Timeframe
5m
Direction
Long Only
Stoploss
-100.0%
Trailing Stop
No
ROI
0m: 1000.0%
Interface Version
3
Startup Candles
N/A
Indicators
5
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy as np
import talib.abstract as ta
from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy import merge_informative_pair, DecimalParameter, IntParameter, CategoricalParameter
from pandas import DataFrame
from functools import reduce
from freqtrade.persistence import Trade
from datetime import datetime
###########################################################################################################
## NostalgiaForInfinityV4 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). ##
## ##
###########################################################################################################
## DONATIONS ##
## ##
## Absolutely not required. However, will be accepted as a token of appreciation. ##
## ##
## BTC: bc1qvflsvddkmxh7eqhc4jyu5z5k6xcw3ay8jl49sk ##
## ETH (ERC20): 0x83D3cFb8001BDC5d2211cBeBB8cB3461E5f7Ec91 ##
## BEP20/BSC (ETH, BNB, ...): 0x86A0B21a20b39d16424B7c8003E4A7e12d78ABEe ##
## ##
###########################################################################################################
class NostalgiaForInfinityV4(IStrategy):
INTERFACE_VERSION = 3
# # ROI table:
minimal_roi = {'0': 10}
stoploss = -1.0
# 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'
inf_1h = '1h'
# 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 = 400
# 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}
#############
# 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_condition_1_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
entry_condition_2_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
entry_condition_3_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
entry_condition_4_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
entry_condition_5_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
entry_condition_6_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
entry_condition_7_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
entry_condition_8_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
entry_condition_9_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
entry_condition_10_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
entry_condition_11_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
entry_condition_12_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
entry_condition_13_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
entry_condition_14_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
entry_condition_15_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
entry_condition_16_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
entry_condition_17_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
# Normal dips
entry_dip_threshold_1 = DecimalParameter(0.001, 0.05, default=0.02, space='entry', decimals=3, optimize=False, load=True)
entry_dip_threshold_2 = DecimalParameter(0.01, 0.2, default=0.14, space='entry', decimals=3, optimize=False, load=True)
entry_dip_threshold_3 = DecimalParameter(0.05, 0.4, default=0.32, space='entry', decimals=3, optimize=False, load=True)
entry_dip_threshold_4 = DecimalParameter(0.2, 0.5, default=0.5, space='entry', decimals=3, optimize=False, load=True)
# Strict dips
entry_dip_threshold_5 = DecimalParameter(0.001, 0.05, default=0.015, space='entry', decimals=3, optimize=False, load=True)
entry_dip_threshold_6 = DecimalParameter(0.01, 0.2, default=0.06, space='entry', decimals=3, optimize=False, load=True)
entry_dip_threshold_7 = DecimalParameter(0.05, 0.4, default=0.24, space='entry', decimals=3, optimize=False, load=True)
entry_dip_threshold_8 = DecimalParameter(0.2, 0.5, default=0.4, space='entry', decimals=3, optimize=False, load=True)
# 12 hours
entry_pump_pull_threshold_1 = DecimalParameter(1.5, 3.0, default=1.75, space='entry', decimals=2, optimize=False, load=True)
entry_pump_threshold_1 = DecimalParameter(0.4, 1.0, default=0.46, space='entry', decimals=3, optimize=False, load=True)
# 36 hours
entry_pump_pull_threshold_2 = DecimalParameter(1.5, 3.0, default=1.75, space='entry', decimals=2, optimize=False, load=True)
entry_pump_threshold_2 = DecimalParameter(0.4, 1.0, default=0.56, space='entry', decimals=3, optimize=False, load=True)
# 48 hours
entry_pump_pull_threshold_3 = DecimalParameter(1.5, 3.0, default=1.75, space='entry', decimals=2, optimize=False, load=True)
entry_pump_threshold_3 = DecimalParameter(0.4, 1.0, default=0.85, space='entry', decimals=3, optimize=False, load=True)
