import [Link].

indicators as qtpylib
import numpy as np
from functools import reduce
import [Link] as ta
from [Link] import IStrategy
from [Link] import merge_informative_pair, DecimalParameter,
stoploss_from_open, RealParameter,IntParameter,informative
from pandas import DataFrame, Series
from datetime import datetime
import math
import logging
from [Link] import Trade
import pandas_ta as pta
from [Link] import RMI

logger = [Link](__name__)

def ewo(dataframe, sma1_length=5, sma2_length=35):

sma1 = [Link](dataframe, timeperiod=sma1_length)
sma2 = [Link](dataframe, timeperiod=sma2_length)
smadif = (sma1 - sma2) / dataframe['close'] * 100
return smadif

def top_percent_change_dca(dataframe: DataFrame, length: int) -> float:

"""
Percentage change of the current close from the range maximum Open price

:param dataframe: DataFrame The original OHLC dataframe

:param length: int The length to look back
"""
if length == 0:
return (dataframe['open'] - dataframe['close']) / dataframe['close']
else:
return (dataframe['open'].rolling(length).max() - dataframe['close']) /
dataframe['close']

def EWO(dataframe, ema_length=5, ema2_length=3):

df = [Link]()
ema1 = [Link](df, timeperiod=ema_length)
ema2 = [Link](df, timeperiod=ema2_length)
emadif = (ema1 - ema2) / df['close'] * 100
return emadif

def williams_r(dataframe: DataFrame, period: int = 14) -> Series:

"""Williams %R, or just %R, is a technical analysis oscillator showing the
current closing price in relation to the high and low
of the past N days (for a given N). It was developed by a publisher and
promoter of trading materials, Larry Williams.
Its purpose is to tell whether a stock or commodity market is trading near
the high or the low, or somewhere in between,
of its recent trading range.
The oscillator is on a negative scale, from −100 (lowest) up to 0
(highest).
"""

highest_high = dataframe["high"].rolling(center=False, window=period).max()

 lowest_low = dataframe["low"].rolling(center=False, window=period).min()

WR = Series(
(highest_high - dataframe["close"]) / (highest_high - lowest_low),
name="{0} Williams %R".format(period),
)

return WR * -100

def VWAPB(dataframe, window_size=20, num_of_std=1):

df = [Link]()
df['vwap'] = qtpylib.rolling_vwap(df,window=window_size)
rolling_std = df['vwap'].rolling(window=window_size).std()
df['vwap_low'] = df['vwap'] - (rolling_std * num_of_std)
df['vwap_high'] = df['vwap'] + (rolling_std * num_of_std)
return df['vwap_low'], df['vwap'], df['vwap_high']

def bollinger_bands(stock_price, window_size, num_of_std):

rolling_mean = stock_price.rolling(window=window_size).mean()
rolling_std = stock_price.rolling(window=window_size).std()
lower_band = rolling_mean - (rolling_std * num_of_std)
return np.nan_to_num(rolling_mean), np.nan_to_num(lower_band)

def chaikin_money_flow(dataframe, n=20, fillna=False) -> Series:

"""Chaikin Money Flow (CMF)
It measures the amount of Money Flow Volume over a specific period.
[Link]
id=chart_school:technical_indicators:chaikin_money_flow_cmf
Args:
dataframe([Link]): dataframe containing ohlcv
n(int): n period.
fillna(bool): if True, fill nan values.
Returns:
[Link]: New feature generated.
"""
mfv = ((dataframe['close'] - dataframe['low']) - (dataframe['high'] -
dataframe['close'])) / (dataframe['high'] - dataframe['low'])
mfv = [Link](0.0) # float division by zero
mfv *= dataframe['volume']
cmf = ([Link](n, min_periods=0).sum()
/ dataframe['volume'].rolling(n, min_periods=0).sum())
if fillna:
cmf = [Link]([[Link], -[Link]], [Link]).fillna(0)
return Series(cmf, name='cmf')

def ha_typical_price(bars):
res = (bars['ha_high'] + bars['ha_low'] + bars['ha_close']) / 3.
return Series(index=[Link], data=res)

class newstrategy_modify_support_ft(IStrategy):
"""
PASTE OUTPUT FROM HYPEROPT HERE
Can be overridden for specific sub-strategies (stake currencies) at the bottom.
MaxDrawDownRelativeHyperOptLoss
31/900: 801 trades. 800/0/1 Wins/Draws/Losses. Avg profit 4.04%. Median
profit 3.70%. Total profit 57.02887841 USDT ( 5.70%). Avg duration [Link] min.
Objective: -14799833083.36105
"""

can_short=True
buy_params = {
"bbdelta_close": 0.00082,
"bbdelta_tail": 0.85788,
"close_bblower": 0.00128,
"closedelta_close": 0.00987,
"low_offset": 0.991,
"rocr1_1h": 0.9346,
"rocr_1h": 0.65666,
"base_nb_candles_buy": 12, # value loaded from strategy
"buy_bb_delta": 0.025, # value loaded from strategy
"buy_bb_factor": 0.995, # value loaded from strategy
"buy_bb_width": 0.095, # value loaded from strategy
"buy_bb_width_1h": 1.074, # value loaded from strategy
"buy_cci": -116, # value loaded from strategy
"buy_cci_length": 25, # value loaded from strategy
"buy_closedelta": 15.0, # value loaded from strategy
"buy_clucha_bbdelta_close": 0.049, # value loaded from strategy
"buy_clucha_bbdelta_tail": 1.146, # value loaded from strategy
"buy_clucha_close_bblower": 0.018, # value loaded from strategy
"buy_clucha_closedelta_close": 0.017, # value loaded from strategy
"buy_clucha_rocr_1h": 0.526, # value loaded from strategy
"buy_ema_diff": 0.025, # value loaded from strategy
"buy_rmi": 49, # value loaded from strategy
"buy_rmi_length": 17, # value loaded from strategy
"buy_roc_1h": 10, # value loaded from strategy
"buy_srsi_fk": 32, # value loaded from strategy
}

