Timeframe
5m
Direction
Long Only
Stoploss
-99.0%
Trailing Stop
No
ROI
0m: 1000.0%
Interface Version
3
Startup Candles
N/A
Indicators
23
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
import copy
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, file_dump_json
from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy import merge_informative_pair, timeframe_to_minutes
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
log = logging.getLogger(__name__)
try:
import pandas_ta as pta
except ImportError:
log.error("IMPORTANT - please install the pandas_ta python module which is needed for this strategy. If you're running Docker, add RUN pip install pandas_ta to your Dockerfile, otherwise run: pip install pandas_ta")
else:
log.info('pandas_ta successfully imported')
###########################################################################################################
## 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 ##
## * This feature can be completely disabled with the holdSupportEnabled parameter ##
## ##
###########################################################################################################
## 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_v772(IStrategy):
INTERFACE_VERSION = 3
plot_config = {'main_plot': {}, 'subplots': {'entry tag': {'enter_tag': {'color': 'green'}}}}
# ROI table:
minimal_roi = {'0': 10}
stoploss = -0.99
# Trailing stoploss (not used)
trailing_stop = False
trailing_only_offset_is_reached = True
trailing_stop_positive = 0.01
trailing_stop_positive_offset = 0.03
use_custom_stoploss = False
# 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
# Do you want to use the hold feature? (with hold-trades.json)
holdSupportEnabled = True
# 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 = False
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 = {'entry': 'limit', 'exit': 'limit', 'trailing_stop_loss': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False}
#############################################################
#############
# Enable/Disable conditions
#############
entry_params = {'entry_condition_1_enable': True, 'entry_condition_2_enable': True, 'entry_condition_3_enable': True, 'entry_condition_4_enable': True, 'entry_condition_5_enable': True, 'entry_condition_6_enable': True, 'entry_condition_7_enable': True, 'entry_condition_8_enable': True, 'entry_condition_9_enable': True, 'entry_condition_10_enable': True, 'entry_condition_11_enable': True, 'entry_condition_12_enable': True, 'entry_condition_13_enable': True, 'entry_condition_14_enable': True, 'entry_condition_15_enable': True, 'entry_condition_16_enable': True, 'entry_condition_17_enable': True, 'entry_condition_18_enable': True, 'entry_condition_19_enable': True, 'entry_condition_20_enable': True, 'entry_condition_21_enable': True, 'entry_condition_22_enable': True, 'entry_condition_23_enable': True, 'entry_condition_24_enable': True, 'entry_condition_25_enable': True, 'entry_condition_26_enable': True, 'entry_condition_27_enable': True, 'entry_condition_28_enable': True, 'entry_condition_29_enable': True, 'entry_condition_30_enable': True, 'entry_condition_31_enable': True, 'entry_condition_32_enable': True, 'entry_condition_33_enable': True, 'entry_condition_34_enable': True, 'entry_condition_35_enable': True, 'entry_condition_36_enable': True, 'entry_condition_37_enable': True, 'entry_condition_38_enable': True, 'entry_condition_39_enable': True, 'entry_condition_40_enable': True, 'entry_condition_41_enable': True, 'entry_condition_42_enable': True, 'entry_condition_43_enable': True, 'entry_condition_44_enable': True}
#############
# Enable/Disable conditions
#############
exit_params = {'exit_condition_1_enable': True, 'exit_condition_2_enable': True, 'exit_condition_3_enable': True, 'exit_condition_4_enable': True, 'exit_condition_5_enable': True, 'exit_condition_6_enable': True, 'exit_condition_7_enable': True, 'exit_condition_8_enable': True}
#############################################################
entry_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': True, 'ema_slow_len': '15', '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': '24', 'sma200_1h_rising': False, 'sma200_1h_rising_val': '50', 'safe_dips': True, 'safe_dips_type': '110', 'safe_pump': True, 'safe_pump_type': '100', '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': '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': True, 'sma200_rising_val': '30', 'sma200_1h_rising': False, 'sma200_1h_rising_val': '50', 'safe_dips': True, 'safe_dips_type': '70', 'safe_pump': True, 'safe_pump_type': '20', 'safe_pump_period': '36', 'btc_1h_not_downtrend': True}, 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': True, 'safe_dips_type': '50', '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': '200', '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': True, 'safe_dips_type': '130', 'safe_pump': False, 'safe_pump_type': '10', 'safe_pump_period': '36', 'btc_1h_not_downtrend': True}, 39: {'ema_fast': False, 'ema_fast_len': '100', 'ema_slow': True, 'ema_slow_len': '15', 'close_above_ema_fast': True, 'close_above_ema_fast_len': '100', 'close_above_ema_slow': True, 'close_above_ema_slow_len': '200', '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}, 40: {'ema_fast': True, 'ema_fast_len': '12', 'ema_slow': True, 'ema_slow_len': '25', 'close_above_ema_fast': False, 'close_above_ema_fast_len': '200', 'close_above_ema_slow': True, 'close_above_ema_slow_len': '200', 'sma200_rising': False, 'sma200_rising_val': '30', 'sma200_1h_rising': False, 'sma200_1h_rising_val': '20', 'safe_dips': False, 'safe_dips_type': '130', 'safe_pump': False, 'safe_pump_type': '50', 'safe_pump_period': '48', 'btc_1h_not_downtrend': True}, 41: {'ema_fast': False, 'ema_fast_len': '12', 'ema_slow': False, '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': '30', 'sma200_1h_rising': False, 'sma200_1h_rising_val': '20', 'safe_dips': True, 'safe_dips_type': '50', 'safe_pump': False, 'safe_pump_type': '120', 'safe_pump_period': '24', 'btc_1h_not_downtrend': True}, 42: {'ema_fast': False, 'ema_fast_len': '12', 'ema_slow': False, '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': '30', 'sma200_1h_rising': False, 'sma200_1h_rising_val': '20', 'safe_dips': True, 'safe_dips_type': '110', 'safe_pump': False, 'safe_pump_type': '100', 'safe_pump_period': '24', 'btc_1h_not_downtrend': True}, 43: {'ema_fast': False, 'ema_fast_len': '12', 'ema_slow': False, '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': '30', 'sma200_1h_rising': False, 'sma200_1h_rising_val': '20', 'safe_dips': True, 'safe_dips_type': '70', 'safe_pump': False, 'safe_pump_type': '100', 'safe_pump_period': '24', 'btc_1h_not_downtrend': True}, 44: {'ema_fast': False, 'ema_fast_len': '12', 'ema_slow': False, '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': '30', 'sma200_1h_rising': False, 'sma200_1h_rising_val': '20', 'safe_dips': False, 'safe_dips_type': '100', 'safe_pump': False, 'safe_pump_type': '100', 'safe_pump_period': '24', 'btc_1h_not_downtrend': False}}
# Strict dips - level 10
entry_dip_threshold_10_1 = 0.015
entry_dip_threshold_10_2 = 0.1
entry_dip_threshold_10_3 = 0.24
entry_dip_threshold_10_4 = 0.42
# Strict dips - level 20
entry_dip_threshold_20_1 = 0.016
entry_dip_threshold_20_2 = 0.11
entry_dip_threshold_20_3 = 0.26
entry_dip_threshold_20_4 = 0.44
# Strict dips - level 30
entry_dip_threshold_30_1 = 0.018
entry_dip_threshold_30_2 = 0.12
entry_dip_threshold_30_3 = 0.28
entry_dip_threshold_30_4 = 0.46
# Strict dips - level 40
entry_dip_threshold_40_1 = 0.019
entry_dip_threshold_40_2 = 0.13
entry_dip_threshold_40_3 = 0.3
entry_dip_threshold_40_4 = 0.48
# Normal dips - level 50
entry_dip_threshold_50_1 = 0.02
entry_dip_threshold_50_2 = 0.14
entry_dip_threshold_50_3 = 0.32
entry_dip_threshold_50_4 = 0.5
# Normal dips - level 60
entry_dip_threshold_60_1 = 0.022
entry_dip_threshold_60_2 = 0.18
entry_dip_threshold_60_3 = 0.34
entry_dip_threshold_60_4 = 0.56
# Normal dips - level 70
entry_dip_threshold_70_1 = 0.023
entry_dip_threshold_70_2 = 0.2
entry_dip_threshold_70_3 = 0.36
entry_dip_threshold_70_4 = 0.6
# Normal dips - level 80
entry_dip_threshold_80_1 = 0.024
entry_dip_threshold_80_2 = 0.22
entry_dip_threshold_80_3 = 0.38
entry_dip_threshold_80_4 = 0.66
# Normal dips - level 70
entry_dip_threshold_90_1 = 0.025
entry_dip_threshold_90_2 = 0.23
entry_dip_threshold_90_3 = 0.4
entry_dip_threshold_90_4 = 0.7
# Loose dips - level 100
entry_dip_threshold_100_1 = 0.026
entry_dip_threshold_100_2 = 0.24
entry_dip_threshold_100_3 = 0.42
entry_dip_threshold_100_4 = 0.8
# Loose dips - level 110
entry_dip_threshold_110_1 = 0.027
entry_dip_threshold_110_2 = 0.26
entry_dip_threshold_110_3 = 0.44
entry_dip_threshold_110_4 = 0.84
# Loose dips - level 120
entry_dip_threshold_120_1 = 0.028
entry_dip_threshold_120_2 = 0.28
entry_dip_threshold_120_3 = 0.46
entry_dip_threshold_120_4 = 0.86
# Loose dips - level 130
entry_dip_threshold_130_1 = 0.028
entry_dip_threshold_130_2 = 0.3
entry_dip_threshold_130_3 = 0.48
entry_dip_threshold_130_4 = 0.9
# 24 hours - level 10
entry_pump_pull_threshold_10_24 = 2.2
entry_pump_threshold_10_24 = 0.42
# 36 hours - level 10
entry_pump_pull_threshold_10_36 = 2.0
entry_pump_threshold_10_36 = 0.58
# 48 hours - level 10
entry_pump_pull_threshold_10_48 = 2.0
entry_pump_threshold_10_48 = 0.8
# 24 hours - level 20
entry_pump_pull_threshold_20_24 = 2.2
entry_pump_threshold_20_24 = 0.46
# 36 hours - level 20
entry_pump_pull_threshold_20_36 = 2.0
entry_pump_threshold_20_36 = 0.6
# 48 hours - level 20
entry_pump_pull_threshold_20_48 = 2.0
entry_pump_threshold_20_48 = 0.81
# 24 hours - level 30
entry_pump_pull_threshold_30_24 = 2.2
entry_pump_threshold_30_24 = 0.5
# 36 hours - level 30
entry_pump_pull_threshold_30_36 = 2.0
entry_pump_threshold_30_36 = 0.62
# 48 hours - level 30
entry_pump_pull_threshold_30_48 = 2.0
entry_pump_threshold_30_48 = 0.82
# 24 hours - level 40
entry_pump_pull_threshold_40_24 = 2.2
entry_pump_threshold_40_24 = 0.54
# 36 hours - level 40
entry_pump_pull_threshold_40_36 = 2.0
entry_pump_threshold_40_36 = 0.63
# 48 hours - level 40
entry_pump_pull_threshold_40_48 = 2.0
entry_pump_threshold_40_48 = 0.84
# 24 hours - level 50
entry_pump_pull_threshold_50_24 = 1.75
entry_pump_threshold_50_24 = 0.6
# 36 hours - level 50
entry_pump_pull_threshold_50_36 = 1.75
entry_pump_threshold_50_36 = 0.64
# 48 hours - level 50
entry_pump_pull_threshold_50_48 = 1.75
entry_pump_threshold_50_48 = 0.85
# 24 hours - level 60
entry_pump_pull_threshold_60_24 = 1.75
entry_pump_threshold_60_24 = 0.62
# 36 hours - level 60
entry_pump_pull_threshold_60_36 = 1.75
entry_pump_threshold_60_36 = 0.66
# 48 hours - level 60
entry_pump_pull_threshold_60_48 = 1.75
entry_pump_threshold_60_48 = 0.9
# 24 hours - level 70
entry_pump_pull_threshold_70_24 = 1.75
entry_pump_threshold_70_24 = 0.63
# 36 hours - level 70
entry_pump_pull_threshold_70_36 = 1.75
entry_pump_threshold_70_36 = 0.67
# 48 hours - level 70
entry_pump_pull_threshold_70_48 = 1.75
entry_pump_threshold_70_48 = 0.95
# 24 hours - level 80
entry_pump_pull_threshold_80_24 = 1.75
entry_pump_threshold_80_24 = 0.64
# 36 hours - level 80
entry_pump_pull_threshold_80_36 = 1.75
entry_pump_threshold_80_36 = 0.68
# 48 hours - level 80
entry_pump_pull_threshold_80_48 = 1.75
entry_pump_threshold_80_48 = 1.0
# 24 hours - level 90
entry_pump_pull_threshold_90_24 = 1.75
entry_pump_threshold_90_24 = 0.65
# 36 hours - level 90
entry_pump_pull_threshold_90_36 = 1.75
entry_pump_threshold_90_36 = 0.69
# 48 hours - level 90
entry_pump_pull_threshold_90_48 = 1.75
entry_pump_threshold_90_48 = 1.1
# 24 hours - level 100
entry_pump_pull_threshold_100_24 = 1.7
entry_pump_threshold_100_24 = 0.66
# 36 hours - level 100
entry_pump_pull_threshold_100_36 = 1.7
entry_pump_threshold_100_36 = 0.7
# 48 hours - level 100
entry_pump_pull_threshold_100_48 = 1.4
entry_pump_threshold_100_48 = 1.6
# 24 hours - level 110
entry_pump_pull_threshold_110_24 = 1.7
entry_pump_threshold_110_24 = 0.7
