┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━┓

┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃ ┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━┩ │ Empty │ 49 │ 2.64 │ 680.535 │ 68.05 │ 14 days, 0:38:00 │ 44 0 5 89.8 │ 629.763 USDT 27.26% │ └──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┴──────────────────────┘
2026-02-21 18:40:21 +01:00
parent a228e56172
commit 60ed27529a
3 changed files with 178 additions and 159 deletions
--- a/Empty.py
+++ b/Empty.py
@@ -266,7 +266,7 @@ class Empty(IStrategy):
    # trailing_only_offset_is_reached = False

    position_adjustment_enable = True
-    use_custom_stoploss = False
+    use_custom_stoploss = True

    #max_open_trades = 3

@@ -385,9 +385,11 @@ class Empty(IStrategy):

    sell_score_indicator = CategoricalParameter(score_indicators, default="sma24_score", space='sell')

-    stoploss_indicator = CategoricalParameter(stoploss_indicators, default="stop_buying12_1d", space='protection')
+    range_pos_stoploss = DecimalParameter(0, 0.1, decimals=2, default=0.05, space='protection')
+    stoploss_force = DecimalParameter(-0.2, 0, decimals=2, default=-0.05, space='protection')
+    stoploss_indicator = CategoricalParameter(god_genes_with_timeperiod, default="stop_buying12_1d", space='protection')
    stop_buying_indicator = CategoricalParameter(stoploss_indicators, default="stop_buying12_1d", space='protection')
-    stoploss_timeperiod = CategoricalParameter(timeperiods, default="12", space='protection')
+    # stoploss_timeperiod = CategoricalParameter(timeperiods, default="12", space='protection')

    def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
                            proposed_stake: float, min_stake: float, max_stake: float,
@@ -409,8 +411,8 @@ class Empty(IStrategy):
            # range_pos = (last_candle['close'] - range_min) / (range_max - range_min)

            range_pos = last_candle[f"range_pos"]
-            sl_min = self.wallets.get_available_stake_amount() / 2
-            sl_max = self.wallets.get_available_stake_amount() / 6
+            sl_min = self.wallets.get_available_stake_amount() / 6
+            sl_max = self.wallets.get_available_stake_amount() / 2

            amount = sl_min + (1 - range_pos) * (sl_max - sl_min)
            # amount = self.wallets.get_available_stake_amount() / 8
@@ -470,13 +472,18 @@ class Empty(IStrategy):
        last_buy = max(filled_buys, key=lambda o: o.order_date)
        last_entry_price = last_buy.price

-        drop_from_last_entry = (current_rate - last_entry_price) / last_entry_price
+        if last_entry_price:
+            drop_from_last_entry = (current_rate - last_entry_price) / last_entry_price

-        if drop_from_last_entry <= -0.025 and last_candle['min60'] == last_candle_3['min60']:
-            # stake_amount = trade.stake_amount
-            print(f"adjust {current_time} {stake_amount}")
-            print(f"adjust {pair} {current_time} dispo={dispo}  amount={stake_amount} rate={current_rate}")
-            return stake_amount
+            if drop_from_last_entry <= -0.025 and last_candle['min60'] == last_candle_3['min60'] \
+                    and last_candle[self.stop_buying_indicator.value] == False\
+                    and ((last_candle['stop_buying5_1d'] == False) or (last_candle['range_pos'] < 0)) \
+                    and last_candle['range_pos'] <= -0.01:
+                # stake_amount = trade.stake_amount
+                self.pairs[trade.pair]['last_buy'] = current_rate
+                print(f"adjust {current_time} {stake_amount}")
+                print(f"adjust {pair} {current_time} dispo={dispo}  amount={stake_amount} rate={current_rate}")
+                return stake_amount

        return None

@@ -494,7 +501,8 @@ class Empty(IStrategy):

        condition = True

-        if self.pairs[pair]['last_trade'] and self.pairs[pair]['last_trade'].close_date:
+
+        if False and self.pairs[pair]['last_trade'].close_date is not None:
            # base cooldown = n bougies / cooldown proportionnel au profit
            # bougies de plus par %
            cooldown_candles = 12 + 6 * (int(self.pairs[pair]['last_profit'] / 0.01))  # réglable
@@ -504,7 +512,7 @@ class Empty(IStrategy):

            condition = (candles_since_close >= cooldown_candles)

