-
Notifications
You must be signed in to change notification settings - Fork 15
/
BigZ04_TSL4.py
572 lines (442 loc) · 28.4 KB
/
BigZ04_TSL4.py
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
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
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, stoploss_from_open
from functools import reduce
###########################################################################################################
## BigZ04_TSL4 by Perkmeister, based on BigZ04 by ilya ##
## ##
## https://github.com/i1ya/freqtrade-strategies ##
## The stratagy most inspired by iterativ (authors of the CombinedBinHAndClucV6) ##
## ##
## This is a modified version of BigZ04 that uses custom_stoploss() to implement a hard stoploss ##
## of 8%, and to replace the roi table with a trailing stoploss to extract more profit when prices ##
## start to rise above a profit threshold. It's quite simple and crude and is a 'first stab' at the ##
## hard stoploss problem, use live at your own risk ;). The sell signals from SMAOffsetProtectOptV1 ##
## have been added but are currently disabled as had no benefit. ##
## ##
###########################################################################################################
## The main point of this strat is: ##
## - make drawdown as low as possible ##
## - buy at dip ##
## - soft check if market if rising ##
## - hard check is market if fallen ##
## - 11 buy signals ##
## - hard stoploss function preventing from big fall ##
## - trailing stoploss while in profit ##
## - no sell signal. Uses custom stoploss ##
## ##
###########################################################################################################
## GENERAL RECOMMENDATIONS ##
## ##
## For optimal performance, suggested to use between 2 and 4 open trades, with unlimited stake. ##
## ##
## As a pairlist it is recommended to use a static pairlst such as iterativ's orginal: ##
## https://discord.com/channels/700048804539400213/702584639063064586/838038600368783411 ##
## ##
## Ensure that you don't override any variables in your config.json. Especially ##
## the timeframe (must be 5m). ##
## ##
## ##
###########################################################################################################
## DONATIONS 2 @iterativ (author of the original strategy) ##
## ##
## Absolutely not required. However, will be accepted as a token of appreciation. ##
## ##
## BTC: bc1qvflsvddkmxh7eqhc4jyu5z5k6xcw3ay8jl49sk ##
## ETH: 0x83D3cFb8001BDC5d2211cBeBB8cB3461E5f7Ec91 ##
## ##
###########################################################################################################
def EWO(dataframe, ema_length=5, ema2_length=35):
df = dataframe.copy()
ema1 = ta.EMA(df, timeperiod=ema_length)
ema2 = ta.EMA(df, timeperiod=ema2_length)
emadif = (ema1 - ema2) / df['close'] * 100
return emadif
class BigZ04_TSL4(IStrategy):
INTERFACE_VERSION = 2
minimal_roi = {
"0": 100.0
}
stoploss = -0.99 # effectively disabled.
timeframe = '5m'
inf_1h = '1h'
# Sell signal
use_sell_signal = True
sell_profit_only = False
sell_profit_offset = 0.001 # it doesn't meant anything, just to guarantee there is a minimal profit.