sell_params = {
"high_offset": 1.012,
"high_offset_2": 1.016,
"sell_deadfish_bb_factor": 1.089,
"sell_deadfish_bb_width": 0.11,
"sell_deadfish_profit": -0.107,
"sell_deadfish_volume_factor": 1.761,
"base_nb_candles_sell": 22, # value loaded from strategy
"pHSL": -0.397, # value loaded from strategy
"pPF_1": 0.012, # value loaded from strategy
"pPF_2": 0.07, # value loaded from strategy
"pSL_1": 0.015, # value loaded from strategy
"pSL_2": 0.068, # value loaded from strategy
"sell_bbmiddle_close": 1.09092, # value loaded from strategy
"sell_fisher": 0.46406, # value loaded from strategy
"sell_trail_down_1": 0.03, # value loaded from strategy
"sell_trail_down_2": 0.015, # value loaded from strategy
"sell_trail_profit_max_1": 0.4, # value loaded from strategy
"sell_trail_profit_max_2": 0.11, # value loaded from strategy
"sell_trail_profit_min_1": 0.1, # value loaded from strategy
"sell_trail_profit_min_2": 0.04, # value loaded from strategy
}

minimal_roi = {
"0": 0.276,
"32": 0.105,
"88": 0.037,
 "208": 0
}

position_adjustment_enable = True

stoploss = -0.99 # use custom stoploss

trailing_stop = False
trailing_stop_positive = 0.02 #povodne 0.001
trailing_stop_positive_offset = 0.10 #povodne 0.012
trailing_only_offset_is_reached = True

"""
END HYPEROPT
"""

timeframe = '5m'

use_exit_signal = True
exit_profit_only = False
ignore_roi_if_entry_signal = False

use_custom_stoploss = False

process_only_new_candles = True
startup_candle_count = 168

order_types = {
'entry': 'market',
'exit': 'market',
'stoploss': 'market',
'stoploss_on_exchange': False,
}

def is_support(self, row_data) -> bool:

conditions = []
for row in range(len(row_data)-1):
if row < len(row_data)/2:
[Link](row_data[row] > row_data[row+1])
else:
[Link](row_data[row] < row_data[row+1])
return reduce(lambda x, y: x & y, conditions)

fast_ewo = 50
slow_ewo = 200

buy_44_ma_offset = 0.982
buy_44_ewo = -18.143
buy_44_cti = -0.8
buy_44_r_1h = -75.0

buy_37_ma_offset = 0.98
buy_37_ewo = 9.8
buy_37_rsi = 56.0
buy_37_cti = -0.7

buy_ema_open_mult_7 = 0.030
buy_cti_7 = -0.89
 is_optimize_dip = False
buy_rmi = IntParameter(30, 50, default=35, optimize= is_optimize_dip)
buy_cci = IntParameter(-135, -90, default=-133, optimize= is_optimize_dip)
buy_srsi_fk = IntParameter(30, 50, default=25, optimize= is_optimize_dip)
buy_cci_length = IntParameter(25, 45, default=25, optimize = is_optimize_dip)
buy_rmi_length = IntParameter(8, 20, default=8, optimize = is_optimize_dip)

is_optimize_break = False
buy_bb_width = DecimalParameter(0.065, 0.135, default=0.095, optimize =
is_optimize_break)
buy_bb_delta = DecimalParameter(0.018, 0.035, default=0.025, optimize =
is_optimize_break)

is_optimize_check = False
buy_roc_1h = IntParameter(-25, 200, default=10, optimize = is_optimize_check)
buy_bb_width_1h = DecimalParameter(0.3, 2.0, default=0.3, optimize =
is_optimize_check)

is_optimize_clucha = False
buy_clucha_bbdelta_close = DecimalParameter(0.01,0.05, default=0.02206,
optimize=is_optimize_clucha)
buy_clucha_bbdelta_tail = DecimalParameter(0.7, 1.2, default=1.02515,
optimize=is_optimize_clucha)
buy_clucha_close_bblower = DecimalParameter(0.001, 0.05, default=0.03669,
optimize=is_optimize_clucha)
buy_clucha_closedelta_close = DecimalParameter(0.001, 0.05, default=0.04401,
optimize=is_optimize_clucha)
buy_clucha_rocr_1h = DecimalParameter(0.1, 1.0, default=0.47782,
optimize=is_optimize_clucha)

is_optimize_local_uptrend = False
buy_ema_diff = DecimalParameter(0.022, 0.027, default=0.025, optimize =
is_optimize_local_uptrend)
buy_bb_factor = DecimalParameter(0.990, 0.999, default=0.995, optimize = False)
buy_closedelta = DecimalParameter(12.0, 18.0, default=15.0, optimize =
is_optimize_local_uptrend)

rocr_1h = RealParameter(0.5, 1.0, default=0.54904, space='buy', optimize=True)

rocr1_1h = RealParameter(0.5, 1.0, default=0.72, space='buy', optimize=True)
bbdelta_close = RealParameter(0.0005, 0.02, default=0.01965, space='buy',
optimize=True)
closedelta_close = RealParameter(0.0005, 0.02, default=0.00556, space='buy',
optimize=True)
bbdelta_tail = RealParameter(0.7, 1.0, default=0.95089, space='buy',
optimize=True)
close_bblower = RealParameter(0.0005, 0.02, default=0.00799, space='buy',
optimize=True)

sell_fisher = RealParameter(0.1, 0.5, default=0.38414, space='sell',

optimize=False)
sell_bbmiddle_close = RealParameter(0.97, 1.1, default=1.07634, space='sell',
optimize=False)

is_optimize_deadfish = True
sell_deadfish_bb_width = DecimalParameter(0.03, 0.75, default=0.05 ,
space='sell', optimize = is_optimize_deadfish)
 sell_deadfish_profit = DecimalParameter(-0.15, -0.05, default=-0.08 ,
space='sell', optimize = is_optimize_deadfish)
sell_deadfish_bb_factor = DecimalParameter(0.90, 1.20, default=1.0 ,
space='sell', optimize = is_optimize_deadfish)
sell_deadfish_volume_factor = DecimalParameter(1, 2.5,
default=1.5 ,space='sell', optimize = is_optimize_deadfish)

base_nb_candles_buy = IntParameter(8, 20,

default=buy_params['base_nb_candles_buy'], space='buy', optimize=False)
base_nb_candles_sell = IntParameter(8, 20,
default=sell_params['base_nb_candles_sell'], space='sell', optimize=False)
low_offset = DecimalParameter(0.985, 0.995, default=buy_params['low_offset'],
space='buy', optimize=True)
high_offset = DecimalParameter(1.005, 1.015,
default=sell_params['high_offset'], space='sell', optimize=True)
high_offset_2 = DecimalParameter(1.010, 1.020,
default=sell_params['high_offset_2'], space='sell', optimize=True)

sell_trail_profit_min_1 = DecimalParameter(0.1, 0.25, default=0.1,

space='sell', decimals=3, optimize=False, load=True)
sell_trail_profit_max_1 = DecimalParameter(0.3, 0.5, default=0.4, space='sell',
decimals=2, optimize=False, load=True)
sell_trail_down_1 = DecimalParameter(0.04, 0.1, default=0.03, space='sell',
decimals=3, optimize=False, load=True)

