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Stratégie corrigée Calcul 20240101-20250514 943$ 250.53$ mise moyenne profit

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Jérôme Delacotte
2025-05-21 00:18:19 +02:00
parent f2b440a7d6
commit 1839a4030a
2 changed files with 1382 additions and 3921 deletions
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160
Zeus_8_3_2_B_4_2.py
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@@ -449,11 +449,6 @@ class Zeus_8_3_2_B_4_2(IStrategy):
def custom_exit(self, pair: str, trade: Trade, current_time, current_rate, current_profit, **kwargs): def custom_exit(self, pair: str, trade: Trade, current_time, current_rate, current_profit, **kwargs):
count_of_buys = trade.nr_of_successful_entries
if current_profit >= 0.011: #self.exit_profit:
return 'take_profit_' + str(count_of_buys)
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
last_candle = dataframe.iloc[-1].squeeze() last_candle = dataframe.iloc[-1].squeeze()
last_candle_1h = dataframe.iloc[-13].squeeze() last_candle_1h = dataframe.iloc[-13].squeeze()
@@ -478,7 +473,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
# if (last_candle['tendency'] in ('H++', 'H+')) and (last_candle['rsi'] < 80): # if (last_candle['tendency'] in ('H++', 'H+')) and (last_candle['rsi'] < 80):
# return None # return None
# #
if (last_candle['mid_smooth_1h_deriv1'] < 0 and before_last_candle['mid_smooth_1h_deriv1'] >= 0) and (current_profit > expected_profit): if (last_candle['sma20_deriv1'] < 0 and before_last_candle['sma20_deriv1'] >= 0) and (current_profit > expected_profit):
return 'Drv_' + str(count_of_buys) return 'Drv_' + str(count_of_buys)
# if (baisse > mx) & (current_profit > expected_profit): # if (baisse > mx) & (current_profit > expected_profit):
@@ -585,7 +580,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
# f"|{round(last_candle['mid_smooth_24_deriv1'],3) or '-':>6}|{round(last_candle['mid_smooth_1h_deriv1'],3) or '-':>6}|{round(last_candle['mid_smooth_deriv1_1d'],3) or '-' :>6}|" # f"|{round(last_candle['mid_smooth_24_deriv1'],3) or '-':>6}|{round(last_candle['mid_smooth_1h_deriv1'],3) or '-':>6}|{round(last_candle['mid_smooth_deriv1_1d'],3) or '-' :>6}|"
# f"{round(last_candle['mid_smooth_24_deriv2'],3) or '-' :>6}|{round(last_candle['mid_smooth_1h_deriv2'],3) or '-':>6}|{round(last_candle['mid_smooth_deriv2_1d'],3) or '-':>6}|" # f"{round(last_candle['mid_smooth_24_deriv2'],3) or '-' :>6}|{round(last_candle['mid_smooth_1h_deriv2'],3) or '-':>6}|{round(last_candle['mid_smooth_deriv2_1d'],3) or '-':>6}|"
# f"{round(val144, 1) or '-' :>6}|{round(val1h, 1) or '-':>6}|" # f"{round(val144, 1) or '-' :>6}|{round(val1h, 1) or '-':>6}|"
f"{round(last_candle['sma24_deriv1_1h'], 4) or '-' :>6}|{round(last_candle['sma5_deriv1_1d'], 4) or '-' :>6}" f"{round(last_candle['sma20_deriv1'], 4) or '-' :>6}|{round(last_candle['sma5_deriv1_1d'], 4) or '-' :>6}"
) )
def printLineLog(self): def printLineLog(self):
@@ -1024,70 +1019,70 @@ class Zeus_8_3_2_B_4_2(IStrategy):
# print(f"skip pair {pair}") # print(f"skip pair {pair}")
return None return None
# déclenche un achat si bougie rouge importante # # déclenche un achat si bougie rouge importante
stake_amount = self.config.get('stake_amount', 100) # stake_amount = self.config.get('stake_amount', 100)
stake_amount = min(stake_amount, self.wallets.get_available_stake_amount()) # stake_amount = min(stake_amount, self.wallets.get_available_stake_amount())
current_time = current_time.astimezone(timezone.utc) # current_time = current_time.astimezone(timezone.utc)
