forked from iterativv/NostalgiaForInfinity
-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathNostalgiaForInfinityX2.py
12226 lines (11792 loc) · 811 KB
/
NostalgiaForInfinityX2.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
import copy
import logging
import pathlib
import rapidjson
import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy as np
import talib.abstract as ta
import pandas as pd
import pandas_ta as pta
from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy import merge_informative_pair
from pandas import DataFrame, Series
from functools import reduce, partial
from freqtrade.persistence import Trade, LocalTrade
from datetime import datetime, timedelta
import time
from typing import Optional
import warnings
log = logging.getLogger(__name__)
#log.setLevel(logging.DEBUG)
warnings.simplefilter(action='ignore', category=pd.errors.PerformanceWarning)
#############################################################################################################
## NostalgiaForInfinityX2 by iterativ ##
## https://github.com/iterativv/NostalgiaForInfinity ##
## ##
## Strategy for Freqtrade https://github.com/freqtrade/freqtrade ##
## ##
#############################################################################################################
## GENERAL RECOMMENDATIONS ##
## ##
## For optimal performance, suggested to use between 4 and 6 open trades, with unlimited stake. ##
## A pairlist with 40 to 80 pairs. Volume pairlist works well. ##
## Prefer stable coin (USDT, BUSDT etc) pairs, instead of BTC or ETH pairs. ##
## Highly recommended to blacklist leveraged tokens (*BULL, *BEAR, *UP, *DOWN etc). ##
## Ensure that you don't override any variables in you config.json. Especially ##
## the timeframe (must be 5m). ##
## use_exit_signal must set to true (or not set at all). ##
## exit_profit_only must set to false (or not set at all). ##
## ignore_roi_if_entry_signal must set to true (or not set at all). ##
## ##
#############################################################################################################
## DONATIONS ##
## ##
## BTC: bc1qvflsvddkmxh7eqhc4jyu5z5k6xcw3ay8jl49sk ##
## ETH (ERC20): 0x83D3cFb8001BDC5d2211cBeBB8cB3461E5f7Ec91 ##
## BEP20/BSC (USDT, ETH, BNB, ...): 0x86A0B21a20b39d16424B7c8003E4A7e12d78ABEe ##
## TRC20/TRON (USDT, TRON, ...): TTAa9MX6zMLXNgWMhg7tkNormVHWCoq8Xk ##
## ##
## REFERRAL LINKS ##
## ##
## Binance: https://accounts.binance.com/en/register?ref=C68K26A9 (20% discount on trading fees) ##
## Kucoin: https://www.kucoin.com/r/af/QBSSS5J2 (20% lifetime discount on trading fees) ##
## Gate.io: https://www.gate.io/signup/8054544 (20% discount on trading fees) ##
## OKX: https://www.okx.com/join/11749725931 (20% discount on trading fees) ##
## MEXC: https://promote.mexc.com/a/nfi (10% discount on trading fees) ##
## ByBit: https://partner.bybit.com/b/nfi ##
## Huobi: https://www.huobi.com/en-us/v/register/double-invite/?inviter_id=11345710&invite_code=ubpt2223 ##
## (20% discount on trading fees) ##
## Bitvavo: https://account.bitvavo.com/create?a=D22103A4BC (no fees for the first € 1000) ##
#############################################################################################################
class NostalgiaForInfinityX2(IStrategy):
INTERFACE_VERSION = 3
def version(self) -> str:
return "v12.0.435"
# ROI table:
minimal_roi = {
"0": 100.0,
}
stoploss = -0.99
# Trailing stoploss (not used)
trailing_stop = False
trailing_only_offset_is_reached = True
trailing_stop_positive = 0.01
trailing_stop_positive_offset = 0.03
use_custom_stoploss = False
# Optimal timeframe for the strategy.
timeframe = '5m'
info_timeframes = ['15m','1h','4h','1d']
# BTC informatives
btc_info_timeframes = ['5m','15m','1h','4h','1d']
# Backtest Age Filter emulation
has_bt_agefilter = False
bt_min_age_days = 3
# Exchange Downtime protection
has_downtime_protection = False
# Do you want to use the hold feature? (with hold-trades.json)
hold_support_enabled = True
# Run "populate_indicators()" only for new candle.
process_only_new_candles = True
# These values can be overridden in the "ask_strategy" section in the config.
use_exit_signal = True
exit_profit_only = False
ignore_roi_if_entry_signal = True
# Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 800
# Normal mode tags
normal_mode_tags = ['force_entry', '1', '2', '3', '4', '5', '6']
# Pump mode tags
pump_mode_tags = ['21', '22']
# Quick mode tags
quick_mode_tags = ['41', '42', '43', '44']
# Rebuy mode tags
rebuy_mode_tags = ['61']
# Long mode tags
long_mode_tags = ['81', '82']
normal_mode_name = "normal"
pump_mode_name = "pump"
quick_mode_name = "quick"
rebuy_mode_name = "rebuy"
long_mode_name = "long"