# 12 hours strict
entry_pump_pull_threshold_4 = DecimalParameter(1.5, 3.0, default=2.2, space='entry', decimals=2, optimize=False, load=True)
entry_pump_threshold_4 = DecimalParameter(0.4, 1.0, default=0.4, space='entry', decimals=3, optimize=False, load=True)
# 36 hours strict
entry_pump_pull_threshold_5 = DecimalParameter(1.5, 3.0, default=2.0, space='entry', decimals=2, optimize=False, load=True)
entry_pump_threshold_5 = DecimalParameter(0.4, 1.0, default=0.56, space='entry', decimals=3, optimize=False, load=True)
# 48 hours strict
entry_pump_pull_threshold_6 = DecimalParameter(1.5, 3.0, default=2.0, space='entry', decimals=2, optimize=False, load=True)
entry_pump_threshold_6 = DecimalParameter(0.4, 1.0, default=0.68, space='entry', decimals=3, optimize=False, load=True)
entry_min_inc_1 = DecimalParameter(0.01, 0.05, default=0.022, space='entry', decimals=3, optimize=False, load=True)
entry_rsi_1h_min_1 = DecimalParameter(25.0, 40.0, default=30.0, space='entry', decimals=1, optimize=False, load=True)
entry_rsi_1h_max_1 = DecimalParameter(70.0, 90.0, default=80.0, space='entry', decimals=1, optimize=False, load=True)
entry_rsi_1 = DecimalParameter(20.0, 40.0, default=36.0, space='entry', decimals=1, optimize=False, load=True)
entry_mfi_1 = DecimalParameter(20.0, 56.0, default=26.0, space='entry', decimals=1, optimize=False, load=True)
entry_volume_2 = DecimalParameter(1.0, 10.0, default=2.0, space='entry', decimals=1, optimize=False, load=True)
entry_rsi_1h_min_2 = DecimalParameter(30.0, 40.0, default=36.0, space='entry', decimals=1, optimize=False, load=True)
entry_rsi_1h_max_2 = DecimalParameter(70.0, 95.0, default=90.0, space='entry', decimals=1, optimize=False, load=True)
entry_rsi_1h_diff_2 = DecimalParameter(30.0, 50.0, default=34.0, space='entry', decimals=1, optimize=False, load=True)
entry_mfi_2 = DecimalParameter(30.0, 65.0, default=56.0, space='entry', decimals=1, optimize=False, load=True)
entry_bb_offset_2 = DecimalParameter(0.97, 0.99, default=0.983, space='entry', decimals=3, optimize=False, load=True)
entry_bb40_bbdelta_close_3 = DecimalParameter(0.005, 0.06, default=0.057, space='entry', optimize=False, load=True)
entry_bb40_closedelta_close_3 = DecimalParameter(0.01, 0.03, default=0.023, space='entry', optimize=False, load=True)
entry_bb40_tail_bbdelta_3 = DecimalParameter(0.15, 0.45, default=0.418, space='entry', optimize=False, load=True)
entry_ema_rel_3 = DecimalParameter(0.97, 0.999, default=0.988, space='entry', decimals=3, optimize=False, load=True)
entry_bb20_close_bblowerband_4 = DecimalParameter(0.9, 0.99, default=0.979, space='entry', optimize=False, load=True)
entry_bb20_volume_4 = IntParameter(16, 35, default=18, space='entry', optimize=False, load=True)
entry_volume_5 = DecimalParameter(1.0, 10.0, default=6.0, space='entry', decimals=1, optimize=False, load=True)
entry_ema_open_mult_5 = DecimalParameter(0.016, 0.03, default=0.019, space='entry', decimals=3, optimize=False, load=True)
entry_bb_offset_5 = DecimalParameter(0.98, 1.0, default=0.999, space='entry', decimals=3, optimize=False, load=True)
entry_ema_rel_5 = DecimalParameter(0.97, 0.999, default=0.988, space='entry', decimals=3, optimize=False, load=True)
entry_volume_6 = DecimalParameter(1.0, 10.0, default=1.5, space='entry', decimals=1, optimize=False, load=True)
entry_ema_open_mult_6 = DecimalParameter(0.03, 0.04, default=0.025, space='entry', decimals=3, optimize=False, load=True)
entry_bb_offset_6 = DecimalParameter(0.98, 0.999, default=0.995, space='entry', decimals=3, optimize=False, load=True)
entry_volume_7 = DecimalParameter(1.0, 10.0, default=2.0, space='entry', decimals=1, optimize=False, load=True)
entry_ema_open_mult_7 = DecimalParameter(0.02, 0.04, default=0.03, space='entry', decimals=3, optimize=False, load=True)
entry_rsi_7 = DecimalParameter(24.0, 50.0, default=36.0, space='entry', decimals=1, optimize=False, load=True)
entry_rsi_8 = DecimalParameter(30.0, 50.0, default=46.0, space='entry', decimals=1, optimize=False, load=True)
entry_ema_rel_8 = DecimalParameter(0.97, 0.999, default=0.988, space='entry', decimals=3, optimize=False, load=True)
entry_volume_9 = DecimalParameter(1.0, 4.0, default=2.0, space='entry', decimals=2, optimize=False, load=True)
entry_ma_offset_9 = DecimalParameter(0.94, 0.99, default=0.958, space='entry', decimals=3, optimize=False, load=True)
entry_bb_offset_9 = DecimalParameter(0.97, 0.99, default=0.984, space='entry', decimals=3, optimize=False, load=True)
entry_rsi_1h_min_9 = DecimalParameter(26.0, 40.0, default=30.0, space='entry', decimals=1, optimize=False, load=True)
entry_rsi_1h_max_9 = DecimalParameter(70.0, 90.0, default=80.0, space='entry', decimals=1, optimize=False, load=True)