seconds_since_filled = (current_time - trade.date_last_filled_utc).total_seconds() # seconds_since_filled = (current_time - trade.date_last_filled_utc).total_seconds()
pct = (last_candle['close'] - last_candle['open']) / (last_candle['open']) * 100 # pct = (last_candle['close'] - last_candle['open']) / (last_candle['open']) * 100
if ( # if (
stake_amount # stake_amount
and pct <= - 1.10 #self.red_candle_pct # and pct <= - 1.10 #self.red_candle_pct
and min_stake < stake_amount < max_stake # and min_stake < stake_amount < max_stake
and seconds_since_filled > (60 * 5) # and seconds_since_filled > (60 * 5)
# # and (last_candle["sma24_deriv1_1h"] > - 0.02)
# # and seconds_since_filled > (1 * 3600)
# # and count_of_entries < 10
# ):
# trade_type = last_candle['enter_tag'] if last_candle['enter_long'] == 1 else 'pct48'
# self.log_trade(
# last_candle=last_candle,
# date=current_time,
# action="Adjust 1",
# dispo=dispo,
# pair=trade.pair,
# rate=current_rate,
# trade_type=trade_type,
# profit=round(current_profit, 4), # round(current_profit * trade.stake_amount, 2),
# buys=trade.nr_of_successful_entries + 1,
# stake=round(stake_amount, 2)
# )
#
# self.pairs[trade.pair]['last_buy'] = current_rate
# self.pairs[trade.pair]['max_touch'] = last_candle['close']
# self.pairs[trade.pair]['last_candle'] = last_candle
# return stake_amount
#
# # déclenche un achat en conditions d'achat standard
# if (
# stake_amount
# and last_candle['close'] < last_candle['sma20']
# and last_candle['close'] < last_candle['open']
# and min_stake < stake_amount < max_stake
# and (last_candle["sma24_deriv1_1h"] > - 0.02) # and (last_candle["sma24_deriv1_1h"] > - 0.02)
# and seconds_since_filled > (1 * 3600) # and seconds_since_filled > 23 * 3600 #self.staking_delay * 3600
# and count_of_entries < 10 # ):
): # stake_amount = stake_amount * seconds_since_filled / (23 * 3600)
trade_type = last_candle['enter_tag'] if last_candle['enter_long'] == 1 else 'pct48' # trade_type = last_candle['enter_tag'] if last_candle['enter_long'] == 1 else 'pct48'
self.log_trade( # self.log_trade(
last_candle=last_candle, # last_candle=last_candle,
date=current_time, # date=current_time,
action="Adjust 1", # action="Adjust 2",
dispo=dispo, # dispo=dispo,
pair=trade.pair, # pair=trade.pair,
rate=current_rate, # rate=current_rate,
trade_type=trade_type, # trade_type=trade_type,
profit=round(current_profit, 4), # round(current_profit * trade.stake_amount, 2), # profit=round(current_profit, 4), # round(current_profit * trade.stake_amount, 2),
buys=trade.nr_of_successful_entries + 1, # buys=trade.nr_of_successful_entries + 1,
stake=round(stake_amount, 2) # stake=round(stake_amount, 2)
) # )
#
self.pairs[trade.pair]['last_buy'] = current_rate # self.pairs[trade.pair]['last_buy'] = current_rate
self.pairs[trade.pair]['max_touch'] = last_candle['close'] # self.pairs[trade.pair]['max_touch'] = last_candle['close']
self.pairs[trade.pair]['last_candle'] = last_candle # self.pairs[trade.pair]['last_candle'] = last_candle
return stake_amount # return stake_amount
#
# déclenche un achat en conditions d'achat standard # return None
if (
stake_amount
and last_candle['close'] < last_candle['sma20']
and last_candle['close'] < last_candle['open']
and min_stake < stake_amount < max_stake
and (last_candle["sma24_deriv1_1h"] > - 0.02)
and seconds_since_filled > 23 * 3600 #self.staking_delay * 3600
):
stake_amount = stake_amount * seconds_since_filled / (23 * 3600)
trade_type = last_candle['enter_tag'] if last_candle['enter_long'] == 1 else 'pct48'
self.log_trade(
