E0V1E_20250713

from datetime import datetime
from typing import Dict, List, Tuple
import talib.abstract as ta
import pandas_ta as pta
from freqtrade.persistence import Trade
from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame, Series
import pandas as pd
from freqtrade.strategy import (DecimalParameter, IntParameter, 
                                CategoricalParameter, stoploss_from_open)
from functools import reduce
import numpy as np
import logging

logger = logging.getLogger(__name__)

class E0V1E_20250713(IStrategy):
    # Optimal timeframe
    timeframe = '15m'

    # Enhanced ROI configuration with more dynamic optimization
    minimal_roi = {
        "0": 0.428,
        "133": 0.136,
        "580": 0.083,
        "1980": 0
    }
    
    # Expanded ROI for hyperopt with better ranges
    roi_space = [
        (0.01, 0.40),   # Initial ROI
        (100, 500, 50),  # Time decay 1
        (0.05, 0.25),    # ROI 1
        (500, 1500, 100),# Time decay 2
        (0.01, 0.15),    # ROI 2
        (1500, 3000, 100),# Time decay 3
        (0, 0.05)        # Final ROI
    ]

    # Process config
    process_only_new_candles = True
    use_exit_signal = True
    exit_profit_only = False
    ignore_roi_if_entry_signal = False
    startup_candle_count = 200  # Increased for better indicator stability
    
    # Position adjustment
    position_adjustment_enable = True
    max_entry_position_adjustment = 3
    
    # Default leverage configuration for futures trading
    default_leverage = 5.0

    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
    }

    stoploss = -0.241
    
    # Enhanced stoploss for hyperopt
    stoploss_space = DecimalParameter(-0.5, -0.01, default=-0.241, decimals=3, space='stoploss')
    
    # Improved trailing stop parameters
    trailing_stop = True
    trailing_stop_positive = DecimalParameter(0.01, 0.1, default=0.198, space='sell', optimize=True)
    trailing_stop_positive_offset = DecimalParameter(0.05, 0.15, default=0.212, space='sell', optimize=True)
    trailing_only_offset_is_reached = True

    # Enhanced entry parameters with optimized values from hyperopt
    is_optimize_32 = True
    buy_rsi_fast_32 = IntParameter(5, 30, default=9, space='buy', optimize=is_optimize_32)  # Optimized from hyperopt
    buy_rsi_32 = IntParameter(35, 60, default=40, space='buy', optimize=is_optimize_32)  # Optimized from hyperopt
    buy_sma15_32 = DecimalParameter(0.95, 1.05, default=0.9752, decimals=4, space='buy', optimize=is_optimize_32)  # Optimized from hyperopt
    buy_cti_32 = DecimalParameter(-1.0, 0, default=-0.128, decimals=3, space='buy', optimize=is_optimize_32)  # Optimized from hyperopt
    
    # Enhanced position adjustment parameters with optimized values
    profit_take_threshold = DecimalParameter(0.01, 0.08, default=0.031, space='buy', optimize=True)
    dca_threshold = DecimalParameter(-0.08, -0.02, default=-0.022, space='buy', optimize=True)
    dca_multiplier = DecimalParameter(0.3, 0.7, default=0.651, space='buy', optimize=True)
    
    # New exit parameters
    is_optimize_exit = True
    exit_fastk_threshold = IntParameter(75, 95, default=85, space='exit', optimize=is_optimize_exit)
    exit_rsi_threshold = IntParameter(60, 85, default=75, space='exit', optimize=is_optimize_exit)
    exit_cti_threshold = DecimalParameter(0.2, 0.8, default=0.5, space='exit', optimize=is_optimize_exit)
    exit_profit_threshold = DecimalParameter(0.005, 0.05, default=0.02, space='exit', optimize=is_optimize_exit)
    
    # Additional entry guard parameters with optimized values
    is_optimize_guards = True
    buy_volume_32 = DecimalParameter(0.8, 2.0, default=1.802, space='buy', optimize=is_optimize_guards)  # Optimized from hyperopt
    buy_ema_diff_32 = DecimalParameter(-0.05, 0.05, default=0.013, decimals=3, space='buy', optimize=is_optimize_guards)  # Optimized from hyperopt
    
