'] = tv_hma(dataframe, int(self.buy_length_hma.value)) *self.buy_offset_hma.value
if self.optimize_buy_hma1a:
dataframe['hma_offset_buy1a'] = tv_hma(dataframe, int(5 * self.buy_length_hma1a.value)) * 0.05 * self.buy_offset_hma1a.value
if self.optimize_buy_hma1b:
dataframe['hma_offset_buy1b'] = tv_hma(dataframe, int(5 * self.buy_length_hma1b.value)) * 0.05 * self.buy_offset_hma1b.value
if self.optimize_buy_hma2:
dataframe['hma_offset_buy2'] = tv_hma(dataframe, int(self.buy_length_hma2.value)) *self.buy_offset_hma2.value
# if self.optimize_buy_hma2a:
# dataframe['hma_offset_buy2a'] = tv_hma(dataframe, int(5 * self.buy_length_hma2a.value)) * 0.05 * self.buy_offset_hma2a.value
if self.optimize_buy_hma3:
dataframe['hma_offset_buy3'] = tv_hma(dataframe, int(self.buy_length_hma3.value)) *self.buy_offset_hma3.value
# if self.optimize_buy_hma3b:
# dataframe['hma_offset_buy3b'] = tv_hma(dataframe, int(5 * self.buy_length_hma3b.value)) * 0.05 * self.buy_offset_hma3b.value
if self.optimize_buy_hma4:
dataframe['hma_offset_buy4'] = tv_hma(dataframe, int(self.buy_length_hma4.value)) *self.buy_offset_hma4.value
dataframe['enter_tag'] = ''
add_check = (
dataframe['live_data_ok']
&
dataframe['age_filter_ok_1d']
&
(dataframe['close'] < dataframe['open'])
)
mean_above_median_75 = np.where((dataframe['close_mean_75'] >= dataframe['close_median_75']), True, False)
mean_above_median_150 = np.where((dataframe['close_mean_150'] >= dataframe['close_median_150']), True, False)
close_above_median_150 = np.where((dataframe['close'] >= dataframe['close_median_150']), True, False)
close_above_mean_150 = np.where((dataframe['close'] >= dataframe['close_mean_150']), True, False)
mean_above_median_300 = np.where((dataframe['close_mean_300'] >= dataframe['close_median_300']), True, False)
close_above_median_300 = np.where((dataframe['close'] >= dataframe['close_median_300']), True, False)
close_above_mean_300 = np.where((dataframe['close'] >= dataframe['close_mean_300']), True, False)
mean_75_above_mean_150 = np.where((dataframe['close_mean_75'] >= dataframe['close_mean_150']), True, False)
mean_75_above_mean_300 = np.where((dataframe['close_mean_75'] >= dataframe['close_mean_300']), True, False)
mean_150_above_mean_300 = np.where((dataframe['close_mean_150'] >= dataframe['close_mean_300']), True, False)
median_75_above_median_150 = np.where((dataframe['close_median_75'] >= dataframe['close_median_150']), True, False)
median_75_above_median_300 = np.where((dataframe['close_median_75'] >= dataframe['close_median_300']), True, False)
median_150_above_median_300 = np.where((dataframe['close_median_150'] >= dataframe['close_median_300']), True, False)
buy_offset_hma1a1a1a1a = (
(
(dataframe['close'] < dataframe['hma_offset_buy1b'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 30)
&
(dataframe['rsi'] < self.buy_rsi_1.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h.value))
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] < (-0.01 * self.buy_max_red_2h.value))
&
mean_above_median_300
&
close_above_median_300
&
close_above_mean_300
&
mean_above_median_150
&
close_above_median_150
&
close_above_mean_150
&
median_150_above_median_300
)
)
dataframe.loc[buy_offset_hma1a1a1a1a, 'enter_tag'] += 'hma1a1a1a1a '
conditions.append(buy_offset_hma1a1a1a1a)
buy_offset_hma1a1a1a1b1 = (
(
(dataframe['close'] < dataframe['hma_offset_buy1a'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 30)
&
(dataframe['rsi'] < self.buy_rsi_1.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h.value))
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] < (-0.01 * self.buy_max_red_2h.value))
&
mean_above_median_300
&
close_above_median_300
&
close_above_mean_300
&
mean_above_median_150
&
close_above_median_150
&
close_above_mean_150
&
~median_150_above_median_300
&
mean_150_above_mean_300
)
)
