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ElliotV8_original_ichiv2_2

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remiotore/ccxt-freqtrade/strategies/ElliotV8_original_ichiv2_2_converted.py · ★3 · ⑂2 · first seen 2026-07-28 · repo updated 2026-01-11

Basics mode: spot timeframe: 5m interface version: 3
Settings stoploss: -0.2 has minimal roi trailing protections process only new candles startup candle count: 400 hyperopt hyperopt params: 12
Indicators Bollinger_Bands EMA HMA RSI SMA talib technical
Concepts risk_management trailing
Methods EWO custom_exit protections
15 related strategies (⧉ identical code, ≈ similar name)

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from freqtrade.strategy.interface import IStrategy
from typing import Optional, Union
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
from freqtrade.strategy import DecimalParameter, IntParameter
buy_params = {'base_nb_candles_buy': 12, 'ewo_high': 3.147, 'ewo_low': -17.145, 'low_offset': 0.987, 'rsi_buy': 57}
sell_params = {'base_nb_candles_sell': 22, 'high_offset': 1.008, 'high_offset_2': 1.016}

def EWO(dataframe, ema_length=5, ema2_length=3):
    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 ElliotV8_original_ichiv2_2(IStrategy):
    INTERFACE_VERSION = 3
    '\n\n    minimal_roi = {\n        "0": 0.08,\n        "20": 0.04,\n        "40": 0.032,\n        "87": 0.016,\n        "201": 0\n    }\n    '
    is_optimize_deadfish = True
    sell_deadfish_bb_width = DecimalParameter(0.03, 0.75, default=0.05, space='sell', optimize=is_optimize_deadfish)
    sell_deadfish_profit = DecimalParameter(-0.15, -0.05, default=-0.05, space='sell', optimize=is_optimize_deadfish)
    sell_deadfish_bb_factor = DecimalParameter(0.9, 1.2, default=1.0, space='sell', optimize=is_optimize_deadfish)
    sell_deadfish_volume_factor = DecimalParameter(1, 2.5, default=1.0, space='sell', optimize=is_optimize_deadfish)

    @property
    def protections(self):
        return [{'method': 'CooldownPeriod', 'stop_duration_candles': 5}, {'method': 'MaxDrawdown', 'lookback_period_candles': 48, 'trade_limit': 20, 'stop_duration_candles': 4, 'max_allowed_drawdown': 0.2}, {'method': 'StoplossGuard', 'lookback_period_candles': 24, 'trade_limit': 4, 'stop_duration_candles': 2, 'only_per_pair': False}, {'method': 'LowProfitPairs', 'lookback_period_candles': 6, 'trade_limit': 2, 'stop_duration_candles': 60, 'required_profit': 0.02}, {'method': 'LowProfitPairs', 'lookback_period_candles': 24, 'trade_limit': 4, 'stop_duration_candles': 2, 'required_profit': 0.01}]
    minimal_roi = {'0': 0.99}
    stoploss = -0.2
    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)
    high_offset_2 = DecimalParameter(0.99, 1.5, default=sell_params['high_offset_2'], space='sell', optimize=True)
    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 = True
    trailing_stop_positive = 0.001
    trailing_stop_positive_offset = 0.02
    trailing_only_offset_is_reached = True
    use_exit_signal = True
    exit_profit_only = True
    exit_profit_offset = 0.01
    ignore_roi_if_entry_signal = False
    order_time_in_force = {'entry': 'gtc', 'exit': 'gtc'}
    timeframe = '5m'
    inf_1h = '1h'
    process_only_new_candles = True
    startup_candle_count = 400
    plot_config = {'main_plot': {'ma_buy': {'color': 'orange'}, 'ma_sell': {'color': 'orange'}}}

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        for val in self.base_nb_candles_buy.range:
            dataframe[f'ma_buy_{val}'] = ta.EMA(dataframe, timeperiod=val)
        for val in self.base_nb_candles_sell.range:
            dataframe[f'ma_sell_{val}'] = ta.EMA(dataframe, timeperiod=val)
        dataframe['hma_50'] = qtpylib.hull_moving_average(dataframe['close'], window=50)
        dataframe['sma_9'] = ta.SMA(dataframe, timeperiod=9)
        dataframe['EWO'] = EWO(dataframe, self.fast_ewo, self.slow_ewo)
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
        dataframe['rsi_fast'] = ta.RSI(dataframe, timeperiod=4)
        dataframe['rsi_slow'] = ta.RSI(dataframe, timeperiod=20)
        bollinger2 = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
        dataframe['bb_lowerband2'] = bollinger2['lower']
        dataframe['bb_middleband2'] = bollinger2['mid']
        dataframe['bb_upperband2'] = bollinger2['upper']
        dataframe['bb_width'] = (dataframe['bb_upperband2'] - dataframe['bb_lowerband2']) / dataframe['bb_middleband2']
        dataframe['volume_mean_12'] = dataframe['volume'].rolling(12).mean().shift(1)
        dataframe['volume_mean_24'] = dataframe['volume'].rolling(24).mean().shift(1)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        conditions = []
        conditions.append((dataframe['rsi_fast'] < 35) & (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) & (dataframe['close'] < dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value))
        conditions.append((dataframe['rsi_fast'] < 35) & (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) & (dataframe['close'] < dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value))
        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['hma_50']) & (dataframe['close'] > dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset_2.value) & (dataframe['rsi'] > 50) & (dataframe['volume'] > 0) & (dataframe['rsi_fast'] > dataframe['rsi_slow']) | (dataframe['close'] < dataframe['hma_50']) & (dataframe['close'] > dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value) & (dataframe['volume'] > 0) & (dataframe['rsi_fast'] > dataframe['rsi_slow']))
        if conditions:
            dataframe.loc[reduce(lambda x, y: x | y, conditions), 'exit_long'] = 1
        return

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[(), ['exit_long', 'exit_tag']] = (0, 'long_out')
        return dataframe

    def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> Optional[Union[str, bool]]:
        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
        current_candle = dataframe.iloc[-1].squeeze()
        if current_profit < self.sell_deadfish_profit.value and current_candle['bb_width'] < self.sell_deadfish_bb_width.value and (current_candle['close'] > current_candle['bb_middleband2'] * self.sell_deadfish_bb_factor.value) and (current_candle['volume_mean_12'] < current_candle['volume_mean_24'] * self.sell_deadfish_volume_factor.value):
            return 'sell_stoploss_deadfish'