# Stop thesholds. 0: Doom Bull, 1: Doom Bear, 2: u_e Bull, 3: u_e Bear, 4: u_e mins Bull, 5: u_e mins Bear.
# 6: u_e ema % Bull, 7: u_e ema % Bear, 8: u_e RSI diff Bull, 9: u_e RSI diff Bear.
# 10: enable Doom Bull, 11: enable Doom Bear, 12: enable u_e Bull, 13: enable u_e Bear.
stop_thresholds = [-0.2, -0.2, -0.025, -0.025, 720, 720, 0.016, 0.016, 24.0, 24.0, False, False, True, True]
# Rebuy mode minimum number of free slots
rebuy_mode_min_free_slots = 2
# Position adjust feature
position_adjustment_enable = True
# Grinding feature
grinding_enable = True
# Grinding stakes
grinding_stakes = [0.25, 0.25, 0.25, 0.25, 0.25]
grinding_stakes_alt_1 = [0.5, 0.5]
grinding_stakes_alt_2 = [0.75]
# Current total profit
grinding_thresholds = [-0.04, -0.08, -0.1, -0.12, -0.14]
grinding_thresholds_alt_1 = [-0.06, -0.12]
grinding_thresholds_alt_2 = [-0.06]
stake_rebuy_mode_multiplier = 0.33
pa_rebuy_mode_max = 2
pa_rebuy_mode_pcts = (-0.02, -0.04, -0.04)
pa_rebuy_mode_multi = (1.0, 1.0, 1.0)
# Profit max thresholds
profit_max_thresholds = [0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.05, 0.05]
# Max allowed buy "slippage", how high to buy on the candle
max_slippage = 0.01
#############################################################
# Buy side configuration
buy_params = {
# Enable/Disable conditions
# -------------------------------------------------------
"buy_condition_1_enable": True,
"buy_condition_2_enable": True,
"buy_condition_3_enable": True,
"buy_condition_4_enable": True,
"buy_condition_5_enable": True,
"buy_condition_6_enable": True,
"buy_condition_21_enable": True,
"buy_condition_22_enable": True,
"buy_condition_41_enable": True,
"buy_condition_42_enable": True,
"buy_condition_43_enable": True,
"buy_condition_44_enable": True,
"buy_condition_61_enable": True,
"buy_condition_81_enable": True,
"buy_condition_82_enable": True,
}
buy_protection_params = {}
#############################################################
# CACHES
hold_trades_cache = None
target_profit_cache = None
#############################################################
def __init__(self, config: dict) -> None:
if 'options' not in config['exchange']:
config['exchange']['options'] = {}
if 'broker' not in config['exchange']['options']:
config['exchange']['options']['broker'] = {}
if 'partner' not in config['exchange']['options']:
config['exchange']['options']['partner'] = {}
if 'spot' not in config['exchange']['options']['partner']:
config['exchange']['options']['partner']['spot'] = {}
if 'future' not in config['exchange']['options']['partner']:
config['exchange']['options']['partner']['future'] = {}
config['exchange']['options']['brokerId'] = None
config['exchange']['options']['broker'].update({'spot': None, 'margin': None, 'future': None, 'delivery': None})
config['exchange']['options']['partner']['spot'].update({'id': None, 'key': None})
config['exchange']['options']['partner']['future'].update({'id': None, 'key': None})
config['exchange']['options']['partner']['id'] = None
config['exchange']['options']['partner']['key'] = None
super().__init__(config)
if (('exit_profit_only' in self.config and self.config['exit_profit_only'])
or ('sell_profit_only' in self.config and self.config['sell_profit_only'])):
self.exit_profit_only = True
if ('stop_thresholds_normal' in self.config):
self.stop_thresholds_normal = self.config['stop_thresholds_normal']
if ('stop_thresholds_pump' in self.config):
self.stop_thresholds_pump = self.config['stop_thresholds_pump']
if ('stop_thresholds_quick' in self.config):
self.stop_thresholds_quick = self.config['stop_thresholds_quick']
if ('stop_thresholds_rebuy' in self.config):
self.stop_thresholds_rebuy = self.config['stop_thresholds_rebuy']
if ('stop_thresholds_long' in self.config):
self.stop_thresholds_long = self.config['stop_thresholds_long']
if ('profit_max_thresholds' in self.config):
self.profit_max_thresholds = self.config['profit_max_thresholds']
if ('grinding_enable' in self.config):
self.grinding_enable = self.config['grinding_enable']
if ('grinding_stakes' in self.config):
self.grinding_stakes = self.config['grinding_stakes']
if ('grinding_thresholds' in self.config):
self.grinding_thresholds = self.config['grinding_thresholds']
if ('grinding_stakes_alt_1' in self.config):
self.grinding_stakes_alt_1 = self.config['grinding_stakes_alt_1']
if ('grinding_thresholds_alt_1' in self.config):
self.grinding_thresholds_alt_1 = self.config['grinding_thresholds_alt_1']
if ('grinding_stakes_alt_2' in self.config):
self.grinding_stakes_alt_2 = self.config['grinding_stakes_alt_2']
if ('grinding_thresholds_alt_2' in self.config):
self.grinding_thresholds_alt_2 = self.config['grinding_thresholds_alt_2']
if ('max_slippage' in self.config):
self.max_slippage = self.config['max_slippage']
if self.target_profit_cache is None:
bot_name = ""
if ('bot_name' in self.config):
bot_name = self.config["bot_name"] + "-"
self.target_profit_cache = Cache(
self.config["user_data_dir"] / ("nfix2-profit_max-" + bot_name + self.config["exchange"]["name"] + "-" + self.config["stake_currency"] + ("-(backtest)" if (self.config['runmode'].value == 'backtest') else "") + ".json")
)
# OKX, Kraken provides a lower number of candle data per API call
if self.config["exchange"]["name"] in ["okx", "okex"]:
self.startup_candle_count = 480
elif self.config["exchange"]["name"] in ["kraken"]:
self.startup_candle_count = 710
elif self.config["exchange"]["name"] in ["bybit"]:
self.startup_candle_count = 199
# If the cached data hasn't changed, it's a no-op
self.target_profit_cache.save()
def get_ticker_indicator(self):
return int(self.timeframe[:-1])
def exit_normal(self, pair: str, current_rate: float,
profit_stake: float, profit_ratio: float, profit_current_stake_ratio: float, profit_init_ratio: float,
max_profit: float, max_loss: float,
last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5,
trade: 'Trade', current_time: 'datetime', enter_tags) -> tuple:
sell = False
# Original sell signals
sell, signal_name = self.exit_signals(self.normal_mode_name, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade, current_time, enter_tags)
# Main sell signals
if not sell:
sell, signal_name = self.exit_main(self.normal_mode_name, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade, current_time, enter_tags)
# Williams %R based sells
if not sell:
sell, signal_name = self.exit_r(self.normal_mode_name, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade, current_time, enter_tags)
# Stoplosses
if not sell:
sell, signal_name = self.exit_stoploss(self.normal_mode_name, current_rate, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade, current_time, enter_tags)
# Profit Target Signal
# Check if pair exist on target_profit_cache
if self.target_profit_cache is not None and pair in self.target_profit_cache.data:
previous_rate = self.target_profit_cache.data[pair]['rate']
previous_profit = self.target_profit_cache.data[pair]['profit']
previous_sell_reason = self.target_profit_cache.data[pair]['sell_reason']
previous_time_profit_reached = datetime.fromisoformat(self.target_profit_cache.data[pair]['time_profit_reached'])
sell_max, signal_name_max = self.exit_profit_target(self.normal_mode_name, pair, trade, current_time, current_rate,
profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio,
last_candle, previous_candle_1,
previous_rate, previous_profit, previous_sell_reason,
previous_time_profit_reached, enter_tags)
if sell_max and signal_name_max is not None:
return True, f"{signal_name_max}_m"
if (previous_sell_reason in [f"exit_{self.normal_mode_name}_stoploss_u_e"]):
if (profit_ratio > (previous_profit + 0.005)):
mark_pair, mark_signal = self.mark_profit_target(self.normal_mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1)
if mark_pair:
self._set_profit_target(pair, mark_signal, current_rate, profit_ratio, current_time)
elif (profit_current_stake_ratio > (previous_profit + 0.005)) and (previous_sell_reason not in [f"exit_{self.normal_mode_name}_stoploss_doom"]):