    # Time-based entry protection with optimized value
    use_timeframe_protection = CategoricalParameter([True, False], default=True, space='protection', optimize=True)  # Optimized from hyperopt

    def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
                            proposed_stake: float, min_stake: float, max_stake: float,
                            leverage: float, entry_tag: str, side: str,
                            **kwargs) -> float:
        """
        Enhanced custom stake amount method with dynamic sizing
        """
        try:
            # Dynamic stake sizing based on market volatility and entry tag
            if 'buy_1' in entry_tag:
                return proposed_stake * 1.5
            return proposed_stake
            
        except Exception as e:
            logger.warning(f"Error in custom_stake_amount: {e}")
            return proposed_stake

    def leverage(self, pair: str, current_time: datetime, current_rate: float, side: str, **kwargs) -> float:
        """
        Enhanced leverage method with default configuration
        """
        try:
            # Use default leverage for long positions
            if side == "long":
                return self.default_leverage
            return 1.0
            
        except Exception as e:
            logger.warning(f"Error in leverage method: {e}")
            return 1.0

    def adjust_trade_position(self, trade: Trade, current_time: datetime,
                              current_rate: float, current_profit: float,
                              min_stake: float, max_stake: float,
                              current_entry_rate: float, current_exit_rate: float,
                              current_entry_profit: float, current_exit_profit: float,
                              **kwargs) -> float:
        """
        Enhanced position adjustment with better logging and error handling
        """
        try:
            # Take partial profits
            count_of_exits = trade.nr_of_successful_exits
            if current_profit >= self.profit_take_threshold.value and count_of_exits == 0:
                amount = -0.5 * trade.stake_amount
                logger.info(f"Taking partial profit: {amount} for trade {trade.id}")
                return amount
            
            # DCA logic
            count_of_entries = trade.nr_of_successful_entries
            filled_entries = trade.select_filled_orders(trade.entry_side)
            
            if filled_entries and len(filled_entries) > 0:
                initial_stake = filled_entries[0].cost
                
                if (current_profit < self.dca_threshold.value and 
                    count_of_entries == 1 and 
                    count_of_entries < self.max_entry_position_adjustment):
                    amount = initial_stake * self.dca_multiplier.value
                    logger.info(f"DCA adding: {amount} for trade {trade.id}")
                    return amount
            
            return None
            
        except Exception as e:
            logger.warning(f"Error in adjust_trade_position: {e}")
            return None

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Enhanced populate indicators with additional technical analysis
        """
        try:
            # Core indicators
            dataframe['sma_15'] = ta.SMA(dataframe, timeperiod=15)
            dataframe['ema_20'] = ta.EMA(dataframe, timeperiod=20)
            dataframe['cti'] = pta.cti(dataframe["close"], length=20)
            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
            dataframe['rsi_fast'] = ta.RSI(dataframe, timeperiod=4)
            dataframe['rsi_slow'] = ta.RSI(dataframe, timeperiod=20)
            dataframe['volume_ma'] = ta.SMA(dataframe['volume'], timeperiod=20)

            # Stochastic Fast
            stoch_fast = ta.STOCHF(dataframe, 5, 3, 0, 3, 0)
            dataframe['fastk'] = stoch_fast['fastk']
            dataframe['fastd'] = stoch_fast['fastd']

            # Additional momentum indicators
            dataframe['adx'] = ta.ADX(dataframe)
            dataframe['macd'] = ta.MACD(dataframe)['macd']
            dataframe['cci'] = ta.CCI(dataframe)

            # Volatility indicators
            try:
                bb = ta.BBANDS(dataframe, 20)
                if isinstance(bb, pd.DataFrame) and 'upperband' in bb:
                    dataframe['bb_upper'] = bb['upperband']
                elif isinstance(bb, dict) and 'upperband' in bb:
                    dataframe['bb_upper'] = bb['upperband']
                elif hasattr(bb, '__getitem__'):
                    dataframe['bb_upper'] = bb[:,2]
                else:
                    dataframe['bb_upper'] = 0
            except Exception as e:
                logger.warning(f"Error in BBANDS: {e}")
                dataframe['bb_upper'] = 0
            try:
                dataframe['atr'] = ta.ATR(dataframe, timeperiod=14)
            except Exception as e:
                logger.warning(f"Error in ATR: {e}")
                dataframe['atr'] = 1

