NFI5MOHO_WIP_2
♡
Basics
mode: spot
timeframe: 5m
interface version: 3
1h
Settings
stoploss: -0.1
has minimal roi
trailing
process only new candles
startup candle count: 300
hyperopt
hyperopt params: 195
Indicators
Bollinger_Bands
EMA
KAMA
MFI
RSI
SMA
talib
Concepts
trailing
15 related strategies (⧉ identical code, ≈ similar name)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 | import freqtrade.vendor.qtpylib.indicators as qtpylib import numpy as np import talib.abstract as ta from freqtrade.strategy.interface import IStrategy from freqtrade.strategy import merge_informative_pair, DecimalParameter, IntParameter, CategoricalParameter from pandas import DataFrame from functools import reduce from freqtrade.persistence import Trade from datetime import datetime ########################################################################################################### ## NostalgiaForInfinityV5 by iterativ ## ## ## ## Strategy for Freqtrade https://github.com/freqtrade/freqtrade ## ## ## ########################################################################################################### ## GENERAL RECOMMENDATIONS ## ## ## ## For optimal performance, suggested to use between 4 and 6 open trades, with unlimited stake. ## ## A pairlist with 40 to 80 pairs. Volume pairlist works well. ## ## Prefer stable coin (USDT, BUSDT etc) pairs, instead of BTC or ETH pairs. ## ## Highly recommended to blacklist leveraged tokens (*BULL, *BEAR, *UP, *DOWN etc). ## ## Ensure that you don't override any variables in you config.json. Especially ## ## the timeframe (must be 5m). ## ## use_sell_signal must set to true (or not set at all). ## ## sell_profit_only must set to false (or not set at all). ## ## ignore_roi_if_buy_signal must set to true (or not set at all). ## ## ## ########################################################################################################### ## DONATIONS ## ## ## ## Absolutely not required. However, will be accepted as a token of appreciation. ## ## ## ## BTC: bc1qvflsvddkmxh7eqhc4jyu5z5k6xcw3ay8jl49sk ## ## ETH (ERC20): 0x83D3cFb8001BDC5d2211cBeBB8cB3461E5f7Ec91 ## ## BEP20/BSC (ETH, BNB, ...): 0x86A0B21a20b39d16424B7c8003E4A7e12d78ABEe ## ## ## ########################################################################################################### # 20210624 # NostalgiaForInfinityV5 + MultiOffsetLamboV0 + Hyper-optimized some parameters. # I hope you do enough testing before proceeding. # Thank you to those who created these strategies. class NFI5MOHO_WIP_2(IStrategy): INTERFACE_VERSION = 3 # Optional order type mapping. order_types = {'entry': 'limit', 'exit': 'limit', 'trailing_stop_loss': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False} ############################################################# ############# # Enable/Disable conditions # Hyperopt # Multi Offset buy_params = {'buy_condition_1_enable': True, 'buy_condition_2_enable': True, 'buy_condition_3_enable': True, 'buy_condition_4_enable': True, 'buy_condition_5_enable': True, 'buy_condition_6_enable': True, 'buy_condition_7_enable': True, 'buy_condition_8_enable': True, 'buy_condition_9_enable': True, 'buy_condition_10_enable': True, 'buy_condition_11_enable': True, 'buy_condition_12_enable': True, 'buy_condition_13_enable': True, 'buy_condition_14_enable': True, 'buy_condition_15_enable': True, 'buy_condition_16_enable': True, 'buy_condition_17_enable': True, 'buy_condition_18_enable': True, 'buy_condition_19_enable': True, 'buy_condition_20_enable': True, 'buy_condition_21_enable': True, '\n\t"base_nb_candles_buy": 42,\n "buy_chop_min_19": 29.3,\n "buy_rsi_1h_min_19": 52.4,\n "ewo_high": 5.262,\n "ewo_low": -8.164,\n "low_offset_ema": 0.984,\n "low_offset_kama": 0.919,\n "low_offset_sma": 0.97,\n "low_offset_t3": 0.904,\n "low_offset_trima": 0.984,\n\tbase_nb_candles_buy': 72, 'buy_chop_min_19': 58.2, 'buy_rsi_1h_min_19': 65.3, 'ewo_high': 3.319, 'ewo_low': -11.101, 'low_offset_ema': 0.929, 'low_offset_kama': 0.972, 'low_offset_sma': 0.955, 'low_offset_t3': 0.975, 'low_offset_trima': 0.949} ############# # Enable/Disable conditions ############# # Hyperopt # Multi Offset sell_params = {'sell_condition_1_enable': True, 'sell_condition_2_enable': True, 'sell_condition_3_enable': True, 'sell_condition_4_enable': True, 'sell_condition_5_enable': True, 'sell_condition_6_enable': True, 'sell_condition_7_enable': True, 'sell_condition_8_enable': True, 'base_nb_candles_sell': 34, 'high_offset_ema': 1.047, 'high_offset_kama': 1.07, 'high_offset_sma': 1.051, 'high_offset_t3': 0.999, 'high_offset_trima': 1.096} # ROI table: minimal_roi = {'0': 0.08, '10': 0.04, '30': 0.02, '60': 0.01} stoploss = -0.1 # Multi Offset base_nb_candles_buy = IntParameter(5, 80, default=20, load=True, space='buy', optimize=True) base_nb_candles_sell = IntParameter(5, 80, default=20, load=True, space='sell', optimize=True) low_offset_sma = DecimalParameter(0.9, 0.99, default=0.958, load=True, space='buy', optimize=True) high_offset_sma = DecimalParameter(0.99, 1.1, default=1.012, load=True, space='sell', optimize=True) low_offset_ema = DecimalParameter(0.9, 0.99, default=0.958, load=True, space='buy', optimize=True) high_offset_ema = DecimalParameter(0.99, 1.1, default=1.012, load=True, space='sell', optimize=True) low_offset_trima = DecimalParameter(0.9, 0.99, default=0.958, load=True, space='buy', optimize=True) high_offset_trima = DecimalParameter(0.99, 1.1, default=1.012, load=True, space='sell', optimize=True) low_offset_t3 = DecimalParameter(0.9, 0.99, default=0.958, load=True, space='buy', optimize=True) high_offset_t3 = DecimalParameter(0.99, 1.1, default=1.012, load=True, space='sell', optimize=True) low_offset_kama = DecimalParameter(0.9, 0.99, default=0.958, load=True, space='buy', optimize=True) high_offset_kama = DecimalParameter(0.99, 1.1, default=1.012, load=True, space='sell', optimize=True) # Protection ewo_low = DecimalParameter(-20.0, -8.0, default=-20.0, load=True, space='buy', optimize=True) ewo_high = DecimalParameter(2.0, 12.0, default=6.0, load=True, space='buy', optimize=True) fast_ewo = IntParameter(10, 50, default=50, load=True, space='buy', optimize=True) slow_ewo = IntParameter(100, 200, default=200, load=True, space='buy', optimize=True) # MA list ma_types = ['sma', 'ema', 'trima', 't3', 'kama'] ma_map = {'sma': {'low_offset': low_offset_sma.value, 'high_offset': high_offset_sma.value, 'calculate': ta.SMA}, 'ema': {'low_offset': low_offset_ema.value, 