Timeframe
1m
Direction
Long Only
Stoploss
-10.0%
Trailing Stop
No
ROI
0m: 10.0%
Interface Version
N/A
Startup Candles
N/A
Indicators
1
freqtrade/freqtrade-strategies
Sample strategy implementing Informative Pairs - compares stake_currency with USDT. Not performing very well - but should serve as an example how to use a referential pair against USDT. author@: xmatthias github@: https://github.com/freqtrade/freqtrade-strategies
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
freqtrade/freqtrade-strategies
# --- Do not remove these libs ---
from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
# --------------------------------
import talib.abstract as ta
import logging
import pandas_ta as pta
from pandas import DataFrame, Series
from datetime import datetime, timezone
from freqtrade.persistence import Trade
logger = logging.getLogger(__name__)
class UziChan2(IStrategy):
minimal_roi = {
"0": 0.1
}
stoploss = -0.10
timeframe = '1m'
def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float, current_profit: float, **kwargs):
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
if current_profit*100 > 1:
logger.info(f'custom sell for {pair} at {current_rate}')
return 'sell_1.2pc'
return None
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe['perc'] = ((dataframe['high'] - dataframe['low']) / dataframe['low']*100)
dataframe['avg3_perc'] = ta.EMA(dataframe['perc'], 3)
dataframe['perc_norm'] = (dataframe['perc'] - dataframe['perc'].rolling(50).min())/(dataframe['perc'].rolling(50).max()-dataframe['perc'].rolling(50).min())
# Uzirox's channel prezzo
periodo = 15
dataframe['uc_mid'] = pta.ssf(dataframe['close'],5)
dataframe['uc_stdv'] = ta.STDDEV(dataframe['uc_mid'], periodo).round(5)
dataframe['uc_low'] = ta.EMA(dataframe['uc_mid'] - dataframe['uc_stdv'],3).round(5)
dataframe['uc_up'] = ta.EMA(dataframe['uc_mid'] + dataframe['uc_stdv'],3).round(5)
dataframe['co'] = ta.ADOSC(dataframe,fastperiod = 30, slowperiod = 100).round(3)
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
((dataframe['close'] < dataframe['uc_low']) | (dataframe['open'] < dataframe['uc_low'])) &
(dataframe['co'] > dataframe['co'].shift())
),
'buy'] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['high'] > dataframe['uc_up']) &
(dataframe['co'] > dataframe['co'].shift())
),
'sell'] = 1
return dataframe
class UziChanTB2(UziChan2):
process_only_new_candles = True
custom_info_trail_buy = dict()
custom_info_trail_sell = dict()
# Trailing buy parameters
trailing_buy_order_enabled = True
trailing_sell_order_enabled = True
#trailing_expire_seconds = 1800 #NOTE 5m timeframe
trailing_expire_seconds = 1800/5 #NOTE 1m timeframe
#trailing_expire_seconds = 1800*3 #NOTE 15m timeframe
# If the current candle goes above min_uptrend_trailing_profit % before trailing_expire_seconds_uptrend seconds, buy the coin
trailing_buy_uptrend_enabled = True
trailing_sell_uptrend_enabled = True
trailing_expire_seconds_uptrend = 90
min_uptrend_trailing_profit = 0.02
debug_mode = True
trailing_buy_max_stop = 0.02 # stop trailing buy if current_price > starting_price * (1+trailing_buy_max_stop)
trailing_buy_max_buy = 0.000 # buy if price between uplimit (=min of serie (current_price * (1 + trailing_buy_offset())) and (start_price * 1+trailing_buy_max_buy))
trailing_sell_max_stop = 0.02 # stop trailing sell if current_price < starting_price * (1+trailing_buy_max_stop)
trailing_sell_max_sell = 0.000 # sell if price between downlimit (=max of serie (current_price * (1 + trailing_sell_offset())) and (start_price * 1+trailing_sell_max_sell))
abort_trailing_when_sell_signal_triggered = True