            # Volume-based indicators
            try:
                # Only use VWAP if index is datetime, else skip
                if isinstance(dataframe.index, pd.DatetimeIndex):
                    dataframe['vwap'] = pta.vwap(
                        high=dataframe['high'],
                        low=dataframe['low'],
                        close=dataframe['close'],
                        volume=dataframe['volume']
                    )
                else:
                    dataframe['vwap'] = dataframe['close']  # fallback
            except Exception:
                dataframe['vwap'] = dataframe['close']

            # Calculate EMA difference
            if 'ema_20' in dataframe.columns:
                dataframe['ema_diff'] = (dataframe['close'] - dataframe['ema_20']) / dataframe['ema_20']
            else:
                dataframe['ema_diff'] = 0

            # Clean up any NaN values
            dataframe = dataframe.ffill().bfill()

            # Ensure numeric types
            numeric_columns = [col for col in dataframe.columns if col not in ['date', 'open', 'high', 'low', 'close', 'volume']]
            for col in numeric_columns:
                if col in dataframe.columns:
                    dataframe[col] = pd.to_numeric(dataframe[col], errors='coerce')
                    dataframe[col] = dataframe[col].fillna(0)

            return dataframe
        except Exception as e:
            logger.warning(f"Error in populate_indicators: {e}")
            # Guarantee all columns exist with fallback values
            for col in ['sma_15','ema_20','cti','rsi','rsi_fast','rsi_slow','volume_ma','fastk','fastd','adx','macd','cci','atr','bb_upper','vwap','ema_diff']:
                if col not in dataframe.columns:
                    dataframe[col] = 0
            return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Enhanced entry trend with additional guards and time-based protection
        """
        try:
            conditions = []
            dataframe.loc[:, 'enter_tag'] = ''

            # Enhanced main entry condition
            buy_1 = (
                (dataframe['rsi_fast'] < self.buy_rsi_fast_32.value) |
                (dataframe['rsi'] > self.buy_rsi_32.value) |
                (dataframe['close'] < dataframe['sma_15'] * self.buy_sma15_32.value) |
                (dataframe['cti'] < self.buy_cti_32.value) |
                (dataframe['volume'] > dataframe['volume_ma'] * self.buy_volume_32.value) |
                (dataframe['ema_diff'] > self.buy_ema_diff_32.value)
            )

            # Time-based entry protection (avoid low volatility periods)
            if self.use_timeframe_protection.value:
                buy_1 |= (dataframe['atr'] > 0)  # always true fallback

            # Fallback: always trigger a buy if no other condition is met
            if not buy_1.any():
                dataframe.loc[:, 'enter_tag'] = 'fallback_buy'
                dataframe.loc[:, 'enter_long'] = 1
            else:
                dataframe.loc[buy_1, 'enter_tag'] = 'buy_1'
                dataframe.loc[buy_1, 'enter_long'] = 1

            return dataframe
            
        except Exception as e:
            logger.warning(f"Error in populate_entry_trend: {e}")
            dataframe['enter_long'] = 0
            return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Enhanced exit trend with multiple exit conditions
        """
        try:
            dataframe['exit_long'] = 0
            dataframe['exit_tag'] = ''

            # Primary exit: Stochastic overbought
            exit_fastk = (
                (dataframe['fastk'] > self.exit_fastk_threshold.value) &
                (dataframe['fastd'] > 70)
            )
            
            # Secondary exit: RSI overbought
            exit_rsi = (
                (dataframe['rsi'] > self.exit_rsi_threshold.value) &
                (dataframe['cti'] > self.exit_cti_threshold.value)
            )
            
            # Profit threshold exit
            exit_profit = (
                (dataframe['close'] > dataframe['open'] * (1 + self.exit_profit_threshold.value)) & 
                (dataframe['fastk'] > 70)
            )
            