'high_offset': high_offset_ema.value, 'calculate': ta.EMA}, 'trima': {'low_offset': low_offset_trima.value, 'high_offset': high_offset_trima.value, 'calculate': ta.TRIMA}, 't3': {'low_offset': low_offset_t3.value, 'high_offset': high_offset_t3.value, 'calculate': ta.T3}, 'kama': {'low_offset': low_offset_kama.value, 'high_offset': high_offset_kama.value, 'calculate': ta.KAMA}} # Trailing stoploss (not used) trailing_stop = True trailing_only_offset_is_reached = True trailing_stop_positive = 0.01 trailing_stop_positive_offset = 0.04 use_custom_stoploss = False # Optimal timeframe for the strategy. timeframe = '5m' inf_1h = '1h' # Run "populate_indicators()" only for new candle. process_only_new_candles = True # These values can be overridden in the "ask_strategy" section in the config. use_exit_signal = True exit_profit_only = True ignore_roi_if_entry_signal = True # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 300 # plot config plot_config = {'main_plot': {'ma_offset_buy': {'color': 'orange'}, 'ma_offset_sell': {'color': 'orange'}}} ############################################################# buy_condition_1_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_condition_2_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_condition_3_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_condition_4_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_condition_5_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_condition_6_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_condition_7_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_condition_8_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_condition_9_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_condition_10_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_condition_11_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_condition_12_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_condition_13_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_condition_14_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_condition_15_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_condition_16_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_condition_17_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_condition_18_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_condition_19_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_condition_20_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) buy_condition_21_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=True, load=True) # Normal dips buy_dip_threshold_1 = DecimalParameter(0.001, 0.05, default=0.02, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_2 = DecimalParameter(0.01, 0.2, default=0.14, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_3 = DecimalParameter(0.05, 0.4, default=0.32, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_4 = DecimalParameter(0.2, 0.5, default=0.5, space='buy', decimals=3, optimize=True, load=True) # Strict dips buy_dip_threshold_5 = DecimalParameter(0.001, 0.05, default=0.015, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_6 = DecimalParameter(0.01, 0.2, default=0.06, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_7 = DecimalParameter(0.05, 0.4, default=0.24, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_8 = DecimalParameter(0.2, 0.5, default=0.4, space='buy', decimals=3, optimize=True, load=True) # Loose dips buy_dip_threshold_9 = DecimalParameter(0.001, 0.05, default=0.026, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_10 = DecimalParameter(0.01, 0.2, default=0.24, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_11 = DecimalParameter(0.05, 0.4, default=0.42, space='buy', decimals=3, optimize=True, load=True) buy_dip_threshold_12 = DecimalParameter(0.2, 0.5, default=0.66, space='buy', decimals=3, optimize=True, load=True) # 24 hours buy_pump_pull_threshold_1 = DecimalParameter(1.5, 3.0, default=1.75, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_1 = DecimalParameter(0.4, 1.0, default=0.5, space='buy', decimals=3, optimize=True, load=True) # 36 hours buy_pump_pull_threshold_2 = DecimalParameter(1.5, 3.0, default=1.75, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_2 = DecimalParameter(0.4, 1.0, default=0.56, space='buy', decimals=3, optimize=True, load=True) # 48 hours buy_pump_pull_threshold_3 = DecimalParameter(1.5, 3.0, default=1.75, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_3 = DecimalParameter(0.4, 1.0, default=0.85, space='buy', decimals=3, optimize=True, load=True) # 24 hours strict buy_pump_pull_threshold_4 = DecimalParameter(1.5, 3.0, default=2.2, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_4 = DecimalParameter(0.4, 1.0, default=0.4, space='buy', decimals=3, optimize=True, load=True) # 36 hours strict buy_pump_pull_threshold_5 = DecimalParameter(1.5, 3.0, default=2.0, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_5 = DecimalParameter(0.4, 1.0, default=0.56, space='buy', decimals=3, optimize=True, load=True) # 48 hours strict buy_pump_pull_threshold_6 = DecimalParameter(1.5, 3.0, default=2.0, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_6 = DecimalParameter(0.4, 1.0, default=0.68, space='buy', decimals=3, optimize=True, load=True) # 24 hours loose buy_pump_pull_threshold_7 = DecimalParameter(1.5, 3.0, default=1.7, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_7 = DecimalParameter(0.4, 1.0, default=0.66, space='buy', decimals=3, optimize=True, load=True) # 36 hours loose buy_pump_pull_threshold_8 = DecimalParameter(1.5, 3.0, default=1.7, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_8 = DecimalParameter(0.4, 1.0, default=0.7, space='buy', decimals=3, optimize=True, load=True) # 48 hours loose buy_pump_pull_threshold_9 = DecimalParameter(1.5, 3.0, default=1.4, space='buy', decimals=2, optimize=True, load=True) buy_pump_threshold_9 = DecimalParameter(0.4, 1.8, default=1.3, space='buy', decimals=3, optimize=True, load=True) buy_min_inc_1 = DecimalParameter(0.01, 0.05, default=0.022, space='buy', decimals=3, optimize=True, load=True) buy_rsi_1h_min_1 = DecimalParameter(25.0, 40.0, default=30.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_max_1 = DecimalParameter(70.0, 90.0, default=84.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1 = DecimalParameter(20.0, 40.0, default=36.0, space='buy', decimals=1, optimize=True, load=True) buy_mfi_1 = DecimalParameter(20.0, 40.0, default=26.0, space='buy', decimals=1, optimize=True, load=True) buy_volume_2 = DecimalParameter(1.0, 10.0, default=2.6, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_min_2 = DecimalParameter(30.0, 40.0, default=32.