entry_mfi_9 = DecimalParameter(36.0, 65.0, default=56.0, space='entry', decimals=1, optimize=False, load=True)
entry_volume_10 = DecimalParameter(1.0, 26.0, default=23.0, space='entry', decimals=1, optimize=False, load=True)
entry_ma_offset_10 = DecimalParameter(0.93, 0.97, default=0.94, space='entry', decimals=3, optimize=False, load=True)
entry_bb_offset_10 = DecimalParameter(0.97, 0.99, default=0.994, space='entry', decimals=3, optimize=False, load=True)
entry_rsi_1h_10 = DecimalParameter(20.0, 40.0, default=39.0, space='entry', decimals=1, optimize=False, load=True)
entry_ma_offset_11 = DecimalParameter(0.93, 0.99, default=0.938, space='entry', decimals=3, optimize=False, load=True)
entry_min_inc_11 = DecimalParameter(0.005, 0.05, default=0.01, space='entry', decimals=3, optimize=False, load=True)
entry_rsi_1h_min_11 = DecimalParameter(40.0, 60.0, default=55.0, space='entry', decimals=1, optimize=False, load=True)
entry_rsi_1h_max_11 = DecimalParameter(70.0, 90.0, default=82.0, space='entry', decimals=1, optimize=False, load=True)
entry_rsi_11 = DecimalParameter(30.0, 48.0, default=46.0, space='entry', decimals=1, optimize=False, load=True)
entry_mfi_11 = DecimalParameter(36.0, 56.0, default=38.0, space='entry', decimals=1, optimize=False, load=True)
entry_volume_12 = DecimalParameter(1.0, 10.0, default=2.0, space='entry', decimals=1, optimize=False, load=True)
entry_ma_offset_12 = DecimalParameter(0.93, 0.97, default=0.936, space='entry', decimals=3, optimize=False, load=True)
entry_rsi_12 = DecimalParameter(26.0, 40.0, default=30.0, space='entry', decimals=1, optimize=False, load=True)
entry_ewo_12 = DecimalParameter(2.0, 6.0, default=2.8, space='entry', decimals=1, optimize=False, load=True)
entry_ma_offset_13 = DecimalParameter(0.93, 0.98, default=0.952, space='entry', decimals=3, optimize=False, load=True)
entry_ewo_13 = DecimalParameter(-14.0, -7.0, default=-7.9, space='entry', decimals=1, optimize=False, load=True)
entry_volume_14 = DecimalParameter(1.0, 10.0, default=2.0, space='entry', decimals=1, optimize=False, load=True)
entry_ema_open_mult_14 = DecimalParameter(0.01, 0.03, default=0.014, space='entry', decimals=3, optimize=False, load=True)
entry_bb_offset_14 = DecimalParameter(0.98, 1.0, default=0.992, space='entry', decimals=3, optimize=False, load=True)
entry_ma_offset_14 = DecimalParameter(0.93, 0.99, default=0.998, space='entry', decimals=3, optimize=False, load=True)
entry_ema_open_mult_15 = DecimalParameter(0.02, 0.04, default=0.026, space='entry', decimals=3, optimize=False, load=True)
entry_ma_offset_15 = DecimalParameter(0.93, 0.99, default=0.985, space='entry', decimals=3, optimize=False, load=True)
entry_rsi_15 = DecimalParameter(30.0, 50.0, default=32.0, space='entry', decimals=1, optimize=False, load=True)
entry_ema_rel_15 = DecimalParameter(0.97, 0.999, default=0.988, space='entry', decimals=3, optimize=False, load=True)
entry_volume_16 = DecimalParameter(1.0, 10.0, default=2.0, space='entry', decimals=1, optimize=False, load=True)
entry_ma_offset_16 = DecimalParameter(0.93, 0.97, default=0.95, space='entry', decimals=3, optimize=False, load=True)
entry_rsi_16 = DecimalParameter(26.0, 50.0, default=38.0, space='entry', decimals=1, optimize=False, load=True)
entry_ewo_16 = DecimalParameter(4.0, 8.0, default=3.6, space='entry', decimals=1, optimize=False, load=True)
entry_ma_offset_17 = DecimalParameter(0.93, 0.98, default=0.958, space='entry', decimals=3, optimize=False, load=True)
entry_ewo_17 = DecimalParameter(-18.0, -10.0, default=-12.0, space='entry', decimals=1, optimize=False, load=True)
# Sell
exit_condition_1_enable = CategoricalParameter([True, False], default=True, space='exit', optimize=False, load=True)
exit_condition_2_enable = CategoricalParameter([True, False], default=True, space='exit', optimize=False, load=True)
exit_condition_3_enable = CategoricalParameter([True, False], default=True, space='exit', optimize=False, load=True)
exit_condition_4_enable = CategoricalParameter([True, False], default=True, space='exit', optimize=False, load=True)
exit_condition_5_enable = CategoricalParameter([True, False], default=True, space='exit', optimize=False, load=True)
exit_condition_6_enable = CategoricalParameter([True, False], default=True, space='exit', optimize=False, load=True)
exit_condition_7_enable = CategoricalParameter([True, False], default=True, space='exit', optimize=False, load=True)
exit_condition_8_enable = CategoricalParameter([True, False], default=True, space='exit', optimize=False, load=True)
exit_rsi_bb_1 = DecimalParameter(60.0, 80.0, default=79.5, space='exit', decimals=1, optimize=False, load=True)