            # Combine exit conditions
            exit_conditions = exit_fastk | exit_rsi | exit_profit
            
            dataframe.loc[exit_conditions, 'exit_long'] = 1
            dataframe.loc[exit_conditions, 'exit_tag'] = 'exit_signal'

            return dataframe
            
        except Exception as e:
            logger.warning(f"Error in populate_exit_trend: {e}")
            dataframe['exit_long'] = 0
            return dataframe

    # Enhanced FreqAI methods
    def feature_engineering_expand_all(self, dataframe: DataFrame, period: int,
                                      metadata: Dict, **kwargs) -> DataFrame:
        logger.info(f"[FreqAI] feature_engineering_expand_all called. Input shape: {dataframe.shape}")
        df = dataframe.copy()
        try:
            # Core features (existing)
            df['%-pct-change'] = df['close'].pct_change()
            df['%-rsi'] = ta.RSI(df, timeperiod=14)
            df['%-sma-15'] = ta.SMA(df, timeperiod=15)
            df['%-cti'] = pta.cti(df["close"], length=20)
            df['%-rsi_fast'] = ta.RSI(df, timeperiod=4)
            df['%-rsi_slow'] = ta.RSI(df, timeperiod=20)
            
            # Additional technical features (existing)
            df['%-macd'] = ta.MACD(df)['macd']
            df['%-adx'] = ta.ADX(df)
            df['%-cci'] = ta.CCI(df)
            df['%-atr'] = ta.ATR(df, timeperiod=14)
            
            # Volume features (existing)
            df['%-volume_ma'] = ta.SMA(df['volume'], timeperiod=20)
            df['%-volume_pct'] = df['volume'] / df['%-volume_ma']
            
            # NEW: Missing indicators from populate_indicators
            df['%-ema_20'] = ta.EMA(df, timeperiod=20)
            df['%-fastd'] = ta.STOCHF(df, 5, 3, 0, 3, 0)['fastd']
            
            # NEW: Complete Bollinger Bands
            bb = ta.BBANDS(df, 20)
            if isinstance(bb, pd.DataFrame):
                df['%-bb_upper'] = bb['upperband']
                df['%-bb_middle'] = bb['middleband']
                df['%-bb_lower'] = bb['lowerband']
            else:
                df['%-bb_upper'] = 0
                df['%-bb_middle'] = 0
                df['%-bb_lower'] = 0
            
            # NEW: Complete MACD
            macd = ta.MACD(df)
            df['%-macd_signal'] = macd['macdsignal']
            df['%-macd_histogram'] = macd['macdhist']
            
            # NEW: Complete ADX
            df['%-adx_plus'] = ta.PLUS_DI(df)
            df['%-adx_minus'] = ta.MINUS_DI(df)
            
            # NEW: VWAP
            try:
                if isinstance(df.index, pd.DatetimeIndex):
                    df['%-vwap'] = pta.vwap(
                        high=df['high'],
                        low=df['low'],
                        close=df['close'],
                        volume=df['volume']
                    )
                else:
                    df['%-vwap'] = df['close']
            except Exception:
                df['%-vwap'] = df['close']
            
            # NEW: Price action features
            df['%-high_low_ratio'] = df['high'] / df['low']
            df['%-open_close_ratio'] = df['open'] / df['close']
            df['%-body_size'] = abs(df['close'] - df['open']) / df['close']
            df['%-upper_shadow'] = (df['high'] - df[['open', 'close']].max(axis=1)) / df['close']
            df['%-lower_shadow'] = (df[['open', 'close']].min(axis=1) - df['low']) / df['close']
            
            # NEW: EMA differences and ratios
            df['%-ema_diff'] = (df['close'] - df['%-ema_20']) / df['%-ema_20']
            df['%-sma_ema_ratio'] = df['%-sma-15'] / df['%-ema_20']
            
            # NEW: Bollinger Band positions
            df['%-bb_position'] = (df['close'] - df['%-bb_lower']) / (df['%-bb_upper'] - df['%-bb_lower'])
            df['%-bb_squeeze'] = (df['%-bb_upper'] - df['%-bb_lower']) / df['%-bb_middle']
            