dataframe.loc[buy_offset_hma1a1a1a1b1, 'enter_tag'] += 'hma1a1a1a1b1 '
conditions.append(buy_offset_hma1a1a1a1b1)
buy_offset_hma1a1a1a2 = (
(
(dataframe['close'] < dataframe['hma_offset_buy1'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 30)
&
(dataframe['rsi'] < self.buy_rsi_1.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h.value))
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] < (-0.01 * self.buy_max_red_2h.value))
&
mean_above_median_300
&
close_above_median_300
&
close_above_mean_300
&
mean_above_median_150
&
close_above_median_150
&
~close_above_mean_150
)
)
dataframe.loc[buy_offset_hma1a1a1a2, 'enter_tag'] += 'hma1a1a1a2 '
conditions.append(buy_offset_hma1a1a1a2)
buy_offset_hma1a1a1b = (
(
(dataframe['close'] < dataframe['hma_offset_buy1'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 30)
&
(dataframe['rsi'] < self.buy_rsi_1.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h.value))
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] < (-0.01 * self.buy_max_red_2h.value))
&
mean_above_median_300
&
close_above_median_300
&
close_above_mean_300
&
mean_above_median_150
&
~close_above_median_150
)
)
dataframe.loc[buy_offset_hma1a1a1b, 'enter_tag'] += 'hma1a1a1b '
conditions.append(buy_offset_hma1a1a1b)
buy_offset_hma1a1a2a = (
(
(dataframe['close'] < dataframe['hma_offset_buy1'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 30)
&
(dataframe['rsi'] < self.buy_rsi_1.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h.value))
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] < (-0.01 * self.buy_max_red_2h.value))
&
mean_above_median_300
&
close_above_median_300
&
close_above_mean_300
&
~mean_above_median_150
&
close_above_median_150
)
)
dataframe.loc[buy_offset_hma1a1a2a, 'enter_tag'] += 'hma1a1a2a '
conditions.append(buy_offset_hma1a1a2a)
buy_offset_hma1a1a2b1 = (
(
(dataframe['close'] < dataframe['hma_offset_buy1'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 30)
&
(dataframe['rsi'] < self.buy_rsi_1.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h.value))
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] < (-0.01 * self.buy_max_red_2h.value))
&
mean_above_median_300
&
close_above_median_300
&
close_above_mean_300
&
~mean_above_median_150
&
~close_above_median_150
&
mean_150_above_mean_300
)
)
dataframe.loc[buy_offset_hma1a1a2b1, 'enter_tag'] += 'hma1a1a2b1 '
conditions.append(buy_offset_hma1a1a2b1)
buy_offset_hma1a1a2b2 = (
(
(dataframe['close'] < dataframe['hma_offset_buy1'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 30)
&
(dataframe['rsi'] < self.buy_rsi_1.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h.value))
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] < (-0.01 * self.buy_max_red_2h.value))
&
mean_above_median_300
&
close_above_median_300
&
close_above_mean_300
&
~mean_above_median_150
&
~close_above_median_150
&
~mean_150_above_mean_300
)
)
dataframe.loc[buy_offset_hma1a1a2b2, 'enter_tag'] += 'hma1a1a2b2 '
conditions.append(buy_offset_hma1a1a2b2)
buy_offset_hma1a1b = (
(
(dataframe['close'] < dataframe['hma_offset_buy1'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 30)
&
(dataframe['rsi'] < self.buy_rsi_1.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h.value))
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] < (-0.01 * self.buy_max_red_2h.value))
&
mean_above_median_300
&
close_above_median_300
&
~close_above_mean_300
)
)
dataframe.loc[buy_offset_hma1a1b, 'enter_tag'] += 'hma1a1b '
conditions.append(buy_offset_hma1a1b)
buy_offset_hma1a2a = (
(
(dataframe['close'] < dataframe['hma_offset_buy1'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 30)
&
(dataframe['rsi'] < self.buy_rsi_1.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h.value))
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] < (-0.01 * self.buy_max_red_2h.value))
&
mean_above_median_300
