Timeframe
5m
Direction
Long Only
Stoploss
-7.0%
Trailing Stop
Yes
ROI
0m: 10.0%, 20m: 5.0%, 45m: 3.0%, 90m: 1.0%
Interface Version
2
Startup Candles
N/A
Indicators
23
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
# -*- coding: utf-8 -*-
import logging
import pathlib
import rapidjson
import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy as np
import talib.abstract as ta
from freqtrade.misc import json_load
from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy import merge_informative_pair, timeframe_to_minutes
from freqtrade.strategy import DecimalParameter, IntParameter, CategoricalParameter
from freqtrade.exchange import timeframe_to_prev_date
from pandas import DataFrame, Series, concat
from functools import reduce
import math
from freqtrade.persistence import Trade
from datetime import datetime, timedelta
from technical.util import resample_to_interval, resampled_merge
from technical.indicators import zema, VIDYA, ichimoku
import pandas_ta as pta
log = logging.getLogger(__name__)
###########################################################################################################
## NostalgiaForInfinityV8 by iterativ ##
## ##
## Strategy for Freqtrade https://github.com/freqtrade/freqtrade ##
## ##
###########################################################################################################
## GENERAL RECOMMENDATIONS ##
## ##
## For optimal performance, suggested to use between 4 and 6 open trades, with unlimited stake. ##
## A pairlist with 40 to 80 pairs. Volume pairlist works well. ##
## Prefer stable coin (USDT, BUSDT etc) pairs, instead of BTC or ETH pairs. ##
## Highly recommended to blacklist leveraged tokens (*BULL, *BEAR, *UP, *DOWN etc). ##
## Ensure that you don't override any variables in you config.json. Especially ##
## the timeframe (must be 5m). ##
## use_exit_signal must set to true (or not set at all). ##
## exit_profit_only must set to false (or not set at all). ##
## ignore_roi_if_entry_signal must set to true (or not set at all). ##
## ##
###########################################################################################################
## HOLD SUPPORT ##
## In case you want to have SOME of the trades to only be sold when on profit, add a file named ##
## "hold-trades.json" in the same directory as this strategy. ##
## ##
## The contents should be similar to: ##
## ##
## {"trade_ids": [1, 3, 7], "profit_ratio": 0.005} ##
## ##
## Or, for individual profit ratios(Notice the trade ID's as strings: ##
## ##
## {"trade_ids": {"1": 0.001, "3": -0.005, "7": 0.05}} ##
## ##
## NOTE: ##
## * `trade_ids` is a list of integers, the trade ID's, which you can get from the logs or from the ##
## output of the telegram status command. ##
## * Regardless of the defined profit ratio(s), the strategy MUST still produce a SELL signal for the ##
## HOLD support logic to run ##
## ##
###########################################################################################################
## DONATIONS ##
## ##
## Absolutely not required. However, will be accepted as a token of appreciation. ##
## ##
## BTC: bc1qvflsvddkmxh7eqhc4jyu5z5k6xcw3ay8jl49sk ##
## ETH (ERC20): 0x83D3cFb8001BDC5d2211cBeBB8cB3461E5f7Ec91 ##
## BEP20/BSC (ETH, BNB, ...): 0x86A0B21a20b39d16424B7c8003E4A7e12d78ABEe ##
## ##
###########################################################################################################
class NostalgiaForInfinityNext_ChangeToTower_V6(IStrategy):
INTERFACE_VERSION = 2
plot_config = {
"main_plot": {},
"subplots": {
"buy tag": {"buy_tag": {"color": "green"}},
},
}
# ROI table: tightened for faster profit capture & reduced exposure
minimal_roi = {
"0": 0.10,
"20": 0.05,
"45": 0.03,
"90": 0.01,
}
stoploss = -0.07 # Tightened from -0.10, moderate compromise
# Trailing stoploss - moderately tighter than original
trailing_stop = True
trailing_only_offset_is_reached = True
trailing_stop_positive = 0.008 # Moderate: between original 0.01 and previous 0.005
trailing_stop_positive_offset = 0.02 # Moderate: between original 0.03 and previous 0.015
use_custom_stoploss = True # Enable tiered custom stoploss
# Optimal timeframe for the strategy.
timeframe = "5m"
res_timeframe = "none"
info_timeframe = "1h"
# BTC informative
has_BTC_base_tf = False
has_BTC_info_tf = True
# Backtest Age Filter emulation
has_bt_agefilter = False
bt_min_age_days = 3
# Exchange Downtime protection
has_downtime_protection = False
# Run "populate_indicators()" only for new candle.
process_only_new_candles = True
# These values can be overridden in the "ask_strategy" section in the config.
use_exit_signal = True
exit_profit_only = True # Restored: strategy relies on hold-for-recovery behavior
ignore_roi_if_entry_signal = True
# Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 480
# Optional order type mapping.
order_types = {
"buy": "limit",
"sell": "limit",
"trailing_stop_loss": "limit",
"stoploss": "limit",
"stoploss_on_exchange": False,
}
#############################################################
buy_params = {
#############
# Enable/Disable conditions
"buy_condition_1_enable": True,
"buy_condition_2_enable": True,
"buy_condition_3_enable": True,
"buy_condition_4_enable": True,
"buy_condition_5_enable": True,
"buy_condition_6_enable": True,
"buy_condition_7_enable": True,
"buy_condition_8_enable": True,
"buy_condition_9_enable": False, # Disabled: minimal protection filters
"buy_condition_10_enable": True,
"buy_condition_11_enable": False, # Disabled: weak protection, RSI-only
"buy_condition_12_enable": True,
"buy_condition_13_enable": True,
"buy_condition_14_enable": True,
"buy_condition_15_enable": True,
"buy_condition_16_enable": True,
"buy_condition_17_enable": True,
"buy_condition_18_enable": True,
"buy_condition_19_enable": True,
"buy_condition_20_enable": False, # Disabled: unprotected entries
"buy_condition_21_enable": True,
"buy_condition_22_enable": True,
"buy_condition_23_enable": True,
"buy_condition_24_enable": True,
"buy_condition_25_enable": True,
"buy_condition_26_enable": True,
"buy_condition_27_enable": True,
"buy_condition_28_enable": True,
"buy_condition_29_enable": True,
"buy_condition_30_enable": True,
"buy_condition_31_enable": True,
"buy_condition_32_enable": True,
"buy_condition_33_enable": True,
"buy_condition_34_enable": True,
"buy_condition_35_enable": False, # Disabled: no safe_dips/pump/sma200
"buy_condition_36_enable": False, # Disabled: no safe_dips/pump/sma200
"buy_condition_37_enable": False, # Disabled: no safe_dips/pump/sma200
"buy_condition_38_enable": False, # Disabled: no safe_dips/pump/sma200
"buy_condition_39_enable": False, # Disabled: no safe_dips/pump/sma200
"buy_condition_40_enable": False, # Disabled: no safe_dips/pump/sma200
#############
}
sell_params = {
#############
# Enable/Disable conditions
"sell_condition_1_enable": True,
"sell_condition_2_enable": True,
"sell_condition_3_enable": True,
"sell_condition_4_enable": True,
"sell_condition_5_enable": True,
"sell_condition_6_enable": True,
"sell_condition_7_enable": True,
"sell_condition_8_enable": True,
#############
}
#############################################################
buy_protection_params = {
1: {
"ema_fast": False,
"ema_fast_len": "26",
"ema_slow": True,
"ema_slow_len": "100",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": True,
"sma200_rising_val": "28",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": False,
"safe_dips_type": "80",
"safe_pump": False,
"safe_pump_type": "70",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
2: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": True,
"ema_slow_len": "20",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "50",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": True,
"safe_dips_type": "50",
"safe_pump": False,
"safe_pump_type": "50",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
3: {
"ema_fast": True,
"ema_fast_len": "100",
"ema_slow": True,
"ema_slow_len": "100",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "50",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": True,
"safe_dips_type": "70",
"safe_pump": True,
"safe_pump_type": "100",
"safe_pump_period": "36",
"btc_1h_not_downtrend": False,
},
4: {
"ema_fast": True,
"ema_fast_len": "50",
"ema_slow": True,
"ema_slow_len": "50",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "50",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "20",
"safe_dips": True,
"safe_dips_type": "50",
"safe_pump": False,
"safe_pump_type": "110",
"safe_pump_period": "48",
"btc_1h_not_downtrend": False,
},
5: {
"ema_fast": True,
"ema_fast_len": "100",
"ema_slow": False,
"ema_slow_len": "50",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "100",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "50",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": True,
"safe_dips_type": "100",
"safe_pump": True,
"safe_pump_type": "30",
"safe_pump_period": "36",
"btc_1h_not_downtrend": False,
},
6: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": True,
"ema_slow_len": "100",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "50",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": True,
"safe_dips_type": "50",
"safe_pump": True,
"safe_pump_type": "20",
"safe_pump_period": "36",
"btc_1h_not_downtrend": False,
},
7: {
"ema_fast": True,
"ema_fast_len": "100",
"ema_slow": True,
"ema_slow_len": "12",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "50",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": True,
"safe_dips_type": "130",
"safe_pump": True,
"safe_pump_type": "120",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
8: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": True,
"ema_slow_len": "12",
"close_above_ema_fast": True,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "50",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": True,
"safe_dips_type": "100",
"safe_pump": True,
"safe_pump_type": "120",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
9: {
"ema_fast": True,
"ema_fast_len": "100",
"ema_slow": False,
"ema_slow_len": "50",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "50",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": False,
"safe_dips_type": "10",
"safe_pump": False,
"safe_pump_type": "50",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
10: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": True,
"ema_slow_len": "50",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "50",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "24",
"safe_dips": True,
"safe_dips_type": "120",
"safe_pump": False,
"safe_pump_type": "50",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
11: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": False,
"ema_slow_len": "50",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "50",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": False,
"safe_dips_type": "100",
"safe_pump": True,
"safe_pump_type": "50",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
12: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": False,
"ema_slow_len": "50",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "50",
"sma200_1h_rising": True,
"sma200_1h_rising_val": "24",
"safe_dips": True,
"safe_dips_type": "130",
"safe_pump": True,
"safe_pump_type": "40",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
13: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": False,
"ema_slow_len": "50",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "50",
"sma200_1h_rising": True,
"sma200_1h_rising_val": "24",
"safe_dips": True,
"safe_dips_type": "20",
"safe_pump": False,
"safe_pump_type": "50",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
14: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": False,
"ema_slow_len": "50",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": True,
"sma200_rising_val": "30",
"sma200_1h_rising": True,
"sma200_1h_rising_val": "50",
"safe_dips": True,
"safe_dips_type": "120",
"safe_pump": False,
"safe_pump_type": "100",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
15: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": True,
"ema_slow_len": "50",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "50",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": True,
"safe_dips_type": "130",
"safe_pump": True,
"safe_pump_type": "20",
"safe_pump_period": "36",
"btc_1h_not_downtrend": False,
},
16: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": True,
"ema_slow_len": "50",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "50",
"sma200_rising": False,
"sma200_rising_val": "50",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": True,
"safe_dips_type": "10",
"safe_pump": True,
"safe_pump_type": "10",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
17: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": False,
"ema_slow_len": "50",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "50",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": True,
"safe_dips_type": "120",
"safe_pump": True,
"safe_pump_type": "120",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
18: {
"ema_fast": True,
"ema_fast_len": "100",
"ema_slow": True,
"ema_slow_len": "50",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": True,
"close_above_ema_slow_len": "200",
"sma200_rising": True,
"sma200_rising_val": "44",
"sma200_1h_rising": True,
"sma200_1h_rising_val": "72",
"safe_dips": True,
"safe_dips_type": "100",
"safe_pump": True,
"safe_pump_type": "120",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
19: {
"ema_fast": True,
"ema_fast_len": "50",
"ema_slow": True,
"ema_slow_len": "100",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "36",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": True,
"safe_dips_type": "130",
"safe_pump": False,
"safe_pump_type": "50",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
20: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": True,
"ema_slow_len": "50",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "50",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": False,
"safe_dips_type": "10",
"safe_pump": False,
"safe_pump_type": "50",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
21: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": True,
"ema_slow_len": "50",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "50",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": True,
"safe_dips_type": "90",
"safe_pump": False,
"safe_pump_type": "50",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
22: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": False,
"ema_slow_len": "50",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "50",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": True,
"safe_dips_type": "130",
"safe_pump": True,
"safe_pump_type": "110",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
23: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": False,
"ema_slow_len": "50",
"close_above_ema_fast": True,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": True,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "50",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": True,
"safe_dips_type": "50",
"safe_pump": False,
"safe_pump_type": "50",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
24: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": False,
"ema_slow_len": "50",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "200",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "30",
"sma200_1h_rising": True,
"sma200_1h_rising_val": "36",
"safe_dips": True,
"safe_dips_type": "20",
"safe_pump": False,
"safe_pump_type": "50",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
25: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": False,
"ema_slow_len": "100",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "50",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": True,
"sma200_rising_val": "20",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": False,
"safe_dips_type": "10",
"safe_pump": True,
"safe_pump_type": "20",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
26: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": True,
"ema_slow_len": "100",
"close_above_ema_fast": True,
"close_above_ema_fast_len": "50",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "30",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": True,
"safe_dips_type": "60",
"safe_pump": True,
"safe_pump_type": "100",
"safe_pump_period": "48",
"btc_1h_not_downtrend": False,
},
27: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": False,
"ema_slow_len": "100",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "50",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "30",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": True,
"safe_dips_type": "130",
"safe_pump": False,
"safe_pump_type": "50",
"safe_pump_period": "36",
"btc_1h_not_downtrend": True,
},
28: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": False,
"ema_slow_len": "100",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "50",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "30",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": False,
"safe_dips_type": "50",
"safe_pump": True,
"safe_pump_type": "110",
"safe_pump_period": "36",
"btc_1h_not_downtrend": True,
},
29: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": False,
"ema_slow_len": "100",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "50",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "30",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": False,
"safe_dips_type": "50",
"safe_pump": False,
"safe_pump_type": "110",
"safe_pump_period": "36",
"btc_1h_not_downtrend": False,
},
30: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": True,
"ema_slow_len": "100",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "50",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "200",
"sma200_rising": False,
"sma200_rising_val": "30",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": False,
"safe_dips_type": "50",
"safe_pump": False,
"safe_pump_type": "110",
"safe_pump_period": "36",
"btc_1h_not_downtrend": False,
},
31: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": False,
"ema_slow_len": "100",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "50",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "100",
"sma200_rising": False,
"sma200_rising_val": "30",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": False,
"safe_dips_type": "110",
"safe_pump": False,
"safe_pump_type": "10",
"safe_pump_period": "48",
"btc_1h_not_downtrend": False,
},
32: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": False,
"ema_slow_len": "100",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "50",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "100",
"sma200_rising": False,
"sma200_rising_val": "30",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": True,
"safe_dips_type": "120",
"safe_pump": True,
"safe_pump_type": "120",
"safe_pump_period": "48",
"btc_1h_not_downtrend": False,
},
33: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": True,
"ema_slow_len": "50",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "50",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "100",
"sma200_rising": False,
"sma200_rising_val": "30",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": True,
"safe_dips_type": "100",
"safe_pump": True,
"safe_pump_type": "10",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
34: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": False,
"ema_slow_len": "100",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "50",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "100",
"sma200_rising": False,
"sma200_rising_val": "30",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": False,
"safe_dips_type": "100",
"safe_pump": False,
"safe_pump_type": "10",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
35: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": False,
"ema_slow_len": "100",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "50",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "100",
"sma200_rising": False,
"sma200_rising_val": "30",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": False,
"safe_dips_type": "100",
"safe_pump": False,
"safe_pump_type": "10",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
36: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": False,
"ema_slow_len": "100",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "50",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "100",
"sma200_rising": False,
"sma200_rising_val": "30",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": False,
"safe_dips_type": "100",
"safe_pump": False,
"safe_pump_type": "10",
"safe_pump_period": "24",
"btc_1h_not_downtrend": False,
},
37: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": False,
"ema_slow_len": "100",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "50",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "100",
"sma200_rising": False,
"sma200_rising_val": "30",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": False,
"safe_dips_type": "100",
"safe_pump": False,
"safe_pump_type": "100",
"safe_pump_period": "48",
"btc_1h_not_downtrend": False,
},
38: {
"ema_fast": False,
"ema_fast_len": "50",
"ema_slow": False,
"ema_slow_len": "100",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "50",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "100",
"sma200_rising": False,
"sma200_rising_val": "30",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "50",
"safe_dips": False,
"safe_dips_type": "100",
"safe_pump": False,
"safe_pump_type": "10",
"safe_pump_period": "36",
"btc_1h_not_downtrend": False,
},
39: {
"ema_fast": False,
"ema_fast_len": "100",
"ema_slow": True,
"ema_slow_len": "50",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "50",
"close_above_ema_slow": True,
"close_above_ema_slow_len": "50",
"sma200_rising": False,
"sma200_rising_val": "30",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "20",
"safe_dips": False,
"safe_dips_type": "100",
"safe_pump": True,
"safe_pump_type": "50",
"safe_pump_period": "48",
"btc_1h_not_downtrend": True,
},
40: {
"ema_fast": False,
"ema_fast_len": "100",
"ema_slow": False,
"ema_slow_len": "50",
"close_above_ema_fast": False,
"close_above_ema_fast_len": "50",
"close_above_ema_slow": False,
"close_above_ema_slow_len": "50",
"sma200_rising": False,
"sma200_rising_val": "30",
"sma200_1h_rising": False,
"sma200_1h_rising_val": "20",
"safe_dips": False,
"safe_dips_type": "100",
"safe_pump": False,
"safe_pump_type": "50",
"safe_pump_period": "48",
"btc_1h_not_downtrend": True,
},
}
# Strict dips - level 10
buy_dip_threshold_10_1 = DecimalParameter(
0.001, 0.05, default=0.015, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_10_2 = DecimalParameter(
0.01, 0.2, default=0.1, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_10_3 = DecimalParameter(
0.1, 0.3, default=0.24, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_10_4 = DecimalParameter(
0.3, 0.5, default=0.42, space="buy", decimals=3, optimize=False, load=True
)
# Strict dips - level 20
buy_dip_threshold_20_1 = DecimalParameter(
0.001, 0.05, default=0.016, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_20_2 = DecimalParameter(
0.01, 0.2, default=0.11, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_20_3 = DecimalParameter(
0.1, 0.4, default=0.26, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_20_4 = DecimalParameter(
0.36, 0.56, default=0.44, space="buy", decimals=3, optimize=False, load=True
)
# Strict dips - level 30
buy_dip_threshold_30_1 = DecimalParameter(
0.001, 0.05, default=0.018, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_30_2 = DecimalParameter(
0.01, 0.2, default=0.12, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_30_3 = DecimalParameter(
0.1, 0.4, default=0.28, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_30_4 = DecimalParameter(
0.36, 0.56, default=0.46, space="buy", decimals=3, optimize=False, load=True
)
# Strict dips - level 40
buy_dip_threshold_40_1 = DecimalParameter(
0.001, 0.05, default=0.019, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_40_2 = DecimalParameter(
0.01, 0.2, default=0.13, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_40_3 = DecimalParameter(
0.1, 0.4, default=0.3, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_40_4 = DecimalParameter(
0.36, 0.56, default=0.48, space="buy", decimals=3, optimize=False, load=True
)
# Normal dips - level 50
buy_dip_threshold_50_1 = DecimalParameter(
0.001, 0.05, default=0.02, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_50_2 = DecimalParameter(
0.01, 0.2, default=0.14, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_50_3 = DecimalParameter(
0.05, 0.4, default=0.32, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_50_4 = DecimalParameter(
0.2, 0.5, default=0.5, space="buy", decimals=3, optimize=False, load=True
)
# Normal dips - level 60
buy_dip_threshold_60_1 = DecimalParameter(
0.001, 0.05, default=0.022, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_60_2 = DecimalParameter(
0.1, 0.22, default=0.18, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_60_3 = DecimalParameter(
0.2, 0.4, default=0.34, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_60_4 = DecimalParameter(
0.4, 0.6, default=0.56, space="buy", decimals=3, optimize=False, load=True
)
# Normal dips - level 70
buy_dip_threshold_70_1 = DecimalParameter(
0.001, 0.05, default=0.023, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_70_2 = DecimalParameter(
0.16, 0.28, default=0.2, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_70_3 = DecimalParameter(
0.2, 0.4, default=0.36, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_70_4 = DecimalParameter(
0.5, 0.7, default=0.6, space="buy", decimals=3, optimize=False, load=True
)
# Normal dips - level 80
buy_dip_threshold_80_1 = DecimalParameter(
0.001, 0.05, default=0.024, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_80_2 = DecimalParameter(
0.16, 0.28, default=0.22, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_80_3 = DecimalParameter(
0.2, 0.4, default=0.38, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_80_4 = DecimalParameter(
0.5, 0.7, default=0.66, space="buy", decimals=3, optimize=False, load=True
)
# Normal dips - level 70
buy_dip_threshold_90_1 = DecimalParameter(
0.001, 0.05, default=0.025, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_90_2 = DecimalParameter(
0.16, 0.28, default=0.23, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_90_3 = DecimalParameter(
0.3, 0.5, default=0.4, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_90_4 = DecimalParameter(
0.6, 0.8, default=0.7, space="buy", decimals=3, optimize=False, load=True
)
# Loose dips - level 100
buy_dip_threshold_100_1 = DecimalParameter(
0.001, 0.05, default=0.026, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_100_2 = DecimalParameter(
