Merge branch 'iterativv:main' into main

iterativv · Dec 11, 2024 · 05852a4 · 05852a4
2 parents 81f2772 + c012bd2
commit 05852a4
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Showing 22 changed files with 104 additions and 25 deletions.
diff --git a/NostalgiaForInfinityX5.py b/NostalgiaForInfinityX5.py
@@ -67,7 +67,7 @@ class NostalgiaForInfinityX5(IStrategy):
   INTERFACE_VERSION = 3
 
   def version(self) -> str:
-    return "v15.1.270"
+    return "v15.1.273"
 
   stoploss = -0.99
 
@@ -3063,6 +3063,21 @@ def populate_indicators(self, df: DataFrame, metadata: dict) -> DataFrame:
         | (df["AROONU_14_1d"] < 75.0)
         | (df["STOCHk_14_3_3_1d"] < 50.0)
       )
+      # 15m & 4h down move, 15m & 1h & 4h still not low enough, 1d still high & overbought
+      & (
+        (df["RSI_3_15m"] > 15.0)
+        | (df["RSI_3_4h"] > 40.0)
+        | (df["RSI_14_15m"] < 35.0)
+        | (df["AROONU_14_15m"] < 25.0)
+        | (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
+        | (df["RSI_14_1h"] < 40.0)
+        | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
+        | (df["RSI_14_4h"] < 40.0)
+        | (df["AROONU_14_4h"] < 25.0)
+        | (df["RSI_14_1d"] < 60.0)
+        | (df["AROONU_14_1d"] < 75.0)
+        | (df["ROC_9_1d"] < 30.0)
+      )
       # 15m & 1h & 4h down move, 15m still not low enough, 4h & 1d still high
       & (
         (df["RSI_3_15m"] > 20.0)
@@ -3074,6 +3089,25 @@ def populate_indicators(self, df: DataFrame, metadata: dict) -> DataFrame:
         | (df["AROONU_14_1d"] < 75.0)
         | (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
       )
+      # 15m & 1h & 4h down move, 15m & 1h still not low enough, 4h still high, 1d still high & overbought
+      & (
+        (df["RSI_3_15m"] > 20.0)
+        | (df["RSI_3_1h"] > 60.0)
+        | (df["RSI_3_4h"] > 60.0)
+        | (df["RSI_14_15m"] < 30.0)
+        | (df["CCI_20_15m"] < -350.0)
+        | (df["RSI_14_1h"] < 40.0)
+        | (df["CCI_20_1h"] < -150.0)
+        | (df["STOCHk_14_3_3_1h"] < 20.0)
+        | (df["RSI_14_4h"] < 50.0)
+        | (df["CCI_20_4h"] < -100.0)
+        | (df["AROONU_14_4h"] < 75.0)
+        | (df["STOCHk_14_3_3_4h"] < 40.0)
+        | (df["RSI_14_1d"] < 60.0)
+        | (df["AROONU_14_1d"] < 75.0)
+        | (df["STOCHk_14_3_3_1d"] < 50.0)
+        | (df["ROC_9_1d"] < 20.0)
+      )
       # 15m & 1h & 4h down move, 15m & 1h & 4h still not low enough, 1d high & overbought
       & (
         (df["RSI_3_15m"] > 25.0)
@@ -3751,6 +3785,22 @@ def populate_indicators(self, df: DataFrame, metadata: dict) -> DataFrame:
         | (df["STOCHk_14_3_3_1d"] < 70.0)
         | (df["ROC_9_1d"] < 50.0)
       )
+      # 15m & 1h & 4h down move, 15m & 1h still not low enough, 4h still high, 1d still high & overbought
+      & (
+        (df["RSI_3_15m"] > 40.0)
+        | (df["RSI_3_1h"] > 30.0)
+        | (df["RSI_3_4h"] > 50.0)
