come from https://github.com/werkkrew/freqtrade-strategies/blob/main/strategies/archived/consensus_strat.py Author:werkkrew
Timeframe
5m
Direction
Long & Short
Stoploss
-99.0%
Trailing Stop
No
ROI
0m: 100.0%, 120m: 0.0%
Interface Version
N/A
Startup Candles
N/A
Indicators
0
freqtrade/freqtrade-strategies
author@: lenik
from datetime import datetime
import numpy as np # noqa
import pandas as pd # noqa
from pandas import DataFrame
from freqtrade.persistence import Trade
from freqtrade.strategy import IntParameter, DecimalParameter, stoploss_from_open
from freqtrade.strategy.interface import IStrategy
from technical.consensus import Consensus
class ConsensusShort(IStrategy):
"""
come from https://github.com/werkkrew/freqtrade-strategies/blob/main/strategies/archived/consensus_strat.py
Author:werkkrew
"""
minimal_roi = {
"0": 1,
"120": 0
}
buy_params = {
'buy_score_short': 20,
# leverage set
"leverage_num": 1,
}
sell_params = {
'sell_score_short': 45,
# custom stop loss params
"pHSL": -0.25,
"pPF_1": 0.012,
"pPF_2": 0.05,
"pSL_1": 0.01,
"pSL_2": 0.04
}
stoploss = -0.99
timeframe = '5m'
process_only_new_candles = True
startup_candle_count: int = 30
can_short = True
use_custom_stoploss = True
order_types = {
'entry': 'market',
'exit': 'market',
'emergency_exit': 'market',
'force_entry': 'market',
'force_exit': "market",
'stoploss': 'market',
'stoploss_on_exchange': False,
'stoploss_on_exchange_interval': 60,
'stoploss_on_exchange_limit_ratio': 0.99
}
buy_optimize = False
buy_score_short = IntParameter(low=0, high=100, default=20, space='buy', optimize=buy_optimize)
leverage_optimize = True
leverage_num = IntParameter(low=1, high=20, default=1, space='buy', optimize=leverage_optimize)
# trailing stoploss
trailing_optimize = True
pHSL = DecimalParameter(-0.990, -0.040, default=-0.08, decimals=3, space='sell', optimize=trailing_optimize)
pPF_1 = DecimalParameter(0.008, 0.100, default=0.016, decimals=3, space='sell', optimize=trailing_optimize)
pSL_1 = DecimalParameter(0.008, 0.100, default=0.011, decimals=3, space='sell', optimize=trailing_optimize)
pPF_2 = DecimalParameter(0.040, 0.200, default=0.080, decimals=3, space='sell', optimize=trailing_optimize)
pSL_2 = DecimalParameter(0.040, 0.200, default=0.040, decimals=3, space='sell', optimize=trailing_optimize)
sell_optimize = False
sell_score_short = IntParameter(low=0, high=100, default=45, space='sell', optimize=sell_optimize)
def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
current_rate: float, current_profit: float, **kwargs) -> float:
# hard stoploss profit
HSL = self.pHSL.value
PF_1 = self.pPF_1.value
SL_1 = self.pSL_1.value
PF_2 = self.pPF_2.value
SL_2 = self.pSL_2.value
# For profits between PF_1 and PF_2 the stoploss (sl_profit) used is linearly interpolated
# between the values of SL_1 and SL_2. For all profits above PL_2 the sl_profit value
# rises linearly with current profit, for profits below PF_1 the hard stoploss profit is used.
if current_profit > PF_2:
sl_profit = SL_2 + (current_profit - PF_2)
elif current_profit > PF_1:
sl_profit = SL_1 + ((current_profit - PF_1) * (SL_2 - SL_1) / (PF_2 - PF_1))
else:
sl_profit = HSL
if self.can_short:
if (-1 + ((1 - sl_profit) / (1 - current_profit))) <= 0:
return 1
else:
if (1 - ((1 + sl_profit) / (1 + current_profit))) <= 0:
return 1
return stoploss_from_open(sl_profit, current_profit, is_short=trade.is_short)
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# Consensus strategy
# add c.evaluate_indicator bellow to include it in the consensus score (look at
# consensus.py in freqtrade technical)
# add custom indicator with c.evaluate_consensus(prefix=<indicator name>)
c = Consensus(dataframe)
c.evaluate_rsi()
c.evaluate_stoch()
c.evaluate_macd_cross_over()
c.evaluate_macd()
c.evaluate_hull()
c.evaluate_vwma()
c.evaluate_tema(period=12)
c.evaluate_ema(period=24)
c.evaluate_sma(period=12)
c.evaluate_laguerre()
c.evaluate_osc()
c.evaluate_cmf()
c.evaluate_cci()
c.evaluate_cmo()
c.evaluate_ichimoku()
c.evaluate_ultimate_oscilator()
c.evaluate_williams()
c.evaluate_momentum()
c.evaluate_adx()
dataframe['consensus_buy'] = c.score()['buy']
dataframe['consensus_sell'] = c.score()['sell']
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['consensus_buy'] < self.buy_score_short.value) &
(dataframe['volume'] > 0)
),
'enter_short'] = 1
dataframe.loc[
(
),
'enter_long'] = 0
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['consensus_sell'] < self.sell_score_short.value) &
(dataframe['volume'] > 0)
),
'exit_short'] = 1
dataframe.loc[
(
),
'exit_long'] = 0
return dataframe
def leverage(self, pair: str, current_time: datetime, current_rate: float,
proposed_leverage: float, max_leverage: float, side: str,
**kwargs) -> float:
return self.leverage_num.value