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
4
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
# ══════════════════════════════════════════════════════════════
# anis solidscale - Elite Spot Trading Suite
# STRATEGIE : VolumeProfileAccumulation
# CATEGORIE : Volume-at-price — VWAP Rolling + Bandes
# ══════════════════════════════════════════════════════════════
#
# LOGIQUE :
# Les zones VWAP sont des "value areas" ou le prix revient.
# 1. Close < VWAP lower band (prix sous la valeur)
# 2. RSI < 50 (pas en surachat)
# 3. Volume > SMA (confirmation d'interet)
# 4. Sortie : close > VWAP + 2 ATR OU RSI > 70
# ══════════════════════════════════════════════════════════════
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 VolumeProfileAccumulation(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 ──
vwap_period = IntParameter(10, 30, default=20, space="buy")
rsi_period = IntParameter(7, 21, default=14, space="buy")
rsi_entry = IntParameter(35, 55, default=50, space="buy")
atr_period = IntParameter(10, 20, default=14, space="buy")
# ── Sell params ──
rsi_exit = IntParameter(60, 80, default=70, space="sell")
atr_exit_mult = IntParameter(15, 30, default=20, space="sell") # /10 → 1.5-3.0
_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="VolumeProfileAccumulation")
self._notifier = TelegramNotifier()
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
self._init_utils()
for p in range(self.vwap_period.low, self.vwap_period.high + 1):
dataframe = CommonIndicators.add_vwap_bands(dataframe, period=p)
for p in range(self.rsi_period.low, self.rsi_period.high + 1):
dataframe = CommonIndicators.add_rsi(dataframe, period=p)
for p in range(self.atr_period.low, self.atr_period.high + 1):
dataframe = CommonIndicators.add_atr(dataframe, period=p)
dataframe = CommonIndicators.add_volume_sma(dataframe, period=20)
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
vwap_lower = f"vwap_lower_{self.vwap_period.value}"
rsi_col = f"rsi_{self.rsi_period.value}"
conditions = (
(dataframe["close"] < dataframe[vwap_lower])
& (dataframe[rsi_col] < self.rsi_entry.value)
& (dataframe["volume"] > dataframe["volume_sma_20"])
& (dataframe["volume"] > 0)
)
dataframe.loc[conditions, "enter_long"] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
vwap_col = f"vwap_{self.vwap_period.value}"
rsi_col = f"rsi_{self.rsi_period.value}"
atr_col = f"atr_{self.atr_period.value}"
atr_mult = self.atr_exit_mult.value / 10.0
conditions = (
(dataframe["close"] > dataframe[vwap_col] + atr_mult * dataframe[atr_col])
| (dataframe[rsi_col] > self.rsi_exit.value)
)
dataframe.loc[conditions, "exit_long"] = 1
return dataframe