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SMAOffsetProtectOptV1

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minulislam/freqtrade-strategies/user_data/strategies/SMAOffsetProtectOptV1_converted.py · ★28 · ⑂13 · first seen 2026-07-28 · repo updated 2021-12-27

Basics mode: spot timeframe: 5m interface version: 3
Settings stoploss: -0.5 has minimal roi trailing process only new candles startup candle count: 49 hyperopt hyperopt params: 7
Indicators EMA RSI talib technical
Concepts trailing
Methods EWO get_informative_indicators
15 related strategies (⧉ identical code, ≈ similar name)

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# --- Do not remove these libs ---
from freqtrade.strategy.interface import IStrategy
from typing import Dict, List
from functools import reduce
from pandas import DataFrame
# --------------------------------
import talib.abstract as ta
import numpy as np
import freqtrade.vendor.qtpylib.indicators as qtpylib
import datetime
from technical.util import resample_to_interval, resampled_merge
from datetime import datetime, timedelta
from freqtrade.persistence import Trade
from freqtrade.strategy import stoploss_from_open, merge_informative_pair, DecimalParameter, IntParameter, CategoricalParameter
import technical.indicators as ftt
# Buy hyperspace params:
buy_params = {'base_nb_candles_buy': 16, 'ewo_high': 5.638, 'ewo_low': -19.993, 'low_offset': 0.978, 'rsi_buy': 61}
# Sell hyperspace params:
sell_params = {'base_nb_candles_sell': 49, 'high_offset': 1.006}

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 SMAOffsetProtectOptV1(IStrategy):
    INTERFACE_VERSION = 3
    # ROI table:
    minimal_roi = {'0': 0.01}
    # Stoploss:
    stoploss = -0.5
    # SMAOffset
    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(0.99, 1.1, default=sell_params['high_offset'], space='sell', optimize=True)
    # Protection
    fast_ewo = 50
    slow_ewo = 200
    ewo_low = DecimalParameter(-20.0, -8.0, default=buy_params['ewo_low'], space='buy', optimize=True)
    ewo_high = DecimalParameter(2.0, 12.0, default=buy_params['ewo_high'], space='buy', optimize=True)
    rsi_buy = IntParameter(30, 70, default=buy_params['rsi_buy'], space='buy', optimize=True)
    # Trailing stop:
    trailing_stop = False
    trailing_stop_positive = 0.001
    trailing_stop_positive_offset = 0.01
    trailing_only_offset_is_reached = True
    # Sell signal
    use_exit_signal = True
    exit_profit_only = False
    exit_profit_offset = 0.01
    ignore_roi_if_entry_signal = True
    # Optimal timeframe for the strategy
    timeframe = '5m'
    informative_timeframe = '1h'
    process_only_new_candles = True
    startup_candle_count = 49
    plot_config = {'main_plot': {'ma_buy_16': {'color': 'green'}, 'ma_sell_49': {'color': 'red'}}, 'subplots': {'RSI': {'rsi': {'color': '#fe2e34', 'type': 'line'}}, 'EWO': {'EWO': {'color': '#c7d729', 'type': 'line'}}}}
    use_custom_stoploss = False

    def informative_pairs(self):
        pairs = self.dp.current_whitelist()
        informative_pairs = [(pair, self.informative_timeframe) for pair in pairs]
        return informative_pairs

    def get_informative_indicators(self, metadata: dict):
        dataframe = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.informative_timeframe)
        return dataframe

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # Calculate all ma_buy values
        for val in self.base_nb_candles_buy.range:
            dataframe[f'ma_buy_{val}'] = ta.EMA(dataframe, timeperiod=val)
        # Calculate all ma_sell values
        for val in self.base_nb_candles_sell.range:
            dataframe[f'ma_sell_{val}'] = ta.EMA(dataframe, timeperiod=val)
        # Elliot
        dataframe['EWO'] = EWO(dataframe, self.fast_ewo, self.slow_ewo)
        # RSI
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        conditions = []
        conditions.append((dataframe['close'] < dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * self.low_offset.value) & (dataframe['EWO'] > self.ewo_high.value) & (dataframe['rsi'] < self.rsi_buy.value) & (dataframe['volume'] > 0))
        conditions.append((dataframe['close'] < dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * self.low_offset.value) & (dataframe['EWO'] < self.ewo_low.value) & (dataframe['volume'] > 0))
        if conditions:
            dataframe.loc[reduce(lambda x, y: x | y, conditions), 'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        conditions = []
        conditions.append((dataframe['close'] > dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value) & (dataframe['volume'] > 0))
        if conditions:
            dataframe.loc[reduce(lambda x, y: x | y, conditions), 'exit_long'] = 1
        return dataframe