# Update the target, raise it.
mark_pair, mark_signal = self.mark_profit_target(self.normal_mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_current_stake_ratio, last_candle, previous_candle_1)
if mark_pair:
self._set_profit_target(pair, mark_signal, current_rate, profit_current_stake_ratio, current_time)
# Add the pair to the list, if a sell triggered and conditions met
if sell and signal_name is not None:
previous_profit = None
if self.target_profit_cache is not None and pair in self.target_profit_cache.data:
previous_profit = self.target_profit_cache.data[pair]['profit']
if (signal_name in [f"exit_{self.normal_mode_name}_stoploss_doom", f"exit_{self.normal_mode_name}_stoploss_u_e"]):
mark_pair, mark_signal = self.mark_profit_target(self.normal_mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1)
if mark_pair:
self._set_profit_target(pair, mark_signal, current_rate, profit_ratio, current_time)
else:
# Just sell it, without maximize
return True, f"{signal_name}"
elif (
(previous_profit is None)
or (previous_profit < profit_current_stake_ratio)
):
mark_pair, mark_signal = self.mark_profit_target(self.normal_mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_current_stake_ratio, last_candle, previous_candle_1)
if mark_pair:
self._set_profit_target(pair, mark_signal, current_rate, profit_current_stake_ratio, current_time)
else:
# Just sell it, without maximize
return True, f"{signal_name}"
else:
if (
(profit_current_stake_ratio >= self.profit_max_thresholds[0])
):
previous_profit = None
if self.target_profit_cache is not None and pair in self.target_profit_cache.data:
previous_profit = self.target_profit_cache.data[pair]['profit']
if (previous_profit is None) or (previous_profit < profit_current_stake_ratio):
mark_signal = f"exit_profit_{self.normal_mode_name}_max"
self._set_profit_target(pair, mark_signal, current_rate, profit_current_stake_ratio, current_time)
if (signal_name not in [f"exit_profit_{self.normal_mode_name}_max", f"exit_{self.normal_mode_name}_stoploss_doom", f"exit_{self.normal_mode_name}_stoploss_u_e"]):
if sell and (signal_name is not None):
return True, f"{signal_name}"
return False, None
def exit_pump(self, pair: str, current_rate: float,
profit_stake: float, profit_ratio: float, profit_current_stake_ratio: float, profit_init_ratio: float,
max_profit: float, max_loss: float,
last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5,
trade: 'Trade', current_time: 'datetime', enter_tags) -> tuple:
sell = False
# Original sell signals
sell, signal_name = self.exit_signals(self.pump_mode_name, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade, current_time, enter_tags)
# Main sell signals
if not sell:
sell, signal_name = self.exit_main(self.pump_mode_name, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade, current_time, enter_tags)
# Williams %R based sells
if not sell:
sell, signal_name = self.exit_r(self.pump_mode_name, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade, current_time, enter_tags)
# Stoplosses
if not sell:
sell, signal_name = self.exit_stoploss(self.pump_mode_name, current_rate, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade, current_time, enter_tags)
# Profit Target Signal
# Check if pair exist on target_profit_cache
if self.target_profit_cache is not None and pair in self.target_profit_cache.data:
previous_rate = self.target_profit_cache.data[pair]['rate']
previous_profit = self.target_profit_cache.data[pair]['profit']
previous_sell_reason = self.target_profit_cache.data[pair]['sell_reason']
previous_time_profit_reached = datetime.fromisoformat(self.target_profit_cache.data[pair]['time_profit_reached'])
sell_max, signal_name_max = self.exit_profit_target(self.pump_mode_name, pair, trade, current_time, current_rate,
profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio,
last_candle, previous_candle_1,
previous_rate, previous_profit, previous_sell_reason,
previous_time_profit_reached, enter_tags)
if sell_max and signal_name_max is not None:
return True, f"{signal_name_max}_m"
if (previous_sell_reason in [f"exit_{self.pump_mode_name}_stoploss_u_e"]):
if (profit_ratio > (previous_profit + 0.005)):
mark_pair, mark_signal = self.mark_profit_target(self.pump_mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1)
if mark_pair:
self._set_profit_target(pair, mark_signal, current_rate, profit_ratio, current_time)
elif (profit_current_stake_ratio > (previous_profit + 0.005)) and (previous_sell_reason not in [f"exit_{self.pump_mode_name}_stoploss_doom"]):
