Timeframe
4h
Direction
Long Only
Stoploss
-6.0%
Trailing Stop
Yes
ROI
0m: 15.0%, 720m: 8.0%, 1440m: 4.0%, 2880m: 2.0%
Interface Version
3
Startup Candles
100
Indicators
1
freqtrade/freqtrade-strategies
# ══════════════════════════════════════════════════════════════
# anis solidscale - Elite Spot Trading Suite
# STRATEGIE : IchimokuBreakoutLite
# CATEGORIE : Tendance / Ichimoku Kinko Hyo (Simplifie)
# ══════════════════════════════════════════════════════════════
# Version simplifiee de IchimokuBreakout :
# - 2 params hyperopt seulement : tenkan_period, kijun_period
# - senkou_b_period=52 fixe (standard Ichimoku)
# ══════════════════════════════════════════════════════════════
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 IchimokuBreakoutLite(IStrategy):
INTERFACE_VERSION = 3
can_short = False
timeframe = "4h"
startup_candle_count = 100
minimal_roi = {"0": 0.15, "720": 0.08, "1440": 0.04, "2880": 0.02}
stoploss = -0.06
trailing_stop = True
trailing_stop_positive = 0.02
trailing_stop_positive_offset = 0.04
trailing_only_offset_is_reached = True
# ── Hyperopt params (2 buy + 1 sell) ──
tenkan_period = IntParameter(7, 12, default=9, space="buy")
kijun_period = IntParameter(22, 30, default=26, space="buy")
exit_lookback = IntParameter(1, 3, default=1, space="sell")
# ── Param fixe ──
SENKOU_B_PERIOD = 52
_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="IchimokuBreakoutLite")
self._notifier = TelegramNotifier()
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
self._init_utils()
# Tenkan pour toutes les valeurs possibles
for tenkan_p in range(self.tenkan_period.low, self.tenkan_period.high + 1):
col = f"tenkan_{tenkan_p}"
dataframe[col] = (
dataframe["high"].rolling(window=tenkan_p).max()
+ dataframe["low"].rolling(window=tenkan_p).min()
) / 2
# Kijun pour toutes les valeurs possibles
for kijun_p in range(self.kijun_period.low, self.kijun_period.high + 1):
col = f"kijun_{kijun_p}"
dataframe[col] = (
dataframe["high"].rolling(window=kijun_p).max()
+ dataframe["low"].rolling(window=kijun_p).min()
) / 2
# Senkou B fixe
dataframe["senkou_b"] = (
dataframe["high"].rolling(window=self.SENKOU_B_PERIOD).max()
+ dataframe["low"].rolling(window=self.SENKOU_B_PERIOD).min()
) / 2
# Senkou A pour toutes les combos tenkan x kijun
for tenkan_p in range(self.tenkan_period.low, self.tenkan_period.high + 1):
for kijun_p in range(self.kijun_period.low, self.kijun_period.high + 1):
col = f"senkou_a_{tenkan_p}_{kijun_p}"
dataframe[col] = (
dataframe[f"tenkan_{tenkan_p}"] + dataframe[f"kijun_{kijun_p}"]
) / 2
dataframe = CommonIndicators.add_volume_sma(dataframe, period=20)
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
tenkan_col = f"tenkan_{self.tenkan_period.value}"
kijun_col = f"kijun_{self.kijun_period.value}"
senkou_a_col = f"senkou_a_{self.tenkan_period.value}_{self.kijun_period.value}"
kumo_top = dataframe[[senkou_a_col, "senkou_b"]].max(axis=1)
kumo_top_prev = kumo_top.shift(1)
conditions = (
(dataframe["close"] > kumo_top)
& (dataframe[tenkan_col] > dataframe[kijun_col])
& (dataframe["close"].shift(1) <= kumo_top_prev)
& (dataframe["volume"] > 0)
)
dataframe.loc[conditions, "enter_long"] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
tenkan_col = f"tenkan_{self.tenkan_period.value}"
kijun_col = f"kijun_{self.kijun_period.value}"
senkou_a_col = f"senkou_a_{self.tenkan_period.value}_{self.kijun_period.value}"
lb = self.exit_lookback.value
kumo_bottom = dataframe[[senkou_a_col, "senkou_b"]].min(axis=1)
# exit_lookback controle la confirmation : close < kumo pendant N bougies
close_below_kumo = dataframe["close"] < kumo_bottom
confirmed_below = close_below_kumo
for i in range(1, lb):
confirmed_below = confirmed_below & close_below_kumo.shift(i)
conditions = (
confirmed_below
| (dataframe[tenkan_col] < dataframe[kijun_col])
)
dataframe.loc[conditions, "exit_long"] = 1
return dataframe