init_trailing_buy_dict = {
'trailing_buy_order_started': False,
'trailing_buy_order_uplimit': 0,
'start_trailing_price': 0,
'buy_tag': None,
'start_trailing_time': None,
'offset': 0,
'allow_trailing': False,
}
init_trailing_sell_dict = {
'trailing_sell_order_started': False,
'trailing_sell_order_downlimit': 0,
'start_trailing_sell_price': 0,
'sell_tag': None,
'start_trailing_time': None,
'offset': 0,
'allow_sell_trailing': False,
}
def trailing_buy(self, pair, reinit=False):
# returns trailing buy info for pair (init if necessary)
if not pair in self.custom_info_trail_buy:
self.custom_info_trail_buy[pair] = dict()
if (reinit or not 'trailing_buy' in self.custom_info_trail_buy[pair]):
self.custom_info_trail_buy[pair]['trailing_buy'] = self.init_trailing_buy_dict.copy()
return self.custom_info_trail_buy[pair]['trailing_buy']
def trailing_sell(self, pair, reinit=False):
# returns trailing sell info for pair (init if necessary)
if not pair in self.custom_info_trail_sell:
self.custom_info_trail_sell[pair] = dict()
if (reinit or not 'trailing_sell' in self.custom_info_trail_sell[pair]):
self.custom_info_trail_sell[pair]['trailing_sell'] = self.init_trailing_sell_dict.copy()
return self.custom_info_trail_sell[pair]['trailing_sell']
def trailing_buy_info(self, pair: str, current_price: float):
# current_time live, dry run
current_time = datetime.now(timezone.utc)
if not self.debug_mode:
return
trailing_buy = self.trailing_buy(pair)
duration = 0
try:
duration = (current_time - trailing_buy['start_trailing_time'])
except TypeError:
duration = 0
finally:
logger.info(
f"pair: {pair} : "
f"start: {trailing_buy['start_trailing_price']:.4f}, "
f"duration: {duration}, "
f"current: {current_price:.4f}, "
f"uplimit: {trailing_buy['trailing_buy_order_uplimit']:.4f}, "
f"profit: {self.current_trailing_buy_profit_ratio(pair, current_price)*100:.2f}%, "
f"offset: {trailing_buy['offset']}")
def trailing_sell_info(self, pair: str, current_price: float):
# current_time live, dry run
current_time = datetime.now(timezone.utc)
if not self.debug_mode:
return
trailing_sell = self.trailing_sell(pair)
duration = 0
try:
duration = (current_time - trailing_sell['start_trailing_time'])
except TypeError:
duration = 0
finally:
logger.info("'\033[36m'SELL: "
f"pair: {pair} : "
f"start: {trailing_sell['start_trailing_sell_price']:.4f}, "
f"duration: {duration}, "
f"current: {current_price:.4f}, "
f"downlimit: {trailing_sell['trailing_sell_order_downlimit']:.4f}, "
f"profit: {self.current_trailing_sell_profit_ratio(pair, current_price)*100:.2f}%, "
f"offset: {trailing_sell['offset']}")
def current_trailing_buy_profit_ratio(self, pair: str, current_price: float) -> float:
trailing_buy = self.trailing_buy(pair)
if trailing_buy['trailing_buy_order_started']:
return (trailing_buy['start_trailing_price'] - current_price) / trailing_buy['start_trailing_price']
else:
return 0
def current_trailing_sell_profit_ratio(self, pair: str, current_price: float) -> float:
trailing_sell = self.trailing_sell(pair)
if trailing_sell['trailing_sell_order_started']:
return (current_price - trailing_sell['start_trailing_sell_price'])/ trailing_sell['start_trailing_sell_price']
#return 0-((trailing_sell['start_trailing_sell_price'] - current_price) / trailing_sell['start_trailing_sell_price'])
else:
return 0
def trailing_buy_offset(self, dataframe, pair: str, current_price: float):