&
~close_above_median_300
&
close_above_mean_300
)
)
dataframe.loc[buy_offset_hma1a2a, 'enter_tag'] += 'hma1a2a '
conditions.append(buy_offset_hma1a2a)
buy_offset_hma1a2b1 = (
(
(dataframe['close'] < dataframe['hma_offset_buy1'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 30)
&
(dataframe['rsi'] < self.buy_rsi_1.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h.value))
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] < (-0.01 * self.buy_max_red_2h.value))
&
mean_above_median_300
&
~close_above_median_300
&
~close_above_mean_300
&
mean_above_median_150
)
)
dataframe.loc[buy_offset_hma1a2b1, 'enter_tag'] += 'hma1a2b1 '
conditions.append(buy_offset_hma1a2b1)
buy_offset_hma1a2b2a1 = (
(
(dataframe['close'] < dataframe['hma_offset_buy1'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 30)
&
(dataframe['rsi'] < self.buy_rsi_1.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h.value))
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] < (-0.01 * self.buy_max_red_2h.value))
&
mean_above_median_300
&
~close_above_median_300
&
~close_above_mean_300
&
~mean_above_median_150
&
mean_150_above_mean_300
&
mean_75_above_mean_150
)
)
dataframe.loc[buy_offset_hma1a2b2a1, 'enter_tag'] += 'hma1a2b2a1 '
conditions.append(buy_offset_hma1a2b2a1)
buy_offset_hma1a2b2a2b = (
(
(dataframe['close'] < dataframe['hma_offset_buy1'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 30)
&
(dataframe['rsi'] < self.buy_rsi_1.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h.value))
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] < (-0.01 * self.buy_max_red_2h.value))
&
mean_above_median_300
&
~close_above_median_300
&
~close_above_mean_300
&
~mean_above_median_150
&
mean_150_above_mean_300
&
~mean_75_above_mean_150
&
~mean_75_above_mean_300
)
)
dataframe.loc[buy_offset_hma1a2b2a2b, 'enter_tag'] += 'hma1a2b2a2b '
conditions.append(buy_offset_hma1a2b2a2b)
buy_offset_hma1a2b2b = (
(
(dataframe['close'] < dataframe['hma_offset_buy1'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 30)
&
(dataframe['rsi'] < self.buy_rsi_1.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h.value))
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] < (-0.01 * self.buy_max_red_2h.value))
&
mean_above_median_300
&
~close_above_median_300
&
~close_above_mean_300
&
~mean_above_median_150
&
~mean_150_above_mean_300
)
)
dataframe.loc[buy_offset_hma1a2b2b, 'enter_tag'] += 'hma1a2b2b '
conditions.append(buy_offset_hma1a2b2b)
buy_offset_hma1b = (
(
(dataframe['close'] < dataframe['hma_offset_buy1'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 30)
&
(dataframe['rsi'] < self.buy_rsi_1.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h.value))
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] < (-0.01 * self.buy_max_red_2h.value))
&
~mean_above_median_300
)
)
dataframe.loc[buy_offset_hma1b, 'enter_tag'] += 'hma1b '
conditions.append(buy_offset_hma1b)
buy_offset_hma2a1a1b = (
(
(dataframe['close'] < dataframe['hma_offset_buy2'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] >= 30)
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 50)
&
(dataframe['rsi'] < self.buy_rsi_2.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h_2.value))
&
mean_above_median_300
&
close_above_median_300
&
close_above_mean_300
&
mean_above_median_150
&
~close_above_median_150
)
)
dataframe.loc[buy_offset_hma2a1a1b, 'enter_tag'] += 'hma2a1a1b '
conditions.append(buy_offset_hma2a1a1b)
buy_offset_hma2a1a2a = (
(
(dataframe['close'] < dataframe['hma_offset_buy2'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] >= 30)
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 50)
&
(dataframe['rsi'] < self.buy_rsi_2.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h_2.value))
&
mean_above_median_300
&
close_above_median_300
&
close_above_mean_300
&
~mean_above_median_150