# Update the target, raise it.
mark_pair, mark_signal = self.mark_profit_target(self.pump_mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_current_stake_ratio, last_candle, previous_candle_1)
if mark_pair:
self._set_profit_target(pair, mark_signal, current_rate, profit_current_stake_ratio, current_time)
# Add the pair to the list, if a sell triggered and conditions met
if sell and signal_name is not None:
previous_profit = None
if self.target_profit_cache is not None and pair in self.target_profit_cache.data:
previous_profit = self.target_profit_cache.data[pair]['profit']
if (signal_name in [f"exit_{self.pump_mode_name}_stoploss_doom", f"exit_{self.pump_mode_name}_stoploss_u_e"]):
mark_pair, mark_signal = self.mark_profit_target(self.pump_mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1)
if mark_pair:
self._set_profit_target(pair, mark_signal, current_rate, profit_ratio, current_time)
else:
# Just sell it, without maximize
return True, f"{signal_name}"
elif (
(previous_profit is None)
or (previous_profit < profit_current_stake_ratio)
):
mark_pair, mark_signal = self.mark_profit_target(self.pump_mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_current_stake_ratio, last_candle, previous_candle_1)
if mark_pair:
self._set_profit_target(pair, mark_signal, current_rate, profit_current_stake_ratio, current_time)
else:
# Just sell it, without maximize
return True, f"{signal_name}"
else:
if (
(profit_current_stake_ratio >= self.profit_max_thresholds[2])
):
previous_profit = None
if self.target_profit_cache is not None and pair in self.target_profit_cache.data:
previous_profit = self.target_profit_cache.data[pair]['profit']
if (previous_profit is None) or (previous_profit < profit_current_stake_ratio):
mark_signal = f"exit_profit_{self.pump_mode_name}_max"
self._set_profit_target(pair, mark_signal, current_rate, profit_current_stake_ratio, current_time)
if (signal_name not in [f"exit_profit_{self.pump_mode_name}_max", f"exit_{self.pump_mode_name}_stoploss_doom", f"exit_{self.pump_mode_name}_stoploss_u_e"]):
if sell and (signal_name is not None):
return True, f"{signal_name}"
return False, None
def exit_quick(self, pair: str, current_rate: float,
profit_stake: float, profit_ratio: float, profit_current_stake_ratio: float, profit_init_ratio: float,
max_profit: float, max_loss: float,
last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5,
trade: 'Trade', current_time: 'datetime', enter_tags) -> tuple:
sell = False
# Original sell signals
sell, signal_name = self.exit_signals(self.quick_mode_name, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade, current_time, enter_tags)
# Main sell signals
if not sell:
sell, signal_name = self.exit_main(self.quick_mode_name, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade, current_time, enter_tags)
# Williams %R based sells
if not sell:
sell, signal_name = self.exit_r(self.quick_mode_name, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade, current_time, enter_tags)
# Stoplosses
if not sell:
sell, signal_name = self.exit_stoploss(self.quick_mode_name, current_rate, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade, current_time, enter_tags)
# Extra sell logic
if not sell:
if (0.09 >= profit_current_stake_ratio > 0.02) and (last_candle['rsi_14'] > 78.0):
sell, signal_name = True, f'exit_{self.quick_mode_name}_q_1'
if (0.09 >= profit_current_stake_ratio > 0.02) and (last_candle['cti_20'] > 0.95):
sell, signal_name = True, f'exit_{self.quick_mode_name}_q_2'
if (0.09 >= profit_current_stake_ratio > 0.02) and (last_candle['r_14'] >= -0.1):
sell, signal_name = True, f'exit_{self.quick_mode_name}_q_3'
# Profit Target Signal
# Check if pair exist on target_profit_cache
if self.target_profit_cache is not None and pair in self.target_profit_cache.data:
previous_rate = self.target_profit_cache.data[pair]['rate']
previous_profit = self.target_profit_cache.data[pair]['profit']
previous_sell_reason = self.target_profit_cache.data[pair]['sell_reason']
previous_time_profit_reached = datetime.fromisoformat(self.target_profit_cache.data[pair]['time_profit_reached'])
sell_max, signal_name_max = self.exit_profit_target(self.quick_mode_name, pair, trade, current_time, current_rate,
profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio,
last_candle, previous_candle_1,
previous_rate, previous_profit, previous_sell_reason,
previous_time_profit_reached, enter_tags)
if sell_max and signal_name_max is not None:
return True, f"{signal_name_max}_m"
if (previous_sell_reason in [f"exit_{self.quick_mode_name}_stoploss_u_e"]):
if (profit_ratio > (previous_profit + 0.005)):
mark_pair, mark_signal = self.mark_profit_target(self.quick_mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1)
if mark_pair:
self._set_profit_target(pair, mark_signal, current_rate, profit_ratio, current_time)
elif (profit_current_stake_ratio > (previous_profit + 0.005)) and (previous_sell_reason not in [f"exit_{self.quick_mode_name}_stoploss_doom"]):
# Update the target, raise it.
mark_pair, mark_signal = self.mark_profit_target(self.quick_mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_current_stake_ratio, last_candle, previous_candle_1)
if mark_pair:
self._set_profit_target(pair, mark_signal, current_rate, profit_current_stake_ratio, current_time)
# Add the pair to the list, if a sell triggered and conditions met
if sell and signal_name is not None:
previous_profit = None
if self.target_profit_cache is not None and pair in self.target_profit_cache.data:
previous_profit = self.target_profit_cache.data[pair]['profit']
if (signal_name in [f"exit_{self.quick_mode_name}_stoploss_doom", f"exit_{self.quick_mode_name}_stoploss_u_e"]):
mark_pair, mark_signal = self.mark_profit_target(self.quick_mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1)
if mark_pair:
self._set_profit_target(pair, mark_signal, current_rate, profit_ratio, current_time)
else:
# Just sell it, without maximize
return True, f"{signal_name}"
elif (
(previous_profit is None)
or (previous_profit < profit_current_stake_ratio)
):
mark_pair, mark_signal = self.mark_profit_target(self.quick_mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_current_stake_ratio, last_candle, previous_candle_1)
if mark_pair:
self._set_profit_target(pair, mark_signal, current_rate, profit_current_stake_ratio, current_time)
else:
# Just sell it, without maximize
return True, f"{signal_name}"
else:
if (
(profit_current_stake_ratio >= self.profit_max_thresholds[4])
):
previous_profit = None
if self.target_profit_cache is not None and pair in self.target_profit_cache.data:
previous_profit = self.target_profit_cache.data[pair]['profit']
if (previous_profit is None) or (previous_profit < profit_current_stake_ratio):
mark_signal = f"exit_profit_{self.quick_mode_name}_max"
self._set_profit_target(pair, mark_signal, current_rate, profit_current_stake_ratio, current_time)
if (signal_name not in [f"exit_profit_{self.quick_mode_name}_max", f"exit_{self.quick_mode_name}_stoploss_doom", f"exit_{self.quick_mode_name}_stoploss_u_e"]):
