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TEST STOP START

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This commit is contained in:
Jérôme Delacotte
2025-09-27 11:20:25 +02:00
parent 5d8f5dcb96
commit 83f3923bbf
2 changed files with 119 additions and 33 deletions
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11
Zeus_8_3_2_B_4_2.json
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@@ -21,11 +21,14 @@
},
"sell": {},
"protection": {
"sma20_deriv1_1d_protection": -0.05,
"sma24_deriv1_1h_protection": -0.1,
"sma5_deriv1_1d_protection": -0.05
"sma20_deriv1_1d_start_protection": 0.0,
"sma20_deriv1_1d_stop_protection": 0.0,
"sma5_deriv1_1d_start_protection": 0.0,
"sma5_deriv1_1d_stop_protection": 0.0,
"sma5_deriv2_1d_start_protection": 0.0,
"sma5_deriv2_1d_stop_protection": 0.0
}
},
"ft_stratparam_v": 1,
"export_time": "2025-09-16 18:26:35.356631+00:00"
"export_time": "2025-09-27 06:44:29.575217+00:00"
}

141
Zeus_8_3_2_B_4_2.py
View File

@@ -205,17 +205,24 @@ class Zeus_8_3_2_B_4_2(IStrategy):
# factors = [1, 1.1, 1.25, 1.5, 2.0, 3]
# thresholds = [2, 5, 10, 20, 30, 50]
factors = [1, 1.25, 1.5, 2.0]
thresholds = [2, 5, 10, 20]
factors = [0.5, 0.75, 1, 1.25, 1.5, 2]
thresholds = [0, 2, 5, 10, 30, 45]
trades = list()
max_profit_pairs = {}
sma20_deriv1_1d_protection = DecimalParameter(-0.1, 0.0, default=-0.05, decimals=2, space='protection',
sma20_deriv1_1d_stop_protection = DecimalParameter(-0.2, 0.2, default=0.05, decimals=2, space='protection',
optimize=True, load=True)
sma5_deriv1_1d_protection = DecimalParameter(-0.1, 0.0, default=-0.05, decimals=2, space='protection',
sma5_deriv1_1d_stop_protection = DecimalParameter(-0.2, 0.2, default=0.05, decimals=2, space='protection',
optimize=True, load=True)
sma24_deriv1_1h_protection = DecimalParameter(-1, 0.0, default=-0.05, decimals=1, space='protection', optimize=True,
sma5_deriv2_1d_stop_protection = DecimalParameter(-0.2, 0.2, default=0.05, decimals=1, space='protection', optimize=True,
load=True)
sma20_deriv1_1d_start_protection = DecimalParameter(-0.2, 0.2, default=0.05, decimals=2, space='protection',
optimize=True, load=True)
sma5_deriv1_1d_start_protection = DecimalParameter(-0.2, 0.2, default=0.05, decimals=2, space='protection',
optimize=True, load=True)
sma5_deriv2_1d_start_protection = DecimalParameter(-0.2, 0.2, default=0.05, decimals=1, space='protection', optimize=True,
load=True)
# sma5_deriv1_1d_protection = DecimalParameter(-0.1, 0.0, default=-0.05, decimals=2, space='protection', optimize=True, load=True)
@@ -435,6 +442,25 @@ class Zeus_8_3_2_B_4_2(IStrategy):
self.pairs[pair]['current_profit'] = current_profit
self.pairs[pair]['max_profit'] = max(self.pairs[pair]['max_profit'], current_profit)
dispo = round(self.wallets.get_available_stake_amount())
hours_since_first_buy = (current_time - trade.open_date_utc).seconds / 3600.0
days_since_first_buy = (current_time - trade.open_date_utc).days
hours = (current_time - trade.date_last_filled_utc).total_seconds() / 3600.0
if self.pairs[pair]['stop'] and hours % 6 == 0:
self.log_trade(
last_candle=last_candle,
date=current_time,
action="🟠 CURRENT",
dispo=dispo,
pair=pair,
rate=last_candle['close'],
trade_type='',
profit=0, # round(current_profit * trade.stake_amount, 2),
buys='',
stake=0
)
if last_candle['sma20_deriv1_1d'] > 0 and last_candle['sma5_deriv1_1d'] > 0 and last_candle[
'mid_smooth_1h_deriv1'] > 0 \
and last_candle['mid_smooth_1h_deriv2'] > 0:
@@ -525,7 +551,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
)
self.printLineLog()
df = pd.DataFrame.from_dict(self.pairs, orient='index')
colonnes_a_exclure = ['last_candle', 'last_trade', 'last_palier_index', 'stop',
colonnes_a_exclure = ['last_candle', 'last_trade', 'last_palier_index', 'current_trade',
'trade_info', 'last_date', 'expected_profit', 'last_count_of_buys', 'base_stake_amount', 'stop_buy']
df_filtered = df[df['count_of_buys'] > 0].drop(columns=colonnes_a_exclure)
# df_filtered = df_filtered["first_buy", "last_max", "max_touch", "last_sell","last_buy", 'count_of_buys', 'current_profit']
@@ -555,7 +581,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
sma5 = str(sma5_1d) + ' ' + str(sma5_1h)
last_lost = round((last_candle['close'] - self.pairs[pair]['max_touch']) / self.pairs[pair]['max_touch'], 3)
last_lost = self.getLastLost(last_candle, pair)
if buys is None:
buys = ''
@@ -565,7 +591,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
total_counts = str(buys) + '/' + str(sum(pair_data['count_of_buys'] for pair_data in self.pairs.values()))
dist_max = round(100 * (last_candle['max12_1d'] - last_candle['min12_1d']) / last_candle['min12_1d'], 0)
dist_max = self.getDistMax(last_candle, pair)
# if trade_type is not None:
# if np.isnan(last_candle['rsi_1d']):
@@ -597,11 +623,17 @@ class Zeus_8_3_2_B_4_2(IStrategy):
profit = str(round(self.pairs[pair]['current_profit'], 2)) + '/' + str(profit)