&
close_above_median_150
)
)
dataframe.loc[buy_offset_hma2a1a2a, 'enter_tag'] += 'hma2a1a2a '
conditions.append(buy_offset_hma2a1a2a)
buy_offset_hma2a2a1 = (
(
(dataframe['close'] < dataframe['hma_offset_buy2'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] >= 30)
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 50)
&
(dataframe['rsi'] < self.buy_rsi_2.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h_2.value))
&
mean_above_median_300
&
~close_above_median_300
&
close_above_mean_300
&
mean_above_median_150
)
)
dataframe.loc[buy_offset_hma2a2a1, 'enter_tag'] += 'hma2a2a1 '
conditions.append(buy_offset_hma2a2a1)
buy_offset_hma2a2a2 = (
(
(dataframe['close'] < dataframe['hma_offset_buy2'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] >= 30)
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 50)
&
(dataframe['rsi'] < self.buy_rsi_2.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h_2.value))
&
mean_above_median_300
&
~close_above_median_300
&
close_above_mean_300
&
~mean_above_median_150
)
)
dataframe.loc[buy_offset_hma2a2a2, 'enter_tag'] += 'hma2a2a2 '
conditions.append(buy_offset_hma2a2a2)
buy_offset_hma2a2b1a2 = (
(
(dataframe['close'] < dataframe['hma_offset_buy2'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] >= 30)
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 50)
&
(dataframe['rsi'] < self.buy_rsi_2.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h_2.value))
&
mean_above_median_300
&
~close_above_median_300
&
~close_above_mean_300
&
mean_above_median_150
&
close_above_median_150
&
~close_above_mean_150
)
)
dataframe.loc[buy_offset_hma2a2b1a2, 'enter_tag'] += 'hma2a2b1a2 '
conditions.append(buy_offset_hma2a2b1a2)
buy_offset_hma2a2b2 = (
(
(dataframe['close'] < dataframe['hma_offset_buy2'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] >= 30)
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 50)
&
(dataframe['rsi'] < self.buy_rsi_2.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h_2.value))
&
mean_above_median_300
&
~close_above_median_300
&
~close_above_mean_300
&
~mean_above_median_150
)
)
dataframe.loc[buy_offset_hma2a2b2, 'enter_tag'] += 'hma2a2b2 '
conditions.append(buy_offset_hma2a2b2)
buy_offset_hma2b1a1a2 = (
(
(dataframe['close'] < dataframe['hma_offset_buy2'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] >= 30)
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 50)
&
(dataframe['rsi'] < self.buy_rsi_2.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h_2.value))
&
~mean_above_median_300
&
close_above_median_300
&
close_above_mean_300
&
mean_above_median_150
&
close_above_median_150
&
~close_above_mean_150
)
)
dataframe.loc[buy_offset_hma2b1a1a2, 'enter_tag'] += 'hma2b1a1a2 '
conditions.append(buy_offset_hma2b1a1a2)
buy_offset_hma2b1b = (
(
(dataframe['close'] < dataframe['hma_offset_buy2'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] >= 30)
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 50)
&
(dataframe['rsi'] < self.buy_rsi_2.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h_2.value))
&
~mean_above_median_300
&
close_above_median_300
&
~close_above_mean_300
)
)
dataframe.loc[buy_offset_hma2b1b, 'enter_tag'] += 'hma2b1b '
conditions.append(buy_offset_hma2b1b)
buy_offset_hma2b2a = (
(
(dataframe['close'] < dataframe['hma_offset_buy2'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] >= 30)
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 50)
&
(dataframe['rsi'] < self.buy_rsi_2.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h_2.value))
&
~mean_above_median_300
&
~close_above_median_300
&
close_above_mean_300
)
)
dataframe.loc[buy_offset_hma2b2a, 'enter_tag'] += 'hma2b2a '
conditions.append(buy_offset_hma2b2a)
buy_offset_hma2b2b1b = (
(
(dataframe['close'] < dataframe['hma_offset_buy2'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] >= 30)