-            print(f"Cool down {round(self.pairs[pair]['last_profit'], 3)} {cooldown_candles} {candles_since_close}")
+            print(f"Cool close date = trade={self.pairs[pair]['last_trade'].close_date} down {round(self.pairs[pair]['last_profit'], 3)} {cooldown_candles} {candles_since_close}")

        # self.should_enter_trade(pair, last_candle, current_time)
        allow_to_buy = (condition and not self.pairs[pair]['stop']) | (entry_tag == 'force_entry')
@@ -530,6 +538,7 @@ class Empty(IStrategy):
            self.pairs[pair]['last_min'] = min(last_candle['close'], self.pairs[pair]['last_min'])
            self.pairs[pair]['last_date'] = current_time

+
            dispo = round(self.wallets.get_available_stake_amount())
            # self.printLineLog()

@@ -563,7 +572,7 @@ class Empty(IStrategy):

        profit = trade.calc_profit(rate)
        force = self.pairs[pair]['force_sell']
-        allow_to_sell = (last_candle['hapercent'] < 0 and profit > 0) or force or (exit_reason == 'force_exit') or (exit_reason == 'stop_loss') or (exit_reason == 'trailing_stop_loss')
+        allow_to_sell = (last_candle['hapercent'] < 0 and profit > 0) or force or (exit_reason == 'god') or (exit_reason == 'force_exit') or (exit_reason == 'stop_loss') or (exit_reason == 'trailing_stop_loss')

        minutes = int(round((current_time - trade.date_last_filled_utc).total_seconds() / 60, 0))

@@ -594,7 +603,7 @@ class Empty(IStrategy):
            self.pairs[pair]['max_touch'] = 0
            self.pairs[pair]['last_buy'] = 0
            self.pairs[pair]['last_date'] = current_time
-            self.pairs[pair]['last_trade'] = self.pairs[pair]['current_trade']
+            self.pairs[pair]['last_trade'] = trade
            self.pairs[pair]['current_trade'] = None
        else:
            print(f"{current_time} STOP triggered for {pair} ({exit_reason}) but condition blocked", "warning")
@@ -620,36 +629,41 @@ class Empty(IStrategy):