# return rebound limit before a buy in % of initial price, function of current price
# return None to stop trailing buy (will start again at next buy signal)
# return 'forcebuy' to force immediate buy
# (example with 0.5%. initial price : 100 (uplimit is 100.5), 2nd price : 99 (no buy, uplimit updated to 99.5), 3price 98 (no buy uplimit updated to 98.5), 4th price 99 -> BUY
current_trailing_profit_ratio = self.current_trailing_buy_profit_ratio(pair, current_price)
last_candle = dataframe.iloc[-1]
adapt = (last_candle['perc_norm']).round(5)
default_offset = 0.0045 * (1 + adapt) #NOTE: default_offset 0.0045 <--> 0.009
trailing_buy = self.trailing_buy(pair)
if not trailing_buy['trailing_buy_order_started']:
return default_offset
# example with duration and indicators
# dry run, live only
last_candle = dataframe.iloc[-1]
current_time = datetime.now(timezone.utc)
trailing_duration = current_time - trailing_buy['start_trailing_time']
if trailing_duration.total_seconds() > self.trailing_expire_seconds:
if ((current_trailing_profit_ratio > 0) and (last_candle['buy'] == 1)):
# more than 1h, price under first signal, buy signal still active -> buy
return 'forcebuy'
else:
# wait for next signal
return None
elif (self.trailing_buy_uptrend_enabled and (trailing_duration.total_seconds() < self.trailing_expire_seconds_uptrend) and (current_trailing_profit_ratio < (-1 * self.min_uptrend_trailing_profit))):
# less than 90s and price is rising, buy
return 'forcebuy'
if current_trailing_profit_ratio < 0:
# current price is higher than initial price
return default_offset
trailing_buy_offset = {
0.06: 0.02,
0.03: 0.01,
0: default_offset,
}
for key in trailing_buy_offset:
if current_trailing_profit_ratio > key:
return trailing_buy_offset[key]
return default_offset
def trailing_sell_offset(self, dataframe, pair: str, current_price: float):
# return rebound limit before a buy in % of initial price, function of current price
# return None to stop trailing buy (will start again at next buy signal)
# return 'forcebuy' to force immediate buy
# (example with 0.5%. initial price : 100 (uplimit is 100.5), 2nd price : 99 (no buy, uplimit updated to 99.5), 3price 98 (no buy uplimit updated to 98.5), 4th price 99 -> BUY
current_trailing_sell_profit_ratio = self.current_trailing_sell_profit_ratio(pair, current_price)
last_candle = dataframe.iloc[-1]
adapt = (last_candle['perc_norm']).round(5)
default_offset = 0.003 * (1 + adapt) #NOTE: default_offset 0.003 <--> 0.006
trailing_sell = self.trailing_sell(pair)
if not trailing_sell['trailing_sell_order_started']:
return default_offset
# example with duration and indicators
# dry run, live only
last_candle = dataframe.iloc[-1]
current_time = datetime.now(timezone.utc)
trailing_duration = current_time - trailing_sell['start_trailing_time']
if trailing_duration.total_seconds() > self.trailing_expire_seconds:
if ((current_trailing_sell_profit_ratio > 0) and (last_candle['sell'] != 0)):
# more than 1h, price over first signal, sell signal still active -> sell
return 'forcesell'
else:
# wait for next signal
return None
elif (self.trailing_sell_uptrend_enabled and (trailing_duration.total_seconds() < self.trailing_expire_seconds_uptrend) and (current_trailing_sell_profit_ratio < (-1 * self.min_uptrend_trailing_profit))):
# less than 90s and price is falling, sell
return 'forcesell'
if current_trailing_sell_profit_ratio > 0:
# current price is lower than initial price
return default_offset
trailing_sell_offset = {
# 0.06: 0.02,
# 0.03: 0.01,
0.1: default_offset,
}
for key in trailing_sell_offset:
if current_trailing_sell_profit_ratio < key:
return trailing_sell_offset[key]
return default_offset
# end of trailing sell parameters
# -----------------------------------------------------
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe = super().populate_indicators(dataframe, metadata)