0.16, 0.3, default=0.24, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_100_3 = DecimalParameter(
0.3, 0.5, default=0.42, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_100_4 = DecimalParameter(
0.6, 1.0, default=0.8, space="buy", decimals=3, optimize=False, load=True
)
# Loose dips - level 110
buy_dip_threshold_110_1 = DecimalParameter(
0.001, 0.05, default=0.027, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_110_2 = DecimalParameter(
0.16, 0.3, default=0.26, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_110_3 = DecimalParameter(
0.3, 0.5, default=0.44, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_110_4 = DecimalParameter(
0.6, 1.0, default=0.84, space="buy", decimals=3, optimize=False, load=True
)
# Loose dips - level 120
buy_dip_threshold_120_1 = DecimalParameter(
0.001, 0.05, default=0.028, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_120_2 = DecimalParameter(
0.16, 0.3, default=0.28, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_120_3 = DecimalParameter(
0.3, 0.5, default=0.46, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_120_4 = DecimalParameter(
0.6, 1.0, default=0.86, space="buy", decimals=3, optimize=False, load=True
)
# Loose dips - level 130
buy_dip_threshold_130_1 = DecimalParameter(
0.001, 0.05, default=0.028, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_130_2 = DecimalParameter(
0.16, 0.34, default=0.3, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_130_3 = DecimalParameter(
0.36, 0.56, default=0.48, space="buy", decimals=3, optimize=False, load=True
)
buy_dip_threshold_130_4 = DecimalParameter(
0.6, 1.0, default=0.9, space="buy", decimals=3, optimize=False, load=True
)
# 24 hours - level 10
buy_pump_pull_threshold_10_24 = DecimalParameter(
1.5, 3.0, default=2.2, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_10_24 = DecimalParameter(
0.4, 1.0, default=0.42, space="buy", decimals=3, optimize=False, load=True
)
# 36 hours - level 10
buy_pump_pull_threshold_10_36 = DecimalParameter(
1.5, 3.0, default=2.0, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_10_36 = DecimalParameter(
0.4, 1.0, default=0.58, space="buy", decimals=3, optimize=False, load=True
)
# 48 hours - level 10
buy_pump_pull_threshold_10_48 = DecimalParameter(
1.5, 3.0, default=2.0, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_10_48 = DecimalParameter(
0.4, 1.0, default=0.8, space="buy", decimals=3, optimize=False, load=True
)
# 24 hours - level 20
buy_pump_pull_threshold_20_24 = DecimalParameter(
1.5, 3.0, default=2.2, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_20_24 = DecimalParameter(
0.4, 1.0, default=0.46, space="buy", decimals=3, optimize=False, load=True
)
# 36 hours - level 20
buy_pump_pull_threshold_20_36 = DecimalParameter(
1.5, 3.0, default=2.0, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_20_36 = DecimalParameter(
0.4, 1.0, default=0.6, space="buy", decimals=3, optimize=False, load=True
)
# 48 hours - level 20
buy_pump_pull_threshold_20_48 = DecimalParameter(
1.5, 3.0, default=2.0, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_20_48 = DecimalParameter(
0.4, 1.0, default=0.81, space="buy", decimals=3, optimize=False, load=True
)
# 24 hours - level 30
buy_pump_pull_threshold_30_24 = DecimalParameter(
1.5, 3.0, default=2.2, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_30_24 = DecimalParameter(
0.4, 1.0, default=0.5, space="buy", decimals=3, optimize=False, load=True
)
# 36 hours - level 30
buy_pump_pull_threshold_30_36 = DecimalParameter(
1.5, 3.0, default=2.0, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_30_36 = DecimalParameter(
0.4, 1.0, default=0.62, space="buy", decimals=3, optimize=False, load=True
)
# 48 hours - level 30
buy_pump_pull_threshold_30_48 = DecimalParameter(
1.5, 3.0, default=2.0, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_30_48 = DecimalParameter(
0.4, 1.0, default=0.82, space="buy", decimals=3, optimize=False, load=True
)
# 24 hours - level 40
buy_pump_pull_threshold_40_24 = DecimalParameter(
1.5, 3.0, default=2.2, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_40_24 = DecimalParameter(
0.4, 1.0, default=0.54, space="buy", decimals=3, optimize=False, load=True
)
# 36 hours - level 40
buy_pump_pull_threshold_40_36 = DecimalParameter(
1.5, 3.0, default=2.0, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_40_36 = DecimalParameter(
0.4, 1.0, default=0.63, space="buy", decimals=3, optimize=False, load=True
)
# 48 hours - level 40
buy_pump_pull_threshold_40_48 = DecimalParameter(
1.5, 3.0, default=2.0, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_40_48 = DecimalParameter(
0.4, 1.0, default=0.84, space="buy", decimals=3, optimize=False, load=True
)
# 24 hours - level 50
buy_pump_pull_threshold_50_24 = DecimalParameter(
1.5, 3.0, default=1.75, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_50_24 = DecimalParameter(
0.4, 1.0, default=0.6, space="buy", decimals=3, optimize=False, load=True
)
# 36 hours - level 50
buy_pump_pull_threshold_50_36 = DecimalParameter(
1.5, 3.0, default=1.75, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_50_36 = DecimalParameter(
0.4, 1.0, default=0.64, space="buy", decimals=3, optimize=False, load=True
)
# 48 hours - level 50
buy_pump_pull_threshold_50_48 = DecimalParameter(
1.5, 3.0, default=1.75, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_50_48 = DecimalParameter(
0.4, 1.0, default=0.85, space="buy", decimals=3, optimize=False, load=True
)
# 24 hours - level 60
buy_pump_pull_threshold_60_24 = DecimalParameter(
1.5, 3.0, default=1.75, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_60_24 = DecimalParameter(
0.4, 1.0, default=0.62, space="buy", decimals=3, optimize=False, load=True
)
# 36 hours - level 60
buy_pump_pull_threshold_60_36 = DecimalParameter(
1.5, 3.0, default=1.75, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_60_36 = DecimalParameter(
0.4, 1.0, default=0.66, space="buy", decimals=3, optimize=False, load=True
)
# 48 hours - level 60
buy_pump_pull_threshold_60_48 = DecimalParameter(
1.5, 3.0, default=1.75, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_60_48 = DecimalParameter(
0.4, 1.0, default=0.9, space="buy", decimals=3, optimize=False, load=True
)
# 24 hours - level 70
buy_pump_pull_threshold_70_24 = DecimalParameter(
1.5, 3.0, default=1.75, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_70_24 = DecimalParameter(
0.4, 1.0, default=0.63, space="buy", decimals=3, optimize=False, load=True
)
# 36 hours - level 70
buy_pump_pull_threshold_70_36 = DecimalParameter(
1.5, 3.0, default=1.75, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_70_36 = DecimalParameter(
0.4, 1.0, default=0.67, space="buy", decimals=3, optimize=False, load=True
)
# 48 hours - level 70
buy_pump_pull_threshold_70_48 = DecimalParameter(
1.5, 3.0, default=1.75, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_70_48 = DecimalParameter(
0.4, 1.0, default=0.95, space="buy", decimals=3, optimize=False, load=True
)
# 24 hours - level 80
buy_pump_pull_threshold_80_24 = DecimalParameter(
1.5, 3.0, default=1.75, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_80_24 = DecimalParameter(
0.4, 1.0, default=0.64, space="buy", decimals=3, optimize=False, load=True
)
# 36 hours - level 80
buy_pump_pull_threshold_80_36 = DecimalParameter(
1.5, 3.0, default=1.75, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_80_36 = DecimalParameter(
0.4, 1.0, default=0.68, space="buy", decimals=3, optimize=False, load=True
)
# 48 hours - level 80
buy_pump_pull_threshold_80_48 = DecimalParameter(
1.5, 3.0, default=1.75, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_80_48 = DecimalParameter(
0.8, 1.1, default=1.0, space="buy", decimals=3, optimize=False, load=True
)
# 24 hours - level 90
buy_pump_pull_threshold_90_24 = DecimalParameter(
1.5, 3.0, default=1.75, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_90_24 = DecimalParameter(
0.4, 1.0, default=0.65, space="buy", decimals=3, optimize=False, load=True
)
# 36 hours - level 90
buy_pump_pull_threshold_90_36 = DecimalParameter(
1.5, 3.0, default=1.75, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_90_36 = DecimalParameter(
0.4, 1.0, default=0.69, space="buy", decimals=3, optimize=False, load=True
)
# 48 hours - level 90
buy_pump_pull_threshold_90_48 = DecimalParameter(
1.5, 3.0, default=1.75, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_90_48 = DecimalParameter(
0.8, 1.2, default=1.1, space="buy", decimals=3, optimize=False, load=True
)
# 24 hours - level 100
buy_pump_pull_threshold_100_24 = DecimalParameter(
1.5, 3.0, default=1.7, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_100_24 = DecimalParameter(
0.4, 1.0, default=0.66, space="buy", decimals=3, optimize=False, load=True
)
# 36 hours - level 100
buy_pump_pull_threshold_100_36 = DecimalParameter(
1.5, 3.0, default=1.7, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_100_36 = DecimalParameter(
0.4, 1.0, default=0.7, space="buy", decimals=3, optimize=False, load=True
)
# 48 hours - level 100
buy_pump_pull_threshold_100_48 = DecimalParameter(
1.3, 2.0, default=1.4, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_100_48 = DecimalParameter(
0.4, 1.8, default=1.6, space="buy", decimals=3, optimize=False, load=True
)
# 24 hours - level 110
buy_pump_pull_threshold_110_24 = DecimalParameter(
1.5, 3.0, default=1.7, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_110_24 = DecimalParameter(
0.4, 1.0, default=0.7, space="buy", decimals=3, optimize=False, load=True
)
# 36 hours - level 110
buy_pump_pull_threshold_110_36 = DecimalParameter(
1.5, 3.0, default=1.7, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_110_36 = DecimalParameter(
0.4, 1.0, default=0.74, space="buy", decimals=3, optimize=False, load=True
)
# 48 hours - level 110
buy_pump_pull_threshold_110_48 = DecimalParameter(
1.3, 2.0, default=1.4, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_110_48 = DecimalParameter(
1.4, 2.0, default=1.8, space="buy", decimals=3, optimize=False, load=True
)
# 24 hours - level 120
buy_pump_pull_threshold_120_24 = DecimalParameter(
1.5, 3.0, default=1.7, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_120_24 = DecimalParameter(
0.4, 1.0, default=0.78, space="buy", decimals=3, optimize=False, load=True
)
# 36 hours - level 120
buy_pump_pull_threshold_120_36 = DecimalParameter(
1.5, 3.0, default=1.7, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_120_36 = DecimalParameter(
0.4, 1.0, default=0.78, space="buy", decimals=3, optimize=False, load=True
)
# 48 hours - level 120
buy_pump_pull_threshold_120_48 = DecimalParameter(
1.3, 2.0, default=1.4, space="buy", decimals=2, optimize=False, load=True
)
buy_pump_threshold_120_48 = DecimalParameter(
1.4, 2.8, default=2.0, space="buy", decimals=3, optimize=False, load=True
)
# 5 hours - level 10
buy_dump_protection_10_5 = DecimalParameter(
0.3, 0.8, default=0.4, space="buy", decimals=2, optimize=False, load=True
)
# 5 hours - level 20
buy_dump_protection_20_5 = DecimalParameter(
0.3, 0.8, default=0.44, space="buy", decimals=2, optimize=False, load=True
)
# 5 hours - level 30
buy_dump_protection_30_5 = DecimalParameter(
0.3, 0.8, default=0.50, space="buy", decimals=2, optimize=False, load=True
)
# 5 hours - level 40
buy_dump_protection_40_5 = DecimalParameter(
0.3, 0.8, default=0.58, space="buy", decimals=2, optimize=False, load=True
)
# 5 hours - level 50
buy_dump_protection_50_5 = DecimalParameter(
0.3, 0.8, default=0.66, space="buy", decimals=2, optimize=False, load=True
)
# 5 hours - level 60
buy_dump_protection_60_5 = DecimalParameter(
0.3, 0.8, default=0.74, space="buy", decimals=2, optimize=False, load=True
)
buy_min_inc_1 = DecimalParameter(0.01, 0.05, default=0.022, space="buy", decimals=3, optimize=False, load=True)
buy_rsi_1h_min_1 = DecimalParameter(25.0, 40.0, default=20.0, space="buy", decimals=1, optimize=False, load=True)
buy_rsi_1h_max_1 = DecimalParameter(70.0, 90.0, default=84.0, space="buy", decimals=1, optimize=False, load=True)
buy_rsi_1 = DecimalParameter(20.0, 40.0, default=36.0, space="buy", decimals=1, optimize=False, load=True)
buy_mfi_1 = DecimalParameter(20.0, 40.0, default=50.0, space="buy", decimals=1, optimize=False, load=True)
buy_cti_1 = DecimalParameter(-0.99, -0.5, default=-0.92, space="buy", decimals=2, optimize=False, load=True)
buy_rsi_1h_min_2 = DecimalParameter(30.0, 40.0, default=32.0, space="buy", decimals=1, optimize=False, load=True)
buy_rsi_1h_max_2 = DecimalParameter(70.0, 95.0, default=84.0, space="buy", decimals=1, optimize=False, load=True)
buy_rsi_1h_diff_2 = DecimalParameter(30.0, 50.0, default=38.8, space="buy", decimals=1, optimize=False, load=True)
buy_mfi_2 = DecimalParameter(30.0, 56.0, default=49.0, space="buy", decimals=1, optimize=False, load=True)
buy_bb_offset_2 = DecimalParameter(0.97, 0.999, default=0.983, space="buy", decimals=3, optimize=False, load=True)
buy_volume_2 = DecimalParameter(0.6, 6.0, default=1.6, space="buy", decimals=1, optimize=False, load=True)
buy_bb40_bbdelta_close_3 = DecimalParameter(0.005, 0.06, default=0.045, space="buy", optimize=False, load=True)
buy_bb40_closedelta_close_3 = DecimalParameter(0.01, 0.03, default=0.023, space="buy", optimize=False, load=True)
buy_bb40_tail_bbdelta_3 = DecimalParameter(0.15, 0.45, default=0.418, space="buy", optimize=False, load=True)
buy_ema_rel_3 = DecimalParameter(0.97, 0.999, default=0.986, space="buy", decimals=3, optimize=False, load=True)
buy_cti_3 = DecimalParameter(-0.99, -0.5, default=-0.5, space="buy", decimals=2, optimize=False, load=True)
buy_bb20_close_bblowerband_4 = DecimalParameter(0.96, 0.99, default=0.979, space="buy", optimize=False, load=True)
buy_bb20_volume_4 = DecimalParameter(1.0, 20.0, default=10.0, space="buy", decimals=2, optimize=False, load=True)
buy_cti_4 = DecimalParameter(-0.99, -0.5, default=-0.8, space="buy", decimals=2, optimize=False, load=True)
buy_ema_open_mult_5 = DecimalParameter(
0.016, 0.03, default=0.018, space="buy", decimals=3, optimize=False, load=True
)
buy_bb_offset_5 = DecimalParameter(0.98, 1.0, default=0.996, space="buy", decimals=3, optimize=False, load=True)
buy_ema_rel_5 = DecimalParameter(0.97, 0.999, default=0.915, space="buy", decimals=3, optimize=False, load=True)
buy_cti_5 = DecimalParameter(-0.99, -0.5, default=-0.84, space="buy", decimals=2, optimize=False, load=True)
buy_volume_5 = DecimalParameter(0.6, 6.0, default=1.8, space="buy", decimals=1, optimize=False, load=True)
buy_ema_open_mult_6 = DecimalParameter(
0.02, 0.03, default=0.021, space="buy", decimals=3, optimize=False, load=True
)
buy_bb_offset_6 = DecimalParameter(0.98, 0.999, default=0.976, space="buy", decimals=3, optimize=False, load=True)
buy_ema_open_mult_7 = DecimalParameter(
0.02, 0.04, default=0.030, space="buy", decimals=3, optimize=False, load=True
)
buy_cti_7 = DecimalParameter(-0.99, -0.5, default=-0.89, space="buy", decimals=2, optimize=False, load=True)
buy_cti_8 = DecimalParameter(-0.99, -0.5, default=-0.88, space="buy", decimals=2, optimize=False, load=True)
buy_rsi_8 = DecimalParameter(20.0, 50.0, default=40.0, space="buy", decimals=1, optimize=False, load=True)
buy_bb_offset_8 = DecimalParameter(0.98, 1.0, default=0.99, space="buy", decimals=3, optimize=False, load=True)
buy_rsi_1h_8 = DecimalParameter(40.0, 66.0, default=64.0, space="buy", decimals=1, optimize=False, load=True)
buy_volume_8 = DecimalParameter(0.6, 6.0, default=1.8, space="buy", decimals=1, optimize=False, load=True)
buy_ma_offset_9 = DecimalParameter(0.91, 0.94, default=0.968, space="buy", decimals=3, optimize=False, load=True)
buy_bb_offset_9 = DecimalParameter(0.96, 0.98, default=0.942, space="buy", decimals=3, optimize=False, load=True)
buy_rsi_1h_min_9 = DecimalParameter(26.0, 40.0, default=20.0, space="buy", decimals=1, optimize=False, load=True)
buy_rsi_1h_max_9 = DecimalParameter(70.0, 90.0, default=88.0, space="buy", decimals=1, optimize=False, load=True)
buy_mfi_9 = DecimalParameter(36.0, 56.0, default=50.0, space="buy", decimals=1, optimize=False, load=True)
buy_ma_offset_10 = DecimalParameter(0.94, 0.99, default=0.98, space="buy", decimals=3, optimize=False, load=True)
buy_bb_offset_10 = DecimalParameter(0.97, 0.99, default=0.972, space="buy", decimals=3, optimize=False, load=True)
buy_rsi_1h_10 = DecimalParameter(30.0, 60.0, default=50.0, space="buy", decimals=1, optimize=False, load=True)
buy_ma_offset_11 = DecimalParameter(0.93, 0.99, default=0.946, space="buy", decimals=3, optimize=False, load=True)
buy_min_inc_11 = DecimalParameter(0.005, 0.05, default=0.038, space="buy", decimals=3, optimize=False, load=True)
buy_rsi_1h_min_11 = DecimalParameter(40.0, 60.0, default=46.0, space="buy", decimals=1, optimize=False, load=True)
buy_rsi_1h_max_11 = DecimalParameter(70.0, 90.0, default=84.0, space="buy", decimals=1, optimize=False, load=True)
buy_rsi_11 = DecimalParameter(34.0, 50.0, default=38.0, space="buy", decimals=1, optimize=False, load=True)
buy_mfi_11 = DecimalParameter(30.0, 46.0, default=36.0, space="buy", decimals=1, optimize=False, load=True)
buy_ma_offset_12 = DecimalParameter(0.93, 0.97, default=0.921, space="buy", decimals=3, optimize=False, load=True)
buy_rsi_12 = DecimalParameter(26.0, 40.0, default=28.0, space="buy", decimals=1, optimize=False, load=True)
buy_ewo_12 = DecimalParameter(1.0, 6.0, default=1.8, space="buy", decimals=1, optimize=False, load=True)
buy_cti_12 = DecimalParameter(-0.99, -0.5, default=-0.7, space="buy", decimals=2, optimize=False, load=True)
buy_ma_offset_13 = DecimalParameter(0.93, 0.98, default=0.99, space="buy", decimals=3, optimize=False, load=True)
buy_cti_13 = DecimalParameter(-0.99, -0.5, default=-0.82, space="buy", decimals=2, optimize=False, load=True)
buy_ewo_13 = DecimalParameter(-14.0, -7.0, default=-9.0, space="buy", decimals=1, optimize=False, load=True)
buy_ema_open_mult_14 = DecimalParameter(
0.01, 0.03, default=0.014, space="buy", decimals=3, optimize=False, load=True
)
buy_bb_offset_14 = DecimalParameter(0.98, 1.0, default=0.988, space="buy", decimals=3, optimize=False, load=True)
buy_ma_offset_14 = DecimalParameter(0.93, 0.99, default=0.945, space="buy", decimals=3, optimize=False, load=True)
buy_cti_14 = DecimalParameter(-0.99, -0.5, default=-0.86, space="buy", decimals=2, optimize=False, load=True)
buy_ema_open_mult_15 = DecimalParameter(
0.01, 0.03, default=0.024, space="buy", decimals=3, optimize=False, load=True
)
buy_ma_offset_15 = DecimalParameter(0.93, 0.99, default=0.958, space="buy", decimals=3, optimize=False, load=True)
buy_rsi_15 = DecimalParameter(20.0, 36.0, default=28.0, space="buy", decimals=1, optimize=False, load=True)
buy_ema_rel_15 = DecimalParameter(0.97, 0.999, default=0.974, space="buy", decimals=3, optimize=False, load=True)
buy_ma_offset_16 = DecimalParameter(0.93, 0.97, default=0.953, space="buy", decimals=3, optimize=False, load=True)
buy_rsi_16 = DecimalParameter(26.0, 50.0, default=31.0, space="buy", decimals=1, optimize=False, load=True)
buy_ewo_16 = DecimalParameter(2.0, 6.0, default=2.8, space="buy", decimals=1, optimize=False, load=True)
buy_cti_16 = DecimalParameter(-0.99, -0.5, default=-0.84, space="buy", decimals=2, optimize=False, load=True)
buy_ma_offset_17 = DecimalParameter(0.93, 0.98, default=0.99, space="buy", decimals=3, optimize=False, load=True)
buy_ewo_17 = DecimalParameter(-18.0, -10.0, default=-9.4, space="buy", decimals=1, optimize=False, load=True)
buy_cti_17 = DecimalParameter(-0.99, -0.5, default=-0.96, space="buy", decimals=2, optimize=False, load=True)
buy_volume_17 = DecimalParameter(0.6, 6.0, default=2.0, space="buy", decimals=1, optimize=False, load=True)
buy_rsi_18 = DecimalParameter(20.0, 36.0, default=33.0, space="buy", decimals=1, optimize=False, load=True)
buy_bb_offset_18 = DecimalParameter(0.98, 1.0, default=0.986, space="buy", decimals=3, optimize=False, load=True)
buy_volume_18 = DecimalParameter(0.6, 6.0, default=2.0, space="buy", decimals=1, optimize=False, load=True)
buy_cti_18 = DecimalParameter(-0.99, -0.5, default=-0.86, space="buy", decimals=2, optimize=False, load=True)
buy_rsi_1h_min_19 = DecimalParameter(40.0, 70.0, default=30.0, space="buy", decimals=1, optimize=False, load=True)
buy_chop_max_19 = DecimalParameter(20.0, 60.0, default=21.3, space="buy", decimals=1, optimize=False, load=True)
buy_rsi_20 = DecimalParameter(20.0, 36.0, default=36.0, space="buy", decimals=1, optimize=False, load=True)
buy_rsi_1h_20 = DecimalParameter(14.0, 30.0, default=16.0, space="buy", decimals=1, optimize=False, load=True)
buy_cti_20 = DecimalParameter(-0.99, -0.5, default=-0.84, space="buy", decimals=2, optimize=False, load=True)
buy_volume_20 = DecimalParameter(0.6, 6.0, default=2.0, space="buy", decimals=1, optimize=False, load=True)
buy_rsi_21 = DecimalParameter(10.0, 28.0, default=14.0, space="buy", decimals=1, optimize=False, load=True)
buy_rsi_1h_21 = DecimalParameter(18.0, 40.0, default=28.0, space="buy", decimals=1, optimize=False, load=True)
buy_cti_21 = DecimalParameter(-0.99, -0.4, default=-0.9, space="buy", decimals=2, optimize=False, load=True)
buy_volume_21 = DecimalParameter(0.6, 6.0, default=2.0, space="buy", decimals=1, optimize=False, load=True)
buy_volume_22 = DecimalParameter(0.5, 6.0, default=2.0, space="buy", decimals=1, optimize=False, load=True)
buy_bb_offset_22 = DecimalParameter(0.98, 1.0, default=0.984, space="buy", decimals=3, optimize=False, load=True)
buy_ma_offset_22 = DecimalParameter(0.93, 0.98, default=0.942, space="buy", decimals=3, optimize=False, load=True)
buy_ewo_22 = DecimalParameter(2.0, 10.0, default=5.8, space="buy", decimals=1, optimize=False, load=True)
buy_rsi_22 = DecimalParameter(26.0, 56.0, default=36.0, space="buy", decimals=1, optimize=False, load=True)
buy_bb_offset_23 = DecimalParameter(0.97, 1.0, default=0.985, space="buy", decimals=3, optimize=False, load=True)
buy_ewo_23 = DecimalParameter(2.0, 10.0, default=6.2, space="buy", decimals=1, optimize=False, load=True)
buy_rsi_23 = DecimalParameter(20.0, 40.0, default=32.4, space="buy", decimals=1, optimize=False, load=True)
buy_rsi_1h_23 = DecimalParameter(60.0, 80.0, default=70.0, space="buy", decimals=1, optimize=False, load=True)
buy_24_rsi_max = DecimalParameter(26.0, 60.0, default=50.0, space="buy", decimals=1, optimize=False, load=True)
buy_24_rsi_1h_min = DecimalParameter(40.0, 90.0, default=66.9, space="buy", decimals=1, optimize=False, load=True)
buy_25_ma_offset = DecimalParameter(0.90, 0.99, default=0.922, space="buy", optimize=False, load=True)
buy_25_rsi_4 = DecimalParameter(26.0, 40.0, default=38.0, space="buy", decimals=1, optimize=False, load=True)
buy_25_cti = DecimalParameter(-0.99, -0.4, default=-0.76, space="buy", decimals=2, optimize=False, load=True)
buy_26_zema_low_offset = DecimalParameter(0.90, 0.99, default=0.932, space="buy", optimize=False, load=True)
buy_26_cti = DecimalParameter(-0.99, -0.4, default=-0.82, space="buy", decimals=2, optimize=False, load=True)
buy_26_volume = DecimalParameter(0.6, 6.0, default=1.2, space="buy", decimals=1, optimize=False, load=True)
buy_27_wr_max = DecimalParameter(90, 99, default=90.0, space="buy", decimals=1, optimize=False, load=True)
buy_27_wr_1h_max = DecimalParameter(90, 99, default=90.0, space="buy", decimals=1, optimize=False, load=True)
buy_27_rsi_max = DecimalParameter(40, 70, default=50, space="buy", decimals=0, optimize=False, load=True)
buy_27_cti = DecimalParameter(-0.99, -0.4, default=-0.93, space="buy", decimals=2, optimize=False, load=True)
buy_27_volume = DecimalParameter(0.6, 6.0, default=2.0, space="buy", decimals=1, optimize=False, load=True)
buy_28_ma_offset = DecimalParameter(0.90, 0.99, default=0.97, space="buy", optimize=False, load=True)
buy_28_ewo = DecimalParameter(2.0, 14.0, default=7.2, space="buy", decimals=1, optimize=False, load=True)
buy_28_rsi = DecimalParameter(24.0, 44.0, default=32.5, space="buy", decimals=1, optimize=False, load=True)
buy_28_cti = DecimalParameter(-0.99, -0.4, default=-0.9, space="buy", decimals=2, optimize=False, load=True)
buy_29_ma_offset = DecimalParameter(0.90, 0.99, default=0.94, space="buy", optimize=False, load=True)
buy_29_ewo = DecimalParameter(-14.0, -2.0, default=-4.0, space="buy", decimals=1, optimize=False, load=True)
buy_29_cti = DecimalParameter(-0.99, -0.4, default=-0.95, space="buy", decimals=2, optimize=False, load=True)
buy_30_ma_offset = DecimalParameter(0.90, 0.99, default=0.97, space="buy", optimize=False, load=True)
buy_30_ewo = DecimalParameter(2.0, 14.0, default=7.4, space="buy", decimals=1, optimize=False, load=True)
buy_30_rsi = DecimalParameter(24.0, 48.0, default=40.0, space="buy", decimals=1, optimize=False, load=True)
buy_30_cti = DecimalParameter(-0.99, -0.4, default=-0.88, space="buy", decimals=2, optimize=False, load=True)
buy_31_ma_offset = DecimalParameter(0.90, 0.99, default=0.94, space="buy", optimize=False, load=True)
buy_31_ewo = DecimalParameter(-22.0, -8.0, default=-19.0, space="buy", decimals=1, optimize=False, load=True)
buy_31_wr = DecimalParameter(-99.9, -95.0, default=-98.4, space="buy", decimals=1, optimize=False, load=True)
buy_32_ma_offset = DecimalParameter(0.90, 0.99, default=0.934, space="buy", optimize=False, load=True)
buy_32_dip = DecimalParameter(0.001, 0.02, default=0.005, space="buy", decimals=3, optimize=False, load=True)
buy_32_rsi = DecimalParameter(24.0, 50.0, default=46.0, space="buy", decimals=1, optimize=False, load=True)
buy_32_cti = DecimalParameter(-0.99, -0.4, default=-0.8, space="buy", decimals=2, optimize=False, load=True)
buy_33_ma_offset = DecimalParameter(0.90, 0.99, default=0.988, space="buy", optimize=False, load=True)
buy_33_rsi = DecimalParameter(24.0, 50.0, default=32.0, space="buy", decimals=1, optimize=False, load=True)
buy_33_cti = DecimalParameter(-0.99, -0.4, default=-0.9, space="buy", decimals=2, optimize=False, load=True)
buy_33_ewo = DecimalParameter(2.0, 14.0, default=6.5, space="buy", decimals=1, optimize=False, load=True)
buy_33_volume = DecimalParameter(0.6, 6.0, default=2.0, space="buy", decimals=1, optimize=False, load=True)
buy_34_ma_offset = DecimalParameter(0.90, 0.99, default=0.93, space="buy", optimize=False, load=True)
buy_34_dip = DecimalParameter(0.001, 0.02, default=0.005, space="buy", decimals=3, optimize=False, load=True)
buy_34_ewo = DecimalParameter(-24.0, -5.0, default=-6.0, space="buy", decimals=1, optimize=False, load=True)
buy_34_cti = DecimalParameter(-0.99, -0.4, default=-0.88, space="buy", decimals=2, optimize=False, load=True)
buy_34_volume = DecimalParameter(0.6, 6.0, default=2.0, space="buy", decimals=1, optimize=False, load=True)
# Sell
sell_condition_1_enable = CategoricalParameter(
[True, False], default=True, space="sell", optimize=False, load=True
)
sell_condition_2_enable = CategoricalParameter(
[True, False], default=True, space="sell", optimize=False, load=True
)
sell_condition_3_enable = CategoricalParameter(
[True, False], default=True, space="sell", optimize=False, load=True
)
sell_condition_4_enable = CategoricalParameter(