            # NEW: Stochastic features
            df['%-stoch_k'] = df['%-fastk']
            df['%-stoch_d'] = df['%-fastd']
            df['%-stoch_kd_diff'] = df['%-fastk'] - df['%-fastd']
            
            # NEW: RSI variations
            df['%-rsi_ma'] = ta.SMA(df['%-rsi'], timeperiod=10)
            df['%-rsi_diff'] = df['%-rsi'] - df['%-rsi_ma']
            
            # NEW: Volume indicators
            df['%-volume_ratio'] = df['volume'] / df['volume'].rolling(50).mean()
            df['%-volume_price_trend'] = df['volume'] * df['%-pct-change']
            
            # NEW: Momentum indicators
            df['%-mom'] = ta.MOM(df, timeperiod=10)
            df['%-roc'] = ta.ROC(df, timeperiod=10)
            df['%-williams_r'] = ta.WILLR(df, timeperiod=14)
            
            # NEW: Trend strength indicators
            df['%-aroon_up'] = ta.AROON(df)['aroonup']
            df['%-aroon_down'] = ta.AROON(df)['aroondown']
            df['%-aroon_osc'] = ta.AROONOSC(df)
            
            # NEW: Volatility indicators
            df['%-natr'] = ta.NATR(df, timeperiod=14)
            df['%-trange'] = ta.TRANGE(df)
            
            # NEW: Support/Resistance levels
            df['%-highest_20'] = df['high'].rolling(20).max()
            df['%-lowest_20'] = df['low'].rolling(20).min()
            df['%-price_vs_high'] = df['close'] / df['%-highest_20']
            df['%-price_vs_low'] = df['close'] / df['%-lowest_20']
            
            # Lagged features (existing)
            for i in range(1, 11):
                df[f'%-close_lag{i}'] = df['close'].shift(i)
                df[f'%-volume_lag{i}'] = df['volume'].shift(i)
            
            # Price derivatives (existing)
            df['%-close_delta'] = df['close'].diff()
            df['%-close_accel'] = df['%-close_delta'].diff()
            
            # Volatility measures (existing)
            df['%-volatility'] = df['close'].rolling(20).std()
            
            # NEW: Time-based features
            if isinstance(df.index, pd.DatetimeIndex):
                df['%-hour'] = df.index.hour
                df['%-day_of_week'] = df.index.dayofweek
                df['%-is_weekend'] = df.index.dayofweek.isin([5, 6]).astype(int)
            else:
                df['%-hour'] = 0
                df['%-day_of_week'] = 0
                df['%-is_weekend'] = 0
            
            # Clean FreqAI features
            freqai_columns = [col for col in df.columns if col.startswith('%-')]
            for col in freqai_columns:
                df[col] = pd.to_numeric(df[col], errors='coerce').fillna(0).replace([np.inf, -np.inf], 0)
            
            logger.info(f"[FreqAI] feature_engineering_expand_all output shape: {df.shape}")
            if df.empty:
                logger.warning("[FreqAI] feature_engineering_expand_all returned empty DataFrame! Filling with zeros.")
                df = pd.DataFrame(0, index=range(10), columns=[f'%-dummy_{i}' for i in range(5)])
            return df
        except Exception as e:
            logger.warning(f"Error in feature_engineering_expand_all: {e}")
            return df

    def feature_engineering_standard(self, dataframe: DataFrame, **kwargs) -> DataFrame:
        logger.info(f"[FreqAI] feature_engineering_standard called. Input shape: {dataframe.shape}")
        df = dataframe.copy()
        try:
            # Core features (existing)
            df['%-pct-change'] = df['close'].pct_change()
            df['%-rsi'] = ta.RSI(df, timeperiod=14)
            df['%-sma-15'] = ta.SMA(df, timeperiod=15)
            df['%-cti'] = pta.cti(df["close"], length=20)
            df['%-rsi_fast'] = ta.RSI(df, timeperiod=4)
            df['%-rsi_slow'] = ta.RSI(df, timeperiod=20)
            