self.trailing_buy(metadata['pair'])
self.trailing_sell(metadata['pair'])
return dataframe
def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float, time_in_force: str, **kwargs) -> bool:
val = super().confirm_trade_entry(pair, order_type, amount, rate, time_in_force, **kwargs)
if val:
if self.trailing_buy_order_enabled and self.config['runmode'].value in ('live', 'dry_run'):
val = False
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
if(len(dataframe) >= 1):
last_candle = dataframe.iloc[-1].squeeze()
current_price = rate
trailing_buy = self.trailing_buy(pair)
trailing_buy_offset = self.trailing_buy_offset(dataframe, pair, current_price)
if trailing_buy['allow_trailing']:
if (not trailing_buy['trailing_buy_order_started'] and (last_candle['buy'] == 1)):
# start trailing buy
trailing_buy['trailing_buy_order_started'] = True
trailing_buy['trailing_buy_order_uplimit'] = last_candle['close']
trailing_buy['start_trailing_price'] = last_candle['close']
trailing_buy['buy_tag'] = last_candle['buy_tag']
trailing_buy['start_trailing_time'] = datetime.now(timezone.utc)
trailing_buy['offset'] = 0
self.trailing_buy_info(pair, current_price)
logger.info(f'start trailing buy for {pair} at {last_candle["close"]}')
elif trailing_buy['trailing_buy_order_started']:
if trailing_buy_offset == 'forcebuy':
# buy in custom conditions
val = True
ratio = "%.2f" % ((self.current_trailing_buy_profit_ratio(pair, current_price)) * 100)
self.trailing_buy_info(pair, current_price)
logger.info(f"price OK for {pair} ({ratio} %, {current_price}), order may not be triggered if all slots are full")
elif trailing_buy_offset is None:
# stop trailing buy custom conditions
self.trailing_buy(pair, reinit=True)
logger.info(f'STOP trailing buy for {pair} because "trailing buy offset" returned None')
elif current_price < trailing_buy['trailing_buy_order_uplimit']:
# update uplimit
old_uplimit = trailing_buy["trailing_buy_order_uplimit"]
self.custom_info_trail_buy[pair]['trailing_buy']['trailing_buy_order_uplimit'] = min(current_price * (1 + trailing_buy_offset), self.custom_info_trail_buy[pair]['trailing_buy']['trailing_buy_order_uplimit'])
self.custom_info_trail_buy[pair]['trailing_buy']['offset'] = trailing_buy_offset
self.trailing_buy_info(pair, current_price)
logger.info(f'update trailing buy for {pair} at {old_uplimit} -> {self.custom_info_trail_buy[pair]["trailing_buy"]["trailing_buy_order_uplimit"]}')
elif current_price < (trailing_buy['start_trailing_price'] * (1 + self.trailing_buy_max_buy)):
# buy ! current price > uplimit && lower thant starting price
val = True
ratio = "%.2f" % ((self.current_trailing_buy_profit_ratio(pair, current_price)) * 100)
self.trailing_buy_info(pair, current_price)
logger.info(f"current price ({current_price}) > uplimit ({trailing_buy['trailing_buy_order_uplimit']}) and lower than starting price price ({(trailing_buy['start_trailing_price'] * (1 + self.trailing_buy_max_buy))}). OK for {pair} ({ratio} %), order may not be triggered if all slots are full")
elif current_price > (trailing_buy['start_trailing_price'] * (1 + self.trailing_buy_max_stop)):
# stop trailing buy because price is too high
self.trailing_buy(pair, reinit=True)
self.trailing_buy_info(pair, current_price)
logger.info(f'STOP trailing buy for {pair} because of the price is higher than starting price * {1 + self.trailing_buy_max_stop}')
else:
# uplimit > current_price > max_price, continue trailing and wait for the price to go down
self.trailing_buy_info(pair, current_price)
logger.info(f'price too high for {pair} !')