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 50)
&
(dataframe['rsi'] < self.buy_rsi_2.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h_2.value))
&
~mean_above_median_300
&
~close_above_median_300
&
~close_above_mean_300
&
mean_above_median_150
&
~mean_75_above_mean_150
)
)
dataframe.loc[buy_offset_hma2b2b1b, 'enter_tag'] += 'hma2b2b1b '
conditions.append(buy_offset_hma2b2b1b)
buy_offset_hma2b2b2 = (
(
(dataframe['close'] < dataframe['hma_offset_buy2'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] >= 30)
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 50)
&
(dataframe['rsi'] < self.buy_rsi_2.value)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h_2.value))
&
~mean_above_median_300
&
~close_above_median_300
&
~close_above_mean_300
&
~mean_above_median_150
)
)
dataframe.loc[buy_offset_hma2b2b2, 'enter_tag'] += 'hma2b2b2 '
conditions.append(buy_offset_hma2b2b2)
buy_offset_hma3a1 = (
(
(dataframe['close'] < dataframe['hma_offset_buy3'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] >= 50)
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 70)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h_3.value))
&
mean_above_median_300
&
close_above_median_300
)
)
dataframe.loc[buy_offset_hma3a1, 'enter_tag'] += 'hma3a1 '
conditions.append(buy_offset_hma3a1)
buy_offset_hma3a2 = (
(
(dataframe['close'] < dataframe['hma_offset_buy3'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] >= 50)
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 70)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h_3.value))
&
mean_above_median_300
&
~close_above_median_300
)
)
dataframe.loc[buy_offset_hma3a2, 'enter_tag'] += 'hma3a2 '
conditions.append(buy_offset_hma3a2)
# buy_offset_hma3b1 = (
# (
# (dataframe['close'] < dataframe['hma_offset_buy3'])
# &
# (dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] >= 50)
# &
# (dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 70)
# &
# (dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h_3.value))
# &
# ~mean_above_median_300
# &
# (dataframe['close'] > dataframe['close_median_300'])
# )
# )
# dataframe.loc[buy_offset_hma3b1, 'enter_tag'] += 'hma3b1 '
# conditions.append(buy_offset_hma3b1)
buy_offset_hma3b2 = (
(
(dataframe['close'] < dataframe['hma_offset_buy3'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] >= 50)
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] < 70)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h_3.value))
&
~mean_above_median_300
&
~close_above_median_300
)
)
dataframe.loc[buy_offset_hma3b2, 'enter_tag'] += 'hma3b2 '
conditions.append(buy_offset_hma3b2)
buy_offset_hma4a1a1a = (
(
(dataframe['close'] < dataframe['hma_offset_buy4'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] >= 70)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h_4.value))
&
mean_above_median_300
&
close_above_median_300
&
close_above_mean_300
&
mean_150_above_mean_300
&
mean_75_above_mean_150
)
)
dataframe.loc[buy_offset_hma4a1a1a, 'enter_tag'] += 'hma4a1a1a '
conditions.append(buy_offset_hma4a1a1a)
# buy_offset_hma4a1a1b = (
# (
# (dataframe['close'] < dataframe['hma_offset_buy4'])
# &
# (dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] >= 70)
# &
# (dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h_4.value))
# &
# mean_above_median_300
# &
# close_above_median_300
# &
# close_above_mean_300
# &
# mean_150_above_mean_300
# &
# ~mean_75_above_mean_150
# )
# )
# dataframe.loc[buy_offset_hma4a1a1b, 'enter_tag'] += 'hma4a1a1b '
# conditions.append(buy_offset_hma4a1a1b)
# buy_offset_hma4a1a2 = (
# (
# (dataframe['close'] < dataframe['hma_offset_buy4'])
# &
# (dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] >= 70)
# &
# (dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h_4.value))
# &
# mean_above_median_300
# &
# close_above_median_300
# &
# close_above_mean_300
# &
# ~mean_150_above_mean_300
# )
# )
# dataframe.loc[buy_offset_hma4a1a2, 'enter_tag'] += 'hma4a1a2 '
# conditions.append(buy_offset_hma4a1a2)
buy_offset_hma4a2 = (
