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添加ema26和ema52交叉策略，今年可以，还需要再看看细节

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jackyu66git
2026-02-26 17:45:04 +08:00
parent ba639901e8
commit eb039e9987
8 changed files with 315 additions and 40 deletions
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ChanKLU.py
+9 -5
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@@ -111,10 +111,10 @@ class ChanKLU:
def check_bb2633(self, threadhold=300): def check_bb2633(self, threadhold=300):
#print(self.time, self.high, self.bb2633upper, self.low, self.bb2633lower) #print(self.time, self.high, self.bb2633upper, self.low, self.bb2633lower)
if abs(self.high - self.bb2633upper) < threadhold: if abs(self.high - self.bb2633upper) < threadhold:
print(self.time, self.high, self.bb2633upper) #print(self.time, self.high, self.bb2633upper)
return 1 return 1
if abs(self.low - self.bb2633lower) < threadhold: if abs(self.low - self.bb2633lower) < threadhold:
print(self.time, self.low, self.bb2633lower) #print(self.time, self.low, self.bb2633lower)
return -1 return -1
return 0 return 0
def check_fx_dir(self, pre, next): def check_fx_dir(self, pre, next):
@@ -202,13 +202,15 @@ class ChanKLU:
if 0 < self.low - self.ema52 < 100: if 0 < self.low - self.ema52 < 100:
self.near0_return = 0 self.near0_return = 0
elif self.close > self.ema52 and self.low < self.ema52 and self.open > self.ema52: elif self.close > self.ema52 and self.low < self.ema52 and self.open > self.ema52:
self.near0_return = 7 self.near0_return = 0
elif self.close < self.ema52 and self.open > self.ema52 and self.high > self.ema52 and self.low < self.ema52: elif self.close < self.ema52 and self.open > self.ema52 and self.high > self.ema52 and self.low < self.ema52:
self.near0_return = 0 self.near0_return = 0
elif self.close < self.ema52 and self.open < self.ema52 and self.high > self.ema52 and self.low < self.ema52: elif self.close < self.ema52 and self.open < self.ema52 and self.high > self.ema52 and self.low < self.ema52:
self.near0_return = 0 self.near0_return = 0
elif self.close > self.ema52 and self.open > self.ema52 and self.high > self.ema52 and self.low < self.ema52: elif self.close > self.ema52 and self.open > self.ema52 and self.high > self.ema52 and self.low < self.ema52:
self.near0_return = 0 self.near0_return = 0
elif self.close > self.ema52 and self.high > self.ema52 and self.low < self.ema52:
self.near0_return = 0
else: else:
if self.macd > self.signal: if self.macd > self.signal:
if 0 < self.ema52 - self.high < 100: if 0 < self.ema52 - self.high < 100:
@@ -216,10 +218,12 @@ class ChanKLU:
elif self.close < self.ema52 and self.high > self.ema52 and self.open < self.ema52: elif self.close < self.ema52 and self.high > self.ema52 and self.open < self.ema52:
self.near0_return = 0 self.near0_return = 0
elif self.close < self.ema52 and self.open > self.ema52 and self.high > self.ema52 and self.low < self.ema52: elif self.close < self.ema52 and self.open > self.ema52 and self.high > self.ema52 and self.low < self.ema52:
self.near0_return = 81 self.near0_return = 0
elif self.close > self.ema52 and self.open < self.ema52 and self.high > self.ema52 and self.low < self.ema52: elif self.close > self.ema52 and self.open < self.ema52 and self.high > self.ema52 and self.low < self.ema52:
