Timeframe
4h
Direction
Long Only
Stoploss
-6.0%
Trailing Stop
Yes
ROI
0m: 12.0%, 480m: 6.0%, 1440m: 3.0%
Interface Version
3
Startup Candles
100
Indicators
2
freqtrade/freqtrade-strategies
# ══════════════════════════════════════════════════════════════
# anis solidscale - Elite Spot Trading Suite
# STRATÉGIE : MARibbonStack
# CATÉGORIE : Nouvelle — Trend Following avec MA Ribbon
# ══════════════════════════════════════════════════════════════
#
# LOGIQUE :
# 1. Toutes les EMAs empilées dans l'ordre (EMA1 > EMA2 > EMA3 > EMA4 > EMA5)
# 2. Close > EMA la plus rapide
# 3. Volume > multiplicateur * moyenne
# 4. Sortie : ribbon collapse (EMA1 < EMA2 OU EMA2 < EMA3) OU close < EMA5
# ══════════════════════════════════════════════════════════════
import sys
from pathlib import Path
from pandas import DataFrame
from freqtrade.strategy import IStrategy, IntParameter, DecimalParameter
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 MARibbonStack(IStrategy):
INTERFACE_VERSION = 3
can_short = False
timeframe = "4h"
startup_candle_count = 100
minimal_roi = {"0": 0.12, "480": 0.06, "1440": 0.03}
stoploss = -0.06
trailing_stop = True
trailing_stop_positive = 0.02
trailing_stop_positive_offset = 0.04
trailing_only_offset_is_reached = True
# ── Buy params ──
ema_1 = IntParameter(5, 15, default=10, space="buy")
ema_2 = IntParameter(15, 25, default=20, space="buy")
ema_3 = IntParameter(25, 35, default=30, space="buy")
ema_4 = IntParameter(35, 45, default=40, space="buy")
ema_5 = IntParameter(45, 60, default=50, space="buy")
volume_period = IntParameter(10, 50, default=20, space="buy")
volume_mult = DecimalParameter(0.5, 2.0, default=1.0, decimals=1, space="buy")
_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="MARibbonStack")
self._notifier = TelegramNotifier()
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
self._init_utils()
# Pre-calc EMA pour TOUTES les valeurs possibles de chaque param (hyperopt-safe)
all_ema_values: set[int] = set()
for param in (self.ema_1, self.ema_2, self.ema_3, self.ema_4, self.ema_5):
all_ema_values.update(range(param.low, param.high + 1))
for ema_p in sorted(all_ema_values):
dataframe = CommonIndicators.add_ema(dataframe, period=ema_p)
# Pre-calc volume SMA pour TOUTES les valeurs possibles
for vol_p in range(self.volume_period.low, self.volume_period.high + 1):
dataframe = CommonIndicators.add_volume_sma(dataframe, period=vol_p)
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
e1 = f"ema_{self.ema_1.value}"
e2 = f"ema_{self.ema_2.value}"
e3 = f"ema_{self.ema_3.value}"
e4 = f"ema_{self.ema_4.value}"
e5 = f"ema_{self.ema_5.value}"
vol_col = f"volume_ratio_{self.volume_period.value}"
conditions = (
(dataframe[e1] > dataframe[e2])
& (dataframe[e2] > dataframe[e3])
& (dataframe[e3] > dataframe[e4])
& (dataframe[e4] > dataframe[e5])
& (dataframe["close"] > dataframe[e1])
& (dataframe[vol_col] > self.volume_mult.value)
& (dataframe["volume"] > 0)
)
dataframe.loc[conditions, "enter_long"] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
e1 = f"ema_{self.ema_1.value}"
e2 = f"ema_{self.ema_2.value}"
e3 = f"ema_{self.ema_3.value}"
e5 = f"ema_{self.ema_5.value}"
conditions = (
(dataframe[e1] < dataframe[e2])
| (dataframe[e2] < dataframe[e3])
| (dataframe["close"] < dataframe[e5])
)
dataframe.loc[conditions, "exit_long"] = 1
return dataframe