sell_trail_profit_min_2 = DecimalParameter(0.04, 0.1, default=0.04,

space='sell', decimals=3, optimize=False, load=True)
sell_trail_profit_max_2 = DecimalParameter(0.08, 0.25, default=0.11,
space='sell', decimals=2, optimize=False, load=True)
sell_trail_down_2 = DecimalParameter(0.04, 0.2, default=0.015, space='sell',
decimals=3, optimize=False, load=True)

pHSL = DecimalParameter(-0.500, -0.040, default=-0.08, decimals=3,

space='sell', optimize=False, load=True)

pPF_1 = DecimalParameter(0.008, 0.020, default=0.016, decimals=3, space='sell',

optimize=False, load=True)
pSL_1 = DecimalParameter(0.008, 0.020, default=0.011, decimals=3, space='sell',
optimize=False, load=True)

pPF_2 = DecimalParameter(0.040, 0.100, default=0.080, decimals=3,

space='sell',optimize=False, load=True)
pSL_2 = DecimalParameter(0.020, 0.070, default=0.040, decimals=3, space='sell',
optimize=False,load=True)

def informative_pairs(self):
pairs = [Link].current_whitelist()
informative_pairs = [(pair, '1h') for pair in pairs]
return informative_pairs

def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime',

current_rate: float, current_profit: float, **kwargs):
dataframe, _ = [Link].get_analyzed_dataframe(pair, [Link])
last_candle = [Link][-1].squeeze()
filled_buys = trade.select_filled_orders('buy')
 count_of_buys = len(filled_buys)

if (last_candle is not None):

if (current_profit > self.sell_trail_profit_min_1.value) &

(current_profit < self.sell_trail_profit_max_1.value) & (((trade.max_rate -
trade.open_rate) / 100) > (current_profit + self.sell_trail_down_1.value)):
return 'trail_target_1'
elif (current_profit > self.sell_trail_profit_min_2.value) &
(current_profit < self.sell_trail_profit_max_2.value) & (((trade.max_rate -
trade.open_rate) / 100) > (current_profit + self.sell_trail_down_2.value)):
return 'trail_target_2'
elif (current_profit > 3) & (last_candle['rsi'] > 85):
return 'RSI-85 target'

if (current_profit > 0) & (count_of_buys < 4) & (last_candle['close'] >

last_candle['hma_50']) & (last_candle['close'] >
(last_candle[f'ma_sell_{self.base_nb_candles_sell.value}'] *
self.high_offset_2.value)) & (last_candle['rsi']>50) & (last_candle['volume'] > 0)
& (last_candle['rsi_fast'] > last_candle['rsi_slow']):
return 'sell signal1'
if (current_profit > 0) & (count_of_buys >= 4) & (last_candle['close']
> last_candle['hma_50'] * 1.01) & (last_candle['close'] >
(last_candle[f'ma_sell_{self.base_nb_candles_sell.value}'] *
self.high_offset_2.value)) & (last_candle['rsi']>50) & (last_candle['volume'] > 0)
& (last_candle['rsi_fast'] > last_candle['rsi_slow']):
return 'sell signal1 * 1.01'
if (current_profit > 0) & (last_candle['close'] >
last_candle['hma_50']) & (last_candle['close'] >
(last_candle[f'ma_sell_{self.base_nb_candles_sell.value}'] *
self.high_offset.value)) & (last_candle['volume'] > 0) & (last_candle['rsi_fast']
> last_candle['rsi_slow']):
 return 'sell signal2'

return 'sell stoploss1'

if ( (current_profit < self.sell_deadfish_profit.value)

and (last_candle['close'] < last_candle['ema_200'])
and (last_candle['bb_width'] < self.sell_deadfish_bb_width.value)
and (last_candle['close'] > last_candle['bb_middleband2'] *
self.sell_deadfish_bb_factor.value)
and (last_candle['volume_mean_12'] < last_candle['volume_mean_24']
* self.sell_deadfish_volume_factor.value)
and (last_candle['cmf'] < 0.0)
):
return f"sell_stoploss_deadfish"

def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,

current_rate: float, current_profit: float, **kwargs) ->
float:

HSL = [Link]
PF_1 = self.pPF_1.value
SL_1 = self.pSL_1.value
PF_2 = self.pPF_2.value
SL_2 = self.pSL_2.value

if current_profit > PF_2:

sl_profit = SL_2 + (current_profit - PF_2)
elif current_profit > PF_1:
sl_profit = SL_1 + ((current_profit - PF_1) * (SL_2 - SL_1) / (PF_2 -
PF_1))
else:
sl_profit = HSL

if sl_profit >= current_profit:

return -0.99

return stoploss_from_open(sl_profit, current_profit)

def populate_indicators(self, dataframe: DataFrame, metadata: dict) ->

DataFrame:

inf_tf = '5m'
informative = [Link].get_pair_dataframe('BTC/USDT:USDT', timeframe=inf_tf)
informative_btc = [Link]().shift(1)

dataframe['btc_close'] = informative_btc['close']
dataframe['btc_ema_fast'] = [Link](informative_btc, timeperiod=20)
dataframe['btc_ema_slow'] = [Link](informative_btc, timeperiod=25)
dataframe['down'] = (dataframe['btc_ema_fast'] <
dataframe['btc_ema_slow']).astype('int')
 for val in self.base_nb_candles_sell.range:
dataframe[f'ma_sell_{val}'] = [Link](dataframe, timeperiod=val)

dataframe['volume_mean_12'] =
dataframe['volume'].rolling(12).mean().shift(1)
dataframe['volume_mean_24'] =
dataframe['volume'].rolling(24).mean().shift(1)

dataframe['cmf'] = chaikin_money_flow(dataframe, 20)

bollinger2 = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe),
window=20, stds=2)
dataframe['bb_lowerband2'] = bollinger2['lower']
dataframe['bb_middleband2'] = bollinger2['mid']
dataframe['bb_upperband2'] = bollinger2['upper']
dataframe['bb_width'] = ((dataframe['bb_upperband2'] -
dataframe['bb_lowerband2']) / dataframe['bb_middleband2'])

bollinger2_40 = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe),
window=40, stds=2)
dataframe['bb_lowerband2_40'] = bollinger2_40['lower']
dataframe['bb_middleband2_40'] = bollinger2_40['mid']
dataframe['bb_upperband2_40'] = bollinger2_40['upper']