self.near0_return = 0 self.near0_return = 0
elif self.close > self.ema52 and self.high > self.ema52 and self.open > self.ema52 and self.low < self.ema52: elif self.close > self.ema52 and self.high > self.ema52 and self.open >= self.ema52 and self.low < self.ema52:
self.near0_return = 0
elif self.close > self.ema52 and self.high > self.ema52 and self.low < self.ema52:
self.near0_return = 0 self.near0_return = 0
# CROSS0 仅以 Signal 穿越零轴判定 # CROSS0 仅以 Signal 穿越零轴判定
if self.pre.signal >= 0 and self.signal < 0: if self.pre.signal >= 0 and self.signal < 0:
ChanLun.py
+2
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@@ -127,6 +127,8 @@ class ChanLun():
# TF_DF methods ------------------------------------------ # TF_DF methods ------------------------------------------
def get_ema_state(self, dataframe):
return self.tf_df.get_ema_state(dataframe)
def get_klu_state(self, dataframe): def get_klu_state(self, dataframe):
return self.tf_df.get_klu_state(dataframe) return self.tf_df.get_klu_state(dataframe)
def check_fx(self, klc): def check_fx(self, klc):
TF_DF.py
+18 -1
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@@ -1,6 +1,6 @@
from datetime import timedelta from datetime import timedelta
from pandas import DataFrame from pandas import DataFrame
from ChanEnum import Chan_FX_TYPE, Chan_KLINE_DIR, Chan_BI_DIR, Chan_SEG_DIR, Chan_ZS_DIR, Chan_BSP_DIR, Chan_BSP_TYPE, Chan_KLC_FX, Chan_PRICE_TREND, Chan_KLU_PATTERN from ChanEnum import Chan_FX_TYPE, Chan_KLINE_DIR, Chan_BI_DIR, Chan_SEG_DIR, Chan_ZS_DIR, Chan_BSP_DIR, Chan_BSP_TYPE, Chan_KLC_FX, Chan_PRICE_TREND, Chan_KLU_PATTERN, Chan_K_DIR
from ChanKLU import ChanKLU from ChanKLU import ChanKLU
from ChanKLC import ChanKLC from ChanKLC import ChanKLC
from ChanBI import ChanBI from ChanBI import ChanBI
@@ -161,6 +161,23 @@ class TF_DF():
else: else:
klu_state_list.append("00") klu_state_list.append("00")
return klu_state_list return klu_state_list
def get_ema_state(self, dataframe):
klu_list = self.get_klu_list(dataframe)
klc_list = self.get_klc_list(klu_list)
bi_list = self.cal_bi_list(klc_list)
klu_state_list = []
for klu in klu_list:
if klu.near0_return == 1:
klu_state_list.append("1")
elif klu.near0_return == 9:
klu_state_list.append("-1")
elif klu.candle_dir == Chan_K_DIR.BULL:
klu_state_list.append("2")
elif klu.candle_dir == Chan_K_DIR.BEAR:
klu_state_list.append("-2")
else:
klu_state_list.append("0")
return klu_state_list
def check_fx(self, klc): def check_fx(self, klc):
if klc.pre and klc.next: if klc.pre and klc.next:
if klc.high > klc.pre.high and klc.high > klc.next.high and klc.low > klc.pre.low and klc.low > klc.next.low: if klc.high > klc.pre.high and klc.high > klc.next.high and klc.low > klc.pre.low and klc.low > klc.next.low:
config/EMA26_EMA52_Cross.json
+83
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@@ -0,0 +1,83 @@
{
"$schema": "https://schema.freqtrade.io/schema.json",
"max_open_trades": 1,
"stake_currency": "USDT",
"stake_amount": "unlimited",
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "USD",
"dry_run": true,
"db_url": "sqlite:///tradesv3.ema26_ema52_cross.sqlite",
"dry_run_wallet": 1000,
"cancel_open_orders_on_exit": true,
"trading_mode": "futures",
"margin_mode": "isolated",
"can_short" : true,
"timeframe" : "1m",
