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BinClucMad

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DerSalvador/freqtrade-helm-chart/chart/deployed_strategies/binance-michael-k8s-namespace/BinClucMad.py · first seen 2026-07-19 · repo updated 2026-04-16 · ⬇ 1 download

Basics mode: spot timeframe: 5m interface version: 3
Settings stoploss: -0.99 has minimal roi trailing custom stoploss process only new candles: false startup candle count: 200 hyperopt hyperopt params: 33
Indicators ATR Bollinger_Bands EMA RSI talib
Concepts trailing
Methods SSLChannels 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.persistence import Trade
from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
from datetime import datetime, timedelta
from freqtrade.strategy import merge_informative_pair, CategoricalParameter, DecimalParameter, IntParameter
from functools import reduce
# SSL Channels

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 BinClucMad(IStrategy):
    INTERFACE_VERSION = 3  # I feel lucky!
    # We're going up?
    minimal_roi = {'0': 0.038, '10': 0.028, '40': 0.015, '180': 0.018}
    stoploss = -0.99  # effectively disabled.
    timeframe = '5m'
    informative_timeframe = '1h'
    # Sell signal
    use_exit_signal = True
    exit_profit_only = False
    exit_profit_offset = 0.001  # it doesn't meant anything, just to guarantee there is a minimal profit.
    ignore_roi_if_entry_signal = False
    # Trailing stoploss
    trailing_stop = False
    trailing_only_offset_is_reached = False
    trailing_stop_positive = 0.01
    trailing_stop_positive_offset = 0.025
    # Custom stoploss
    use_custom_stoploss = True
    # Run "populate_indicators()" only for new candle.
    process_only_new_candles = False
    # Number of candles the strategy requires before producing valid signals
    startup_candle_count: int = 200
    # Optional order type mapping.
    order_types = {'entry': 'market', 'exit': 'market', 'stoploss': 'market', 'stoploss_on_exchange': False}
    #############
    # Enable/Disable conditions
    entry_params = {'v9_entry_condition_0_enable': False, 'v9_entry_condition_1_enable': True, 'v9_entry_condition_2_enable': True, 'v9_entry_condition_3_enable': True, 'v9_entry_condition_4_enable': True, 'v9_entry_condition_5_enable': True, 'v9_entry_condition_6_enable': True, 'v9_entry_condition_7_enable': True, 'v9_entry_condition_8_enable': True, 'v9_entry_condition_9_enable': True, 'v9_entry_condition_10_enable': True, 'v6_entry_condition_0_enable': True, 'v6_entry_condition_1_enable': True, 'v6_entry_condition_2_enable': True, 'v6_entry_condition_3_enable': True, 'v6_entry_condition_4_enable': True}
    #############
    # Enable/Disable conditions
    exit_params = {'v9_exit_condition_0_enable': False, 'v8_exit_condition_1_enable': True, 'v8_exit_condition_2_enable': False}
    ############################################################################
    # Buy  CombinedBinHClucAndMADV9
    v9_entry_condition_0_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
    v9_entry_condition_1_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
    v9_entry_condition_2_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
    v9_entry_condition_3_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
    v9_entry_condition_4_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
    v9_entry_condition_5_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
    v9_entry_condition_6_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
    v9_entry_condition_7_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
    v9_entry_condition_8_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
    v9_entry_condition_9_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
    v9_entry_condition_10_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
    v6_entry_condition_0_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
    v6_entry_condition_1_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
    v6_entry_condition_2_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
    v6_entry_condition_3_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