[True, False], default=True, space="sell", optimize=False, load=True
)
sell_condition_5_enable = CategoricalParameter(
[True, False], default=True, space="sell", optimize=False, load=True
)
sell_condition_6_enable = CategoricalParameter(
[True, False], default=True, space="sell", optimize=False, load=True
)
sell_condition_7_enable = CategoricalParameter(
[True, False], default=True, space="sell", optimize=False, load=True
)
sell_condition_8_enable = CategoricalParameter(
[True, False], default=True, space="sell", optimize=False, load=True
)
# 48h for pump sell checks
sell_pump_threshold_48_1 = DecimalParameter(
0.5, 1.2, default=0.9, space="sell", decimals=2, optimize=False, load=True
)
sell_pump_threshold_48_2 = DecimalParameter(
0.4, 0.9, default=0.7, space="sell", decimals=2, optimize=False, load=True
)
sell_pump_threshold_48_3 = DecimalParameter(
0.3, 0.7, default=0.5, space="sell", decimals=2, optimize=False, load=True
)
# 36h for pump sell checks
sell_pump_threshold_36_1 = DecimalParameter(
0.5, 0.9, default=0.72, space="sell", decimals=2, optimize=False, load=True
)
sell_pump_threshold_36_2 = DecimalParameter(
3.0, 6.0, default=4.0, space="sell", decimals=2, optimize=False, load=True
)
sell_pump_threshold_36_3 = DecimalParameter(
0.8, 1.6, default=1.0, space="sell", decimals=2, optimize=False, load=True
)
# 24h for pump sell checks
sell_pump_threshold_24_1 = DecimalParameter(
0.5, 0.9, default=0.68, space="sell", decimals=2, optimize=False, load=True
)
sell_pump_threshold_24_2 = DecimalParameter(
0.3, 0.6, default=0.62, space="sell", decimals=2, optimize=False, load=True
)
sell_pump_threshold_24_3 = DecimalParameter(
0.2, 0.5, default=0.88, space="sell", decimals=2, optimize=False, load=True
)
sell_rsi_bb_1 = DecimalParameter(60.0, 80.0, default=79.5, space="sell", decimals=1, optimize=False, load=True)
sell_rsi_bb_2 = DecimalParameter(72.0, 90.0, default=81, space="sell", decimals=1, optimize=False, load=True)
sell_rsi_main_3 = DecimalParameter(77.0, 90.0, default=82, space="sell", decimals=1, optimize=False, load=True)
sell_dual_rsi_rsi_4 = DecimalParameter(
72.0, 84.0, default=73.4, space="sell", decimals=1, optimize=False, load=True
)
sell_dual_rsi_rsi_1h_4 = DecimalParameter(
78.0, 92.0, default=79.6, space="sell", decimals=1, optimize=False, load=True
)
sell_ema_relative_5 = DecimalParameter(0.005, 0.05, default=0.024, space="sell", optimize=False, load=True)
sell_rsi_diff_5 = DecimalParameter(0.0, 20.0, default=4.4, space="sell", optimize=False, load=True)
sell_rsi_under_6 = DecimalParameter(72.0, 90.0, default=79.0, space="sell", decimals=1, optimize=False, load=True)
sell_rsi_1h_7 = DecimalParameter(80.0, 95.0, default=81.7, space="sell", decimals=1, optimize=False, load=True)
sell_bb_relative_8 = DecimalParameter(1.05, 1.3, default=1.1, space="sell", decimals=3, optimize=False, load=True)
# Profit over EMA200
sell_custom_profit_bull_0 = DecimalParameter(
0.01, 0.1, default=0.012, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bull_0 = DecimalParameter(
30.0, 40.0, default=34.0, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_profit_bull_1 = DecimalParameter(
0.01, 0.1, default=0.02, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bull_1 = DecimalParameter(
30.0, 50.0, default=35.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_profit_bull_2 = DecimalParameter(
0.01, 0.1, default=0.03, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bull_2 = DecimalParameter(
30.0, 50.0, default=36.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_profit_bull_3 = DecimalParameter(
0.01, 0.1, default=0.04, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bull_3 = DecimalParameter(
30.0, 50.0, default=37.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_profit_bull_4 = DecimalParameter(
0.01, 0.1, default=0.05, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bull_4 = DecimalParameter(
35.0, 50.0, default=42.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_profit_bull_5 = DecimalParameter(
0.01, 0.1, default=0.06, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bull_5 = DecimalParameter(
35.0, 50.0, default=49.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_profit_bull_6 = DecimalParameter(
0.01, 0.1, default=0.07, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bull_6 = DecimalParameter(
38.0, 55.0, default=50.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_profit_bull_7 = DecimalParameter(
0.01, 0.1, default=0.08, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bull_7 = DecimalParameter(
40.0, 58.0, default=54.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_profit_bull_8 = DecimalParameter(
0.06, 0.1, default=0.09, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bull_8 = DecimalParameter(
40.0, 50.0, default=50.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_profit_bull_9 = DecimalParameter(
0.05, 0.14, default=0.1, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bull_9 = DecimalParameter(
40.0, 60.0, default=46.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_profit_bull_10 = DecimalParameter(
0.1, 0.14, default=0.12, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bull_10 = DecimalParameter(
38.0, 50.0, default=42.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_profit_bull_11 = DecimalParameter(
0.16, 0.45, default=0.20, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bull_11 = DecimalParameter(
28.0, 40.0, default=30.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_profit_bear_0 = DecimalParameter(
0.01, 0.1, default=0.012, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bear_0 = DecimalParameter(
30.0, 40.0, default=34.0, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_profit_bear_1 = DecimalParameter(
0.01, 0.1, default=0.02, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bear_1 = DecimalParameter(
30.0, 50.0, default=35.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_profit_bear_2 = DecimalParameter(
0.01, 0.1, default=0.03, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bear_2 = DecimalParameter(
30.0, 50.0, default=37.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_profit_bear_3 = DecimalParameter(
0.01, 0.1, default=0.04, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bear_3 = DecimalParameter(
30.0, 50.0, default=44.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_profit_bear_4 = DecimalParameter(
0.01, 0.1, default=0.05, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bear_4 = DecimalParameter(
35.0, 50.0, default=48.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_profit_bear_5 = DecimalParameter(
0.01, 0.1, default=0.06, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bear_5 = DecimalParameter(
35.0, 50.0, default=50.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_rsi_over_bear_5 = DecimalParameter(
70.0, 85.0, default=78.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_profit_bear_6 = DecimalParameter(
0.01, 0.1, default=0.07, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bear_6 = DecimalParameter(
38.0, 55.0, default=52.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_rsi_over_bear_6 = DecimalParameter(
70.0, 85.0, default=78.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_profit_bear_7 = DecimalParameter(
0.01, 0.1, default=0.08, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bear_7 = DecimalParameter(
40.0, 58.0, default=54.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_rsi_over_bear_7 = DecimalParameter(
70.0, 85.0, default=80.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_profit_bear_8 = DecimalParameter(
0.06, 0.1, default=0.09, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bear_8 = DecimalParameter(
40.0, 50.0, default=52.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_rsi_over_bear_8 = DecimalParameter(
70.0, 85.0, default=82.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_profit_bear_9 = DecimalParameter(
0.05, 0.14, default=0.1, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bear_9 = DecimalParameter(
40.0, 60.0, default=50.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_profit_bear_10 = DecimalParameter(
0.1, 0.14, default=0.12, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bear_10 = DecimalParameter(
38.0, 50.0, default=42.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_profit_bear_11 = DecimalParameter(
0.16, 0.45, default=0.20, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_rsi_under_bear_11 = DecimalParameter(
28.0, 40.0, default=30.0, space="sell", decimals=2, optimize=False, load=True
)
# Profit under EMA200
sell_custom_under_profit_bull_0 = DecimalParameter(
0.01, 0.4, default=0.01, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bull_0 = DecimalParameter(
28.0, 40.0, default=38.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_profit_bull_1 = DecimalParameter(
0.01, 0.10, default=0.02, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bull_1 = DecimalParameter(
36.0, 60.0, default=54.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_profit_bull_2 = DecimalParameter(
0.01, 0.10, default=0.03, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bull_2 = DecimalParameter(
46.0, 66.0, default=55.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_profit_bull_3 = DecimalParameter(
0.01, 0.10, default=0.04, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bull_3 = DecimalParameter(
50.0, 68.0, default=56.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_profit_bull_4 = DecimalParameter(
0.02, 0.1, default=0.05, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bull_4 = DecimalParameter(
50.0, 68.0, default=57.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_profit_bull_5 = DecimalParameter(
0.02, 0.1, default=0.06, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bull_5 = DecimalParameter(
46.0, 62.0, default=58.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_profit_bull_6 = DecimalParameter(
0.03, 0.1, default=0.07, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bull_6 = DecimalParameter(
44.0, 60.0, default=48.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_profit_bull_7 = DecimalParameter(
0.04, 0.1, default=0.08, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bull_7 = DecimalParameter(
46.0, 60.0, default=44.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_profit_bull_8 = DecimalParameter(
0.06, 0.12, default=0.09, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bull_8 = DecimalParameter(
40.0, 58.0, default=42.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_profit_bull_9 = DecimalParameter(
0.08, 0.14, default=0.1, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bull_9 = DecimalParameter(
40.0, 60.0, default=38.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_profit_bull_10 = DecimalParameter(
0.1, 0.16, default=0.12, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bull_10 = DecimalParameter(
30.0, 50.0, default=34.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_profit_bull_11 = DecimalParameter(
0.16, 0.3, default=0.2, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bull_11 = DecimalParameter(
24.0, 40.0, default=30.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_profit_bear_0 = DecimalParameter(
0.01, 0.4, default=0.01, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bear_0 = DecimalParameter(
28.0, 40.0, default=38.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_profit_bear_1 = DecimalParameter(
0.01, 0.10, default=0.02, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bear_1 = DecimalParameter(
36.0, 60.0, default=59.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_profit_bear_2 = DecimalParameter(
0.01, 0.10, default=0.03, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bear_2 = DecimalParameter(
46.0, 66.0, default=60.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_profit_bear_3 = DecimalParameter(
0.01, 0.10, default=0.04, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bear_3 = DecimalParameter(
50.0, 68.0, default=61.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_profit_bear_4 = DecimalParameter(
0.02, 0.1, default=0.05, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bear_4 = DecimalParameter(
50.0, 68.0, default=60.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_profit_bear_5 = DecimalParameter(
0.02, 0.1, default=0.06, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bear_5 = DecimalParameter(
46.0, 62.0, default=58.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_rsi_over_bear_5 = DecimalParameter(
70.0, 85.0, default=78.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_under_profit_bear_6 = DecimalParameter(
0.03, 0.1, default=0.07, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bear_6 = DecimalParameter(
44.0, 60.0, default=50.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_rsi_over_bear_6 = DecimalParameter(
70.0, 85.0, default=78.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_under_profit_bear_7 = DecimalParameter(
0.04, 0.1, default=0.08, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bear_7 = DecimalParameter(
46.0, 60.0, default=46.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_rsi_over_bear_7 = DecimalParameter(
70.0, 85.0, default=80.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_under_profit_bear_8 = DecimalParameter(
0.06, 0.12, default=0.09, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bear_8 = DecimalParameter(
40.0, 58.0, default=42.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_rsi_over_bear_8 = DecimalParameter(
70.0, 85.0, default=82.0, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_under_profit_bear_9 = DecimalParameter(
0.08, 0.14, default=0.1, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bear_9 = DecimalParameter(
40.0, 60.0, default=36.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_profit_bear_10 = DecimalParameter(
0.1, 0.16, default=0.12, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bear_10 = DecimalParameter(
30.0, 50.0, default=34.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_under_profit_bear_11 = DecimalParameter(
0.16, 0.3, default=0.2, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_under_rsi_under_bear_11 = DecimalParameter(
24.0, 40.0, default=30.0, space="sell", decimals=1, optimize=False, load=True
)
# Profit targets for pumped pairs 48h 1
sell_custom_pump_profit_1_1 = DecimalParameter(
0.01, 0.03, default=0.01, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_rsi_1_1 = DecimalParameter(
26.0, 40.0, default=34.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_pump_profit_1_2 = DecimalParameter(
0.01, 0.6, default=0.02, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_rsi_1_2 = DecimalParameter(
36.0, 50.0, default=40.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_pump_profit_1_3 = DecimalParameter(
0.02, 0.10, default=0.04, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_rsi_1_3 = DecimalParameter(
38.0, 50.0, default=42.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_pump_profit_1_4 = DecimalParameter(
0.06, 0.12, default=0.1, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_rsi_1_4 = DecimalParameter(
36.0, 48.0, default=34.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_pump_profit_1_5 = DecimalParameter(
0.14, 0.24, default=0.2, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_rsi_1_5 = DecimalParameter(
20.0, 40.0, default=30.0, space="sell", decimals=1, optimize=False, load=True
)
# Profit targets for pumped pairs 36h 1
sell_custom_pump_profit_2_1 = DecimalParameter(
0.01, 0.03, default=0.01, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_rsi_2_1 = DecimalParameter(
26.0, 40.0, default=34.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_pump_profit_2_2 = DecimalParameter(
0.01, 0.6, default=0.02, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_rsi_2_2 = DecimalParameter(
36.0, 50.0, default=40.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_pump_profit_2_3 = DecimalParameter(
0.02, 0.10, default=0.04, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_rsi_2_3 = DecimalParameter(
38.0, 50.0, default=42.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_pump_profit_2_4 = DecimalParameter(
0.06, 0.12, default=0.1, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_rsi_2_4 = DecimalParameter(
36.0, 48.0, default=34.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_pump_profit_2_5 = DecimalParameter(
0.14, 0.24, default=0.2, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_rsi_2_5 = DecimalParameter(
20.0, 40.0, default=30.0, space="sell", decimals=1, optimize=False, load=True
)
# Profit targets for pumped pairs 24h 1
sell_custom_pump_profit_3_1 = DecimalParameter(
0.01, 0.03, default=0.01, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_rsi_3_1 = DecimalParameter(
26.0, 40.0, default=34.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_pump_profit_3_2 = DecimalParameter(
0.01, 0.6, default=0.02, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_rsi_3_2 = DecimalParameter(
34.0, 50.0, default=40.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_pump_profit_3_3 = DecimalParameter(
0.02, 0.10, default=0.04, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_rsi_3_3 = DecimalParameter(
38.0, 50.0, default=42.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_pump_profit_3_4 = DecimalParameter(
0.06, 0.12, default=0.1, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_rsi_3_4 = DecimalParameter(
36.0, 48.0, default=34.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_pump_profit_3_5 = DecimalParameter(
0.14, 0.24, default=0.2, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_rsi_3_5 = DecimalParameter(
20.0, 40.0, default=30.0, space="sell", decimals=1, optimize=False, load=True
)
# SMA descending
sell_custom_dec_profit_min_1 = DecimalParameter(
0.01, 0.10, default=0.05, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_dec_profit_max_1 = DecimalParameter(
0.06, 0.16, default=0.12, space="sell", decimals=3, optimize=False, load=True
)
# Under EMA100
sell_custom_dec_profit_min_2 = DecimalParameter(
0.05, 0.12, default=0.07, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_dec_profit_max_2 = DecimalParameter(
0.06, 0.2, default=0.16, space="sell", decimals=3, optimize=False, load=True
)
# Trail 1
sell_trail_profit_min_1 = DecimalParameter(
0.1, 0.2, default=0.03, space="sell", decimals=2, optimize=False, load=True
)
sell_trail_profit_max_1 = DecimalParameter(
0.4, 0.7, default=0.05, space="sell", decimals=2, optimize=False, load=True
)
sell_trail_down_1 = DecimalParameter(0.01, 0.08, default=0.05, space="sell", decimals=3, optimize=False, load=True)
sell_trail_rsi_min_1 = DecimalParameter(
16.0, 36.0, default=10.0, space="sell", decimals=1, optimize=False, load=True
)
sell_trail_rsi_max_1 = DecimalParameter(
30.0, 50.0, default=20.0, space="sell", decimals=1, optimize=False, load=True
)
# Trail 2
sell_trail_profit_min_2 = DecimalParameter(
0.08, 0.16, default=0.1, space="sell", decimals=3, optimize=False, load=True
)
sell_trail_profit_max_2 = DecimalParameter(
0.3, 0.5, default=0.4, space="sell", decimals=2, optimize=False, load=True
)
sell_trail_down_2 = DecimalParameter(0.02, 0.08, default=0.03, space="sell", decimals=3, optimize=False, load=True)
sell_trail_rsi_min_2 = DecimalParameter(
16.0, 36.0, default=20.0, space="sell", decimals=1, optimize=False, load=True
)
sell_trail_rsi_max_2 = DecimalParameter(
30.0, 50.0, default=50.0, space="sell", decimals=1, optimize=False, load=True
)
# Trail 3
sell_trail_profit_min_3 = DecimalParameter(
0.01, 0.12, default=0.06, space="sell", decimals=3, optimize=False, load=True
)
sell_trail_profit_max_3 = DecimalParameter(
0.1, 0.3, default=0.2, space="sell", decimals=2, optimize=False, load=True
)
sell_trail_down_3 = DecimalParameter(0.01, 0.06, default=0.05, space="sell", decimals=3, optimize=False, load=True)
# Trail 4
sell_trail_profit_min_4 = DecimalParameter(
0.01, 0.12, default=0.03, space="sell", decimals=3, optimize=False, load=True
)
sell_trail_profit_max_4 = DecimalParameter(
0.02, 0.1, default=0.06, space="sell", decimals=2, optimize=False, load=True
)
sell_trail_down_4 = DecimalParameter(0.01, 0.06, default=0.02, space="sell", decimals=3, optimize=False, load=True)
# Under & near EMA200, accept profit
sell_custom_profit_under_profit_min_1 = DecimalParameter(
0.0, 0.01, default=0.0, space="sell", optimize=False, load=True
)
sell_custom_profit_under_profit_max_1 = DecimalParameter(
0.0, 0.05, default=0.02, space="sell", optimize=False, load=True
)
sell_custom_profit_under_rel_1 = DecimalParameter(
0.01, 0.04, default=0.024, space="sell", optimize=False, load=True
)
sell_custom_profit_under_rsi_diff_1 = DecimalParameter(
0.0, 20.0, default=4.4, space="sell", optimize=False, load=True
)
sell_custom_profit_under_profit_2 = DecimalParameter(
0.0, 0.05, default=0.03, space="sell", optimize=False, load=True
)
sell_custom_profit_under_rel_2 = DecimalParameter(
0.01, 0.04, default=0.024, space="sell", optimize=False, load=True
)
sell_custom_profit_under_rsi_diff_2 = DecimalParameter(
0.0, 20.0, default=4.4, space="sell", optimize=False, load=True
)
# Under & near EMA200, take the loss
sell_custom_stoploss_under_rel_1 = DecimalParameter(
0.001, 0.02, default=0.002, space="sell", optimize=False, load=True
)
sell_custom_stoploss_under_rsi_diff_1 = DecimalParameter(
0.0, 20.0, default=10.0, space="sell", optimize=False, load=True
)
# Long duration/recover stoploss 1
sell_custom_stoploss_long_profit_min_1 = DecimalParameter(
-0.1, -0.02, default=-0.08, space="sell", optimize=False, load=True
)
sell_custom_stoploss_long_profit_max_1 = DecimalParameter(
-0.06, -0.01, default=-0.04, space="sell", optimize=False, load=True
)
sell_custom_stoploss_long_recover_1 = DecimalParameter(
0.05, 0.15, default=0.14, space="sell", optimize=False, load=True
)
sell_custom_stoploss_long_rsi_diff_1 = DecimalParameter(
0.0, 20.0, default=4.0, space="sell", optimize=False, load=True
)
# Long duration/recover stoploss 2
sell_custom_stoploss_long_recover_2 = DecimalParameter(
0.03, 0.15, default=0.06, space="sell", optimize=False, load=True
)
sell_custom_stoploss_long_rsi_diff_2 = DecimalParameter(
30.0, 50.0, default=40.0, space="sell", optimize=False, load=True
)
# Pumped, descending SMA
sell_custom_pump_dec_profit_min_1 = DecimalParameter(
0.001, 0.04, default=0.005, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_dec_profit_max_1 = DecimalParameter(
0.03, 0.08, default=0.05, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_dec_profit_min_2 = DecimalParameter(
0.01, 0.08, default=0.04, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_dec_profit_max_2 = DecimalParameter(
0.04, 0.1, default=0.06, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_dec_profit_min_3 = DecimalParameter(
0.02, 0.1, default=0.06, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_dec_profit_max_3 = DecimalParameter(
0.06, 0.12, default=0.09, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_dec_profit_min_4 = DecimalParameter(
0.01, 0.05, default=0.02, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_dec_profit_max_4 = DecimalParameter(
0.02, 0.1, default=0.04, space="sell", decimals=3, optimize=False, load=True
)
# Pumped 48h 1, under EMA200
sell_custom_pump_under_profit_min_1 = DecimalParameter(
0.02, 0.06, default=0.04, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_under_profit_max_1 = DecimalParameter(
0.04, 0.1, default=0.09, space="sell", decimals=3, optimize=False, load=True
)
# Pumped trail 1
sell_custom_pump_trail_profit_min_1 = DecimalParameter(
0.01, 0.12, default=0.05, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_trail_profit_max_1 = DecimalParameter(
0.06, 0.16, default=0.07, space="sell", decimals=2, optimize=False, load=True
)
sell_custom_pump_trail_down_1 = DecimalParameter(
0.01, 0.06, default=0.05, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_pump_trail_rsi_min_1 = DecimalParameter(
16.0, 36.0, default=20.0, space="sell", decimals=1, optimize=False, load=True
)
sell_custom_pump_trail_rsi_max_1 = DecimalParameter(
30.0, 50.0, default=70.0, space="sell", decimals=1, optimize=False, load=True
)
# Stoploss, pumped, 48h 1
sell_custom_stoploss_pump_max_profit_1 = DecimalParameter(
0.01, 0.04, default=0.01, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_stoploss_pump_min_1 = DecimalParameter(
-0.1, -0.01, default=-0.02, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_stoploss_pump_max_1 = DecimalParameter(
-0.1, -0.01, default=-0.01, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_stoploss_pump_ma_offset_1 = DecimalParameter(
0.7, 0.99, default=0.94, space="sell", decimals=2, optimize=False, load=True
)
# Stoploss, pumped, 48h 1
sell_custom_stoploss_pump_max_profit_2 = DecimalParameter(
0.01, 0.04, default=0.025, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_stoploss_pump_loss_2 = DecimalParameter(
-0.1, -0.01, default=-0.05, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_stoploss_pump_ma_offset_2 = DecimalParameter(
0.7, 0.99, default=0.92, space="sell", decimals=2, optimize=False, load=True
)
# Stoploss, pumped, 36h 3
sell_custom_stoploss_pump_max_profit_3 = DecimalParameter(
0.01, 0.04, default=0.008, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_stoploss_pump_loss_3 = DecimalParameter(
-0.16, -0.06, default=-0.12, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_stoploss_pump_ma_offset_3 = DecimalParameter(
0.7, 0.99, default=0.88, space="sell", decimals=2, optimize=False, load=True
)
# Recover
sell_custom_recover_profit_1 = DecimalParameter(
0.01, 0.06, default=0.06, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_recover_min_loss_1 = DecimalParameter(
0.06, 0.16, default=0.12, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_recover_profit_min_2 = DecimalParameter(
0.01, 0.04, default=0.01, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_recover_profit_max_2 = DecimalParameter(
0.02, 0.08, default=0.05, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_recover_min_loss_2 = DecimalParameter(
0.04, 0.16, default=0.06, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_recover_rsi_2 = DecimalParameter(
32.0, 52.0, default=46.0, space="sell", decimals=1, optimize=False, load=True
)
# Profit for long duration trades
sell_custom_long_profit_min_1 = DecimalParameter(
0.01, 0.04, default=0.03, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_long_profit_max_1 = DecimalParameter(
0.02, 0.08, default=0.04, space="sell", decimals=3, optimize=False, load=True
)
sell_custom_long_duration_min_1 = IntParameter(700, 2000, default=900, space="sell", optimize=False, load=True)
#############################################################
hold_trade_ids = None
@staticmethod
def get_hold_trades_config_file():
strat_file_path = pathlib.Path(__file__)
hold_trades_config_file_resolve = strat_file_path.resolve().parent / "hold-trades.json"
if hold_trades_config_file_resolve.is_file():