"process_only_new_candles" : false,
"unfilledtimeout": {
"entry": 1,
"exit": 1,
"exit_timeout_count": 5,
"unit": "minutes"
},
"entry_pricing": {
"price_side": "same",
"use_order_book": true,
"order_book_top": 1,
"price_last_balance": 0.0,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
}
},
"exit_pricing":{
"price_side": "same",
"use_order_book": true,
"order_book_top": 1
},
"exchange": {
"name": "binance",
"key": "hvoXanRExQvcN4tyGFvEnsSF4gqxXp6ZJnBu5lnhvlVuHaDbj2PhLBQGCLkkyeI8",
"secret": "3UKA2oyDj7OoXrausmnaLwLlNfXmlNf2imBdmQqqKHArcJfk6X9xjaUF19wzu82l",
"ccxt_config": {},
"ccxt_async_config": {},
"pair_whitelist": [
"SOL/USDT:USDT"
],
"pair_blacklist": [
"BNB/.*"
]
},
"pairlists": [
{
"method": "StaticPairList",
"number_assets": 1,
"sort_key": "quoteVolume",
"min_value": 0,
"refresh_period": 1800
}
],
"telegram": {
"enabled": true,
"token": "7677670958:AAFL_jgZvNUTPR3R3vWieREX_tDVi9w2C1Y",
"chat_id": "580807463"
},
"api_server": {
"enabled": true,
"listen_ip_address": "0.0.0.0",
"listen_port": 8820,
"verbosity": "error",
"enable_openapi": false,
"jwt_secret_key": "14d3510740e2c39a973a8895f1aa2704d98d08b86170260085709fa5ea48251d",
"ws_token": "dtKKDnafBrX4icq_ZCw7acJTahTK4h_yvg",
"CORS_origins": [],
"username": "freqtrader",
"password": "FreqTrade007"
},
"bot_name": "freqtrade",
"initial_state": "running",
"force_entry_enable": false,
"internals": {
"process_throttle_secs": 2
}
}
strategies/ChanLun_EMA_Align.py
+23 -30
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@@ -102,32 +102,28 @@ class ChanLun_EMA_Align(IStrategy):
time15 = 15 time15 = 15
time30 = 30 time30 = 30
time60 = 60 time60 = 60
chan = ChanLun()
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe = self.add_indicators(dataframe) dataframe = self.add_indicators(dataframe)
dataframe_5m = resample_to_interval(dataframe, self.get_ticker_indicator() * self.time5) dataframe_30m = resample_to_interval(dataframe, self.get_ticker_indicator() * self.time30)
dataframe_5m = self.add_indicators(dataframe_5m) dataframe_30m = self.add_indicators(dataframe_30m)
dataframe_30m['ema_state'] = self.chan.get_ema_state(dataframe_30m)
dataframe_30m['state'] = self.chan.get_klu_state(dataframe_30m)
#print(dataframe_5m.iloc[-1]) #print(dataframe_5m.iloc[-1])
dataframe = resampled_merge(dataframe, dataframe_5m) dataframe = resampled_merge(dataframe, dataframe_30m)
return dataframe return dataframe
def add_indicators(self, dataframe): def add_indicators(self, dataframe):
dataframe['ema24'] = ta.EMA(dataframe, timeperiod=24) dataframe['ema24'] = ta.EMA(dataframe, timeperiod=24)
dataframe['dir24'] = dataframe['close'] - dataframe['ema24']
dataframe['ema52'] = ta.EMA(dataframe, timeperiod=52) dataframe['ema52'] = ta.EMA(dataframe, timeperiod=52)
dataframe['dir52'] = dataframe['close'] - dataframe['ema52']
dataframe['ema104'] = ta.EMA(dataframe, timeperiod=104) dataframe['ema104'] = ta.EMA(dataframe, timeperiod=104)
dataframe['dir104'] = dataframe['close'] - dataframe['ema104']
dataframe['ema156'] = ta.EMA(dataframe, timeperiod=156) dataframe['ema156'] = ta.EMA(dataframe, timeperiod=156)
dataframe['dir156'] = dataframe['close'] - dataframe['ema156'] dataframe['ema52_price'] = dataframe['close'] - dataframe['ema52']