# 36 hours - level 110
entry_pump_pull_threshold_110_36 = 1.7
entry_pump_threshold_110_36 = 0.74
# 48 hours - level 110
entry_pump_pull_threshold_110_48 = 1.4
entry_pump_threshold_110_48 = 1.8
# 24 hours - level 120
entry_pump_pull_threshold_120_24 = 1.7
entry_pump_threshold_120_24 = 0.78
# 36 hours - level 120
entry_pump_pull_threshold_120_36 = 1.7
entry_pump_threshold_120_36 = 0.78
# 48 hours - level 120
entry_pump_pull_threshold_120_48 = 1.4
entry_pump_threshold_120_48 = 2.0
# 5 hours - level 10
entry_dump_protection_10_5 = 0.4
# 5 hours - level 20
entry_dump_protection_20_5 = 0.44
# 5 hours - level 30
entry_dump_protection_30_5 = 0.5
# 5 hours - level 40
entry_dump_protection_40_5 = 0.58
# 5 hours - level 50
entry_dump_protection_50_5 = 0.66
# 5 hours - level 60
entry_dump_protection_60_5 = 0.74
entry_min_inc_1 = 0.022
entry_rsi_1h_min_1 = 20.0
entry_rsi_1h_max_1 = 84.0
entry_rsi_1 = 36.0
entry_mfi_1 = 50.0
entry_cti_1 = -0.92
entry_rsi_1h_min_2 = 32.0
entry_rsi_1h_max_2 = 84.0
entry_rsi_1h_diff_2 = 38.8
entry_mfi_2 = 49.0
entry_bb_offset_2 = 0.983
entry_volume_2 = 1.6
entry_bb40_bbdelta_close_3 = 0.045
entry_bb40_closedelta_close_3 = 0.023
entry_bb40_tail_bbdelta_3 = 0.418
entry_ema_rel_3 = 0.986
entry_cti_3 = -0.5
entry_bb20_close_bblowerband_4 = 0.979
entry_bb20_volume_4 = 10.0
entry_cti_4 = -0.8
entry_ema_open_mult_5 = 0.018
entry_bb_offset_5 = 0.996
entry_ema_rel_5 = 0.915
entry_cti_5 = -0.84
entry_volume_5 = 1.8
entry_ema_open_mult_6 = 0.021
entry_bb_offset_6 = 0.976
entry_ema_open_mult_7 = 0.03
entry_cti_7 = -0.89
entry_cti_8 = -0.88
entry_rsi_8 = 40.0
entry_bb_offset_8 = 0.99
entry_rsi_1h_8 = 64.0
entry_volume_8 = 1.8
entry_ma_offset_9 = 0.968
entry_bb_offset_9 = 0.942
entry_rsi_1h_min_9 = 20.0
entry_rsi_1h_max_9 = 88.0
entry_mfi_9 = 50.0
entry_ma_offset_10 = 0.98
entry_bb_offset_10 = 0.972
entry_rsi_1h_10 = 50.0
entry_ma_offset_11 = 0.946
entry_min_inc_11 = 0.038
entry_rsi_1h_min_11 = 46.0
entry_rsi_1h_max_11 = 84.0
entry_rsi_11 = 38.0
entry_mfi_11 = 36.0
entry_ma_offset_12 = 0.921
entry_rsi_12 = 28.0
entry_ewo_12 = 1.8
entry_cti_12 = -0.7
entry_ma_offset_13 = 0.99
entry_cti_13 = -0.82
entry_ewo_13 = -9.0
entry_ema_open_mult_14 = 0.014
entry_bb_offset_14 = 0.988
entry_ma_offset_14 = 0.945
entry_cti_14 = -0.86
entry_ema_open_mult_15 = 0.024
entry_ma_offset_15 = 0.958
entry_rsi_15 = 28.0
entry_ema_rel_15 = 0.974
entry_ma_offset_16 = 0.953
entry_rsi_16 = 31.0
entry_ewo_16 = 2.8
entry_cti_16 = -0.84
entry_ma_offset_17 = 0.99
entry_ewo_17 = -9.4
entry_cti_17 = -0.96
entry_volume_17 = 2.0
entry_rsi_18 = 33.0
entry_bb_offset_18 = 0.986
entry_volume_18 = 2.0
entry_cti_18 = -0.86
entry_rsi_1h_min_19 = 30.0
entry_chop_max_19 = 21.3
entry_rsi_20 = 36.0
entry_rsi_1h_20 = 16.0
entry_cti_20 = -0.84
entry_volume_20 = 2.0
entry_rsi_21 = 14.0
entry_rsi_1h_21 = 28.0
entry_cti_21 = -0.902
entry_volume_21 = 2.0
entry_volume_22 = 2.0
entry_bb_offset_22 = 0.984
entry_ma_offset_22 = 0.942
entry_ewo_22 = 5.8
entry_rsi_22 = 36.0
entry_23_bb_offset = 0.984
entry_23_ewo = 7.8
entry_23_rsi = 32.4
entry_23_rsi_1h = 80.0
entry_23_cti = -0.66
entry_23_r = -80.0
entry_23_r_1h = -80.0
entry_24_rsi_max = 50.0
entry_24_rsi_1h_min = 66.9
entry_25_ma_offset = 0.922
entry_25_rsi_4 = 38.0
entry_25_cti = -0.76
entry_26_zema_low_offset = 0.94
entry_26_cti = -0.91
entry_26_r = -35.0
entry_26_r_1h = -60.0
entry_26_volume = 2.0
entry_27_wr_max = 90.0
entry_27_wr_1h_max = 90.0
entry_27_rsi_max = 50
entry_27_cti = -0.93
entry_27_volume = 2.0
entry_28_ma_offset = 0.97
entry_28_ewo = 7.2
entry_28_rsi = 32.5
entry_28_cti = -0.9
entry_29_ma_offset = 0.94
entry_29_ewo = -4.0
entry_29_cti = -0.95
entry_30_ma_offset = 0.97
entry_30_ewo = 7.4
entry_30_rsi = 40.0
entry_30_cti = -0.88
entry_31_ma_offset = 0.962
entry_31_ewo = -10.4
entry_31_wr = -90.0
entry_31_cti = -0.89
entry_32_ma_offset = 0.934
entry_32_dip = 0.005
entry_32_rsi = 46.0
entry_32_cti = -0.8
entry_33_ma_offset = 0.988
entry_33_rsi = 32.0
entry_33_cti = -0.88
entry_33_ewo = 6.4
entry_33_volume = 2.0
entry_34_ma_offset = 0.93
entry_34_dip = 0.005
entry_34_ewo = -6.0
entry_34_cti = -0.88
entry_34_volume = 2.0
entry_35_ma_offset = 0.984
entry_35_ewo = 9.6
entry_35_rsi = 32.0
entry_35_cti = -0.5
entry_36_ma_offset = 0.98
entry_36_ewo = -8.8
entry_36_cti = -0.8
entry_37_ma_offset = 0.98
entry_37_ewo = 9.8
entry_37_rsi = 56.0
entry_37_cti = -0.7
entry_38_ma_offset = 0.98
entry_38_ewo = -5.2
entry_38_cti = -0.96
entry_39_cti = -0.77
entry_39_r = -60.0
entry_39_r_1h = -38.0
entry_40_hrsi = 30.0
entry_40_cci = -240.0
entry_40_rsi = 30.0
entry_40_cti = -0.8
entry_40_r = -90.0
entry_40_r_1h = -90.0
entry_41_cti_1h = -0.84
entry_41_r_1h = -42.0
entry_41_ma_offset = 0.96
entry_41_cti = -0.8
entry_41_r = -75.0
entry_42_cti_1h = 0.5
entry_42_r_1h = -46.0
entry_42_ema_open_mult = 0.018
entry_42_bb_offset = 0.992
entry_43_cti_1h = 0.5
entry_43_r_1h = -80.0
entry_43_bb40_bbdelta_close = 0.046
entry_43_bb40_closedelta_close = 0.02
entry_43_bb40_tail_bbdelta = 0.5
entry_43_cti = -0.6
entry_43_r = -90.0
entry_44_ma_offset = 0.982
entry_44_ewo = -18.143
entry_44_cti = -0.8
entry_44_r_1h = -75.0
# Sell
exit_condition_1_enable = True
exit_condition_2_enable = True
exit_condition_3_enable = True
exit_condition_4_enable = True
exit_condition_5_enable = True
exit_condition_6_enable = True
exit_condition_7_enable = True
exit_condition_8_enable = True
# 48h for pump exit checks
exit_pump_threshold_48_1 = 0.9
exit_pump_threshold_48_2 = 0.7
exit_pump_threshold_48_3 = 0.5
# 36h for pump exit checks
exit_pump_threshold_36_1 = 0.72
exit_pump_threshold_36_2 = 4.0
exit_pump_threshold_36_3 = 1.0
# 24h for pump exit checks
exit_pump_threshold_24_1 = 0.68
exit_pump_threshold_24_2 = 0.62
exit_pump_threshold_24_3 = 0.88
exit_rsi_bb_1 = 79.5
exit_rsi_bb_2 = 81
exit_rsi_main_3 = 82
exit_dual_rsi_rsi_4 = 73.4
exit_dual_rsi_rsi_1h_4 = 79.6
exit_ema_relative_5 = 0.024
exit_rsi_diff_5 = 4.4
exit_rsi_under_6 = 79.0
exit_rsi_1h_7 = 81.7
exit_bb_relative_8 = 1.1
# Profit over EMA200
exit_custom_profit_bull_0 = 0.012
exit_custom_rsi_under_bull_0 = 34.0
exit_custom_profit_bull_1 = 0.02
exit_custom_rsi_under_bull_1 = 35.0
exit_custom_profit_bull_2 = 0.03
exit_custom_rsi_under_bull_2 = 36.0
exit_custom_profit_bull_3 = 0.04
exit_custom_rsi_under_bull_3 = 37.0
exit_custom_profit_bull_4 = 0.05
exit_custom_rsi_under_bull_4 = 42.0
exit_custom_profit_bull_5 = 0.06
exit_custom_rsi_under_bull_5 = 49.0
exit_custom_profit_bull_6 = 0.07
exit_custom_rsi_under_bull_6 = 50.0
exit_custom_profit_bull_7 = 0.08
exit_custom_rsi_under_bull_7 = 54.0
exit_custom_profit_bull_8 = 0.09
exit_custom_rsi_under_bull_8 = 50.0
exit_custom_profit_bull_9 = 0.1
exit_custom_rsi_under_bull_9 = 46.0
exit_custom_profit_bull_10 = 0.12
exit_custom_rsi_under_bull_10 = 42.0
exit_custom_profit_bull_11 = 0.2
exit_custom_rsi_under_bull_11 = 30.0
exit_custom_profit_bear_0 = 0.012
exit_custom_rsi_under_bear_0 = 34.0
exit_custom_profit_bear_1 = 0.02
exit_custom_rsi_under_bear_1 = 35.0
exit_custom_profit_bear_2 = 0.03
exit_custom_rsi_under_bear_2 = 37.0
exit_custom_profit_bear_3 = 0.04
exit_custom_rsi_under_bear_3 = 44.0
exit_custom_profit_bear_4 = 0.05
exit_custom_rsi_under_bear_4 = 48.0
exit_custom_profit_bear_5 = 0.06
exit_custom_rsi_under_bear_5 = 50.0
exit_custom_rsi_over_bear_5 = 78.0
exit_custom_profit_bear_6 = 0.07
exit_custom_rsi_under_bear_6 = 52.0
exit_custom_rsi_over_bear_6 = 78.0
exit_custom_profit_bear_7 = 0.08
exit_custom_rsi_under_bear_7 = 54.0
exit_custom_rsi_over_bear_7 = 80.0
exit_custom_profit_bear_8 = 0.09
exit_custom_rsi_under_bear_8 = 52.0
exit_custom_rsi_over_bear_8 = 82.0
exit_custom_profit_bear_9 = 0.1
exit_custom_rsi_under_bear_9 = 46.0
exit_custom_profit_bear_10 = 0.12
exit_custom_rsi_under_bear_10 = 42.0
exit_custom_profit_bear_11 = 0.2
exit_custom_rsi_under_bear_11 = 30.0
# Profit under EMA200
exit_custom_under_profit_bull_0 = 0.01
exit_custom_under_rsi_under_bull_0 = 38.0
exit_custom_under_profit_bull_1 = 0.02
exit_custom_under_rsi_under_bull_1 = 46.0
exit_custom_under_profit_bull_2 = 0.03
exit_custom_under_rsi_under_bull_2 = 47.0
exit_custom_under_profit_bull_3 = 0.04
exit_custom_under_rsi_under_bull_3 = 48.0
exit_custom_under_profit_bull_4 = 0.05
exit_custom_under_rsi_under_bull_4 = 49.0
exit_custom_under_profit_bull_5 = 0.06
exit_custom_under_rsi_under_bull_5 = 50.0
exit_custom_under_profit_bull_6 = 0.07
exit_custom_under_rsi_under_bull_6 = 52.0
exit_custom_under_profit_bull_7 = 0.08
exit_custom_under_rsi_under_bull_7 = 54.0
exit_custom_under_profit_bull_8 = 0.09
exit_custom_under_rsi_under_bull_8 = 50.0
exit_custom_under_profit_bull_9 = 0.1
exit_custom_under_rsi_under_bull_9 = 46.0
exit_custom_under_profit_bull_10 = 0.12
exit_custom_under_rsi_under_bull_10 = 42.0
exit_custom_under_profit_bull_11 = 0.2
exit_custom_under_rsi_under_bull_11 = 30.0
exit_custom_under_profit_bear_0 = 0.01
exit_custom_under_rsi_under_bear_0 = 38.0
exit_custom_under_profit_bear_1 = 0.02
exit_custom_under_rsi_under_bear_1 = 56.0
exit_custom_under_profit_bear_2 = 0.03
exit_custom_under_rsi_under_bear_2 = 57.0
exit_custom_under_profit_bear_3 = 0.04
exit_custom_under_rsi_under_bear_3 = 58.0
exit_custom_under_profit_bear_4 = 0.05
exit_custom_under_rsi_under_bear_4 = 57.0
exit_custom_under_profit_bear_5 = 0.06
exit_custom_under_rsi_under_bear_5 = 56.0
exit_custom_under_rsi_over_bear_5 = 78.0
exit_custom_under_profit_bear_6 = 0.07
exit_custom_under_rsi_under_bear_6 = 55.0
exit_custom_under_rsi_over_bear_6 = 78.0
exit_custom_under_profit_bear_7 = 0.08
exit_custom_under_rsi_under_bear_7 = 54.0
exit_custom_under_rsi_over_bear_7 = 80.0
exit_custom_under_profit_bear_8 = 0.09
exit_custom_under_rsi_under_bear_8 = 50.0
exit_custom_under_rsi_over_bear_8 = 82.0
exit_custom_under_profit_bear_9 = 0.1
exit_custom_under_rsi_under_bear_9 = 46.0
exit_custom_under_profit_bear_10 = 0.12
exit_custom_under_rsi_under_bear_10 = 42.0
exit_custom_under_profit_bear_11 = 0.2
exit_custom_under_rsi_under_bear_11 = 30.0
# Profit targets for pumped pairs 48h 1
exit_custom_pump_profit_1_1 = 0.01
exit_custom_pump_rsi_1_1 = 34.0
exit_custom_pump_profit_1_2 = 0.02
exit_custom_pump_rsi_1_2 = 40.0
exit_custom_pump_profit_1_3 = 0.04
exit_custom_pump_rsi_1_3 = 42.0
exit_custom_pump_profit_1_4 = 0.1
exit_custom_pump_rsi_1_4 = 34.0
exit_custom_pump_profit_1_5 = 0.2
exit_custom_pump_rsi_1_5 = 30.0
# Profit targets for pumped pairs 36h 1
exit_custom_pump_profit_2_1 = 0.01
exit_custom_pump_rsi_2_1 = 34.0
exit_custom_pump_profit_2_2 = 0.02
exit_custom_pump_rsi_2_2 = 40.0
exit_custom_pump_profit_2_3 = 0.04
exit_custom_pump_rsi_2_3 = 42.0
exit_custom_pump_profit_2_4 = 0.1
exit_custom_pump_rsi_2_4 = 34.0
exit_custom_pump_profit_2_5 = 0.2
exit_custom_pump_rsi_2_5 = 30.0
# Profit targets for pumped pairs 24h 1
exit_custom_pump_profit_3_1 = 0.01
exit_custom_pump_rsi_3_1 = 34.0
exit_custom_pump_profit_3_2 = 0.02
exit_custom_pump_rsi_3_2 = 40.0
exit_custom_pump_profit_3_3 = 0.04
exit_custom_pump_rsi_3_3 = 42.0
exit_custom_pump_profit_3_4 = 0.1
exit_custom_pump_rsi_3_4 = 34.0
exit_custom_pump_profit_3_5 = 0.2
exit_custom_pump_rsi_3_5 = 30.0
# SMA descending
exit_custom_dec_profit_min_1 = 0.05
exit_custom_dec_profit_max_1 = 0.12
# Under EMA100
exit_custom_dec_profit_min_2 = 0.07
exit_custom_dec_profit_max_2 = 0.16
# Trail 1
exit_trail_profit_min_1 = 0.03
exit_trail_profit_max_1 = 0.05
exit_trail_down_1 = 0.05
exit_trail_rsi_min_1 = 10.0
exit_trail_rsi_max_1 = 20.0
# Trail 2
exit_trail_profit_min_2 = 0.1
exit_trail_profit_max_2 = 0.4
exit_trail_down_2 = 0.03
exit_trail_rsi_min_2 = 20.0
exit_trail_rsi_max_2 = 50.0
# Trail 3
exit_trail_profit_min_3 = 0.06
exit_trail_profit_max_3 = 0.2
exit_trail_down_3 = 0.05
# Trail 4
exit_trail_profit_min_4 = 0.03
exit_trail_profit_max_4 = 0.06
exit_trail_down_4 = 0.02
# Under & near EMA200, accept profit
exit_custom_profit_under_profit_min_1 = 0.001
exit_custom_profit_under_profit_max_1 = 0.008
exit_custom_profit_under_rel_1 = 0.024
exit_custom_profit_under_rsi_diff_1 = 4.4
exit_custom_profit_under_profit_2 = 0.03
exit_custom_profit_under_rel_2 = 0.024
exit_custom_profit_under_rsi_diff_2 = 4.4