return hold_trades_config_file_resolve
# The resolved path does not exist, is it a symlink?
hold_trades_config_file_absolute = strat_file_path.absolute().parent / "hold-trades.json"
if hold_trades_config_file_absolute.is_file():
return hold_trades_config_file_absolute
if hold_trades_config_file_resolve != hold_trades_config_file_absolute:
looked_in = f"'{hold_trades_config_file_resolve}' and '{hold_trades_config_file_absolute}'"
else:
looked_in = f"'{hold_trades_config_file_resolve}'"
log.warning("The 'hold-trades.json' file was not found. Looked in %s. HOLD support disabled.", looked_in)
def load_hold_trades_config(self):
if self.hold_trade_ids is not None:
# Already loaded
return
# Default Values
self.hold_trade_ids = {}
# Update values from config file, if it exists
hold_trades_config_file = NostalgiaForInfinityNext_ChangeToTower_V6.get_hold_trades_config_file()
if not hold_trades_config_file:
return
with hold_trades_config_file.open("r") as f:
trade_ids = None
hold_trades_config = None
try:
hold_trades_config = json_load(f)
except rapidjson.JSONDecodeError as exc:
log.error("Failed to load JSON from %s: %s", hold_trades_config_file, exc)
else:
trade_ids = hold_trades_config.get("trade_ids")
if not trade_ids:
return
open_trades = {trade.id: trade for trade in Trade.get_trades_proxy(is_open=True)}
if isinstance(trade_ids, dict):
# New syntax
for trade_id, profit_ratio in trade_ids.items():
try:
trade_id = int(trade_id)
except ValueError:
log.error(
"The trade_id(%s) defined under 'trade_ids' in %s is not an integer",
trade_id,
hold_trades_config_file,
)
continue
if not isinstance(profit_ratio, float):
log.error(
"The 'profit_ratio' config value(%s) for trade_id %s in %s is not a float",
profit_ratio,
trade_id,
hold_trades_config_file,
)
if trade_id in open_trades:
formatted_profit_ratio = "{}%".format(profit_ratio * 100)
log.warning(
"The trade %s is configured to HOLD until the profit ratio of %s is met",
open_trades[trade_id],
formatted_profit_ratio,
)
self.hold_trade_ids[trade_id] = profit_ratio
else:
log.warning(
"The trade_id(%s) is no longer open. Please remove it from 'trade_ids' in %s",
trade_id,
hold_trades_config_file,
)
else:
# Initial Syntax
profit_ratio = hold_trades_config.get("profit_ratio")
if profit_ratio:
if not isinstance(profit_ratio, float):
log.error(
"The 'profit_ratio' config value(%s) in %s is not a float",
profit_ratio,
hold_trades_config_file,
)
else:
profit_ratio = 0.005
formatted_profit_ratio = "{}%".format(profit_ratio * 100)
for trade_id in trade_ids:
if not isinstance(trade_id, int):
log.error(
"The trade_id(%s) defined under 'trade_ids' in %s is not an integer",
trade_id,
hold_trades_config_file,
)
continue
if trade_id in open_trades:
log.warning(
"The trade %s is configured to HOLD until the profit ratio of %s is met",
open_trades[trade_id],
formatted_profit_ratio,
)
self.hold_trade_ids[trade_id] = profit_ratio
else:
log.warning(
"The trade_id(%s) is no longer open. Please remove it from 'trade_ids' in %s",
trade_id,
hold_trades_config_file,
)
def bot_loop_start(self, **kwargs) -> None:
"""
Called at the start of the bot iteration (one loop).
Might be used to perform pair-independent tasks
(e.g. gather some remote resource for comparison)
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
"""
if self.config["runmode"].value in ("live", "dry_run"):
self.load_hold_trades_config()
return super().bot_loop_start(**kwargs)
def get_ticker_indicator(self):
return int(self.timeframe[:-1])
def sell_over_main(self, current_profit: float, last_candle) -> tuple:
if last_candle["close"] > last_candle["ema_200"]:
if last_candle["moderi_96"]:
if current_profit >= self.sell_custom_profit_bull_11.value:
if last_candle["rsi_14"] < self.sell_custom_rsi_under_bull_11.value:
return True, "signal_profit_o_bull_11"
elif self.sell_custom_profit_bull_11.value > current_profit >= self.sell_custom_profit_bull_10.value:
if last_candle["rsi_14"] < self.sell_custom_rsi_under_bull_10.value:
return True, "signal_profit_o_bull_10"
elif self.sell_custom_profit_bull_10.value > current_profit >= self.sell_custom_profit_bull_9.value:
if last_candle["rsi_14"] < self.sell_custom_rsi_under_bull_9.value:
return True, "signal_profit_o_bull_9"
elif self.sell_custom_profit_bull_9.value > current_profit >= self.sell_custom_profit_bull_8.value:
if last_candle["rsi_14"] < self.sell_custom_rsi_under_bull_8.value:
return True, "signal_profit_o_bull_8"
elif self.sell_custom_profit_bull_8.value > current_profit >= self.sell_custom_profit_bull_7.value:
if last_candle["rsi_14"] < self.sell_custom_rsi_under_bull_7.value:
return True, "signal_profit_o_bull_7"
elif self.sell_custom_profit_bull_7.value > current_profit >= self.sell_custom_profit_bull_6.value:
if (last_candle["rsi_14"] < self.sell_custom_rsi_under_bull_6.value) and (
last_candle["cmf"] < 0.0
):
return True, "signal_profit_o_bull_6"
elif self.sell_custom_profit_bull_6.value > current_profit >= self.sell_custom_profit_bull_5.value:
if (last_candle["rsi_14"] < self.sell_custom_rsi_under_bull_5.value) and (
last_candle["cmf"] < 0.0
):
return True, "signal_profit_o_bull_5"
elif self.sell_custom_profit_bull_5.value > current_profit >= self.sell_custom_profit_bull_4.value:
if (last_candle["rsi_14"] < self.sell_custom_rsi_under_bull_4.value) and (
last_candle["cmf"] < 0.0
):
return True, "signal_profit_o_bull_4"
elif self.sell_custom_profit_bull_4.value > current_profit >= self.sell_custom_profit_bull_3.value:
if (last_candle["rsi_14"] < self.sell_custom_rsi_under_bull_3.value) and (
last_candle["cmf"] < 0.0
):
return True, "signal_profit_o_bull_3"
elif self.sell_custom_profit_bull_3.value > current_profit >= self.sell_custom_profit_bull_2.value:
if (last_candle["rsi_14"] < self.sell_custom_rsi_under_bull_2.value) and (
last_candle["cmf"] < 0.0
):
return True, "signal_profit_o_bull_2"
elif self.sell_custom_profit_bull_2.value > current_profit >= self.sell_custom_profit_bull_1.value:
if (last_candle["rsi_14"] < self.sell_custom_rsi_under_bull_1.value) and (
last_candle["cmf"] < 0.0
):
return True, "signal_profit_o_bull_1"
elif self.sell_custom_profit_bull_1.value > current_profit >= self.sell_custom_profit_bull_0.value:
if (last_candle["rsi_14"] < self.sell_custom_rsi_under_bull_0.value) and (
last_candle["cmf"] < 0.0
):
return True, "signal_profit_o_bull_0"
else:
if current_profit >= self.sell_custom_profit_bear_11.value:
if last_candle["rsi_14"] < self.sell_custom_rsi_under_bear_11.value:
return True, "signal_profit_o_bear_11"
elif self.sell_custom_profit_bear_11.value > current_profit >= self.sell_custom_profit_bear_10.value:
if last_candle["rsi_14"] < self.sell_custom_rsi_under_bear_10.value:
return True, "signal_profit_o_bear_10"
elif self.sell_custom_profit_bear_10.value > current_profit >= self.sell_custom_profit_bear_9.value:
if last_candle["rsi_14"] < self.sell_custom_rsi_under_bear_9.value:
return True, "signal_profit_o_bear_9"
elif self.sell_custom_profit_bear_9.value > current_profit >= self.sell_custom_profit_bear_8.value:
if last_candle["rsi_14"] < self.sell_custom_rsi_under_bear_8.value:
return True, "signal_profit_o_bear_8_1"
elif last_candle["rsi_14"] > self.sell_custom_rsi_over_bear_8.value:
return True, "signal_profit_o_bear_8_2"
elif self.sell_custom_profit_bear_8.value > current_profit >= self.sell_custom_profit_bear_7.value:
if last_candle["rsi_14"] < self.sell_custom_rsi_under_bear_7.value:
return True, "signal_profit_o_bear_7_1"
elif last_candle["rsi_14"] > self.sell_custom_rsi_over_bear_7.value:
return True, "signal_profit_o_bear_7_2"
elif self.sell_custom_profit_bear_7.value > current_profit >= self.sell_custom_profit_bear_6.value:
if last_candle["rsi_14"] < self.sell_custom_rsi_under_bear_6.value:
return True, "signal_profit_o_bear_6_1"
elif last_candle["rsi_14"] > self.sell_custom_rsi_over_bear_6.value:
return True, "signal_profit_o_bear_6_2"
elif self.sell_custom_profit_bear_6.value > current_profit >= self.sell_custom_profit_bear_5.value:
if last_candle["rsi_14"] < self.sell_custom_rsi_under_bear_5.value:
return True, "signal_profit_o_bear_5_1"
elif last_candle["rsi_14"] > self.sell_custom_rsi_over_bear_5.value:
return True, "signal_profit_o_bear_5_2"
elif self.sell_custom_profit_bear_5.value > current_profit >= self.sell_custom_profit_bear_4.value:
if last_candle["rsi_14"] < self.sell_custom_rsi_under_bear_4.value:
return True, "signal_profit_o_bear_4"
elif self.sell_custom_profit_bear_4.value > current_profit >= self.sell_custom_profit_bear_3.value:
if (last_candle["rsi_14"] < self.sell_custom_rsi_under_bear_3.value) and (
last_candle["cmf"] < 0.0
):
return True, "signal_profit_o_bear_3"
elif self.sell_custom_profit_bear_3.value > current_profit >= self.sell_custom_profit_bear_2.value:
if (last_candle["rsi_14"] < self.sell_custom_rsi_under_bear_2.value) and (
last_candle["cmf"] < 0.0
):
return True, "signal_profit_o_bear_2"
elif self.sell_custom_profit_bear_2.value > current_profit >= self.sell_custom_profit_bear_1.value:
if (last_candle["rsi_14"] < self.sell_custom_rsi_under_bear_1.value) and (
last_candle["cmf"] < 0.0
):
return True, "signal_profit_o_bear_1"
elif self.sell_custom_profit_bear_1.value > current_profit >= self.sell_custom_profit_bear_0.value:
if (last_candle["rsi_14"] < self.sell_custom_rsi_under_bear_0.value) and (
last_candle["cmf"] < 0.0
):
return True, "signal_profit_o_bear_0"
return False, None
def sell_under_main(self, current_profit: float, last_candle) -> tuple:
if last_candle["close"] < last_candle["ema_200"]:
if last_candle["moderi_96"]:
if current_profit >= self.sell_custom_under_profit_bull_11.value:
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bull_11.value:
return True, "signal_profit_u_bull_11"
elif (
self.sell_custom_under_profit_bull_11.value
> current_profit
>= self.sell_custom_under_profit_bull_10.value
):
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bull_10.value:
return True, "signal_profit_u_bull_10"
elif (
self.sell_custom_under_profit_bull_10.value
> current_profit
>= self.sell_custom_under_profit_bull_9.value
):
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bull_9.value:
return True, "signal_profit_u_bull_9"
elif (
self.sell_custom_under_profit_bull_9.value
> current_profit
>= self.sell_custom_under_profit_bull_8.value
):
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bull_8.value:
return True, "signal_profit_u_bull_8"
elif (
self.sell_custom_under_profit_bull_8.value
> current_profit
>= self.sell_custom_under_profit_bull_7.value
):
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bull_7.value:
return True, "signal_profit_u_bull_7"
elif (
self.sell_custom_under_profit_bull_7.value
> current_profit
>= self.sell_custom_under_profit_bull_6.value
):
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bull_6.value:
return True, "signal_profit_u_bull_6"
elif (
self.sell_custom_under_profit_bull_6.value
> current_profit
>= self.sell_custom_under_profit_bull_5.value
):
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bull_5.value:
return True, "signal_profit_u_bull_5"
elif (
self.sell_custom_under_profit_bull_5.value
> current_profit
>= self.sell_custom_under_profit_bull_4.value
):
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bull_4.value:
return True, "signal_profit_u_bull_4"
elif (
self.sell_custom_under_profit_bull_4.value
> current_profit
>= self.sell_custom_under_profit_bull_3.value
):
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bull_3.value:
return True, "signal_profit_u_bull_3"
elif (
self.sell_custom_under_profit_bull_3.value
> current_profit
>= self.sell_custom_under_profit_bull_2.value
):
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bull_2.value:
return True, "signal_profit_u_bull_2"
elif (
self.sell_custom_under_profit_bull_2.value
> current_profit
>= self.sell_custom_under_profit_bull_1.value
):
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bull_1.value:
return True, "signal_profit_u_bull_1"
elif (
self.sell_custom_under_profit_bull_1.value
> current_profit
>= self.sell_custom_under_profit_bull_0.value
):
if (last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bull_0.value) and (
last_candle["cmf"] < 0.0
):
return True, "signal_profit_u_bull_0"
else:
if current_profit >= self.sell_custom_under_profit_bear_11.value:
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bear_11.value:
return True, "signal_profit_u_bear_11"
elif (
self.sell_custom_under_profit_bear_11.value
> current_profit
>= self.sell_custom_under_profit_bear_10.value
):
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bear_10.value:
return True, "signal_profit_u_bear_10"
elif (
self.sell_custom_under_profit_bear_10.value
> current_profit
>= self.sell_custom_under_profit_bear_9.value
):
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bear_9.value:
return True, "signal_profit_u_bear_9"
elif (
self.sell_custom_under_profit_bear_9.value
> current_profit
>= self.sell_custom_under_profit_bear_8.value
):
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bear_8.value:
return True, "signal_profit_u_bear_8_1"
elif last_candle["rsi_14"] > self.sell_custom_under_rsi_over_bear_8.value:
return True, "signal_profit_u_bear_8_2"
elif (
self.sell_custom_under_profit_bear_8.value
> current_profit
>= self.sell_custom_under_profit_bear_7.value
):
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bear_7.value:
return True, "signal_profit_u_bear_7_1"
elif last_candle["rsi_14"] > self.sell_custom_under_rsi_over_bear_7.value:
return True, "signal_profit_u_bear_7_2"
elif (
self.sell_custom_under_profit_bear_7.value
> current_profit
>= self.sell_custom_under_profit_bear_6.value
):
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bear_6.value:
return True, "signal_profit_u_bear_6_1"
elif last_candle["rsi_14"] > self.sell_custom_under_rsi_over_bear_6.value:
return True, "signal_profit_u_bear_6_2"
elif (
self.sell_custom_under_profit_bear_6.value
> current_profit
>= self.sell_custom_under_profit_bear_5.value
):
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bear_5.value:
return True, "signal_profit_u_bear_5_1"
elif last_candle["rsi_14"] > self.sell_custom_under_rsi_over_bear_5.value:
return True, "signal_profit_u_bear_5_2"
elif (
self.sell_custom_under_profit_bear_5.value
> current_profit
>= self.sell_custom_under_profit_bear_4.value
):
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bear_4.value:
return True, "signal_profit_u_bear_4"
elif (
self.sell_custom_under_profit_bear_4.value
> current_profit
>= self.sell_custom_under_profit_bear_3.value
):
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bear_3.value:
return True, "signal_profit_u_bear_3"
elif (
self.sell_custom_under_profit_bear_3.value
> current_profit
>= self.sell_custom_under_profit_bear_2.value
):
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bear_2.value:
return True, "signal_profit_u_bear_2"
elif (
self.sell_custom_under_profit_bear_2.value
> current_profit
>= self.sell_custom_under_profit_bear_1.value
):
if last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bear_1.value:
return True, "signal_profit_u_bear_1"
elif (
self.sell_custom_under_profit_bear_1.value
> current_profit
>= self.sell_custom_under_profit_bear_0.value
):
if (last_candle["rsi_14"] < self.sell_custom_under_rsi_under_bear_0.value) and (
last_candle["cmf"] < 0.0
):
return True, "signal_profit_u_bear_0"
return False, None
def sell_pump_main(self, current_profit: float, last_candle) -> tuple:
if last_candle["sell_pump_48_1_1h"]:
if current_profit >= self.sell_custom_pump_profit_1_5.value:
if last_candle["rsi_14"] < self.sell_custom_pump_rsi_1_5.value:
return True, "signal_profit_p_1_5"
elif self.sell_custom_pump_profit_1_5.value > current_profit >= self.sell_custom_pump_profit_1_4.value:
if last_candle["rsi_14"] < self.sell_custom_pump_rsi_1_4.value:
return True, "signal_profit_p_1_4"
elif self.sell_custom_pump_profit_1_4.value > current_profit >= self.sell_custom_pump_profit_1_3.value:
if last_candle["rsi_14"] < self.sell_custom_pump_rsi_1_3.value:
return True, "signal_profit_p_1_3"
elif self.sell_custom_pump_profit_1_3.value > current_profit >= self.sell_custom_pump_profit_1_2.value:
if last_candle["rsi_14"] < self.sell_custom_pump_rsi_1_2.value:
return True, "signal_profit_p_1_2"
elif self.sell_custom_pump_profit_1_2.value > current_profit >= self.sell_custom_pump_profit_1_1.value:
if last_candle["rsi_14"] < self.sell_custom_pump_rsi_1_1.value:
return True, "signal_profit_p_1_1"
elif last_candle["sell_pump_36_1_1h"]:
if current_profit >= self.sell_custom_pump_profit_2_5.value:
if last_candle["rsi_14"] < self.sell_custom_pump_rsi_2_5.value:
return True, "signal_profit_p_2_5"
elif self.sell_custom_pump_profit_2_5.value > current_profit >= self.sell_custom_pump_profit_2_4.value:
if last_candle["rsi_14"] < self.sell_custom_pump_rsi_2_4.value:
return True, "signal_profit_p_2_4"
elif self.sell_custom_pump_profit_2_4.value > current_profit >= self.sell_custom_pump_profit_2_3.value:
if last_candle["rsi_14"] < self.sell_custom_pump_rsi_2_3.value:
return True, "signal_profit_p_2_3"
elif self.sell_custom_pump_profit_2_3.value > current_profit >= self.sell_custom_pump_profit_2_2.value:
if last_candle["rsi_14"] < self.sell_custom_pump_rsi_2_2.value:
return True, "signal_profit_p_2_2"
elif self.sell_custom_pump_profit_2_2.value > current_profit >= self.sell_custom_pump_profit_2_1.value:
if last_candle["rsi_14"] < self.sell_custom_pump_rsi_2_1.value:
return True, "signal_profit_p_2_1"
elif last_candle["sell_pump_24_1_1h"]:
if current_profit >= self.sell_custom_pump_profit_3_5.value:
if last_candle["rsi_14"] < self.sell_custom_pump_rsi_3_5.value:
return True, "signal_profit_p_3_5"
elif self.sell_custom_pump_profit_3_5.value > current_profit >= self.sell_custom_pump_profit_3_4.value:
if last_candle["rsi_14"] < self.sell_custom_pump_rsi_3_4.value:
return True, "signal_profit_p_3_4"
elif self.sell_custom_pump_profit_3_4.value > current_profit >= self.sell_custom_pump_profit_3_3.value:
if last_candle["rsi_14"] < self.sell_custom_pump_rsi_3_3.value:
return True, "signal_profit_p_3_3"
elif self.sell_custom_pump_profit_3_3.value > current_profit >= self.sell_custom_pump_profit_3_2.value:
if last_candle["rsi_14"] < self.sell_custom_pump_rsi_3_2.value:
return True, "signal_profit_p_3_2"
elif self.sell_custom_pump_profit_3_2.value > current_profit >= self.sell_custom_pump_profit_3_1.value:
if last_candle["rsi_14"] < self.sell_custom_pump_rsi_3_1.value:
return True, "signal_profit_p_3_1"
return False, None
def sell_dec_main(self, current_profit: float, last_candle) -> tuple:
if (self.sell_custom_dec_profit_max_1.value > current_profit >= self.sell_custom_dec_profit_min_1.value) and (
last_candle["sma_200_dec_20"]
):
return True, "signal_profit_d_1"
elif (
self.sell_custom_dec_profit_max_2.value > current_profit >= self.sell_custom_dec_profit_min_2.value
) and (last_candle["close"] < last_candle["ema_100"]):
return True, "signal_profit_d_2"
return False, None
def sell_trail_main(self, current_profit: float, last_candle, max_profit: float) -> tuple:
if (
(self.sell_trail_profit_max_1.value > current_profit >= self.sell_trail_profit_min_1.value)
and (self.sell_trail_rsi_min_1.value < last_candle["rsi_14"] < self.sell_trail_rsi_max_1.value)
and (max_profit > (current_profit + self.sell_trail_down_1.value))
and (last_candle["moderi_96"] == False)
):
return True, "signal_profit_t_1"
elif (
(self.sell_trail_profit_max_2.value > current_profit >= self.sell_trail_profit_min_2.value)
and (self.sell_trail_rsi_min_2.value < last_candle["rsi_14"] < self.sell_trail_rsi_max_2.value)
and (max_profit > (current_profit + self.sell_trail_down_2.value))
and (last_candle["ema_25"] < last_candle["ema_50"])
):
return True, "signal_profit_t_2"
elif (
(self.sell_trail_profit_max_3.value > current_profit >= self.sell_trail_profit_min_3.value)
and (max_profit > (current_profit + self.sell_trail_down_3.value))
and (last_candle["sma_200_dec_20_1h"])
):
return True, "signal_profit_t_3"
elif (
(self.sell_trail_profit_max_4.value > current_profit >= self.sell_trail_profit_min_4.value)
and (max_profit > (current_profit + self.sell_trail_down_4.value))
and (last_candle["sma_200_dec_24"])
and (last_candle["cmf"] < 0.0)
):
return True, "signal_profit_t_4"
return False, None
def sell_duration_main(
self, current_profit: float, last_candle, trade: "Trade", current_time: "datetime"
) -> tuple:
# Pumped pair, short duration
if (
(last_candle["sell_pump_24_1_1h"])
and (0.2 > current_profit >= 0.07)
and (current_time - timedelta(minutes=30) < trade.open_date_utc)
):
return True, "signal_profit_p_s_1"
elif (
self.sell_custom_long_profit_min_1.value < current_profit < self.sell_custom_long_profit_max_1.value
) and (current_time - timedelta(minutes=self.sell_custom_long_duration_min_1.value) > trade.open_date_utc):
return True, "signal_profit_l_1"
return False, None
def sell_under_min(self, current_profit: float, last_candle) -> tuple:
if (last_candle["moderi_96"]) == False:
# Downtrend
if (
(
self.sell_custom_profit_under_profit_max_1.value
> current_profit
>= self.sell_custom_profit_under_profit_min_1.value
)
and (last_candle["close"] < last_candle["ema_200"])
and (
((last_candle["ema_200"] - last_candle["close"]) / last_candle["close"])
< self.sell_custom_profit_under_rel_1.value
)
and (last_candle["rsi_14"] > last_candle["rsi_14_1h"] + self.sell_custom_profit_under_rsi_diff_1.value)
):
return True, "signal_profit_u_e_1"
else:
# Uptrend
if (
(current_profit >= self.sell_custom_profit_under_profit_2.value)
and (last_candle["close"] < last_candle["ema_200"])
and (
((last_candle["ema_200"] - last_candle["close"]) / last_candle["close"])
< self.sell_custom_profit_under_rel_2.value
)
and (last_candle["rsi_14"] > last_candle["rsi_14_1h"] + self.sell_custom_profit_under_rsi_diff_2.value)
):
return True, "signal_profit_u_e_2"
return False, None
def sell_stoploss(self, current_profit: float, last_candle, previous_candle_1) -> tuple:
# ATR-based stoplosses: tightened moderately from original (-8/-12/-16/-20)
if -0.06 <= current_profit < -0.03:
if (last_candle["close"] < last_candle["atr_high_thresh_1"]) and (
previous_candle_1["close"] > previous_candle_1["atr_high_thresh_1"]
):
return True, "signal_stoploss_atr_1"
elif -0.10 <= current_profit < -0.06:
if (last_candle["close"] < last_candle["atr_high_thresh_2"]) and (
previous_candle_1["close"] > previous_candle_1["atr_high_thresh_2"]
):
return True, "signal_stoploss_atr_2"
elif -0.14 <= current_profit < -0.10:
if (last_candle["close"] < last_candle["atr_high_thresh_3"]) and (
previous_candle_1["close"] > previous_candle_1["atr_high_thresh_3"]
):
return True, "signal_stoploss_atr_3"
elif current_profit < -0.14:
if (last_candle["close"] < last_candle["atr_high_thresh_4"]) and (
previous_candle_1["close"] > previous_candle_1["atr_high_thresh_4"]
):
return True, "signal_stoploss_atr_4"
return False, None
def sell_pump_dec(self, current_profit: float, last_candle) -> tuple:
if (
(
self.sell_custom_pump_dec_profit_max_1.value
> current_profit
>= self.sell_custom_pump_dec_profit_min_1.value
)
and (last_candle["sell_pump_48_1_1h"])
and (last_candle["sma_200_dec_20"])
and (last_candle["close"] < last_candle["ema_200"])
):
return True, "signal_profit_p_d_1"
elif (
(
self.sell_custom_pump_dec_profit_max_2.value
> current_profit
>= self.sell_custom_pump_dec_profit_min_2.value
)
and (last_candle["sell_pump_48_2_1h"])
and (last_candle["sma_200_dec_20"])
and (last_candle["close"] < last_candle["ema_200"])
):
return True, "signal_profit_p_d_2"
elif (
(
self.sell_custom_pump_dec_profit_max_3.value
> current_profit
>= self.sell_custom_pump_dec_profit_min_3.value
)
and (last_candle["sell_pump_48_3_1h"])
and (last_candle["sma_200_dec_20"])
and (last_candle["close"] < last_candle["ema_200"])
):
return True, "signal_profit_p_d_3"
elif (
(
self.sell_custom_pump_dec_profit_max_4.value
> current_profit
>= self.sell_custom_pump_dec_profit_min_4.value
)
and (last_candle["sma_200_dec_20"])
and (last_candle["sell_pump_24_2_1h"])
):
return True, "signal_profit_p_d_4"
return False, None
def sell_pump_extra(self, current_profit: float, last_candle, max_profit: float) -> tuple:
# Pumped 48h 1, under EMA200
if (
(
self.sell_custom_pump_under_profit_max_1.value
> current_profit
>= self.sell_custom_pump_under_profit_min_1.value
)
and (last_candle["sell_pump_48_1_1h"])
and (last_candle["close"] < last_candle["ema_200"])
):
return True, "signal_profit_p_u_1"
# Pumped 36h 2, trail 1
elif (
(last_candle["sell_pump_36_2_1h"])
and (
self.sell_custom_pump_trail_profit_max_1.value
> current_profit
>= self.sell_custom_pump_trail_profit_min_1.value
)
and (
self.sell_custom_pump_trail_rsi_min_1.value
< last_candle["rsi_14"]
< self.sell_custom_pump_trail_rsi_max_1.value
)
and (max_profit > (current_profit + self.sell_custom_pump_trail_down_1.value))
):
return True, "signal_profit_p_t_1"
return False, None
def sell_recover(self, current_profit: float, last_candle, max_loss: float) -> tuple:
if (max_loss > self.sell_custom_recover_min_loss_1.value) and (
current_profit >= self.sell_custom_recover_profit_1.value
):
return True, "signal_profit_r_1"
elif (
(max_loss > self.sell_custom_recover_min_loss_2.value)
and (
self.sell_custom_recover_profit_max_2.value
> current_profit
>= self.sell_custom_recover_profit_min_2.value
)
and (last_candle["rsi_14"] < self.sell_custom_recover_rsi_2.value)
and (last_candle["ema_25"] < last_candle["ema_50"])
):
return True, "signal_profit_r_2"
return False, None
def sell_r_1(self, current_profit: float, last_candle) -> tuple:
if 0.02 > current_profit >= 0.012:
if last_candle["r_480"] > -0.1:
return True, "signal_profit_w_1_1"
elif 0.03 > current_profit >= 0.02:
if last_candle["r_480"] > -0.2:
return True, "signal_profit_w_1_2"
elif 0.04 > current_profit >= 0.03:
if last_candle["r_480"] > -0.4:
return True, "signal_profit_w_1_3"
elif 0.05 > current_profit >= 0.04:
if last_candle["r_480"] > -0.6:
return True, "signal_profit_w_1_4"
elif 0.06 > current_profit >= 0.05:
if last_candle["r_480"] > -0.8:
return True, "signal_profit_w_1_5"
elif 0.07 > current_profit >= 0.06:
if last_candle["r_480"] > -1.0:
return True, "signal_profit_w_1_6"
elif 0.08 > current_profit >= 0.07:
if last_candle["r_480"] > -1.2:
return True, "signal_profit_w_1_7"
elif 0.09 > current_profit >= 0.08:
if last_candle["r_480"] > -1.4:
return True, "signal_profit_w_1_8"
elif 0.1 > current_profit >= 0.09:
if last_candle["r_480"] > -1.6:
return True, "signal_profit_w_1_9"
elif 0.12 > current_profit >= 0.1:
if (last_candle["r_480"] > -2.5) and (last_candle["rsi_14"] > 72.0):
return True, "signal_profit_w_1_10"
elif 0.2 > current_profit >= 0.12:
if (last_candle["r_480"] > -2.0) and (last_candle["rsi_14"] > 78.0):
return True, "signal_profit_w_1_11"
elif current_profit >= 0.2:
if (last_candle["r_480"] > -1.0) and (last_candle["rsi_14"] > 80.0):
return True, "signal_profit_w_1_12"
return False, None
def sell_r_2(self, current_profit: float, last_candle) -> tuple:
if 0.02 > current_profit >= 0.012:
if (
(last_candle["r_480"] > -2.0)
and (last_candle["rsi_14"] > 79.0)
and (last_candle["stochrsi_fastk_96"] > 99.0)
and (last_candle["stochrsi_fastd_96"] > 99.0)
):
return True, "signal_profit_w_2_1"
elif 0.03 > current_profit >= 0.02:
if (
(last_candle["r_480"] > -2.1)
and (last_candle["rsi_14"] > 79.0)
and (last_candle["stochrsi_fastk_96"] > 99.0)
and (last_candle["stochrsi_fastd_96"] > 99.0)
):
return True, "signal_profit_w_2_2"
elif 0.04 > current_profit >= 0.03:
if (
(last_candle["r_480"] > -2.2)
and (last_candle["rsi_14"] > 79.0)
and (last_candle["stochrsi_fastk_96"] > 99.0)
and (last_candle["stochrsi_fastd_96"] > 99.0)
):
return True, "signal_profit_w_2_3"
elif 0.05 > current_profit >= 0.04:
if (
(last_candle["r_480"] > -2.3)
and (last_candle["rsi_14"] > 79.0)
and (last_candle["stochrsi_fastk_96"] > 99.0)
and (last_candle["stochrsi_fastd_96"] > 99.0)
):
return True, "signal_profit_w_2_4"
elif 0.06 > current_profit >= 0.05:
if (
(last_candle["r_480"] > -2.4)
and (last_candle["rsi_14"] > 79.0)
and (last_candle["stochrsi_fastk_96"] > 99.0)
and (last_candle["stochrsi_fastd_96"] > 99.0)
):
return True, "signal_profit_w_2_5"
elif 0.07 > current_profit >= 0.06:
if (
(last_candle["r_480"] > -2.5)
and (last_candle["rsi_14"] > 79.0)
and (last_candle["stochrsi_fastk_96"] > 99.0)
and (last_candle["stochrsi_fastd_96"] > 99.0)
):
return True, "signal_profit_w_2_6"
elif 0.08 > current_profit >= 0.07:
if (
(last_candle["r_480"] > -3.0)
and (last_candle["rsi_14"] > 80.0)
and (last_candle["stochrsi_fastk_96"] > 99.0)
and (last_candle["stochrsi_fastd_96"] > 99.0)
):
return True, "signal_profit_w_2_7"
elif 0.09 > current_profit >= 0.08:
if (
(last_candle["r_480"] > -3.0)
and (last_candle["rsi_14"] > 80.5)
and (last_candle["stochrsi_fastk_96"] > 99.0)
and (last_candle["stochrsi_fastd_96"] > 99.0)
):
return True, "signal_profit_w_2_8"
elif 0.1 > current_profit >= 0.09:
if (
(last_candle["r_480"] > -2.8)
and (last_candle["rsi_14"] > 80.5)
and (last_candle["stochrsi_fastk_96"] > 99.0)
and (last_candle["stochrsi_fastd_96"] > 99.0)
):
return True, "signal_profit_w_2_9"
elif 0.12 > current_profit >= 0.1:
if (
(last_candle["r_480"] > -2.4)
and (last_candle["rsi_14"] > 80.5)
and (last_candle["stochrsi_fastk_96"] > 99.0)
and (last_candle["stochrsi_fastd_96"] > 99.0)
):
return True, "signal_profit_w_2_10"
elif 0.2 > current_profit >= 0.12:
if (
(last_candle["r_480"] > -2.2)
and (last_candle["rsi_14"] > 81.0)
and (last_candle["stochrsi_fastk_96"] > 99.0)
and (last_candle["stochrsi_fastd_96"] > 99.0)
):
return True, "signal_profit_w_2_11"
elif current_profit >= 0.2:
if (
(last_candle["r_480"] > -2.0)
and (last_candle["rsi_14"] > 81.5)
and (last_candle["stochrsi_fastk_96"] > 99.0)
and (last_candle["stochrsi_fastd_96"] > 99.0)
):
return True, "signal_profit_w_2_12"
return False, None
def sell_r_3(self, current_profit: float, last_candle) -> tuple:
if 0.02 > current_profit >= 0.012:
if (
(last_candle["r_480"] > -1.0)
and (last_candle["rsi_14"] > 74.0)
and (last_candle["stochrsi_fastk_96"] > 99.0)
and (last_candle["stochrsi_fastd_96"] > 99.0)
):
return True, "signal_profit_w_3_1"
elif 0.03 > current_profit >= 0.02:
if (
(last_candle["r_480"] > -1.5)
and (last_candle["rsi_14"] > 74.0)
and (last_candle["stochrsi_fastk_96"] > 99.0)
and (last_candle["stochrsi_fastd_96"] > 99.0)
):
return True, "signal_profit_w_3_2"
elif 0.04 > current_profit >= 0.03:
if (
(last_candle["r_480"] > -2.0)
and (last_candle["rsi_14"] > 74.0)
and (last_candle["stochrsi_fastk_96"] > 99.0)
and (last_candle["stochrsi_fastd_96"] > 99.0)
):
return True, "signal_profit_w_3_3"
elif 0.05 > current_profit >= 0.04:
if (
(last_candle["r_480"] > -3.0)
and (last_candle["rsi_14"] > 79.0)
and (last_candle["stochrsi_fastk_96"] > 99.0)
and (last_candle["stochrsi_fastd_96"] > 99.0)
):
return True, "signal_profit_w_3_4"
return False, None
def sell_r_4(self, current_profit: float, last_candle) -> tuple:
if 0.02 > current_profit >= 0.012:
if (last_candle["r_480"] > -1.0) and (last_candle["rsi_14"] > 68.0) and (last_candle["cti"] > 0.9):
return True, "signal_profit_w_4_1"
elif 0.03 > current_profit >= 0.02:
if (last_candle["r_480"] > -1.5) and (last_candle["rsi_14"] > 68.0) and (last_candle["cti"] > 0.9):
return True, "signal_profit_w_4_2"
elif 0.04 > current_profit >= 0.03:
if (last_candle["r_480"] > -2.0) and (last_candle["rsi_14"] > 68.0) and (last_candle["cti"] > 0.9):
return True, "signal_profit_w_4_3"
elif 0.05 > current_profit >= 0.04:
if (last_candle["r_480"] > -2.5) and (last_candle["rsi_14"] > 68.0) and (last_candle["cti"] > 0.9):
return True, "signal_profit_w_4_4"
elif 0.06 > current_profit >= 0.05:
if (last_candle["r_480"] > -3.0) and (last_candle["rsi_14"] > 68.0) and (last_candle["cti"] > 0.9):
return True, "signal_profit_w_4_5"
elif 0.07 > current_profit >= 0.06:
if (last_candle["r_480"] > -3.5) and (last_candle["rsi_14"] > 79.0) and (last_candle["cti"] > 0.9):
return True, "signal_profit_w_4_6"
elif 0.08 > current_profit >= 0.07:
if (last_candle["r_480"] > -4.0) and (last_candle["rsi_14"] > 79.0) and (last_candle["cti"] > 0.9):
return True, "signal_profit_w_4_7"
elif 0.09 > current_profit >= 0.08:
if (last_candle["r_480"] > -4.5) and (last_candle["rsi_14"] > 79.0) and (last_candle["cti"] > 0.9):
return True, "signal_profit_w_4_8"
elif 0.1 > current_profit >= 0.09:
if (last_candle["r_480"] > -3.0) and (last_candle["rsi_14"] > 79.0) and (last_candle["cti"] > 0.9):
return True, "signal_profit_w_4_9"
elif 0.12 > current_profit >= 0.1:
if (last_candle["r_480"] > -2.0) and (last_candle["rsi_14"] > 79.0) and (last_candle["cti"] > 0.9):
return True, "signal_profit_w_4_10"
elif 0.2 > current_profit >= 0.12:
if (last_candle["r_480"] > -2.0) and (last_candle["rsi_14"] > 80.0) and (last_candle["cti"] > 0.9):
return True, "signal_profit_w_4_11"
elif current_profit >= 0.2:
if (last_candle["r_480"] > -2.0) and (last_candle["rsi_14"] > 80.0) and (last_candle["cti"] > 0.9):
return True, "signal_profit_w_4_12"
return False, None
def sell_quick_mode(
self,
current_profit: float,
max_profit: float,
last_candle,
previous_candle_1,
trade: "Trade",
current_time: "datetime",
) -> tuple:
if (0.06 > current_profit > 0.02) and (last_candle["rsi_14"] > 79.0):
return True, "signal_profit_q_1"
if (0.06 > current_profit > 0.02) and (last_candle["cti"] > 0.9):
return True, "signal_profit_q_2"
if (last_candle["close"] < last_candle["atr_high_thresh_q"]) and (
previous_candle_1["close"] > previous_candle_1["atr_high_thresh_q"]
):
if current_profit > 0.0:
return True, "signal_profit_q_atr"
elif current_profit < -0.05:
return True, "signal_stoploss_q_atr"
if current_profit > 0.0:
if (last_candle["pm"] <= last_candle["pmax_thresh"]) and (
last_candle["close"] > last_candle["sma_21"] * 1.1
):
return True, "signal_profit_q_pmax_bull"
if (last_candle["pm"] > last_candle["pmax_thresh"]) and (
last_candle["close"] > last_candle["sma_21"] * 1.014
):
return True, "signal_profit_q_pmax_bear"
if (
(last_candle["zlema_4"] > last_candle["zlema_1"])
and (previous_candle_1["zlema_4"] < previous_candle_1["zlema_1"])
and (last_candle["cci"] > -100)
and (last_candle["hrsi"] > 70)
and (current_profit > 0)
):
return True, "signal_profit_zlema"
# if ((max_profit - current_profit) > 0.01) and (current_profit > 0.00):
# return True, 'quick_trailing'
return False, None
def sell_ichi(
self,
current_profit: float,
max_profit: float,
max_loss: float,
last_candle,
previous_candle_1,
trade: "Trade",
current_time: "datetime",
) -> tuple:
if (
(-0.03 < current_profit < 0.05)
and (current_time - timedelta(minutes=1440) > trade.open_date_utc)
and (last_candle["rsi_14"] > 75)
):
return True, "signal_ichi_underwater"
if (max_loss > 0.07) and (current_profit > 0.02):
return True, "signal_ichi_recover_0"
if (max_loss > 0.06) and (current_profit > 0.03):
return True, "signal_ichi_recover_1"
if (max_loss > 0.05) and (current_profit > 0.04):
return True, "signal_ichi_recover_2"
if (max_loss > 0.04) and (current_profit > 0.05):
return True, "signal_ichi_recover_3"
if (max_loss > 0.03) and (current_profit > 0.06):
return True, "signal_ichi_recover_4"
if (0.05 < current_profit < 0.1) and (current_time - timedelta(minutes=720) > trade.open_date_utc):
return True, "signal_ichi_slow_trade"
if (0.07 < current_profit < 0.1) and (max_profit - current_profit > 0.025) and (max_profit > 0.1):
return True, "signal_ichi_trailing"
if current_profit < -0.1:
return True, "signal_ichi_stoploss"
if (
(last_candle["zlema_4"] > last_candle["zlema_1"])
and (previous_candle_1["zlema_4"] < previous_candle_1["zlema_1"])
and (last_candle["cci"] > 100)
and (last_candle["hrsi"] > 85)
and (current_profit > 0)
):
return True, "signal_ichi_zlema"
return False, None
def custom_stoploss(
self,
pair: str,
trade: "Trade",
current_time: "datetime",
current_rate: float,
current_profit: float,
after_fill: bool,
**kwargs,
) -> float:
"""
Tiered custom stoploss to prevent catastrophic losses.
Tightens the stop progressively as losses deepen.
"""
# In profit: let trailing_stop settings handle it (don't conflict)
if current_profit > 0.04:
return -0.02 # Lock at least 2% once 4% is reached
elif current_profit > 0.0:
return -1 # Use default stoploss / trailing while building profit
elif current_profit > -0.04:
# Loss <4%: let default -0.07 handle it, allow recovery
return -1
elif current_profit > -0.06:
# Loss 4-6%: tighten slightly
return -0.06
else:
# Loss > 6%: near hard stop, let it trigger
return -0.05
def custom_exit(
self, pair: str, trade: "Trade", current_time: "datetime", current_rate: float, current_profit: float, **kwargs
):
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
last_candle = dataframe.iloc[-1]
previous_candle_1 = dataframe.iloc[-2]
previous_candle_2 = dataframe.iloc[-3]
previous_candle_3 = dataframe.iloc[-4]
previous_candle_4 = dataframe.iloc[-5]
previous_candle_5 = dataframe.iloc[-6]
# Time-based exit: only cut stale trades losing > 3% after 12 hours
if (current_profit < -0.03) and (current_time - timedelta(minutes=720) > trade.open_date_utc):
return "exit_stale_loss_12h"
buy_tag = "empty"
if hasattr(trade, "buy_tag") and trade.buy_tag is not None:
buy_tag = trade.buy_tag
else:
trade_open_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
buy_signal = dataframe.loc[dataframe["date"] < trade_open_date]
if not buy_signal.empty:
buy_signal_candle = buy_signal.iloc[-1]
buy_tag = buy_signal_candle["buy_tag"] if buy_signal_candle["buy_tag"] != "" else "empty"
buy_tags = buy_tag.split()
max_profit = (trade.max_rate - trade.open_rate) / trade.open_rate
max_loss = (trade.open_rate - trade.min_rate) / trade.min_rate
# Quick sell mode
if all(c in ["32", "33", "34", "35", "36", "37", "38", "40"] for c in buy_tags):
sell, signal_name = self.sell_quick_mode(
current_profit, max_profit, last_candle, previous_candle_1, trade, current_time
)
if sell and (signal_name is not None):
return signal_name + " ( " + buy_tag + ")"
# Ichi Trade management
if all(c in ["39"] for c in buy_tags):
sell, signal_name = self.sell_ichi(
current_profit, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time
)
if sell and (signal_name is not None):
return signal_name + " ( " + buy_tag + ")"
# Over EMA200, main profit targets
sell, signal_name = self.sell_over_main(current_profit, last_candle)
if sell and (signal_name is not None):
return signal_name + " ( " + buy_tag + ")"
# Under EMA200, main profit targets
sell, signal_name = self.sell_under_main(current_profit, last_candle)
if sell and (signal_name is not None):
return signal_name + " ( " + buy_tag + ")"
# The pair is pumped
sell, signal_name = self.sell_pump_main(current_profit, last_candle)
if sell and (signal_name is not None):
return signal_name + " ( " + buy_tag + ")"
# The pair is descending
sell, signal_name = self.sell_dec_main(current_profit, last_candle)
if sell and (signal_name is not None):
return signal_name + " ( " + buy_tag + ")"
# Trailing
sell, signal_name = self.sell_trail_main(current_profit, last_candle, max_profit)
if sell and (signal_name is not None):
return signal_name + " ( " + buy_tag + ")"
# Duration based
sell, signal_name = self.sell_duration_main(current_profit, last_candle, trade, current_time)
if sell and (signal_name is not None):
return signal_name + " ( " + buy_tag + ")"
# Under EMA200, exit with any profit
sell, signal_name = self.sell_under_min(current_profit, last_candle)
if sell and (signal_name is not None):
return signal_name + " ( " + buy_tag + ")"
# Stoplosses
sell, signal_name = self.sell_stoploss(current_profit, last_candle, previous_candle_1)
if sell and (signal_name is not None):
return signal_name + " ( " + buy_tag + ")"
# Pumped descending pairs
sell, signal_name = self.sell_pump_dec(current_profit, last_candle)
if sell and (signal_name is not None):
return signal_name + " ( " + buy_tag + ")"
# Extra sells for pumped pairs
sell, signal_name = self.sell_pump_extra(current_profit, last_candle, max_profit)
if sell and (signal_name is not None):
return signal_name + " ( " + buy_tag + ")"
# Extra sells for trades that recovered
sell, signal_name = self.sell_recover(current_profit, last_candle, max_loss)
if sell and (signal_name is not None):
return signal_name + " ( " + buy_tag + ")"
# Williams %R based sell 1
sell, signal_name = self.sell_r_1(current_profit, last_candle)
if sell and (signal_name is not None):
return signal_name + " ( " + buy_tag + ")"
# Williams %R based sell 2
sell, signal_name = self.sell_r_2(current_profit, last_candle)
if sell and (signal_name is not None):
return signal_name + " ( " + buy_tag + ")"
# Williams %R based sell 3
sell, signal_name = self.sell_r_3(current_profit, last_candle)
if sell and (signal_name is not None):
return signal_name + " ( " + buy_tag + ")"
# Williams %R based sell 4, plus CTI
sell, signal_name = self.sell_r_4(current_profit, last_candle)
if (sell) and (signal_name is not None):
return signal_name + " ( " + buy_tag + ")"
# Sell signal 1
if (
self.sell_condition_1_enable.value
and (last_candle["rsi_14"] > self.sell_rsi_bb_1.value)
and (last_candle["close"] > last_candle["bb20_2_upp"])
and (previous_candle_1["close"] > previous_candle_1["bb20_2_upp"])
and (previous_candle_2["close"] > previous_candle_2["bb20_2_upp"])
and (previous_candle_3["close"] > previous_candle_3["bb20_2_upp"])
and (previous_candle_4["close"] > previous_candle_4["bb20_2_upp"])
and (previous_candle_5["close"] > previous_candle_5["bb20_2_upp"])
):
if last_candle["close"] > last_candle["ema_200"]:
if current_profit > 0.0:
return "sell_signal_1_1_1" + " ( " + buy_tag + ")"
else:
if current_profit > 0.0:
return "sell_signal_1_2_1" + " ( " + buy_tag + ")"
elif max_loss > 0.25:
return "sell_signal_1_2_2" + " ( " + buy_tag + ")"
# Sell signal 2
elif (
(self.sell_condition_2_enable.value)
and (last_candle["rsi_14"] > self.sell_rsi_bb_2.value)
and (last_candle["close"] > last_candle["bb20_2_upp"])
and (previous_candle_1["close"] > previous_candle_1["bb20_2_upp"])
and (previous_candle_2["close"] > previous_candle_2["bb20_2_upp"])
):
if last_candle["close"] > last_candle["ema_200"]:
if current_profit > 0.0:
return "sell_signal_2_1_1" + " ( " + buy_tag + ")"
else:
if current_profit > 0.0:
return "sell_signal_2_2_1" + " ( " + buy_tag + ")"
elif max_loss > 0.25:
return "sell_signal_2_2_2" + " ( " + buy_tag + ")"
# Sell signal 4
elif (
self.sell_condition_4_enable.value
and (last_candle["rsi_14"] > self.sell_dual_rsi_rsi_4.value)
and (last_candle["rsi_14_1h"] > self.sell_dual_rsi_rsi_1h_4.value)
):
if last_candle["close"] > last_candle["ema_200"]:
if current_profit > 0.0:
return "sell_signal_4_1_1" + " ( " + buy_tag + ")"
else:
if current_profit > 0.0:
return "sell_signal_4_2_1" + " ( " + buy_tag + ")"
elif max_loss > 0.25:
return "sell_signal_4_2_2" + " ( " + buy_tag + ")"
# Sell signal 6
elif (
self.sell_condition_6_enable.value
and (last_candle["close"] < last_candle["ema_200"])
and (last_candle["close"] > last_candle["ema_50"])
and (last_candle["rsi_14"] > self.sell_rsi_under_6.value)
):
if current_profit > 0.0:
return "sell_signal_6_1" + " ( " + buy_tag + ")"
elif max_loss > 0.25:
return "sell_signal_6_2" + " ( " + buy_tag + ")"
# Sell signal 7
elif (
self.sell_condition_7_enable.value
and (last_candle["rsi_14_1h"] > self.sell_rsi_1h_7.value)
and (last_candle["crossed_below_ema_12_26"])
):
if last_candle["close"] > last_candle["ema_200"]:
if current_profit > 0.0:
return "sell_signal_7_1_1" + " ( " + buy_tag + ")"
else:
if current_profit > 0.0:
return "sell_signal_7_2_1" + " ( " + buy_tag + ")"
elif max_loss > 0.25:
return "sell_signal_7_2_2" + " ( " + buy_tag + ")"
# Sell signal 8
elif self.sell_condition_8_enable.value and (
last_candle["close"] > last_candle["bb20_2_upp_1h"] * self.sell_bb_relative_8.value
):
if last_candle["close"] > last_candle["ema_200"]:
if current_profit > 0.0:
return "sell_signal_8_1_1" + " ( " + buy_tag + ")"
else:
if current_profit > 0.0:
return "sell_signal_8_2_1" + " ( " + buy_tag + ")"
elif max_loss > 0.25:
return "sell_signal_8_2_2" + " ( " + buy_tag + ")"
return None
def range_percent_change(self, dataframe: DataFrame, method, length: int) -> float:
"""
Rolling Percentage Change Maximum across interval.