(
(dataframe['close'] < dataframe['hma_offset_buy4'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] >= 70)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h_4.value))
&
mean_above_median_300
&
~close_above_median_300
)
)
dataframe.loc[buy_offset_hma4a2, 'enter_tag'] += 'hma4a2 '
conditions.append(buy_offset_hma4a2)
buy_offset_hma4b = (
(
(dataframe['close'] < dataframe['hma_offset_buy4'])
&
(dataframe[f"btc_rsi_{self.timeframe_minutes_string}"] >= 70)
&
(dataframe[f"pct_change_{self.inf_timeframe1_minutes_string}"] > (-0.01 * self.buy_min_red_2h_4.value))
&
~mean_above_median_300
)
)
dataframe.loc[buy_offset_hma4b, 'enter_tag'] += 'hma4b '
conditions.append(buy_offset_hma4b)
if conditions:
dataframe.loc[
reduce(lambda x, y: x | y, conditions)
&
add_check,
'enter_long',
]= 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
if self.optimize_sell_ema:
dataframe['ema_offset_sell'] = ta.EMA(dataframe, int(5 * self.sell_length_ema.value)) * 0.05 * self.sell_offset_ema.value
if self.optimize_sell_ema2:
dataframe['ema_offset_sell2'] = ta.EMA(dataframe, int(self.sell_length_ema2.value)) *self.sell_offset_ema2.value
if self.optimize_sell_ema2a:
dataframe['ema_offset_sell2a'] = ta.EMA(dataframe, int(5 * self.sell_length_ema2a.value)) * 0.05 * self.sell_offset_ema2a.value
if self.optimize_sell_ema2b:
dataframe['ema_offset_sell2b'] = ta.EMA(dataframe, int(5 * self.sell_length_ema2b.value)) * 0.05 * self.sell_offset_ema2b.value
if self.optimize_sell_ema3:
dataframe['ema_offset_sell3'] = ta.EMA(dataframe, int(self.sell_length_ema3.value)) *self.sell_offset_ema3.value
if self.optimize_sell_ema3a:
dataframe['ema_offset_sell3a'] = ta.EMA(dataframe, int(5 * self.sell_length_ema3a.value)) * 0.05 * self.sell_offset_ema3a.value
if self.optimize_sell_ema4:
dataframe['ema_offset_sell4'] = ta.EMA(dataframe, int(self.sell_length_ema4.value)) *self.sell_offset_ema4.value
dataframe['exit_tag'] = ''
conditions = []
mean_above_median_75 = np.where((dataframe['close_mean_75'] >= dataframe['close_median_75']), True, False)
mean_above_median_150 = np.where((dataframe['close_mean_150'] >= dataframe['close_median_150']), True, False)
close_above_median_150 = np.where((dataframe['close'] >= dataframe['close_median_150']), True, False)
close_above_mean_150 = np.where((dataframe['close'] >= dataframe['close_mean_150']), True, False)
mean_above_median_300 = np.where((dataframe['close_mean_300'] >= dataframe['close_median_300']), True, False)
close_above_median_300 = np.where((dataframe['close'] >= dataframe['close_median_300']), True, False)
close_above_mean_300 = np.where((dataframe['close'] >= dataframe['close_mean_300']), True, False)
mean_75_above_mean_150 = np.where((dataframe['close_mean_75'] >= dataframe['close_mean_150']), True, False)
mean_75_above_mean_300 = np.where((dataframe['close_mean_75'] >= dataframe['close_mean_300']), True, False)
mean_150_above_mean_300 = np.where((dataframe['close_mean_150'] >= dataframe['close_mean_300']), True, False)
median_75_above_median_150 = np.where((dataframe['close_median_75'] >= dataframe['close_median_150']), True, False)
median_75_above_median_300 = np.where((dataframe['close_median_75'] >= dataframe['close_median_300']), True, False)
median_150_above_median_300 = np.where((dataframe['close_median_150'] >= dataframe['close_median_300']), True, False)
strong_uptrend = (
mean_75_above_mean_150
&
mean_75_above_mean_300
&
mean_150_above_mean_300
)
medium_uptrend = (
mean_75_above_mean_150
&
mean_75_above_mean_300
&
~mean_150_above_mean_300
)
weak_uptrend = (
mean_75_above_mean_150
&
~mean_75_above_mean_300
&
~mean_150_above_mean_300
)