# 🟢 Dérivée 1 > 0 et dérivée 2 > 0: tendance haussière qui s’accélère.
# 🟡 Dérivée 1 > 0 et dérivée 2 < 0: tendance haussière qui ralentit → essoufflement potentiel.
# 🔴 Dérivée 1 < 0 et dérivée 2 < 0: tendance baissière qui s’accélère.
# 🟠 Dérivée 1 < 0 et dérivée 2 > 0: tendance baissière qui ralentit → possible bottom.
# tdc last_candle['tendency_12']
self.printLog(
f"| {date:<16} |{action:<10} | {pair[0:3]:<3} | {trade_type or '-':<18} |{rate or '-':>9}| {dispo or '-':>6} "
f"|{color}{profit or '-':>10}{RESET}| {pct_max or '-':>6} | {round(self.pairs[pair]['max_touch'], 2) or '-':>11} | {last_lost or '-':>12} "
f"| {last_max or '-':>7} | {last_min or '-':>7} |{total_counts or '-':>5}|{stake or '-':>7}"
f"|{last_candle['tendency_12'] or '-':>3}|" # {last_candle['tendency_1h'] or '-':>3}|{last_candle['tendency_1d'] or '-':>3}"
f"|{ last_candle['tendency_12'] or '-':>3}|" # {last_candle['tendency_1h'] or '-':>3}|{last_candle['tendency_1d'] or '-':>3}"
# 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(val, 1) or '-' :>6}|"
@@ -612,6 +644,15 @@ class Zeus_8_3_2_B_4_2(IStrategy):
# f"|{last_candle['min60_1d']}|{last_candle['max60_1d']}"
)
def getLastLost(self, last_candle, pair):
last_lost = round((last_candle['close'] - self.pairs[pair]['max_touch']) / self.pairs[pair]['max_touch'], 3)
return last_lost
def getDistMax(self, last_candle, pair):
mx = last_candle['max12_1d']
dist_max = round(100 * (mx - last_candle['close']) / mx, 0)
return dist_max
def printLineLog(self):
# f"sum1h|sum1d|Tdc|Tdh|Tdd| drv1 |drv_1h|drv_1d|"
self.printLog(
@@ -1225,7 +1266,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
else:
pct = 0.05
lim = - pct - (count_of_buys * 0.001)
lim = - pct - (count_of_buys * 0.0025)
# lim = self.getLimitBuy(pair, last_candle, pct)
if (len(dataframe) < 1):
@@ -1368,6 +1409,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
#
# if count < 3:
# return None
last_lost = self.getLastLost(last_candle, pair)
max_amount = self.config.get('stake_amount') * 2.5
# stake_amount = min(stake_amount, self.wallets.get_available_stake_amount())
@@ -1515,9 +1557,11 @@ class Zeus_8_3_2_B_4_2(IStrategy):
if True: # not pair in ('BTC/USDT', 'BTC/USDC'):
# factors = [1, 1.2, 1.3, 1.4]
if self.pairs[pair]['count_of_buys'] == 0:
pctClose60 = self.getPctClose60D(pair, last_candle)
# pctClose60 = self.getPctClose60D(pair, last_candle)
dist_max = self.getDistMax(last_candle, pair)
factor = self.multi_step_interpolate(dist_max, self.thresholds, self.factors)
adjusted_stake_amount = max(base_stake_amount / 5, base_stake_amount * (1 - pctClose60))
adjusted_stake_amount = max(base_stake_amount / 5, base_stake_amount * factor)
else:
adjusted_stake_amount = self.pairs[pair]['first_amount']
else:
@@ -2119,19 +2163,63 @@ class Zeus_8_3_2_B_4_2(IStrategy):