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_max_2 = DecimalParameter(70.0, 95.0, default=84.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_diff_2 = DecimalParameter(30.0, 50.0, default=39.0, space='buy', decimals=1, optimize=True, load=True) buy_mfi_2 = DecimalParameter(30.0, 56.0, default=49.0, space='buy', decimals=1, optimize=True, load=True) buy_bb_offset_2 = DecimalParameter(0.97, 0.999, default=0.983, space='buy', decimals=3, optimize=True, load=True) buy_bb40_bbdelta_close_3 = DecimalParameter(0.005, 0.06, default=0.057, space='buy', optimize=True, load=True) buy_bb40_closedelta_close_3 = DecimalParameter(0.01, 0.03, default=0.023, space='buy', optimize=True, load=True) buy_bb40_tail_bbdelta_3 = DecimalParameter(0.15, 0.45, default=0.418, space='buy', optimize=True, load=True) buy_ema_rel_3 = DecimalParameter(0.97, 0.999, default=0.986, space='buy', decimals=3, optimize=True, load=True) buy_bb20_close_bblowerband_4 = DecimalParameter(0.96, 0.99, default=0.979, space='buy', optimize=True, load=True) buy_bb20_volume_4 = DecimalParameter(1.0, 20.0, default=10.0, space='buy', decimals=2, optimize=True, load=True) buy_ema_open_mult_5 = DecimalParameter(0.016, 0.03, default=0.019, space='buy', decimals=3, optimize=True, load=True) buy_bb_offset_5 = DecimalParameter(0.98, 1.0, default=0.999, space='buy', decimals=3, optimize=True, load=True) buy_ema_rel_5 = DecimalParameter(0.97, 0.999, default=0.982, space='buy', decimals=3, optimize=True, load=True) buy_ema_open_mult_6 = DecimalParameter(0.02, 0.03, default=0.025, space='buy', decimals=3, optimize=True, load=True) buy_bb_offset_6 = DecimalParameter(0.98, 0.999, default=0.984, space='buy', decimals=3, optimize=True, load=True) buy_volume_7 = DecimalParameter(1.0, 10.0, default=2.0, space='buy', decimals=1, optimize=True, load=True) buy_ema_open_mult_7 = DecimalParameter(0.02, 0.04, default=0.03, space='buy', decimals=3, optimize=True, load=True) buy_rsi_7 = DecimalParameter(24.0, 50.0, default=36.0, space='buy', decimals=1, optimize=True, load=True) buy_ema_rel_7 = DecimalParameter(0.97, 0.999, default=0.986, space='buy', decimals=3, optimize=True, load=True) buy_volume_8 = DecimalParameter(1.0, 6.0, default=2.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_8 = DecimalParameter(36.0, 40.0, default=20.0, space='buy', decimals=1, optimize=True, load=True) buy_tail_diff_8 = DecimalParameter(3.0, 10.0, default=3.5, space='buy', decimals=1, optimize=True, load=True) buy_volume_9 = DecimalParameter(1.0, 4.0, default=1.0, space='buy', decimals=2, optimize=True, load=True) buy_ma_offset_9 = DecimalParameter(0.94, 0.99, default=0.97, space='buy', decimals=3, optimize=True, load=True) buy_bb_offset_9 = DecimalParameter(0.97, 0.99, default=0.985, space='buy', decimals=3, optimize=True, load=True) buy_rsi_1h_min_9 = DecimalParameter(26.0, 40.0, default=30.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_max_9 = DecimalParameter(70.0, 90.0, default=88.0, space='buy', decimals=1, optimize=True, load=True) buy_mfi_9 = DecimalParameter(36.0, 65.0, default=30.0, space='buy', decimals=1, optimize=True, load=True) buy_volume_10 = DecimalParameter(1.0, 8.0, default=2.4, space='buy', decimals=1, optimize=True, load=True) buy_ma_offset_10 = DecimalParameter(0.93, 0.97, default=0.944, space='buy', decimals=3, optimize=True, load=True) buy_bb_offset_10 = DecimalParameter(0.97, 0.99, default=0.994, space='buy', decimals=3, optimize=True, load=True) buy_rsi_1h_10 = DecimalParameter(20.0, 40.0, default=37.0, space='buy', decimals=1, optimize=True, load=True) buy_ma_offset_11 = DecimalParameter(0.93, 0.99, default=0.939, space='buy', decimals=3, optimize=True, load=True) buy_min_inc_11 = DecimalParameter(0.005, 0.05, default=0.022, space='buy', decimals=3, optimize=True, load=True) buy_rsi_1h_min_11 = DecimalParameter(40.0, 60.0, default=56.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_max_11 = DecimalParameter(70.0, 90.0, default=84.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_11 = DecimalParameter(30.0, 48.0, default=48.0, space='buy', decimals=1, optimize=True, load=True) buy_mfi_11 = DecimalParameter(36.0, 56.0, default=38.0, space='buy', decimals=1, optimize=True, load=True) buy_volume_12 = DecimalParameter(1.0, 10.0, default=1.7, space='buy', decimals=1, optimize=True, load=True) buy_ma_offset_12 = DecimalParameter(0.93, 0.97, default=0.936, space='buy', decimals=3, optimize=True, load=True) buy_rsi_12 = DecimalParameter(26.0, 40.0, default=30.0, space='buy', decimals=1, optimize=True, load=True) buy_ewo_12 = DecimalParameter(2.0, 6.0, default=2.0, space='buy', decimals=1, optimize=True, load=True) buy_volume_13 = DecimalParameter(1.0, 10.0, default=1.6, space='buy', decimals=1, optimize=True, load=True) buy_ma_offset_13 = DecimalParameter(0.93, 0.98, default=0.978, space='buy', decimals=3, optimize=True, load=True) buy_ewo_13 = DecimalParameter(-14.0, -7.0, default=-10.4, space='buy', decimals=1, optimize=True, load=True) buy_volume_14 = DecimalParameter(1.0, 10.0, default=2.0, space='buy', decimals=1, optimize=True, load=True) buy_ema_open_mult_14 = DecimalParameter(0.01, 0.03, default=0.014, space='buy', decimals=3, optimize=True, load=True) buy_bb_offset_14 = DecimalParameter(0.98, 1.0, default=0.986, space='buy', decimals=3, optimize=True, load=True) buy_ma_offset_14 = DecimalParameter(0.93, 0.99, default=0.97, space='buy', decimals=3, optimize=True, load=True) buy_volume_15 = DecimalParameter(1.0, 10.0, default=2.0, space='buy', decimals=1, optimize=True, load=True) buy_ema_open_mult_15 = DecimalParameter(0.02, 0.04, default=0.018, space='buy', decimals=3, optimize=True, load=True) buy_ma_offset_15 = DecimalParameter(0.93, 0.99, default=0.954, space='buy', decimals=3, optimize=True, load=True) buy_rsi_15 = DecimalParameter(30.0, 50.0, default=28.0, space='buy', decimals=1, optimize=True, load=True) buy_ema_rel_15 = DecimalParameter(0.97, 0.999, default=0.988, space='buy', decimals=3, optimize=True, load=True) buy_volume_16 = DecimalParameter(1.0, 10.0, default=2.0, space='buy', decimals=1, optimize=True, load=True) buy_ma_offset_16 = DecimalParameter(0.93, 0.97, default=0.952, space='buy', decimals=3, optimize=True, load=True) buy_rsi_16 = DecimalParameter(26.0, 50.0, default=31.0, space='buy', decimals=1, optimize=True, load=True) buy_ewo_16 = DecimalParameter(4.0, 8.0, default=2.8, space='buy', decimals=1, optimize=True, load=True) buy_volume_17 = DecimalParameter(0.5, 8.0, default=2.0, space='buy', decimals=1, optimize=True, load=True) buy_ma_offset_17 = DecimalParameter(0.93, 0.98, default=0.958, space='buy', decimals=3, optimize=True, load=True) buy_ewo_17 = DecimalParameter(-18.0, -10.0, default=-12.0, space='buy', decimals=1, optimize=True, load=True) buy_volume_18 = DecimalParameter(1.0, 6.0, default=2.