# Under & near EMA200, take the loss
exit_custom_stoploss_under_rel_1 = 0.002
exit_custom_stoploss_under_rsi_diff_1 = 10.0
# Long duration/recover stoploss 1
exit_custom_stoploss_long_profit_min_1 = -0.08
exit_custom_stoploss_long_profit_max_1 = -0.04
exit_custom_stoploss_long_recover_1 = 0.14
exit_custom_stoploss_long_rsi_diff_1 = 4.0
# Long duration/recover stoploss 2
exit_custom_stoploss_long_recover_2 = 0.06
exit_custom_stoploss_long_rsi_diff_2 = 40.0
# Pumped, descending SMA
exit_custom_pump_dec_profit_min_1 = 0.005
exit_custom_pump_dec_profit_max_1 = 0.05
exit_custom_pump_dec_profit_min_2 = 0.04
exit_custom_pump_dec_profit_max_2 = 0.06
exit_custom_pump_dec_profit_min_3 = 0.06
exit_custom_pump_dec_profit_max_3 = 0.09
exit_custom_pump_dec_profit_min_4 = 0.02
exit_custom_pump_dec_profit_max_4 = 0.04
# Pumped 48h 1, under EMA200
exit_custom_pump_under_profit_min_1 = 0.04
exit_custom_pump_under_profit_max_1 = 0.09
# Pumped trail 1
exit_custom_pump_trail_profit_min_1 = 0.05
exit_custom_pump_trail_profit_max_1 = 0.07
exit_custom_pump_trail_down_1 = 0.05
exit_custom_pump_trail_rsi_min_1 = 20.0
exit_custom_pump_trail_rsi_max_1 = 70.0
# Stoploss, pumped, 48h 1
exit_custom_stoploss_pump_max_profit_1 = 0.01
exit_custom_stoploss_pump_min_1 = -0.02
exit_custom_stoploss_pump_max_1 = -0.01
exit_custom_stoploss_pump_ma_offset_1 = 0.94
# Stoploss, pumped, 48h 1
exit_custom_stoploss_pump_max_profit_2 = 0.025
exit_custom_stoploss_pump_loss_2 = -0.05
exit_custom_stoploss_pump_ma_offset_2 = 0.92
# Stoploss, pumped, 36h 3
exit_custom_stoploss_pump_max_profit_3 = 0.008
exit_custom_stoploss_pump_loss_3 = -0.12
exit_custom_stoploss_pump_ma_offset_3 = 0.88
# Recover
exit_custom_recover_profit_1 = 0.06
exit_custom_recover_min_loss_1 = 0.12
exit_custom_recover_profit_min_2 = 0.01
exit_custom_recover_profit_max_2 = 0.05
exit_custom_recover_min_loss_2 = 0.06
exit_custom_recover_rsi_2 = 46.0
# Profit for long duration trades
exit_custom_long_profit_min_1 = 0.03
exit_custom_long_profit_max_1 = 0.04
exit_custom_long_duration_min_1 = 900
#############################################################
hold_trades_cache = 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_trades_cache is None:
hold_trades_config_file = NostalgiaForInfinityNext.get_hold_trades_config_file()
if hold_trades_config_file:
self.hold_trades_cache = HoldsCache(hold_trades_config_file)
if self.hold_trades_cache:
self.hold_trades_cache.load()
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.holdSupportEnabled and 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 exit_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.exit_custom_profit_bull_11:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bull_11:
return (True, 'signal_profit_o_bull_11')
elif self.exit_custom_profit_bull_11 > current_profit >= self.exit_custom_profit_bull_10:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bull_10:
return (True, 'signal_profit_o_bull_10')
elif self.exit_custom_profit_bull_10 > current_profit >= self.exit_custom_profit_bull_9:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bull_9:
return (True, 'signal_profit_o_bull_9')
elif self.exit_custom_profit_bull_9 > current_profit >= self.exit_custom_profit_bull_8:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bull_8:
return (True, 'signal_profit_o_bull_8')
elif self.exit_custom_profit_bull_8 > current_profit >= self.exit_custom_profit_bull_7:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bull_7:
return (True, 'signal_profit_o_bull_7')
elif self.exit_custom_profit_bull_7 > current_profit >= self.exit_custom_profit_bull_6:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bull_6 and last_candle['cmf'] < 0.0:
return (True, 'signal_profit_o_bull_6')
elif self.exit_custom_profit_bull_6 > current_profit >= self.exit_custom_profit_bull_5:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bull_5 and last_candle['cmf'] < 0.0:
return (True, 'signal_profit_o_bull_5')
elif self.exit_custom_profit_bull_5 > current_profit >= self.exit_custom_profit_bull_4:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bull_4 and last_candle['cmf'] < 0.0:
return (True, 'signal_profit_o_bull_4')
elif self.exit_custom_profit_bull_4 > current_profit >= self.exit_custom_profit_bull_3:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bull_3 and last_candle['cmf'] < 0.0:
return (True, 'signal_profit_o_bull_3')
elif self.exit_custom_profit_bull_3 > current_profit >= self.exit_custom_profit_bull_2:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bull_2 and last_candle['cmf'] < 0.0:
return (True, 'signal_profit_o_bull_2')
elif self.exit_custom_profit_bull_2 > current_profit >= self.exit_custom_profit_bull_1:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bull_1 and last_candle['cmf'] < 0.0:
return (True, 'signal_profit_o_bull_1')
elif self.exit_custom_profit_bull_1 > current_profit >= self.exit_custom_profit_bull_0:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bull_0 and last_candle['cmf'] < 0.0:
return (True, 'signal_profit_o_bull_0')
elif current_profit >= self.exit_custom_profit_bear_11:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bear_11:
return (True, 'signal_profit_o_bear_11')
elif self.exit_custom_profit_bear_11 > current_profit >= self.exit_custom_profit_bear_10:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bear_10:
return (True, 'signal_profit_o_bear_10')
elif self.exit_custom_profit_bear_10 > current_profit >= self.exit_custom_profit_bear_9:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bear_9:
return (True, 'signal_profit_o_bear_9')
elif self.exit_custom_profit_bear_9 > current_profit >= self.exit_custom_profit_bear_8:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bear_8:
return (True, 'signal_profit_o_bear_8_1')
elif last_candle['rsi_14'] > self.exit_custom_rsi_over_bear_8:
return (True, 'signal_profit_o_bear_8_2')
elif self.exit_custom_profit_bear_8 > current_profit >= self.exit_custom_profit_bear_7:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bear_7:
return (True, 'signal_profit_o_bear_7_1')
elif last_candle['rsi_14'] > self.exit_custom_rsi_over_bear_7:
return (True, 'signal_profit_o_bear_7_2')
elif self.exit_custom_profit_bear_7 > current_profit >= self.exit_custom_profit_bear_6:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bear_6:
return (True, 'signal_profit_o_bear_6_1')
elif last_candle['rsi_14'] > self.exit_custom_rsi_over_bear_6:
return (True, 'signal_profit_o_bear_6_2')
elif self.exit_custom_profit_bear_6 > current_profit >= self.exit_custom_profit_bear_5:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bear_5:
return (True, 'signal_profit_o_bear_5_1')
elif last_candle['rsi_14'] > self.exit_custom_rsi_over_bear_5:
return (True, 'signal_profit_o_bear_5_2')
elif self.exit_custom_profit_bear_5 > current_profit >= self.exit_custom_profit_bear_4:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bear_4:
return (True, 'signal_profit_o_bear_4')
elif self.exit_custom_profit_bear_4 > current_profit >= self.exit_custom_profit_bear_3:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bear_3 and last_candle['cmf'] < 0.0:
return (True, 'signal_profit_o_bear_3')
elif self.exit_custom_profit_bear_3 > current_profit >= self.exit_custom_profit_bear_2:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bear_2 and last_candle['cmf'] < 0.0:
return (True, 'signal_profit_o_bear_2')
elif self.exit_custom_profit_bear_2 > current_profit >= self.exit_custom_profit_bear_1:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bear_1 and last_candle['cmf'] < 0.0:
return (True, 'signal_profit_o_bear_1')
elif self.exit_custom_profit_bear_1 > current_profit >= self.exit_custom_profit_bear_0:
if last_candle['rsi_14'] < self.exit_custom_rsi_under_bear_0 and last_candle['cmf'] < 0.0:
return (True, 'signal_profit_o_bear_0')
return (False, None)
def exit_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.exit_custom_under_profit_bull_11:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bull_11:
return (True, 'signal_profit_u_bull_11')
elif self.exit_custom_under_profit_bull_11 > current_profit >= self.exit_custom_under_profit_bull_10:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bull_10:
return (True, 'signal_profit_u_bull_10')
elif self.exit_custom_under_profit_bull_10 > current_profit >= self.exit_custom_under_profit_bull_9:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bull_9:
return (True, 'signal_profit_u_bull_9')
elif self.exit_custom_under_profit_bull_9 > current_profit >= self.exit_custom_under_profit_bull_8:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bull_8:
return (True, 'signal_profit_u_bull_8')
elif self.exit_custom_under_profit_bull_8 > current_profit >= self.exit_custom_under_profit_bull_7:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bull_7:
return (True, 'signal_profit_u_bull_7')
elif self.exit_custom_under_profit_bull_7 > current_profit >= self.exit_custom_under_profit_bull_6:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bull_6:
return (True, 'signal_profit_u_bull_6')
elif self.exit_custom_under_profit_bull_6 > current_profit >= self.exit_custom_under_profit_bull_5:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bull_5:
return (True, 'signal_profit_u_bull_5')
elif self.exit_custom_under_profit_bull_5 > current_profit >= self.exit_custom_under_profit_bull_4:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bull_4:
return (True, 'signal_profit_u_bull_4')
elif self.exit_custom_under_profit_bull_4 > current_profit >= self.exit_custom_under_profit_bull_3:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bull_3:
return (True, 'signal_profit_u_bull_3')
elif self.exit_custom_under_profit_bull_3 > current_profit >= self.exit_custom_under_profit_bull_2:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bull_2:
return (True, 'signal_profit_u_bull_2')
elif self.exit_custom_under_profit_bull_2 > current_profit >= self.exit_custom_under_profit_bull_1:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bull_1:
return (True, 'signal_profit_u_bull_1')
elif self.exit_custom_under_profit_bull_1 > current_profit >= self.exit_custom_under_profit_bull_0:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bull_0 and last_candle['cmf'] < 0.0:
return (True, 'signal_profit_u_bull_0')
elif current_profit >= self.exit_custom_under_profit_bear_11:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bear_11:
return (True, 'signal_profit_u_bear_11')
elif self.exit_custom_under_profit_bear_11 > current_profit >= self.exit_custom_under_profit_bear_10:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bear_10:
return (True, 'signal_profit_u_bear_10')
elif self.exit_custom_under_profit_bear_10 > current_profit >= self.exit_custom_under_profit_bear_9:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bear_9:
return (True, 'signal_profit_u_bear_9')
elif self.exit_custom_under_profit_bear_9 > current_profit >= self.exit_custom_under_profit_bear_8:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bear_8:
return (True, 'signal_profit_u_bear_8_1')
elif last_candle['rsi_14'] > self.exit_custom_under_rsi_over_bear_8:
return (True, 'signal_profit_u_bear_8_2')
elif self.exit_custom_under_profit_bear_8 > current_profit >= self.exit_custom_under_profit_bear_7:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bear_7:
return (True, 'signal_profit_u_bear_7_1')
elif last_candle['rsi_14'] > self.exit_custom_under_rsi_over_bear_7:
return (True, 'signal_profit_u_bear_7_2')
elif self.exit_custom_under_profit_bear_7 > current_profit >= self.exit_custom_under_profit_bear_6:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bear_6:
return (True, 'signal_profit_u_bear_6_1')
elif last_candle['rsi_14'] > self.exit_custom_under_rsi_over_bear_6:
return (True, 'signal_profit_u_bear_6_2')
elif self.exit_custom_under_profit_bear_6 > current_profit >= self.exit_custom_under_profit_bear_5:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bear_5:
return (True, 'signal_profit_u_bear_5_1')
elif last_candle['rsi_14'] > self.exit_custom_under_rsi_over_bear_5:
return (True, 'signal_profit_u_bear_5_2')
elif self.exit_custom_under_profit_bear_5 > current_profit >= self.exit_custom_under_profit_bear_4:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bear_4:
return (True, 'signal_profit_u_bear_4')
elif self.exit_custom_under_profit_bear_4 > current_profit >= self.exit_custom_under_profit_bear_3:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bear_3:
return (True, 'signal_profit_u_bear_3')
elif self.exit_custom_under_profit_bear_3 > current_profit >= self.exit_custom_under_profit_bear_2:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bear_2:
return (True, 'signal_profit_u_bear_2')
elif self.exit_custom_under_profit_bear_2 > current_profit >= self.exit_custom_under_profit_bear_1:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bear_1:
return (True, 'signal_profit_u_bear_1')
elif self.exit_custom_under_profit_bear_1 > current_profit >= self.exit_custom_under_profit_bear_0:
if last_candle['rsi_14'] < self.exit_custom_under_rsi_under_bear_0 and last_candle['cmf'] < 0.0:
return (True, 'signal_profit_u_bear_0')
return (False, None)
def exit_pump_main(self, current_profit: float, last_candle) -> tuple:
if last_candle['exit_pump_48_1_1h']:
if current_profit >= self.exit_custom_pump_profit_1_5:
if last_candle['rsi_14'] < self.exit_custom_pump_rsi_1_5:
return (True, 'signal_profit_p_1_5')
elif self.exit_custom_pump_profit_1_5 > current_profit >= self.exit_custom_pump_profit_1_4:
if last_candle['rsi_14'] < self.exit_custom_pump_rsi_1_4:
return (True, 'signal_profit_p_1_4')
elif self.exit_custom_pump_profit_1_4 > current_profit >= self.exit_custom_pump_profit_1_3:
if last_candle['rsi_14'] < self.exit_custom_pump_rsi_1_3:
return (True, 'signal_profit_p_1_3')
elif self.exit_custom_pump_profit_1_3 > current_profit >= self.exit_custom_pump_profit_1_2:
if last_candle['rsi_14'] < self.exit_custom_pump_rsi_1_2:
return (True, 'signal_profit_p_1_2')
elif self.exit_custom_pump_profit_1_2 > current_profit >= self.exit_custom_pump_profit_1_1:
if last_candle['rsi_14'] < self.exit_custom_pump_rsi_1_1:
return (True, 'signal_profit_p_1_1')
elif last_candle['exit_pump_36_1_1h']:
if current_profit >= self.exit_custom_pump_profit_2_5:
if last_candle['rsi_14'] < self.exit_custom_pump_rsi_2_5:
return (True, 'signal_profit_p_2_5')
elif self.exit_custom_pump_profit_2_5 > current_profit >= self.exit_custom_pump_profit_2_4:
if last_candle['rsi_14'] < self.exit_custom_pump_rsi_2_4:
return (True, 'signal_profit_p_2_4')
elif self.exit_custom_pump_profit_2_4 > current_profit >= self.exit_custom_pump_profit_2_3:
if last_candle['rsi_14'] < self.exit_custom_pump_rsi_2_3:
return (True, 'signal_profit_p_2_3')
elif self.exit_custom_pump_profit_2_3 > current_profit >= self.exit_custom_pump_profit_2_2:
if last_candle['rsi_14'] < self.exit_custom_pump_rsi_2_2:
return (True, 'signal_profit_p_2_2')
elif self.exit_custom_pump_profit_2_2 > current_profit >= self.exit_custom_pump_profit_2_1:
if last_candle['rsi_14'] < self.exit_custom_pump_rsi_2_1:
return (True, 'signal_profit_p_2_1')
elif last_candle['exit_pump_24_1_1h']:
if current_profit >= self.exit_custom_pump_profit_3_5:
if last_candle['rsi_14'] < self.exit_custom_pump_rsi_3_5:
return (True, 'signal_profit_p_3_5')
elif self.exit_custom_pump_profit_3_5 > current_profit >= self.exit_custom_pump_profit_3_4:
if last_candle['rsi_14'] < self.exit_custom_pump_rsi_3_4:
return (True, 'signal_profit_p_3_4')
elif self.exit_custom_pump_profit_3_4 > current_profit >= self.exit_custom_pump_profit_3_3:
if last_candle['rsi_14'] < self.exit_custom_pump_rsi_3_3:
return (True, 'signal_profit_p_3_3')
elif self.exit_custom_pump_profit_3_3 > current_profit >= self.exit_custom_pump_profit_3_2:
if last_candle['rsi_14'] < self.exit_custom_pump_rsi_3_2:
return (True, 'signal_profit_p_3_2')
elif self.exit_custom_pump_profit_3_2 > current_profit >= self.exit_custom_pump_profit_3_1:
if last_candle['rsi_14'] < self.exit_custom_pump_rsi_3_1:
return (True, 'signal_profit_p_3_1')
return (False, None)
def exit_dec_main(self, current_profit: float, last_candle) -> tuple:
if self.exit_custom_dec_profit_max_1 > current_profit >= self.exit_custom_dec_profit_min_1 and last_candle['sma_200_dec_20']:
return (True, 'signal_profit_d_1')
elif self.exit_custom_dec_profit_max_2 > current_profit >= self.exit_custom_dec_profit_min_2 and last_candle['close'] < last_candle['ema_100']:
return (True, 'signal_profit_d_2')
return (False, None)
def exit_trail_main(self, current_profit: float, last_candle, max_profit: float) -> tuple:
if self.exit_trail_profit_max_1 > current_profit >= self.exit_trail_profit_min_1 and self.exit_trail_rsi_min_1 < last_candle['rsi_14'] < self.exit_trail_rsi_max_1 and (max_profit > current_profit + self.exit_trail_down_1) and (last_candle['moderi_96'] == False):
return (True, 'signal_profit_t_1')
elif self.exit_trail_profit_max_2 > current_profit >= self.exit_trail_profit_min_2 and self.exit_trail_rsi_min_2 < last_candle['rsi_14'] < self.exit_trail_rsi_max_2 and (max_profit > current_profit + self.exit_trail_down_2) and (last_candle['ema_25'] < last_candle['ema_50']):
return (True, 'signal_profit_t_2')
elif self.exit_trail_profit_max_3 > current_profit >= self.exit_trail_profit_min_3 and max_profit > current_profit + self.exit_trail_down_3 and last_candle['sma_200_dec_20_1h']:
return (True, 'signal_profit_t_3')
elif self.exit_trail_profit_max_4 > current_profit >= self.exit_trail_profit_min_4 and max_profit > current_profit + self.exit_trail_down_4 and last_candle['sma_200_dec_24'] and (last_candle['cmf'] < 0.0):
return (True, 'signal_profit_t_4')
return (False, None)
def exit_duration_main(self, current_profit: float, last_candle, trade: 'Trade', current_time: 'datetime') -> tuple:
# Pumped pair, short duration
if last_candle['exit_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.exit_custom_long_profit_min_1 < current_profit < self.exit_custom_long_profit_max_1 and current_time - timedelta(minutes=self.exit_custom_long_duration_min_1) > trade.open_date_utc:
return (True, 'signal_profit_l_1')
return (False, None)
def exit_under_min(self, current_profit: float, last_candle) -> tuple:
if last_candle['moderi_96'] == False:
# Downtrend
if self.exit_custom_profit_under_profit_max_1 > current_profit >= self.exit_custom_profit_under_profit_min_1 and last_candle['close'] < last_candle['ema_200'] and ((last_candle['ema_200'] - last_candle['close']) / last_candle['close'] < self.exit_custom_profit_under_rel_1) and (last_candle['rsi_14'] > last_candle['rsi_14_1h'] + self.exit_custom_profit_under_rsi_diff_1):
return (True, 'signal_profit_u_e_1')
# Uptrend
elif current_profit >= self.exit_custom_profit_under_profit_2 and last_candle['close'] < last_candle['ema_200'] and ((last_candle['ema_200'] - last_candle['close']) / last_candle['close'] < self.exit_custom_profit_under_rel_2) and (last_candle['rsi_14'] > last_candle['rsi_14_1h'] + self.exit_custom_profit_under_rsi_diff_2):
return (True, 'signal_profit_u_e_2')
return (False, None)
def exit_stoploss(self, current_profit: float, last_candle, previous_candle_1) -> tuple:
if -0.12 <= current_profit < -0.08:
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 -0.16 <= current_profit < -0.12:
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 -0.2 <= current_profit < -0.16:
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 < -0.2:
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 exit_pump_dec(self, current_profit: float, last_candle) -> tuple:
if self.exit_custom_pump_dec_profit_max_1 > current_profit >= self.exit_custom_pump_dec_profit_min_1 and last_candle['exit_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.exit_custom_pump_dec_profit_max_2 > current_profit >= self.exit_custom_pump_dec_profit_min_2 and last_candle['exit_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.exit_custom_pump_dec_profit_max_3 > current_profit >= self.exit_custom_pump_dec_profit_min_3 and last_candle['exit_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.exit_custom_pump_dec_profit_max_4 > current_profit >= self.exit_custom_pump_dec_profit_min_4 and last_candle['sma_200_dec_20'] and last_candle['exit_pump_24_2_1h']:
return (True, 'signal_profit_p_d_4')
return (False, None)
def exit_pump_extra(self, current_profit: float, last_candle, max_profit: float) -> tuple:
# Pumped 48h 1, under EMA200
if self.exit_custom_pump_under_profit_max_1 > current_profit >= self.exit_custom_pump_under_profit_min_1 and last_candle['exit_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['exit_pump_36_2_1h'] and self.exit_custom_pump_trail_profit_max_1 > current_profit >= self.exit_custom_pump_trail_profit_min_1 and (self.exit_custom_pump_trail_rsi_min_1 < last_candle['rsi_14'] < self.exit_custom_pump_trail_rsi_max_1) and (max_profit > current_profit + self.exit_custom_pump_trail_down_1):
return (True, 'signal_profit_p_t_1')
return (False, None)
def exit_recover(self, current_profit: float, last_candle, max_loss: float) -> tuple:
if max_loss > self.exit_custom_recover_min_loss_1 and current_profit >= self.exit_custom_recover_profit_1:
return (True, 'signal_profit_r_1')
elif max_loss > self.exit_custom_recover_min_loss_2 and self.exit_custom_recover_profit_max_2 > current_profit >= self.exit_custom_recover_profit_min_2 and (last_candle['rsi_14'] < self.exit_custom_recover_rsi_2) and (last_candle['ema_25'] < last_candle['ema_50']):
return (True, 'signal_profit_r_2')
return (False, None)
def exit_r_1(self, current_profit: float, last_candle) -> tuple:
if 0.02 > current_profit >= 0.012:
if last_candle['r_480'] > -0.5:
return (True, 'signal_profit_w_1_1')
elif 0.03 > current_profit >= 0.02:
if last_candle['r_480'] > -0.6:
return (True, 'signal_profit_w_1_2')
elif 0.04 > current_profit >= 0.03:
if last_candle['r_480'] > -0.7:
return (True, 'signal_profit_w_1_3')
elif 0.05 > current_profit >= 0.04:
if last_candle['r_480'] > -0.8:
return (True, 'signal_profit_w_1_4')
elif 0.06 > current_profit >= 0.05:
if last_candle['r_480'] > -0.9:
return (True, 'signal_profit_w_1_5')
elif 0.07 > current_profit >= 0.06:
if last_candle['r_480'] > -2.0:
return (True, 'signal_profit_w_1_6')
elif 0.08 > current_profit >= 0.07:
if last_candle['r_480'] > -2.2:
return (True, 'signal_profit_w_1_7')
elif 0.09 > current_profit >= 0.08:
if last_candle['r_480'] > -2.4:
return (True, 'signal_profit_w_1_8')
elif 0.1 > current_profit >= 0.09:
if last_candle['r_480'] > -2.6:
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 exit_r_2(self, current_profit: float, last_candle) -> tuple:
if 0.02 > current_profit >= 0.012:
if last_candle['r_480'] > -4.0 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'] > -4.1 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'] > -4.2 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'] > -4.3 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'] > -4.4 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'] > -4.5 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'] > -5.0 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'] > -5.0 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'] > -4.8 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'] > -4.4 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'] > -3.2 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'] > -3.0 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 exit_r_3(self, current_profit: float, last_candle) -> tuple:
if 0.02 > current_profit >= 0.012:
if last_candle['r_480'] > -3.0 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'] > -3.5 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'] > -4.0 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'] > -4.5 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_3_4')
return (False, None)