:param dataframe: DataFrame The original OHLC dataframe
:param method: High to Low / Open to Close
:param length: int The length to look back
"""
if method == "HL":
return (dataframe["high"].rolling(length).max() - dataframe["low"].rolling(length).min()) / dataframe[
"low"
].rolling(length).min()
elif method == "OC":
return (dataframe["open"].rolling(length).max() - dataframe["close"].rolling(length).min()) / dataframe[
"close"
].rolling(length).min()
else:
raise ValueError(f"Method {method} not defined!")
def top_percent_change(self, dataframe: DataFrame, length: int) -> float:
"""
Percentage change of the current close from the range maximum Open price
:param dataframe: DataFrame The original OHLC dataframe
:param length: int The length to look back
"""
if length == 0:
return (dataframe["open"] - dataframe["close"]) / dataframe["close"]
else:
return (dataframe["open"].rolling(length).max() - dataframe["close"]) / dataframe["close"]
def range_maxgap(self, dataframe: DataFrame, length: int) -> float:
"""
Maximum Price Gap across interval.
:param dataframe: DataFrame The original OHLC dataframe
:param length: int The length to look back
"""
return dataframe["open"].rolling(length).max() - dataframe["close"].rolling(length).min()
def range_maxgap_adjusted(self, dataframe: DataFrame, length: int, adjustment: float) -> float:
"""
Maximum Price Gap across interval adjusted.
:param dataframe: DataFrame The original OHLC dataframe
:param length: int The length to look back
:param adjustment: int The adjustment to be applied
"""
return self.range_maxgap(dataframe, length) / adjustment
def range_height(self, dataframe: DataFrame, length: int) -> float:
"""
Current close distance to range bottom.
:param dataframe: DataFrame The original OHLC dataframe
:param length: int The length to look back
"""
return dataframe["close"] - dataframe["close"].rolling(length).min()
def safe_pump(self, dataframe: DataFrame, length: int, thresh: float, pull_thresh: float) -> bool:
"""
Determine if entry after a pump is safe.
:param dataframe: DataFrame The original OHLC dataframe
:param length: int The length to look back
:param thresh: int Maximum percentage change threshold
:param pull_thresh: int Pullback from interval maximum threshold
"""
return (dataframe[f"oc_pct_change_{length}"] < thresh) | (
self.range_maxgap_adjusted(dataframe, length, pull_thresh) > self.range_height(dataframe, length)
)
def safe_dips(self, dataframe: DataFrame, thresh_0, thresh_2, thresh_12, thresh_144) -> bool:
"""
Determine if dip is safe to enter.
:param dataframe: DataFrame The original OHLC dataframe
:param thresh_0: Threshold value for 0 length top pct change
:param thresh_2: Threshold value for 2 length top pct change
:param thresh_12: Threshold value for 12 length top pct change
:param thresh_144: Threshold value for 144 length top pct change
"""
return (
(dataframe["tpct_change_0"] < thresh_0)
& (dataframe["tpct_change_2"] < thresh_2)
& (dataframe["tpct_change_12"] < thresh_12)
& (dataframe["tpct_change_144"] < thresh_144)
)
def informative_pairs(self):
# get access to all pairs available in whitelist.
pairs = self.dp.current_whitelist()
# Assign tf to each pair so they can be downloaded and cached for strategy.
informative_pairs = [(pair, self.info_timeframe) for pair in pairs]
informative_pairs.append(("BTC/USDT", self.timeframe))
informative_pairs.append(("BTC/USDT", self.info_timeframe))
return informative_pairs
def informative_1h_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
assert self.dp, "DataProvider is required for multiple timeframes."
# Get the informative pair
informative_1h = self.dp.get_pair_dataframe(pair=metadata["pair"], timeframe=self.info_timeframe)
# EMA
informative_1h["ema_12"] = ta.EMA(informative_1h, timeperiod=12)
informative_1h["ema_15"] = ta.EMA(informative_1h, timeperiod=15)
informative_1h["ema_20"] = ta.EMA(informative_1h, timeperiod=20)
informative_1h["ema_25"] = ta.EMA(informative_1h, timeperiod=25)
informative_1h["ema_26"] = ta.EMA(informative_1h, timeperiod=26)
informative_1h["ema_35"] = ta.EMA(informative_1h, timeperiod=35)
informative_1h["ema_50"] = ta.EMA(informative_1h, timeperiod=50)
informative_1h["ema_100"] = ta.EMA(informative_1h, timeperiod=100)
informative_1h["ema_200"] = ta.EMA(informative_1h, timeperiod=200)
# SMA
informative_1h["sma_200"] = ta.SMA(informative_1h, timeperiod=200)
informative_1h["sma_200_dec_20"] = informative_1h["sma_200"] < informative_1h["sma_200"].shift(20)
# RSI
informative_1h["rsi_14"] = ta.RSI(informative_1h, timeperiod=14)
# BB
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(informative_1h), window=20, stds=2)
informative_1h["bb20_2_low"] = bollinger["lower"]
informative_1h["bb20_2_mid"] = bollinger["mid"]
informative_1h["bb20_2_upp"] = bollinger["upper"]
# Chaikin Money Flow
informative_1h["cmf"] = chaikin_money_flow(informative_1h, 20)
# Williams %R
informative_1h["r_480"] = williams_r(informative_1h, period=480)
# Ichimoku
ichi = ichimoku(
informative_1h, conversion_line_period=20, base_line_periods=60, laggin_span=120, displacement=30
)
informative_1h["chikou_span"] = ichi["chikou_span"]
informative_1h["tenkan_sen"] = ichi["tenkan_sen"]
informative_1h["kijun_sen"] = ichi["kijun_sen"]
informative_1h["senkou_a"] = ichi["senkou_span_a"]
informative_1h["senkou_b"] = ichi["senkou_span_b"]
informative_1h["leading_senkou_span_a"] = ichi["leading_senkou_span_a"]
informative_1h["leading_senkou_span_b"] = ichi["leading_senkou_span_b"]
informative_1h.loc[:, "cloud_top"] = informative_1h.loc[:, ["senkou_a", "senkou_b"]].max(axis=1)
# EFI - Elders Force Index
informative_1h["efi"] = pta.efi(informative_1h["close"], informative_1h["volume"], length=13)
# SSL
ssl_down, ssl_up = SSLChannels(informative_1h, 10)
informative_1h["ssl_down"] = ssl_down
informative_1h["ssl_up"] = ssl_up
# Pump protections
informative_1h["hl_pct_change_48"] = self.range_percent_change(informative_1h, "HL", 48)
informative_1h["hl_pct_change_36"] = self.range_percent_change(informative_1h, "HL", 36)
informative_1h["hl_pct_change_24"] = self.range_percent_change(informative_1h, "HL", 24)
informative_1h["oc_pct_change_48"] = self.range_percent_change(informative_1h, "OC", 48)
informative_1h["oc_pct_change_36"] = self.range_percent_change(informative_1h, "OC", 36)
informative_1h["oc_pct_change_24"] = self.range_percent_change(informative_1h, "OC", 24)
informative_1h["hl_pct_change_5"] = self.range_percent_change(informative_1h, "HL", 5)
informative_1h["low_5"] = informative_1h["low"].shift().rolling(5).min()
informative_1h["safe_pump_24_10"] = self.safe_pump(
informative_1h, 24, self.buy_pump_threshold_10_24.value, self.buy_pump_pull_threshold_10_24.value
)
informative_1h["safe_pump_36_10"] = self.safe_pump(
informative_1h, 36, self.buy_pump_threshold_10_36.value, self.buy_pump_pull_threshold_10_36.value
)
informative_1h["safe_pump_48_10"] = self.safe_pump(
informative_1h, 48, self.buy_pump_threshold_10_48.value, self.buy_pump_pull_threshold_10_48.value
)
informative_1h["safe_pump_24_20"] = self.safe_pump(
informative_1h, 24, self.buy_pump_threshold_20_24.value, self.buy_pump_pull_threshold_20_24.value
)
informative_1h["safe_pump_36_20"] = self.safe_pump(
informative_1h, 36, self.buy_pump_threshold_20_36.value, self.buy_pump_pull_threshold_20_36.value
)
informative_1h["safe_pump_48_20"] = self.safe_pump(
informative_1h, 48, self.buy_pump_threshold_20_48.value, self.buy_pump_pull_threshold_20_48.value
)
informative_1h["safe_pump_24_30"] = self.safe_pump(
informative_1h, 24, self.buy_pump_threshold_30_24.value, self.buy_pump_pull_threshold_30_24.value
)
informative_1h["safe_pump_36_30"] = self.safe_pump(
informative_1h, 36, self.buy_pump_threshold_30_36.value, self.buy_pump_pull_threshold_30_36.value
)
informative_1h["safe_pump_48_30"] = self.safe_pump(
informative_1h, 48, self.buy_pump_threshold_30_48.value, self.buy_pump_pull_threshold_30_48.value
)
informative_1h["safe_pump_24_40"] = self.safe_pump(
informative_1h, 24, self.buy_pump_threshold_40_24.value, self.buy_pump_pull_threshold_40_24.value
)
informative_1h["safe_pump_36_40"] = self.safe_pump(
informative_1h, 36, self.buy_pump_threshold_40_36.value, self.buy_pump_pull_threshold_40_36.value
)
informative_1h["safe_pump_48_40"] = self.safe_pump(
informative_1h, 48, self.buy_pump_threshold_40_48.value, self.buy_pump_pull_threshold_40_48.value
)
informative_1h["safe_pump_24_50"] = self.safe_pump(
informative_1h, 24, self.buy_pump_threshold_50_24.value, self.buy_pump_pull_threshold_50_24.value
)
informative_1h["safe_pump_36_50"] = self.safe_pump(
informative_1h, 36, self.buy_pump_threshold_50_36.value, self.buy_pump_pull_threshold_50_36.value
)
informative_1h["safe_pump_48_50"] = self.safe_pump(
informative_1h, 48, self.buy_pump_threshold_50_48.value, self.buy_pump_pull_threshold_50_48.value
)
informative_1h["safe_pump_24_60"] = self.safe_pump(
informative_1h, 24, self.buy_pump_threshold_60_24.value, self.buy_pump_pull_threshold_60_24.value
)
informative_1h["safe_pump_36_60"] = self.safe_pump(
informative_1h, 36, self.buy_pump_threshold_60_36.value, self.buy_pump_pull_threshold_60_36.value
)
informative_1h["safe_pump_48_60"] = self.safe_pump(
informative_1h, 48, self.buy_pump_threshold_60_48.value, self.buy_pump_pull_threshold_60_48.value
)
informative_1h["safe_pump_24_70"] = self.safe_pump(
informative_1h, 24, self.buy_pump_threshold_70_24.value, self.buy_pump_pull_threshold_70_24.value
)
informative_1h["safe_pump_36_70"] = self.safe_pump(
informative_1h, 36, self.buy_pump_threshold_70_36.value, self.buy_pump_pull_threshold_70_36.value
)
informative_1h["safe_pump_48_70"] = self.safe_pump(
informative_1h, 48, self.buy_pump_threshold_70_48.value, self.buy_pump_pull_threshold_70_48.value
)
informative_1h["safe_pump_24_80"] = self.safe_pump(
informative_1h, 24, self.buy_pump_threshold_80_24.value, self.buy_pump_pull_threshold_80_24.value
)
informative_1h["safe_pump_36_80"] = self.safe_pump(
informative_1h, 36, self.buy_pump_threshold_80_36.value, self.buy_pump_pull_threshold_80_36.value
)
informative_1h["safe_pump_48_80"] = self.safe_pump(
informative_1h, 48, self.buy_pump_threshold_80_48.value, self.buy_pump_pull_threshold_80_48.value
)
informative_1h["safe_pump_24_90"] = self.safe_pump(
informative_1h, 24, self.buy_pump_threshold_90_24.value, self.buy_pump_pull_threshold_90_24.value
)
informative_1h["safe_pump_36_90"] = self.safe_pump(
informative_1h, 36, self.buy_pump_threshold_90_36.value, self.buy_pump_pull_threshold_90_36.value
)
informative_1h["safe_pump_48_90"] = self.safe_pump(
informative_1h, 48, self.buy_pump_threshold_90_48.value, self.buy_pump_pull_threshold_90_48.value
)
informative_1h["safe_pump_24_100"] = self.safe_pump(
informative_1h, 24, self.buy_pump_threshold_100_24.value, self.buy_pump_pull_threshold_100_24.value
)
informative_1h["safe_pump_36_100"] = self.safe_pump(
informative_1h, 36, self.buy_pump_threshold_100_36.value, self.buy_pump_pull_threshold_100_36.value
)
informative_1h["safe_pump_48_100"] = self.safe_pump(
informative_1h, 48, self.buy_pump_threshold_100_48.value, self.buy_pump_pull_threshold_100_48.value
)
informative_1h["safe_pump_24_110"] = self.safe_pump(
informative_1h, 24, self.buy_pump_threshold_110_24.value, self.buy_pump_pull_threshold_110_24.value
)
informative_1h["safe_pump_36_110"] = self.safe_pump(
informative_1h, 36, self.buy_pump_threshold_110_36.value, self.buy_pump_pull_threshold_110_36.value
)
informative_1h["safe_pump_48_110"] = self.safe_pump(
informative_1h, 48, self.buy_pump_threshold_110_48.value, self.buy_pump_pull_threshold_110_48.value
)
informative_1h["safe_pump_24_120"] = self.safe_pump(
informative_1h, 24, self.buy_pump_threshold_120_24.value, self.buy_pump_pull_threshold_120_24.value
)
informative_1h["safe_pump_36_120"] = self.safe_pump(
informative_1h, 36, self.buy_pump_threshold_120_36.value, self.buy_pump_pull_threshold_120_36.value
)
informative_1h["safe_pump_48_120"] = self.safe_pump(
informative_1h, 48, self.buy_pump_threshold_120_48.value, self.buy_pump_pull_threshold_120_48.value
)
informative_1h["safe_dump_10"] = (
(informative_1h["hl_pct_change_5"] < self.buy_dump_protection_10_5.value)
| (informative_1h["close"] < informative_1h["low_5"])
| (informative_1h["close"] > informative_1h["open"])
)
informative_1h["safe_dump_20"] = (
(informative_1h["hl_pct_change_5"] < self.buy_dump_protection_20_5.value)
| (informative_1h["close"] < informative_1h["low_5"])
| (informative_1h["close"] > informative_1h["open"])
)
informative_1h["safe_dump_30"] = (
(informative_1h["hl_pct_change_5"] < self.buy_dump_protection_30_5.value)
| (informative_1h["close"] < informative_1h["low_5"])
| (informative_1h["close"] > informative_1h["open"])
)
informative_1h["safe_dump_40"] = (
(informative_1h["hl_pct_change_5"] < self.buy_dump_protection_40_5.value)
| (informative_1h["close"] < informative_1h["low_5"])
| (informative_1h["close"] > informative_1h["open"])
)
informative_1h["safe_dump_50"] = (
(informative_1h["hl_pct_change_5"] < self.buy_dump_protection_50_5.value)
| (informative_1h["close"] < informative_1h["low_5"])
| (informative_1h["close"] > informative_1h["open"])
)
informative_1h["safe_dump_60"] = (
(informative_1h["hl_pct_change_5"] < self.buy_dump_protection_60_5.value)
| (informative_1h["close"] < informative_1h["low_5"])
| (informative_1h["close"] > informative_1h["open"])
)
informative_1h["sell_pump_48_1"] = informative_1h["hl_pct_change_48"] > self.sell_pump_threshold_48_1.value
informative_1h["sell_pump_48_2"] = informative_1h["hl_pct_change_48"] > self.sell_pump_threshold_48_2.value
informative_1h["sell_pump_48_3"] = informative_1h["hl_pct_change_48"] > self.sell_pump_threshold_48_3.value
informative_1h["sell_pump_36_1"] = informative_1h["hl_pct_change_36"] > self.sell_pump_threshold_36_1.value
informative_1h["sell_pump_36_2"] = informative_1h["hl_pct_change_36"] > self.sell_pump_threshold_36_2.value
informative_1h["sell_pump_36_3"] = informative_1h["hl_pct_change_36"] > self.sell_pump_threshold_36_3.value
informative_1h["sell_pump_24_1"] = informative_1h["hl_pct_change_24"] > self.sell_pump_threshold_24_1.value
informative_1h["sell_pump_24_2"] = informative_1h["hl_pct_change_24"] > self.sell_pump_threshold_24_2.value
informative_1h["sell_pump_24_3"] = informative_1h["hl_pct_change_24"] > self.sell_pump_threshold_24_3.value
# TD Sequential
informative_1h["exceed_high"] = False
informative_1h["exceed_low"] = False
# count consecutive closes “lower” than the close 4 bars prior.
informative_1h["seq_buy"] = informative_1h["close"] < informative_1h["close"].shift(4)
informative_1h["seq_buy"] = informative_1h["seq_buy"] * (
informative_1h["seq_buy"]
.groupby((informative_1h["seq_buy"] != informative_1h["seq_buy"].shift()).cumsum())
.cumcount()
+ 1
)
# count consecutive closes “higher” than the close 4 bars prior.
informative_1h["seq_sell"] = informative_1h["close"] > informative_1h["close"].shift(4)
informative_1h["seq_sell"] = informative_1h["seq_sell"] * (
informative_1h["seq_sell"]
.groupby((informative_1h["seq_sell"] != informative_1h["seq_sell"].shift()).cumsum())
.cumcount()
+ 1
)
for index, row in informative_1h.iterrows():
# check if the low of bars 6 and 7 in the count are exceeded by the low of bars 8 or 9.
seq_b = row["seq_buy"]
if seq_b == 8:
informative_1h.loc[index, "exceed_low"] = (row["low"] < informative_1h.loc[index - 2, "low"]) | (
row["low"] < informative_1h.loc[index - 1, "low"]
)
if seq_b > 8:
informative_1h.loc[index, "exceed_low"] = (
row["low"] < informative_1h.loc[index - 3 - (seq_b - 9), "low"]
) | (row["low"] < informative_1h.loc[index - 2 - (seq_b - 9), "low"])
if seq_b == 9:
informative_1h.loc[index, "exceed_low"] = (
row["exceed_low"] | informative_1h.loc[index - 1, "exceed_low"]
)