limit = 3
# 🟢 Dérivée 1 > 0 et dérivée 2 > 0: tendance haussière qui s’accélère.
# 🟡 Dérivée 1 > 0 et dérivée 2 < 0: tendance haussière qui ralentit → essoufflement potentiel.
# 🔴 Dérivée 1 < 0 et dérivée 2 < 0: tendance baissière qui s’accélère.
# 🟠 Dérivée 1 < 0 et dérivée 2 > 0: tendance baissière qui ralentit → possible bottom.
if not pair.startswith('BTC'):
if self.pairs[pair]['stop'] and last_candle['sma5_deriv1_1d'] > self.sma5_deriv1_1d_stop_protection.value \
and last_candle['sma5_deriv2_1d'] > self.sma5_deriv2_1d_stop_protection.value:
self.pairs[pair]['stop'] = False
self.log_trade(
last_candle=last_candle,
date=current_time,
action="🟢RESTART",
dispo=0,
pair=pair,
rate=last_candle['close'],
trade_type='',
profit=0, # round(current_profit * trade.stake_amount, 2),
buys='',
stake=0
)
else:
if self.pairs[pair]['stop'] == False and last_candle['sma5_deriv1_1d'] < - self.sma5_deriv1_1d_start_protection.value \
and last_candle['sma5_deriv2_1d'] < - self.sma5_deriv2_1d_start_protection.value:
self.pairs[pair]['stop'] = True
self.log_trade(
last_candle=last_candle,
date=current_time,
action="🔴🔴🔴🔴🔴 🔴STOP",
dispo=0,
pair=pair,
rate=last_candle['close'],
trade_type='',
profit=0, # round(current_profit * trade.stake_amount, 2),
buys='',
stake=0
)
return False
if self.pairs[pair]['stop']:
return False
if last_candle['sma5_deriv1_1h'] < -0.1:
return False
if last_candle['mid_smooth_1h_deriv2'] < -2 or last_candle['sma5_deriv2_1h'] < -2:
return False
if last_candle['sma5_deriv1_1h'] < 0.0 and last_candle['sma5_deriv2_1h'] < -0.0:
return False
if last_candle['mid_smooth_1h_deriv1'] < 0.0 and last_candle['mid_smooth_1h_deriv2'] < -0.0 and last_candle['sma5_deriv2_1h'] < 0:
return False
# if pair.startswith('BTC'):
# return True # BTC toujours autorisé
if pair.startswith('BTC'):
return True # BTC toujours autorisé
return True
#return True
# Filtrer les paires non-BTC
non_btc_pairs = [p for p in self.pairs if not p.startswith('BTC')]
@@ -2166,25 +2254,20 @@ class Zeus_8_3_2_B_4_2(IStrategy):
# if (last_candle['mid_smooth_1h_deriv1'] < -0.0 and last_candle['sma24_deriv1_1h'] < -0.0):
# return False
if last_candle['sma5_deriv2_1h'] < -0.2:
return False
# if (last_candle['sma5_deriv1_1d'] < -0.1 and last_candle['sma5_deriv2_1d'] < -0) \
# or last_candle['sma5_deriv2_1d'] < -0.2:
# return False
if last_candle['mid_smooth_1h_deriv1'] < -0.02: # and last_candle['mid_smooth_1h_deriv2'] > 0):
return False
if self.pairs[pair]['count_of_buys'] >= 3:
if last_candle['sma5_deriv1_1d'] < -0.065 or (last_candle['sma5_deriv1_1d'] < -0.0 and last_candle['sma5_deriv2_1d'] < -0.0):
return False
# if self.pairs[pair]['count_of_buys'] >= 3:
# if (last_candle['sma20_deriv1_1d'] < self.sma20_deriv1_1d_protection.value
# and last_candle['sma5_deriv1_1d'] < self.sma5_deriv1_1d_protection.value \
# and last_candle['sma24_deriv1_1h'] < self.sma24_deriv1_1h_protection.value):
# # or (last_candle['sma5_deriv1_1d'] < -0.1 and last_candle['sma24_deriv1_1h'] < -0.1):
# return False
if pair.startswith('BTC'):
return True # BTC toujours autorisé
# if (last_candle['sma20_deriv1_1d'] < self.sma20_deriv1_1d_protection.value
# and last_candle['sma5_deriv1_1d'] < self.sma5_deriv1_1d_protection.value \
# and last_candle['sma5_deriv2_1d'] < -0.05):
# # or (last_candle['sma5_deriv1_1d'] < -0.1 and last_candle['sma24_deriv1_1h'] < -0.1):
# self.pairs[pair]['stop'] = True
# return False
self.should_enter_trade_count = 0