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_18 = DecimalParameter(16.0, 32.0, default=26.0, space='buy', decimals=1, optimize=True, load=True) buy_bb_offset_18 = DecimalParameter(0.98, 1.0, default=0.982, space='buy', decimals=3, optimize=True, load=True) buy_rsi_1h_min_19 = DecimalParameter(40.0, 70.0, default=50.0, space='buy', decimals=1, optimize=True, load=True) buy_chop_min_19 = DecimalParameter(20.0, 60.0, default=24.1, space='buy', decimals=1, optimize=True, load=True) buy_volume_20 = DecimalParameter(0.5, 6.0, default=1.2, space='buy', decimals=1, optimize=True, load=True) #buy_ema_rel_20 = DecimalParameter(0.97, 0.999, default=0.988, space='buy', decimals=3, optimize=True, load=True) buy_rsi_20 = DecimalParameter(20.0, 36.0, default=26.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_20 = DecimalParameter(14.0, 30.0, default=20.0, space='buy', decimals=1, optimize=True, load=True) buy_volume_21 = DecimalParameter(0.5, 6.0, default=3.0, space='buy', decimals=1, optimize=True, load=True) #buy_ema_rel_21 = DecimalParameter(0.97, 0.999, default=0.988, space='buy', decimals=3, optimize=True, load=True) buy_rsi_21 = DecimalParameter(10.0, 28.0, default=23.0, space='buy', decimals=1, optimize=True, load=True) buy_rsi_1h_21 = DecimalParameter(18.0, 40.0, default=24.0, space='buy', decimals=1, optimize=True, load=True) # Sell sell_condition_1_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True) sell_condition_2_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True) sell_condition_3_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True) sell_condition_4_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True) sell_condition_5_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True) sell_condition_6_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True) sell_condition_7_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True) sell_condition_8_enable = CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True) sell_rsi_bb_1 = DecimalParameter(60.0, 80.0, default=79.5, space='sell', decimals=1, optimize=True, load=True) sell_rsi_bb_2 = DecimalParameter(72.0, 90.0, default=81, space='sell', decimals=1, optimize=True, load=True) sell_rsi_main_3 = DecimalParameter(77.0, 90.0, default=82, space='sell', decimals=1, optimize=True, load=True) sell_dual_rsi_rsi_4 = DecimalParameter(72.0, 84.0, default=73.4, space='sell', decimals=1, optimize=True, load=True) sell_dual_rsi_rsi_1h_4 = DecimalParameter(78.0, 92.0, default=79.6, space='sell', decimals=1, optimize=True, load=True) sell_ema_relative_5 = DecimalParameter(0.005, 0.05, default=0.024, space='sell', optimize=True, load=True) sell_rsi_diff_5 = DecimalParameter(0.0, 20.0, default=4.4, space='sell', optimize=True, load=True) sell_rsi_under_6 = DecimalParameter(72.0, 90.0, default=79.0, space='sell', decimals=1, optimize=True, load=True) sell_rsi_1h_7 = DecimalParameter(80.0, 95.0, default=81.7, space='sell', decimals=1, optimize=True, load=True) sell_bb_relative_8 = DecimalParameter(1.05, 1.3, default=1.1, space='sell', decimals=3, optimize=True, load=True) sell_custom_profit_0 = DecimalParameter(0.01, 0.1, default=0.01, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_0 = DecimalParameter(30.0, 40.0, default=33.0, space='sell', decimals=3, optimize=True, load=True) sell_custom_profit_1 = DecimalParameter(0.01, 0.1, default=0.03, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_1 = DecimalParameter(30.0, 50.0, default=38.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_2 = DecimalParameter(0.01, 0.1, default=0.05, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_2 = DecimalParameter(34.0, 50.0, default=43.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_3 = DecimalParameter(0.06, 0.3, default=0.08, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_3 = DecimalParameter(38.0, 55.0, default=48.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_profit_4 = DecimalParameter(0.3, 0.6, default=0.25, space='sell', decimals=3, optimize=True, load=True) sell_custom_rsi_4 = DecimalParameter(40.0, 58.0, default=50.0, space='sell', decimals=2, optimize=True, load=True) sell_custom_under_profit_1 = DecimalParameter(0.01, 0.1, default=0.02, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_1 = DecimalParameter(36.0, 60.0, default=56.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_2 = DecimalParameter(0.01, 0.1, default=0.04, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_2 = DecimalParameter(46.0, 66.0, default=60.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_under_profit_3 = DecimalParameter(0.01, 0.1, default=0.6, space='sell', decimals=3, optimize=True, load=True) sell_custom_under_rsi_3 = DecimalParameter(50.0, 68.0, default=62.0, space='sell', decimals=1, optimize=True, load=True) sell_custom_dec_profit_1 = DecimalParameter(0.01, 0.1, default=0.05, space='sell', decimals=3, optimize=True, load=True) sell_custom_dec_profit_2 = DecimalParameter(0.05, 0.2, default=0.07, space='sell', decimals=3, optimize=True, load=True) sell_trail_profit_min_1 = DecimalParameter(0.1, 0.25, default=0.15, space='sell', decimals=3, optimize=True, load=True) sell_trail_profit_max_1 = DecimalParameter(0.3, 0.5, default=0.46, space='sell', decimals=2, optimize=True, load=True) sell_trail_down_1 = DecimalParameter(0.04, 0.2, default=0.18, space='sell', decimals=3, optimize=True, load=True) sell_trail_profit_min_2 = DecimalParameter(0.01, 0.1, default=0.01, space='sell', decimals=3, optimize=True, load=True) sell_trail_profit_max_2 = DecimalParameter(0.08, 0.25, default=0.12, space='sell', decimals=2, optimize=True, load=True) sell_trail_down_2 = DecimalParameter(0.04, 0.2, default=0.14, space='sell', decimals=3, optimize=True, load=True) sell_trail_profit_min_3 = DecimalParameter(0.01, 0.1, default=0.05, space='sell', decimals=3, optimize=True, load=True) sell_trail_profit_max_3 = DecimalParameter(0.08, 