if sell and (signal_name is not None):
return True, f"{signal_name}"
return False, None
def exit_rebuy(self, pair: str, current_rate: float,
profit_stake: float, profit_ratio: float, profit_current_stake_ratio: float, profit_init_ratio: float,
max_profit: float, max_loss: float,
last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5,
trade: 'Trade', current_time: 'datetime', enter_tags) -> tuple:
sell = False
# Original sell signals
sell, signal_name = self.exit_signals(self.rebuy_mode_name, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade, current_time, enter_tags)
# Main sell signals
if not sell:
sell, signal_name = self.exit_main(self.rebuy_mode_name, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade, current_time, enter_tags)
# Williams %R based sells
if not sell:
sell, signal_name = self.exit_r(self.rebuy_mode_name, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade, current_time, enter_tags)
# Stoplosses
if not sell:
sell, signal_name = self.exit_stoploss(self.rebuy_mode_name, current_rate, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade, current_time, enter_tags)
# Profit Target Signal
# Check if pair exist on target_profit_cache
if self.target_profit_cache is not None and pair in self.target_profit_cache.data:
previous_rate = self.target_profit_cache.data[pair]['rate']
previous_profit = self.target_profit_cache.data[pair]['profit']
previous_sell_reason = self.target_profit_cache.data[pair]['sell_reason']
previous_time_profit_reached = datetime.fromisoformat(self.target_profit_cache.data[pair]['time_profit_reached'])
sell_max, signal_name_max = self.exit_profit_target(self.rebuy_mode_name, pair, trade, current_time, current_rate,
profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio,
last_candle, previous_candle_1,
previous_rate, previous_profit, previous_sell_reason,
previous_time_profit_reached, enter_tags)
if sell_max and signal_name_max is not None:
return True, f"{signal_name_max}_m"
if (previous_sell_reason in [f"exit_{self.rebuy_mode_name}_stoploss_u_e"]):
if (profit_ratio > (previous_profit + 0.005)):
mark_pair, mark_signal = self.mark_profit_target(self.rebuy_mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1)
if mark_pair:
self._set_profit_target(pair, mark_signal, current_rate, profit_ratio, current_time)
elif (profit_current_stake_ratio > (previous_profit + 0.005)) and (previous_sell_reason not in [f"exit_{self.rebuy_mode_name}_stoploss_doom"]):
# Update the target, raise it.
mark_pair, mark_signal = self.mark_profit_target(self.rebuy_mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_current_stake_ratio, last_candle, previous_candle_1)
if mark_pair:
self._set_profit_target(pair, mark_signal, current_rate, profit_current_stake_ratio, current_time)
# Add the pair to the list, if a sell triggered and conditions met
if sell and signal_name is not None:
previous_profit = None
if self.target_profit_cache is not None and pair in self.target_profit_cache.data:
previous_profit = self.target_profit_cache.data[pair]['profit']
if (signal_name in [f"exit_{self.rebuy_mode_name}_stoploss_doom", f"exit_{self.rebuy_mode_name}_stoploss_u_e"]):
mark_pair, mark_signal = self.mark_profit_target(self.rebuy_mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1)
if mark_pair:
self._set_profit_target(pair, mark_signal, current_rate, profit_ratio, current_time)
else:
# Just sell it, without maximize
return True, f"{signal_name}"
elif (
(previous_profit is None)
or (previous_profit < profit_current_stake_ratio)
):
mark_pair, mark_signal = self.mark_profit_target(self.rebuy_mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_current_stake_ratio, last_candle, previous_candle_1)
if mark_pair:
self._set_profit_target(pair, mark_signal, current_rate, profit_current_stake_ratio, current_time)
else:
# Just sell it, without maximize
return True, f"{signal_name}"
else:
if (
(profit_current_stake_ratio >= self.profit_max_thresholds[6])
):
previous_profit = None
if self.target_profit_cache is not None and pair in self.target_profit_cache.data:
previous_profit = self.target_profit_cache.data[pair]['profit']
if (previous_profit is None) or (previous_profit < profit_current_stake_ratio):
mark_signal = f"exit_profit_{self.rebuy_mode_name}_max"
self._set_profit_target(pair, mark_signal, current_rate, profit_current_stake_ratio, current_time)
if (signal_name not in [f"exit_profit_{self.rebuy_mode_name}_max", f"exit_{self.rebuy_mode_name}_stoploss_doom", f"exit_{self.rebuy_mode_name}_stoploss_u_e"]):
if sell and (signal_name is not None):
return True, f"{signal_name}"
return False, None
def exit_long(self, pair: str, current_rate: float,
profit_stake: float, profit_ratio: float, profit_current_stake_ratio: float, profit_init_ratio: float,
max_profit: float, max_loss: float,
last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5,
trade: 'Trade', current_time: 'datetime', enter_tags) -> tuple:
sell = False
# Original sell signals
sell, signal_name = self.exit_signals(self.long_mode_name, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade, current_time, enter_tags)
# Main sell signals
if not sell:
sell, signal_name = self.exit_main(self.long_mode_name, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade, current_time, enter_tags)
# Williams %R based sells
if not sell:
sell, signal_name = self.exit_r(self.long_mode_name, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade, current_time, enter_tags)
# Stoplosses
if not sell:
sell, signal_name = self.exit_stoploss(self.long_mode_name, current_rate, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade, current_time, enter_tags)
# Profit Target Signal
# Check if pair exist on target_profit_cache
if self.target_profit_cache is not None and pair in self.target_profit_cache.data:
previous_rate = self.target_profit_cache.data[pair]['rate']
previous_profit = self.target_profit_cache.data[pair]['profit']
previous_sell_reason = self.target_profit_cache.data[pair]['sell_reason']
previous_time_profit_reached = datetime.fromisoformat(self.target_profit_cache.data[pair]['time_profit_reached'])
sell_max, signal_name_max = self.exit_profit_target(self.long_mode_name, pair, trade, current_time, current_rate,
profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio,
last_candle, previous_candle_1,
previous_rate, previous_profit, previous_sell_reason,
previous_time_profit_reached, enter_tags)
if sell_max and signal_name_max is not None:
return True, f"{signal_name_max}_m"
if (previous_sell_reason in [f"exit_{self.long_mode_name}_stoploss_u_e"]):
if (profit_ratio > (previous_profit + 0.005)):
mark_pair, mark_signal = self.mark_profit_target(self.long_mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1)
if mark_pair:
self._set_profit_target(pair, mark_signal, current_rate, profit_ratio, current_time)
elif (profit_current_stake_ratio > (previous_profit + 0.005)) and (previous_sell_reason not in [f"exit_{self.long_mode_name}_stoploss_doom"]):