dataframe['dir52_156'] = dataframe['ema52'] - dataframe['ema156'] dataframe['ema156_price'] = dataframe['close'] - dataframe['ema156']
dataframe['dir52_104'] = dataframe['ema52'] - dataframe['ema104']
dataframe_macd = ta.MACD(dataframe, fast=12, slow=26, signal=9) dataframe_macd = ta.MACD(dataframe, fast=12, slow=26, signal=9)
dataframe['macdsignal'] = dataframe_macd['macdsignal'] dataframe['macdsignal'] = dataframe_macd['macdsignal']
dataframe['macd'] = dataframe_macd['macd'] dataframe['macd'] = dataframe_macd['macd']
dataframe['macdhist'] = dataframe_macd['macdhist'] dataframe['macdhist'] = dataframe_macd['macdhist']
dataframe['ema_align'] = ( dataframe['ema_dir'] = dataframe['ema52'] - dataframe['ema156']
((dataframe['ema24'] > dataframe['ema52']) & (dataframe['ema52'] > dataframe['ema104'])) |
((dataframe['ema24'] < dataframe['ema52']) & (dataframe['ema52'] < dataframe['ema104']))
)
return dataframe return dataframe
def custom_entry_price(self, pair: str, trade: Trade | None, current_time: datetime, proposed_rate: float, def custom_entry_price(self, pair: str, trade: Trade | None, current_time: datetime, proposed_rate: float,
entry_tag: str | None, side: str, **kwargs) -> float: entry_tag: str | None, side: str, **kwargs) -> float:
@@ -165,32 +161,29 @@ class ChanLun_EMA_Align(IStrategy):
return None return None
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
resample_5m_align = 'resample_{}_ema_align'.format(self.get_ticker_indicator() * self.time5) resample_30m_dir = 'resample_{}_ema_dir'.format(self.get_ticker_indicator() * self.time30)
# 使用高周期的 dir52_156 方向作为多空判定依据 resample_30m_price = 'resample_{}_ema52_price'.format(self.get_ticker_indicator() * self.time30)
resample_5m_dir = 'resample_{}_dir52_104'.format(self.get_ticker_indicator() * self.time5) resample_30m_signal = 'resample_{}_macdsignal'.format(self.get_ticker_indicator() * self.time30)
resample_5m_signal = 'resample_{}_macdsignal'.format(self.get_ticker_indicator() * self.time5) resample_30m_state = 'resample_{}_state'.format(self.get_ticker_indicator() * self.time30)
resample_30m_ema_state = 'resample_{}_ema_state'.format(self.get_ticker_indicator() * self.time30)
dataframe.loc[ dataframe.loc[
(dataframe[resample_5m_align]) & (dataframe[resample_30m_dir].shift(self.time30*2) > 0) &
(dataframe[resample_5m_dir] > 0) & (dataframe[resample_30m_ema_state].shift(self.time30) == "2") &
(dataframe[resample_5m_signal] > 0), (dataframe[resample_30m_ema_state].shift(self.time30*2) == "1"),
['enter_long', 'enter_tag']] = (1, 'long_signal_chan') ['enter_long', 'enter_tag']] = (1, 'long_signal_chan')
dataframe.loc[ dataframe.loc[
(dataframe[resample_5m_align]) & (dataframe[resample_30m_dir].shift(self.time30*2) < 0) &
(dataframe[resample_5m_dir] < 0) & (dataframe[resample_30m_ema_state].shift(self.time30) == "-2") &
(dataframe[resample_5m_signal] < 0), (dataframe[resample_30m_ema_state].shift(self.time30*2) == "-1"),
['enter_short', 'enter_tag']] = (1, 'short_signal_chan') ['enter_short', 'enter_tag']] = (1, 'short_signal_chan')
return dataframe return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
state = 'resample_{}_state'.format(self.get_ticker_indicator() * self.time30)
dataframe.loc[ dataframe.loc[
(dataframe['dir156'] < 0) & (dataframe[state].shift(self.time30) == "10"),
(dataframe['dir52_156'] < 0) &
(dataframe['macdhist'] < 0),