dataframe['ema_200'] = [Link](dataframe, timeperiod=200)

dataframe['ema_50'] = [Link](dataframe, timeperiod=50)

dataframe['rsi'] = [Link](dataframe, timeperiod=14)

dataframe['rsi_fast'] = [Link](dataframe, timeperiod=4)
dataframe['rsi_slow'] = [Link](dataframe, timeperiod=20)
dataframe['rsi_84'] = [Link](dataframe, timeperiod=84)
dataframe['rsi_112'] = [Link](dataframe, timeperiod=112)

heikinashi = [Link](dataframe)
dataframe['ha_open'] = heikinashi['open']
dataframe['ha_close'] = heikinashi['close']
dataframe['ha_high'] = heikinashi['high']
dataframe['ha_low'] = heikinashi['low']

dataframe['bb_delta_cluc'] = (dataframe['bb_middleband2_40'] -
dataframe['bb_lowerband2_40']).abs()
dataframe['ha_closedelta'] = (dataframe['ha_close'] -
dataframe['ha_close'].shift()).abs()

stoch = [Link](dataframe, 15, 20, 2, 2)

dataframe['srsi_fk'] = stoch['fastk']
dataframe['srsi_fd'] = stoch['fastd']

mid, lower = bollinger_bands(ha_typical_price(dataframe), window_size=40,

num_of_std=2)
dataframe['lower'] = lower
dataframe['mid'] = mid

dataframe['bbdelta'] = (mid - dataframe['lower']).abs()

dataframe['closedelta'] = (dataframe['ha_close'] -
dataframe['ha_close'].shift()).abs()
dataframe['tail'] = (dataframe['ha_close'] - dataframe['ha_low']).abs()
 dataframe['bb_lowerband'] = dataframe['lower']
dataframe['bb_middleband'] = dataframe['mid']

bollinger3 = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe),
window=20, stds=3)
dataframe['bb_lowerband3'] = bollinger3['lower']
dataframe['bb_middleband3'] = bollinger3['mid']
dataframe['bb_upperband3'] = bollinger3['upper']
dataframe['bb_delta'] = ((dataframe['bb_lowerband2'] -
dataframe['bb_lowerband3']) / dataframe['bb_lowerband2'])

dataframe['ema_fast'] = [Link](dataframe['ha_close'], timeperiod=3)

dataframe['ema_slow'] = [Link](dataframe['ha_close'], timeperiod=50)
dataframe['volume_mean_slow'] =
dataframe['volume'].rolling(window=30).mean()
dataframe['rocr'] = [Link](dataframe['ha_close'], timeperiod=28)

vwap_low, vwap, vwap_high = VWAPB(dataframe, 20, 1)

vwap_low, vwap, vwap_high = VWAPB(dataframe, 20, 1)

dataframe['vwap_low'] = vwap_low

dataframe['vwap_upperband'] = vwap_high
dataframe['vwap_middleband'] = vwap
dataframe['vwap_lowerband'] = vwap_low
dataframe['vwap_width'] = ( (dataframe['vwap_upperband'] -
dataframe['vwap_lowerband']) / dataframe['vwap_middleband'] ) * 100

dataframe['ema_vwap_diff_50'] = ( ( dataframe['ema_50'] -
dataframe['vwap_lowerband'] ) / dataframe['ema_50'] )

dataframe['tpct_change_0'] = top_percent_change_dca(dataframe,0)
dataframe['tpct_change_1'] = top_percent_change_dca(dataframe,1)
dataframe['tcp_percent_4'] = top_percent_change_dca(dataframe , 4)

dataframe['ewo'] = ewo(dataframe, 50, 200)

for val in self.buy_rmi_length.range:

dataframe[f'rmi_length_{val}'] = RMI(dataframe, length=val, mom=4)

for val in self.buy_cci_length.range:

dataframe[f'cci_length_{val}'] = [Link](dataframe, val)

dataframe['cti'] = [Link](dataframe["close"], length=20)

dataframe['bb_delta_cluc'] = (dataframe['bb_middleband2_40'] -
dataframe['bb_lowerband2_40']).abs()

dataframe['ema_16'] = [Link](dataframe, timeperiod=16)

dataframe['EWO'] = EWO(dataframe, self.fast_ewo, self.slow_ewo)

dataframe['ema_26'] = [Link](dataframe, timeperiod=26)

dataframe['ema_12'] = [Link](dataframe, timeperiod=12)

dataframe['r_14'] = williams_r(dataframe, period=14)

 dataframe['ema_5'] = [Link](dataframe, timeperiod=5)
dataframe['ema_10'] = [Link](dataframe, timeperiod=10)

dataframe['pm'], dataframe['pmx'] = pmax(heikinashi, MAtype=1, length=9,

multiplier=27, period=10, src=3)
dataframe['source'] = (dataframe['high'] + dataframe['low'] +
dataframe['open'] + dataframe['close'])/4
dataframe['pmax_thresh'] = [Link](dataframe['source'], timeperiod=9)
dataframe['sma_75'] = [Link](dataframe, timeperiod=75)

rsi = [Link](dataframe)
dataframe["rsi"] = rsi
rsi = 0.1 * (rsi - 50)
dataframe["fisher"] = ([Link](2 * rsi) - 1) / ([Link](2 * rsi) + 1)

inf_tf = '1h'

informative = [Link].get_pair_dataframe(pair=metadata['pair'],
timeframe=inf_tf)

inf_heikinashi = [Link](informative)

informative['ha_close'] = inf_heikinashi['close']
informative['rocr'] = [Link](informative['ha_close'], timeperiod=168)
informative['rsi_14'] = [Link](dataframe, timeperiod=14)
informative['cmf'] = chaikin_money_flow(dataframe, 20)

sup_series = informative['low'].rolling(window = 5).apply(lambda row:

self.is_support(row), raw=True)
informative['sup_level'] = Series([Link](sup_series,
[Link](informative['close'] < informative['open'], informative['close'],
informative['open']), float('NaN'))).ffill()
informative['roc'] = [Link](informative, timeperiod=9)

informative['r_480'] = williams_r(informative, period=480)

bollinger2 = qtpylib.bollinger_bands(qtpylib.typical_price(informative),
window=20, stds=2)
informative['bb_lowerband2'] = bollinger2['lower']
informative['bb_middleband2'] = bollinger2['mid']
informative['bb_upperband2'] = bollinger2['upper']
informative['bb_width'] = ((informative['bb_upperband2'] -
informative['bb_lowerband2']) / informative['bb_middleband2'])