exit_rsi_bb_2 = DecimalParameter(72.0, 90.0, default=81, space='exit', decimals=1, optimize=False, load=True)
exit_rsi_main_3 = DecimalParameter(77.0, 90.0, default=82, space='exit', decimals=1, optimize=False, load=True)
exit_dual_rsi_rsi_4 = DecimalParameter(72.0, 84.0, default=73.4, space='exit', decimals=1, optimize=False, load=True)
exit_dual_rsi_rsi_1h_4 = DecimalParameter(78.0, 92.0, default=79.6, space='exit', decimals=1, optimize=False, load=True)
exit_ema_relative_5 = DecimalParameter(0.005, 0.05, default=0.024, space='exit', optimize=False, load=True)
exit_rsi_diff_5 = DecimalParameter(0.0, 20.0, default=4.382, space='exit', optimize=False, load=True)
exit_rsi_under_6 = DecimalParameter(72.0, 90.0, default=79.0, space='exit', decimals=1, optimize=False, load=True)
exit_rsi_1h_7 = DecimalParameter(80.0, 95.0, default=81.7, space='exit', decimals=1, optimize=False, load=True)
exit_bb_relative_8 = DecimalParameter(1.05, 1.3, default=1.1, space='exit', decimals=3, optimize=False, load=True)
exit_custom_profit_0 = DecimalParameter(0.01, 0.1, default=0.01, space='exit', decimals=3, optimize=False, load=True)
exit_custom_rsi_0 = DecimalParameter(30.0, 40.0, default=30.0, space='exit', decimals=3, optimize=False, load=True)
exit_custom_profit_1 = DecimalParameter(0.01, 0.1, default=0.03, space='exit', decimals=3, optimize=False, load=True)
exit_custom_rsi_1 = DecimalParameter(30.0, 50.0, default=36.0, space='exit', decimals=2, optimize=False, load=True)
exit_custom_profit_2 = DecimalParameter(0.01, 0.1, default=0.05, space='exit', decimals=3, optimize=False, load=True)
exit_custom_rsi_2 = DecimalParameter(34.0, 50.0, default=43.0, space='exit', decimals=2, optimize=False, load=True)
exit_custom_profit_3 = DecimalParameter(0.06, 0.3, default=0.08, space='exit', decimals=3, optimize=False, load=True)
exit_custom_rsi_3 = DecimalParameter(38.0, 55.0, default=48.0, space='exit', decimals=2, optimize=False, load=True)
exit_custom_profit_4 = DecimalParameter(0.3, 0.6, default=0.25, space='exit', decimals=3, optimize=False, load=True)
exit_custom_rsi_4 = DecimalParameter(40.0, 58.0, default=50.0, space='exit', decimals=2, optimize=False, load=True)
exit_custom_under_profit_1 = DecimalParameter(0.01, 0.1, default=0.02, space='exit', decimals=3, optimize=False, load=True)
exit_custom_under_profit_2 = DecimalParameter(0.01, 0.1, default=0.035, space='exit', decimals=3, optimize=False, load=True)
exit_custom_under_profit_3 = DecimalParameter(0.05, 0.2, default=0.07, space='exit', decimals=3, optimize=False, load=True)
exit_trail_profit_min_1 = DecimalParameter(0.1, 0.25, default=0.15, space='exit', decimals=3, optimize=False, load=True)
exit_trail_profit_max_1 = DecimalParameter(0.3, 0.5, default=0.46, space='exit', decimals=2, optimize=False, load=True)
exit_trail_down_1 = DecimalParameter(0.04, 0.2, default=0.18, space='exit', decimals=3, optimize=False, load=True)
exit_trail_profit_min_2 = DecimalParameter(0.01, 0.1, default=0.01, space='exit', decimals=3, optimize=False, load=True)
exit_trail_profit_max_2 = DecimalParameter(0.08, 0.25, default=0.12, space='exit', decimals=2, optimize=False, load=True)
exit_trail_down_2 = DecimalParameter(0.04, 0.2, default=0.14, space='exit', decimals=3, optimize=False, load=True)
#############################################################
def get_ticker_indicator(self):
return int(self.timeframe[:-1])
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].squeeze()
max_profit = (trade.max_rate - trade.open_rate) / trade.open_rate
if last_candle is not None:
if (current_profit > self.exit_custom_profit_4.value) & (last_candle['rsi'] < self.exit_custom_rsi_4.value):
return 'signal_profit_4'
elif (current_profit > self.exit_custom_profit_3.value) & (last_candle['rsi'] < self.exit_custom_rsi_3.value):
return 'signal_profit_3'
elif (current_profit > self.exit_custom_profit_2.value) & (last_candle['rsi'] < self.exit_custom_rsi_2.value):
return 'signal_profit_2'
elif (current_profit > self.exit_custom_profit_1.value) & (last_candle['rsi'] < self.exit_custom_rsi_1.value):
return 'signal_profit_1'
elif (current_profit > self.exit_custom_profit_0.value) & (last_candle['rsi'] < self.exit_custom_rsi_0.value):
return 'signal_profit_0'
elif (current_profit > self.exit_custom_under_profit_1.value) & (last_candle['close'] < last_candle['ema_200']):
return 'signal_profit_u_1'
elif (current_profit > self.exit_custom_under_profit_2.value) & last_candle['sma_200_dec']:
return 'signal_profit_u_2'
elif (current_profit > self.exit_custom_under_profit_3.value) & (last_candle['close'] < last_candle['ema_100']):