def exit_r_4(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'] > 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'] > -2.5 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'] > -3.0 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'] > -3.5 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'] > -4.0 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'] > -4.5 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'] > -5.0 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'] > -5.5 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'] > -4.0 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'] > -3.0 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'] > -2.5 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 exit_quick_mode(self, current_profit: float, max_profit: float, last_candle, previous_candle_1) -> tuple:
if 0.06 > current_profit > 0.02 and last_candle['rsi_14'] > 80.0:
return (True, 'signal_profit_q_1')
if 0.06 > current_profit > 0.02 and last_candle['cti'] > 0.95:
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 0.05 > current_profit > 0.02:
return (True, 'signal_profit_q_atr')
elif current_profit < -0.08:
return (True, 'signal_stoploss_q_atr')
if 0.04 > current_profit > 0.02 and 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 0.045 > current_profit > 0.003 and last_candle['pm'] > last_candle['pmax_thresh'] and (last_candle['close'] > last_candle['sma_21'] * 1.016):
return (True, 'signal_profit_q_pmax_bear')
return (False, None)
def exit_ichi(self, current_profit: float, max_profit: float, max_loss: float, last_candle, previous_candle_1, trade: 'Trade', current_time: 'datetime') -> tuple:
if 0.0 < current_profit < 0.05 and current_time - timedelta(minutes=1440) > trade.open_date_utc and (last_candle['rsi_14'] > 78.0):
return (True, 'signal_profit_ichi_u')
elif -0.03 < current_profit < -0.0 and current_time - timedelta(minutes=1440) > trade.open_date_utc and (last_candle['rsi_14'] > 75.0):
return (True, 'signal_stoploss_ichi_u')
elif max_loss > 0.07 and current_profit > 0.02:
return (True, 'signal_profit_ichi_r_0')
elif max_loss > 0.06 and current_profit > 0.03:
return (True, 'signal_profit_ichi_r_1')
elif max_loss > 0.05 and current_profit > 0.04:
return (True, 'signal_profit_ichi_r_2')
elif max_loss > 0.04 and current_profit > 0.05:
return (True, 'signal_profit_ichi_r_3')
elif max_loss > 0.03 and current_profit > 0.06:
return (True, 'signal_profit_ichi_r_4')
elif 0.05 < current_profit < 0.1 and current_time - timedelta(minutes=720) > trade.open_date_utc:
return (True, 'signal_profit_ichi_slow')
elif 0.07 < current_profit < 0.1 and max_profit - current_profit > 0.025 and (max_profit > 0.1):
return (True, 'signal_profit_ichi_t')
elif current_profit < -0.1:
return (True, 'signal_stoploss_ichi')
return (False, None)
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]
enter_tag = 'empty'
if hasattr(trade, 'enter_tag') and trade.entry_tag is not None:
enter_tag = trade.entry_tag
else:
trade_open_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
entry_signal = dataframe.loc[dataframe['date'] < trade_open_date]
if not entry_signal.empty:
entry_signal_candle = entry_signal.iloc[-1]
enter_tag = entry_signal_candle['enter_tag'] if entry_signal_candle['enter_tag'] != '' else 'empty'
entry_tags = entry_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 exit mode
if all((c in ['32', '33', '34', '35', '36', '37', '38', '39', '40'] for c in entry_tags)):
exit_long, signal_name = self.exit_quick_mode(current_profit, max_profit, last_candle, previous_candle_1)
if exit_long and signal_name is not None:
return signal_name + ' ( ' + enter_tag + ')'
# Ichi Trade management
if all((c in ['39'] for c in entry_tags)):
exit_long, signal_name = self.exit_ichi(current_profit, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time)
if exit_long and signal_name is not None:
return signal_name + ' ( ' + enter_tag + ')'
# Over EMA200, main profit targets
exit_long, signal_name = self.exit_over_main(current_profit, last_candle)
if exit_long and signal_name is not None:
return signal_name + ' ( ' + enter_tag + ')'
# Under EMA200, main profit targets
exit_long, signal_name = self.exit_under_main(current_profit, last_candle)
if exit_long and signal_name is not None:
return signal_name + ' ( ' + enter_tag + ')'
# The pair is pumped
exit_long, signal_name = self.exit_pump_main(current_profit, last_candle)
if exit_long and signal_name is not None:
return signal_name + ' ( ' + enter_tag + ')'
# The pair is descending
exit_long, signal_name = self.exit_dec_main(current_profit, last_candle)
if exit_long and signal_name is not None:
return signal_name + ' ( ' + enter_tag + ')'
# Trailing
exit_long, signal_name = self.exit_trail_main(current_profit, last_candle, max_profit)
if exit_long and signal_name is not None:
return signal_name + ' ( ' + enter_tag + ')'
# Duration based
exit_long, signal_name = self.exit_duration_main(current_profit, last_candle, trade, current_time)
if exit_long and signal_name is not None:
return signal_name + ' ( ' + enter_tag + ')'
# Under EMA200, exit with any profit
exit_long, signal_name = self.exit_under_min(current_profit, last_candle)
if exit_long and signal_name is not None:
return signal_name + ' ( ' + enter_tag + ')'
# Stoplosses
exit_long, signal_name = self.exit_stoploss(current_profit, last_candle, previous_candle_1)
if exit_long and signal_name is not None:
return signal_name + ' ( ' + enter_tag + ')'
# Pumped descending pairs
exit_long, signal_name = self.exit_pump_dec(current_profit, last_candle)
if exit_long and signal_name is not None:
return signal_name + ' ( ' + enter_tag + ')'
# Extra exits for pumped pairs
exit_long, signal_name = self.exit_pump_extra(current_profit, last_candle, max_profit)
if exit_long and signal_name is not None:
return signal_name + ' ( ' + enter_tag + ')'
# Extra exits for trades that recovered
exit_long, signal_name = self.exit_recover(current_profit, last_candle, max_loss)
if exit_long and signal_name is not None:
return signal_name + ' ( ' + enter_tag + ')'
# Williams %R based exit 1
exit_long, signal_name = self.exit_r_1(current_profit, last_candle)
if exit_long and signal_name is not None:
return signal_name + ' ( ' + enter_tag + ')'
# Williams %R based exit 2
exit_long, signal_name = self.exit_r_2(current_profit, last_candle)
if exit_long and signal_name is not None:
return signal_name + ' ( ' + enter_tag + ')'
# Williams %R based exit 3
exit_long, signal_name = self.exit_r_3(current_profit, last_candle)
if exit_long and signal_name is not None:
return signal_name + ' ( ' + enter_tag + ')'
# Williams %R based exit 4, plus CTI
exit_long, signal_name = self.exit_r_4(current_profit, last_candle)
if exit_long and signal_name is not None:
return signal_name + ' ( ' + enter_tag + ')'
# Sell signal 1
if self.exit_condition_1_enable and last_candle['rsi_14'] > self.exit_rsi_bb_1 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 'exit_signal_1_1_1' + ' ( ' + enter_tag + ')'
elif current_profit > 0.0:
return 'exit_signal_1_2_1' + ' ( ' + enter_tag + ')'
elif max_loss > 0.25:
return 'exit_signal_1_2_2' + ' ( ' + enter_tag + ')'
# Sell signal 2
elif self.exit_condition_2_enable and last_candle['rsi_14'] > self.exit_rsi_bb_2 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 'exit_signal_2_1_1' + ' ( ' + enter_tag + ')'
elif current_profit > 0.0:
return 'exit_signal_2_2_1' + ' ( ' + enter_tag + ')'
elif max_loss > 0.25:
return 'exit_signal_2_2_2' + ' ( ' + enter_tag + ')'
# Sell signal 4
elif self.exit_condition_4_enable and last_candle['rsi_14'] > self.exit_dual_rsi_rsi_4 and (last_candle['rsi_14_1h'] > self.exit_dual_rsi_rsi_1h_4):
if last_candle['close'] > last_candle['ema_200']:
if current_profit > 0.0:
return 'exit_signal_4_1_1' + ' ( ' + enter_tag + ')'
elif current_profit > 0.0:
return 'exit_signal_4_2_1' + ' ( ' + enter_tag + ')'
elif max_loss > 0.25:
return 'exit_signal_4_2_2' + ' ( ' + enter_tag + ')'
# Sell signal 6
elif self.exit_condition_6_enable and last_candle['close'] < last_candle['ema_200'] and (last_candle['close'] > last_candle['ema_50']) and (last_candle['rsi_14'] > self.exit_rsi_under_6):
if current_profit > 0.0:
return 'exit_signal_6_1' + ' ( ' + enter_tag + ')'
elif max_loss > 0.25:
return 'exit_signal_6_2' + ' ( ' + enter_tag + ')'
# Sell signal 7
elif self.exit_condition_7_enable and last_candle['rsi_14_1h'] > self.exit_rsi_1h_7 and last_candle['crossed_below_ema_12_26']:
if last_candle['close'] > last_candle['ema_200']:
if current_profit > 0.0:
return 'exit_signal_7_1_1' + ' ( ' + enter_tag + ')'
elif current_profit > 0.0:
return 'exit_signal_7_2_1' + ' ( ' + enter_tag + ')'
elif max_loss > 0.25:
return 'exit_signal_7_2_2' + ' ( ' + enter_tag + ')'
# Sell signal 8
elif self.exit_condition_8_enable and last_candle['close'] > last_candle['bb20_2_upp_1h'] * self.exit_bb_relative_8:
if last_candle['close'] > last_candle['ema_200']:
if current_profit > 0.0:
return 'exit_signal_8_1_1' + ' ( ' + enter_tag + ')'
elif current_profit > 0.0:
return 'exit_signal_8_2_1' + ' ( ' + enter_tag + ')'
elif max_loss > 0.25:
return 'exit_signal_8_2_2' + ' ( ' + enter_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)
# CTI
informative_1h['cti'] = pta.cti(informative_1h['close'], length=20)
# 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['chikou_span_greater'] = (informative_1h['chikou_span'] > informative_1h['senkou_a']).shift(30).fillna(False)
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.entry_pump_threshold_10_24, self.entry_pump_pull_threshold_10_24)
informative_1h['safe_pump_36_10'] = self.safe_pump(informative_1h, 36, self.entry_pump_threshold_10_36, self.entry_pump_pull_threshold_10_36)
informative_1h['safe_pump_48_10'] = self.safe_pump(informative_1h, 48, self.entry_pump_threshold_10_48, self.entry_pump_pull_threshold_10_48)
informative_1h['safe_pump_24_20'] = self.safe_pump(informative_1h, 24, self.entry_pump_threshold_20_24, self.entry_pump_pull_threshold_20_24)
informative_1h['safe_pump_36_20'] = self.safe_pump(informative_1h, 36, self.entry_pump_threshold_20_36, self.entry_pump_pull_threshold_20_36)
informative_1h['safe_pump_48_20'] = self.safe_pump(informative_1h, 48, self.entry_pump_threshold_20_48, self.entry_pump_pull_threshold_20_48)
informative_1h['safe_pump_24_30'] = self.safe_pump(informative_1h, 24, self.entry_pump_threshold_30_24, self.entry_pump_pull_threshold_30_24)
informative_1h['safe_pump_36_30'] = self.safe_pump(informative_1h, 36, self.entry_pump_threshold_30_36, self.entry_pump_pull_threshold_30_36)
informative_1h['safe_pump_48_30'] = self.safe_pump(informative_1h, 48, self.entry_pump_threshold_30_48, self.entry_pump_pull_threshold_30_48)
informative_1h['safe_pump_24_40'] = self.safe_pump(informative_1h, 24, self.entry_pump_threshold_40_24, self.entry_pump_pull_threshold_40_24)
informative_1h['safe_pump_36_40'] = self.safe_pump(informative_1h, 36, self.entry_pump_threshold_40_36, self.entry_pump_pull_threshold_40_36)
informative_1h['safe_pump_48_40'] = self.safe_pump(informative_1h, 48, self.entry_pump_threshold_40_48, self.entry_pump_pull_threshold_40_48)
informative_1h['safe_pump_24_50'] = self.safe_pump(informative_1h, 24, self.entry_pump_threshold_50_24, self.entry_pump_pull_threshold_50_24)
informative_1h['safe_pump_36_50'] = self.safe_pump(informative_1h, 36, self.entry_pump_threshold_50_36, self.entry_pump_pull_threshold_50_36)
informative_1h['safe_pump_48_50'] = self.safe_pump(informative_1h, 48, self.entry_pump_threshold_50_48, self.entry_pump_pull_threshold_50_48)
informative_1h['safe_pump_24_60'] = self.safe_pump(informative_1h, 24, self.entry_pump_threshold_60_24, self.entry_pump_pull_threshold_60_24)
informative_1h['safe_pump_36_60'] = self.safe_pump(informative_1h, 36, self.entry_pump_threshold_60_36, self.entry_pump_pull_threshold_60_36)
informative_1h['safe_pump_48_60'] = self.safe_pump(informative_1h, 48, self.entry_pump_threshold_60_48, self.entry_pump_pull_threshold_60_48)
informative_1h['safe_pump_24_70'] = self.safe_pump(informative_1h, 24, self.entry_pump_threshold_70_24, self.entry_pump_pull_threshold_70_24)
informative_1h['safe_pump_36_70'] = self.safe_pump(informative_1h, 36, self.entry_pump_threshold_70_36, self.entry_pump_pull_threshold_70_36)
informative_1h['safe_pump_48_70'] = self.safe_pump(informative_1h, 48, self.entry_pump_threshold_70_48, self.entry_pump_pull_threshold_70_48)