informative['r_84'] = williams_r(informative, period=84)

informative['cti_40'] = [Link](informative["close"], length=40)

dataframe['hma_50'] = qtpylib.hull_moving_average(dataframe['close'],
window=50)

dataframe = merge_informative_pair(dataframe, informative, [Link],

inf_tf, ffill=True)

return dataframe

def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) ->

DataFrame:
 [Link][
((dataframe[f'rmi_length_{self.buy_rmi_length.value}'] <
self.buy_rmi.value) &
(dataframe[f'cci_length_{self.buy_cci_length.value}'] <=
self.buy_cci.value) &
(dataframe['srsi_fk'] < self.buy_srsi_fk.value) &
(dataframe['bb_delta'] > self.buy_bb_delta.value) &
(dataframe['bb_width'] > self.buy_bb_width.value) &
(dataframe['closedelta'] > dataframe['close'] *
self.buy_closedelta.value / 1000 ) & # from BinH
(dataframe['close'] < dataframe['bb_lowerband3'] *
self.buy_bb_factor.value)&
(dataframe['roc_1h'] < self.buy_roc_1h.value) &
(dataframe['bb_width_1h'] < self.buy_bb_width_1h.value)
),
['enter_long', 'enter_tag']] = (1, 'DIP signal')

[Link][

((dataframe['bb_delta'] > self.buy_bb_delta.value) &

(dataframe['bb_width'] > self.buy_bb_width.value) &
(dataframe['closedelta'] > dataframe['close'] *
self.buy_closedelta.value / 1000 ) & # from BinH
(dataframe['close'] < dataframe['bb_lowerband3'] *
self.buy_bb_factor.value)&
(dataframe['roc_1h'] < self.buy_roc_1h.value) &
(dataframe['bb_width_1h'] < self.buy_bb_width_1h.value)

),
['enter_long', 'enter_tag']] = (1, 'Break signal')

[Link][

((dataframe['rocr_1h'] > self.buy_clucha_rocr_1h.value ) &

(dataframe['bb_lowerband2_40'].shift() > 0) &

(dataframe['bb_delta_cluc'] > dataframe['ha_close'] *
self.buy_clucha_bbdelta_close.value) &
(dataframe['ha_closedelta'] > dataframe['ha_close'] *
self.buy_clucha_closedelta_close.value) &
(dataframe['tail'] < dataframe['bb_delta_cluc'] *
self.buy_clucha_bbdelta_tail.value) &
(dataframe['ha_close'] <
dataframe['bb_lowerband2_40'].shift()) &
(dataframe['close'] > (dataframe['sup_level_1h'] * 0.88)) &
(dataframe['ha_close'] < dataframe['ha_close'].shift())

),
['enter_long', 'enter_tag']] = (1, 'cluc_HA')

[Link][
 ((dataframe['ema_200'] > (dataframe['ema_200'].shift(12) * 1.01)) &
(dataframe['ema_200'] > (dataframe['ema_200'].shift(48) * 1.07)) &
(dataframe['bb_lowerband2_40'].shift().gt(0)) &
(dataframe['bb_delta_cluc'].gt(dataframe['close'] * 0.056)) &
(dataframe['closedelta'].gt(dataframe['close'] * 0.01)) &
(dataframe['tail'].lt(dataframe['bb_delta_cluc'] * 0.5)) &
(dataframe['close'].lt(dataframe['bb_lowerband2_40'].shift())) &
(dataframe['close'].le(dataframe['close'].shift())) &
(dataframe['close'] > dataframe['ema_50'] * 0.912)

),
['enter_long', 'enter_tag']] = (1, 'NFIX39')

[Link][
((dataframe['close'] > (dataframe['sup_level_1h'] * 0.72)) &
(dataframe['close'] < (dataframe['ema_16'] * 0.982)) &
(dataframe['EWO'] < -10.0) &
(dataframe['cti'] < -0.9)

),
['enter_long', 'enter_tag']] = (1, 'NFIX29')

[Link][
((dataframe['ema_26'] > dataframe['ema_12']) &
(dataframe['ema_26'] - dataframe['ema_12'] > dataframe['open'] *
self.buy_ema_diff.value) &
(dataframe['ema_26'].shift() - dataframe['ema_12'].shift() >
dataframe['open'] / 100) &
(dataframe['close'] < dataframe['bb_lowerband2'] *
self.buy_bb_factor.value) &
(dataframe['closedelta'] > dataframe['close'] *
self.buy_closedelta.value / 1000 )

),
['enter_long', 'enter_tag']] = (1, 'local_uptrend')

[Link][
(

(dataframe['close'] < dataframe['vwap_low']) &

(dataframe['tcp_percent_4'] > 0.053) & # 0.053)
(dataframe['cti'] < -0.8) & # -0.8)
(dataframe['rsi'] < 35) &
(dataframe['rsi_84'] < 60) &
(dataframe['rsi_112'] < 60) &

(dataframe['volume'] > 0)
),
['enter_long', 'enter_tag']] = (1, 'vwap')

[Link][
((dataframe['bb_width_1h'] > 0.131) &
(dataframe['r_14'] < -51) &
(dataframe['r_84_1h'] < -70) &
(dataframe['cti'] < -0.845) &
(dataframe['cti_40_1h'] < -0.735)
&
( (dataframe['close'].rolling(48).max() >= (dataframe['close'] *
1.1 )) ) &
 (dataframe['btc_close'].rolling(24).max() >=
(dataframe['btc_close'] * 1.03 ))
),
['enter_long', 'enter_tag']] = (1, 'insta_signal')

[Link][
((dataframe['close'] < (dataframe['ema_16'] * self.buy_44_ma_offset))&
(dataframe['ewo'] < self.buy_44_ewo)&
(dataframe['cti'] < self.buy_44_cti)&
(dataframe['r_480_1h'] < self.buy_44_r_1h)&
(dataframe['volume'] > 0)
),
['enter_long', 'enter_tag']] = (1, 'NFINext44')

[Link][
((dataframe['pm'] > dataframe['pmax_thresh'])&
(dataframe['close'] < dataframe['sma_75'] * self.buy_37_ma_offset)&
(dataframe['ewo'] > self.buy_37_ewo)&
(dataframe['rsi'] < self.buy_37_rsi)&
(dataframe['cti'] < self.buy_37_cti)

),
['enter_long', 'enter_tag']] = (1, 'NFINext37')