last_candle=last_candle,
date=current_time,
action="Adjust 2",
dispo=dispo,
pair=trade.pair,
rate=current_rate,
trade_type=trade_type,
profit=round(current_profit, 4), # round(current_profit * trade.stake_amount, 2),
buys=trade.nr_of_successful_entries + 1,
stake=round(stake_amount, 2)
)
self.pairs[trade.pair]['last_buy'] = current_rate
self.pairs[trade.pair]['max_touch'] = last_candle['close']
self.pairs[trade.pair]['last_candle'] = last_candle
return stake_amount
return None
count_of_buys = trade.nr_of_successful_entries count_of_buys = trade.nr_of_successful_entries
current_time_utc = current_time.astimezone(timezone.utc) current_time_utc = current_time.astimezone(timezone.utc)
@@ -1105,12 +1100,13 @@ class Zeus_8_3_2_B_4_2(IStrategy):
pct_max = round((last_candle['close'] - self.pairs[trade.pair]['last_buy']) / self.pairs[trade.pair]['last_buy'], 4) pct_max = round((last_candle['close'] - self.pairs[trade.pair]['last_buy']) / self.pairs[trade.pair]['last_buy'], 4)
else: else:
pct_max = - pct pct_max = - pct
lim = - pct - (count_of_buys * 0.001)
index = self.get_palier_index(pct_first) # index = self.get_palier_index(pct_first)
if index is None: # if index is None:
return None # return None
# index = index -1
lim, stake_amount = self.paliers[index] #- pct - (count_of_buys * 0.001) # lim, stake_amount = self.paliers[index] #- pct - (count_of_buys * 0.001)
# self.get_active_stake() # self.get_active_stake()
# val144 = self.getProbaHausse144(last_candle) # val144 = self.getProbaHausse144(last_candle)
@@ -1133,17 +1129,15 @@ class Zeus_8_3_2_B_4_2(IStrategy):
limit_buy = 20 limit_buy = 20
if (count_of_buys < limit_buy) \ if (count_of_buys < limit_buy) \
and (last_candle['enter_long'] == 1) \ and (last_candle['enter_long'] == 1) \
and (last_candle["sma24_deriv1_1h"] > - 0.02) \ and (pct_max < lim): # and val > self.buy_val_adjust.value and last_candle['mid_smooth_deriv1_1d'] > - 1):
and (last_candle["sma5_deriv1_1d"] > - 0.02 or count_of_buys <= 5)\
and (self.pairs[trade.pair]['last_palier_index'] < index): # and val > self.buy_val_adjust.value and last_candle['mid_smooth_deriv1_1d'] > - 1):
try: try:
print(f"{trade.pair} current_profit={current_profit} count_of_buys={count_of_buys} pct_first={pct_first:.3f} pct_max={pct_max:.3f} lim={lim:.3f} index={index}") # print(f"{trade.pair} current_profit={current_profit} count_of_buys={count_of_buys} pct_first={pct_first:.3f} pct_max={pct_max:.3f} lim={lim:.3f} index={index}")
self.pairs[trade.pair]['last_palier_index'] = index # self.pairs[trade.pair]['last_palier_index'] = index
max_amount = self.config.get('stake_amount', 100) * 2.5 max_amount = self.config.get('stake_amount', 100) * 2.5
stake_amount = min(stake_amount, self.wallets.get_available_stake_amount()) # stake_amount = min(stake_amount, self.wallets.get_available_stake_amount())
# min(min(max_amount, self.wallets.get_available_stake_amount()), stake_amount = min(min(max_amount, self.wallets.get_available_stake_amount()),
# self.adjust_stake_amount(pair, last_candle) - 10 * pct_first / pct) # min(200, self.adjust_stake_amount(pair, last_candle) * self.fibo[count_of_buys]) self.adjust_stake_amount(pair, last_candle) - 10 * pct_first / pct) # min(200, self.adjust_stake_amount(pair, last_candle) * self.fibo[count_of_buys])
trade_type = last_candle['enter_tag'] if last_candle['enter_long'] == 1 else 'pct48' trade_type = last_candle['enter_tag'] if last_candle['enter_long'] == 1 else 'pct48'
self.log_trade( self.log_trade(

5125
Zeus_8_3_2_B_4_2_Bilan.txt
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