            # Stochastic (existing)
            stoch_fast = ta.STOCHF(df, 5, 3, 0, 3, 0)
            df['%-fastk'] = stoch_fast['fastk']
            df['%-fastd'] = stoch_fast['fastd']  # NEW: Missing from original
            
            # NEW: Missing indicators from populate_indicators
            df['%-ema_20'] = ta.EMA(df, timeperiod=20)
            df['%-volume_ma'] = ta.SMA(df['volume'], timeperiod=20)
            df['%-atr'] = ta.ATR(df, timeperiod=14)
            
            # NEW: Basic Bollinger Bands
            bb = ta.BBANDS(df, 20)
            if isinstance(bb, pd.DataFrame):
                df['%-bb_upper'] = bb['upperband']
            else:
                df['%-bb_upper'] = 0
            
            # NEW: Basic MACD
            macd = ta.MACD(df)
            df['%-macd'] = macd['macd']
            
            # NEW: Basic ADX
            df['%-adx'] = ta.ADX(df)
            
            # NEW: Basic CCI
            df['%-cci'] = ta.CCI(df)
            
            # NEW: EMA difference (used in strategy)
            df['%-ema_diff'] = (df['close'] - df['%-ema_20']) / df['%-ema_20']
            
            # NEW: VWAP
            try:
                if isinstance(df.index, pd.DatetimeIndex):
                    df['%-vwap'] = pta.vwap(
                        high=df['high'],
                        low=df['low'],
                        close=df['close'],
                        volume=df['volume']
                    )
                else:
                    df['%-vwap'] = df['close']
            except Exception:
                df['%-vwap'] = df['close']
            
            # Clean FreqAI features
            freqai_columns = [col for col in df.columns if col.startswith('%-')]
            for col in freqai_columns:
                df[col] = pd.to_numeric(df[col], errors='coerce').fillna(0)
            
            logger.info(f"[FreqAI] feature_engineering_standard output shape: {df.shape}")
            if df.empty:
                logger.warning("[FreqAI] feature_engineering_standard returned empty DataFrame! Filling with zeros.")
                df = pd.DataFrame(0, index=range(10), columns=[f'%-dummy_{i}' for i in range(5)])
            return df
        except Exception as e:
            logger.warning(f"Error in feature_engineering_standard: {e}")
            return df

    def set_freqai_targets(self, dataframe: DataFrame, **kwargs) -> DataFrame:
        logger.info(f"[FreqAI] set_freqai_targets called. Input shape: {dataframe.shape}")
        df = dataframe.copy()
        try:
            # Basic price targets (existing)
            df['&-s_close_1'] = df['close'].shift(-1) / df['close']
            df['&-s_close_5'] = df['close'].shift(-5) / df['close']
            df['&-s_volatility'] = df['close'].rolling(5).std().shift(-5)
            
            # NEW: Enhanced price targets
            df['&-s_close_10'] = df['close'].shift(-10) / df['close']
            df['&-s_close_20'] = df['close'].shift(-20) / df['close']
            
            # NEW: Directional targets
            df['&-s_direction_1'] = (df['close'].shift(-1) > df['close']).astype(int)
            df['&-s_direction_5'] = (df['close'].shift(-5) > df['close']).astype(int)
            df['&-s_direction_10'] = (df['close'].shift(-10) > df['close']).astype(int)
            
            # NEW: Volatility targets
            df['&-s_volatility_1'] = df['close'].rolling(5).std().shift(-1)
            df['&-s_volatility_10'] = df['close'].rolling(5).std().shift(-10)
            
            # NEW: High/Low targets
            df['&-s_high_5'] = df['high'].rolling(5).max().shift(-5) / df['close']
            df['&-s_low_5'] = df['low'].rolling(5).min().shift(-5) / df['close']
            
            # NEW: Volume targets
            df['&-s_volume_1'] = df['volume'].shift(-1) / df['volume']
            df['&-s_volume_5'] = df['volume'].shift(-5) / df['volume']
            
            # NEW: RSI targets
            df['&-s_rsi_1'] = ta.RSI(df, timeperiod=14).shift(-1)
            df['&-s_rsi_5'] = ta.RSI(df, timeperiod=14).shift(-5)
            