0.16, default=0.1, space='sell', decimals=2, optimize=True, load=True) sell_trail_down_3 = DecimalParameter(0.01, 0.04, default=0.01, space='sell', decimals=3, optimize=True, load=True) sell_custom_profit_under_rel_1 = DecimalParameter(0.01, 0.04, default=0.024, space='sell', optimize=True, load=True) sell_custom_profit_under_rsi_diff_1 = DecimalParameter(0.0, 20.0, default=4.4, space='sell', optimize=True, load=True) sell_custom_stoploss_under_rel_1 = DecimalParameter(0.001, 0.02, default=0.004, space='sell', optimize=True, load=True) sell_custom_stoploss_under_rsi_diff_1 = DecimalParameter(0.0, 20.0, default=8.0, space='sell', optimize=True, load=True) ############################################################# def get_ticker_indicator(self): return int(self.timeframe[:-1]) 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() max_profit = (trade.max_rate - trade.open_rate) / trade.open_rate if last_candle is not None: if (current_profit > self.sell_custom_profit_4.value) & (last_candle['rsi'] < self.sell_custom_rsi_4.value): return 'signal_profit_4' elif (current_profit > self.sell_custom_profit_3.value) & (last_candle['rsi'] < self.sell_custom_rsi_3.value): return 'signal_profit_3' elif (current_profit > self.sell_custom_profit_2.value) & (last_candle['rsi'] < self.sell_custom_rsi_2.value): return 'signal_profit_2' elif (current_profit > self.sell_custom_profit_1.value) & (last_candle['rsi'] < self.sell_custom_rsi_1.value): return 'signal_profit_1' elif (current_profit > self.sell_custom_profit_0.value) & (last_candle['rsi'] < self.sell_custom_rsi_0.value): return 'signal_profit_0' elif (current_profit > self.sell_custom_under_profit_1.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_1.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_1' elif (current_profit > self.sell_custom_under_profit_2.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_2.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_2' elif (current_profit > self.sell_custom_under_profit_3.value) & (last_candle['rsi'] < self.sell_custom_under_rsi_3.value) & (last_candle['close'] < last_candle['ema_200']): return 'signal_profit_u_3' elif (current_profit > self.sell_custom_dec_profit_1.value) & last_candle['sma_200_dec']: return 'signal_profit_d_1' elif (current_profit > self.sell_custom_dec_profit_2.value) & (last_candle['close'] < last_candle['ema_100']): return 'signal_profit_d_2' elif (current_profit > self.sell_trail_profit_min_1.value) & (current_profit < self.sell_trail_profit_max_1.value) & (max_profit > current_profit + self.sell_trail_down_1.value): return 'signal_profit_t_1' elif (current_profit > self.sell_trail_profit_min_2.value) & (current_profit < self.sell_trail_profit_max_2.value) & (max_profit > current_profit + self.sell_trail_down_2.value): return 'signal_profit_t_2' elif (last_candle['close'] < last_candle['ema_200']) & (current_profit > self.sell_trail_profit_min_3.value) & (current_profit < self.sell_trail_profit_max_3.value) & (max_profit > current_profit + self.sell_trail_down_3.value): return 'signal_profit_u_t_1' elif (current_profit > 0.0) & (last_candle['close'] < last_candle['ema_200']) & ((last_candle['ema_200'] - last_candle['close']) / last_candle['close'] < self.sell_custom_profit_under_rel_1.value) & (last_candle['rsi'] > last_candle['rsi_1h'] + self.sell_custom_profit_under_rsi_diff_1.value): return 'signal_profit_u_e_1' elif (current_profit < -0.0) & (last_candle['close'] < last_candle['ema_200']) & ((last_candle['ema_200'] - last_candle['close']) / last_candle['close'] < self.sell_custom_stoploss_under_rel_1.value) & (last_candle['rsi'] > last_candle['rsi_1h'] + self.sell_custom_stoploss_under_rsi_diff_1.value): return 'signal_stoploss_u_1' return None def informative_pairs(self): # get access to all pairs available in whitelist. pairs = self.dp.current_whitelist() # Assign tf to each pair so they can be downloaded and cached for strategy. informative_pairs = [(pair, '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.' # Get the informative pair informative_1h = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.inf_1h) # EMA informative_1h['ema_15'] = ta.EMA(informative_1h, timeperiod=15) 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) # SMA informative_1h['sma_200'] = ta.SMA(informative_1h, timeperiod=200) # RSI informative_1h['rsi'] = ta.RSI(informative_1h, timeperiod=14) # BB bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(informative_1h), window=20, stds=2) informative_1h['bb_lowerband'] = bollinger['lower'] informative_1h['bb_middleband'] = bollinger['mid'] informative_1h['bb_upperband'] = bollinger['upper'] # Pump protections informative_1h['safe_pump_24'] = ((informative_1h['open'].rolling(24).max() - informative_1h['close'].rolling(24).min()) / informative_1h['close'].rolling(24).min() < self.buy_pump_threshold_1.value) | ((informative_1h['open'].rolling(24).max() - informative_1h['close'].rolling(24).min()) / self.buy_pump_pull_threshold_1.value > informative_1h['close'] - informative_1h['close'].rolling(24).min()) informative_1h['safe_pump_36'] = ((informative_1h['open'].rolling(36).max() - informative_1h['close'].rolling(36).min()) / informative_1h['close'].rolling(36).min() < self.buy_pump_threshold_2.value) | ((informative_1h['open'].rolling(36).max() - informative_1h['close'].rolling(36).min()) / self.buy_pump_pull_threshold_2.value > informative_1h['close'] - informative_1h['close'].rolling(36).min()) informative_1h['safe_pump_48'] = ((informative_1h['open'].rolling(48).max() - informative_1h['close'].rolling(48).min()) / informative_1h['close'].rolling(48).min() < self.buy_pump_threshold_3.value) | ((informative_1h['open'].rolling(48).max() - informative_1h['close'].rolling(48).min()) / self.buy_pump_pull_threshold_3.value > informative_1h['close'] - informative_1h['close'].rolling(48).min()) informative_1h['safe_pump_24_strict'] = ((informative_1h['open'].rolling(24).max() - informative_1h['close'].rolling(24).min()) / informative_1h['close'].rolling(24).min() < self.buy_pump_threshold_4.value) | ((informative_1h['open'].rolling(24).max() - informative_1h['close'].rolling(24).min()) / self.buy_pump_pull_threshold_4.value > informative_1h['close'] - informative_1h['close'].rolling(24).min()) informative_1h['safe_pump_36_strict'] = ((informative_1h['open'].rolling(36).max() - informative_1h['close'].rolling(36).min()) / informative_1h['close'].rolling(36).min() < self.buy_pump_threshold_5.value) | ((informative_1h['open'].rolling(36).max() - informative_1h['close'].rolling(36).min()) / self.buy_pump_pull_threshold_5.value > informative_1h['close'] - informative_1h['close'].rolling(36).min()) informative_1h['safe_pump_48_strict'] = ((informative_1h['open'].rolling(48).max() - informative_1h['close'].rolling(48).min()) / informative_1h['close'].rolling(48).min() < self.buy_pump_threshold_6.value) | ((informative_1h['open'].rolling(48).max() - informative_1h['close'].rolling(48).min()) / self.buy_pump_pull_threshold_6.value > informative_1h['close'] - informative_1h['close'].rolling(48).min()) informative_1h['safe_pump_24_loose'] = ((informative_1h['open'].rolling(24).max() - informative_1h['close'].rolling(24).min()) / informative_1h['close'].rolling(24).min() < self.buy_pump_threshold_7.value) | ((informative_1h['open'].rolling(24).max() - informative_1h['close'].rolling(24).min()) / self.buy_pump_pull_threshold_7.value > informative_1h['close'] - informative_1h['close'].rolling(24).min()) informative_1h['safe_pump_36_loose'] = ((informative_1h['open'].rolling(36).max() - informative_1h['close'].rolling(36).min()) / informative_1h['close'].rolling(36).min() < self.buy_pump_threshold_8.value) | ((informative_1h['open'].rolling(36).max() - informative_1h['close'].rolling(36).min()) / self.buy_pump_pull_threshold_8.value > informative_1h['close'] - informative_1h['close'].rolling(36).min()) informative_1h['safe_pump_48_loose'] = ((informative_1h['open'].rolling(48).max() - informative_1h['close'].rolling(48).min()) / informative_1h['close'].rolling(48).min() < self.buy_pump_threshold_9.value) | ((informative_1h['open'].rolling(48).max() - informative_1h['close'].rolling(48).min()) / self.buy_pump_pull_threshold_9.value > informative_1h['close'] - informative_1h['close'].rolling(48).min()) return informative_1h def normal_tf_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # BB 40 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() # BB 20 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'] # EMA 200 dataframe['ema_12'] = ta.EMA(dataframe, timeperiod=12) dataframe['ema_20'] = ta.EMA(dataframe, timeperiod=20) dataframe['ema_26'] = ta.EMA(dataframe, timeperiod=26) dataframe['ema_50'] = ta.EMA(dataframe, timeperiod=50) dataframe['ema_100'] = ta.EMA(dataframe, timeperiod=100) dataframe['ema_200'] = ta.EMA(dataframe, timeperiod=200) # SMA dataframe['sma_5'] = ta.SMA(dataframe, timeperiod=5) dataframe['sma_30'] = ta.SMA(dataframe, timeperiod=30) dataframe['sma_200'] = ta.SMA(dataframe, timeperiod=200) dataframe['sma_200_dec'] = dataframe['sma_200'] < dataframe['sma_200'].shift(20) # MFI dataframe['mfi'] = ta.MFI(dataframe) # EWO dataframe['ewo'] = EWO(dataframe, self.fast_ewo.value, self.slow_ewo.value) # RSI dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) # Chopiness dataframe['chop'] = qtpylib.chopiness(dataframe, 14) # Dip protection dataframe['safe_dips'] = ((dataframe['open'] - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_1.value) & ((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_2.value) & ((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_3.value) & ((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_4.value) dataframe['safe_dips_strict'] = ((dataframe['open'] - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_5.value) & ((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_6.value) & ((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_7.value) & ((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_8.value) dataframe['safe_dips_loose'] = ((dataframe['open'] - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_9.value) & ((dataframe['open'].rolling(2).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_10.value) & ((dataframe['open'].rolling(12).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_11.value) & ((dataframe['open'].rolling(144).max() - dataframe['close']) / dataframe['close'] < self.buy_dip_threshold_12.value) # Volume dataframe['volume_mean_4'] = dataframe['volume'].rolling(4).mean().shift(1) dataframe['volume_mean_30'] = dataframe['volume'].rolling(30).mean() # Offset for i in self.ma_types: dataframe[f'{i}_offset_buy'] = self.ma_map[f'{i}']['calculate'](dataframe, self.base_nb_candles_buy.value) * self.ma_map[f'{i}']['low_offset'] dataframe[f'{i}_offset_sell'] = self.ma_map[f'{i}']['calculate'](dataframe, self.base_nb_candles_sell.value) * self.ma_map[f'{i}']['high_offset'] return dataframe def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # The indicators for the 1h informative timeframe informative_1h = self.informative_1h_indicators(dataframe, metadata) dataframe = merge_informative_pair(dataframe, informative_1h, self.timeframe, self.inf_1h, ffill=True) # The indicators for the normal (5m) timeframe dataframe = self.normal_tf_indicators(dataframe, metadata) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] conditions.append(self.buy_condition_1_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & (dataframe['sma_200'] > dataframe['sma_200'].shift(50)) & dataframe['safe_dips_strict'] & dataframe['safe_pump_24_1h'] & ((dataframe['close'] - dataframe['open'].rolling(36).min()) / dataframe['open'].rolling(36).min() > self.buy_min_inc_1.value) & (dataframe['rsi_1h'] > self.buy_rsi_1h_min_1.value) & (dataframe['rsi_1h'] < self.buy_rsi_1h_max_1.value) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['mfi'] < self.buy_mfi_1.value) & (dataframe['volume'] > 0)) #(dataframe['rsi_1h'] > self.buy_rsi_1h_min_2.value) & #(dataframe['rsi_1h'] < self.buy_rsi_1h_max_2.value) & conditions.append(self.buy_condition_2_enable.value & (dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(50)) & dataframe['safe_pump_24_strict_1h'] & (dataframe['volume_mean_4'] * self.buy_volume_2.value > dataframe['volume']) & (dataframe['rsi'] < dataframe['rsi_1h'] - self.buy_rsi_1h_diff_2.value) & (dataframe['mfi'] < self.buy_mfi_2.value) & (dataframe['close'] < dataframe['bb_lowerband'] * self.buy_bb_offset_2.value) & (dataframe['volume'] > 0)) conditions.append(self.buy_condition_3_enable.value & (dataframe['close'] > dataframe['ema_200_1h'] * self.buy_ema_rel_3.value) & (dataframe['ema_100'] > dataframe['ema_200']) & (dataframe['ema_100_1h'] > dataframe['ema_200_1h']) & dataframe['safe_pump_36_strict_1h'] & dataframe['lower'].shift().gt(0) & dataframe['bbdelta'].gt(dataframe['close'] * self.buy_bb40_bbdelta_close_3.value) & dataframe['closedelta'].gt(dataframe['close'] * self.buy_bb40_closedelta_close_3.value) & dataframe['tail'].lt(dataframe['bbdelta'] * self.buy_bb40_tail_bbdelta_3.value) & dataframe['close'].lt(dataframe['lower'].shift()) & dataframe['close'].le(dataframe['close'].shift()) & (dataframe['volume'] > 