NotAnotherSMAOffsetStrategyX1

# --- Do not remove these libs ---
# --- Do not remove these libs ---
from freqtrade.strategy.interface import IStrategy
from typing import Dict, List
from functools import reduce
from pandas import DataFrame
# --------------------------------
import talib.abstract as ta
import numpy as np
import freqtrade.vendor.qtpylib.indicators as qtpylib
import datetime
from technical.util import resample_to_interval, resampled_merge
from datetime import datetime, timedelta
from freqtrade.persistence import Trade
from freqtrade.strategy import stoploss_from_open, merge_informative_pair, DecimalParameter, IntParameter, CategoricalParameter
import technical.indicators as ftt
import pandas_ta as pta

# @Rallipanos


def EWO(dataframe, ema_length=5, ema2_length=35):
    df = dataframe.copy()
    ema1 = ta.EMA(df, timeperiod=ema_length)
    ema2 = ta.EMA(df, timeperiod=ema2_length)
    # emadif = (ema1 - ema2) / df['low'] * 100
    emadif = (ema1 - ema2) / df['close'] * 100
    return emadif



class NotAnotherSMAOffsetStrategyX1(IStrategy):
    INTERFACE_VERSION = 2

    # Buy hyperspace params:
    buy_params = {
        "base_nb_candles_buy": 14,
        "ewo_high": 2.327,
        "ewo_high_2": -2.327,
        "ewo_low": -19.988,
        "low_offset": 0.975,
        "low_offset_2": 0.955,
        "rsi_buy": 69,
    }
    
    # Sell hyperspace params:
    sell_params = {
        "base_nb_candles_sell": 24,
        "high_offset": 0.991,
        "high_offset_2": 0.997,
        "pHSL": -0.08,
        "pPF_1": 0.022,
        "pSL_1": 0.021,
        "pPF_2": 0.08,
        "pSL_2": 0.04,
    }

    # ROI table:
    minimal_roi = {
        "0": 0.215,
        "40": 0.032,
        "87": 0.016,
        "201": 0
    }

    # Stoploss:
    stoploss = -0.99

    # SMAOffset
    base_nb_candles_buy = IntParameter(
        5, 80, default=buy_params['base_nb_candles_buy'], space='buy', optimize=True)
    base_nb_candles_sell = IntParameter(
        5, 80, default=sell_params['base_nb_candles_sell'], space='sell', optimize=True)
    low_offset = DecimalParameter(
        0.9, 0.99, default=buy_params['low_offset'], space='buy', optimize=True)
    low_offset_2 = DecimalParameter(
        0.9, 0.99, default=buy_params['low_offset_2'], space='buy', optimize=True)        
    high_offset = DecimalParameter(
        0.95, 1.1, default=sell_params['high_offset'], space='sell', optimize=True)
    high_offset_2 = DecimalParameter(
        0.99, 1.5, default=sell_params['high_offset_2'], space='sell', optimize=True)        

    # Protection
    fast_ewo = 50
    slow_ewo = 200
    ewo_low = DecimalParameter(-20.0, -8.0,
                               default=buy_params['ewo_low'], space='buy', optimize=True)
    ewo_high = DecimalParameter(
        2.0, 12.0, default=buy_params['ewo_high'], space='buy', optimize=True)

    ewo_high_2 = DecimalParameter(
        -6.0, 12.0, default=buy_params['ewo_high_2'], space='buy', optimize=True)       
    
    rsi_buy = IntParameter(30, 70, default=buy_params['rsi_buy'], space='buy', optimize=True)

    # trailing stoploss hyperopt parameters
    # hard stoploss profit
    pHSL = DecimalParameter(-0.200, -0.040, default=-0.08, decimals=3, space='sell', optimize=False, load=True)
    # profit threshold 1, trigger point, SL_1 is used
    pPF_1 = DecimalParameter(0.008, 0.020, default=0.016, decimals=3, space='sell', optimize=True, load=True)
    pSL_1 = DecimalParameter(0.008, 0.020, default=0.011, decimals=3, space='sell', optimize=True, load=True)

    # profit threshold 2, SL_2 is used
    pPF_2 = DecimalParameter(0.040, 0.100, default=0.080, decimals=3, space='sell', optimize=True, load=True)
    pSL_2 = DecimalParameter(0.020, 0.070, default=0.040, decimals=3, space='sell', optimize=True, load=True)


    # Trailing stop:
    trailing_stop = False
    trailing_stop_positive = 0.005
    trailing_stop_positive_offset = 0.03
    trailing_only_offset_is_reached = True

    # Custom stoploss
    use_custom_stoploss = True


    # Sell signal
    use_sell_signal = True
    sell_profit_only = False
    sell_profit_offset = 0.01
    ignore_roi_if_buy_signal = False