['exit_long', 'exit_tag']] = (1, 'long_exit_signal_chan') ['exit_long', 'exit_tag']] = (1, 'long_exit_signal_chan')
dataframe.loc[ dataframe.loc[
(dataframe['macd'] > 0) & (dataframe[state].shift(self.time30) == "-10"),
(dataframe['dir156'] > 0) &
(dataframe['dir52_156'] > 0) &
(dataframe['macdhist'] > 0),
['exit_short', 'exit_tag']] = (1, 'short_exit_signal_chan') ['exit_short', 'exit_tag']] = (1, 'short_exit_signal_chan')
return dataframe return dataframe
def leverage(self, pair: str, current_time: datetime, current_rate: float, def leverage(self, pair: str, current_time: datetime, current_rate: float,
strategies/EMA26_EMA52_Cross.py
+176
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@@ -0,0 +1,176 @@
# --- Do not remove these libs ---
from statistics import median
from freqtrade.strategy import IStrategy, stoploss_from_absolute
import sys
import os
# 添加父目录到系统路径
sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
from ChanLun import ChanLun
from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
# --------------------------------
from technical.util import resample_to_interval, resampled_merge
import talib.abstract as ta
from pandas import DataFrame
import pandas as pd
from datetime import datetime, timedelta
from freqtrade.persistence import Trade, Order
from typing import Optional
import logging
logger = logging.getLogger(__name__)
### Now you can use logger.info('asfd') to log
# freqtrade plot-dataframe --strategy ChanLun_BTC --datadir user_data/data/binance -c ./user_data/ChanLun_SOL_30.json --timerange=20250309-
# freqtrade trade -c ./user_data/Chan/config/EMA26_EMA52_Cross.json --strategy EMA26_EMA52_Cross --strategy-path ./user_data/Chan/strategies
# freqtrade backtesting -c ./user_data/Chan/config/EMA26_EMA52_Cross.json --strategy EMA26_EMA52_Cross --strategy-path ./user_data/Chan/strategies --timerange=20260101-
# freqtrade download-data -c ./user_data/Chan/config/EMA26_EMA52_Cross.json -t 1m 1m 1h 1d 1w 1M --pairs SOL/USDT:USDT --timerange=20240101-
# freqtrade download-data -c ./user_data/Chan/config/EMA26_EMA52_Cross.json -t 1m 1h 1d 1M --pairs SOL/USDT:USDT --timerange=20170101-
# freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi --strategy EMA26_EMA52_Cross --strategy-path ./user_data/Chan/strategies -c ./user_data/Chan/config/EMA26_EMA52_Cross.json -e 200 --timerange=20250201-20250901
# freqtrade edge -c ./user_data/Chan/config/EMA26_EMA52_Cross.json --strategy EMA26_EMA52_Cross --strategy-path ./user_data/Chan/strategies --timerange 20250721-20250901
# freqtrade plot-dataframe -c ./user_data/Chan/config/EMA26_EMA52_Cross.json --strategy EMA26_EMA52_Cross --strategy-path ./user_data/Chan/strategies --timerange 20250721-20250901
# sudo docker compose run --rm chanlun_btc backtesting -c ./user_data/Chan/config/EMA26_EMA52_Cross.json --strategy EMA26_EMA52_Cross --strategy-path ./user_data/Chan/strategies --timerange=20250721-
# sudo docker compose run --rm chanlun_btc download-data -c ./user_data/Chan/config/EMA26_EMA52_Cross.json --pairs BTC/USDT:USDT -t 1m --timerange 20240101-
# sudo docker compose run --rm chanlun_btc trade -c ./user_data/Chan/config/EMA26_EMA52_Cross.json --strategy EMA26_EMA52_Cross --strategy-path ./user_data/Chan/strategies
class EMA26_EMA52_Cross(IStrategy):
