Timeframe
1h
Direction
Long Only
Stoploss
-5.0%
Trailing Stop
Yes
ROI
0m: 10.0%, 360m: 5.0%, 720m: 2.0%
Interface Version
3
Startup Candles
100
Indicators
4
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
# ══════════════════════════════════════════════════════════════
# anis solidscale - Elite Spot Trading Suite
# STRATÉGIE : RSIMomentumTrend
# CATÉGORIE : Momentum — RSI comme indicateur de tendance
# ══════════════════════════════════════════════════════════════
#
# LOGIQUE :
# 1. RSI utilisé comme indicateur de MOMENTUM (pas mean reversion)
# RSI > 50 = momentum haussier, RSI < 50 = momentum baissier
# 2. Entrée : RSI croise au-dessus de 50 + close > EMA50 (tendance
# haussière) + MACD histogram > 0 + volume > moyenne
# 3. Sortie : RSI croise sous 50 OU MACD histogram négatif et
# décroissant depuis 2 bougies
# ══════════════════════════════════════════════════════════════
import sys
from pathlib import Path
from pandas import DataFrame
from freqtrade.strategy import IStrategy, IntParameter, DecimalParameter
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 RSIMomentumTrend(IStrategy):
INTERFACE_VERSION = 3
can_short = False
timeframe = "1h"
startup_candle_count = 100
minimal_roi = {"0": 0.10, "360": 0.05, "720": 0.02}
stoploss = -0.05
trailing_stop = True
trailing_stop_positive = 0.015
trailing_stop_positive_offset = 0.025
trailing_only_offset_is_reached = True
# ── Buy params ──
rsi_period = IntParameter(7, 21, default=14, space="buy")
ema_period = IntParameter(30, 70, default=50, space="buy")
volume_period = IntParameter(10, 50, default=20, space="buy")
volume_mult = DecimalParameter(0.5, 2.0, default=1.0, space="buy")
_logger = None
_notifier = None
def _init_utils(self) -> None:
if self._logger is None:
self._logger = TradeLogger(strategy_name="RSIMomentumTrend")
self._notifier = TelegramNotifier()
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
self._init_utils()
# Pre-calculer RSI pour TOUTES les valeurs possibles (hyperopt-safe)
for rsi_p in range(self.rsi_period.low, self.rsi_period.high + 1):
dataframe = CommonIndicators.add_rsi(dataframe, period=rsi_p)
# Pre-calculer EMA pour TOUTES les valeurs possibles
for ema_p in range(self.ema_period.low, self.ema_period.high + 1):
dataframe = CommonIndicators.add_ema(dataframe, period=ema_p)
# Pre-calculer volume SMA pour TOUTES les valeurs possibles
for vol_p in range(self.volume_period.low, self.volume_period.high + 1):
dataframe = CommonIndicators.add_volume_sma(dataframe, period=vol_p)
# MACD (paramètres fixes 12/26/9)
dataframe = CommonIndicators.add_macd(dataframe)
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
rsi_col = f"rsi_{self.rsi_period.value}"
ema_col = f"ema_{self.ema_period.value}"
vol_sma_col = f"volume_sma_{self.volume_period.value}"
# RSI cross above 50 : RSI > 50 et RSI précédent <= 50
rsi_cross_above_50 = (
(dataframe[rsi_col] > 50)
& (dataframe[rsi_col].shift(1) <= 50)
)
conditions = (
rsi_cross_above_50
& (dataframe["close"] > dataframe[ema_col])
& (dataframe["macd_histogram"] > 0)
& (dataframe["volume"] > dataframe[vol_sma_col] * self.volume_mult.value)
)
dataframe.loc[conditions, "enter_long"] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
rsi_col = f"rsi_{self.rsi_period.value}"
# RSI cross below 50
rsi_cross_below_50 = dataframe[rsi_col] < 50
# MACD histogram négatif et décroissant depuis 2 bougies
macd_declining = (
(dataframe["macd_histogram"] < 0)
& (dataframe["macd_histogram"] < dataframe["macd_histogram"].shift(1))
)
conditions = rsi_cross_below_50 | macd_declining
dataframe.loc[conditions, "exit_long"] = 1
return dataframe