ignore_roi_if_buy_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 = True
# Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 400
# Optional order type mapping.
order_types = {
'buy': 'market',
'sell': 'market',
'stoploss': 'market',
'stoploss_on_exchange': False
}
buy_params = {
#############
# Enable/Disable conditions
"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_11_enable": True,
"buy_condition_12_enable": True,
"buy_condition_13_enable": False,
}
# V1 original
# Sell hyperspace params:
sell_params = {
"base_nb_candles_sell": 49,
"high_offset": 1.006,
"pHSL": -0.08,
"pPF_1": 0.016,
"pSL_1": 0.011,
"pPF_2": 0.080,
"pSL_2": 0.040,
}
############################################################################
# Buy
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_condition_11_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True)
buy_condition_12_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True)
buy_condition_13_enable = CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True)
buy_bb20_close_bblowerband_safe_1 = DecimalParameter(0.950, 1.050, default=0.989, decimals=3, space='buy', optimize=False, load=True)
buy_bb20_close_bblowerband_safe_2 = DecimalParameter(0.700, 1.100, default=0.982, decimals=2, 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=3.8, space='buy', decimals=1, optimize=False, load=True)
buy_volume_drop_2 = DecimalParameter(1, 10, default=3, space='buy', decimals=1, optimize=False, load=True)
buy_volume_drop_3 = DecimalParameter(1, 10, default=2.7, space='buy', decimals=1, optimize=False, load=True)
buy_rsi_1h_0 = DecimalParameter(55.0, 85.0, default=71.0, space='buy', decimals=1, optimize=False, load=True)
buy_rsi_1h_1a = DecimalParameter(65.0, 78.0, default=69.0, 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=True, load=True)
buy_rsi_1h_4 = DecimalParameter(10.0, 40.0, default=35.0, space='buy', decimals=1, optimize=False, load=True)
buy_rsi_1h_5 = DecimalParameter(10.0, 60.0, default=39.0, space='buy', decimals=1, optimize=False, load=True)
buy_rsi_0 = DecimalParameter(10.0, 40.0, default=30.0, space='buy', decimals=1, optimize=False, load=True)
buy_rsi_1 = DecimalParameter(10.0, 40.0, default=28.0, space='buy', decimals=1, optimize=True, 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)
buy_dip_0 = DecimalParameter(1.015, 1.040, default=1.024, space='buy', decimals=3, optimize=False, load=True)
# hyperopt parameters for custom_stoploss()
trade_time = IntParameter(25, 65, default=35, space='sell', optimize=False, load=True)
rsi_1h_val = IntParameter(25, 45, default=32, space='sell', optimize=False, load=True)
narrow_stop = DecimalParameter(1.005, 1.030, default=1.020, space='sell', decimals=3, optimize=False, load=True)
wide_stop = DecimalParameter(1.010, 1.045, default=1.035, space='sell', decimals=3, optimize=False, load=True)
# hyperopt parameters for SMAOffsetProtectOptV1 sell signal
base_nb_candles_sell = IntParameter(5, 80, default=49, space='sell', optimize=False, load=True)
high_offset = DecimalParameter(0.99, 1.1, default=1.006, space='sell', optimize=False, load=True)
# trailing stoploss hyperopt parameters
# hard stoploss profit
pHSL = DecimalParameter(-0.200, -0.040, default=-0.08, decimals=3, space='sell', optimize=False, load=True)
# profit threshold 1, trigger point, SL_1 is used
pPF_1 = DecimalParameter(0.008, 0.020, default=0.016, decimals=3, space='sell', optimize=False, load=True)
pSL_1 = DecimalParameter(0.008, 0.020, default=0.011, decimals=3, space='sell', optimize=False, load=True)
# profit threshold 2, SL_2 is used
pPF_2 = DecimalParameter(0.040, 0.100, default=0.080, decimals=3, space='sell', optimize=False, load=True)
pSL_2 = DecimalParameter(0.020, 0.070, default=0.040, decimals=3, space='sell', optimize=False, load=True)
def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
return True
def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
current_profit: float, **kwargs):
return False
# new custom stoploss, both hard and trailing functions. Trailing stoploss first rises at a slower
# rate than the current rate until a profit threshold is reached, after which it rises at a constant
# percentage as per a normal trailing stoploss. This allows more margin for pull-backs during a rise.
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
current_rate: float, current_profit: float, **kwargs) -> float:
# hard stoploss profit
HSL = self.pHSL.value
PF_1 = self.pPF_1.value
SL_1 = self.pSL_1.value
PF_2 = self.pPF_2.value
SL_2 = self.pSL_2.value
# For profits between PF_1 and PF_2 the stoploss (sl_profit) used is linearly interpolated
# between the values of SL_1 and SL_2. For all profits above PL_2 the sl_profit value
# rises linearly with current profit, for profits below PF_1 the hard stoploss profit is used.
if (current_profit > PF_2):
sl_profit = SL_2 + (current_profit - PF_2)
elif (current_profit > PF_1):
sl_profit = SL_1 + ((current_profit - PF_1)*(SL_2 - SL_1)/(PF_2 - PF_1))
else:
sl_profit = HSL
return stoploss_from_open(sl_profit, current_profit)
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."