INTERFACE_VERSION: int = 3
# Minimal ROI designed for the strategy.
# This attribute will be overridden if the config file contains "minimal_roi"
# 30m and 1h
minimal_roi = {
"0": 0.15,
"500": 0.2,
"1200": 0.1,
"1800": 0.08,
"2400": 0
}
# 5m and 15m
minimal_roi_1 = {
"0": 0.1,
"60": 0.05,
"120": 0.02,
"240": 0
}
# 15m and 30m
minimal_roi_1 = {
"0": 0.1,
"240": 0.05,
"480": 0.03,
"600": 0
}
minimal_roi_1 = {
"0": 1.50,
"120": 0.05,
"240": 0.025,
"360": 0
}
can_short = True
lev = 1.0
stoploss = -0.3 # 设置为很大的负值，让custom_stoploss来控制
use_custom_stoploss = False # 启用自定义止损
trailing_stop = False
trailing_stop_positive = 0.03
trailing_stop_positive_offset = 0.06
trailing_only_offset_is_reached = False
time5 = 5
time15 = 15
time30 = 30
time60 = 60
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe_15m = resample_to_interval(dataframe, self.get_ticker_indicator() * self.time15)
dataframe_30m = resample_to_interval(dataframe, self.get_ticker_indicator() * self.time30)
dataframe_60m = resample_to_interval(dataframe, self.get_ticker_indicator() * self.time60)
dataframe_15m = self.add_indicators(dataframe_15m)
dataframe_30m = self.add_indicators(dataframe_30m)
dataframe_60m = self.add_indicators(dataframe_60m)
dataframe = resampled_merge(dataframe, dataframe_15m)
dataframe = resampled_merge(dataframe, dataframe_30m)
dataframe = resampled_merge(dataframe, dataframe_60m)
return dataframe
def add_indicators(self, dataframe):
dataframe['ema26'] = ta.EMA(dataframe, timeperiod=26)
dataframe['ema52'] = ta.EMA(dataframe, timeperiod=52)
# 上穿：本根 26 > 52，上一根 26 ≤ 52
dataframe['ema26_cross_up_52'] = (
(dataframe['ema26'] > dataframe['ema52']) &
(dataframe['ema26'].shift(1) <= dataframe['ema52'].shift(1))
)
# 下穿：本根 26 < 52，上一根 26 ≥ 52
dataframe['ema26_cross_down_52'] = (
(dataframe['ema26'] < dataframe['ema52']) &
(dataframe['ema26'].shift(1) >= dataframe['ema52'].shift(1))
)
dataframe_macd = ta.MACD(dataframe, fast=12, slow=26, signal=9)
dataframe['macdsignal'] = dataframe_macd['macdsignal']
dataframe['macd'] = dataframe_macd['macd']
dataframe['macdhist'] = dataframe_macd['macdhist']
return dataframe
def custom_entry_price(self, pair: str, trade: Trade | None, current_time: datetime, proposed_rate: float,
entry_tag: str | None, side: str, **kwargs) -> float:
new_entryprice = proposed_rate
if trade:
if trade.is_short:
new_entryprice = proposed_rate - 10
else:
new_entryprice = proposed_rate + 10
return new_entryprice
def custom_exit_price(self, pair: str, trade: Trade,
current_time: datetime, proposed_rate: float,
current_profit: float, exit_tag: str | None, **kwargs) -> float:
new_exitprice = proposed_rate
if trade:
if trade.is_short:
new_exitprice = proposed_rate + 10
else:
new_exitprice = proposed_rate - 10
return new_exitprice
def adjust_trade_position(self, trade: Trade, current_time: datetime,
current_rate: float, current_profit: float,
min_stake: Optional[float], max_stake: float,
current_entry_rate: float, current_exit_rate: float,
current_entry_profit: float, current_exit_profit: float,
**kwargs) -> Optional[float]:
# 关闭分批止盈，始终不调整仓位
return None
def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs):
# 不做分批止盈/最终止盈处理，退出由策略信号/ROI/止损决定
return None
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
time = self.time30
cross_up = 'resample_{}_ema26_cross_up_52'.format(self.get_ticker_indicator() * time)
cross_down = 'resample_{}_ema26_cross_down_52'.format(self.get_ticker_indicator() * time)
dataframe.loc[
(dataframe[cross_up].shift(time) == True),
['enter_long', 'enter_tag']] = (1, 'long_signal')