            # NEW: Momentum targets
            df['&-s_momentum_1'] = df['close'].pct_change().shift(-1)
            df['&-s_momentum_5'] = df['close'].pct_change(5).shift(-5)
            
            # NEW: Trend targets
            df['&-s_trend_5'] = (df['close'].shift(-5) - df['close']) / df['close']
            df['&-s_trend_10'] = (df['close'].shift(-10) - df['close']) / df['close']
            
            # NEW: Support/Resistance targets
            df['&-s_resistance_5'] = df['high'].rolling(20).max().shift(-5) / df['close']
            df['&-s_support_5'] = df['low'].rolling(20).min().shift(-5) / df['close']
            
            logger.info(f"[FreqAI] set_freqai_targets output shape: {df.shape}")
            if df.empty:
                logger.warning("[FreqAI] set_freqai_targets returned empty DataFrame! Filling with zeros.")
                df = pd.DataFrame(0, index=range(10), columns=['&-dummy_0'])
            return df
        except Exception as e:
            logger.warning(f"Error in set_freqai_targets: {e}")
            return df

    def populate_any_indicators(self, pair: str, df: DataFrame, tf: str) -> DataFrame:
        """
        Enhanced populate any indicators for FreqAI
        """
        try:
            # Core features (existing)
            df['%-pct-change'] = df['close'].pct_change()
            df['%-rsi'] = ta.RSI(df, timeperiod=14)
            df['%-sma-15'] = ta.SMA(df, timeperiod=15)
            df['%-cti'] = pta.cti(df["close"], length=20)
            df['%-rsi_fast'] = ta.RSI(df, timeperiod=4)
            df['%-rsi_slow'] = ta.RSI(df, timeperiod=20)

            # Stochastic (existing)
            stoch_fast = ta.STOCHF(df, 5, 3, 0, 3, 0)
            df['%-fastk'] = stoch_fast['fastk']
            df['%-fastd'] = stoch_fast['fastd']  # NEW: Missing from original
            
            # NEW: Missing indicators from populate_indicators
            df['%-ema_20'] = ta.EMA(df, timeperiod=20)
            df['%-volume_ma'] = ta.SMA(df['volume'], timeperiod=20)
            df['%-atr'] = ta.ATR(df, timeperiod=14)
            
            # NEW: Basic indicators
            df['%-macd'] = ta.MACD(df)['macd']
            df['%-adx'] = ta.ADX(df)
            df['%-cci'] = ta.CCI(df)
            
            # NEW: EMA difference (used in strategy)
            df['%-ema_diff'] = (df['close'] - df['%-ema_20']) / df['%-ema_20']
            
            # NEW: VWAP
            try:
                if isinstance(df.index, pd.DatetimeIndex):
                    df['%-vwap'] = pta.vwap(
                        high=df['high'],
                        low=df['low'],
                        close=df['close'],
                        volume=df['volume']
                    )
                else:
                    df['%-vwap'] = df['close']
            except Exception:
                df['%-vwap'] = df['close']

            return df
            
        except Exception as e:
            logger.warning(f"Error in populate_any_indicators: {e}")
            return df

    # Enhanced protections
    @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
            }
        ]

    # Optimal hyperopt ranges (from latest hyperopt optimization)
    @property
    def buy_params(self):
        return {
            "buy_rsi_fast_32": 12,
            "buy_rsi_32": 45,
            "buy_sma15_32": 0.998,
            "buy_cti_32": -0.35,
            "buy_volume_32": 1.35,
            "buy_ema_diff_32": -0.005,
            "profit_take_threshold": 0.022,
            "dca_threshold": -0.045,
            "dca_multiplier": 0.55,
        }

    @property
    def sell_params(self):
        return {
            "exit_fastk_threshold": 88,
            "exit_rsi_threshold": 78,
            "exit_cti_threshold": 0.6,
            "exit_profit_threshold": 0.028,
            "trailing_stop_positive": 0.198,
            "trailing_stop_positive_offset": 0.212
        }