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CombinedBinHAndClucV8_1

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remiotore/ccxt-freqtrade/strategies/CombinedBinHAndClucV8_1_converted.py · ★3 · ⑂2 · first seen 2026-07-28 · repo updated 2026-01-11

Basics mode: spot timeframe: 5m interface version: 3
Settings stoploss: -0.99 has minimal roi trailing custom stoploss process only new candles startup candle count: 200 hyperopt hyperopt params: 33
Indicators ATR Bollinger_Bands EMA MFI RSI SMA talib
Concepts trailing
Methods SSLChannels custom_exit custom_stoploss informative_1h_indicators normal_tf_indicators
15 related strategies (⧉ identical code, ≈ similar name)

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

def SSLChannels(dataframe, length=7):
    df = dataframe.copy()
    df['ATR'] = ta.ATR(df, timeperiod=14)
    df['smaHigh'] = df['high'].rolling(length).mean() + df['ATR']
    df['smaLow'] = df['low'].rolling(length).mean() - df['ATR']
    df['hlv'] = np.where(df['close'] > df['smaHigh'], 1, np.where(df['close'] < df['smaLow'], -1, np.nan))
    df['hlv'] = df['hlv'].ffill()
    df['sslDown'] = np.where(df['hlv'] < 0, df['smaHigh'], df['smaLow'])
    df['sslUp'] = np.where(df['hlv'] < 0, df['smaLow'], df['smaHigh'])
    return (df['sslDown'], df['sslUp'])

class CombinedBinHAndClucV8_1(IStrategy):
    INTERFACE_VERSION = 3
    minimal_roi = {'0': 10}
    stoploss = -0.99  # effectively disabled.
    timeframe = '5m'
    inf_1h = '1h'  # informative tf
    use_exit_signal = True
    exit_profit_only = True
    exit_profit_offset = 0.001  # it doesn't meant anything, just to guarantee there is a minimal profit.
    ignore_roi_if_entry_signal = True
    trailing_stop = False
    trailing_only_offset_is_reached = True
    trailing_stop_positive = 0.01
    trailing_stop_positive_offset = 0.03
    use_custom_stoploss = True
    process_only_new_candles = True
    startup_candle_count: int = 200
    order_types = {'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False}
    buy_dip_threshold_0 = DecimalParameter(0.001, 0.1, default=0.015, space='buy', decimals=3, optimize=False, load=True)
    buy_dip_threshold_1 = DecimalParameter(0.08, 0.2, default=0.12, space='buy', decimals=2, optimize=False, load=True)
    buy_dip_threshold_2 = DecimalParameter(0.02, 0.4, default=0.28, space='buy', decimals=2, optimize=False, load=True)
    buy_dip_threshold_3 = DecimalParameter(0.25, 0.44, default=0.36, space='buy', decimals=2, optimize=False, load=True)
    buy_bb40_bbdelta_close = DecimalParameter(0.005, 0.04, default=0.031, space='buy', optimize=True, load=True)
    buy_bb40_closedelta_close = DecimalParameter(0.01, 0.03, default=0.021, space='buy', optimize=True, load=True)
    buy_bb40_tail_bbdelta = DecimalParameter(0.2, 0.4, default=0.264, space='buy', optimize=True, load=True)
    buy_bb20_close_bblowerband = DecimalParameter(0.8, 1.1, default=0.992, space='buy', optimize=True, load=True)
    buy_bb20_volume = IntParameter(18, 36, default=29, space='buy', optimize=True, load=True)
    buy_rsi_diff = DecimalParameter(34.0, 60.0, default=50.48, space='buy', decimals=2, optimize=True, load=True)
    buy_min_inc = DecimalParameter(0.005, 0.05, default=0.01, space='buy', decimals=2, optimize=True, load=True)
    buy_rsi_1h = DecimalParameter(40.0, 70.0, default=67.0, space='buy', decimals=2, optimize=True, load=True)
    buy_rsi = DecimalParameter(30.0, 40.0, default=38.5, space='buy', decimals=2, optimize=True, load=True)
    buy_mfi = DecimalParameter(36.0, 65.0, default=36.0, space='buy', decimals=2, optimize=True, load=True)
    buy_volume_1 = DecimalParameter(1.0, 10.0, default=2.0, space='buy', decimals=2, optimize=False, load=True)
    buy_ema_open_mult_1 = DecimalParameter(0.01, 0.05, default=0.02, space='buy', decimals=3, optimize=False, load=True)
    sell_custom_roi_profit_1 = DecimalParameter(0.01, 0.03, default=0.01, space='sell', decimals=2, optimize=False, load=True)
    sell_custom_roi_rsi_1 = DecimalParameter(40.0, 56.0, default=50, space='sell', decimals=2, optimize=False, load=True)
    sell_custom_roi_profit_2 = DecimalParameter(0.01, 0.2, default=0.04, space='sell', decimals=2, optimize=False, load=True)
    sell_custom_roi_rsi_2 = DecimalParameter(42.0, 56.0, default=50, space='sell', decimals=2, optimize=False, load=True)
    sell_custom_roi_profit_3 = DecimalParameter(0.15, 0.3, default=0.08, space='sell', decimals=2, optimize=False, load=True)
    sell_custom_roi_rsi_3 = DecimalParameter(44.0, 58.0, default=56, space='sell', decimals=2, optimize=False, load=True)
    sell_custom_roi_profit_4 = DecimalParameter(0.3, 0.7, default=0.14, space='sell', decimals=2, optimize=False, load=True)
    sell_custom_roi_rsi_4 = DecimalParameter(44.0, 60.0, default=58, space='sell', decimals=2, optimize=False, load=True)
    sell_custom_roi_profit_5 = DecimalParameter(0.01, 0.1, default=0.04, space='sell', decimals=2, optimize=False, load=True)
    sell_trail_profit_min_1 = DecimalParameter(0.1, 0.25, default=0.1, space='sell', decimals=3, optimize=False, load=True)
    sell_trail_profit_max_1 = DecimalParameter(0.3, 0.5, default=0.4, space='sell', decimals=2, optimize=False, load=True)
    sell_trail_down_1 = DecimalParameter(0.04, 0.1, default=0.03, space='sell', decimals=3, optimize=False, load=True)
    sell_trail_profit_min_2 = DecimalParameter(0.01, 0.1, default=0.02, space='sell', decimals=3, optimize=False, load=True)
    sell_trail_profit_max_2 = DecimalParameter(0.08, 0.25, default=0.1, space='sell', decimals=2, optimize=False, load=True)
    sell_trail_down_2 = DecimalParameter(0.04, 0.2, default=0.015, space='sell', decimals=3, optimize=False, load=True)
    sell_custom_stoploss_1 = DecimalParameter(-0.15, -0.03, default=-0.05, space='sell', decimals=2, optimize=False, load=True)
    sell_rsi_main = DecimalParameter(72.0, 90.0, default=80, space='sell', decimals=2, optimize=True, load=True)

