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NotAnotherSMAOffsetStrategyLite

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remiotore/ccxt-freqtrade/strategies/NotAnotherSMAOffsetStrategyLite_converted.py · ★3 · ⑂2 · first seen 2026-07-28 · repo updated 2026-01-11

Basics mode: spot timeframe: 5m interface version: 3
Settings stoploss: -0.1 has minimal roi custom stoploss process only new candles startup candle count: 200 hyperopt hyperopt params: 4
Indicators EMA talib
Methods custom_stoploss ewo
15 related strategies (⧉ identical code, ≈ similar name)

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from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
import talib.abstract as ta
import numpy as np
import freqtrade.vendor.qtpylib.indicators as qtpylib
from datetime import datetime, timedelta
from freqtrade.persistence import Trade
from freqtrade.strategy import stoploss_from_open, DecimalParameter, IntParameter, CategoricalParameter

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['close'] * 100
    return emadif

class NotAnotherSMAOffsetStrategyLite(IStrategy):
    INTERFACE_VERSION = 3
    buy_params = {'base_nb_candles_buy': 14, 'low_offset': 0.975}
    sell_params = {'base_nb_candles_sell': 24, 'high_offset': 0.991}
    minimal_roi = {'0': 0.025}
    stoploss = -0.1
    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)
    high_offset = DecimalParameter(0.95, 1.1, default=sell_params['high_offset'], space='sell', optimize=True)
    fast_ewo = 50
    slow_ewo = 200
    use_exit_signal = True
    exit_profit_only = False
    exit_profit_offset = 0.01
    ignore_roi_if_entry_signal = False
    order_time_in_force = {'entry': 'gtc', 'exit': 'ioc'}
    timeframe = '5m'
    process_only_new_candles = True
    startup_candle_count = 200
    plot_config = {'main_plot': {'ma_buy': {'color': 'orange'}, 'ma_sell': {'color': 'orange'}}}

    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float:
        if current_profit < -0.05 and current_time - timedelta(minutes=720) > trade.open_date_utc:
            return -0.01
        return 1

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        for length in set(list(self.base_nb_candles_buy.range) + list(self.base_nb_candles_sell.range)):
            dataframe[f'ema_{length}'] = ta.EMA(dataframe, timeperiod=length)
        dataframe['ewo'] = ewo(dataframe, self.fast_ewo, self.slow_ewo)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[(dataframe['close'] < dataframe[f'ema_{self.base_nb_candles_buy.value}'] * self.low_offset.value) & (dataframe['ewo'] > 0) & (dataframe['volume'] > 0), 'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[(dataframe['close'] > dataframe[f'ema_{self.base_nb_candles_sell.value}'] * self.high_offset.value) & (dataframe['volume'] > 0), 'exit_long'] = 1
        return dataframe