informative_1h['safe_pump_24_80'] = self.safe_pump(informative_1h, 24, self.entry_pump_threshold_80_24, self.entry_pump_pull_threshold_80_24)
informative_1h['safe_pump_36_80'] = self.safe_pump(informative_1h, 36, self.entry_pump_threshold_80_36, self.entry_pump_pull_threshold_80_36)
informative_1h['safe_pump_48_80'] = self.safe_pump(informative_1h, 48, self.entry_pump_threshold_80_48, self.entry_pump_pull_threshold_80_48)
informative_1h['safe_pump_24_90'] = self.safe_pump(informative_1h, 24, self.entry_pump_threshold_90_24, self.entry_pump_pull_threshold_90_24)
informative_1h['safe_pump_36_90'] = self.safe_pump(informative_1h, 36, self.entry_pump_threshold_90_36, self.entry_pump_pull_threshold_90_36)
informative_1h['safe_pump_48_90'] = self.safe_pump(informative_1h, 48, self.entry_pump_threshold_90_48, self.entry_pump_pull_threshold_90_48)
informative_1h['safe_pump_24_100'] = self.safe_pump(informative_1h, 24, self.entry_pump_threshold_100_24, self.entry_pump_pull_threshold_100_24)
informative_1h['safe_pump_36_100'] = self.safe_pump(informative_1h, 36, self.entry_pump_threshold_100_36, self.entry_pump_pull_threshold_100_36)
informative_1h['safe_pump_48_100'] = self.safe_pump(informative_1h, 48, self.entry_pump_threshold_100_48, self.entry_pump_pull_threshold_100_48)
informative_1h['safe_pump_24_110'] = self.safe_pump(informative_1h, 24, self.entry_pump_threshold_110_24, self.entry_pump_pull_threshold_110_24)
informative_1h['safe_pump_36_110'] = self.safe_pump(informative_1h, 36, self.entry_pump_threshold_110_36, self.entry_pump_pull_threshold_110_36)
informative_1h['safe_pump_48_110'] = self.safe_pump(informative_1h, 48, self.entry_pump_threshold_110_48, self.entry_pump_pull_threshold_110_48)
informative_1h['safe_pump_24_120'] = self.safe_pump(informative_1h, 24, self.entry_pump_threshold_120_24, self.entry_pump_pull_threshold_120_24)
informative_1h['safe_pump_36_120'] = self.safe_pump(informative_1h, 36, self.entry_pump_threshold_120_36, self.entry_pump_pull_threshold_120_36)
informative_1h['safe_pump_48_120'] = self.safe_pump(informative_1h, 48, self.entry_pump_threshold_120_48, self.entry_pump_pull_threshold_120_48)
informative_1h['safe_dump_10'] = (informative_1h['hl_pct_change_5'] < self.entry_dump_protection_10_5) | (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.entry_dump_protection_20_5) | (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.entry_dump_protection_30_5) | (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.entry_dump_protection_40_5) | (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.entry_dump_protection_50_5) | (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.entry_dump_protection_60_5) | (informative_1h['close'] < informative_1h['low_5']) | (informative_1h['close'] > informative_1h['open'])
informative_1h['exit_pump_48_1'] = informative_1h['hl_pct_change_48'] > self.exit_pump_threshold_48_1
informative_1h['exit_pump_48_2'] = informative_1h['hl_pct_change_48'] > self.exit_pump_threshold_48_2
informative_1h['exit_pump_48_3'] = informative_1h['hl_pct_change_48'] > self.exit_pump_threshold_48_3
informative_1h['exit_pump_36_1'] = informative_1h['hl_pct_change_36'] > self.exit_pump_threshold_36_1
informative_1h['exit_pump_36_2'] = informative_1h['hl_pct_change_36'] > self.exit_pump_threshold_36_2
informative_1h['exit_pump_36_3'] = informative_1h['hl_pct_change_36'] > self.exit_pump_threshold_36_3
informative_1h['exit_pump_24_1'] = informative_1h['hl_pct_change_24'] > self.exit_pump_threshold_24_1
informative_1h['exit_pump_24_2'] = informative_1h['hl_pct_change_24'] > self.exit_pump_threshold_24_2
informative_1h['exit_pump_24_3'] = informative_1h['hl_pct_change_24'] > self.exit_pump_threshold_24_3
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_16'] = ta.EMA(dataframe, timeperiod=16)
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 exit 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']
# 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)
# 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)
# ZLEMA
dataframe['zlema_2'] = pta.zlma(dataframe['hlc3'], length=2)
dataframe['zlema_4'] = pta.zlma(dataframe['hlc3'], length=4)
# CCI
dataframe['cci'] = ta.CCI(dataframe, source='hlc3', timeperiod=20)
# 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.entry_dip_threshold_10_1, self.entry_dip_threshold_10_2, self.entry_dip_threshold_10_3, self.entry_dip_threshold_10_4)
dataframe['safe_dips_20'] = self.safe_dips(dataframe, self.entry_dip_threshold_20_1, self.entry_dip_threshold_20_2, self.entry_dip_threshold_20_3, self.entry_dip_threshold_20_4)
dataframe['safe_dips_30'] = self.safe_dips(dataframe, self.entry_dip_threshold_30_1, self.entry_dip_threshold_30_2, self.entry_dip_threshold_30_3, self.entry_dip_threshold_30_4)
dataframe['safe_dips_40'] = self.safe_dips(dataframe, self.entry_dip_threshold_40_1, self.entry_dip_threshold_40_2, self.entry_dip_threshold_40_3, self.entry_dip_threshold_40_4)
dataframe['safe_dips_50'] = self.safe_dips(dataframe, self.entry_dip_threshold_50_1, self.entry_dip_threshold_50_2, self.entry_dip_threshold_50_3, self.entry_dip_threshold_50_4)
dataframe['safe_dips_60'] = self.safe_dips(dataframe, self.entry_dip_threshold_60_1, self.entry_dip_threshold_60_2, self.entry_dip_threshold_60_3, self.entry_dip_threshold_60_4)
dataframe['safe_dips_70'] = self.safe_dips(dataframe, self.entry_dip_threshold_70_1, self.entry_dip_threshold_70_2, self.entry_dip_threshold_70_3, self.entry_dip_threshold_70_4)
dataframe['safe_dips_80'] = self.safe_dips(dataframe, self.entry_dip_threshold_80_1, self.entry_dip_threshold_80_2, self.entry_dip_threshold_80_3, self.entry_dip_threshold_80_4)
dataframe['safe_dips_90'] = self.safe_dips(dataframe, self.entry_dip_threshold_90_1, self.entry_dip_threshold_90_2, self.entry_dip_threshold_90_3, self.entry_dip_threshold_90_4)
dataframe['safe_dips_100'] = self.safe_dips(dataframe, self.entry_dip_threshold_100_1, self.entry_dip_threshold_100_2, self.entry_dip_threshold_100_3, self.entry_dip_threshold_100_4)
dataframe['safe_dips_110'] = self.safe_dips(dataframe, self.entry_dip_threshold_110_1, self.entry_dip_threshold_110_2, self.entry_dip_threshold_110_3, self.entry_dip_threshold_110_4)
dataframe['safe_dips_120'] = self.safe_dips(dataframe, self.entry_dip_threshold_120_1, self.entry_dip_threshold_120_2, self.entry_dip_threshold_120_3, self.entry_dip_threshold_120_4)
dataframe['safe_dips_130'] = self.safe_dips(dataframe, self.entry_dip_threshold_130_1, self.entry_dip_threshold_130_2, self.entry_dip_threshold_130_3, self.entry_dip_threshold_130_4)
# 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)
'\n --> Informative timeframe\n ___________________________________________________________________________________________\n '
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)
'\n --> Resampled to another timeframe\n ___________________________________________________________________________________________\n '
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)
'\n --> The indicators for the normal (5m) timeframe\n ___________________________________________________________________________________________\n '
dataframe = self.normal_tf_indicators(dataframe, metadata)
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
conditions = []
dataframe.loc[:, 'enter_tag'] = ''
for index in self.entry_protection_params:
item_entry_protection_list = [True]
global_entry_protection_params = self.entry_protection_params[index]
if self.entry_params['entry_condition_' + str(index) + '_enable']:
# Standard protections - Common to every condition
# -----------------------------------------------------------------------------------------
if global_entry_protection_params['ema_fast']:
item_entry_protection_list.append(dataframe[f"ema_{global_entry_protection_params['ema_fast_len']}"] > dataframe['ema_200'])
if global_entry_protection_params['ema_slow']:
item_entry_protection_list.append(dataframe[f"ema_{global_entry_protection_params['ema_slow_len']}_1h"] > dataframe['ema_200_1h'])
if global_entry_protection_params['close_above_ema_fast']:
item_entry_protection_list.append(dataframe['close'] > dataframe[f"ema_{global_entry_protection_params['close_above_ema_fast_len']}"])
if global_entry_protection_params['close_above_ema_slow']:
item_entry_protection_list.append(dataframe['close'] > dataframe[f"ema_{global_entry_protection_params['close_above_ema_slow_len']}_1h"])
if global_entry_protection_params['sma200_rising']:
item_entry_protection_list.append(dataframe['sma_200'] > dataframe['sma_200'].shift(int(global_entry_protection_params['sma200_rising_val'])))
if global_entry_protection_params['sma200_1h_rising']:
item_entry_protection_list.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(int(global_entry_protection_params['sma200_1h_rising_val'])))
if global_entry_protection_params['safe_dips']:
item_entry_protection_list.append(dataframe[f"safe_dips_{global_entry_protection_params['safe_dips_type']}"])
if global_entry_protection_params['safe_pump']:
item_entry_protection_list.append(dataframe[f"safe_pump_{global_entry_protection_params['safe_pump_period']}_{global_entry_protection_params['safe_pump_type']}_1h"])
if global_entry_protection_params['btc_1h_not_downtrend']:
item_entry_protection_list.append(dataframe['btc_not_downtrend_1h'])
if not self.config['runmode'].value in ('live', 'dry_run'):
if self.has_bt_agefilter:
item_entry_protection_list.append(dataframe['bt_agefilter_ok'])
elif self.has_downtime_protection:
item_entry_protection_list.append(dataframe['live_data_ok'])
# Buy conditions
# -----------------------------------------------------------------------------------------
item_entry_logic = []
item_entry_logic.append(reduce(lambda x, y: x & y, item_entry_protection_list))
# Condition #1
if index == 1:
# Non-Standard protections
# Logic
item_entry_logic.append((dataframe['close'] - dataframe['open'].rolling(36).min()) / dataframe['open'].rolling(36).min() > self.entry_min_inc_1)
item_entry_logic.append(dataframe['rsi_14_1h'] > self.entry_rsi_1h_min_1)
item_entry_logic.append(dataframe['rsi_14_1h'] < self.entry_rsi_1h_max_1)
item_entry_logic.append(dataframe['rsi_14'] < self.entry_rsi_1)
item_entry_logic.append(dataframe['mfi'] < self.entry_mfi_1)
item_entry_logic.append(dataframe['cti'] < self.entry_cti_1)
# Condition #2
elif index == 2:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['rsi_14'] < dataframe['rsi_14_1h'] - self.entry_rsi_1h_diff_2)
item_entry_logic.append(dataframe['mfi'] < self.entry_mfi_2)
item_entry_logic.append(dataframe['close'] < dataframe['bb20_2_low'] * self.entry_bb_offset_2)
item_entry_logic.append(dataframe['volume'] < dataframe['volume_mean_4'] * self.entry_volume_2)
# Condition #3
elif index == 3:
# Non-Standard protections
item_entry_logic.append(dataframe['close'] > dataframe['ema_200_1h'] * self.entry_ema_rel_3)
# Logic
item_entry_logic.append(dataframe['bb40_2_low'].shift().gt(0))
item_entry_logic.append(dataframe['bb40_2_delta'].gt(dataframe['close'] * self.entry_bb40_bbdelta_close_3))
item_entry_logic.append(dataframe['closedelta'].gt(dataframe['close'] * self.entry_bb40_closedelta_close_3))
item_entry_logic.append(dataframe['tail'].lt(dataframe['bb40_2_delta'] * self.entry_bb40_tail_bbdelta_3))
item_entry_logic.append(dataframe['close'].lt(dataframe['bb40_2_low'].shift()))
item_entry_logic.append(dataframe['close'].le(dataframe['close'].shift()))
item_entry_logic.append(dataframe['cti'] < self.entry_cti_3)
# Condition #4
elif index == 4:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['close'] < dataframe['ema_50'])
item_entry_logic.append(dataframe['close'] < self.entry_bb20_close_bblowerband_4 * dataframe['bb20_2_low'])
item_entry_logic.append(dataframe['volume'] < dataframe['volume_mean_30'].shift(1) * self.entry_bb20_volume_4)
item_entry_logic.append(dataframe['cti'] < self.entry_cti_4)
# Condition #5
elif index == 5:
# Non-Standard protections
item_entry_logic.append(dataframe['close'] > dataframe['ema_200_1h'] * self.entry_ema_rel_5)
