From 0e787f54e659463172fe07dcac0b60e3acb9f117 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?J=C3=A9r=C3=B4me=20Delacotte?= <souti@free.fr>
Date: Sat, 29 Nov 2025 11:59:53 +0100
Subject: [PATCH] rs_trend_probability

---
 Frictrade.py | 32 ++++++++++++++++++--------------
 1 file changed, 18 insertions(+), 14 deletions(-)

diff --git a/Frictrade.py b/Frictrade.py
index d74ccfd..e1c9111 100644
--- a/Frictrade.py
+++ b/Frictrade.py
@@ -45,10 +45,7 @@ class Frictrade(IStrategy):
 
     # ROI table:
     minimal_roi = {
-        "0": 0.564,
-        "567": 0.273,
-        "2814": 0.12,
-        "7675": 0
+        "0": 10
     }
 
     # Stoploss:
@@ -424,7 +421,7 @@ class Frictrade(IStrategy):
         dataframe['max180'] = talib.MAX(dataframe['mid'], timeperiod=180)
         dataframe['pct180'] = ((dataframe["mid"] - dataframe['min180'] ) / (dataframe['max180'] - dataframe['min180'] ))
 
-        dataframe = self.rsi_trend_probability(dataframe)
+        dataframe = self.rsi_trend_probability(dataframe, short=60, long=360)
 
         # ################### INFORMATIVE 1h
         informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe='1h')
@@ -557,6 +554,13 @@ class Frictrade(IStrategy):
 
         ath_dist = 100 * (ath - last_candle["mid"]) / ath
 
+        # ath_dist
+        #    0  ==> 1
+        #   20  ==> 1.5
+        #   40  ==> 2
+        # 50 * (1 + (ath_dist / 40))
+        base_stake = self.config.get('stake_amount') * (1 + (ath_dist / 40))
+
         # Calcule max/min 180
         low180 = last_candle["min180"]
         high180 = last_candle["max180"]
@@ -565,7 +569,7 @@ class Frictrade(IStrategy):
 
         print(f"low={low180} mid={last_candle['mid']} high={high180} mult={mult} ath={ath} ath_dist={round(ath_dist, 2)}" )
         # base_size = montant de base que tu veux utiliser (ex: stake_amount ou autre)
-        base_size = 2 * self.config.get('stake_amount')  # exemple fraction du portefeuille; adapte selon ton code
+        base_size = base_stake  # exemple fraction du portefeuille; adapte selon ton code
         # new stake proportionnel à mult
         new_stake = base_size * mult
         return new_stake
@@ -805,7 +809,7 @@ class Frictrade(IStrategy):
                 stake=0
             )
 
-        if last_candle['sma24_deriv1'] > 0 and minutes < 180: # and last_candle['sma5_deriv1'] > -0.15:
+        if last_candle['sma24_deriv1'] > 0 and minutes < 180 and baisse < 30: # and last_candle['sma5_deriv1'] > -0.15:
             return None
 
         # ----- 4) OFFSET : faut-il attendre de dépasser trailing_stop_positive_offset ? -----
@@ -817,7 +821,7 @@ class Frictrade(IStrategy):
         # Sinon : trailing actif dès le début
 
         # ----- 6) Condition de vente -----
-        if profit > 0 and profit <= trailing_stop and last_candle['mid'] < last_candle['sma5']:
+        if 0 < profit <= trailing_stop and last_candle['mid'] < last_candle['sma5']:
             return f"stop_{count_of_buys}_{self.pairs[pair]['has_gain']}"
         return None
 
@@ -894,16 +898,16 @@ class Frictrade(IStrategy):
     #     return df
 
 
-    def rsi_trend_probability(self, dataframe):
+    def rsi_trend_probability(self, dataframe, short=6, long=12):
         dataframe = dataframe.copy()
 
-        dataframe['rsi14'] = talib.RSI(dataframe['mid'], 14)
-        dataframe['rsi60'] = talib.RSI(dataframe['mid'], 60)
+        dataframe['rsi_short'] = talib.RSI(dataframe['mid'], short)
+        dataframe['rsi_long'] = talib.RSI(dataframe['mid'], long)
 
-        dataframe['cross_soft'] = np.tanh((dataframe['rsi14'] - dataframe['rsi60']) / 7)
+        dataframe['cross_soft'] = np.tanh((dataframe['rsi_short'] - dataframe['rsi_long']) / 7)
 
-        dataframe['gap'] = (dataframe['rsi14'] - dataframe['rsi60']) / 100
-        dataframe['trend'] = (dataframe['rsi60'] - 50) / 50
+        dataframe['gap'] = (dataframe['rsi_short'] - dataframe['rsi_long']) / 100
+        dataframe['trend'] = (dataframe['rsi_long'] - 50) / 50
 
         dataframe['rtp'] = (
                 0.6 * dataframe['cross_soft'] +