0)) conditions.append(self.buy_condition_4_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & dataframe['safe_dips_strict'] & dataframe['safe_pump_24_1h'] & (dataframe['close'] < dataframe['ema_50']) & (dataframe['close'] < self.buy_bb20_close_bblowerband_4.value * dataframe['bb_lowerband']) & (dataframe['volume'] < dataframe['volume_mean_30'].shift(1) * self.buy_bb20_volume_4.value)) conditions.append(self.buy_condition_5_enable.value & (dataframe['ema_100'] > dataframe['ema_200']) & (dataframe['close'] > dataframe['ema_200_1h'] * self.buy_ema_rel_5.value) & dataframe['safe_dips'] & dataframe['safe_pump_36_strict_1h'] & (dataframe['ema_26'] > dataframe['ema_12']) & (dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.buy_ema_open_mult_5.value) & (dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100) & (dataframe['close'] < dataframe['bb_lowerband'] * self.buy_bb_offset_5.value) & (dataframe['volume'] > 0)) conditions.append(self.buy_condition_6_enable.value & (dataframe['ema_100_1h'] > dataframe['ema_200_1h']) & dataframe['safe_dips_loose'] & dataframe['safe_pump_36_strict_1h'] & (dataframe['ema_26'] > dataframe['ema_12']) & (dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.buy_ema_open_mult_6.value) & (dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100) & (dataframe['close'] < dataframe['bb_lowerband'] * self.buy_bb_offset_6.value) & (dataframe['volume'] > 0)) conditions.append(self.buy_condition_7_enable.value & (dataframe['ema_100'] > dataframe['ema_200']) & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & dataframe['safe_dips_strict'] & (dataframe['volume'].rolling(4).mean() * self.buy_volume_7.value > dataframe['volume']) & (dataframe['ema_26'] > dataframe['ema_12']) & (dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.buy_ema_open_mult_7.value) & (dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100) & (dataframe['rsi'] < self.buy_rsi_7.value) & (dataframe['volume'] > 0)) conditions.append(self.buy_condition_8_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & dataframe['safe_dips_loose'] & dataframe['safe_pump_24_1h'] & (dataframe['rsi'] < self.buy_rsi_8.value) & (dataframe['volume'] > dataframe['volume'].shift(1) * self.buy_volume_8.value) & (dataframe['close'] > dataframe['open']) & (dataframe['close'] - dataframe['low'] > (dataframe['close'] - dataframe['open']) * self.buy_tail_diff_8.value) & (dataframe['volume'] > 0)) conditions.append(self.buy_condition_9_enable.value & (dataframe['ema_50'] > dataframe['ema_200']) & (dataframe['ema_100'] > dataframe['ema_200']) & dataframe['safe_dips_strict'] & dataframe['safe_pump_24_loose_1h'] & (dataframe['volume_mean_4'] * self.buy_volume_9.value > dataframe['volume']) & (dataframe['close'] < dataframe['ema_20'] * self.buy_ma_offset_9.value) & (dataframe['close'] < dataframe['bb_lowerband'] * self.buy_bb_offset_9.value) & (dataframe['rsi_1h'] > self.buy_rsi_1h_min_9.value) & (dataframe['rsi_1h'] < self.buy_rsi_1h_max_9.value) & (dataframe['mfi'] < self.buy_mfi_9.value) & (dataframe['volume'] > 0)) conditions.append(self.buy_condition_10_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_100_1h']) & (dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(24)) & dataframe['safe_dips_loose'] & dataframe['safe_pump_24_loose_1h'] & (dataframe['volume_mean_4'] * self.buy_volume_10.value > dataframe['volume']) & (dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_10.value) & (dataframe['close'] < dataframe['bb_lowerband'] * self.buy_bb_offset_10.value) & (dataframe['rsi_1h'] < self.buy_rsi_1h_10.value) & (dataframe['volume'] > 0)) conditions.append(self.buy_condition_11_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_100_1h']) & dataframe['safe_dips_loose'] & dataframe['safe_pump_24_loose_1h'] & dataframe['safe_pump_36_1h'] & dataframe['safe_pump_48_loose_1h'] & ((dataframe['close'] - dataframe['open'].rolling(36).min()) / dataframe['open'].rolling(36).min() > self.buy_min_inc_11.value) & (dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_11.value) & (dataframe['rsi_1h'] > self.buy_rsi_1h_min_11.value) & (dataframe['rsi_1h'] < self.buy_rsi_1h_max_11.value) & (dataframe['rsi'] < self.buy_rsi_11.value) & (dataframe['mfi'] < self.buy_mfi_11.value) & (dataframe['volume'] > 0)) conditions.append(self.buy_condition_12_enable.value & (dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(24)) & dataframe['safe_dips_strict'] & dataframe['safe_pump_24_1h'] & (dataframe['volume_mean_4'] * self.buy_volume_12.value > dataframe['volume']) & (dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_12.value) & (dataframe['ewo'] > self.buy_ewo_12.value) & (dataframe['rsi'] < self.buy_rsi_12.value) & (dataframe['volume'] > 0)) conditions.append(self.buy_condition_13_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_100_1h']) & (dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(24)) & dataframe['safe_dips_strict'] & dataframe['safe_pump_24_loose_1h'] & dataframe['safe_pump_36_loose_1h'] & (dataframe['volume_mean_4'] * self.buy_volume_13.value > dataframe['volume']) & (dataframe['close'] < dataframe['sma_30'] * self.buy_ma_offset_13.value) & (dataframe['ewo'] < self.buy_ewo_13.value) & (dataframe['volume'] > 0)) conditions.append(self.buy_condition_14_enable.value & (dataframe['sma_200'] > dataframe['sma_200'].shift(30)) & (dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(50)) & dataframe['safe_dips_loose'] & dataframe['safe_pump_24_1h'] & (dataframe['volume_mean_4'] * self.buy_volume_14.value > dataframe['volume']) & (dataframe['ema_26'] > dataframe['ema_12']) & (dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.buy_ema_open_mult_14.value) & (dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100) & (dataframe['close'] < dataframe['bb_lowerband'] * self.buy_bb_offset_14.value) & (dataframe['close'] < dataframe['ema_20'] * self.buy_ma_offset_14.value) & (dataframe['volume'] > 0)) conditions.append(self.buy_condition_15_enable.value & (dataframe['close'] > dataframe['ema_200_1h'] * self.buy_ema_rel_15.value) & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & dataframe['safe_dips'] & dataframe['safe_pump_36_strict_1h'] & (dataframe['ema_26'] > dataframe['ema_12']) & (dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.buy_ema_open_mult_15.value) & (dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100) & (dataframe['rsi'] < self.buy_rsi_15.value) & (dataframe['close'] < dataframe['ema_20'] * self.buy_ma_offset_15.value) & (dataframe['volume'] > 