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Danson77/Freqtrade_AIO_UI/user_data/backtest_reports/Registerd_with_100USDT/binance/binance.py · first seen 2026-07-16 · repo updated 2026-05-20

Basics mode: spot timeframe: 5m interface version: 3
Settings stoploss: -0.99 has minimal roi custom stoploss process only new candles startup candle count: 20 hyperopt hyperopt params: 14
Indicators Bollinger_Bands EMA RSI SMA Stochastic pandas_ta talib
Methods custom_exit custom_stoploss ewo
12 related strategies (⧉ identical code, ≈ similar name)

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from datetime import datetime, timedelta
from typing import Optional, Union
from functools import reduce

import freqtrade.vendor.qtpylib.indicators as qtpylib
import talib.abstract as ta
import pandas_ta as pta

from freqtrade.persistence import Trade
from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy import DecimalParameter, IntParameter
from pandas import DataFrame


def ewo(dataframe, ema_length=5, ema2_length=35):
    ema1 = ta.EMA(dataframe, timeperiod=ema_length)
    ema2 = ta.EMA(dataframe, timeperiod=ema2_length)
    return (ema1 - ema2) / dataframe['low'] * 100


class binance(IStrategy):
    INTERFACE_VERSION = 3

    minimal_roi = {
        "0": 10
    }

    timeframe = '5m'
    process_only_new_candles = True
    startup_candle_count = 20
    stoploss = -0.99
    use_custom_stoploss = True

    order_types = {
        'entry': 'market',
        'exit': 'market',
        'emergency_exit': 'market',
        'force_entry': 'market',
        'force_exit': 'market',
        'stoploss': 'market',
        'stoploss_on_exchange': False,
        'stoploss_on_exchange_interval': 60,
        'stoploss_on_exchange_market_ratio': 0.99
    }

    is_optimize_ewo = True
    buy_rsi_fast = IntParameter(35, 50, default=50, space='buy', optimize=is_optimize_ewo)
    buy_rsi = IntParameter(15, 35, default=30, space='buy', optimize=is_optimize_ewo)
    buy_ewo = DecimalParameter(-6.0, 5, default=-1.238, space='buy', optimize=is_optimize_ewo)
    buy_ema_low = DecimalParameter(0.9, 0.99, default=0.956, space='buy', optimize=is_optimize_ewo)
    buy_ema_high = DecimalParameter(0.95, 1.2, default=0.986, space='buy', optimize=is_optimize_ewo)

    is_optimize_32 = True
    buy_rsi_fast_32 = IntParameter(20, 70, default=63, space='buy', optimize=is_optimize_32)
    buy_rsi_32 = IntParameter(15, 50, default=16, space='buy', optimize=is_optimize_32)
    buy_sma15_32 = DecimalParameter(0.900, 1, default=0.932, decimals=3, space='buy', optimize=is_optimize_32)
    buy_cti_32 = DecimalParameter(-1, 0, default=-0.8, decimals=2, space='buy', optimize=is_optimize_32)

    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(0.90, 1.20, 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)

    sell_fastx = IntParameter(50, 100, default=75, space='sell', optimize=True)

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe['sma_15'] = ta.SMA(dataframe, timeperiod=15)
        dataframe['cti'] = pta.cti(dataframe["close"], length=20)
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
        dataframe['rsi_fast'] = ta.RSI(dataframe, timeperiod=4)
        dataframe['rsi_slow'] = ta.RSI(dataframe, timeperiod=20)

        dataframe['ema_8'] = ta.EMA(dataframe, timeperiod=8)
        dataframe['ema_16'] = ta.EMA(dataframe, timeperiod=16)
        dataframe['EWO'] = ewo(dataframe, 50, 200)

        stoch_fast = ta.STOCHF(dataframe, 5, 3, 0, 3, 0)
        dataframe['fastd'] = stoch_fast['fastd']
        dataframe['fastk'] = stoch_fast['fastk']

        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 = []
        dataframe['enter_tag'] = ''
        dataframe['enter_long'] = 0

        is_ewo = (
            (dataframe['rsi_fast'] < self.buy_rsi_fast.value) &
            (dataframe['close'] < dataframe['ema_8'] * self.buy_ema_low.value) &
            (dataframe['EWO'] > self.buy_ewo.value) &
            (dataframe['close'] < dataframe['ema_16'] * self.buy_ema_high.value) &
            (dataframe['rsi'] < self.buy_rsi.value)
        )

        buy_1 = (
            (dataframe['rsi_slow'] < dataframe['rsi_slow'].shift(1)) &
            (dataframe['rsi_fast'] < self.buy_rsi_fast_32.value) &
            (dataframe['rsi'] > self.buy_rsi_32.value) &
            (dataframe['close'] < dataframe['sma_15'] * self.buy_sma15_32.value) &
            (dataframe['cti'] < self.buy_cti_32.value)
        )

        conditions.append(is_ewo)
        dataframe.loc[is_ewo, 'enter_tag'] += 'ewo '

        conditions.append(buy_1)
        dataframe.loc[buy_1, 'enter_tag'] += 'buy_1 '

        if conditions:
            dataframe.loc[
                reduce(lambda x, y: x | y, conditions),
                'enter_long'
            ] = 1

        return dataframe

    def custom_stoploss(
        self,
        pair: str,
        trade: Trade,
        current_time: datetime,
        current_rate: float,
        current_profit: float,
        **kwargs
    ) -> float:
        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
        if dataframe.empty:
            return self.stoploss

        current_candle = dataframe.iloc[-1]

        if current_time - timedelta(minutes=60) > trade.open_date_utc:
            if (current_candle["fastk"] > self.sell_fastx.value) and (current_profit > -0.01):
                return -0.001

        if current_time - timedelta(days=1) > trade.open_date_utc:
            if (current_candle["fastk"] > self.sell_fastx.value) and (current_profit > -0.05):
                return -0.001

        enter_tag = trade.enter_tag if getattr(trade, 'enter_tag', None) else ''
        enter_tags = enter_tag.split()

        if "ewo" in enter_tags and current_profit >= 0.05:
            return -0.005

        if current_profit > 0 and current_candle["fastk"] > self.sell_fastx.value:
            return -0.001

        return self.stoploss

    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)
        if dataframe.empty:
            return None

        current_candle = dataframe.iloc[-1]

        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"

        return None

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

        return dataframe