    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float:
        if (current_profit < 0) & (current_time - timedelta(minutes=280) > trade.open_date_utc):
            return 0.01
        elif current_profit < self.sell_custom_stoploss_1.value:
            dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
            last_candle = None
            try:
                last_candle = dataframe.iloc[-1].squeeze()
            except:
                print('Index out of bounds')
            if last_candle is not None:
                if last_candle['sma_200_dec'] & last_candle['sma_200_dec_1h']:
                    return 0.01
        return 0.99

    def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float, current_profit: float, **kwargs):
        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
        last_candle = dataframe.iloc[-1].squeeze()
        if last_candle is not None:
            if (current_profit > self.sell_custom_roi_profit_4.value) & (last_candle['rsi'] < self.sell_custom_roi_rsi_4.value):
                return 'roi_target_4'
            elif (current_profit > self.sell_custom_roi_profit_3.value) & (last_candle['rsi'] < self.sell_custom_roi_rsi_3.value):
                return 'roi_target_3'
            elif (current_profit > self.sell_custom_roi_profit_2.value) & (last_candle['rsi'] < self.sell_custom_roi_rsi_2.value):
                return 'roi_target_2'
            elif (current_profit > self.sell_custom_roi_profit_1.value) & (last_candle['rsi'] < self.sell_custom_roi_rsi_1.value):
                return 'roi_target_1'
            elif (current_profit > 0) & (current_profit < self.sell_custom_roi_profit_5.value) & last_candle['sma_200_dec']:
                return 'roi_target_5'
            elif (current_profit > self.sell_trail_profit_min_1.value) & (current_profit < self.sell_trail_profit_max_1.value) & ((trade.max_rate - trade.open_rate) / 100 > current_profit + self.sell_trail_down_1.value):
                return 'trail_target_1'
            elif (current_profit > self.sell_trail_profit_min_2.value) & (current_profit < self.sell_trail_profit_max_2.value) & ((trade.max_rate - trade.open_rate) / 100 > current_profit + self.sell_trail_down_2.value):
                return 'trail_target_2'
        return None

    def informative_pairs(self):
        pairs = self.dp.current_whitelist()
        informative_pairs = [(pair, self.inf_1h) for pair in pairs]
        return informative_pairs

    def informative_1h_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        assert self.dp, 'DataProvider is required for multiple timeframes.'
        informative_1h = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.inf_1h)
        informative_1h['ema_50'] = ta.EMA(informative_1h, timeperiod=50)
        informative_1h['ema_100'] = ta.EMA(informative_1h, timeperiod=100)
        informative_1h['ema_200'] = ta.EMA(informative_1h, timeperiod=200)
        informative_1h['sma_200'] = ta.SMA(informative_1h, timeperiod=200)
        informative_1h['sma_200_dec'] = informative_1h['sma_200'] < informative_1h['sma_200'].shift(20)
        informative_1h['rsi'] = ta.RSI(informative_1h, timeperiod=14)
        ssl_down_1h, ssl_up_1h = SSLChannels(informative_1h, 20)
        informative_1h['ssl_down'] = ssl_down_1h
        informative_1h['ssl_up'] = ssl_up_1h
        return informative_1h

