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Freqtrade/MyStrategy.py
Jérôme Delacotte 7c239227d8 first commit
2025-03-06 11:01:43 +01:00

363 lines
12 KiB
Python

from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
# --------------------------------
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy as np # noqa
def activate(x):
return np.tanh(x) # tanh
params = {
'0-0-0-w': -0.53814,
'0-0-bias': -0.96407,
'1-0-0-w': -0.49249,
'10-0-0-w': 0.08845,
'11-0-0-w': -0.14317,
'12-0-0-w': 0.00923,
'13-0-0-w': 0.30464,
'14-0-0-w': -0.35835,
'15-0-0-w': -0.49712,
'16-0-0-w': 0.76135,
'17-0-0-w': -0.75257,
'18-0-0-w': -0.04622,
'19-0-0-w': 0.10012,
'2-0-0-w': -0.23534,
'20-0-0-w': -0.04553,
'21-0-0-w': -0.35334,
'22-0-0-w': 0.17952,
'23-0-0-w': 0.44446,
'24-0-0-w': -0.15875,
'25-0-0-w': 0.97565,
'26-0-0-w': -0.89948,
'27-0-0-w': 0.61777,
'28-0-0-w': -0.60204,
'29-0-0-w': -0.85229,
'3-0-0-w': 0.47262,
'30-0-0-w': -0.52791,
'31-0-0-w': 0.98494,
'4-0-0-w': -0.54942,
'5-0-0-w': 0.40523,
'6-0-0-w': 0.4723,
'7-0-0-w': 0.63297,
'8-0-0-w': 0.07159,
'9-0-0-w': -0.86791,
'adx-bias': -0.48719,
'ao-bias': -0.87518,
'aroonosc-bias': -0.56096,
'bb_percent-bias': -0.98703,
'bb_width-bias': -0.73742,
'cci-bias': 0.47039,
'end-0-w': -0.81658,
'end-bias': 0.74656,
'fastd-bias': -0.2793,
'fisher_rsi_norm-bias': -0.36065,
'kc_percent-bias': 0.76707,
'kc_width-bias': 0.5489,
'macd-bias': 0.55448,
'macdhist-bias': -0.83133,
'macdsignal-bias': 0.30828,
'mfi-bias': -0.13097,
'roc-bias': -0.78885,
'rsi-bias': 0.9856,
'sar-bias': 0.43812,
'sma10-bias': -0.39019,
'sma100-bias': 0.03558,
'sma21-bias': 0.07457,
'sma3-bias': 0.93633,
'sma5-bias': -0.93329,
'sma50-bias': -0.60637,
'tema10-bias': -0.45946,
'tema100-bias': 0.1662,
'tema21-bias': 0.68466,
'tema3-bias': 0.25368,
'tema5-bias': -0.88818,
'tema50-bias': 0.3019,
'uo-bias': 0.71019,
'wbb_percent-bias': -0.55964,
'wbb_width-bias': 0.23523,
's-0-0-0-w': 0.85409,
's-0-0-bias': -0.04613,
's-1-0-0-w': -0.14997,
's-10-0-0-w': -0.67008,
's-11-0-0-w': -0.40221,
's-12-0-0-w': 0.64553,
's-13-0-0-w': 0.22838,
's-14-0-0-w': 0.99977,
's-15-0-0-w': 0.89363,
's-16-0-0-w': -0.88212,
's-17-0-0-w': -0.71813,
's-18-0-0-w': 0.41602,
's-19-0-0-w': -0.48389,
's-2-0-0-w': 0.09649,
's-20-0-0-w': 0.64273,
's-21-0-0-w': -0.31671,
's-22-0-0-w': 0.9663,
's-23-0-0-w': 0.00229,
's-24-0-0-w': 0.96244,
's-25-0-0-w': -0.24513,
's-26-0-0-w': 0.52312,
's-27-0-0-w': 0.44742,
's-28-0-0-w': -0.03916,
's-29-0-0-w': 0.88882,
's-3-0-0-w': -0.32112,
's-30-0-0-w': -0.70886,
's-31-0-0-w': -0.42672,
's-4-0-0-w': -0.55265,
's-5-0-0-w': 0.56105,
's-6-0-0-w': 0.47436,
's-7-0-0-w': 0.58136,
's-8-0-0-w': -0.48308,
's-9-0-0-w': -0.16024,
's-adx-bias': -0.4091,
's-ao-bias': 0.76889,
's-aroonosc-bias': 0.16228,
's-bb_percent-bias': 0.19407,
's-bb_width-bias': 0.11795,
's-cci-bias': 0.8379,
's-end-0-w': -0.14648,
's-end-bias': -0.85697,
's-fastd-bias': -0.00581,
's-fisher_rsi_norm-bias': -0.05253,
's-kc_percent-bias': -0.3562,
's-kc_width-bias': 0.67451,
's-macd-bias': -0.17742,
's-macdhist-bias': -0.58328,
's-macdsignal-bias': -0.79847,
's-mfi-bias': -0.48236,
's-roc-bias': -0.5914,
's-rsi-bias': -0.9618,
's-sar-bias': 0.57033,
's-sma10-bias': 0.14349,
's-sma100-bias': 0.02401,
's-sma21-bias': 0.78191,
's-sma3-bias': 0.72279,
's-sma5-bias': -0.19383,
's-sma50-bias': 0.63697,
's-tema10-bias': 0.96837,
's-tema100-bias': 0.77171,
's-tema21-bias': 0.67279,
's-tema3-bias': -0.24583,
's-tema5-bias': -0.08997,