# check if the high of bars 6 and 7 in the count are exceeded by the high of bars 8 or 9.
seq_s = row["seq_sell"]
if seq_s == 8:
informative_1h.loc[index, "exceed_high"] = (row["high"] > informative_1h.loc[index - 2, "high"]) | (
row["high"] > informative_1h.loc[index - 1, "high"]
)
if seq_s > 8:
informative_1h.loc[index, "exceed_high"] = (
row["high"] > informative_1h.loc[index - 3 - (seq_s - 9), "high"]
) | (row["high"] > informative_1h.loc[index - 2 - (seq_s - 9), "high"])
if seq_s == 9:
informative_1h.loc[index, "exceed_high"] = (
row["exceed_high"] | informative_1h.loc[index - 1, "exceed_high"]
)
return informative_1h
def normal_tf_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# BB 40 - STD2
bb_40_std2 = qtpylib.bollinger_bands(dataframe["close"], window=40, stds=2)
dataframe["bb40_2_low"] = bb_40_std2["lower"]
dataframe["bb40_2_mid"] = bb_40_std2["mid"]
dataframe["bb40_2_delta"] = (bb_40_std2["mid"] - dataframe["bb40_2_low"]).abs()
dataframe["closedelta"] = (dataframe["close"] - dataframe["close"].shift()).abs()
dataframe["tail"] = (dataframe["close"] - dataframe["bb40_2_low"]).abs()
# BB 20 - STD2
bb_20_std2 = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
dataframe["bb20_2_low"] = bb_20_std2["lower"]
dataframe["bb20_2_mid"] = bb_20_std2["mid"]
dataframe["bb20_2_upp"] = bb_20_std2["upper"]
# EMA 200
dataframe["ema_12"] = ta.EMA(dataframe, timeperiod=12)
dataframe["ema_13"] = ta.EMA(dataframe, timeperiod=13)
dataframe["ema_15"] = ta.EMA(dataframe, timeperiod=15)
dataframe["ema_20"] = ta.EMA(dataframe, timeperiod=20)
dataframe["ema_25"] = ta.EMA(dataframe, timeperiod=25)
dataframe["ema_26"] = ta.EMA(dataframe, timeperiod=26)
dataframe["ema_35"] = ta.EMA(dataframe, timeperiod=35)
dataframe["ema_50"] = ta.EMA(dataframe, timeperiod=50)
dataframe["ema_100"] = ta.EMA(dataframe, timeperiod=100)
dataframe["ema_200"] = ta.EMA(dataframe, timeperiod=200)
# SMA
dataframe["sma_5"] = ta.SMA(dataframe, timeperiod=5)
dataframe["sma_15"] = ta.SMA(dataframe, timeperiod=15)
dataframe["sma_20"] = ta.SMA(dataframe, timeperiod=20)
dataframe["sma_30"] = ta.SMA(dataframe, timeperiod=30)
dataframe["sma_200"] = ta.SMA(dataframe, timeperiod=200)
dataframe["sma_200_dec_20"] = dataframe["sma_200"] < dataframe["sma_200"].shift(20)
dataframe["sma_200_dec_24"] = dataframe["sma_200"] < dataframe["sma_200"].shift(24)
# MFI
dataframe["mfi"] = ta.MFI(dataframe)
# CMF
dataframe["cmf"] = chaikin_money_flow(dataframe, 20)
# EWO
dataframe["ewo"] = ewo(dataframe, 50, 200)
# RSI
dataframe["rsi_4"] = ta.RSI(dataframe, timeperiod=4)
dataframe["rsi_14"] = ta.RSI(dataframe, timeperiod=14)
dataframe["rsi_20"] = ta.RSI(dataframe, timeperiod=20)
# Chopiness
dataframe["chop"] = qtpylib.chopiness(dataframe, 14)
# Zero-Lag EMA
dataframe["zema_61"] = zema(dataframe, period=61)
# Williams %R
dataframe["r_480"] = williams_r(dataframe, period=480)
# Stochastic RSI
stochrsi = ta.STOCHRSI(dataframe, timeperiod=96, fastk_period=3, fastd_period=3, fastd_matype=0)
dataframe["stochrsi_fastk_96"] = stochrsi["fastk"]
dataframe["stochrsi_fastd_96"] = stochrsi["fastd"]
# Modified Elder Ray Index
dataframe["moderi_32"] = moderi(dataframe, 32)
dataframe["moderi_64"] = moderi(dataframe, 64)
dataframe["moderi_96"] = moderi(dataframe, 96)
# hull
dataframe["hull_75"] = hull(dataframe, 75)
# zlema
dataframe["zlema_68"] = zlema(dataframe, 68)
# CTI
dataframe["cti"] = pta.cti(dataframe["close"], length=20)
# For sell checks
dataframe["crossed_below_ema_12_26"] = qtpylib.crossed_below(dataframe["ema_12"], dataframe["ema_26"])
# Heiken Ashi
heikinashi = qtpylib.heikinashi(dataframe)
heikinashi["volume"] = dataframe["volume"]
# HLC3
dataframe["hlc3"] = (dataframe["high"] + dataframe["low"] + dataframe["close"]) / 3
# HRSI
dataframe["hull"] = 2 * dataframe["hlc3"] - ta.WMA(dataframe["hlc3"], 2)
dataframe["hrsi"] = ta.RSI(dataframe["hull"], 2)
dataframe["hull_sell"] = 2 * dataframe["low"] - ta.WMA(dataframe["low"], 2)
dataframe["hrsi_sell"] = ta.RSI(dataframe["hull_sell"], 2)
# Kalman Filter HLC3
dataframe["hlc3KF"] = KalmanFilter(dataframe, source="hlc3")
# Kalman Filter LOW
dataframe["lowKF"] = KalmanFilter(dataframe, source="low")
# ZLEMA BUY
dataframe["zlema_1"] = dataframe["hlc3KF"]
dataframe["zlema_1_std"] = dataframe["hlc3"]
dataframe["ema_data"] = dataframe["hlc3KF"] + (dataframe["hlc3KF"] - dataframe["hlc3KF"].shift(2))
dataframe["ema_data_2"] = dataframe["hlc3KF"] + (dataframe["hlc3KF"] - dataframe["hlc3KF"].shift(1))
dataframe["zlema_4"] = ta.EMA(dataframe["ema_data"], timeperiod=4)
dataframe["zlema_2"] = ta.EMA(dataframe["ema_data_2"], timeperiod=2)
dataframe["zlema_4_std"] = pta.zlma(dataframe["hlc3"], length=4)
# ZLEMA SELL
dataframe["zlema_1_sell"] = dataframe["lowKF"]
dataframe["zlema_1_std_sell"] = dataframe["low"]
dataframe["ema_data_sell"] = dataframe["lowKF"] + (dataframe["lowKF"] - dataframe["lowKF"].shift(2))
dataframe["zlema_4_sell"] = ta.EMA(dataframe["ema_data_sell"], timeperiod=4)
dataframe["zlema_4_std_sell"] = pta.zlma(dataframe["low"], length=4)
# CCI
dataframe["cci"] = ta.CCI(dataframe, source="hlc3", timeperiod=20)
# Profit Maximizer - PMAX
dataframe["pm"], dataframe["pmx"] = pmax(heikinashi, MAtype=1, length=9, multiplier=27, period=10, src=3)
dataframe["source"] = (dataframe["high"] + dataframe["low"] + dataframe["open"] + dataframe["close"]) / 4
dataframe["pmax_thresh"] = ta.EMA(dataframe["source"], timeperiod=9)
dataframe["sma_21"] = ta.SMA(dataframe, timeperiod=21)
dataframe["sma_68"] = ta.SMA(dataframe, timeperiod=68)
dataframe["sma_75"] = ta.SMA(dataframe, timeperiod=75)
# ATR
dataframe["atr"] = ta.ATR(dataframe, timeperiod=14)
dataframe["atr_high_thresh_1"] = dataframe["high"] - (dataframe["atr"] * 5.4)
dataframe["atr_high_thresh_2"] = dataframe["high"] - (dataframe["atr"] * 5.2)
dataframe["atr_high_thresh_3"] = dataframe["high"] - (dataframe["atr"] * 5.0)
dataframe["atr_high_thresh_4"] = dataframe["high"] - (dataframe["atr"] * 2.0)
dataframe["atr_high_thresh_q"] = dataframe["high"] - (dataframe["atr"] * 3.0)
# Dip protection
dataframe["tpct_change_0"] = self.top_percent_change(dataframe, 0)
dataframe["tpct_change_2"] = self.top_percent_change(dataframe, 2)
dataframe["tpct_change_12"] = self.top_percent_change(dataframe, 12)
dataframe["tpct_change_144"] = self.top_percent_change(dataframe, 144)
dataframe["safe_dips_10"] = self.safe_dips(
dataframe,
self.buy_dip_threshold_10_1.value,
self.buy_dip_threshold_10_2.value,
self.buy_dip_threshold_10_3.value,
self.buy_dip_threshold_10_4.value,
)
dataframe["safe_dips_20"] = self.safe_dips(
dataframe,
self.buy_dip_threshold_20_1.value,
self.buy_dip_threshold_20_2.value,
self.buy_dip_threshold_20_3.value,
self.buy_dip_threshold_20_4.value,
)
dataframe["safe_dips_30"] = self.safe_dips(
dataframe,
self.buy_dip_threshold_30_1.value,
self.buy_dip_threshold_30_2.value,
self.buy_dip_threshold_30_3.value,
self.buy_dip_threshold_30_4.value,
)
dataframe["safe_dips_40"] = self.safe_dips(
dataframe,
self.buy_dip_threshold_40_1.value,
self.buy_dip_threshold_40_2.value,
self.buy_dip_threshold_40_3.value,
self.buy_dip_threshold_40_4.value,
)
dataframe["safe_dips_50"] = self.safe_dips(
dataframe,
self.buy_dip_threshold_50_1.value,
self.buy_dip_threshold_50_2.value,
self.buy_dip_threshold_50_3.value,
self.buy_dip_threshold_50_4.value,
)
dataframe["safe_dips_60"] = self.safe_dips(
dataframe,
self.buy_dip_threshold_60_1.value,
self.buy_dip_threshold_60_2.value,
self.buy_dip_threshold_60_3.value,
self.buy_dip_threshold_60_4.value,
)
dataframe["safe_dips_70"] = self.safe_dips(
dataframe,
self.buy_dip_threshold_70_1.value,
self.buy_dip_threshold_70_2.value,
self.buy_dip_threshold_70_3.value,
self.buy_dip_threshold_70_4.value,
)
dataframe["safe_dips_80"] = self.safe_dips(
dataframe,
self.buy_dip_threshold_80_1.value,
self.buy_dip_threshold_80_2.value,
self.buy_dip_threshold_80_3.value,
self.buy_dip_threshold_80_4.value,
)
dataframe["safe_dips_90"] = self.safe_dips(
dataframe,
self.buy_dip_threshold_90_1.value,
self.buy_dip_threshold_90_2.value,
self.buy_dip_threshold_90_3.value,
self.buy_dip_threshold_90_4.value,
)
dataframe["safe_dips_100"] = self.safe_dips(
dataframe,
self.buy_dip_threshold_100_1.value,
self.buy_dip_threshold_100_2.value,
self.buy_dip_threshold_100_3.value,
self.buy_dip_threshold_100_4.value,
)
dataframe["safe_dips_110"] = self.safe_dips(
dataframe,
self.buy_dip_threshold_110_1.value,
self.buy_dip_threshold_110_2.value,
self.buy_dip_threshold_110_3.value,
self.buy_dip_threshold_110_4.value,
)
dataframe["safe_dips_120"] = self.safe_dips(
dataframe,
self.buy_dip_threshold_120_1.value,
self.buy_dip_threshold_120_2.value,
self.buy_dip_threshold_120_3.value,
self.buy_dip_threshold_120_4.value,
)
dataframe["safe_dips_130"] = self.safe_dips(
dataframe,
self.buy_dip_threshold_130_1.value,
self.buy_dip_threshold_130_2.value,
self.buy_dip_threshold_130_3.value,
self.buy_dip_threshold_130_4.value,
)
# Volume
dataframe["volume_mean_4"] = dataframe["volume"].rolling(4).mean().shift(1)
dataframe["volume_mean_30"] = dataframe["volume"].rolling(30).mean()
if not self.config["runmode"].value in ("live", "dry_run"):
# Backtest age filter
dataframe["bt_agefilter_ok"] = False
dataframe.loc[dataframe.index > (12 * 24 * self.bt_min_age_days), "bt_agefilter_ok"] = True
else:
# Exchange downtime protection
dataframe["live_data_ok"] = dataframe["volume"].rolling(window=72, min_periods=72).min() > 0
return dataframe
def resampled_tf_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# Indicators
# -----------------------------------------------------------------------------------------
dataframe["rsi_14"] = ta.RSI(dataframe, timeperiod=14)
return dataframe
def base_tf_btc_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# Indicators
# -----------------------------------------------------------------------------------------
dataframe["rsi_14"] = ta.RSI(dataframe, timeperiod=14)
# Add prefix
# -----------------------------------------------------------------------------------------
ignore_columns = ["date", "open", "high", "low", "close", "volume"]
dataframe.rename(columns=lambda s: "btc_" + s if (not s in ignore_columns) else s, inplace=True)
return dataframe
def info_tf_btc_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# Indicators
# -----------------------------------------------------------------------------------------
dataframe["rsi_14"] = ta.RSI(dataframe, timeperiod=14)
dataframe["not_downtrend"] = (dataframe["close"] > dataframe["close"].shift(2)) | (dataframe["rsi_14"] > 50)
# Add prefix
# -----------------------------------------------------------------------------------------
ignore_columns = ["date", "open", "high", "low", "close", "volume"]
dataframe.rename(columns=lambda s: "btc_" + s if (not s in ignore_columns) else s, inplace=True)
return dataframe
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
--> BTC informative (5m/1h)
___________________________________________________________________________________________
"""
if self.has_BTC_base_tf:
btc_base_tf = self.dp.get_pair_dataframe("BTC/USDT", self.timeframe)
btc_base_tf = self.base_tf_btc_indicators(btc_base_tf, metadata)
dataframe = merge_informative_pair(dataframe, btc_base_tf, self.timeframe, self.timeframe, ffill=True)
drop_columns = [(s + "_" + self.timeframe) for s in ["date", "open", "high", "low", "close", "volume"]]
dataframe.drop(columns=dataframe.columns.intersection(drop_columns), inplace=True)
if self.has_BTC_info_tf:
btc_info_tf = self.dp.get_pair_dataframe("BTC/USDT", self.info_timeframe)
btc_info_tf = self.info_tf_btc_indicators(btc_info_tf, metadata)
dataframe = merge_informative_pair(dataframe, btc_info_tf, self.timeframe, self.info_timeframe, ffill=True)
drop_columns = [
(s + "_" + self.info_timeframe) for s in ["date", "open", "high", "low", "close", "volume"]
]
dataframe.drop(columns=dataframe.columns.intersection(drop_columns), inplace=True)
"""
--> Informative timeframe
___________________________________________________________________________________________
"""
if self.info_timeframe != "none":
informative_1h = self.informative_1h_indicators(dataframe, metadata)
dataframe = merge_informative_pair(
dataframe, informative_1h, self.timeframe, self.info_timeframe, ffill=True
)
drop_columns = [(s + "_" + self.info_timeframe) for s in ["date"]]
dataframe.drop(columns=dataframe.columns.intersection(drop_columns), inplace=True)
"""
--> Resampled to another timeframe
___________________________________________________________________________________________
"""
if self.res_timeframe != "none":
resampled = resample_to_interval(dataframe, timeframe_to_minutes(self.res_timeframe))
resampled = self.resampled_tf_indicators(resampled, metadata)
# Merge resampled info dataframe
dataframe = resampled_merge(dataframe, resampled, fill_na=True)
dataframe.rename(
columns=lambda s: s + "_{}".format(self.res_timeframe) if "resample_" in s else s, inplace=True
)
dataframe.rename(
columns=lambda s: s.replace("resample_{}_".format(self.res_timeframe.replace("m", "")), ""),
inplace=True,
)
drop_columns = [(s + "_" + self.res_timeframe) for s in ["date"]]
dataframe.drop(columns=dataframe.columns.intersection(drop_columns), inplace=True)
"""
--> The indicators for the normal (5m) timeframe
___________________________________________________________________________________________
"""
dataframe = self.normal_tf_indicators(dataframe, metadata)
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
conditions = []
dataframe.loc[:, "buy_tag"] = ""
for index in self.buy_protection_params:
item_buy_protection_list = [True]
global_buy_protection_params = self.buy_protection_params[index]
if self.buy_params["buy_condition_" + str(index) + "_enable"]:
# Standard protections - Common to every condition
# -----------------------------------------------------------------------------------------
if global_buy_protection_params["ema_fast"]:
item_buy_protection_list.append(
dataframe[f"ema_{global_buy_protection_params['ema_fast_len']}"] > dataframe["ema_200"]
)
if global_buy_protection_params["ema_slow"]:
item_buy_protection_list.append(
dataframe[f"ema_{global_buy_protection_params['ema_slow_len']}_1h"] > dataframe["ema_200_1h"]
)
if global_buy_protection_params["close_above_ema_fast"]:
item_buy_protection_list.append(
dataframe["close"]
> dataframe[f"ema_{global_buy_protection_params['close_above_ema_fast_len']}"]
)
if global_buy_protection_params["close_above_ema_slow"]:
item_buy_protection_list.append(
dataframe["close"]
> dataframe[f"ema_{global_buy_protection_params['close_above_ema_slow_len']}_1h"]
)
if global_buy_protection_params["sma200_rising"]:
item_buy_protection_list.append(
dataframe["sma_200"]
> dataframe["sma_200"].shift(int(global_buy_protection_params["sma200_rising_val"]))
)
if global_buy_protection_params["sma200_1h_rising"]:
item_buy_protection_list.append(
dataframe["sma_200_1h"]
> dataframe["sma_200_1h"].shift(int(global_buy_protection_params["sma200_1h_rising_val"]))
)
if global_buy_protection_params["safe_dips"]:
item_buy_protection_list.append(
dataframe[f"safe_dips_{global_buy_protection_params['safe_dips_type']}"]
)
if global_buy_protection_params["safe_pump"]:
item_buy_protection_list.append(
dataframe[
f"safe_pump_{global_buy_protection_params['safe_pump_period']}_{global_buy_protection_params['safe_pump_type']}_1h"
]
)
if global_buy_protection_params["btc_1h_not_downtrend"]:
item_buy_protection_list.append(dataframe["btc_not_downtrend_1h"])
if not self.config["runmode"] in ("live", "dry_run"):
if self.has_bt_agefilter:
item_buy_protection_list.append(dataframe["bt_agefilter_ok"])
else:
if self.has_downtime_protection:
item_buy_protection_list.append(dataframe["live_data_ok"])
# Buy conditions
# -----------------------------------------------------------------------------------------
item_buy_logic = []
item_buy_logic.append(reduce(lambda x, y: x & y, item_buy_protection_list))
# Condition #1
if index == 1:
# Non-Standard protections
# Logic
item_buy_logic.append(
(
(dataframe["close"] - dataframe["open"].rolling(36).min())
/ dataframe["open"].rolling(36).min()
)
> self.buy_min_inc_1.value
)
item_buy_logic.append(dataframe["rsi_14_1h"] > self.buy_rsi_1h_min_1.value)
item_buy_logic.append(dataframe["rsi_14_1h"] < self.buy_rsi_1h_max_1.value)
item_buy_logic.append(dataframe["rsi_14"] < self.buy_rsi_1.value)
item_buy_logic.append(dataframe["mfi"] < self.buy_mfi_1.value)
item_buy_logic.append(dataframe["cti"] < self.buy_cti_1.value)
# Condition #2
elif index == 2:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["rsi_14"] < dataframe["rsi_14_1h"] - self.buy_rsi_1h_diff_2.value)
item_buy_logic.append(dataframe["mfi"] < self.buy_mfi_2.value)
item_buy_logic.append(dataframe["close"] < (dataframe["bb20_2_low"] * self.buy_bb_offset_2.value))
item_buy_logic.append(dataframe["volume"] < (dataframe["volume_mean_4"] * self.buy_volume_2.value))
# Condition #3
elif index == 3:
# Non-Standard protections
item_buy_logic.append(dataframe["close"] > (dataframe["ema_200_1h"] * self.buy_ema_rel_3.value))
# Logic
item_buy_logic.append(dataframe["bb40_2_low"].shift().gt(0))
item_buy_logic.append(
dataframe["bb40_2_delta"].gt(dataframe["close"] * self.buy_bb40_bbdelta_close_3.value)
)
item_buy_logic.append(
dataframe["closedelta"].gt(dataframe["close"] * self.buy_bb40_closedelta_close_3.value)
)
item_buy_logic.append(
dataframe["tail"].lt(dataframe["bb40_2_delta"] * self.buy_bb40_tail_bbdelta_3.value)
)
item_buy_logic.append(dataframe["close"].lt(dataframe["bb40_2_low"].shift()))
item_buy_logic.append(dataframe["close"].le(dataframe["close"].shift()))
item_buy_logic.append(dataframe["cti"] < self.buy_cti_3.value)
# Condition #4
elif index == 4:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["close"] < dataframe["ema_50"])
item_buy_logic.append(
dataframe["close"] < self.buy_bb20_close_bblowerband_4.value * dataframe["bb20_2_low"]
)
item_buy_logic.append(
dataframe["volume"] < (dataframe["volume_mean_30"].shift(1) * self.buy_bb20_volume_4.value)
)
item_buy_logic.append(dataframe["cti"] < self.buy_cti_4.value)
# Condition #5
elif index == 5:
# Non-Standard protections
item_buy_logic.append(dataframe["close"] > (dataframe["ema_200_1h"] * self.buy_ema_rel_5.value))
# Logic
item_buy_logic.append(dataframe["ema_26"] > dataframe["ema_12"])
item_buy_logic.append(
(dataframe["ema_26"] - dataframe["ema_12"])
> (dataframe["open"] * self.buy_ema_open_mult_5.value)
)
item_buy_logic.append(
(dataframe["ema_26"].shift() - dataframe["ema_12"].shift()) > (dataframe["open"] / 100)
)
item_buy_logic.append(dataframe["close"] < (dataframe["bb20_2_low"] * self.buy_bb_offset_5.value))
item_buy_logic.append(dataframe["cti"] < self.buy_cti_5.value)
item_buy_logic.append(dataframe["volume"] < (dataframe["volume_mean_4"] * self.buy_volume_5.value))
# Condition #6
elif index == 6:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["ema_26"] > dataframe["ema_12"])
item_buy_logic.append(
(dataframe["ema_26"] - dataframe["ema_12"])
> (dataframe["open"] * self.buy_ema_open_mult_6.value)
)
item_buy_logic.append(
(dataframe["ema_26"].shift() - dataframe["ema_12"].shift()) > (dataframe["open"] / 100)
)
item_buy_logic.append(dataframe["close"] < (dataframe["bb20_2_low"] * self.buy_bb_offset_6.value))
# Condition #7
elif index == 7:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["ema_26"] > dataframe["ema_12"])
item_buy_logic.append(
(dataframe["ema_26"] - dataframe["ema_12"])
> (dataframe["open"] * self.buy_ema_open_mult_7.value)
)
item_buy_logic.append(
(dataframe["ema_26"].shift() - dataframe["ema_12"].shift()) > (dataframe["open"] / 100)
)
item_buy_logic.append(dataframe["cti"] < self.buy_cti_7.value)
# Condition #8
elif index == 8:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["moderi_96"])
item_buy_logic.append(dataframe["cti"] < self.buy_cti_8.value)
item_buy_logic.append(dataframe["close"] < (dataframe["bb20_2_low"] * self.buy_bb_offset_8.value))
item_buy_logic.append(dataframe["rsi_14_1h"] < self.buy_rsi_1h_8.value)
item_buy_logic.append(dataframe["volume"] < (dataframe["volume_mean_4"] * self.buy_volume_8.value))
# Condition #9
elif index == 9:
# Non-Standard protections
item_buy_logic.append(dataframe["ema_50"] > dataframe["ema_200"])
# Logic
item_buy_logic.append(dataframe["close"] < dataframe["ema_20"] * self.buy_ma_offset_9.value)
item_buy_logic.append(dataframe["close"] < dataframe["bb20_2_low"] * self.buy_bb_offset_9.value)
item_buy_logic.append(dataframe["rsi_14_1h"] > self.buy_rsi_1h_min_9.value)
item_buy_logic.append(dataframe["rsi_14_1h"] < self.buy_rsi_1h_max_9.value)
item_buy_logic.append(dataframe["mfi"] < self.buy_mfi_9.value)
# Condition #10
elif index == 10:
# Non-Standard protections
item_buy_logic.append(dataframe["ema_50_1h"] > dataframe["ema_100_1h"])
# Logic
item_buy_logic.append(dataframe["close"] < dataframe["sma_30"] * self.buy_ma_offset_10.value)
item_buy_logic.append(dataframe["close"] < dataframe["bb20_2_low"] * self.buy_bb_offset_10.value)
item_buy_logic.append(dataframe["rsi_14_1h"] < self.buy_rsi_1h_10.value)
# Condition #11
elif index == 11:
# Non-Standard protections
item_buy_logic.append(dataframe["ema_50_1h"] > dataframe["ema_100_1h"])
# Logic
item_buy_logic.append(
(
(dataframe["close"] - dataframe["open"].rolling(36).min())
/ dataframe["open"].rolling(36).min()
)
> self.buy_min_inc_11.value
)
item_buy_logic.append(dataframe["close"] < dataframe["sma_30"] * self.buy_ma_offset_11.value)
item_buy_logic.append(dataframe["rsi_14_1h"] > self.buy_rsi_1h_min_11.value)
item_buy_logic.append(dataframe["rsi_14_1h"] < self.buy_rsi_1h_max_11.value)
item_buy_logic.append(dataframe["rsi_14"] < self.buy_rsi_11.value)
item_buy_logic.append(dataframe["mfi"] < self.buy_mfi_11.value)
# Condition #12
elif index == 12:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["close"] < dataframe["sma_30"] * self.buy_ma_offset_12.value)
item_buy_logic.append(dataframe["ewo"] > self.buy_ewo_12.value)
item_buy_logic.append(dataframe["rsi_14"] < self.buy_rsi_12.value)
item_buy_logic.append(dataframe["cti"] < self.buy_cti_12.value)
# Condition #13
elif index == 13:
# Non-Standard protections
item_buy_logic.append(dataframe["ema_50_1h"] > dataframe["ema_100_1h"])
# Logic
item_buy_logic.append(dataframe["close"] < dataframe["sma_30"] * self.buy_ma_offset_13.value)
item_buy_logic.append(dataframe["cti"] < self.buy_cti_13.value)
item_buy_logic.append(dataframe["ewo"] < self.buy_ewo_13.value)
# Condition #14
elif index == 14:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["ema_26"] > dataframe["ema_12"])
item_buy_logic.append(
(dataframe["ema_26"] - dataframe["ema_12"])
> (dataframe["open"] * self.buy_ema_open_mult_14.value)
)
item_buy_logic.append(
(dataframe["ema_26"].shift() - dataframe["ema_12"].shift()) > (dataframe["open"] / 100)
)
item_buy_logic.append(dataframe["close"] < (dataframe["bb20_2_low"] * self.buy_bb_offset_14.value))
item_buy_logic.append(dataframe["close"] < dataframe["ema_20"] * self.buy_ma_offset_14.value)
item_buy_logic.append(dataframe["cti"] < self.buy_cti_14.value)