    def normal_tf_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        bb_40 = qtpylib.bollinger_bands(dataframe['close'], window=40, stds=2)
        dataframe['lower'] = bb_40['lower']
        dataframe['mid'] = bb_40['mid']
        dataframe['bbdelta'] = (bb_40['mid'] - dataframe['lower']).abs()
        dataframe['closedelta'] = (dataframe['close'] - dataframe['close'].shift()).abs()
        dataframe['tail'] = (dataframe['close'] - dataframe['low']).abs()
        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
        dataframe['bb_lowerband'] = bollinger['lower']
        dataframe['bb_middleband'] = bollinger['mid']
        dataframe['bb_upperband'] = bollinger['upper']
        dataframe['ema_slow'] = ta.EMA(dataframe, timeperiod=50)
        dataframe['volume_mean_slow'] = dataframe['volume'].rolling(window=30).mean()
        dataframe['ema_12'] = ta.EMA(dataframe, timeperiod=12)
        dataframe['ema_26'] = ta.EMA(dataframe, timeperiod=26)
        dataframe['ema_50'] = ta.EMA(dataframe, timeperiod=50)
        dataframe['ema_200'] = ta.EMA(dataframe, timeperiod=200)
        dataframe['sma_5'] = ta.SMA(dataframe, timeperiod=5)
        dataframe['sma_200'] = ta.SMA(dataframe, timeperiod=200)
        dataframe['sma_200_dec'] = dataframe['sma_200'] < dataframe['sma_200'].shift(20)
        dataframe['mfi'] = ta.MFI(dataframe, timeperiod=14)
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
        return dataframe

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        informative_1h = self.informative_1h_indicators(dataframe, metadata)
        dataframe = merge_informative_pair(dataframe, informative_1h, self.timeframe, self.inf_1h, ffill=True)
        dataframe = self.normal_tf_indicators(dataframe, metadata)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        conditions = []
        conditions.append((dataframe['close'] > dataframe['ema_200_1h']) & (dataframe['ema_50'] > dataframe['ema_200']) & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & ((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_1.value) & ((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_2.value) & dataframe['lower'].shift().gt(0) & dataframe['bbdelta'].gt(dataframe['close'] * self.buy_bb40_bbdelta_close.value) & dataframe['closedelta'].gt(dataframe['close'] * self.buy_bb40_closedelta_close.value) & dataframe['tail'].lt(dataframe['bbdelta'] * self.buy_bb40_tail_bbdelta.value) & dataframe['close'].lt(dataframe['lower'].shift()) & dataframe['close'].le(dataframe['close'].shift()) & (dataframe['volume'] > 0))
        conditions.append((dataframe['close'] > dataframe['ema_200']) & (dataframe['close'] > dataframe['ema_200_1h']) & (dataframe['ema_50_1h'] > dataframe['ema_100_1h']) & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & ((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_1.value) & ((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_2.value) & (dataframe['close'] < dataframe['ema_slow']) & (dataframe['close'] < self.buy_bb20_close_bblowerband.value * dataframe['bb_lowerband']) & (dataframe['volume'] < dataframe['volume_mean_slow'].shift(1) * self.buy_bb20_volume.value))
        conditions.append((dataframe['close'] < dataframe['sma_5']) & (dataframe['ssl_up_1h'] > dataframe['ssl_down_1h']) & (dataframe['ema_50'] > dataframe['ema_200']) & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & ((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_1.value) & ((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_2.value) & ((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_3.value) & (dataframe['rsi'] < dataframe['rsi_1h'] - self.buy_rsi_diff.value) & (dataframe['volume'] > 0))
        conditions.append((dataframe['sma_200'] > dataframe['sma_200'].shift(20)) & (dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(16)) & ((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_1.value) & ((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_2.value) & ((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_3.value) & ((dataframe['open'].rolling(24).min() - dataframe['close']) / dataframe['close'] > self.buy_min_inc.value) & (dataframe['rsi_1h'] > self.buy_rsi_1h.value) & (dataframe['rsi'] < self.buy_rsi.value) & (dataframe['mfi'] < self.buy_mfi.value) & (dataframe['volume'] > 0))
        conditions.append((dataframe['close'] > dataframe['ema_100_1h']) & (dataframe['ema_50_1h'] > dataframe['ema_100_1h']) & ((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_1.value) & ((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_2.value) & ((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_3.value) & (dataframe['volume'].rolling(4).mean() * self.buy_volume_1.value > dataframe['volume']) & (dataframe['ema_26'] > dataframe['ema_12']) & (dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.buy_ema_open_mult_1.value) & (dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100) & (dataframe['close'] < dataframe['bb_lowerband']) & (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['bb_upperband']) & (dataframe['close'].shift(1) > dataframe['bb_upperband'].shift(1)) & (dataframe['close'].shift(2) > dataframe['bb_upperband'].shift(2)) & (dataframe['close'].shift(3) > dataframe['bb_upperband'].shift(3)) & (dataframe['volume'] > 0))
        conditions.append((dataframe['rsi'] > self.sell_rsi_main.value) & (dataframe['volume'] > 0))
        if conditions:
            dataframe.loc[reduce(lambda x, y: x | y, conditions), 'exit_long'] = 1
        return dataframe