0)) conditions.append(self.buy_condition_16_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & dataframe['safe_dips_strict'] & dataframe['safe_pump_24_strict_1h'] & (dataframe['volume_mean_4'] * self.buy_volume_16.value > dataframe['volume']) & (dataframe['close'] < dataframe['ema_20'] * self.buy_ma_offset_16.value) & (dataframe['ewo'] > self.buy_ewo_16.value) & (dataframe['rsi'] < self.buy_rsi_16.value) & (dataframe['volume'] > 0)) conditions.append(self.buy_condition_17_enable.value & dataframe['safe_dips_strict'] & dataframe['safe_pump_24_loose_1h'] & (dataframe['volume_mean_4'] * self.buy_volume_17.value > dataframe['volume']) & (dataframe['close'] < dataframe['ema_20'] * self.buy_ma_offset_17.value) & (dataframe['ewo'] < self.buy_ewo_17.value) & (dataframe['volume'] > 0)) conditions.append(self.buy_condition_18_enable.value & (dataframe['close'] > dataframe['ema_200_1h']) & (dataframe['ema_100'] > dataframe['ema_200']) & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & (dataframe['sma_200'] > dataframe['sma_200'].shift(20)) & (dataframe['sma_200'] > dataframe['sma_200'].shift(44)) & (dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(36)) & (dataframe['sma_200_1h'] > dataframe['sma_200_1h'].shift(72)) & dataframe['safe_dips'] & dataframe['safe_pump_24_strict_1h'] & (dataframe['volume_mean_4'] * self.buy_volume_18.value > dataframe['volume']) & (dataframe['rsi'] < self.buy_rsi_18.value) & (dataframe['close'] < dataframe['bb_lowerband'] * self.buy_bb_offset_18.value) & (dataframe['volume'] > 0)) conditions.append(self.buy_condition_19_enable.value & (dataframe['ema_100_1h'] > dataframe['ema_200_1h']) & (dataframe['sma_200'] > dataframe['sma_200'].shift(36)) & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & dataframe['safe_dips'] & dataframe['safe_pump_24_1h'] & (dataframe['close'].shift(1) > dataframe['ema_100_1h']) & (dataframe['low'] < dataframe['ema_100_1h']) & (dataframe['close'] > dataframe['ema_100_1h']) & (dataframe['rsi_1h'] > self.buy_rsi_1h_min_19.value) & (dataframe['chop'] < self.buy_chop_min_19.value) & (dataframe['volume'] > 0)) conditions.append(self.buy_condition_20_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & dataframe['safe_dips'] & dataframe['safe_pump_24_loose_1h'] & (dataframe['volume_mean_4'] * self.buy_volume_20.value > dataframe['volume']) & (dataframe['rsi'] < self.buy_rsi_20.value) & (dataframe['rsi_1h'] < self.buy_rsi_1h_20.value) & (dataframe['volume'] > 0)) conditions.append(self.buy_condition_21_enable.value & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & dataframe['safe_dips_strict'] & (dataframe['volume_mean_4'] * self.buy_volume_21.value > dataframe['volume']) & (dataframe['rsi'] < self.buy_rsi_21.value) & (dataframe['rsi_1h'] < self.buy_rsi_1h_21.value) & (dataframe['volume'] > 0)) for i in self.ma_types: conditions.append((dataframe['close'] < dataframe[f'{i}_offset_buy']) & ((dataframe['ewo'] < self.ewo_low.value) | (dataframe['ewo'] > self.ewo_high.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(self.sell_condition_1_enable.value & (dataframe['rsi'] > self.sell_rsi_bb_1.value) & (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['close'].shift(4) > dataframe['bb_upperband'].shift(4)) & (dataframe['close'].shift(5) > dataframe['bb_upperband'].shift(5)) & (dataframe['volume'] > 0)) conditions.append(self.sell_condition_2_enable.value & (dataframe['rsi'] > self.sell_rsi_bb_2.value) & (dataframe['close'] > dataframe['bb_upperband']) & (dataframe['close'].shift(1) > dataframe['bb_upperband'].shift(1)) & (dataframe['close'].shift(2) > dataframe['bb_upperband'].shift(2)) & (dataframe['volume'] > 0)) conditions.append(self.sell_condition_3_enable.value & (dataframe['rsi'] > self.sell_rsi_main_3.value) & (dataframe['volume'] > 0)) conditions.append(self.sell_condition_4_enable.value & (dataframe['rsi'] > self.sell_dual_rsi_rsi_4.value) & (dataframe['rsi_1h'] > self.sell_dual_rsi_rsi_1h_4.value) & (dataframe['volume'] > 0)) conditions.append(self.sell_condition_6_enable.value & (dataframe['close'] < dataframe['ema_200']) & (dataframe['close'] > dataframe['ema_50']) & (dataframe['rsi'] > self.sell_rsi_under_6.value) & (dataframe['volume'] > 0)) conditions.append(self.sell_condition_7_enable.value & (dataframe['rsi_1h'] > self.sell_rsi_1h_7.value) & qtpylib.crossed_below(dataframe['ema_12'], dataframe['ema_26']) & (dataframe['volume'] > 0)) conditions.append(self.sell_condition_8_enable.value & (dataframe['close'] > dataframe['bb_upperband_1h'] * self.sell_bb_relative_8.value) & (dataframe['volume'] > 0)) "\n\tfor i in self.ma_types:\n conditions.append(\n (\n (dataframe['close'] > dataframe[f'{i}_offset_sell']) &\n (dataframe['volume'] > 0)\n )\n )\n\t" if conditions: dataframe.loc[reduce(lambda x, y: x | y, conditions), 'exit_long'] = 0 return dataframe # Elliot Wave Oscillator def EWO(dataframe, sma1_length=5, sma2_length=35): df = dataframe.copy() sma1 = ta.EMA(df, timeperiod=sma1_length) sma2 = ta.EMA(df, timeperiod=sma2_length) smadif = (sma1 - sma2) / df['close'] * 100 return smadif |
Strategy League — fixed backtest that feeds the ranking
The fixed-params backtest (33 pairs · 20210101-20260101) — the only run that feeds the Strategy League ranking.
Backtests — over a market period
Backtest this strategy over a chosen crypto-cycle period. These don't affect the League ranking, and need that period's candle data downloaded.
Log in or sign up to run backtests.
| Period | Range | Total % | Win % | Max DD | Trades | |
|---|---|---|---|---|---|---|
| 2020 · DeFi Summer & Pre-Halving Rally | 20200101-20210101 | not run | ||||
| 2021 · Institutional Bull Market | 20210101-20220101 | not run | ||||
| 2022 · Post-Bull Crash & Macro Tightening | 20220101-20230101 | not run | ||||
| 2023–2024 · Recovery & ETF Anticipation | 20230101-20250101 | not run | ||||
| 2025–2026 · Current Cycle | 20250101-20260101 | not run | ||||
Walk forward
Out-of-sample backtest on recent data · 33 pairs · 20260101-20260701.
Backtest trust check
Static source analysis — instant, does not run the strategy. Flags future-data leaks, backtest-realism problems, and indicators worth a second look.
Lookahead analysis
freqtrade lookahead-analysis: detects strategies peeking at future candles.