Timeframe
4h
Direction
Long Only
Stoploss
-6.0%
Trailing Stop
Yes
ROI
0m: 10.0%, 240m: 5.0%, 720m: 3.0%, 1440m: 1.0%
Interface Version
3
Startup Candles
80
Indicators
3
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
# ══════════════════════════════════════════════════════════════
# anis solidscale - Elite Spot Trading Suite
# STRATEGIE : OBVTrendConfirm
# CATEGORIE : Volume-trend — OBV Accumulation Confirmee
# ══════════════════════════════════════════════════════════════
#
# LOGIQUE :
# OBV (On-Balance Volume) precede le prix de 2-5 bougies (Granville).
# 1. OBV > OBV_SMA (accumulation en cours)
# 2. OBV rising sur N bougies (momentum volume)
# 3. EMA trend filter + RSI pas en surachat
# 4. Sortie : OBV < OBV_SMA (distribution)
# ══════════════════════════════════════════════════════════════
import sys
from pathlib import Path
from pandas import DataFrame
from freqtrade.strategy import IStrategy, IntParameter
sys.path.insert(0, str(Path(__file__).resolve().parent.parent.parent))
from utils.indicators import CommonIndicators
from utils.logging_utils import TradeLogger
from utils.telegram_notifier import TelegramNotifier
class OBVTrendConfirm(IStrategy):
INTERFACE_VERSION = 3
can_short = False
timeframe = "4h"
startup_candle_count = 80
minimal_roi = {"0": 0.10, "240": 0.05, "720": 0.03, "1440": 0.01}
stoploss = -0.06
trailing_stop = True
trailing_stop_positive = 0.02
trailing_stop_positive_offset = 0.03
trailing_only_offset_is_reached = True
# ── Buy params ──
obv_sma_period = IntParameter(10, 30, default=20, space="buy")
obv_rising = IntParameter(2, 6, default=3, space="buy")
ema_period = IntParameter(30, 70, default=50, space="buy")
rsi_period = IntParameter(7, 21, default=14, space="buy")
rsi_max = IntParameter(60, 75, default=70, space="buy")
# ── Sell params ──
rsi_exit = IntParameter(65, 80, default=75, space="sell")
_logger = None
_notifier = None
def __getstate__(self):
state = self.__dict__.copy()
state["_logger"] = None
state["_notifier"] = None
return state
def __setstate__(self, state):
self.__dict__.update(state)
def _init_utils(self) -> None:
if self._logger is None:
self._logger = TradeLogger(strategy_name="OBVTrendConfirm")
self._notifier = TelegramNotifier()
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
self._init_utils()
for p in range(self.obv_sma_period.low, self.obv_sma_period.high + 1):
dataframe = CommonIndicators.add_obv(dataframe, sma_period=p)
for p in range(self.ema_period.low, self.ema_period.high + 1):
dataframe = CommonIndicators.add_ema(dataframe, period=p)
for p in range(self.rsi_period.low, self.rsi_period.high + 1):
dataframe = CommonIndicators.add_rsi(dataframe, period=p)
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
obv_sma_col = f"obv_sma_{self.obv_sma_period.value}"
ema_col = f"ema_{self.ema_period.value}"
rsi_col = f"rsi_{self.rsi_period.value}"
rising_n = self.obv_rising.value
# OBV rising pendant N bougies
obv_up = dataframe["obv"] > dataframe["obv"].shift(1)
for i in range(2, rising_n + 1):
obv_up = obv_up & (dataframe["obv"].shift(i - 1) > dataframe["obv"].shift(i))
conditions = (
(dataframe["obv"] > dataframe[obv_sma_col])
& obv_up
& (dataframe["close"] > dataframe[ema_col])
& (dataframe[rsi_col] < self.rsi_max.value)
& (dataframe["volume"] > 0)
)
dataframe.loc[conditions, "enter_long"] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
obv_sma_col = f"obv_sma_{self.obv_sma_period.value}"
rsi_col = f"rsi_{self.rsi_period.value}"
conditions = (
(dataframe["obv"] < dataframe[obv_sma_col])
| (dataframe[rsi_col] > self.rsi_exit.value)
)
dataframe.loc[conditions, "exit_long"] = 1
return dataframe