[Link][
((dataframe['ema_26'] > dataframe['ema_12'])&
((dataframe['ema_26'] - dataframe['ema_12']) > (dataframe['open'] *
self.buy_ema_open_mult_7))&
((dataframe['ema_26'].shift() - dataframe['ema_12'].shift()) >
(dataframe['open'] / 100))&
(dataframe['cti'] < self.buy_cti_7)

),
['enter_long', 'enter_tag']] = (1, 'NFINext7')

return dataframe

def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) ->

DataFrame:

[Link][
(dataframe['fisher'] > self.sell_fisher.value) &
(dataframe['ha_high'].le(dataframe['ha_high'].shift(1))) &
(dataframe['ha_high'].shift(1).le(dataframe['ha_high'].shift(2))) &
(dataframe['ha_close'].le(dataframe['ha_close'].shift(1))) &
(dataframe['ema_fast'] > dataframe['ha_close']) &
((dataframe['ha_close'] * self.sell_bbmiddle_close.value) >
dataframe['bb_middleband']) &
(dataframe['volume'] > 0),
'exit_long'
] = 0

return dataframe
 initial_safety_order_trigger = -0.018
max_safety_orders = 8
safety_order_step_scale = 1.2
safety_order_volume_scale = 1.4

def top_percent_change_dca(self, dataframe: DataFrame, length: int) -> float:

"""
Percentage change of the current close from the range maximum Open price

:param dataframe: DataFrame The original OHLC dataframe

:param length: int The length to look back
"""
if length == 0:
return (dataframe['open'] - dataframe['close']) / dataframe['close']
else:
return (dataframe['open'].rolling(length).max() - dataframe['close']) /
dataframe['close']

def adjust_trade_position(self, trade: Trade, current_time: datetime,

current_rate: float, current_profit: float,
min_stake: float,
max_stake: float, **kwargs):
if current_profit > self.initial_safety_order_trigger:
return None

dataframe, _ = [Link].get_analyzed_dataframe([Link], [Link])

last_candle = [Link][-1].squeeze()

filled_buys = trade.select_filled_orders('buy')
count_of_buys = len(filled_buys)
if count_of_buys == 1 and (last_candle['tpct_change_0'] > 0.018) and
(last_candle['close'] < last_candle['open']) :

return None
elif count_of_buys == 2 and (last_candle['tpct_change_0'] > 0.018) and
(last_candle['close'] < last_candle['open']) and (last_candle['ema_vwap_diff_50'] <
0.215):

return None
elif count_of_buys == 3 and (last_candle['tpct_change_0'] > 0.018) and
(last_candle['close'] < last_candle['open'])and (last_candle['ema_vwap_diff_50'] <
0.215) :
 return None
elif count_of_buys == 4 and (last_candle['tpct_change_0'] > 0.018) and
(last_candle['close'] < last_candle['open'])and (last_candle['ema_vwap_diff_50'] <
0.215) and (last_candle['ema_5']) >= (last_candle['ema_10']):

return None
elif count_of_buys == 5 and (last_candle['cmf_1h'] < 0.00) and
(last_candle['close'] < last_candle['open']) and (last_candle['rsi_14_1h'] < 30)
and (last_candle['tpct_change_0'] > 0.018) and (last_candle['close'] <
last_candle['open']) and (last_candle['ema_vwap_diff_50'] < 0.215) and
(last_candle['ema_5']) >= (last_candle['ema_10']):

[Link](f"DCA for {[Link]} waiting for cmf_1h

({last_candle['cmf_1h']}) to rise above 0. Waiting for rsi_1h
({last_candle['rsi_14_1h']})to rise above 30")
return None
elif count_of_buys == 6 and (last_candle['cmf_1h'] < 0.00) and
(last_candle['close'] < last_candle['open']) and (last_candle['rsi_14_1h'] < 30)
and (last_candle['tpct_change_0'] > 0.018) and (last_candle['close'] <
last_candle['open'] and (last_candle['ema_vwap_diff_50'] < 0.215)) and
(last_candle['ema_5']) >= (last_candle['ema_10']):

[Link](f"DCA for {[Link]} waiting for cmf_1h

({last_candle['cmf_1h']}) to rise above 0. Waiting for rsi_1h
({last_candle['rsi_14_1h']})to rise above 30")
return None
elif count_of_buys == 7 and (last_candle['cmf_1h'] < 0.00) and
(last_candle['close'] < last_candle['open']) and (last_candle['rsi_14_1h'] < 30)
and (last_candle['tpct_change_0'] > 0.018) and (last_candle['close'] <
last_candle['open'] and (last_candle['ema_vwap_diff_50'] < 0.215)) and
(last_candle['ema_5']) >= (last_candle['ema_10']):

[Link](f"DCA for {[Link]} waiting for cmf_1h

({last_candle['cmf_1h']}) to rise above 0. Waiting for rsi_1h
({last_candle['rsi_14_1h']})to rise above 30")
return None
elif count_of_buys == 8 and (last_candle['cmf_1h'] < 0.00) and
(last_candle['close'] < last_candle['open']) and (last_candle['rsi_14_1h'] < 30)
and (last_candle['tpct_change_0'] > 0.018) and (last_candle['close'] <
last_candle['open'] and (last_candle['ema_vwap_diff_50'] < 0.215)) and
(last_candle['ema_5']) >= (last_candle['ema_10']):

[Link](f"DCA for {[Link]} waiting for cmf_1h

({last_candle['cmf_1h']}) to rise above 0. Waiting for rsi_1h
({last_candle['rsi_14_1h']})to rise above 30")
return None
 if 1 <= count_of_buys <= self.max_safety_orders:
safety_order_trigger = (abs(self.initial_safety_order_trigger) *
count_of_buys)
if (self.safety_order_step_scale > 1):
safety_order_trigger = abs(self.initial_safety_order_trigger) +
(abs(self.initial_safety_order_trigger) * self.safety_order_step_scale *
([Link](self.safety_order_step_scale,(count_of_buys - 1)) - 1) /
(self.safety_order_step_scale - 1))
elif (self.safety_order_step_scale < 1):
safety_order_trigger = abs(self.initial_safety_order_trigger) +
(abs(self.initial_safety_order_trigger) * self.safety_order_step_scale * (1 -
[Link](self.safety_order_step_scale,(count_of_buys - 1))) / (1 -
self.safety_order_step_scale))

if current_profit <= (-1 * abs(safety_order_trigger)):

try:

stake_amount = filled_buys[0].cost

stake_amount = stake_amount *
[Link](self.safety_order_volume_scale,(count_of_buys - 1))
amount = stake_amount / current_rate
[Link](f"Initiating safety order buy #{count_of_buys} for
{[Link]} with stake amount of {stake_amount} which equals {amount}")
return stake_amount
except Exception as exception:
[Link](f'Error occured while trying to get stake amount
for {[Link]}: {str(exception)}')
return None

