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BinHV27

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guibvieira/freqtrade-crypto/user_data/strategies/BinHV27_converted.py · ★6 · ⑂2 · first seen 2026-07-28 · repo updated 2022-09-30

Basics mode: spot timeframe: 5m interface version: 3
Settings stoploss: -0.1 has minimal roi
Indicators ADX EMA RSI SMA talib
15 related strategies (⧉ identical code, ≈ similar name)

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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 freqtrade.vendor.qtpylib.indicators as qtpylib
from typing import Dict, List
from functools import reduce
from pandas import DataFrame, DatetimeIndex, merge
# --------------------------------
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy  # noqa

class BinHV27(IStrategy):
    INTERFACE_VERSION = 3
    '\n\n        strategy sponsored by user BinH from slack\n\n    '
    minimal_roi = {'0': 1}
    stoploss = -0.1
    timeframe = '5m'

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe['rsi'] = numpy.nan_to_num(ta.RSI(dataframe, timeperiod=5))
        rsiframe = DataFrame(dataframe['rsi']).rename(columns={'rsi': 'close'})
        dataframe['emarsi'] = numpy.nan_to_num(ta.EMA(rsiframe, timeperiod=5))
        dataframe['adx'] = numpy.nan_to_num(ta.ADX(dataframe))
        dataframe['minusdi'] = numpy.nan_to_num(ta.MINUS_DI(dataframe))
        minusdiframe = DataFrame(dataframe['minusdi']).rename(columns={'minusdi': 'close'})
        dataframe['minusdiema'] = numpy.nan_to_num(ta.EMA(minusdiframe, timeperiod=25))
        dataframe['plusdi'] = numpy.nan_to_num(ta.PLUS_DI(dataframe))
        plusdiframe = DataFrame(dataframe['plusdi']).rename(columns={'plusdi': 'close'})
        dataframe['plusdiema'] = numpy.nan_to_num(ta.EMA(plusdiframe, timeperiod=5))
        dataframe['lowsma'] = numpy.nan_to_num(ta.EMA(dataframe, timeperiod=60))
        dataframe['highsma'] = numpy.nan_to_num(ta.EMA(dataframe, timeperiod=120))
        dataframe['fastsma'] = numpy.nan_to_num(ta.SMA(dataframe, timeperiod=120))
        dataframe['slowsma'] = numpy.nan_to_num(ta.SMA(dataframe, timeperiod=240))
        dataframe['bigup'] = dataframe['fastsma'].gt(dataframe['slowsma']) & (dataframe['fastsma'] - dataframe['slowsma'] > dataframe['close'] / 300)
        dataframe['bigdown'] = ~dataframe['bigup']
        dataframe['trend'] = dataframe['fastsma'] - dataframe['slowsma']
        dataframe['preparechangetrend'] = dataframe['trend'].gt(dataframe['trend'].shift())
        dataframe['preparechangetrendconfirm'] = dataframe['preparechangetrend'] & dataframe['trend'].shift().gt(dataframe['trend'].shift(2))
        dataframe['continueup'] = dataframe['slowsma'].gt(dataframe['slowsma'].shift()) & dataframe['slowsma'].shift().gt(dataframe['slowsma'].shift(2))
        dataframe['delta'] = dataframe['fastsma'] - dataframe['fastsma'].shift()
        dataframe['slowingdown'] = dataframe['delta'].lt(dataframe['delta'].shift())
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[dataframe['slowsma'].gt(0) & dataframe['close'].lt(dataframe['highsma']) & dataframe['close'].lt(dataframe['lowsma']) & dataframe['minusdi'].gt(dataframe['minusdiema']) & dataframe['rsi'].ge(dataframe['rsi'].shift()) & (~dataframe['preparechangetrend'] & ~dataframe['continueup'] & dataframe['adx'].gt(25) & dataframe['bigdown'] & dataframe['emarsi'].le(20) | ~dataframe['preparechangetrend'] & dataframe['continueup'] & dataframe['adx'].gt(30) & dataframe['bigdown'] & dataframe['emarsi'].le(20) | ~dataframe['continueup'] & dataframe['adx'].gt(35) & dataframe['bigup'] & dataframe['emarsi'].le(20) | dataframe['continueup'] & dataframe['adx'].gt(30) & dataframe['bigup'] & dataframe['emarsi'].le(25)), 'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[~dataframe['preparechangetrendconfirm'] & ~dataframe['continueup'] & (dataframe['close'].gt(dataframe['lowsma']) | dataframe['close'].gt(dataframe['highsma'])) & dataframe['highsma'].gt(0) & dataframe['bigdown'] | ~dataframe['preparechangetrendconfirm'] & ~dataframe['continueup'] & dataframe['close'].gt(dataframe['highsma']) & dataframe['highsma'].gt(0) & (dataframe['emarsi'].ge(75) | dataframe['close'].gt(dataframe['slowsma'])) & dataframe['bigdown'] | ~dataframe['preparechangetrendconfirm'] & dataframe['close'].gt(dataframe['highsma']) & dataframe['highsma'].gt(0) & dataframe['adx'].gt(30) & dataframe['emarsi'].ge(80) & dataframe['bigup'] | dataframe['preparechangetrendconfirm'] & ~dataframe['continueup'] & dataframe['slowingdown'] & dataframe['emarsi'].ge(75) & dataframe['slowsma'].gt(0) | dataframe['preparechangetrendconfirm'] & dataframe['minusdi'].lt(dataframe['plusdi']) & dataframe['close'].gt(dataframe['lowsma']) & dataframe['slowsma'].gt(0), 'exit_long'] = 1
        return dataframe