# Condition #15
elif index == 15:
# Non-Standard protections
item_buy_logic.append(dataframe["close"] > dataframe["ema_200_1h"] * self.buy_ema_rel_15.value)
# Logic
item_buy_logic.append(dataframe["ema_26"] > dataframe["ema_12"])
item_buy_logic.append(
(dataframe["ema_26"] - dataframe["ema_12"])
> (dataframe["open"] * self.buy_ema_open_mult_15.value)
)
item_buy_logic.append(
(dataframe["ema_26"].shift() - dataframe["ema_12"].shift()) > (dataframe["open"] / 100)
)
item_buy_logic.append(dataframe["rsi_14"] < self.buy_rsi_15.value)
item_buy_logic.append(dataframe["close"] < dataframe["ema_20"] * self.buy_ma_offset_15.value)
# Condition #16
elif index == 16:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["close"] < dataframe["ema_20"] * self.buy_ma_offset_16.value)
item_buy_logic.append(dataframe["ewo"] > self.buy_ewo_16.value)
item_buy_logic.append(dataframe["rsi_14"] < self.buy_rsi_16.value)
item_buy_logic.append(dataframe["cti"] < self.buy_cti_16.value)
# Condition #17
elif index == 17:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["close"] < dataframe["ema_20"] * self.buy_ma_offset_17.value)
item_buy_logic.append(dataframe["ewo"] < self.buy_ewo_17.value)
item_buy_logic.append(dataframe["cti"] < self.buy_cti_17.value)
item_buy_logic.append(
dataframe["volume"] < (dataframe["volume_mean_4"] * self.buy_volume_17.value)
)
# Condition #18
elif index == 18:
# Non-Standard protections
item_buy_logic.append(dataframe["sma_200"] > dataframe["sma_200"].shift(20))
item_buy_logic.append(dataframe["sma_200_1h"] > dataframe["sma_200_1h"].shift(36))
# Logic
item_buy_logic.append(dataframe["rsi_14"] < self.buy_rsi_18.value)
item_buy_logic.append(dataframe["close"] < (dataframe["bb20_2_low"] * self.buy_bb_offset_18.value))
item_buy_logic.append(
dataframe["volume"] < (dataframe["volume_mean_4"] * self.buy_volume_18.value)
)
item_buy_logic.append(dataframe["cti"] < self.buy_cti_18.value)
# Condition #19
elif index == 19:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["close"].shift(1) > dataframe["ema_100_1h"])
item_buy_logic.append(dataframe["low"] < dataframe["ema_100_1h"])
item_buy_logic.append(dataframe["close"] > dataframe["ema_100_1h"])
item_buy_logic.append(dataframe["rsi_14_1h"] > self.buy_rsi_1h_min_19.value)
item_buy_logic.append(dataframe["chop"] < self.buy_chop_max_19.value)
item_buy_logic.append(dataframe["moderi_32"] == True)
item_buy_logic.append(dataframe["moderi_64"] == True)
item_buy_logic.append(dataframe["moderi_96"] == True)
# Condition #20
elif index == 20:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["rsi_14"] < self.buy_rsi_20.value)
item_buy_logic.append(dataframe["rsi_14_1h"] < self.buy_rsi_1h_20.value)
item_buy_logic.append(dataframe["cti"] < self.buy_cti_20.value)
item_buy_logic.append(
dataframe["volume"] < (dataframe["volume_mean_4"] * self.buy_volume_20.value)
)
# Condition #21
elif index == 21:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["rsi_14"] < self.buy_rsi_21.value)
item_buy_logic.append(dataframe["rsi_14_1h"] < self.buy_rsi_1h_21.value)
item_buy_logic.append(dataframe["cti"] < self.buy_cti_21.value)
item_buy_logic.append(
dataframe["volume"] < (dataframe["volume_mean_4"] * self.buy_volume_21.value)
)
# Condition #22
elif index == 22:
# Non-Standard protections
item_buy_logic.append(dataframe["ema_100_1h"] > dataframe["ema_100_1h"].shift(12))
item_buy_logic.append(dataframe["ema_200_1h"] > dataframe["ema_200_1h"].shift(36))
# Logic
item_buy_logic.append(
(dataframe["volume_mean_4"] * self.buy_volume_22.value) > dataframe["volume"]
)
item_buy_logic.append(dataframe["close"] < dataframe["sma_30"] * self.buy_ma_offset_22.value)
item_buy_logic.append(dataframe["close"] < (dataframe["bb20_2_low"] * self.buy_bb_offset_22.value))
item_buy_logic.append(dataframe["ewo"] > self.buy_ewo_22.value)
item_buy_logic.append(dataframe["rsi_14"] < self.buy_rsi_22.value)
# Condition #23
elif index == 23:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["close"] < (dataframe["bb20_2_low"] * self.buy_bb_offset_23.value))
item_buy_logic.append(dataframe["ewo"] > self.buy_ewo_23.value)
item_buy_logic.append(dataframe["rsi_14"] < self.buy_rsi_23.value)
item_buy_logic.append(dataframe["rsi_14_1h"] < self.buy_rsi_1h_23.value)
# Condition #24
elif index == 24:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["ema_12_1h"].shift(12) < dataframe["ema_35_1h"].shift(12))
item_buy_logic.append(dataframe["ema_12_1h"] > dataframe["ema_35_1h"])
item_buy_logic.append(dataframe["cmf_1h"].shift(12) < 0)
item_buy_logic.append(dataframe["cmf_1h"] > 0)
item_buy_logic.append(dataframe["rsi_14"] < self.buy_24_rsi_max.value)
item_buy_logic.append(dataframe["rsi_14_1h"] > self.buy_24_rsi_1h_min.value)
# Condition #25
elif index == 25:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["rsi_20"] < dataframe["rsi_20"].shift())
item_buy_logic.append(dataframe["rsi_4"] < self.buy_25_rsi_4.value)
item_buy_logic.append(dataframe["ema_20_1h"] > dataframe["ema_26_1h"])
item_buy_logic.append(dataframe["close"] < (dataframe["sma_20"] * self.buy_25_ma_offset.value))
item_buy_logic.append(dataframe["open"] > (dataframe["sma_20"] * self.buy_25_ma_offset.value))
item_buy_logic.append(
(dataframe["open"] < dataframe["ema_20_1h"]) & (dataframe["low"] < dataframe["ema_20_1h"])
| (dataframe["open"] > dataframe["ema_20_1h"]) & (dataframe["low"] > dataframe["ema_20_1h"])
)
item_buy_logic.append(dataframe["cti"] < self.buy_25_cti.value)
# Condition #26
elif index == 26:
# Non-Standard protections
# Logic
item_buy_logic.append(
dataframe["close"] < (dataframe["zema_61"] * self.buy_26_zema_low_offset.value)
)
item_buy_logic.append(dataframe["cti"] < self.buy_26_cti.value)
item_buy_logic.append(
dataframe["volume"] < (dataframe["volume_mean_4"] * self.buy_26_volume.value)
)
# Condition #27
elif index == 27:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["r_480"] < -self.buy_27_wr_max.value)
item_buy_logic.append(dataframe["r_480_1h"] < -self.buy_27_wr_1h_max.value)
item_buy_logic.append(dataframe["rsi_14_1h"] + dataframe["rsi_14"] < self.buy_27_rsi_max.value)
item_buy_logic.append(dataframe["cti"] < self.buy_27_cti.value)
item_buy_logic.append(
dataframe["volume"] < (dataframe["volume_mean_4"] * self.buy_27_volume.value)
)
# Condition #28
elif index == 28:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["moderi_64"] == True)
item_buy_logic.append(dataframe["close"] < dataframe["hull_75"] * self.buy_28_ma_offset.value)
item_buy_logic.append(dataframe["ewo"] > self.buy_28_ewo.value)
item_buy_logic.append(dataframe["rsi_14"] < self.buy_28_rsi.value)
item_buy_logic.append(dataframe["cti"] < self.buy_28_cti.value)
# Condition #29
elif index == 29:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["moderi_64"] == True)
item_buy_logic.append(dataframe["close"] < dataframe["hull_75"] * self.buy_29_ma_offset.value)
item_buy_logic.append(dataframe["ewo"] < self.buy_29_ewo.value)
item_buy_logic.append(dataframe["cti"] < self.buy_29_cti.value)
# Condition #30
elif index == 30:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["moderi_64"] == False)
item_buy_logic.append(dataframe["close"] < dataframe["zlema_68"] * self.buy_30_ma_offset.value)
item_buy_logic.append(dataframe["ewo"] > self.buy_30_ewo.value)
item_buy_logic.append(dataframe["rsi_14"] < self.buy_30_rsi.value)
item_buy_logic.append(dataframe["cti"] < self.buy_30_cti.value)
# Condition #31
elif index == 31:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["moderi_64"] == False)
item_buy_logic.append(dataframe["close"] < dataframe["zlema_68"] * self.buy_31_ma_offset.value)
item_buy_logic.append(dataframe["ewo"] < self.buy_31_ewo.value)
item_buy_logic.append(dataframe["r_480"] < self.buy_31_wr.value)
# Condition #32 - Quick mode buy
elif index == 32:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["moderi_32"])
item_buy_logic.append(dataframe["moderi_64"])
item_buy_logic.append(dataframe["moderi_96"])
item_buy_logic.append(dataframe["cti"] < self.buy_32_cti.value)
item_buy_logic.append(dataframe["rsi_20"] < dataframe["rsi_20"].shift(1))
item_buy_logic.append(dataframe["rsi_4"] < self.buy_32_rsi.value)
item_buy_logic.append(dataframe["ema_20_1h"] > dataframe["ema_25_1h"])
item_buy_logic.append(
(dataframe["open"] - dataframe["close"]) / dataframe["close"] < self.buy_32_dip.value
)
item_buy_logic.append(dataframe["close"] < (dataframe["sma_15"] * self.buy_32_ma_offset.value))
item_buy_logic.append(
((dataframe["open"] < dataframe["ema_20_1h"]) & (dataframe["low"] < dataframe["ema_20_1h"]))
| ((dataframe["open"] > dataframe["ema_20_1h"]) & (dataframe["low"] > dataframe["ema_20_1h"]))
)
# Condition #33 - Quick mode buy
elif index == 33:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["moderi_96"])
item_buy_logic.append(dataframe["cti"] < self.buy_33_cti.value)
item_buy_logic.append(dataframe["close"] < (dataframe["ema_13"] * self.buy_33_ma_offset.value))
item_buy_logic.append(dataframe["ewo"] > self.buy_33_ewo.value)
item_buy_logic.append(dataframe["rsi_14"] < self.buy_33_rsi.value)
item_buy_logic.append(
dataframe["volume"] < (dataframe["volume_mean_4"] * self.buy_33_volume.value)
)
# Condition #34 - Quick mode buy
elif index == 34:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["cti"] < self.buy_34_cti.value)
item_buy_logic.append(
(dataframe["open"] - dataframe["close"]) / dataframe["close"] < self.buy_34_dip.value
)
item_buy_logic.append(dataframe["close"] < dataframe["ema_13"] * self.buy_34_ma_offset.value)
item_buy_logic.append(dataframe["ewo"] < self.buy_34_ewo.value)
item_buy_logic.append(
dataframe["volume"] < (dataframe["volume_mean_4"] * self.buy_34_volume.value)
)
# Condition #35 - PMAX0 buy
elif index == 35:
# Non-Standard protections
# Logic
item_buy_logic.append(dataframe["pm"] <= dataframe["pmax_thresh"])
item_buy_logic.append(dataframe["close"] < dataframe["sma_75"] * 0.984)
item_buy_logic.append(dataframe["ewo"] > 9.6)
item_buy_logic.append(dataframe["rsi_14"] < 32.0)
item_buy_logic.append(dataframe["cti"] < -0.5)
# Condition #36 - PMAX1 buy
elif index == 36:
# Non-Standard protections (add below)
# Logic
item_buy_logic.append(dataframe["pm"] <= dataframe["pmax_thresh"])
item_buy_logic.append(dataframe["close"] < dataframe["sma_75"] * 0.98)
item_buy_logic.append(dataframe["ewo"] < -8.8)
item_buy_logic.append(dataframe["cti"] < -0.8)
# Condition #37 - PMAX2 buy
elif index == 37:
# Non-Standard protections (add below)
# Logic
item_buy_logic.append(dataframe["pm"] > dataframe["pmax_thresh"])
item_buy_logic.append(dataframe["close"] < dataframe["sma_75"] * 0.98)
item_buy_logic.append(dataframe["ewo"] > 9.8)
item_buy_logic.append(dataframe["rsi_14"] < 56.0)
item_buy_logic.append(dataframe["cti"] < -0.7)
item_buy_logic.append(dataframe["safe_dump_50_1h"])
# Condition #38 - PMAX3 buy
elif index == 38:
# Non-Standard protections (add below)
# Logic
item_buy_logic.append(dataframe["pm"] > dataframe["pmax_thresh"])
item_buy_logic.append(dataframe["close"] < dataframe["sma_75"] * 0.7)
item_buy_logic.append(dataframe["ewo"] < -2.0)
item_buy_logic.append(dataframe["cti"] < -0.86)
# Condition #39 - Ichimoku
elif index == 39:
# Non-Standard protections (add below)
# Logic
item_buy_logic.append(dataframe["tenkan_sen_1h"] > dataframe["kijun_sen_1h"])
item_buy_logic.append(dataframe["close"] > dataframe["cloud_top_1h"])
item_buy_logic.append(
dataframe["leading_senkou_span_a_1h"] > dataframe["leading_senkou_span_b_1h"]
)
item_buy_logic.append(dataframe["chikou_span_1h"] > dataframe["senkou_a_1h"])
item_buy_logic.append(dataframe["efi_1h"] > 0)
item_buy_logic.append(dataframe["ssl_up_1h"] > dataframe["ssl_down_1h"])
item_buy_logic.append(dataframe["close"] < dataframe["ssl_up_1h"])
item_buy_logic.append(dataframe["cti"] < -0.73)
# Start of trend
item_buy_logic.append(
(
dataframe["leading_senkou_span_a_1h"].shift(12)
< dataframe["leading_senkou_span_b_1h"].shift(12)
)
| (dataframe["efi_1h"] < 0)
| (dataframe["ssl_up_1h"].shift(12) < dataframe["ssl_down_1h"].shift(12))
)
# Condition #40 - ZLEMA X buy
elif index == 40:
# Non-Standard protections (add below)
# Logic
item_buy_logic.append(qtpylib.crossed_above(dataframe["zlema_2"], dataframe["zlema_4"]))
item_buy_logic.append(dataframe["hrsi"] < 30)
item_buy_logic.append(dataframe["cci"] < -200)
item_buy_logic.append(dataframe["rsi_14"] < 30)
item_buy_logic.append(dataframe["exceed_low_1h"])
item_buy_logic.append(dataframe["seq_buy_1h"] > 8)
item_buy_logic.append(dataframe["volume"] > 0)
item_buy = reduce(lambda x, y: x & y, item_buy_logic)
dataframe.loc[item_buy, "buy_tag"] += str(index) + " "
conditions.append(item_buy)
if conditions:
dataframe.loc[:, "buy"] = reduce(lambda x, y: x | y, conditions)
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[:, "sell"] = 0
return dataframe
def confirm_trade_exit(
self,
pair: str,
trade: "Trade",
order_type: str,
amount: float,
rate: float,
time_in_force: str,
sell_reason: str,
**kwargs,
) -> bool:
"""
Called right before placing a regular sell order.
Timing for this function is critical, so avoid doing heavy computations or
network requests in this method.
For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
When not implemented by a strategy, returns True (always confirming).
:param pair: Pair that's about to be sold.
:param trade: trade object.
:param order_type: Order type (as configured in order_types). usually limit or market.
:param amount: Amount in quote currency.
:param rate: Rate that's going to be used when using limit orders
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
:param sell_reason: Sell reason.
Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
'sell_signal', 'force_sell', 'emergency_sell']
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return bool: When True is returned, then the sell-order is placed on the exchange.
False aborts the process
"""
# Just to be sure our hold data is loaded, should be a no-op call after the first bot loop
if self.config["runmode"].value in ("live", "dry_run"):
self.load_hold_trades_config()
if not self.hold_trade_ids:
# We have no pairs we want to hold until profit, sell
return True
if trade.id not in self.hold_trade_ids:
# This pair is not on the list to hold until profit, sell
return True
trade_profit_ratio = self.hold_trade_ids[trade.id]
current_profit_ratio = trade.calc_profit_ratio(rate)
if sell_reason == "force_sell":
formatted_profit_ratio = "{}%".format(trade_profit_ratio * 100)
formatted_current_profit_ratio = "{}%".format(current_profit_ratio * 100)
log.warning(
"Force selling %s even though the current profit of %s < %s",
trade,
formatted_current_profit_ratio,
formatted_profit_ratio,
)
return True
elif current_profit_ratio >= trade_profit_ratio:
# This pair is on the list to hold, and we reached minimum profit, sell
return True
# This pair is on the list to hold, and we haven't reached minimum profit, hold
return False
else:
return True
# Elliot Wave Oscillator
def ewo(dataframe, sma1_length=5, sma2_length=35):
sma1 = ta.EMA(dataframe, timeperiod=sma1_length)
sma2 = ta.EMA(dataframe, timeperiod=sma2_length)
smadif = (sma1 - sma2) / dataframe["close"] * 100
return smadif
# Chaikin Money Flow
def chaikin_money_flow(dataframe, n=20, fillna=False) -> Series:
"""Chaikin Money Flow (CMF)
It measures the amount of Money Flow Volume over a specific period.
http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:chaikin_money_flow_cmf
Args:
dataframe(pandas.Dataframe): dataframe containing ohlcv
n(int): n period.
fillna(bool): if True, fill nan values.
Returns:
pandas.Series: New feature generated.
"""
mfv = ((dataframe["close"] - dataframe["low"]) - (dataframe["high"] - dataframe["close"])) / (
dataframe["high"] - dataframe["low"]
)
mfv = mfv.fillna(0.0) # float division by zero
mfv *= dataframe["volume"]
cmf = mfv.rolling(n, min_periods=0).sum() / dataframe["volume"].rolling(n, min_periods=0).sum()
if fillna:
cmf = cmf.replace([np.inf, -np.inf], np.nan).fillna(0)
return Series(cmf, name="cmf")
# Williams %R
def williams_r(dataframe: DataFrame, period: int = 14) -> Series:
"""Williams %R, or just %R, is a technical analysis oscillator showing the current closing price in relation to the high and low
of the past N days (for a given N). It was developed by a publisher and promoter of trading materials, Larry Williams.
Its purpose is to tell whether a stock or commodity market is trading near the high or the low, or somewhere in between,
of its recent trading range.
The oscillator is on a negative scale, from −100 (lowest) up to 0 (highest).
"""
highest_high = dataframe["high"].rolling(center=False, window=period).max()
lowest_low = dataframe["low"].rolling(center=False, window=period).min()
WR = Series(
(highest_high - dataframe["close"]) / (highest_high - lowest_low),
name="{0} Williams %R".format(period),
)
return WR * -100
# Volume Weighted Moving Average
def vwma(dataframe: DataFrame, length: int = 10):
"""Indicator: Volume Weighted Moving Average (VWMA)"""
# Calculate Result
pv = dataframe["close"] * dataframe["volume"]
vwma = Series(ta.SMA(pv, timeperiod=length) / ta.SMA(dataframe["volume"], timeperiod=length))
return vwma
# Modified Elder Ray Index
def moderi(dataframe: DataFrame, len_slow_ma: int = 32) -> Series:
slow_ma = Series(ta.EMA(vwma(dataframe, length=len_slow_ma), timeperiod=len_slow_ma))
return slow_ma >= slow_ma.shift(1) # we just need true & false for ERI trend
# zlema
def zlema(dataframe, timeperiod):
lag = int(math.floor((timeperiod - 1) / 2))
if isinstance(dataframe, Series):
ema_data = dataframe + (dataframe - dataframe.shift(lag))
else:
ema_data = dataframe["close"] + (dataframe["close"] - dataframe["close"].shift(lag))
return ta.EMA(ema_data, timeperiod=timeperiod)
# zlhull
def zlhull(dataframe, timeperiod):
lag = int(math.floor((timeperiod - 1) / 2))
if isinstance(dataframe, Series):
wma_data = dataframe + (dataframe - dataframe.shift(lag))
else:
wma_data = dataframe["close"] + (dataframe["close"] - dataframe["close"].shift(lag))
return ta.WMA(
2 * ta.WMA(wma_data, int(math.floor(timeperiod / 2))) - ta.WMA(wma_data, timeperiod),
int(round(np.sqrt(timeperiod))),
)
# hull
def hull(dataframe, timeperiod):
if isinstance(dataframe, Series):
return ta.WMA(
2 * ta.WMA(dataframe, int(math.floor(timeperiod / 2))) - ta.WMA(dataframe, timeperiod),
int(round(np.sqrt(timeperiod))),
)
else:
return ta.WMA(
2 * ta.WMA(dataframe["close"], int(math.floor(timeperiod / 2))) - ta.WMA(dataframe["close"], timeperiod),
int(round(np.sqrt(timeperiod))),
)
# PMAX
def pmax(df, period, multiplier, length, MAtype, src):
period = int(period)
multiplier = int(multiplier)
length = int(length)
MAtype = int(MAtype)
src = int(src)
mavalue = "MA_" + str(MAtype) + "_" + str(length)
atr = "ATR_" + str(period)
pm = "pm_" + str(period) + "_" + str(multiplier) + "_" + str(length) + "_" + str(MAtype)
pmx = "pmX_" + str(period) + "_" + str(multiplier) + "_" + str(length) + "_" + str(MAtype)
# MAtype==1 --> EMA
# MAtype==2 --> DEMA
# MAtype==3 --> T3
# MAtype==4 --> SMA
# MAtype==5 --> VIDYA
# MAtype==6 --> TEMA
# MAtype==7 --> WMA
# MAtype==8 --> VWMA
# MAtype==9 --> zema
if src == 1:
masrc = df["close"]
elif src == 2:
masrc = (df["high"] + df["low"]) / 2
elif src == 3:
masrc = (df["high"] + df["low"] + df["close"] + df["open"]) / 4
if MAtype == 1:
mavalue = ta.EMA(masrc, timeperiod=length)
elif MAtype == 2:
mavalue = ta.DEMA(masrc, timeperiod=length)
elif MAtype == 3:
mavalue = ta.T3(masrc, timeperiod=length)
elif MAtype == 4:
mavalue = ta.SMA(masrc, timeperiod=length)
elif MAtype == 5:
mavalue = VIDYA(df, length=length)
elif MAtype == 6:
mavalue = ta.TEMA(masrc, timeperiod=length)
elif MAtype == 7:
mavalue = ta.WMA(df, timeperiod=length)
elif MAtype == 8:
mavalue = vwma(df, length)
elif MAtype == 9:
mavalue = zema(df, period=length)
df[atr] = ta.ATR(df, timeperiod=period)
df["basic_ub"] = mavalue + ((multiplier / 10) * df[atr])
df["basic_lb"] = mavalue - ((multiplier / 10) * df[atr])
basic_ub = df["basic_ub"].values
final_ub = np.full(len(df), 0.00)
basic_lb = df["basic_lb"].values
final_lb = np.full(len(df), 0.00)
for i in range(period, len(df)):
final_ub[i] = (
basic_ub[i] if (basic_ub[i] < final_ub[i - 1] or mavalue[i - 1] > final_ub[i - 1]) else final_ub[i - 1]
)
final_lb[i] = (
basic_lb[i] if (basic_lb[i] > final_lb[i - 1] or mavalue[i - 1] < final_lb[i - 1]) else final_lb[i - 1]
)
df["final_ub"] = final_ub
df["final_lb"] = final_lb
pm_arr = np.full(len(df), 0.00)
for i in range(period, len(df)):
pm_arr[i] = (
final_ub[i]
if (pm_arr[i - 1] == final_ub[i - 1] and mavalue[i] <= final_ub[i])
else (
final_lb[i]
if (pm_arr[i - 1] == final_ub[i - 1] and mavalue[i] > final_ub[i])
else (
final_lb[i]
if (pm_arr[i - 1] == final_lb[i - 1] and mavalue[i] >= final_lb[i])
else final_ub[i] if (pm_arr[i - 1] == final_lb[i - 1] and mavalue[i] < final_lb[i]) else 0.00
)
)
)
pm = Series(pm_arr)
# Mark the trend direction up/down
pmx = np.where((pm_arr > 0.00), np.where((mavalue < pm_arr), "down", "up"), None)
return pm, pmx
def calc_streaks(series: Series):
# logic tables
geq = series >= series.shift(1) # True if rising
eq = series == series.shift(1) # True if equal
logic_table = concat([geq, eq], axis=1)
streaks = [0] # holds the streak duration, starts with 0
for row in logic_table.iloc[1:].itertuples(): # iterate through logic table
if row[2]: # same value as before
streaks.append(0)
continue
last_value = streaks[-1]
if row[1]: # higher value than before
streaks.append(last_value + 1 if last_value >= 0 else 1) # increase or reset to +1
else: # lower value than before
streaks.append(last_value - 1 if last_value < 0 else -1) # decrease or reset to -1
return streaks
# SSL Channels
def SSLChannels(dataframe, length=7):
df = dataframe.copy()
ATR = ta.ATR(dataframe, timeperiod=14)
smaHigh = dataframe["high"].rolling(length).mean() + ATR
smaLow = dataframe["low"].rolling(length).mean() - ATR
hlv = Series(np.where(dataframe["close"] > smaHigh, 1, np.where(dataframe["close"] < smaLow, -1, np.nan)))
hlv = hlv.ffill()
sslDown = np.where(hlv < 0, smaHigh, smaLow)
sslUp = np.where(hlv < 0, smaLow, smaHigh)
return sslDown, sslUp
# Kalman Filter
def KalmanFilter(dtloc, source="close"):
dtKF = dtloc.copy().fillna(0)
dtKF["TRANGE"] = ta.TRANGE(dtloc).fillna(0)
def calc_dtKF(dfr, init=0):
global calc_dtKF_value_1
global calc_dtKF_value_2
global calc_dtKF_value_3
global calc_dtKF_source
if init == 1:
calc_dtKF_value_1 = 0.0
calc_dtKF_value_2 = 0.0
calc_dtKF_value_3 = 0.0
calc_dtKF_source = 0.0
return
calc_dtKF_value_1 = 0.2 * (dfr[source] - calc_dtKF_source) + 0.8 * calc_dtKF_value_1
calc_dtKF_value_2 = 0.1 * dfr["TRANGE"] + 0.8 * calc_dtKF_value_2
if calc_dtKF_value_2 != 0:
vlambda = abs(calc_dtKF_value_1 / calc_dtKF_value_2)
else:
vlambda = 0
valpha = (-1 * math.pow(vlambda, 2) + math.sqrt(math.pow(vlambda, 4) + 16 * math.pow(vlambda, 2))) / 8
calc_dtKF_value_3 = valpha * dfr[source] + (1 - valpha) * calc_dtKF_value_3
calc_dtKF_source = dfr[source]
return calc_dtKF_value_3
calc_dtKF(None, init=1)
dtKF["KF"] = dtKF.apply(calc_dtKF, axis=1)
return dtKF["KF"]