's-tema50-bias': 0.65532,
's-uo-bias': 0.67701,
's-wbb_percent-bias': -0.658,
's-wbb_width-bias': -0.71056
}
network_shape = [1]
class MyStrategy(IStrategy):
# ROI table:
minimal_roi = {
"0": 0.21029,
"11": 0.05876,
"57": 0.02191,
"281": 0
}
# Stoploss:
stoploss = -0.07693
# Optimal ticker interval for the strategy
ticker_interval = '2h'
# Trailing stop:
trailing_only_offset_is_reached = False
trailing_stop = True
trailing_stop_positive = 0.01019
trailing_stop_positive_offset = 0.01164
# run "populate_indicators" only for new candle
process_only_new_candles = True
# Experimental settings (configuration will overide these if set)
use_sell_signal = True
sell_profit_only = True
ignore_roi_if_buy_signal = True
startup_candle_count = 100
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Adds several different TA indicators to the given DataFrame
Performance Note: For the best performance be frugal on the number of indicators
you are using. Let uncomment only the indicator you are using in your strategies
or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
"""
# Momentum Indicators
# ------------------------------------
# ADX
dataframe['adx'] = ta.ADX(dataframe) / 100
# # Plus Directional Indicator / Movement
# dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
# dataframe['plus_di'] = ta.PLUS_DI(dataframe)
# # Minus Directional Indicator / Movement
# dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
# dataframe['minus_di'] = ta.MINUS_DI(dataframe)
# # Aroon, Aroon Oscillator
# aroon = ta.AROON(dataframe)
# dataframe['aroonup'] = aroon['aroonup']
# dataframe['aroondown'] = aroon['aroondown']
dataframe['aroonosc'] = ta.AROONOSC(dataframe) / 100
# # Awesome Oscillator
dataframe['ao'] = ((qtpylib.awesome_oscillator(dataframe) > 0).astype(int) - 0.5) * 2
# # Keltner Channel
keltner = qtpylib.keltner_channel(dataframe)
dataframe["kc_upperband"] = keltner["upper"]
dataframe["kc_lowerband"] = keltner["lower"]
dataframe["kc_middleband"] = keltner["mid"]
dataframe["kc_percent"] = (
(dataframe["close"] - dataframe["kc_lowerband"]) /
(dataframe["kc_upperband"] - dataframe["kc_lowerband"])
)
dataframe["kc_width"] = (
(dataframe["kc_upperband"] - dataframe["kc_lowerband"]) / dataframe["kc_middleband"]
)
# # Ultimate Oscillator
dataframe['uo'] = ta.ULTOSC(dataframe) / 100
# # Commodity Channel Index: values [Oversold:-100, Overbought:100]
dataframe['cci'] = ta.CCI(dataframe) / 200
# RSI
dataframe['rsi'] = ta.RSI(dataframe) / 100
# # Inverse Fisher transform on RSI: values [-1.0, 1.0] (https://goo.gl/2JGGoy)
rsi = 0.1 * (dataframe['rsi'] * 100 - 50)
fisher_rsi = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
# # Inverse Fisher transform on RSI normalized: values [0.0, 100.0] (https://goo.gl/2JGGoy)
dataframe['fisher_rsi_norm'] = 50 * (fisher_rsi + 1) / 100
# # Stochastic Slow
# stoch = ta.STOCH(dataframe)
# dataframe['slowd'] = stoch['slowd']
# dataframe['slowk'] = stoch['slowk']
# Stochastic Fast
stoch_fast = ta.STOCHF(dataframe)
dataframe['fastd'] = stoch_fast['fastd'] / 100
# # Stochastic RSI
# stoch_rsi = ta.STOCHRSI(dataframe)
# dataframe['fastd_rsi'] = stoch_rsi['fastd']
# dataframe['fastk_rsi'] = stoch_rsi['fastk']
# MACD
macd = ta.MACD(dataframe)
dataframe['macd'] = macd['macd']
dataframe['macdsignal'] = macd['macdsignal']
dataframe['macdhist'] = macd['macdhist']
# MFI
dataframe['mfi'] = ta.MFI(dataframe) / 100
# # ROC
dataframe['roc'] = ta.ROC(dataframe) / 100
