💬 Forum

CombinedBinHClucAndMADV9_858

♡

remiotore/ccxt-freqtrade/strategies/CombinedBinHClucAndMADV9_858_converted.py · ★3 · ⑂2 · first seen 2026-07-28 · repo updated 2026-01-11

Basics mode: spot timeframe: 5m interface version: 3 1h
Settings stoploss: -0.99 has minimal roi trailing custom stoploss process only new candles: false startup candle count: 200 hyperopt hyperopt params: 24
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)

Each tile is a different kind of check — from an instant code lint to full sandboxed backtests and forward tests on recent data. Not sure what a check actually proves? See the FAQ →

Source

🔒 Log in to copy 🔒 Log in to download 🔒 Raw 
  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
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

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 CombinedBinHClucAndMADV9_858(IStrategy):
    INTERFACE_VERSION = 3  # I feel lucky!
    minimal_roi = {'0': 0.03, '10': 0.018, '40': 0.005}
    stoploss = -0.99  # effectively disabled.
    timeframe = '5m'
    inf_1h = '1h'
    use_exit_signal = True
    exit_profit_only = True
    exit_profit_offset = 0.001
    ignore_roi_if_entry_signal = False
    trailing_stop = False
    trailing_only_offset_is_reached = False
    trailing_stop_positive = 0.01
    trailing_stop_positive_offset = 0.025
    use_custom_stoploss = True
    process_only_new_candles = False
    startup_candle_count: int = 200
    order_types = {'entry': 'market', 'exit': 'market', 'stoploss': 'market', 'stoploss_on_exchange': False}
    buy_params = {'buy_condition_0_enable': True, '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_0_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True)
    buy_condition_1_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True)
    buy_condition_2_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True)
    buy_condition_3_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True)
    buy_condition_4_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True)
    buy_condition_5_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True)
    buy_condition_6_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True)
    buy_condition_7_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True)
    buy_condition_8_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True)
    buy_condition_9_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True)
    buy_condition_10_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True)
    buy_bb20_close_bblowerband_safe_1 = DecimalParameter(0.7, 1.1, default=0.99, space='buy', optimize=False, load=True)
    buy_bb20_close_bblowerband_safe_2 = DecimalParameter(0.7, 1.1, default=0.982, space='buy', optimize=False, load=True)
    buy_volume_pump_1 = DecimalParameter(0.1, 0.9, default=0.4, space='buy', decimals=1, optimize=False, load=True)
    buy_volume_drop_1 = DecimalParameter(1, 10, default=4, space='buy', decimals=1, optimize=False, load=True)
    buy_rsi_1h_1 = DecimalParameter(10.0, 40.0, default=16.5, space='buy', decimals=1, optimize=False, load=True)
    buy_rsi_1h_2 = DecimalParameter(10.0, 40.0, default=15.0, space='buy', decimals=1, optimize=False, load=True)
    buy_rsi_1h_3 = DecimalParameter(10.0, 40.0, default=20.0, space='buy', decimals=1, optimize=False, load=True)
    buy_rsi_1h_4 = DecimalParameter(10.0, 40.0, default=35.0, space='buy', decimals=1, optimize=False, load=True)
    buy_rsi_1 = DecimalParameter(10.0, 40.0, default=28.0, space='buy', decimals=1, optimize=False, load=True)
    buy_rsi_2 = DecimalParameter(7.0, 40.0, default=10.0, space='buy', decimals=1, optimize=False, load=True)
    buy_rsi_3 = DecimalParameter(7.0, 40.0, default=14.2, space='buy', decimals=1, optimize=False, load=True)
    buy_macd_1 = DecimalParameter(0.01, 0.09, default=0.02, space='buy', decimals=2, optimize=False, load=True)
    buy_macd_2 = DecimalParameter(0.01, 0.09, default=0.03, space='buy', decimals=2, optimize=False, load=True)

    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float:
        if current_profit > 0:
            return 0.99
        else:
            trade_time_50 = current_time - timedelta(minutes=50)
            if trade_time_50 > trade.open_date_utc:
                try:
                    number_of_candle_shift = int((trade_time_50 - trade.open_date_utc).total_seconds() / 300)
                    dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
                    candle = dataframe.iloc[-number_of_candle_shift].squeeze()
                    if current_rate * 1.015 < candle['open']:
                        return 0.01
                except IndexError as error:
                    return 0.01
        return 0.99

    def informative_pairs(self):
        pairs = self.dp.current_whitelist()
        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.'
        informative_1h = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.inf_1h)
        informative_1h['ema_50'] = ta.EMA(informative_1h, timeperiod=50)
        informative_1h['ema_200'] = ta.EMA(informative_1h, timeperiod=200)
        informative_1h['rsi'] = ta.RSI(informative_1h, timeperiod=14)
        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()
        dataframe['ema_200'] = ta.EMA(dataframe, timeperiod=200)
        dataframe['ema_26'] = ta.EMA(dataframe, timeperiod=26)
        dataframe['ema_12'] = ta.EMA(dataframe, timeperiod=12)
        dataframe['sma_5'] = ta.EMA(dataframe, timeperiod=5)
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
        return dataframe