    v6_entry_condition_4_enable = CategoricalParameter([True, False], default=True, space='entry', optimize=False, load=True)
    # Sell
    v9_exit_condition_0_enable = CategoricalParameter([True, False], default=True, space='exit', optimize=False, load=True)
    v8_exit_condition_0_enable = CategoricalParameter([True, False], default=True, space='exit', optimize=False, load=True)
    v8_exit_condition_1_enable = CategoricalParameter([True, False], default=True, space='exit', optimize=False, load=True)
    entry_bb20_close_bblowerband_safe_1 = DecimalParameter(0.7, 1.1, default=0.99, space='entry', optimize=True, load=True)
    entry_bb20_close_bblowerband_safe_2 = DecimalParameter(0.7, 1.1, default=0.982, space='entry', optimize=True, load=True)
    entry_volume_pump_1 = DecimalParameter(0.1, 0.9, default=0.4, space='entry', decimals=1, optimize=True, load=True)
    entry_volume_drop_1 = DecimalParameter(1, 10, default=4, space='entry', decimals=1, optimize=True, load=True)
    entry_rsi_1h_1 = DecimalParameter(10.0, 40.0, default=16.5, space='entry', decimals=1, optimize=True, load=True)
    entry_rsi_1h_2 = DecimalParameter(10.0, 40.0, default=15.0, space='entry', decimals=1, optimize=True, load=True)
    entry_rsi_1h_3 = DecimalParameter(10.0, 40.0, default=20.0, space='entry', decimals=1, optimize=True, load=True)
    entry_rsi_1h_4 = DecimalParameter(10.0, 40.0, default=35.0, space='entry', decimals=1, optimize=True, load=True)
    entry_rsi_1 = DecimalParameter(10.0, 40.0, default=28.0, space='entry', decimals=1, optimize=True, load=True)
    entry_rsi_2 = DecimalParameter(7.0, 40.0, default=10.0, space='entry', decimals=1, optimize=True, load=True)
    entry_rsi_3 = DecimalParameter(7.0, 40.0, default=14.2, space='entry', decimals=1, optimize=True, load=True)
    entry_macd_1 = DecimalParameter(0.01, 0.09, default=0.02, space='entry', decimals=2, optimize=True, load=True)
    entry_macd_2 = DecimalParameter(0.01, 0.09, default=0.03, space='entry', decimals=2, optimize=True, load=True)
    v8_exit_rsi_main = DecimalParameter(72.0, 90.0, default=80, space='exit', 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:
        # Manage losing trades and open room for better ones.
        if current_profit > 0:
            return 0.99
        else:
            trade_time_50 = trade.open_date_utc + timedelta(minutes=50)
            # trade_time_240 = trade.open_date_utc + timedelta(minutes=240)
            # Trade open more then 60 minutes. For this strategy it's means -> loss
            # Let's try to minimize the loss
            if current_time > trade_time_50:
                try:
                    number_of_candle_shift = int((current_time - trade_time_50).total_seconds() / 300)
                    dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
                    candle = dataframe.iloc[-number_of_candle_shift].squeeze()
                    # We are at bottom. Wait...
                    if candle['rsi_1h'] < 30:
                        return 0.99
                    # Are we still sinking?
                    if candle['close'] > candle['ema_200']:
                        if current_rate * 1.025 < candle['open']:
                            return 0.01
                    if current_rate * 1.015 < candle['open']:
                        return 0.01
                except IndexError as error:
                    # Whoops, set stoploss at 10%
                    return 0.1
        return 0.99

    def informative_pairs(self):
        pairs = self.dp.current_whitelist()
        informative_pairs = [(pair, self.informative_timeframe) 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.informative_timeframe)
        # EMA
        informative_1h['ema_50'] = ta.EMA(informative_1h, timeperiod=50)
        informative_1h['ema_200'] = ta.EMA(informative_1h, timeperiod=200)
        # RSI
        informative_1h['rsi'] = ta.RSI(informative_1h, timeperiod=14)
        # SSL Channels
        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:
        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['volume_mean_slow'] = dataframe['volume'].rolling(window=30).mean()
        # EMA
