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ZaratustraV13

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uploads/ZaratustraV13.py · uploaded by 🐋 Ron · first seen 2026-07-25

Basics mode: futures timeframe: 5m interface version: 3
Settings stoploss: -0.296 has minimal roi trailing
Indicators ADX Bollinger_Bands talib technical
Concepts trailing
Methods leverage
15 related strategies (⧉ identical code, ≈ similar name)

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# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
# flake8: noqa: F401
# isort: skip_file
# --- Do not remove these imports ---
from freqtrade.constants import Config
from freqtrade.persistence import Trade
from freqtrade.strategy import IStrategy, informative, IntParameter
# from freqtrade.optimize.space import Categorical, Dimension, Integer
from datetime import datetime, timedelta
from pandas import DataFrame
from typing import Dict, List, Optional, Union, Tuple
import talib.abstract as ta
from technical import qtpylib



class ZaratustraV13(IStrategy):
    # Parameters
    INTERFACE_VERSION = 3
    timeframe = '5m'
    can_short = True
    use_exit_signal = False
    exit_profit_only = True
    
    # ROI table:
    minimal_roi = {}

    # Stoploss:
    stoploss = -0.296

    # Trailing stop:
    trailing_stop = True
    trailing_stop_positive = 0.01
    trailing_stop_positive_offset = 0.1
    trailing_only_offset_is_reached = True

    # Max Open Trades:
    max_open_trades = -1

    def leverage(self, pair: str, current_time: "datetime", current_rate: float, proposed_leverage: float, max_leverage: float, side: str, **kwargs,) -> float:
        return 10
        
    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe['dx']  = ta.DX(dataframe)
        dataframe['adx'] = ta.ADX(dataframe)
        dataframe['pdi'] = ta.PLUS_DI(dataframe)
        dataframe['mdi'] = ta.MINUS_DI(dataframe)
        dataframe[['bbl', 'bbm', 'bbu']] = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)[['lower', 'mid', 'upper']]
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                (dataframe['dx']  > dataframe['mdi']) &
                (dataframe['adx'] > dataframe['mdi']) &
                (dataframe['pdi'] > dataframe['mdi'])
            ),
            ['enter_long', 'enter_tag']
        ] = (1, 'Long DI enter')

        dataframe.loc[
            (
                qtpylib.crossed_above(dataframe['close'], dataframe['bbu'])
            ),
            ['enter_long', 'enter_tag']
        ] = (1, 'Long Bollinger enter')

        dataframe.loc[
            (
                (dataframe['dx']  > dataframe['mdi']) &
                (dataframe['adx'] > dataframe['pdi']) &
                (dataframe['mdi'] > dataframe['pdi'])
            ),
            ['enter_short', 'enter_tag']
        ] = (1, 'Short DI enter')

        dataframe.loc[
            (
                qtpylib.crossed_below(dataframe['close'], dataframe['bbl'])
            ),
            ['enter_short', 'enter_tag']
        ] = (1, 'Short Bollinger enter')
        
        return dataframe
    
    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        return dataframe