From 340c651a8ac1acc4305eac2e9412bbb967d4d520 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?J=C3=A9r=C3=B4me=20Delacotte?= <jerome.delacotte@bappli.com>
Date: Thu, 27 Nov 2025 20:17:50 +0100
Subject: [PATCH] Frictrade

---
 Frictrade.py | 28 +++++++++++++++++++---------
 1 file changed, 19 insertions(+), 9 deletions(-)

diff --git a/Frictrade.py b/Frictrade.py
index d0f8a93..5ac5a0b 100644
--- a/Frictrade.py
+++ b/Frictrade.py
@@ -378,6 +378,10 @@ class Frictrade(IStrategy):
         dataframe['mid'] = dataframe['open'] + (dataframe['close'] - dataframe['open']) / 2
         dataframe['sma5'] = dataframe['mid'].ewm(span=5, adjust=False).mean() #dataframe["mid"].rolling(window=5).mean()
         dataframe['sma5_deriv1'] = 1000 * (dataframe['sma5'] - dataframe['sma5'].shift(1)) / dataframe['sma5'].shift(1)
+
+        dataframe['sma24'] = dataframe['mid'].ewm(span=24, adjust=False).mean()
+        dataframe['sma24_deriv1'] = 1000 * (dataframe['sma24'] - dataframe['sma24'].shift(1)) / dataframe['sma24'].shift(1)
+
         dataframe['sma60'] = dataframe['mid'].ewm(span=60, adjust=False).mean()
         dataframe['sma60_deriv1'] = 1000 * (dataframe['sma60'] - dataframe['sma60'].shift(1)) / dataframe['sma60'].shift(1)
 
@@ -386,7 +390,7 @@ class Frictrade(IStrategy):
 
         dataframe["sma5_sqrt"] = (
                 np.sqrt(np.abs(dataframe["sma5"] - dataframe["sma5"].shift(1)))
-                + np.sqrt(np.abs(dataframe["sma5"].shift(2) - dataframe["sma5"].shift(1)))
+                + np.sqrt(np.abs(dataframe["sma5"].shift(3) - dataframe["sma5"].shift(1)))
         )
         dataframe["sma5_inv"] = (
                 (dataframe["sma5"].shift(2) >= dataframe["sma5"].shift(1))
@@ -405,6 +409,9 @@ class Frictrade(IStrategy):
         dataframe['max5'] = talib.MAX(dataframe['mid'], timeperiod=5)
         dataframe['min180'] = talib.MIN(dataframe['mid'], timeperiod=180)
         dataframe['max180'] = talib.MAX(dataframe['mid'], timeperiod=180)
+        dataframe['pct180'] = ((dataframe["mid"] - dataframe['min180'] ) / (dataframe['max180'] - dataframe['min180'] ))
+
+        dataframe = self.rsi_trend_probability(dataframe)
 
         # ################### INFORMATIVE 1h
         informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe='1h')
@@ -493,8 +500,9 @@ class Frictrade(IStrategy):
     def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         dataframe.loc[
             (
-                (dataframe['sma5_inv'] == 1)
-                # & (dataframe['max_rsi_24'] < 80)
+                # (dataframe['sma5_inv'] == 1)
+                ((dataframe['pct180'] < 0.5) | (dataframe['close'] < dataframe['sma60']))
+                & (dataframe['hapercent'] > 0)
                 # & (
                 #         (dataframe['percent3'] <= -0.003)
                 #         | (dataframe['percent12'] <= -0.003)
@@ -653,11 +661,10 @@ class Frictrade(IStrategy):
                 self.printLog(exception)
                 return None
 
-        if current_profit > dca_threshold and (increase >= dca_threshold and self.wallets.get_available_stake_amount() > 0) \
-                and (last_candle['max_rsi_24'] < 80):
+        if current_profit > dca_threshold and (increase >= dca_threshold and self.wallets.get_available_stake_amount() > 0):
             try:
                 self.pairs[pair]['previous_profit'] = profit
-                stake_amount = min(self.wallets.get_available_stake_amount(), self.adjust_stake_amount(pair, last_candle))
+                stake_amount = max(20, min(self.wallets.get_available_stake_amount(), self.adjust_stake_amount(pair, last_candle)))
                 if stake_amount > 0:
                     self.pairs[pair]['has_gain'] += 1
 
@@ -751,13 +758,16 @@ class Frictrade(IStrategy):
         zone = int(position * 3)  # 0 à 2
 
         if zone == 0:
-            current_trailing_stop_positive = True
+            current_trailing_stop_positive = self.trailing_stop_positive
             current_trailing_stop_positive_offset = self.trailing_stop_positive_offset * 2
         # if zone == 1:
 
 
+        if last_candle['sma24_deriv1'] > 0: # and last_candle['sma5_deriv1'] > -0.15:
+            return None
         # ----- 5) Calcul du trailing stop dynamique -----
         # Exemple : offset=0.321 => stop à +24.8%
+
         trailing_stop = max_profit * (1.0 - current_trailing_stop_positive)
         baisse = 0
         if max_profit:
@@ -781,12 +791,12 @@ class Frictrade(IStrategy):
         if current_trailing_only_offset_is_reached:
             # Max profit pas atteint ET perte < 2 * current_trailing_stop_positive
             if max_profit < min(2, current_trailing_stop_positive_offset * (count_of_buys - self.pairs[pair]['has_gain']))\
-                    and (baisse < 0.5 and max_profit > current_trailing_stop_positive_offset): #2 * current_trailing_stop_positive:
+                    and (max_profit > current_trailing_stop_positive_offset): #2 * current_trailing_stop_positive:
                 return None  # ne pas activer le trailing encore
         # Sinon : trailing actif dès le début
 
         # ----- 6) Condition de vente -----
-        if profit > 0 and profit <= trailing_stop:
+        if profit > 0 and profit <= trailing_stop and last_candle['mid'] < last_candle['sma5']:
             return f"stop_{count_of_buys}"
         return None