# Get the informative pair
informative_1h = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.inf_1h)
# EMA
informative_1h['ema_50'] = ta.SMA(informative_1h, timeperiod=50)
informative_1h['ema_200'] = ta.SMA(informative_1h, timeperiod=200)
# RSI
informative_1h['rsi'] = ta.RSI(informative_1h, timeperiod=14)
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(informative_1h), window=20, stds=2)
informative_1h['bb_lowerband'] = bollinger['lower']
informative_1h['bb_middleband'] = bollinger['mid']
informative_1h['bb_upperband'] = bollinger['upper']
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=48).mean()
# EMA
dataframe['ema_200'] = ta.SMA(dataframe, timeperiod=200)
dataframe['ema_26'] = ta.EMA(dataframe, timeperiod=26)
dataframe['ema_12'] = ta.EMA(dataframe, timeperiod=12)
# MACD
dataframe['macd'], dataframe['signal'], dataframe['hist'] = ta.MACD(dataframe['close'], fastperiod=12, slowperiod=26, signalperiod=9)
# SMA
dataframe['sma_5'] = ta.EMA(dataframe, timeperiod=5)
# RSI
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
# ------ ATR stuff
dataframe['atr'] = ta.ATR(dataframe, timeperiod=14)
# Calculate all ma_sell values
for val in self.base_nb_candles_sell.range:
dataframe[f'ma_sell_{val}'] = ta.EMA(dataframe, timeperiod=val)
return dataframe
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# The indicators for the 1h informative timeframe
informative_1h = self.informative_1h_indicators(dataframe, metadata)
dataframe = merge_informative_pair(dataframe, informative_1h, self.timeframe, self.inf_1h, ffill=True)
# The indicators for the normal (5m) timeframe
dataframe = self.normal_tf_indicators(dataframe, metadata)
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
conditions = []
conditions.append(
(
self.buy_condition_12_enable.value &
(dataframe['close'] > dataframe['ema_200']) &
(dataframe['close'] > dataframe['ema_200_1h']) &
(dataframe['close'] < dataframe['bb_lowerband'] * 0.993) &
(dataframe['low'] < dataframe['bb_lowerband'] * 0.985) &
(dataframe['close'].shift() > dataframe['bb_lowerband']) &
(dataframe['rsi_1h'] < 72.8) &
(dataframe['open'] > dataframe['close']) &
(dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(48) * self.buy_volume_pump_1.value) &
(dataframe['volume_mean_slow'] * self.buy_volume_pump_1.value < dataframe['volume_mean_slow'].shift(48)) &
(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)
)
)
conditions.append(
(
self.buy_condition_11_enable.value &
(dataframe['close'] > dataframe['ema_200']) &
(dataframe['hist'] > 0) &
(dataframe['hist'].shift() > 0) &
(dataframe['hist'].shift(2) > 0) &
(dataframe['hist'].shift(3) > 0) &
(dataframe['hist'].shift(5) > 0) &
(dataframe['bb_middleband'] - dataframe['bb_middleband'].shift(5) > dataframe['close']/200) &
(dataframe['bb_middleband'] - dataframe['bb_middleband'].shift(10) > dataframe['close']/100) &
((dataframe['bb_upperband'] - dataframe['bb_lowerband']) < (dataframe['close']*0.1)) &
((dataframe['open'].shift() - dataframe['close'].shift()) < (dataframe['close'] * 0.018)) &
(dataframe['rsi'] > 51) &
(dataframe['open'] < dataframe['close']) &
(dataframe['open'].shift() > dataframe['close'].shift()) &
(dataframe['close'] > dataframe['bb_middleband']) &
(dataframe['close'].shift() < dataframe['bb_middleband'].shift()) &
(dataframe['low'].shift(2) > dataframe['bb_middleband'].shift(2)) &
(dataframe['volume'] > 0) # Make sure Volume is not 0
)
)
conditions.append(
(
self.buy_condition_0_enable.value &
(dataframe['close'] > dataframe['ema_200']) &
(dataframe['rsi'] < self.buy_rsi_0.value) &
((dataframe['close'] * self.buy_dip_0.value < dataframe['open'].shift(3)) |
(dataframe['close'] * self.buy_dip_0.value< dataframe['open'].shift(2)) |
(dataframe['close'] * self.buy_dip_0.value < dataframe['open'].shift(1))) &
(dataframe['rsi_1h'] < self.buy_rsi_1h_0.value) &
(dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(48) * self.buy_volume_pump_1.value) &
(dataframe['volume_mean_slow'] * self.buy_volume_pump_1.value < dataframe['volume_mean_slow'].shift(48)) &
(dataframe['volume'] > 0) # Make sure Volume is not 0
)
)
conditions.append(
(
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['rsi_1h'] < self.buy_rsi_1h_1a.value) &
(dataframe['open'] > dataframe['close']) &
(dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(48) * self.buy_volume_pump_1.value) &
(dataframe['volume_mean_slow'] * self.buy_volume_pump_1.value < dataframe['volume_mean_slow'].shift(48)) &
(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)
)
)
conditions.append(
(
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(48) * self.buy_volume_pump_1.value) &
(dataframe['volume_mean_slow'] * self.buy_volume_pump_1.value < dataframe['volume_mean_slow'].shift(48)) &
(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)
)
)
conditions.append(
(
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_mean_slow'] > dataframe['volume_mean_slow'].shift(48) * self.buy_volume_pump_1.value) &
(dataframe['volume_mean_slow'] * self.buy_volume_pump_1.value < dataframe['volume_mean_slow'].shift(48)) &
(dataframe['volume'] < (dataframe['volume'].shift() * self.buy_volume_drop_3.value)) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.buy_condition_4_enable.value &
(dataframe['rsi_1h'] < self.buy_rsi_1h_1.value) &
(dataframe['close'] < dataframe['bb_lowerband']) &
(dataframe['volume_mean_slow'] > dataframe['volume_mean_slow'].shift(48) * self.buy_volume_pump_1.value) &
(dataframe['volume_mean_slow'] * self.buy_volume_pump_1.value < dataframe['volume_mean_slow'].shift(48)) &
(dataframe['volume'] < (dataframe['volume'].shift() * self.buy_volume_drop_1.value)) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
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(48) * self.buy_volume_pump_1.value) &
(dataframe['volume_mean_slow'] * self.buy_volume_pump_1.value < dataframe['volume_mean_slow'].shift(48)) &
(dataframe['volume'] > 0) # Make sure Volume is not 0
)
)
conditions.append(
(
self.buy_condition_6_enable.value &
(dataframe['rsi_1h'] < self.buy_rsi_1h_5.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_mean_slow'] > dataframe['volume_mean_slow'].shift(48) * self.buy_volume_pump_1.value) &
(dataframe['volume_mean_slow'] * self.buy_volume_pump_1.value < dataframe['volume_mean_slow'].shift(48)) &
(dataframe['volume'] < (dataframe['volume'].shift() * self.buy_volume_drop_1.value)) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
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(48) * self.buy_volume_pump_1.value) &
(dataframe['volume_mean_slow'] * self.buy_volume_pump_1.value < dataframe['volume_mean_slow'].shift(48)) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
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'] > 0)
)
)
conditions.append(
(
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(48) * self.buy_volume_pump_1.value) &
(dataframe['volume_mean_slow'] * self.buy_volume_pump_1.value < dataframe['volume_mean_slow'].shift(48)) &
(dataframe['volume'] > 0)
)
)
conditions.append(
(
self.buy_condition_10_enable.value &
(dataframe['rsi_1h'] < self.buy_rsi_1h_4.value) &
(dataframe['close_1h'] < dataframe['bb_lowerband_1h']) &
(dataframe['hist'] > 0) &
(dataframe['hist'].shift(2) < 0) &
(dataframe['rsi'] < 40.5) &
(dataframe['hist'] > dataframe['close'] * 0.0012) &
(dataframe['open'] < dataframe['close']) &
(dataframe['volume'] > 0)
)
)
if conditions:
dataframe.loc[
reduce(lambda x, y: x | y, conditions),
'buy'
] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(dataframe['close'] > dataframe['bb_middleband'] * 1.01) & # Don't be gready, sell fast
(dataframe['volume'] > 0) # Make sure Volume is not 0
)
,
'sell'
] = 0
return dataframe