return 'signal_profit_u_3'
elif (current_profit > self.exit_trail_profit_min_1.value) & (current_profit < self.exit_trail_profit_max_1.value) & (max_profit > current_profit + self.exit_trail_down_1.value):
return 'signal_profit_t_1'
elif (current_profit > self.exit_trail_profit_min_2.value) & (current_profit < self.exit_trail_profit_max_2.value) & (max_profit > current_profit + self.exit_trail_down_2.value):
return 'signal_profit_t_2'
return None
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, '1h') for pair in pairs]
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.inf_1h)
# EMA
informative_1h['ema_15'] = ta.EMA(informative_1h, timeperiod=15)
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)
# RSI
informative_1h['rsi'] = ta.RSI(informative_1h, timeperiod=14)
# BB
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(informative_1h), window=20, stds=2)
informative_1h['bb_lowerband'] = bollinger['lower']
informative_1h['bb_middleband'] = bollinger['mid']
informative_1h['bb_upperband'] = bollinger['upper']
# Pump protections
informative_1h['safe_pump_24'] = ((informative_1h['open'].rolling(24).max() - informative_1h['close'].rolling(24).min()) / informative_1h['close'].rolling(24).min() < self.entry_pump_threshold_1.value) | ((informative_1h['open'].rolling(24).max() - informative_1h['close'].rolling(24).min()) / self.entry_pump_pull_threshold_1.value > informative_1h['close'] - informative_1h['close'].rolling(24).min())
informative_1h['safe_pump_36'] = ((informative_1h['open'].rolling(36).max() - informative_1h['close'].rolling(36).min()) / informative_1h['close'].rolling(36).min() < self.entry_pump_threshold_2.value) | ((informative_1h['open'].rolling(36).max() - informative_1h['close'].rolling(36).min()) / self.entry_pump_pull_threshold_2.value > informative_1h['close'] - informative_1h['close'].rolling(36).min())
informative_1h['safe_pump_48'] = ((informative_1h['open'].rolling(48).max() - informative_1h['close'].rolling(48).min()) / informative_1h['close'].rolling(48).min() < self.entry_pump_threshold_3.value) | ((informative_1h['open'].rolling(48).max() - informative_1h['close'].rolling(48).min()) / self.entry_pump_pull_threshold_3.value > informative_1h['close'] - informative_1h['close'].rolling(48).min())
informative_1h['safe_pump_24_strict'] = ((informative_1h['open'].rolling(24).max() - informative_1h['close'].rolling(24).min()) / informative_1h['close'].rolling(24).min() < self.entry_pump_threshold_4.value) | ((informative_1h['open'].rolling(24).max() - informative_1h['close'].rolling(24).min()) / self.entry_pump_pull_threshold_4.value > informative_1h['close'] - informative_1h['close'].rolling(24).min())
informative_1h['safe_pump_36_strict'] = ((informative_1h['open'].rolling(36).max() - informative_1h['close'].rolling(36).min()) / informative_1h['close'].rolling(36).min() < self.entry_pump_threshold_5.value) | ((informative_1h['open'].rolling(36).max() - informative_1h['close'].rolling(36).min()) / self.entry_pump_pull_threshold_5.value > informative_1h['close'] - informative_1h['close'].rolling(36).min())
informative_1h['safe_pump_48_strict'] = ((informative_1h['open'].rolling(48).max() - informative_1h['close'].rolling(48).min()) / informative_1h['close'].rolling(48).min() < self.entry_pump_threshold_6.value) | ((informative_1h['open'].rolling(48).max() - informative_1h['close'].rolling(48).min()) / self.entry_pump_pull_threshold_6.value > informative_1h['close'] - informative_1h['close'].rolling(48).min())
return informative_1h
def normal_tf_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# BB 40
bb_40 = qtpylib.bollinger_bands(dataframe['close'], window=40, stds=2)
dataframe['lower'] = bb_40['lower']
dataframe['mid'] = bb_40['mid']
dataframe['bbdelta'] = (bb_40['mid'] - dataframe['lower']).abs()
dataframe['closedelta'] = (dataframe['close'] - dataframe['close'].shift()).abs()
dataframe['tail'] = (dataframe['close'] - dataframe['low']).abs()
# BB 20
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
dataframe['bb_lowerband'] = bollinger['lower']
dataframe['bb_middleband'] = bollinger['mid']
dataframe['bb_upperband'] = bollinger['upper']
# EMA 200
dataframe['ema_12'] = ta.EMA(dataframe, timeperiod=12)
dataframe['ema_20'] = ta.EMA(dataframe, timeperiod=20)
dataframe['ema_26'] = ta.EMA(dataframe, timeperiod=26)
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_30'] = ta.SMA(dataframe, timeperiod=30)
dataframe['sma_200'] = ta.SMA(dataframe, timeperiod=200)
dataframe['sma_200_dec'] = dataframe['sma_200'] < dataframe['sma_200'].shift(20)
# MFI
dataframe['mfi'] = ta.MFI(dataframe)
# EWO
dataframe['ewo'] = EWO(dataframe, 50, 200)
