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Add klc and klu fx strength check

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This commit is contained in:
jackyu66git
2025-05-28 19:45:08 +08:00
parent 0754b5ae59
commit 843534a039
13 changed files with 885 additions and 25 deletions
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strategies/ChanLun_BTC_15.py
+20 -18
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@@ -14,16 +14,19 @@ import talib.abstract as ta
from pandas import DataFrame
from datetime import datetime, timedelta
from freqtrade.persistence import Trade
from typing import Optional
from typing import Optional, List, Dict
import logging
logger = logging.getLogger(__name__)
from freqtrade.optimize.space import Categorical, Dimension, Integer, SKDecimal
### Now you can use logger.info('asfd') to log
# freqtrade plot-dataframe --strategy ChanLun_BTC_15 --datadir user_data/data/binance -c ./user_data/ChanLun_SOL_15.json --timerange=20250309-
# freqtrade trade -c ./user_data/Chan/config/ChanLun_BTC_15.json --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies
# freqtrade backtesting -c ./user_data/Chan/config/ChanLun_BTC_15.json --strategy ChanLun_BTC_15 --export none --strategy-path ./user_data/Chan/strategies --timerange=20250525-
# freqtrade backtesting -c ./user_data/Chan/config/ChanLun_BTC_15.json --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies --timerange=20250525-
# freqtrade download-data -c ./user_data/Chan/config/ChanLun_BTC_15.json -t 1m --pairs BTC/USDT:USDT --timerange=20250405-
# freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi stoploss --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies -c ./user_data/Chan/config/ChanLun_BTC_15.json -e 200 --timerange=20250201-20250401
# freqtrade download-data -c ./user_data/Chan/config/ChanLun_BTC_15.json -t 1m --pairs SOL/USDT:USDT --timerange=20250405-
# freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces stoploss --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies -c ./user_data/Chan/config/ChanLun_BTC_15.json -e 200 --timerange=20250201-20250501
# freqtrade live-backtest -c ./user_data/Chan/config/ChanLun_BTC_15.json --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies --timerange=20250525-
# sudo docker compose run --rm chanlun_btc backtesting -c ./user_data/Chan/config/ChanLun_BTC_15.json --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies --timerange=20250525-
# sudo docker compose run --rm chanlun_btc download-data -c ./user_data/Chan/config/ChanLun_BTC_15.json --pairs BTC/USDT:USDT -t 1m --timerange 20240101-
@@ -35,10 +38,10 @@ class ChanLun_BTC_15(IStrategy):
# This attribute will be overridden if the config file contains "minimal_roi"
# 30m and 1h
minimal_roi = {
"0": 0.60,
"360": 0.2,
"640": 0.1,
"1200": 0
"0": 0.15,
"240": 0.1,
"480": 0.02,
"960": 0
}
# 5m and 15m
minimal_roi_1 = {
@@ -61,14 +64,13 @@ class ChanLun_BTC_15(IStrategy):
"3600": 0
}
can_short = True
lev = 50.0
stoploss = -0.3
lev = 10
stoploss = -0.8
trailing_stop = False
trailing_stop_positive = 0.025
trailing_stop_positive_offset = 0.045
trailing_only_offset_is_reached = False
position_adjustment_enable = True
startup_candle_count = 600
time5 = 5
@@ -174,8 +176,8 @@ class ChanLun_BTC_15(IStrategy):
dataframe.loc[
(
#(dataframe['state'] == "-30")
(dataframe[state_str].shift(self.time5) > 1.0) &
(dataframe[fx_str].shift(self.time5) == -1)
(dataframe[state_str].shift(self.time5*2) > 0) &
(dataframe[fx_str].shift(self.time5*2) == -1)
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10") &
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "-10") &
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10")
@@ -185,8 +187,8 @@ class ChanLun_BTC_15(IStrategy):
dataframe.loc[
(
#(dataframe['state'] == "-30")
(dataframe[state_str].shift(self.time5) > 1.0) &
(dataframe[fx_str].shift(self.time5) == 1)
(dataframe[state_str].shift(self.time5*2) > 0) &
(dataframe[fx_str].shift(self.time5*2) == 1)
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10") &
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "-10") &
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10")
@@ -200,8 +202,8 @@ class ChanLun_BTC_15(IStrategy):
dataframe.loc[
(
#(dataframe['state']== "30")
(dataframe[state_str].shift(self.time5) > 1.0) &
(dataframe[fx_str].shift(self.time5) == 1)
(dataframe[state_str].shift(self.time5*2) > 0) &
(dataframe[fx_str].shift(self.time5*2) == 1)
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") &
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time60)] == "10")
),
@@ -209,8 +211,8 @@ class ChanLun_BTC_15(IStrategy):
dataframe.loc[
(
#(dataframe['state']== "30")
(dataframe[state_str].shift(self.time5) > 1.0) &
(dataframe[fx_str].shift(self.time5) == -1)
(dataframe[state_str].shift(self.time5*2) > 0) &
(dataframe[fx_str].shift(self.time5*2) == -1)
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") &
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time60)] == "10")
),