dataframe.loc[
(dataframe[cross_down].shift(time) == True),
['enter_short', 'enter_tag']] = (1, 'short_signal')
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
time = self.time30
cross_up = 'resample_{}_ema26_cross_up_52'.format(self.get_ticker_indicator() * time)
cross_down = 'resample_{}_ema26_cross_down_52'.format(self.get_ticker_indicator() * time)
dataframe.loc[
(dataframe[cross_down].shift(time) == True),
['exit_long', 'exit_tag']] = (1, 'long_signal')
dataframe.loc[
(dataframe[cross_up].shift(time) == True),
['exit_short', 'exit_tag']] = (1, 'short_signal')
return dataframe
def leverage(self, pair: str, current_time: datetime, current_rate: float,
proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str,
**kwargs) -> float:
return self.lev
def get_ticker_indicator(self):
return int(self.timeframe[:-1])
web/templates/index.html
+4 -4
View File
@@ -2946,7 +2946,7 @@
mainMarkers.push({ time: ts, position: posCd, color: '#ff9800', shape: 'arrowDown', text: 'CD', size: 0.6 }); mainMarkers.push({ time: ts, position: posCd, color: '#ff9800', shape: 'arrowDown', text: 'CD', size: 0.6 });
} }
if (item.near0_return && Number(item.near0_return) > 0) { if (item.near0_return && Number(item.near0_return) > 0) {
mainMarkers.push({ time: ts, position: 'belowBar', color: '#8bc34a', shape: 'circle', text: `N${Number(item.near0_return)}`, size: 0.6 }); mainMarkers.push({ time: ts, position: 'belowBar', color: '#8bc34a', shape: 'circle', text: `${Number(item.near0_return)}`, size: 0.6 });
} }
}); });
} }
@@ -2968,7 +2968,7 @@
elementMarkers.push({ time: ts, position: posCd, color: '#4caf50', shape: 'arrowDown', text: 'CD', size: 0.6 }); elementMarkers.push({ time: ts, position: posCd, color: '#4caf50', shape: 'arrowDown', text: 'CD', size: 0.6 });
} }
if (item.near0_return && Number(item.near0_return) > 0) { if (item.near0_return && Number(item.near0_return) > 0) {
elementMarkers.push({ time: ts, position: 'belowBar', color: '#009688', shape: 'circle', text: `N${Number(item.near0_return)}`, size: 0.6 }); elementMarkers.push({ time: ts, position: 'belowBar', color: '#009688', shape: 'circle', text: `${Number(item.near0_return)}`, size: 0.6 });
} }
}); });
} }
@@ -3031,7 +3031,7 @@
mainMarkersAll.push({ time: ts, position: posCd, color: '#ff9800', shape: 'arrowDown', text: 'CD', size: 0.6 }); mainMarkersAll.push({ time: ts, position: posCd, color: '#ff9800', shape: 'arrowDown', text: 'CD', size: 0.6 });
} }
if (item.near0_return && Number(item.near0_return) > 0) { if (item.near0_return && Number(item.near0_return) > 0) {
mainMarkersAll.push({ time: ts, position: 'belowBar', color: '#8bc34a', shape: 'circle', text: `N${Number(item.near0_return)}`, size: 0.6 }); mainMarkersAll.push({ time: ts, position: 'belowBar', color: '#8bc34a', shape: 'circle', text: `${Number(item.near0_return)}`, size: 0.6 });
} }
}); });
} }
@@ -3051,7 +3051,7 @@
elementMarkersAll.push({ time: ts, position: posCd, color: '#4caf50', shape: 'arrowDown', text: 'CD', size: 0.6 }); elementMarkersAll.push({ time: ts, position: posCd, color: '#4caf50', shape: 'arrowDown', text: 'CD', size: 0.6 });
} }
if (item.near0_return && Number(item.near0_return) > 0) { if (item.near0_return && Number(item.near0_return) > 0) {
elementMarkersAll.push({ time: ts, position: 'belowBar', color: '#009688', shape: 'circle', text: `N${Number(item.near0_return)}`, size: 0.6 }); elementMarkersAll.push({ time: ts, position: 'belowBar', color: '#009688', shape: 'circle', text: `${Number(item.near0_return)}`, size: 0.6 });
} }
}); });
} }