    ## Optional order time in force.
    order_time_in_force = {
        'buy': 'gtc',
        'sell': 'ioc'
    }

    # Optimal timeframe for the strategy
    timeframe = '5m'
    inf_1h = '1h'

    process_only_new_candles = True
    startup_candle_count = 400

    plot_config = {
        'main_plot': {
            'ma_buy': {'color': 'orange'},
            'ma_sell': {'color': 'orange'},
        },
    }

    
    def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
                           rate: float, time_in_force: str, sell_reason: str,
                           current_time: datetime, **kwargs) -> bool:

        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
        last_candle = dataframe.iloc[-1]


        if (last_candle is not None):
            if (sell_reason in ['sell_signal']):
                if (last_candle['hma_50']*1.149 > last_candle['ema_100']) and (last_candle['close'] < last_candle['ema_100']*0.951): #*1.2
                    return False
        return True
    
    
    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

        # Calculate all ma_buy values
        for val in self.base_nb_candles_buy.range:
            dataframe[f'ma_buy_{val}'] = ta.EMA(dataframe, timeperiod=val)

        # Calculate all ma_sell values
        for val in self.base_nb_candles_sell.range:
            dataframe[f'ma_sell_{val}'] = ta.EMA(dataframe, timeperiod=val)
        
        # dataframe['hma_50'] = qtpylib.hull_moving_average(dataframe['close'], window=50)
        dataframe['hma_50'] = pta.hma(dataframe['close'], 50)
        dataframe['ema_100'] = ta.EMA(dataframe, timeperiod=100)          

        dataframe['sma_9'] = ta.SMA(dataframe, timeperiod=9)
        # Elliot
        dataframe['EWO'] = EWO(dataframe, self.fast_ewo, self.slow_ewo)
        
        # RSI
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
        dataframe['rsi_fast'] = ta.RSI(dataframe, timeperiod=4)
        dataframe['rsi_slow'] = ta.RSI(dataframe, timeperiod=20)


        return dataframe

    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
                        current_rate: float, current_profit: float, **kwargs) -> float:

        # hard stoploss profit
        HSL = self.pHSL.value
        PF_1 = self.pPF_1.value
        SL_1 = self.pSL_1.value
        PF_2 = self.pPF_2.value
        SL_2 = self.pSL_2.value

        # For profits between PF_1 and PF_2 the stoploss (sl_profit) used is linearly interpolated
        # between the values of SL_1 and SL_2. For all profits above PL_2 the sl_profit value 
        # rises linearly with current profit, for profits below PF_1 the hard stoploss profit is used.

        if (current_profit > PF_2):
            sl_profit = SL_2 + (current_profit - PF_2)
        elif (current_profit > PF_1):
            sl_profit = SL_1 + ((current_profit - PF_1)*(SL_2 - SL_1)/(PF_2 - PF_1))
        else:
            sl_profit = HSL
        
        return stoploss_from_open(sl_profit, current_profit)


    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
    
        dataframe.loc[
        (
                (dataframe['rsi_fast'] <35)&
                (dataframe['close'] < (dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * self.low_offset.value)) &
                (dataframe['EWO'] > self.ewo_high.value) &
                (dataframe['rsi'] < self.rsi_buy.value) &
                (dataframe['volume'] > 0)&
                (dataframe['close'] < (dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value))
        ),
        ['buy', 'buy_tag']] = (1, 'ewo1')


        """
        dataframe.loc[
        (
                (dataframe['rsi_fast'] <35)&
                (dataframe['close'] < (dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * self.low_offset_2.value)) &
                (dataframe['EWO'] > self.ewo_high_2.value) &
                (dataframe['rsi'] < self.rsi_buy.value) &
                (dataframe['volume'] > 0)&
                (dataframe['close'] < (dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value))&
                (dataframe['rsi']<25)
        ),
        ['buy', 'buy_tag']] = (1, 'ewo2')
        """
    
        dataframe.loc[
        (
                (dataframe['rsi_fast'] < 35)&
                (dataframe['close'] < (dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * self.low_offset.value)) &
                (dataframe['EWO'] < self.ewo_low.value) &
                (dataframe['volume'] > 0)&
                (dataframe['close'] < (dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value))
        ),
        ['buy', 'buy_tag']] = (1, 'ewolow')

        return dataframe

    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        conditions = []

        conditions.append(
            (   
                (dataframe['close']>dataframe['hma_50'])&
                #(dataframe['close']>dataframe['sma_9'])&
                (dataframe['close'] > (dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset_2.value)) &
                (dataframe['rsi']>50)&
                (dataframe['volume'] > 0)&
                (dataframe['rsi_fast']>dataframe['rsi_slow'])
            )
            |
            (
                (dataframe['close']<dataframe['hma_50'])&
                (dataframe['close'] > (dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value)) &
                (dataframe['volume'] > 0)&
                (dataframe['rsi_fast']>dataframe['rsi_slow'])       
            )    
            
        )

        if conditions:
            dataframe.loc[
                reduce(lambda x, y: x | y, conditions),
                'sell'
            ]=1

        return dataframe