MTF_Strict

"""
MTF_Strict - 1d EMA200 directional filter, no neutral trading
Bull → only long. Bear → only short. Neutral → no trade.
"""
from pandas import DataFrame
import talib.abstract as ta
import numpy as np
from freqtrade.strategy import IStrategy

class MTF_Strict(IStrategy):
    INTERFACE_VERSION = 3
    timeframe = '15m'
    can_short = True

    stoploss = -0.025
    trailing_stop = True
    trailing_stop_positive = 0.004
    trailing_stop_positive_offset = 0.020
    trailing_only_offset_is_reached = True

    minimal_roi = {"0": 0.10, "960": 0.06, "2880": 0.03, "5760": 0}

    max_open_trades = 8
    startup_candle_count = 500
    process_only_new_candles = True
    use_exit_signal = False

    def populate_indicators(self, d, m):
        # 15m trend
        d['e20'] = ta.EMA(d, 20)
        d['e50'] = ta.EMA(d, 50)
        macd = ta.MACD(d, 12, 26, 9)
        d['md'] = macd['macd']
        d['ms'] = macd['macdsignal']
        d['adx'] = ta.ADX(d, 14)
        d['di_plus'] = ta.PLUS_DI(d, 14)
        d['di_minus'] = ta.MINUS_DI(d, 14)
        d['vr'] = d['volume'] / ta.SMA(d['volume'], 20)

        # 1d regime
        d['ema200_1d'] = ta.EMA(d, 19200)
        d['ema200_rising'] = d['ema200_1d'] > d['ema200_1d'].shift(96)
        d['ema200_falling'] = d['ema200_1d'] < d['ema200_1d'].shift(96)
        d['regime_bull'] = (d['close'] > d['ema200_1d']) & d['ema200_rising']
        d['regime_bear'] = (d['close'] < d['ema200_1d']) & d['ema200_falling']

        d['rsi'] = ta.RSI(d, 14)
        return d

    def populate_entry_trend(self, d, m):
        # V6 base conditions
        long_v6 = (
            (d['e20'] > d['e50']) & (d['close'] > d['e50']) &
            (d['md'] > d['ms']) & (d['adx'] > 20) &
            (d['di_plus'] > d['di_minus']) & (d['vr'] > 0.8) &
            (d['volume'] > 0)
        )
        short_v6 = (
            (d['e20'] < d['e50']) & (d['close'] < d['e50']) &
            (d['md'] < d['ms']) & (d['adx'] > 20) &
            (d['di_minus'] > d['di_plus']) & (d['vr'] > 0.8) &
            (d['volume'] > 0)
        )

        # STRICT: bull only long, bear only short, neutral trades NOTHING
        d.loc[long_v6 & d['regime_bull'] & (d['rsi'] < 75), ['enter_long', 'enter_tag']] = (1, 'L_strict')
        d.loc[short_v6 & d['regime_bear'] & (d['rsi'] > 25), ['enter_short', 'enter_tag']] = (1, 'S_strict')
        return d

    def populate_exit_trend(self, d, m): return d