# Alligator
dataframe['lips'] = ta.SMA(dataframe, timeperiod=5)
dataframe['smma_lips'] = dataframe['lips'].rolling(3).mean()
dataframe['teeth'] = ta.SMA(dataframe, timeperiod=8)
dataframe['smma_teeth'] = dataframe['teeth'].rolling(5).mean()
dataframe['jaw'] = ta.SMA(dataframe, timeperiod=13)
dataframe['smma_jaw'] = dataframe['jaw'].rolling(8).mean()
# RSI
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
# Dip protection
dataframe['safe_dips'] = ((dataframe['open'] - dataframe['close']) / dataframe['close'] < self.entry_dip_threshold_1.value) & ((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close'] < self.entry_dip_threshold_2.value) & ((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close'] < self.entry_dip_threshold_3.value) & ((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close'] < self.entry_dip_threshold_4.value)
dataframe['safe_dips_strict'] = ((dataframe['open'] - dataframe['close']) / dataframe['close'] < self.entry_dip_threshold_5.value) & ((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close'] < self.entry_dip_threshold_6.value) & ((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close'] < self.entry_dip_threshold_7.value) & ((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close'] < self.entry_dip_threshold_8.value)
# Volume
dataframe['volume_mean_4'] = dataframe['volume'].rolling(4).mean().shift(1)
dataframe['volume_mean_30'] = dataframe['volume'].rolling(30).mean()
return dataframe
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# The indicators for the 1h informative timeframe
informative_1h = self.informative_1h_indicators(dataframe, metadata)
dataframe = merge_informative_pair(dataframe, informative_1h, self.timeframe, self.inf_1h, ffill=True)
# The indicators for the normal (5m) timeframe
dataframe = self.normal_tf_indicators(dataframe, metadata)
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
conditions = []
conditions.append(self.entry_condition_1_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & (dataframe['sma_200'] > dataframe['sma_200'].shift(20)) & dataframe['safe_dips'] & dataframe['safe_pump_48_1h'] & ((dataframe['close'] - dataframe['open'].rolling(36).min()) / dataframe['open'].rolling(36).min() > self.entry_min_inc_1.value) & (dataframe['rsi_1h'] > self.entry_rsi_1h_min_1.value) & (dataframe['rsi_1h'] < self.entry_rsi_1h_max_1.value) & (dataframe['rsi'] < self.entry_rsi_1.value) & (dataframe['mfi'] < self.entry_mfi_1.value) & (dataframe['volume'] > 0))
conditions.append(self.entry_condition_2_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & dataframe['safe_pump_24_strict_1h'] & (dataframe['volume_mean_4'] * self.entry_volume_2.value > dataframe['volume']) & (dataframe['rsi_1h'] > self.entry_rsi_1h_min_2.value) & (dataframe['rsi_1h'] < self.entry_rsi_1h_max_2.value) & (dataframe['rsi'] < dataframe['rsi_1h'] - self.entry_rsi_1h_diff_2.value) & (dataframe['mfi'] < self.entry_mfi_2.value) & (dataframe['close'] < dataframe['bb_lowerband'] * self.entry_bb_offset_2.value) & (dataframe['volume'] > 0))
conditions.append(self.entry_condition_3_enable.value & (dataframe['close'] > dataframe['ema_200_1h'] * self.entry_ema_rel_3.value) & (dataframe['ema_100'] > dataframe['ema_200']) & (dataframe['ema_50_1h'] > dataframe['ema_100_1h']) & (dataframe['ema_100_1h'] > dataframe['ema_200_1h']) & dataframe['safe_pump_36_1h'] & dataframe['lower'].shift().gt(0) & dataframe['bbdelta'].gt(dataframe['close'] * self.entry_bb40_bbdelta_close_3.value) & dataframe['closedelta'].gt(dataframe['close'] * self.entry_bb40_closedelta_close_3.value) & dataframe['tail'].lt(dataframe['bbdelta'] * self.entry_bb40_tail_bbdelta_3.value) & dataframe['close'].lt(dataframe['lower'].shift()) & dataframe['close'].le(dataframe['close'].shift()) & (dataframe['volume'] > 0))
conditions.append(self.entry_condition_4_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & dataframe['safe_dips_strict'] & dataframe['safe_pump_24_1h'] & (dataframe['close'] < dataframe['ema_50']) & (dataframe['close'] < self.entry_bb20_close_bblowerband_4.value * dataframe['bb_lowerband']) & (dataframe['volume'] < dataframe['volume_mean_30'].shift(1) * self.entry_bb20_volume_4.value))
conditions.append(self.entry_condition_5_enable.value & (dataframe['ema_100'] > dataframe['ema_200']) & (dataframe['close'] > dataframe['ema_200_1h'] * self.entry_ema_rel_5.value) & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & dataframe['safe_dips'] & dataframe['safe_pump_36_strict_1h'] & (dataframe['volume_mean_4'] * self.entry_volume_5.value > dataframe['volume']) & (dataframe['ema_26'] > dataframe['ema_12']) & (dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.entry_ema_open_mult_5.value) & (dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100) & (dataframe['close'] < dataframe['bb_lowerband'] * self.entry_bb_offset_5.value) & (dataframe['volume'] > 0))