strong_downtrend = (
~mean_75_above_mean_150
&
~mean_75_above_mean_300
&
~mean_150_above_mean_300
)
medium_downtrend = (
~mean_75_above_mean_150
&
~mean_75_above_mean_300
&
mean_150_above_mean_300
)
weak_downtrend = (
~mean_75_above_mean_150
&
mean_75_above_mean_300
&
mean_150_above_mean_300
)
sell_ema_1a1 = (
(dataframe['close'] > dataframe['ema_offset_sell'])
# &
# mean_above_median_300
# &
# mean_above_median_150
)
conditions.append(sell_ema_1a1)
dataframe.loc[sell_ema_1a1, 'exit_tag'] += 'EMA_up '
# sell_ema_1a2 = (
# (dataframe['close'] > dataframe['ema_offset_sell'])
# &
# mean_above_median_300
# &
# ~mean_above_median_150
# )
# conditions.append(sell_ema_1a2)
# dataframe.loc[sell_ema_1a2, 'exit_tag'] += 'EMA_up_a2 '
# sell_ema_1b1 = (
# (dataframe['close'] > dataframe['ema_offset_sell'])
# &
# ~mean_above_median_300
# &
# mean_above_median_150
# )
# conditions.append(sell_ema_1b1)
# dataframe.loc[sell_ema_1b1, 'exit_tag'] += 'EMA_up_b1 '
# sell_ema_1b2 = (
# (dataframe['close'] > dataframe['ema_offset_sell'])
# &
# ~mean_above_median_300
# &
# ~mean_above_median_150
# )
# conditions.append(sell_ema_1b2)
# dataframe.loc[sell_ema_1b2, 'exit_tag'] += 'EMA_up_b2 '
sell_ema_2a1 = (
(dataframe['close'] < dataframe['ema_offset_sell2'])
&
mean_above_median_300
&
mean_above_median_150
)
conditions.append(sell_ema_2a1)
dataframe.loc[sell_ema_2a1, 'exit_tag'] += 'EMA_down_a1 '
sell_ema_2a2 = (
(dataframe['close'] < dataframe['ema_offset_sell2a'])
&
mean_above_median_300
&
~mean_above_median_150
)
conditions.append(sell_ema_2a2)
dataframe.loc[sell_ema_2a2, 'exit_tag'] += 'EMA_down_a2 '
sell_ema_2b = (
(dataframe['close'] < dataframe['ema_offset_sell2'])
&
~mean_above_median_300
)
conditions.append(sell_ema_2b)
dataframe.loc[sell_ema_2b, 'exit_tag'] += 'EMA_down_b '
sell_ema_2bb = (
(dataframe['close'] < dataframe['ema_offset_sell2b'])
&
strong_uptrend
)
conditions.append(sell_ema_2bb)
dataframe.loc[sell_ema_2bb, 'exit_tag'] += 'EMA_down_b2 '
sell_ema_3a1 = (
((dataframe['close'] < dataframe['ema_offset_sell3a']).rolling(2).min() > 0)
&
mean_above_median_300
&
mean_above_median_150
)
conditions.append(sell_ema_3a1)
dataframe.loc[sell_ema_3a1, 'exit_tag'] += 'EMA_down_2a1 '
sell_ema_3a2 = (
((dataframe['close'] < dataframe['ema_offset_sell3']).rolling(2).min() > 0)
&
mean_above_median_300
&
~mean_above_median_150
)
conditions.append(sell_ema_3a2)
dataframe.loc[sell_ema_3a2, 'exit_tag'] += 'EMA_down_2a2 '
sell_ema_3b = (
((dataframe['close'] < dataframe['ema_offset_sell3']).rolling(2).min() > 0)
&
~mean_above_median_300
)
conditions.append(sell_ema_3b)
dataframe.loc[sell_ema_3b, 'exit_tag'] += 'EMA_down_2b '
sell_ema_4 = (
(dataframe['close'] > dataframe['ema_offset_sell4']).rolling(2).min() > 0
)
conditions.append(sell_ema_4)
dataframe.loc[sell_ema_4, 'exit_tag'] += 'EMA_up_2 '
sell_long_green3a = (
(dataframe['pct_change'].rolling(3).sum() > (0.01 * self.sell_long_green3.value))
&
~strong_uptrend
&
~strong_downtrend
&
~medium_downtrend
)
conditions.append(sell_long_green3a)
dataframe.loc[sell_long_green3a, 'exit_tag'] += 'green_3 '
sell_long_green3c = (
(dataframe['pct_change'].rolling(3).sum() > (0.01 * self.sell_long_green3b.value))
&
strong_downtrend
)
conditions.append(sell_long_green3c)
dataframe.loc[sell_long_green3c, 'exit_tag'] += 'green_3_strong_down '
# dataframe.loc[strong_uptrend, 'exit_tag'] += 'strong_up '
# dataframe.loc[medium_uptrend, 'exit_tag'] += 'medium_up '
# dataframe.loc[weak_uptrend, 'exit_tag'] += 'weak_up '
# dataframe.loc[strong_downtrend, 'exit_tag'] += 'strong_down '
# dataframe.loc[medium_downtrend, 'exit_tag'] += 'medium_down '
# dataframe.loc[weak_downtrend, 'exit_tag'] += 'weak_down '
add_check = (
(dataframe['volume'] > 0)
)
if conditions:
dataframe.loc[
reduce(lambda x, y: x | y, conditions) & add_check,
'exit_long'
] = 1
return dataframe