else:
logger.info(f"Wait for next buy signal for {pair}")
if (val == True):
self.trailing_buy_info(pair, rate)
self.trailing_buy(pair, reinit=True)
logger.info(f'STOP trailing buy for {pair} because I buy it')
return val
def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
val = super().confirm_trade_exit(pair, trade, order_type, amount, rate, time_in_force, sell_reason, **kwargs)
if val:
if self.trailing_sell_order_enabled and self.config['runmode'].value in ('live', 'dry_run'):
val = False
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
if(len(dataframe) >= 1):
last_candle = dataframe.iloc[-1].squeeze()
current_price = rate
trailing_sell= self.trailing_sell(pair)
trailing_sell_offset = self.trailing_sell_offset(dataframe, pair, current_price)
if trailing_sell['allow_sell_trailing']:
if (not trailing_sell['trailing_sell_order_started'] and (last_candle['sell'] != 0)):
trailing_sell['trailing_sell_order_started'] = True
trailing_sell['trailing_sell_order_downlimit'] = last_candle['close']
trailing_sell['start_trailing_sell_price'] = last_candle['close']
trailing_sell['sell_tag'] = last_candle['sell_tag']
trailing_sell['start_trailing_time'] = datetime.now(timezone.utc)
trailing_sell['offset'] = 0
self.trailing_sell_info(pair, current_price)
logger.info(f'start trailing sell for {pair} at {last_candle["close"]}')
elif trailing_sell['trailing_sell_order_started']:
if trailing_sell_offset == 'forcesell':
# sell in custom conditions
val = True
ratio = "%.2f" % ((self.current_trailing_sell_profit_ratio(pair, current_price)) * 100)
self.trailing_sell_info(pair, current_price)
logger.info(f"FORCESELL for {pair} ({ratio} %, {current_price})")
elif trailing_sell_offset is None:
# stop trailing sell custom conditions
self.trailing_sell(pair, reinit=True)
logger.info(f'STOP trailing sell for {pair} because "trailing sell offset" returned None')
elif current_price > trailing_sell['trailing_sell_order_downlimit']:
# update downlimit
old_downlimit = trailing_sell["trailing_sell_order_downlimit"]
self.custom_info_trail_sell[pair]['trailing_sell']['trailing_sell_order_downlimit'] = max(current_price * (1 - trailing_sell_offset), self.custom_info_trail_sell[pair]['trailing_sell']['trailing_sell_order_downlimit'])
self.custom_info_trail_sell[pair]['trailing_sell']['offset'] = trailing_sell_offset
self.trailing_sell_info(pair, current_price)
logger.info(f'update trailing sell for {pair} at {old_downlimit} -> {self.custom_info_trail_sell[pair]["trailing_sell"]["trailing_sell_order_downlimit"]}')
elif current_price > (trailing_sell['start_trailing_sell_price'] * (1 - self.trailing_sell_max_sell)):
# sell! current price < downlimit && higher than starting price
val = True
ratio = "%.2f" % ((self.current_trailing_sell_profit_ratio(pair, current_price)) * 100)
self.trailing_sell_info(pair, current_price)
logger.info(f"current price ({current_price}) < downlimit ({trailing_sell['trailing_sell_order_downlimit']}) but higher than starting price ({(trailing_sell['start_trailing_sell_price'] * (1 + self.trailing_sell_max_sell))}). OK for {pair} ({ratio} %)")
elif current_price < (trailing_sell['start_trailing_sell_price'] * (1 - self.trailing_sell_max_stop)):
# stop trailing, sell fast, price too low
val = True
self.trailing_sell_info(pair, current_price)
logger.info(f'STOP trailing sell for {pair} because of the price is much lower than starting price * {1 + self.trailing_sell_max_stop}')
else:
# uplimit > current_price > max_price, continue trailing and wait for the price to go down
self.trailing_sell_info(pair, current_price)
logger.info(f'price too low for {pair} !')