        return None

-    # def custom_stoploss(self, pair, trade, current_time, current_rate, current_profit, **kwargs):
-    #     dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
-    #     last_candle = dataframe.iloc[-1]
-    #     profit = trade.calc_profit(current_rate)
-    #
-    #     # print(f'test stop loss {self.stoploss} {last_candle["stop_buying12_1d"]}')
-    #     if last_candle[self.stoploss_indicator.value] and (trade.nr_of_successful_entries >= 4 or self.wallets.get_available_stake_amount() < 300): # and profit < - 30 :
-    #         range_min = last_candle[f"min{self.stoploss_timeperiod.value}_1d"]
-    #         range_max = last_candle[f"max{self.stoploss_timeperiod.value}_1d"]
-    #
-    #         if range_max == range_min:
-    #             print(f'ranges={range_min}')
-    #             return -0.1  # sécurité
-    #
-    #         range_pos = (current_rate - range_min) / (range_max - range_min)
-    #
-    #         if (range_pos > 1):
-    #             return -1
-    #
-    #         sl_min = -0.02
-    #         sl_max = -0.1 #self.stoploss
-    #
-    #         dynamic_sl = (sl_min + (1 - range_pos) * (sl_max - sl_min))
-    #
-    #         print(f'{current_time} Loss ranges={round(range_min,0)} {round(range_max, 0)} range_pos={round(range_pos, 3)} dynamic_sl={round(dynamic_sl, 3)} '
-    #               f'profit={profit} current={current_profit} {self.stoploss_indicator.value}  {self.stoploss_timeperiod.value} {last_candle[self.stoploss_indicator.value]}')
-    #
-    #         return dynamic_sl
-    #
-    #     return -1
+    def custom_stoploss(self, pair, trade, current_time, current_rate, current_profit, **kwargs):
+        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+        last_candle = dataframe.iloc[-1]
+        profit = trade.calc_profit(current_rate)
+
+        candle_at_buy = self.pairs[pair]['last_candle']
+
+        if candle_at_buy['range_pos'] > self.range_pos_stoploss.value and candle_at_buy[self.stoploss_indicator.value] < 0:
+            return self.stoploss_force.value
+
+        # # print(f'test stop loss {self.stoploss} {last_candle["stop_buying12_1d"]}')
+        # if last_candle[self.stoploss_indicator.value] and (trade.nr_of_successful_entries >= 4 or self.wallets.get_available_stake_amount() < 300): # and profit < - 30 :
+        #     range_min = last_candle[f"min{self.stoploss_timeperiod.value}_1d"]
+        #     range_max = last_candle[f"max{self.stoploss_timeperiod.value}_1d"]
+        #
+        #     if range_max == range_min:
+        #         print(f'ranges={range_min}')
+        #         return -0.1  # sécurité
+        #
+        #     range_pos = (current_rate - range_min) / (range_max - range_min)
+        #
+        #     if (range_pos > 1):
+        #         return -1
+        #
+        #     sl_min = -0.02
+        #     sl_max = -0.1 #self.stoploss
+        #
+        #     dynamic_sl = (sl_min + (1 - range_pos) * (sl_max - sl_min))
+        #
+        #     print(f'{current_time} Loss ranges={round(range_min,0)} {round(range_max, 0)} range_pos={round(range_pos, 3)} dynamic_sl={round(dynamic_sl, 3)} '
+        #           f'profit={profit} current={current_profit} {self.stoploss_indicator.value}  {self.stoploss_timeperiod.value} {last_candle[self.stoploss_indicator.value]}')
+        #
+        #     return dynamic_sl
+
+        return -1

    def informative_pairs(self):
        # get access to all pairs available in whitelist.
@@ -725,7 +739,7 @@ class Empty(IStrategy):
        range_min = dataframe[f"min12_1d"]
        range_max = dataframe[f"max48"]

-        dataframe[f"range_pos"] = (dataframe['close'] - range_min) / (range_max - range_min)
+        dataframe[f"range_pos"] = ((dataframe['mid'] - range_min) / (range_max)).rolling(5).mean()


        # récupérer le dernier trade fermé
@@ -791,11 +805,11 @@ class Empty(IStrategy):
        #     buy_real_num
        # )
        # conditions.append(condition)
-        conditions.append((dataframe[self.stop_buying_indicator.value] == False))
+        conditions.append((dataframe[self.stop_buying_indicator.value] == False) | (dataframe['range_pos'] < 0))

-        # conditions.append(dataframe['hapercent'] > 0)
+        conditions.append(dataframe['hapercent'] > 0)
        # # conditions.append(dataframe[f"range_pos"] <= 0.5)
-        # conditions.append(dataframe[f"sma5_deriv1"] > 0)
+        # conditions.append((dataframe[f"range_pos"] < 0.01) | ((dataframe[f"sma5_deriv1"] > 0) & (dataframe[f"sma12_deriv1"] > 0) & (dataframe[f"sma24_deriv1"] > 0)))

        print(f"BUY indicators tested \n"
              f"{self.buy_indicator0.value} {self.buy_crossed_indicator0.value} {self.buy_operator0.value} {self.buy_real_num0.value} \n"
@@ -812,7 +826,7 @@ class Empty(IStrategy):
        return dataframe

    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        # conditions = list()
+        conditions = list()
        # # TODO: Its not dry code!
        # sell_indicator = self.sell_indicator0.value
        # sell_crossed_indicator = self.sell_crossed_indicator0.value
@@ -861,6 +875,9 @@ class Empty(IStrategy):
        #       )
        #
        #
+        # conditions.append(qtpylib.crossed_below(dataframe['mid'], dataframe['sma24']))
+        # conditions.append((dataframe['range_pos'] > 0.04))
+        #
        # if conditions:
        #     dataframe.loc[reduce(lambda x, y: x & y, conditions), ['exit_long', 'exit_tag']] = (1, 'god')
        return dataframe