return None

def pmax(df, period, multiplier, length, MAtype, src):

period = int(period)
multiplier = int(multiplier)
length = int(length)
MAtype = int(MAtype)
src = int(src)

mavalue = 'MA_' + str(MAtype) + '_' + str(length)

atr = 'ATR_' + str(period)
pm = 'pm_' + str(period) + '_' + str(multiplier) + '_' + str(length) + '_' +
str(MAtype)
pmx = 'pmX_' + str(period) + '_' + str(multiplier) + '_' + str(length) + '_' +
str(MAtype)
if src == 1:
masrc = df["close"]
elif src == 2:
masrc = (df["high"] + df["low"]) / 2
elif src == 3:
masrc = (df["high"] + df["low"] + df["close"] + df["open"]) / 4

if MAtype == 1:
mavalue = [Link](masrc, timeperiod=length)
elif MAtype == 2:
mavalue = [Link](masrc, timeperiod=length)
elif MAtype == 3:
mavalue = ta.T3(masrc, timeperiod=length)
elif MAtype == 4:
mavalue = [Link](masrc, timeperiod=length)
elif MAtype == 5:
mavalue = VIDYA(df, length=length)
elif MAtype == 6:
mavalue = [Link](masrc, timeperiod=length)
elif MAtype == 7:
mavalue = [Link](df, timeperiod=length)
elif MAtype == 8:
mavalue = vwma(df, length)
elif MAtype == 9:
mavalue = zema(df, period=length)

df[atr] = [Link](df, timeperiod=period)

df['basic_ub'] = mavalue + ((multiplier/10) * df[atr])
df['basic_lb'] = mavalue - ((multiplier/10) * df[atr])

basic_ub = df['basic_ub'].values
final_ub = [Link](len(df), 0.00)
basic_lb = df['basic_lb'].values
final_lb = [Link](len(df), 0.00)

for i in range(period, len(df)):

final_ub[i] = basic_ub[i] if (
basic_ub[i] < final_ub[i - 1]
or mavalue[i - 1] > final_ub[i - 1]) else final_ub[i - 1]
final_lb[i] = basic_lb[i] if (
basic_lb[i] > final_lb[i - 1]
or mavalue[i - 1] < final_lb[i - 1]) else final_lb[i - 1]

df['final_ub'] = final_ub
df['final_lb'] = final_lb

pm_arr = [Link](len(df), 0.00)

for i in range(period, len(df)):
pm_arr[i] = (
final_ub[i] if (pm_arr[i - 1] == final_ub[i - 1]
and mavalue[i] <= final_ub[i])
else final_lb[i] if (
pm_arr[i - 1] == final_ub[i - 1]
and mavalue[i] > final_ub[i]) else final_lb[i]
if (pm_arr[i - 1] == final_lb[i - 1]
and mavalue[i] >= final_lb[i]) else final_ub[i]
if (pm_arr[i - 1] == final_lb[i - 1]
and mavalue[i] < final_lb[i]) else 0.00)
 pm = Series(pm_arr)

pmx = [Link]((pm_arr > 0.00), [Link]((mavalue < pm_arr), 'down', 'up'),

[Link])

return pm, pmx

def run_backtest(symbol = SYMBOLS):

all_trades = []
data = fetch_all_data()
for symbol in SYMBOLS:
try:
if symbol not in data:
continue

# ‫جلب البيانات التاريخية للإطارات الزمنية الثالثة‬

df_1h = fetch_data(symbol, '1h')
df_15m = fetch_data(symbol, '15m')
df_4h = fetch_data(symbol, '4h')

# ‫حساب المؤشرات على الإطار الرئيسي‬

df_main = compute_indicators(df_1h.copy())

# ‫ على الإطارات الفرعية على الأقل حساب‬VWAP

df_15m['VWAP'] = ((df_15m['high'] + df_15m['low'] +
df_15m['close'])/3 * df_15m['volume']).cumsum() / df_15m['volume'].cumsum()
df_4h['VWAP'] = ((df_4h['high'] + df_4h['low'] + df_4h['close'])/3
* df_4h['volume']).cumsum() / df_4h['volume'].cumsum()

trades = []
position = None
entry_price = None
stop_loss = None
take_profit = None
trailing_stop = None
trade_entry_time = None
pos_size = 0
trades_df = [Link](trades)
trades_df['symbol'] = symbol
all_trades.append(trades_df)