conditions.append(self.entry_condition_6_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & dataframe['safe_dips_strict'] & (dataframe['volume'].rolling(4).mean() * self.entry_volume_6.value > dataframe['volume']) & (dataframe['ema_26'] > dataframe['ema_12']) & (dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.entry_ema_open_mult_6.value) & (dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100) & (dataframe['close'] < dataframe['bb_lowerband'] * self.entry_bb_offset_6.value) & (dataframe['volume'] > 0))
conditions.append(self.entry_condition_7_enable.value & (dataframe['ema_100'] > dataframe['ema_200']) & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & dataframe['safe_dips'] & (dataframe['volume'].rolling(4).mean() * self.entry_volume_6.value > dataframe['volume']) & (dataframe['ema_26'] > dataframe['ema_12']) & (dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.entry_ema_open_mult_7.value) & (dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100) & (dataframe['rsi'] < self.entry_rsi_7.value) & (dataframe['volume'] > 0))
conditions.append(self.entry_condition_8_enable.value & (dataframe['close'] > dataframe['ema_200_1h'] * self.entry_ema_rel_8.value) & (dataframe['ema_50_1h'] > dataframe['ema_100_1h']) & (dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(24)) & (dataframe['close'] > dataframe['open']) & (dataframe['close'] > dataframe['smma_lips']) & (dataframe['smma_lips'] > dataframe['smma_teeth']) & (dataframe['smma_teeth'] > dataframe['smma_jaw']) & (dataframe['smma_lips'].shift(1) > dataframe['smma_teeth'].shift(1)) & (dataframe['smma_teeth'].shift(1) > dataframe['smma_jaw'].shift(1)) & (dataframe['smma_lips'] > dataframe['smma_lips'].shift(1)) & (dataframe['smma_teeth'] > dataframe['smma_teeth'].shift(1)) & (dataframe['smma_jaw'] > dataframe['smma_jaw'].shift(1)) & (dataframe['rsi'] < self.entry_rsi_8.value) & (dataframe['volume'] > 0))
conditions.append(self.entry_condition_9_enable.value & (dataframe['ema_50'] > dataframe['ema_200']) & (dataframe['ema_50_1h'] > dataframe['ema_100_1h']) & dataframe['safe_dips_strict'] & (dataframe['volume_mean_4'] * self.entry_volume_9.value > dataframe['volume']) & (dataframe['close'] < dataframe['sma_30'] * self.entry_ma_offset_9.value) & (dataframe['close'] < dataframe['bb_lowerband'] * self.entry_bb_offset_9.value) & (dataframe['rsi_1h'] > self.entry_rsi_1h_min_9.value) & (dataframe['rsi_1h'] < self.entry_rsi_1h_max_9.value) & (dataframe['mfi'] < self.entry_mfi_9.value) & (dataframe['volume'] > 0))
conditions.append(self.entry_condition_10_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_100_1h']) & (dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(24)) & dataframe['safe_dips'] & dataframe['safe_pump_24_1h'] & (dataframe['volume_mean_4'] * self.entry_volume_10.value > dataframe['volume']) & (dataframe['close'] < dataframe['sma_30'] * self.entry_ma_offset_10.value) & (dataframe['close'] < dataframe['bb_lowerband'] * self.entry_bb_offset_10.value) & (dataframe['rsi_1h'] < self.entry_rsi_1h_10.value) & (dataframe['volume'] > 0))
conditions.append(self.entry_condition_11_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_100_1h']) & dataframe['safe_pump_24_1h'] & ((dataframe['close'] - dataframe['open'].rolling(36).min()) / dataframe['open'].rolling(36).min() > self.entry_min_inc_11.value) & (dataframe['close'] < dataframe['sma_30'] * self.entry_ma_offset_11.value) & (dataframe['rsi_1h'] > self.entry_rsi_1h_min_11.value) & (dataframe['rsi_1h'] < self.entry_rsi_1h_max_11.value) & (dataframe['rsi'] < self.entry_rsi_11.value) & (dataframe['mfi'] < self.entry_mfi_11.value) & (dataframe['volume'] > 0))
conditions.append(self.entry_condition_12_enable.value & (dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(24)) & dataframe['safe_dips_strict'] & dataframe['safe_pump_24_strict_1h'] & (dataframe['volume_mean_4'] * self.entry_volume_12.value > dataframe['volume']) & (dataframe['close'] < dataframe['sma_30'] * self.entry_ma_offset_12.value) & (dataframe['ewo'] > self.entry_ewo_12.value) & (dataframe['rsi'] < self.entry_rsi_12.value) & (dataframe['volume'] > 0))
conditions.append(self.entry_condition_13_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_100_1h']) & (dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(24)) & dataframe['safe_dips_strict'] & dataframe['safe_pump_24_strict_1h'] & (dataframe['close'] < dataframe['sma_30'] * self.entry_ma_offset_13.value) & (dataframe['ewo'] < self.entry_ewo_13.value) & (dataframe['volume'] > 0))