# Update the target, raise it.
mark_pair, mark_signal = self.mark_profit_target(self.long_mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_current_stake_ratio, last_candle, previous_candle_1)
if mark_pair:
self._set_profit_target(pair, mark_signal, current_rate, profit_current_stake_ratio, current_time)
# Add the pair to the list, if a sell triggered and conditions met
if sell and signal_name is not None:
previous_profit = None
if self.target_profit_cache is not None and pair in self.target_profit_cache.data:
previous_profit = self.target_profit_cache.data[pair]['profit']
if (signal_name in [f"exit_{self.long_mode_name}_stoploss_doom", f"exit_{self.long_mode_name}_stoploss_u_e"]):
mark_pair, mark_signal = self.mark_profit_target(self.long_mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1)
if mark_pair:
self._set_profit_target(pair, mark_signal, current_rate, profit_ratio, current_time)
else:
# Just sell it, without maximize
return True, f"{signal_name}"
elif (
(previous_profit is None)
or (previous_profit < profit_current_stake_ratio)
):
mark_pair, mark_signal = self.mark_profit_target(self.long_mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_current_stake_ratio, last_candle, previous_candle_1)
if mark_pair:
self._set_profit_target(pair, mark_signal, current_rate, profit_current_stake_ratio, current_time)
else:
# Just sell it, without maximize
return True, f"{signal_name}"
else:
if (
(profit_current_stake_ratio >= self.profit_max_thresholds[8])
):
previous_profit = None
if self.target_profit_cache is not None and pair in self.target_profit_cache.data:
previous_profit = self.target_profit_cache.data[pair]['profit']
if (previous_profit is None) or (previous_profit < profit_current_stake_ratio):
mark_signal = f"exit_profit_{self.long_mode_name}_max"
self._set_profit_target(pair, mark_signal, current_rate, profit_current_stake_ratio, current_time)
if (signal_name not in [f"exit_profit_{self.long_mode_name}_max", f"exit_{self.long_mode_name}_stoploss_doom", f"exit_{self.long_mode_name}_stoploss_u_e"]):
if sell and (signal_name is not None):
return True, f"{signal_name}"
return False, None
def mark_profit_target(self, mode_name: str, pair: str, sell: bool, signal_name: str, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, last_candle, previous_candle_1) -> tuple:
if sell and (signal_name is not None):
return pair, signal_name
return None, None
def exit_profit_target(self, mode_name: str, pair: str, trade: Trade, current_time: datetime, current_rate: float,
profit_stake: float, profit_ratio: float, profit_current_stake_ratio: float, profit_init_ratio: float,
last_candle, previous_candle_1, previous_rate, previous_profit, previous_sell_reason, previous_time_profit_reached, enter_tags) -> tuple:
if (previous_sell_reason in [f"exit_{mode_name}_stoploss_doom"]):
if (profit_ratio > 0.04):
# profit is over the threshold, don't exit
self._remove_profit_target(pair)
return False, None
if (profit_ratio < -0.18):
if (profit_ratio < (previous_profit - 0.04)):
return True, previous_sell_reason
elif (profit_ratio < -0.1):
if (profit_ratio < (previous_profit - 0.04)):
return True, previous_sell_reason
elif (profit_ratio < -0.04):
if (profit_ratio < (previous_profit - 0.04)):
return True, previous_sell_reason
else:
if (profit_ratio < (previous_profit - 0.04)):
return True, previous_sell_reason
elif (previous_sell_reason in [f"exit_{mode_name}_stoploss_u_e"]):
if (profit_current_stake_ratio > 0.04):
# profit is over the threshold, don't exit
self._remove_profit_target(pair)
return False, None
if (profit_ratio < (previous_profit - (0.20 if trade.realized_profit == 0.0 else 0.26))):
return True, previous_sell_reason
elif (previous_sell_reason in [f"exit_profit_{mode_name}_max"]):
if (profit_current_stake_ratio < -0.08):
# profit is under the threshold, cancel it
self._remove_profit_target(pair)
return False, None
if (0.001 <= profit_current_stake_ratio < 0.01):
if (profit_current_stake_ratio < (previous_profit - 0.01)):
return True, previous_sell_reason
elif (0.01 <= profit_current_stake_ratio < 0.02):
if (profit_current_stake_ratio < (previous_profit - 0.02)):
return True, previous_sell_reason
elif (0.02 <= profit_current_stake_ratio < 0.03):
if (profit_current_stake_ratio < (previous_profit - 0.025)):
return True, previous_sell_reason
elif (0.03 <= profit_current_stake_ratio < 0.05):
if (profit_current_stake_ratio < (previous_profit - 0.03)):
return True, previous_sell_reason
elif (0.05 <= profit_current_stake_ratio < 0.08):
if (profit_current_stake_ratio < (previous_profit - 0.035)):
return True, previous_sell_reason
elif (0.08 <= profit_current_stake_ratio < 0.12):
if (profit_current_stake_ratio < (previous_profit - 0.04)):
return True, previous_sell_reason
elif (0.12 <= profit_current_stake_ratio):
if (profit_current_stake_ratio < (previous_profit - 0.045)):
return True, previous_sell_reason
else:
return False, None
return False, None