        dataframe['ema_200'] = ta.EMA(dataframe, timeperiod=200)
        dataframe['ema_50'] = ta.EMA(dataframe, timeperiod=50)
        dataframe['ema_26'] = ta.EMA(dataframe, timeperiod=26)
        dataframe['ema_12'] = ta.EMA(dataframe, timeperiod=12)
        # SMA
        dataframe['sma_5'] = ta.EMA(dataframe, timeperiod=5)
        # RSI
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
        return dataframe

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # The indicators for the 1h informative timeframe
        informative = self.informative_1h_indicators(dataframe, metadata)
        dataframe = merge_informative_pair(dataframe, informative, self.timeframe, self.informative_timeframe, 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 = []
        # START  VERSION9
        if self.v9_entry_condition_1_enable.value:
            conditions.append((dataframe['close'] > dataframe['ema_200']) & (dataframe['close'] > dataframe['ema_200_1h']) & (dataframe['close'] < dataframe['bb_lowerband'] * self.entry_bb20_close_bblowerband_safe_1.value) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(30) * self.entry_volume_pump_1.value) & (dataframe['volume'] < dataframe['volume'].shift() * self.entry_volume_drop_1.value) & (dataframe['open'] - dataframe['close'] < dataframe['bb_upperband'].shift(2) - dataframe['bb_lowerband'].shift(2)) & (dataframe['volume'] > 0))
        if self.v9_entry_condition_2_enable.value:
            conditions.append((dataframe['close'] > dataframe['ema_200']) & (dataframe['close'] < dataframe['bb_lowerband'] * self.entry_bb20_close_bblowerband_safe_2.value) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(30) * self.entry_volume_pump_1.value) & (dataframe['volume'] < dataframe['volume'].shift() * self.entry_volume_drop_1.value) & (dataframe['open'] - dataframe['close'] < dataframe['bb_upperband'].shift(2) - dataframe['bb_lowerband'].shift(2)) & (dataframe['volume'] > 0))
        if self.v9_entry_condition_3_enable.value:
            conditions.append((dataframe['close'] > dataframe['ema_200_1h']) & (dataframe['close'] < dataframe['bb_lowerband']) & (dataframe['rsi'] < self.entry_rsi_3.value) & (dataframe['volume'] < dataframe['volume'].shift() * self.entry_volume_drop_1.value) & (dataframe['volume'] > 0))
        if self.v9_entry_condition_4_enable.value:
            conditions.append((dataframe['rsi_1h'] < self.entry_rsi_1h_1.value) & (dataframe['close'] < dataframe['bb_lowerband']) & (dataframe['volume'] < dataframe['volume'].shift() * self.entry_volume_drop_1.value) & (dataframe['volume'] > 0))
        if self.v9_entry_condition_5_enable.value:  # Make sure Volume is not 0
            conditions.append((dataframe['close'] > dataframe['ema_200']) & (dataframe['close'] > dataframe['ema_200_1h']) & (dataframe['ema_26'] > dataframe['ema_12']) & (dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.entry_macd_1.value) & (dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100) & (dataframe['close'] < dataframe['bb_lowerband']) & (dataframe['volume'] < dataframe['volume'].shift() * self.entry_volume_drop_1.value) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(30) * self.entry_volume_pump_1.value) & (dataframe['volume'] > 0))
        if self.v9_entry_condition_6_enable.value:
            conditions.append((dataframe['ema_26'] > dataframe['ema_12']) & (dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.entry_macd_2.value) & (dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100) & (dataframe['close'] < dataframe['bb_lowerband']) & (dataframe['volume'] < dataframe['volume'].shift() * self.entry_volume_drop_1.value) & (dataframe['volume'] > 0))
        if self.v9_entry_condition_7_enable.value:
            conditions.append((dataframe['rsi_1h'] < self.entry_rsi_1h_2.value) & (dataframe['ema_26'] > dataframe['ema_12']) & (dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.entry_macd_1.value) & (dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100) & (dataframe['volume'] < dataframe['volume'].shift() * self.entry_volume_drop_1.value) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(30) * self.entry_volume_pump_1.value) & (dataframe['volume'] > 0))