conditions.append(self.entry_condition_14_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & (dataframe['sma_200'] > dataframe['sma_200'].shift(20)) & dataframe['safe_dips_strict'] & dataframe['safe_pump_48_1h'] & (dataframe['volume_mean_4'] * self.entry_volume_14.value > dataframe['volume']) & (dataframe['ema_26'] > dataframe['ema_12']) & (dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.entry_ema_open_mult_14.value) & (dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100) & (dataframe['close'] < dataframe['bb_lowerband'] * self.entry_bb_offset_14.value) & (dataframe['close'] < dataframe['sma_30'] * self.entry_ma_offset_14.value) & (dataframe['volume'] > 0))
conditions.append(self.entry_condition_15_enable.value & (dataframe['close'] > dataframe['ema_200_1h'] * self.entry_ema_rel_15.value) & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & dataframe['safe_dips_strict'] & (dataframe['ema_26'] > dataframe['ema_12']) & (dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.entry_ema_open_mult_15.value) & (dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100) & (dataframe['rsi'] < self.entry_rsi_15.value) & (dataframe['close'] < dataframe['sma_30'] * self.entry_ma_offset_15.value) & (dataframe['volume'] > 0))
conditions.append(self.entry_condition_16_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & dataframe['safe_dips_strict'] & dataframe['safe_pump_24_strict_1h'] & (dataframe['volume_mean_4'] * self.entry_volume_16.value > dataframe['volume']) & (dataframe['close'] < dataframe['ema_20'] * self.entry_ma_offset_16.value) & (dataframe['ewo'] > self.entry_ewo_16.value) & (dataframe['rsi'] < self.entry_rsi_16.value) & (dataframe['volume'] > 0))
conditions.append(self.entry_condition_17_enable.value & dataframe['safe_dips_strict'] & (dataframe['close'] < dataframe['ema_20'] * self.entry_ma_offset_17.value) & (dataframe['ewo'] < self.entry_ewo_17.value) & (dataframe['volume'] > 0))
if conditions:
dataframe.loc[reduce(lambda x, y: x | y, conditions), 'enter_long'] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
conditions = []
conditions.append(self.exit_condition_1_enable.value & (dataframe['rsi'] > self.exit_rsi_bb_1.value) & (dataframe['close'] > dataframe['bb_upperband']) & (dataframe['close'].shift(1) > dataframe['bb_upperband'].shift(1)) & (dataframe['close'].shift(2) > dataframe['bb_upperband'].shift(2)) & (dataframe['close'].shift(3) > dataframe['bb_upperband'].shift(3)) & (dataframe['close'].shift(4) > dataframe['bb_upperband'].shift(4)) & (dataframe['close'].shift(5) > dataframe['bb_upperband'].shift(5)) & (dataframe['volume'] > 0))
conditions.append(self.exit_condition_2_enable.value & (dataframe['rsi'] > self.exit_rsi_bb_2.value) & (dataframe['close'] > dataframe['bb_upperband']) & (dataframe['close'].shift(1) > dataframe['bb_upperband'].shift(1)) & (dataframe['close'].shift(2) > dataframe['bb_upperband'].shift(2)) & (dataframe['volume'] > 0))
conditions.append(self.exit_condition_3_enable.value & (dataframe['rsi'] > self.exit_rsi_main_3.value) & (dataframe['volume'] > 0))
conditions.append(self.exit_condition_4_enable.value & (dataframe['rsi'] > self.exit_dual_rsi_rsi_4.value) & (dataframe['rsi_1h'] > self.exit_dual_rsi_rsi_1h_4.value) & (dataframe['volume'] > 0))
conditions.append(self.exit_condition_5_enable.value & (dataframe['close'] < dataframe['ema_200']) & ((dataframe['ema_200'] - dataframe['close']) / dataframe['close'] < self.exit_ema_relative_5.value) & (dataframe['rsi'] > dataframe['rsi_1h'] + self.exit_rsi_diff_5.value) & (dataframe['volume'] > 0))
conditions.append(self.exit_condition_6_enable.value & (dataframe['close'] < dataframe['ema_200']) & (dataframe['close'] > dataframe['ema_50']) & (dataframe['rsi'] > self.exit_rsi_under_6.value) & (dataframe['volume'] > 0))
conditions.append(self.exit_condition_7_enable.value & (dataframe['rsi_1h'] > self.exit_rsi_1h_7.value) & qtpylib.crossed_below(dataframe['ema_12'], dataframe['ema_26']) & (dataframe['volume'] > 0))
conditions.append(self.exit_condition_8_enable.value & (dataframe['close'] > dataframe['bb_upperband_1h'] * self.exit_bb_relative_8.value) & (dataframe['volume'] > 0))
if conditions:
dataframe.loc[reduce(lambda x, y: x | y, conditions), 'exit_long'] = 1
return dataframe
# Elliot Wave Oscillator
def EWO(dataframe, sma1_length=5, sma2_length=35):
df = dataframe.copy()
sma1 = ta.EMA(df, timeperiod=sma1_length)
sma2 = ta.EMA(df, timeperiod=sma2_length)
smadif = (sma1 - sma2) / df['close'] * 100
return smadif