# Overlap Studies
# ------------------------------------
# Bollinger Bands
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
dataframe['bb_lowerband'] = bollinger['lower']
dataframe['bb_middleband'] = bollinger['mid']
dataframe['bb_upperband'] = bollinger['upper']
dataframe["bb_percent"] = (
(dataframe["close"] - dataframe["bb_lowerband"]) /
(dataframe["bb_upperband"] - dataframe["bb_lowerband"])
)
dataframe["bb_width"] = (
(dataframe["bb_upperband"] - dataframe["bb_lowerband"]) / dataframe["bb_middleband"]
)
# Bollinger Bands - Weighted (EMA based instead of SMA)
weighted_bollinger = qtpylib.weighted_bollinger_bands(
qtpylib.typical_price(dataframe), window=20, stds=2
)
dataframe["wbb_upperband"] = weighted_bollinger["upper"]
dataframe["wbb_lowerband"] = weighted_bollinger["lower"]
dataframe["wbb_middleband"] = weighted_bollinger["mid"]
dataframe["wbb_percent"] = (
(dataframe["close"] - dataframe["wbb_lowerband"]) /
(dataframe["wbb_upperband"] - dataframe["wbb_lowerband"])
)
dataframe["wbb_width"] = (
(dataframe["wbb_upperband"] - dataframe["wbb_lowerband"]) / dataframe["wbb_middleband"]
)
# # SMA - Simple Moving Average
dataframe['sma3'] = dataframe['close'] / ta.SMA(dataframe, timeperiod=3) - 1
dataframe['sma5'] = dataframe['close'] / ta.SMA(dataframe, timeperiod=5) - 1
dataframe['sma10'] = dataframe['close'] / ta.SMA(dataframe, timeperiod=10) - 1
dataframe['sma21'] = dataframe['close'] / ta.SMA(dataframe, timeperiod=21) - 1
dataframe['sma50'] = dataframe['close'] / ta.SMA(dataframe, timeperiod=50) - 1
dataframe['sma100'] = dataframe['close'] / ta.SMA(dataframe, timeperiod=100) - 1
# Parabolic SAR
dataframe['sar'] = dataframe['close'] / ta.SAR(dataframe) - 1
# TEMA - Triple Exponential Moving Average
dataframe['tema3'] = dataframe['close'] / ta.TEMA(dataframe, timeperiod=3) - 1
dataframe['tema5'] = dataframe['close'] / ta.TEMA(dataframe, timeperiod=5) - 1
dataframe['tema10'] = dataframe['close'] / ta.TEMA(dataframe, timeperiod=10) - 1
dataframe['tema21'] = dataframe['close'] / ta.TEMA(dataframe, timeperiod=21) - 1
dataframe['tema50'] = dataframe['close'] / ta.TEMA(dataframe, timeperiod=50) - 1
dataframe['tema100'] = dataframe['close'] / ta.TEMA(dataframe, timeperiod=100) - 1
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the buy signal for the given dataframe
:param dataframe: DataFrame
:return: DataFrame with buy column
"""
indicators = ['aroonosc', 'ao', 'uo', 'cci', 'rsi', 'fisher_rsi_norm', 'sar',
'sma3', 'sma5', 'sma10', 'sma21', 'sma50', 'sma100',
'tema3', 'tema5', 'tema10', 'tema21', 'tema50', 'tema100',
'fastd', 'adx', 'bb_percent', 'bb_width', 'macd', 'macdsignal', 'macdhist', 'mfi',
'wbb_percent', 'wbb_width', 'roc', 'kc_percent', 'kc_width']
inputs = []
for indicator in indicators:
inputs.append(dataframe[indicator] + params[indicator + '-bias'])
for index, layer_size in enumerate(network_shape):
outputs = []
for n in range(layer_size):
weight = 0
for i, input in enumerate(inputs):
weight += params['{}-{}-{}-w'.format(i, index, n)] * input
weight += params['{}-{}-bias'.format(index, n)]
outputs.append(activate(weight))
inputs = outputs
weight = 0
for i, input in enumerate(inputs):
weight += params['end-{}-w'.format(i)] * input
weight += params['end-bias']
dataframe.loc[activate(weight) > 0, 'buy'] = 1
# Check that the candle had volume
dataframe.loc[dataframe['volume'] <= 0, 'buy'] = 0
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
return dataframe