        if self.v9_entry_condition_8_enable.value:
            conditions.append((dataframe['rsi_1h'] < self.entry_rsi_1h_3.value) & (dataframe['rsi'] < self.entry_rsi_1.value) & (dataframe['volume'] < dataframe['volume'].shift() * self.entry_volume_drop_1.value) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(30) * self.entry_volume_pump_1.value) & (dataframe['volume'] > 0))
        if self.v9_entry_condition_9_enable.value:
            conditions.append((dataframe['rsi_1h'] < self.entry_rsi_1h_4.value) & (dataframe['rsi'] < self.entry_rsi_2.value) & (dataframe['volume'] < dataframe['volume'].shift() * self.entry_volume_drop_1.value) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(30) * self.entry_volume_pump_1.value) & (dataframe['volume'] > 0))
        if self.v9_entry_condition_10_enable.value:
            conditions.append((dataframe['close'] < dataframe['sma_5']) & (dataframe['ssl_up_1h'] > dataframe['ssl_down_1h']) & (dataframe['ema_50_1h'] > dataframe['ema_200_1h']) & (dataframe['rsi'] < dataframe['rsi_1h'] - 43.276) & (dataframe['volume'] > 0))
        # END  V9
        # START  V6
        if self.v6_entry_condition_0_enable.value:  # strategy ClucMay72018
            conditions.append((dataframe['close'] > dataframe['ema_200']) & (dataframe['close'] > dataframe['ema_200_1h']) & (dataframe['close'] < dataframe['ema_50']) & (dataframe['close'] < 0.99 * dataframe['bb_lowerband']) & ((dataframe['volume'] < dataframe['volume_mean_slow'].shift(1) * 21) | (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(30) * 0.4)) & (dataframe['volume'] > 0))
        if self.v6_entry_condition_1_enable.value:  # strategy ClucMay72018
            # Don't entry if someone drop the market.
            # Try to exclude pumping  # Make sure Volume is not 0
            conditions.append((dataframe['close'] < dataframe['ema_50']) & (dataframe['close'] < 0.975 * dataframe['bb_lowerband']) & ((dataframe['volume'] < dataframe['volume_mean_slow'].shift(1) * 20) | (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(30) * 0.4)) & (dataframe['rsi_1h'] < 15) & (dataframe['volume'] < dataframe['volume'].shift() * 4) & (dataframe['volume'] > 0))
        if self.v6_entry_condition_2_enable.value:  # strategy MACD Low entry
            #
            conditions.append((dataframe['close'] > dataframe['ema_200']) & (dataframe['close'] > dataframe['ema_200_1h']) & (dataframe['ema_26'] > dataframe['ema_12']) & (dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * 0.02) & (dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100) & ((dataframe['volume'] < dataframe['volume'].shift() * 4) | (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(30) * 0.4)) & (dataframe['close'] < dataframe['bb_lowerband']) & (dataframe['volume'] > 0))
        if self.v6_entry_condition_3_enable.value:  # strategy MACD Low entry
            # Don't entry if someone drop the market.
            # Make sure Volume is not 0
            conditions.append((dataframe['ema_26'] > dataframe['ema_12']) & (dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * 0.03) & (dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100) & (dataframe['volume'] < dataframe['volume'].shift() * 4) & (dataframe['close'] < dataframe['bb_lowerband']) & (dataframe['volume'] > 0))
        # END  V6
        if conditions:
            dataframe.loc[reduce(lambda x, y: x | y, conditions), 'entry'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        conditions = []
        if self.v9_exit_condition_0_enable.value:  # Don't be gready, exit fast  # Make sure Volume is not 0
            conditions.append((dataframe['close'] > dataframe['bb_middleband'] * 1.01) & (dataframe['volume'] > 0))
        if self.v8_exit_condition_0_enable.value:
            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(2) > dataframe['bb_upperband'].shift(2)) & (dataframe['volume'] > 0))
        if self.v8_exit_condition_1_enable.value:
            conditions.append((dataframe['rsi'] > self.v8_exit_rsi_main.value) & (dataframe['volume'] > 0))
        if conditions:
            dataframe.loc[reduce(lambda x, y: x | y, conditions), 'exit'] = 1
        return dataframe