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        informative_1h = self.informative_1h_indicators(dataframe, metadata)
        dataframe = merge_informative_pair(dataframe, informative_1h, self.timeframe, self.inf_1h, ffill=True)
        dataframe = self.normal_tf_indicators(dataframe, metadata)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:  # Make sure Volume is not 0
        dataframe.loc[self.buy_condition_1_enable.value & (dataframe['close'] > dataframe['ema_200']) & (dataframe['close'] > dataframe['ema_200_1h']) & (dataframe['close'] < dataframe['bb_lowerband'] * self.buy_bb20_close_bblowerband_safe_1.value) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(30) * self.buy_volume_pump_1.value) & (dataframe['volume'] < dataframe['volume'].shift() * self.buy_volume_drop_1.value) & (dataframe['open'] - dataframe['close'] < dataframe['bb_upperband'].shift(2) - dataframe['bb_lowerband'].shift(2)) & (dataframe['volume'] > 0) | self.buy_condition_2_enable.value & (dataframe['close'] > dataframe['ema_200']) & (dataframe['close'] < dataframe['bb_lowerband'] * self.buy_bb20_close_bblowerband_safe_2.value) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(30) * self.buy_volume_pump_1.value) & (dataframe['volume'] < dataframe['volume'].shift() * self.buy_volume_drop_1.value) & (dataframe['open'] - dataframe['close'] < dataframe['bb_upperband'].shift(2) - dataframe['bb_lowerband'].shift(2)) & (dataframe['volume'] > 0) | self.buy_condition_3_enable.value & (dataframe['close'] > dataframe['ema_200_1h']) & (dataframe['close'] < dataframe['bb_lowerband']) & (dataframe['rsi'] < self.buy_rsi_3.value) & (dataframe['volume'] < dataframe['volume'].shift() * self.buy_volume_drop_1.value) & (dataframe['volume'] > 0) | self.buy_condition_4_enable.value & (dataframe['rsi_1h'] < self.buy_rsi_1h_1.value) & (dataframe['close'] < dataframe['bb_lowerband']) & (dataframe['volume'] < dataframe['volume'].shift() * self.buy_volume_drop_1.value) & (dataframe['volume'] > 0) | self.buy_condition_5_enable.value & (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.buy_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.buy_volume_drop_1.value) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(30) * self.buy_volume_pump_1.value) & (dataframe['volume'] > 0) | self.buy_condition_6_enable.value & (dataframe['ema_26'] > dataframe['ema_12']) & (dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.buy_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.buy_volume_drop_1.value) & (dataframe['volume'] > 0) | self.buy_condition_7_enable.value & (dataframe['rsi_1h'] < self.buy_rsi_1h_2.value) & (dataframe['ema_26'] > dataframe['ema_12']) & (dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] * self.buy_macd_1.value) & (dataframe['ema_26'].shift() - dataframe['ema_12'].shift() > dataframe['open'] / 100) & (dataframe['volume'] < dataframe['volume'].shift() * self.buy_volume_drop_1.value) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(30) * self.buy_volume_pump_1.value) & (dataframe['volume'] > 0) | self.buy_condition_8_enable.value & (dataframe['rsi_1h'] < self.buy_rsi_1h_3.value) & (dataframe['rsi'] < self.buy_rsi_1.value) & (dataframe['volume'] < dataframe['volume'].shift() * self.buy_volume_drop_1.value) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(30) * self.buy_volume_pump_1.value) & (dataframe['volume'] > 0) | self.buy_condition_9_enable.value & (dataframe['rsi_1h'] < self.buy_rsi_1h_4.value) & (dataframe['rsi'] < self.buy_rsi_2.value) & (dataframe['volume'] < dataframe['volume'].shift() * self.buy_volume_drop_1.value) & (dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(30) * self.buy_volume_pump_1.value) & (dataframe['volume'] > 0) | self.buy_condition_10_enable.value & (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), 'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:  # Make sure Volume is not 0
        dataframe.loc[(dataframe['close'] > dataframe['bb_middleband'] * 1.01) & (dataframe['volume'] > 0), 'exit_long'] = 1
        return dataframe