Calcul 20250101-20250714 836.946 154.99$

Zeus_8_3_2_B_4_2.py

@@ -674,6 +674,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
 
         # print(metadata['pair'])
         dataframe['rsi'] = talib.RSI(dataframe['close'], timeperiod=14)
+        dataframe['max_rsi_12'] = talib.MAX(dataframe['rsi'], timeperiod=12)
         self.calculeDerivees(dataframe, 'rsi')
 
         dataframe['max48'] = talib.MAX(dataframe['close'], timeperiod=48)
@@ -716,6 +717,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
                              informative['close']
         self.calculeDerivees(informative, 'atr')
         informative['rsi'] = talib.RSI(informative['close'])  # , timeperiod=7)
+
         informative['sma5'] = talib.SMA(informative, timeperiod=5)
         informative['sma24'] = talib.SMA(informative, timeperiod=24)
         self.calculeDerivees(informative, 'sma5')
@@ -1002,6 +1004,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
 
                 valid_inversion & inversion_last5
                 & (dataframe['hapercent'] > 0)
+                & (dataframe['max_rsi_12'] < 70)
 
                 # valid_inversion
                 # ((dataframe['bb_cross_down'] < - 0.1)
@@ -1470,7 +1473,6 @@ class Zeus_8_3_2_B_4_2(IStrategy):
         base_stake_amount = self.config.get('stake_amount')  # Montant de base configuré
         # pct60 = round(100 * self.getPctClose60D(pair, last_candle), 2)
 
-
         if not pair in ('BTC/USDT', 'BTC/USDC'):
             # factors = [1, 1.2, 1.3, 1.4]
             if self.pairs[pair]['count_of_buys'] == 0:
@@ -2125,7 +2127,17 @@ class Zeus_8_3_2_B_4_2(IStrategy):
 
         self.should_enter_trade_count = 0
 
-        if max_pair != '' :
+        # if max_pair != pair and self.pairs[pair]['total_amount'] > 300:
-            return max_pair == pair or pct_max < - 0.25
+        #     return False
+
+        if (max_pair != ''): # & (self.pairs[pair]['count_of_buys'] >= limit - 1) :
+            trade = self.pairs[max_pair]['current_trade']
+            current_time = current_time.astimezone(timezone.utc)
+            open_date = trade.open_date.astimezone(timezone.utc)
+            current_time_utc = current_time.astimezone(timezone.utc)
+            days_since_open = (current_time_utc - open_date).days
+            pct_max_max = self.getPctFirstBuy(max_pair, last_candle)
+            # print(f"days_since_open {days_since_open} max_pair={max_pair} pair={pair}")
+            return max_pair == pair or pct_max < - 0.25 or (pct_max_max < - 0.15 and max_pair != pair and days_since_open > 60)
         else:
             return True