# Logic
item_entry_logic.append(dataframe['ema_26'] > dataframe['ema_12'])
item_entry_logic.append(dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.entry_ema_open_mult_5)
item_entry_logic.append(dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100)
item_entry_logic.append(dataframe['close'] < dataframe['bb20_2_low'] * self.entry_bb_offset_5)
item_entry_logic.append(dataframe['cti'] < self.entry_cti_5)
item_entry_logic.append(dataframe['volume'] < dataframe['volume_mean_4'] * self.entry_volume_5)
# Condition #6
elif index == 6:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['ema_26'] > dataframe['ema_12'])
item_entry_logic.append(dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.entry_ema_open_mult_6)
item_entry_logic.append(dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100)
item_entry_logic.append(dataframe['close'] < dataframe['bb20_2_low'] * self.entry_bb_offset_6)
# Condition #7
elif index == 7:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['ema_26'] > dataframe['ema_12'])
item_entry_logic.append(dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.entry_ema_open_mult_7)
item_entry_logic.append(dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100)
item_entry_logic.append(dataframe['cti'] < self.entry_cti_7)
# Condition #8
elif index == 8:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['moderi_96'])
item_entry_logic.append(dataframe['cti'] < self.entry_cti_8)
item_entry_logic.append(dataframe['close'] < dataframe['bb20_2_low'] * self.entry_bb_offset_8)
item_entry_logic.append(dataframe['rsi_14_1h'] < self.entry_rsi_1h_8)
item_entry_logic.append(dataframe['volume'] < dataframe['volume_mean_4'] * self.entry_volume_8)
# Condition #9
elif index == 9:
# Non-Standard protections
item_entry_logic.append(dataframe['ema_50'] > dataframe['ema_200'])
# Logic
item_entry_logic.append(dataframe['close'] < dataframe['ema_20'] * self.entry_ma_offset_9)
item_entry_logic.append(dataframe['close'] < dataframe['bb20_2_low'] * self.entry_bb_offset_9)
item_entry_logic.append(dataframe['rsi_14_1h'] > self.entry_rsi_1h_min_9)
item_entry_logic.append(dataframe['rsi_14_1h'] < self.entry_rsi_1h_max_9)
item_entry_logic.append(dataframe['mfi'] < self.entry_mfi_9)
# Condition #10
elif index == 10:
# Non-Standard protections
item_entry_logic.append(dataframe['ema_50_1h'] > dataframe['ema_100_1h'])
# Logic
item_entry_logic.append(dataframe['close'] < dataframe['sma_30'] * self.entry_ma_offset_10)
item_entry_logic.append(dataframe['close'] < dataframe['bb20_2_low'] * self.entry_bb_offset_10)
item_entry_logic.append(dataframe['rsi_14_1h'] < self.entry_rsi_1h_10)
# Condition #11
elif index == 11:
# Non-Standard protections
item_entry_logic.append(dataframe['ema_50_1h'] > dataframe['ema_100_1h'])
# Logic
item_entry_logic.append((dataframe['close'] - dataframe['open'].rolling(36).min()) / dataframe['open'].rolling(36).min() > self.entry_min_inc_11)
item_entry_logic.append(dataframe['close'] < dataframe['sma_30'] * self.entry_ma_offset_11)
item_entry_logic.append(dataframe['rsi_14_1h'] > self.entry_rsi_1h_min_11)
item_entry_logic.append(dataframe['rsi_14_1h'] < self.entry_rsi_1h_max_11)
item_entry_logic.append(dataframe['rsi_14'] < self.entry_rsi_11)
item_entry_logic.append(dataframe['mfi'] < self.entry_mfi_11)
# Condition #12
elif index == 12:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['close'] < dataframe['sma_30'] * self.entry_ma_offset_12)
item_entry_logic.append(dataframe['ewo'] > self.entry_ewo_12)
item_entry_logic.append(dataframe['rsi_14'] < self.entry_rsi_12)
item_entry_logic.append(dataframe['cti'] < self.entry_cti_12)
# Condition #13
elif index == 13:
# Non-Standard protections
item_entry_logic.append(dataframe['ema_50_1h'] > dataframe['ema_100_1h'])
# Logic
item_entry_logic.append(dataframe['close'] < dataframe['sma_30'] * self.entry_ma_offset_13)
item_entry_logic.append(dataframe['cti'] < self.entry_cti_13)
item_entry_logic.append(dataframe['ewo'] < self.entry_ewo_13)
# Condition #14
elif index == 14:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['ema_26'] > dataframe['ema_12'])
item_entry_logic.append(dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.entry_ema_open_mult_14)
item_entry_logic.append(dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100)
item_entry_logic.append(dataframe['close'] < dataframe['bb20_2_low'] * self.entry_bb_offset_14)
item_entry_logic.append(dataframe['close'] < dataframe['ema_20'] * self.entry_ma_offset_14)
item_entry_logic.append(dataframe['cti'] < self.entry_cti_14)
# Condition #15
elif index == 15:
# Non-Standard protections
item_entry_logic.append(dataframe['close'] > dataframe['ema_200_1h'] * self.entry_ema_rel_15)
# Logic
item_entry_logic.append(dataframe['ema_26'] > dataframe['ema_12'])
item_entry_logic.append(dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.entry_ema_open_mult_15)
item_entry_logic.append(dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100)
item_entry_logic.append(dataframe['rsi_14'] < self.entry_rsi_15)
item_entry_logic.append(dataframe['close'] < dataframe['ema_20'] * self.entry_ma_offset_15)
# Condition #16
elif index == 16:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['close'] < dataframe['ema_20'] * self.entry_ma_offset_16)
item_entry_logic.append(dataframe['ewo'] > self.entry_ewo_16)
item_entry_logic.append(dataframe['rsi_14'] < self.entry_rsi_16)
item_entry_logic.append(dataframe['cti'] < self.entry_cti_16)
# Condition #17
elif index == 17:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['close'] < dataframe['ema_20'] * self.entry_ma_offset_17)
item_entry_logic.append(dataframe['ewo'] < self.entry_ewo_17)
item_entry_logic.append(dataframe['cti'] < self.entry_cti_17)
item_entry_logic.append(dataframe['volume'] < dataframe['volume_mean_4'] * self.entry_volume_17)
# Condition #18
elif index == 18:
# Non-Standard protections
item_entry_logic.append(dataframe['sma_200'] > dataframe['sma_200'].shift(20))
item_entry_logic.append(dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(36))
# Logic
item_entry_logic.append(dataframe['rsi_14'] < self.entry_rsi_18)
item_entry_logic.append(dataframe['close'] < dataframe['bb20_2_low'] * self.entry_bb_offset_18)
item_entry_logic.append(dataframe['volume'] < dataframe['volume_mean_4'] * self.entry_volume_18)
item_entry_logic.append(dataframe['cti'] < self.entry_cti_18)
# Condition #19
elif index == 19:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['close'].shift(1) > dataframe['ema_100_1h'])
item_entry_logic.append(dataframe['low'] < dataframe['ema_100_1h'])
item_entry_logic.append(dataframe['close'] > dataframe['ema_100_1h'])
item_entry_logic.append(dataframe['rsi_14_1h'] > self.entry_rsi_1h_min_19)
item_entry_logic.append(dataframe['chop'] < self.entry_chop_max_19)
item_entry_logic.append(dataframe['moderi_32'] == True)
item_entry_logic.append(dataframe['moderi_64'] == True)
item_entry_logic.append(dataframe['moderi_96'] == True)
# Condition #20
elif index == 20:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['rsi_14'] < self.entry_rsi_20)
item_entry_logic.append(dataframe['rsi_14_1h'] < self.entry_rsi_1h_20)
item_entry_logic.append(dataframe['cti'] < self.entry_cti_20)
item_entry_logic.append(dataframe['volume'] < dataframe['volume_mean_4'] * self.entry_volume_20)
# Condition #21
elif index == 21:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['rsi_14'] < self.entry_rsi_21)
item_entry_logic.append(dataframe['rsi_14_1h'] < self.entry_rsi_1h_21)
item_entry_logic.append(dataframe['cti'] < self.entry_cti_21)
item_entry_logic.append(dataframe['volume'] < dataframe['volume_mean_4'] * self.entry_volume_21)
# Condition #22
elif index == 22:
# Non-Standard protections
item_entry_logic.append(dataframe['ema_100_1h'] > dataframe['ema_100_1h'].shift(12))
item_entry_logic.append(dataframe['ema_200_1h'] > dataframe['ema_200_1h'].shift(36))
# Logic
item_entry_logic.append(dataframe['volume_mean_4'] * self.entry_volume_22 > dataframe['volume'])
item_entry_logic.append(dataframe['close'] < dataframe['sma_30'] * self.entry_ma_offset_22)
item_entry_logic.append(dataframe['close'] < dataframe['bb20_2_low'] * self.entry_bb_offset_22)
item_entry_logic.append(dataframe['ewo'] > self.entry_ewo_22)
item_entry_logic.append(dataframe['rsi_14'] < self.entry_rsi_22)
# Condition #23
elif index == 23:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['close'] < dataframe['bb20_2_low'] * self.entry_23_bb_offset)
item_entry_logic.append(dataframe['ewo'] > self.entry_23_ewo)
item_entry_logic.append(dataframe['cti'] < self.entry_23_cti)
item_entry_logic.append(dataframe['r_480'] > self.entry_23_r)
item_entry_logic.append(dataframe['r_480_1h'] > self.entry_23_r_1h)
item_entry_logic.append(dataframe['rsi_14'] < self.entry_23_rsi)
item_entry_logic.append(dataframe['rsi_14_1h'] < self.entry_23_rsi_1h)
# Condition #24
elif index == 24:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['ema_12_1h'].shift(12) < dataframe['ema_35_1h'].shift(12))
item_entry_logic.append(dataframe['ema_12_1h'] > dataframe['ema_35_1h'])
item_entry_logic.append(dataframe['cmf_1h'].shift(12) < 0)
item_entry_logic.append(dataframe['cmf_1h'] > 0)
item_entry_logic.append(dataframe['rsi_14'] < self.entry_24_rsi_max)
item_entry_logic.append(dataframe['rsi_14_1h'] > self.entry_24_rsi_1h_min)
# Condition #25
elif index == 25:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['rsi_20'] < dataframe['rsi_20'].shift())
item_entry_logic.append(dataframe['rsi_4'] < self.entry_25_rsi_4)
item_entry_logic.append(dataframe['ema_20_1h'] > dataframe['ema_26_1h'])
item_entry_logic.append(dataframe['close'] < dataframe['sma_20'] * self.entry_25_ma_offset)
item_entry_logic.append(dataframe['open'] > dataframe['sma_20'] * self.entry_25_ma_offset)
item_entry_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_entry_logic.append(dataframe['cti'] < self.entry_25_cti)
# Condition #26
elif index == 26:
# Non-Standard protections
item_entry_logic.append(dataframe['close'] < dataframe['sma_75'])
# Logic
item_entry_logic.append(dataframe['close'] < dataframe['zema_61'] * self.entry_26_zema_low_offset)
item_entry_logic.append(dataframe['cti'] < self.entry_26_cti)
item_entry_logic.append(dataframe['r_480'] > self.entry_26_r)
item_entry_logic.append(dataframe['r_480_1h'] > self.entry_26_r_1h)
item_entry_logic.append(dataframe['volume'] < dataframe['volume_mean_4'] * self.entry_26_volume)
# Condition #27
elif index == 27:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['r_480'] < -self.entry_27_wr_max)
item_entry_logic.append(dataframe['r_480_1h'] < -self.entry_27_wr_1h_max)
item_entry_logic.append(dataframe['rsi_14_1h'] + dataframe['rsi_14'] < self.entry_27_rsi_max)
item_entry_logic.append(dataframe['cti'] < self.entry_27_cti)
item_entry_logic.append(dataframe['volume'] < dataframe['volume_mean_4'] * self.entry_27_volume)
# Condition #28
elif index == 28:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['moderi_64'] == True)
item_entry_logic.append(dataframe['close'] < dataframe['hull_75'] * self.entry_28_ma_offset)
item_entry_logic.append(dataframe['ewo'] > self.entry_28_ewo)
item_entry_logic.append(dataframe['rsi_14'] < self.entry_28_rsi)
item_entry_logic.append(dataframe['cti'] < self.entry_28_cti)
# Condition #29
elif index == 29:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['moderi_64'] == True)
item_entry_logic.append(dataframe['close'] < dataframe['hull_75'] * self.entry_29_ma_offset)
item_entry_logic.append(dataframe['ewo'] < self.entry_29_ewo)
item_entry_logic.append(dataframe['cti'] < self.entry_29_cti)
# Condition #30
elif index == 30:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['moderi_64'] == False)
item_entry_logic.append(dataframe['close'] < dataframe['zlema_68'] * self.entry_30_ma_offset)
item_entry_logic.append(dataframe['ewo'] > self.entry_30_ewo)
item_entry_logic.append(dataframe['rsi_14'] < self.entry_30_rsi)
item_entry_logic.append(dataframe['cti'] < self.entry_30_cti)
# Condition #31
elif index == 31:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['moderi_64'] == False)