else:
logger.info(f"Wait for next sell signal for {pair}")
if (val == True):
self.trailing_sell_info(pair, rate)
self.trailing_sell(pair, reinit=True)
logger.info(f'STOP trailing sell for {pair} because I SOLD it')
if sell_reason != 'sell_signal':
val = True
return val
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe = super().populate_buy_trend(dataframe, metadata)
if self.trailing_buy_order_enabled and self.config['runmode'].value in ('live', 'dry_run'):
last_candle = dataframe.iloc[-1].squeeze()
trailing_buy = self.trailing_buy(metadata['pair'])
if (last_candle['buy'] == 1):
if not trailing_buy['trailing_buy_order_started']:
open_trades = Trade.get_trades([Trade.pair == metadata['pair'], Trade.is_open.is_(True), ]).all()
if not open_trades:
logger.info(f"Set 'allow_trailing' to True for {metadata['pair']} to start trailing!!!")
# self.custom_info_trail_buy[metadata['pair']]['trailing_buy']['allow_trailing'] = True
trailing_buy['allow_trailing'] = True
initial_buy_tag = last_candle['buy_tag'] if 'buy_tag' in last_candle else 'buy signal'
dataframe.loc[:, 'buy_tag'] = f"{initial_buy_tag} (start trail price {last_candle['close']})"
else:
if (trailing_buy['trailing_buy_order_started'] == True):
logger.info(f"Continue trailing for {metadata['pair']}. Manually trigger buy signal!!")
dataframe.loc[:,'buy'] = 1
dataframe.loc[:, 'buy_tag'] = trailing_buy['buy_tag']
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe = super().populate_sell_trend(dataframe, metadata)
if self.trailing_buy_order_enabled and self.abort_trailing_when_sell_signal_triggered and self.config['runmode'].value in ('live', 'dry_run'):
last_candle = dataframe.iloc[-1].squeeze()
if (last_candle['sell'] != 0):
trailing_buy = self.trailing_buy(metadata['pair'])
if trailing_buy['trailing_buy_order_started']:
logger.info(f"Sell signal for {metadata['pair']} is triggered!!! Abort trailing")
self.trailing_buy(metadata['pair'], reinit=True)
if self.trailing_sell_order_enabled and self.config['runmode'].value in ('live', 'dry_run'):
last_candle = dataframe.iloc[-1].squeeze()
trailing_sell = self.trailing_sell(metadata['pair'])
if (last_candle['sell'] != 0):
if not trailing_sell['trailing_sell_order_started']:
open_trades = Trade.get_trades([Trade.pair == metadata['pair'], Trade.is_open.is_(True), ]).all()
#if not open_trades:
if open_trades:
logger.info(f"Set 'allow_SELL_trailing' to True for {metadata['pair']} to start *SELL* trailing")
# self.custom_info_trail_buy[metadata['pair']]['trailing_buy']['allow_trailing'] = True
trailing_sell['allow_sell_trailing'] = True
initial_sell_tag = last_candle['sell_tag'] if 'sell_tag' in last_candle else 'sell signal'
dataframe.loc[:, 'sell_tag'] = f"{initial_sell_tag} (start trail price {last_candle['close']})"
else:
if (trailing_sell['trailing_sell_order_started'] == True):
logger.info(f"Continue trailing for {metadata['pair']}. Manually trigger sell signal!")
dataframe.loc[:,'sell'] = 1
dataframe.loc[:, 'sell_tag'] = trailing_sell['sell_tag']
return dataframe
plot_config = {
'main_plot':{
'uc_up':{'color':'gray'},
'uc_mid':{'color':'green'},
'uc_low' :{'color':'gray'},
},
'subplots': {
}
}