def exit_signals(self, mode_name: str, current_profit: float, max_profit:float, max_loss:float, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade: 'Trade', current_time: 'datetime', buy_tag) -> tuple:
# Sell signal 1
if (last_candle['rsi_14'] > 79.0) and (last_candle['close'] > last_candle['bb20_2_upp']) and (previous_candle_1['close'] > previous_candle_1['bb20_2_upp']) and (previous_candle_2['close'] > previous_candle_2['bb20_2_upp']) and (previous_candle_3['close'] > previous_candle_3['bb20_2_upp']) and (previous_candle_4['close'] > previous_candle_4['bb20_2_upp']):
if (last_candle['close'] > last_candle['ema_200']):
if (current_profit > 0.01):
return True, f'exit_{mode_name}_1_1_1'
else:
if (current_profit > 0.01):
return True, f'exit_{mode_name}_1_2_1'
# Sell signal 2
elif (last_candle['rsi_14'] > 80.0) and (last_candle['close'] > last_candle['bb20_2_upp']) and (previous_candle_1['close'] > previous_candle_1['bb20_2_upp']) and (previous_candle_2['close'] > previous_candle_2['bb20_2_upp']):
if (last_candle['close'] > last_candle['ema_200']):
if (current_profit > 0.01):
return True, f'exit_{mode_name}_2_1_1'
else:
if (current_profit > 0.01):
return True, f'exit_{mode_name}_2_2_1'
# Sell signal 3
elif (last_candle['rsi_14'] > 85.0):
if (last_candle['close'] > last_candle['ema_200']):
if (current_profit > 0.01):
return True, f'exit_{mode_name}_3_1_1'
else:
if (current_profit > 0.01):
return True, f'exit_{mode_name}_3_2_1'
# Sell signal 4
elif (last_candle['rsi_14'] > 80.0) and (last_candle['rsi_14_1h'] > 78.0):
if (last_candle['close'] > last_candle['ema_200']):
if (current_profit > 0.01):
return True, f'exit_{mode_name}_4_1_1'
else:
if (current_profit > 0.01):
return True, f'exit_{mode_name}_4_2_1'
# Sell signal 6
elif (last_candle['close'] < last_candle['ema_200']) and (last_candle['close'] > last_candle['ema_50']) and (last_candle['rsi_14'] > 79.0):
if (current_profit > 0.01):
return True, f'exit_{mode_name}_6_1'
# Sell signal 7
elif (last_candle['rsi_14_1h'] > 79.0) and (last_candle['crossed_below_ema_12_26']):
if (last_candle['close'] > last_candle['ema_200']):
if (current_profit > 0.01):
return True, f'exit_{mode_name}_7_1_1'
else:
if (current_profit > 0.01):
return True, f'exit_{mode_name}_7_2_1'
# Sell signal 8
elif (last_candle['close'] > last_candle['bb20_2_upp_1h'] * 1.08):
if (last_candle['close'] > last_candle['ema_200']):
if (current_profit > 0.01):
return True, f'exit_{mode_name}_8_1_1'
else:
if (current_profit > 0.01):
return True, f'exit_{mode_name}_8_2_1'
return False, None
def exit_main(self, mode_name: str, current_profit: float, max_profit:float, max_loss:float, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade: 'Trade', current_time: 'datetime', buy_tag) -> tuple:
if (last_candle['close'] > last_candle['sma_200_1h']):
if 0.01 > current_profit >= 0.001:
if (last_candle['rsi_14'] < 20.0):
return True, f'exit_{mode_name}_o_0'
elif 0.02 > current_profit >= 0.01:
if (last_candle['rsi_14'] < 28.0):
return True, f'exit_{mode_name}_o_1'
elif 0.03 > current_profit >= 0.02:
if (last_candle['rsi_14'] < 30.0):
return True, f'exit_{mode_name}_o_2'
elif 0.04 > current_profit >= 0.03:
if (last_candle['rsi_14'] < 32.0):
return True, f'exit_{mode_name}_o_3'
elif 0.05 > current_profit >= 0.04:
if (last_candle['rsi_14'] < 34.0):
return True, f'exit_{mode_name}_o_4'
elif 0.06 > current_profit >= 0.05:
if (last_candle['rsi_14'] < 36.0):
return True, f'exit_{mode_name}_o_5'
elif 0.07 > current_profit >= 0.06:
if (last_candle['rsi_14'] < 38.0):
return True, f'exit_{mode_name}_o_6'
elif 0.08 > current_profit >= 0.07:
if (last_candle['rsi_14'] < 40.0):
return True, f'exit_{mode_name}_o_7'
elif 0.09 > current_profit >= 0.08:
if (last_candle['rsi_14'] < 42.0):
return True, f'exit_{mode_name}_o_8'
elif 0.1 > current_profit >= 0.09:
if (last_candle['rsi_14'] < 44.0):
return True, f'exit_{mode_name}_o_9'
elif 0.12 > current_profit >= 0.1:
if (last_candle['rsi_14'] < 46.0):
return True, f'exit_{mode_name}_o_10'
elif 0.2 > current_profit >= 0.12:
if (last_candle['rsi_14'] < 44.0):
return True, f'exit_{mode_name}_o_11'
elif current_profit >= 0.2:
if (last_candle['rsi_14'] < 42.0):
return True, f'exit_{mode_name}_o_12'
elif (last_candle['close'] < last_candle['sma_200_1h']):
if 0.01 > current_profit >= 0.001:
if (last_candle['rsi_14'] < 22.0):
return True, f'exit_{mode_name}_u_0'
elif 0.02 > current_profit >= 0.01:
if (last_candle['rsi_14'] < 30.0):
return True, f'exit_{mode_name}_u_1'
elif 0.03 > current_profit >= 0.02:
if (last_candle['rsi_14'] < 32.0):
return True, f'exit_{mode_name}_u_2'
elif 0.04 > current_profit >= 0.03:
if (last_candle['rsi_14'] < 34.0):
return True, f'exit_{mode_name}_u_3'
elif 0.05 > current_profit >= 0.04:
if (last_candle['rsi_14'] < 36.0):
return True, f'exit_{mode_name}_u_4'
elif 0.06 > current_profit >= 0.05:
if (last_candle['rsi_14'] < 38.0):
return True, f'exit_{mode_name}_u_5'
elif 0.07 > current_profit >= 0.06:
if (last_candle['rsi_14'] < 40.0):
return True, f'exit_{mode_name}_u_6'
elif 0.08 > current_profit >= 0.07:
if (last_candle['rsi_14'] < 42.0):
return True, f'exit_{mode_name}_u_7'
elif 0.09 > current_profit >= 0.08:
if (last_candle['rsi_14'] < 44.0):
return True, f'exit_{mode_name}_u_8'
elif 0.1 > current_profit >= 0.09:
if (last_candle['rsi_14'] < 46.0):
return True, f'exit_{mode_name}_u_9'
elif 0.12 > current_profit >= 0.1:
if (last_candle['rsi_14'] < 48.0):
return True, f'exit_{mode_name}_u_10'
elif 0.2 > current_profit >= 0.12:
if (last_candle['rsi_14'] < 46.0):
return True, f'exit_{mode_name}_u_11'
elif current_profit >= 0.2:
if (last_candle['rsi_14'] < 44.0):
return True, f'exit_{mode_name}_u_12'
return False, None
def exit_r(self, mode_name: str, current_profit: float, max_profit:float, max_loss:float, last_candle, previous_candle_1, previous_candle_2, previous_candle_3, previous_candle_4, previous_candle_5, trade: 'Trade', current_time: 'datetime', buy_tag) -> tuple:
if 0.01 > current_profit >= 0.001:
if (last_candle['r_480'] > -0.1):
return True, f'exit_{mode_name}_w_0_1'
elif (last_candle['r_14'] >= -1.0) and (last_candle['rsi_14'] > 79.0):
return True, f'exit_{mode_name}_w_0_2'
elif (last_candle['r_14'] >= -2.0) and (last_candle['rsi_14'] < 44.0):
return True, f'exit_{mode_name}_w_0_3'
elif (last_candle['r_14'] >= -5.0) and (last_candle['rsi_14'] > 75.0) and (last_candle['r_480_1h'] > -25.0):
return True, f'exit_{mode_name}_w_0_4'
elif (last_candle['r_14'] >= -1.0) and (last_candle['cti_20'] > 0.95):
return True, f'exit_{mode_name}_w_0_5'
elif 0.02 > current_profit >= 0.01:
if (last_candle['r_480'] > -0.2):
return True, f'exit_{mode_name}_w_1_1'
elif (last_candle['r_14'] >= -1.0) and (last_candle['rsi_14'] > 78.0):
return True, f'exit_{mode_name}_w_1_2'
elif (last_candle['r_14'] >= -2.0) and (last_candle['rsi_14'] < 46.0):
return True, f'exit_{mode_name}_w_1_3'
elif (last_candle['r_14'] >= -5.0) and (last_candle['rsi_14'] > 74.0) and (last_candle['r_480_1h'] > -25.0):
return True, f'exit_{mode_name}_w_1_4'
elif (last_candle['r_14'] >= -2.0) and (last_candle['cti_20'] > 0.95):
return True, f'exit_{mode_name}_w_1_5'
elif 0.03 > current_profit >= 0.02:
if (last_candle['r_480'] > -0.3):
return True, f'exit_{mode_name}_w_2_1'
elif (last_candle['r_14'] >= -1.0) and (last_candle['rsi_14'] > 77.0):
return True, f'exit_{mode_name}_w_2_2'
elif (last_candle['r_14'] >= -2.0) and (last_candle['rsi_14'] < 48.0):
return True, f'exit_{mode_name}_w_2_3'
elif (last_candle['r_14'] >= -5.0) and (last_candle['rsi_14'] > 73.0) and (last_candle['r_480_1h'] > -25.0):
return True, f'exit_{mode_name}_w_2_4'
elif (last_candle['r_14'] >= -3.0) and (last_candle['cti_20'] > 0.95):
return True, f'exit_{mode_name}_w_2_5'
elif 0.04 > current_profit >= 0.03:
if (last_candle['r_480'] > -0.4):
return True, f'exit_{mode_name}_w_3_1'
elif (last_candle['r_14'] >= -1.0) and (last_candle['rsi_14'] > 76.0):
return True, f'exit_{mode_name}_w_3_2'
elif (last_candle['r_14'] >= -2.0) and (last_candle['rsi_14'] < 50.0):
return True, f'exit_{mode_name}_w_3_3'
elif (last_candle['r_14'] >= -5.0) and (last_candle['rsi_14'] > 72.0) and (last_candle['r_480_1h'] > -25.0):
return True, f'exit_{mode_name}_w_3_4'
elif (last_candle['r_14'] >= -4.0) and (last_candle['cti_20'] > 0.95):
return True, f'exit_{mode_name}_w_3_5'
elif 0.05 > current_profit >= 0.04:
if (last_candle['r_480'] > -0.5):
return True, f'exit_{mode_name}_w_4_1'
elif (last_candle['r_14'] >= -1.0) and (last_candle['rsi_14'] > 75.0):
return True, f'exit_{mode_name}_w_4_2'
elif (last_candle['r_14'] >= -2.0) and (last_candle['rsi_14'] < 52.0):
return True, f'exit_{mode_name}_w_4_3'
elif (last_candle['r_14'] >= -5.0) and (last_candle['rsi_14'] > 71.0) and (last_candle['r_480_1h'] > -25.0):
return True, f'exit_{mode_name}_w_4_4'
elif (last_candle['r_14'] >= -5.0) and (last_candle['cti_20'] > 0.95):
return True, f'exit_{mode_name}_w_4_5'
elif 0.06 > current_profit >= 0.05:
if (last_candle['r_480'] > -0.6):
return True, f'exit_{mode_name}_w_5_1'
elif (last_candle['r_14'] >= -1.0) and (last_candle['rsi_14'] > 74.0):
return True, f'exit_{mode_name}_w_5_2'
elif (last_candle['r_14'] >= -2.0) and (last_candle['rsi_14'] < 54.0):
return True, f'exit_{mode_name}_w_5_3'
elif (last_candle['r_14'] >= -5.0) and (last_candle['rsi_14'] > 70.0) and (last_candle['r_480_1h'] > -25.0):
return True, f'exit_{mode_name}_w_5_4'
elif (last_candle['r_14'] >= -6.0) and (last_candle['cti_20'] > 0.95):
return True, f'exit_{mode_name}_w_5_5'
elif 0.07 > current_profit >= 0.06:
if (last_candle['r_480'] > -0.7):
return True, f'exit_{mode_name}_w_6_1'
elif (last_candle['r_14'] >= -1.0) and (last_candle['rsi_14'] > 75.0):
return True, f'exit_{mode_name}_w_6_2'
elif (last_candle['r_14'] >= -2.0) and (last_candle['rsi_14'] < 52.0):
return True, f'exit_{mode_name}_w_6_3'
elif (last_candle['r_14'] >= -5.0) and (last_candle['rsi_14'] > 71.0) and (last_candle['r_480_1h'] > -25.0):