# )‫ شمعة‬200 ‫نبدأ من لحظة تكون البيانات كافية (مثًال بعد‬

for i in range(200, len(df_main)):
current = df_main.iloc[i]
time_current = df_main.index[i]
 # ‫ نبحث عن إشارة دخول‬،‫إذا لم تكن هناك صفقة مفتوحة‬
if position is None:
signal = check_entry_signal(df_main, df_15m, df_4h, i)
if signal == 'long':
position = 'long'
entry_price = current['open'] # ‫الدخول عند سعر الفتح‬
trade_entry_time = time_current
stop_loss = entry_price * (1 - SL_BUFFER_PERCENT)
take_profit = entry_price * (1 + TARGET_PROFIT_PERCENT)
trailing_stop = stop_loss
pos_size = calculate_position_size(entry_price,
stop_loss, CAPITAL, RISK_PER_TRADE)
trade = {
'entry_time': trade_entry_time,
'position': position,
'entry_price': entry_price,
'stop_loss': stop_loss,
'take_profit': take_profit,
'position_size': pos_size,
'exit_time': None,
'exit_price': None,
'result': None
}
[Link](f"{trade_entry_time} - LONG entry at
{entry_price:.2f}, SL: {stop_loss:.2f}, TP: {take_profit:.2f}, Size:
{pos_size:.4f}")
elif signal == 'short':
position = 'short'
entry_price = current['open']
trade_entry_time = time_current
stop_loss = entry_price * (1 + SL_BUFFER_PERCENT)
take_profit = entry_price * (1 - TARGET_PROFIT_PERCENT)
trailing_stop = stop_loss
pos_size = calculate_position_size(entry_price,
stop_loss, CAPITAL, RISK_PER_TRADE)
trade = {
'entry_time': trade_entry_time,
'position': position,
'entry_price': entry_price,
'stop_loss': stop_loss,
'take_profit': take_profit,
'position_size': pos_size,
'exit_time': None,
'exit_price': None,
'result': None
}
[Link](f"{trade_entry_time} - SHORT entry at
{entry_price:.2f}, SL: {stop_loss:.2f}, TP: {take_profit:.2f}, Size:
{pos_size:.4f}")
else:
continue
else:
# ‫ إدارة الصفقة المفتوحة مع‬Trailing Stop
if position == 'long':
# ‫ تحديث‬Trailing Stop: ‫ نحرك وقف‬،‫إذا ارتفع السعر‬
‫الخسارة تدريجيًا‬
if current['high'] > entry_price:
new_trailing = current['low'] * 1.001 # ‫مثال على‬
‫تحديث بسيط‬
 if new_trailing > trailing_stop:
trailing_stop = new_trailing
# ‫ الخروج إذا وصل السعر إلى‬TP ‫ أو تراجع إلى‬Trailing
Stop
if current['low'] <= trailing_stop:
exit_price = trailing_stop
result = (exit_price - entry_price) * pos_size
[Link]({'exit_time': time_current,
'exit_price': exit_price, 'result': result})
[Link](trade)
[Link](f"{time_current} - LONG exit at
{exit_price:.2f}, Result: {result:.2f}")
position = None
elif current['high'] >= take_profit:
exit_price = take_profit
result = (exit_price - entry_price) * pos_size
[Link]({'exit_time': time_current,
'exit_price': exit_price, 'result': result})
[Link](trade)
[Link](f"{time_current} - LONG TP hit at
{exit_price:.2f}, Result: {result:.2f}")
position = None
elif position == 'short':
if current['low'] < entry_price:
new_trailing = current['high'] * 0.999 # ‫تحديث‬
Trailing Stop ‫للصفقة القصيرة‬
if new_trailing < trailing_stop:
trailing_stop = new_trailing
if current['high'] >= trailing_stop:
exit_price = trailing_stop
result = (entry_price - exit_price) * pos_size
[Link]({'exit_time': time_current,
'exit_price': exit_price, 'result': result})
[Link](trade)
[Link](f"{time_current} - SHORT exit at
{exit_price:.2f}, Result: {result:.2f}")
position = None
elif current['low'] <= take_profit:
exit_price = take_profit
result = (entry_price - exit_price) * pos_size
[Link]({'exit_time': time_current,
'exit_price': exit_price, 'result': result})
[Link](trade)
[Link](f"{time_current} - SHORT TP hit at
{exit_price:.2f}, Result: {result:.2f}")
position = None

trades_df = [Link](trades)

# ‫حساب مؤشرات الأداء‬:

# 1. ‫الخسارة‬/‫( نسبة الربح‬Profit-Loss Ratio)
winning_trades = trades_df[trades_df['result'] > 0]
losing_trades = trades_df[trades_df['result'] < 0]
avg_win = winning_trades['result'].mean() if not winning_trades.empty
else 0
avg_loss = abs(losing_trades['result'].mean()) if not
losing_trades.empty else 0
profit_loss_ratio = avg_win / avg_loss if avg_loss != 0 else [Link]
 # 2. ‫( نسبة المخاطرة إلى العائد‬Risk-Reward Ratio) ‫على أساس الصفقات‬
‫الفردية‬
# ‫ لـ( نحسب المخاطرة لكل صفقة‬long: entry - SL، ‫ ولـ‬short: SL - entry)
trades_df['risk'] = [Link](trades_df['position'] == 'long',
trades_df['entry_price'] -
trades_df['stop_loss'],
trades_df['stop_loss'] -
trades_df['entry_price'])
# ‫نحسب نسبة العائد إلى المخاطرة لكل صفقة‬
trades_df['rr'] = [Link](trades_df['position'] == 'long',
(trades_df['exit_price'] -
trades_df['entry_price']) / trades_df['risk'],
(trades_df['entry_price'] -
trades_df['exit_price']) / trades_df['risk'])
avg_rr = trades_df['rr'].mean()

# 3. ‫ حساب الـ‬Drawdown
# ‫( نحسب مسار الحساب‬Equity Curve)
trades_df['equity'] = CAPITAL + trades_df['result'].cumsum()
trades_df['cummax'] = trades_df['equity'].cummax()
trades_df['drawdown'] = (trades_df['equity'] - trades_df['cummax']) /
trades_df['cummax']
max_drawdown = trades_df['drawdown'].min()

[Link](f"Total trades: {len(trades_df)}")

if not trades_df.empty:
[Link](f"Total PnL: {trades_df['result'].sum():.2f}")
[Link](f"Profit-Loss Ratio: {profit_loss_ratio:.2f}")
[Link](f"Average Risk-Reward Ratio: {avg_rr:.2f}")
[Link](f"Maximum Drawdown: {max_drawdown:.2%}")

return all_trades, [Link](all_trades) if all_trades else

[Link]()

stoploss: -0.99
timeframe: 5m
hash(sha256): 7be225086baa39441208d14dfe1faf86a86da7b89434339cf922167fa27dd439
indicators:
source bb_middleband2 ema_16 rsi_112 vwap_width
ema_vwap_diff_50 sma_75 low_offset fisher high_offset_2
ema_200 tcp_percent_4 cti ha_closedelta sup_level
cmf_1h ewo bb_upperband2 bb_lowerband base_nb_candles_buy
close bb_delta ema_26 high_offset rocr_1h
r_14 cm roc_1h bb_width_1h volume_mean_24
vwap roc bb_lowerband2_40 rsi_slow pm
r_480_1h lower r_84 basic_ub ema_12
cti_40 bb_middleband3 final_ub hma_50 btc_close
mid rsi_84 rsi_14 upper tpct_change_0
bb_upperband2_40 ema_10 btc_ema_slow pmx ma_stoploss: -0.99
timeframe: 5m
hash(sha256): 7be225086baa39441208d14dfe1faf86a86da7b89434339cf922167fa27dd439
indicators:
source bb_middleband2 ema_16 rsi_112 vwap_width
ema_vwap_diff_50 sma_75 low_offset fisher high_offset_2
ema_200 tcp_percent_4 cti ha_closedelta sup_level
cmf_1h ewo bb_upperband2 bb_lowerband base_nb_candles_buy
close bb_delta ema_26 high_offset rocr_1h
r_14 cm roc_1h bb_width_1h volume_mean_24
vwap roc bb_lowerband2_40 rsi_slow pm
r_480_1h lower r_84 basic_ub ema_12
cti_40 bb_middleband3 final_ub hma_50 btc_close
mid rsi_84 rsi_14 upper tpct_change_0
bb_upperband2_40 ema_10 btc_ema_slow pmx ma_