item_entry_logic.append(dataframe['close'] < dataframe['zlema_68'] * self.entry_31_ma_offset)
item_entry_logic.append(dataframe['ewo'] < self.entry_31_ewo)
item_entry_logic.append(dataframe['r_480'] < self.entry_31_wr)
item_entry_logic.append(dataframe['cti'] < self.entry_31_cti)
# Condition #32 - Quick mode entry
elif index == 32:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['moderi_32'])
item_entry_logic.append(dataframe['moderi_64'])
item_entry_logic.append(dataframe['moderi_96'])
item_entry_logic.append(dataframe['cti'] < self.entry_32_cti)
item_entry_logic.append(dataframe['rsi_20'] < dataframe['rsi_20'].shift(1))
item_entry_logic.append(dataframe['rsi_4'] < self.entry_32_rsi)
item_entry_logic.append(dataframe['ema_20_1h'] > dataframe['ema_25_1h'])
item_entry_logic.append((dataframe['open'] - dataframe['close']) / dataframe['close'] < self.entry_32_dip)
item_entry_logic.append(dataframe['close'] < dataframe['sma_15'] * self.entry_32_ma_offset)
item_entry_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 entry
elif index == 33:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['moderi_96'])
item_entry_logic.append(dataframe['cti'] < self.entry_33_cti)
item_entry_logic.append(dataframe['close'] < dataframe['ema_13'] * self.entry_33_ma_offset)
item_entry_logic.append(dataframe['ewo'] > self.entry_33_ewo)
item_entry_logic.append(dataframe['rsi_14'] < self.entry_33_rsi)
item_entry_logic.append(dataframe['volume'] < dataframe['volume_mean_4'] * self.entry_33_volume)
# Condition #34 - Quick mode entry
elif index == 34:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['cti'] < self.entry_34_cti)
item_entry_logic.append((dataframe['open'] - dataframe['close']) / dataframe['close'] < self.entry_34_dip)
item_entry_logic.append(dataframe['close'] < dataframe['ema_13'] * self.entry_34_ma_offset)
item_entry_logic.append(dataframe['ewo'] < self.entry_34_ewo)
item_entry_logic.append(dataframe['volume'] < dataframe['volume_mean_4'] * self.entry_34_volume)
# Condition #35 - PMAX0 entry
elif index == 35:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['pm'] <= dataframe['pmax_thresh'])
item_entry_logic.append(dataframe['close'] < dataframe['sma_75'] * self.entry_35_ma_offset)
item_entry_logic.append(dataframe['ewo'] > self.entry_35_ewo)
item_entry_logic.append(dataframe['rsi_14'] < self.entry_35_rsi)
item_entry_logic.append(dataframe['cti'] < self.entry_35_cti)
# Condition #36 - PMAX1 entry
elif index == 36:
# Non-Standard protections (add below)
# Logic
item_entry_logic.append(dataframe['pm'] <= dataframe['pmax_thresh'])
item_entry_logic.append(dataframe['close'] < dataframe['sma_75'] * self.entry_36_ma_offset)
item_entry_logic.append(dataframe['ewo'] < self.entry_36_ewo)
item_entry_logic.append(dataframe['cti'] < self.entry_36_cti)
# Condition #37 - PMAX2 entry
elif index == 37:
# Non-Standard protections (add below)
# Logic
item_entry_logic.append(dataframe['pm'] > dataframe['pmax_thresh'])
item_entry_logic.append(dataframe['close'] < dataframe['sma_75'] * self.entry_37_ma_offset)
item_entry_logic.append(dataframe['ewo'] > self.entry_37_ewo)
item_entry_logic.append(dataframe['rsi_14'] < self.entry_37_rsi)
item_entry_logic.append(dataframe['cti'] < self.entry_37_cti)
item_entry_logic.append(dataframe['safe_dump_50_1h'])
# Condition #38 - PMAX3 entry
elif index == 38:
# Non-Standard protections (add below)
# Logic
item_entry_logic.append(dataframe['pm'] > dataframe['pmax_thresh'])
item_entry_logic.append(dataframe['close'] < dataframe['sma_75'] * self.entry_38_ma_offset)
item_entry_logic.append(dataframe['ewo'] < self.entry_38_ewo)
item_entry_logic.append(dataframe['cti'] < self.entry_38_cti)
# Condition #39 - Ichimoku
elif index == 39:
# Non-Standard protections (add below)
# Logic
item_entry_logic.append(dataframe['tenkan_sen_1h'] > dataframe['kijun_sen_1h'])
item_entry_logic.append(dataframe['close'] > dataframe['cloud_top_1h'])
item_entry_logic.append(dataframe['leading_senkou_span_a_1h'] > dataframe['leading_senkou_span_b_1h'])
item_entry_logic.append(dataframe['chikou_span_greater_1h'])
item_entry_logic.append(dataframe['efi_1h'] > 0)
item_entry_logic.append(dataframe['ssl_up_1h'] > dataframe['ssl_down_1h'])
item_entry_logic.append(dataframe['close'] < dataframe['ssl_up_1h'])
item_entry_logic.append(dataframe['cti'] < self.entry_39_cti)
item_entry_logic.append(dataframe['r_480'] > self.entry_39_r)
item_entry_logic.append(dataframe['r_480_1h'] > self.entry_39_r_1h)
item_entry_logic.append(dataframe['rsi_14_1h'] > dataframe['rsi_14_1h'].shift(12))
# Start of trend
item_entry_logic.append((dataframe['leading_senkou_span_a_1h'].shift(12) < dataframe['leading_senkou_span_b_1h'].shift(12)) | (dataframe['ssl_up_1h'].shift(12) < dataframe['ssl_down_1h'].shift(12)))
# Condition #40 - ZLEMA X entry
elif index == 40:
# Non-Standard protections (add below)
# Logic
item_entry_logic.append(qtpylib.crossed_above(dataframe['zlema_2'], dataframe['zlema_4']))
item_entry_logic.append(dataframe['hrsi'] < self.entry_40_hrsi)
item_entry_logic.append(dataframe['cci'] < self.entry_40_cci)
item_entry_logic.append(dataframe['rsi_14'] < self.entry_40_rsi)
item_entry_logic.append(dataframe['cti'] < self.entry_40_cti)
item_entry_logic.append(dataframe['r_480'] > self.entry_40_r)
item_entry_logic.append(dataframe['r_480_1h'] > self.entry_40_r_1h)
# Condition #41
elif index == 41:
# Non-Standard protections (add below)
# Logic
item_entry_logic.append(dataframe['ema_200_1h'] > dataframe['ema_200_1h'].shift(12))
item_entry_logic.append(dataframe['ema_200_1h'].shift(12) > dataframe['ema_200_1h'].shift(24))
item_entry_logic.append(dataframe['cti_1h'] < self.entry_41_cti_1h)
item_entry_logic.append(dataframe['r_480_1h'] > self.entry_41_r_1h)
item_entry_logic.append(dataframe['close'] < dataframe['sma_75'] * self.entry_41_ma_offset)
item_entry_logic.append(dataframe['cti'] < self.entry_41_cti)
item_entry_logic.append(dataframe['r_480'] < self.entry_41_r)
# Condition #42
elif index == 42:
# Non-Standard protections (add below)
# Logic
item_entry_logic.append(dataframe['ema_200_1h'] > dataframe['ema_200_1h'].shift(12))
item_entry_logic.append(dataframe['ema_200_1h'].shift(12) > dataframe['ema_200_1h'].shift(24))
item_entry_logic.append(dataframe['cti_1h'] < self.entry_42_cti_1h)
item_entry_logic.append(dataframe['r_480_1h'] > self.entry_42_r_1h)
item_entry_logic.append(dataframe['ema_26'] > dataframe['ema_12'])
item_entry_logic.append(dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.entry_42_ema_open_mult)
item_entry_logic.append(dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100)
item_entry_logic.append(dataframe['close'] < dataframe['bb20_2_low'] * self.entry_42_bb_offset)
# Condition #43
elif index == 43:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['ema_200_1h'] > dataframe['ema_200_1h'].shift(12))
item_entry_logic.append(dataframe['ema_200_1h'].shift(12) > dataframe['ema_200_1h'].shift(24))
item_entry_logic.append(dataframe['cti_1h'] < self.entry_43_cti_1h)
item_entry_logic.append(dataframe['r_480_1h'] > self.entry_43_r_1h)
item_entry_logic.append(dataframe['bb40_2_low'].shift().gt(0))
item_entry_logic.append(dataframe['bb40_2_delta'].gt(dataframe['close'] * self.entry_43_bb40_bbdelta_close))
item_entry_logic.append(dataframe['closedelta'].gt(dataframe['close'] * self.entry_43_bb40_closedelta_close))
item_entry_logic.append(dataframe['tail'].lt(dataframe['bb40_2_delta'] * self.entry_43_bb40_tail_bbdelta))
item_entry_logic.append(dataframe['close'].lt(dataframe['bb40_2_low'].shift()))
item_entry_logic.append(dataframe['close'].le(dataframe['close'].shift()))
item_entry_logic.append(dataframe['cti'] < self.entry_43_cti)
item_entry_logic.append(dataframe['r_480'] > self.entry_43_r)
# Condition #44
elif index == 44:
# Non-Standard protections
# Logic
item_entry_logic.append(dataframe['close'] < dataframe['ema_16'] * self.entry_44_ma_offset)
item_entry_logic.append(dataframe['ewo'] < self.entry_44_ewo)
item_entry_logic.append(dataframe['cti'] < self.entry_44_cti)
item_entry_logic.append(dataframe['r_480_1h'] < self.entry_44_r_1h)
item_entry_logic.append(dataframe['volume'] > 0)
item_entry = reduce(lambda x, y: x & y, item_entry_logic)
dataframe.loc[item_entry, 'enter_tag'] += str(index) + ' '
conditions.append(item_entry)
if conditions:
dataframe.loc[:, 'enter_long'] = reduce(lambda x, y: x | y, conditions)
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[:, 'exit_long'] = 0
return dataframe
def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float, rate: float, time_in_force: str, exit_reason: str, **kwargs) -> bool:
"""
Called right before placing a regular exit 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 exit_reason: Sell reason.
Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
'exit_signal', 'force_exit', 'emergency_exit']
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return bool: When True is returned, then the exit-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.holdSupportEnabled and self.config['runmode'].value in ('live', 'dry_run'):
self.load_hold_trades_config()
if not self.hold_trades_cache:
# Cache hasn't been setup, likely because the corresponding file does not exist, exit
return True
if not self.hold_trades_cache.data:
# We have no pairs we want to hold until profit, exit
return True
if trade.id not in self.hold_trades_cache.data:
# This pair is not on the list to hold until profit, exit
return True
trade_profit_ratio = self.hold_trades_cache.data[trade.id]
current_profit_ratio = trade.calc_profit_ratio(rate)
if exit_reason == 'force_exit':
formatted_profit_ratio = '{}%'.format(trade_profit_ratio * 100)
formatted_current_profit_ratio = '{}%'.format(current_profit_ratio * 100)
log.warning('Force exiting %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, exit
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), 0.0)
basic_lb = df['basic_lb'].values
final_lb = np.full(len(df), 0.0)
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), 0.0)
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 0.0
pm = Series(pm_arr)
# Mark the trend direction up/down
pmx = np.where(pm_arr > 0.0, np.where(mavalue < pm_arr, 'down', 'up'), np.NaN)
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)
class Cache:
def __init__(self, path):
self.path = path
self.data = {}
self._mtime = None
self._previous_data = {}
try:
self.load()
except FileNotFoundError:
pass
def load(self):
if not self._mtime or self.path.stat().st_mtime_ns != self._mtime:
self._load()
def save(self):
if self.data != self._previous_data:
self._save()
def process_loaded_data(self, data):
return data
def _load(self):
# This method only exists to simplify unit testing
with self.path.open('r') as rfh:
try:
data = json_load(rfh)
except rapidjson.JSONDecodeError as exc:
log.error('Failed to load JSON from %s: %s', self.path, exc)
else:
self.data = self.process_loaded_data(data)
self._previous_data = copy.deepcopy(self.data)
self._mtime = self.path.stat().st_mtime_ns
def _save(self):
# This method only exists to simplify unit testing
file_dump_json(self.path, self.data, is_zip=False, log=True)
self._mtime = self.path.stat().st_mtime
self._previous_data = copy.deepcopy(self.data)
class HoldsCache(Cache):
def save(self):
raise RuntimeError('The holds cache does not allow programatical save')
def process_loaded_data(self, data):
trade_ids = data.get('trade_ids')
if not trade_ids:
return {}
rdata = {}
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, self.path)
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, self.path)
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)
rdata[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, self.path)
else:
# Initial Syntax
profit_ratio = data.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, self.path)
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, self.path)
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)
rdata[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, self.path)
return rdata