+        | (df["RSI_14_15m"] < 35.0)
+        | (df["STOCHk_14_3_3_15m"] < 30.0)
+        | (df["RSI_14_1h"] < 35.0)
+        | (df["AROONU_14_1h"] < 25.0)
+        | (df["STOCHk_14_3_3_1h"] < 30.0)
+        | (df["RSI_14_4h"] < 40.0)
+        | (df["AROONU_14_4h"] < 75.0)
+        | (df["RSI_14_1d"] < 60.0)
+        | (df["AROONU_14_1d"] < 75.0)
+        | (df["ROC_9_1d"] < 30.0)
+      )
       # 15m & 1h & 4h down move, 15m & 1h still not low enough, 4h still high & overbought, 1d overbought
       & (
         (df["RSI_3_15m"] > 45.0)
@@ -4465,12 +4515,11 @@ def populate_indicators(self, df: DataFrame, metadata: dict) -> DataFrame:
         | (df["UO_7_14_28_4h"] < 40.0)
         | (df["RSI_14_1d"] < 40.0)
       )
-      # 15m & 1h & 4h & 1d down move, 15m & 1h & 4h still not low enough, 1d still high
+      # 15m & 1h & 4h down move, 15m & 1h & 4h still not low enough, 1d still high
       & (
         (df["RSI_3_15m"] > 10.0)
         | (df["RSI_3_1h"] > 20.0)
         | (df["RSI_3_4h"] > 35.0)
-        | (df["RSI_3_1d"] > 60.0)
         | (df["RSI_14_15m"] < 15.0)
         | (df["CCI_20_15m"] < -250.0)
         | (df["RSI_14_1h"] < 30.0)
@@ -4479,10 +4528,25 @@ def populate_indicators(self, df: DataFrame, metadata: dict) -> DataFrame:
         | (df["WILLR_14_4h"] < -80.0)
         | (df["CCI_20_4h"] < -200.0)
         | (df["STOCHk_14_3_3_4h"] < 20.0)
-        | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
         | (df["RSI_14_1d"] < 50.0)
         | (df["STOCHk_14_3_3_1d"] < 60.0)
       )
+      # 15m & 1h & 4h & 1d down move, 15m & 1h & 4h still not low enough, 1d still high
+      & (
+        (df["RSI_3_15m"] > 10.0)
+        | (df["RSI_3_1h"] > 25.0)
+        | (df["RSI_3_4h"] > 10.0)
+        | (df["RSI_3_1d"] > 60.0)
+        | (df["RSI_14_15m"] < 20.0)
+        | (df["CCI_20_15m"] < -350.0)
+        | (df["RSI_14_1h"] < 20.0)
+        | (df["CCI_20_1h"] < -250.0)
+        | (df["RSI_14_4h"] < 20.0)
+        | (df["CCI_20_4h"] < -200.0)
+        | (df["RSI_14_1d"] < 50.0)
+        | (df["AROONU_14_1d"] < 75.0)
+        | (df["STOCHk_14_3_3_1d"] < 40.0)
+      )
       # 15m & 1h & 4h & 1d down move, 15m & 1h & 4h & 1d still not low enough
       & (
         (df["RSI_3_15m"] > 10.0)
@@ -4626,6 +4690,21 @@ def populate_indicators(self, df: DataFrame, metadata: dict) -> DataFrame:
         | (df["RSI_14_1d"] < 35.0)
         | (df["ROC_9_1d"] > -40.0)
       )
+      # 15m & 1h down move, 15m still not low enough, 1h & 4h & 1d still high
+      & (
+        (df["RSI_3_15m"] > 15.0)
+        | (df["RSI_3_1h"] > 45.0)
+        | (df["RSI_14_15m"] < 15.0)
+        | (df["RSI_14_1h"] < 40.0)
+        | (df["CCI_20_1h"] < -0.0)
+        | (df["STOCHk_14_3_3_1h"] < 30.0)
+        | (df["RSI_14_4h"] < 50.0)
+        | (df["CCI_20_4h"] < -0.0)
+        | (df["STOCHk_14_3_3_4h"] < 30.0)
+        | (df["RSI_14_1d"] < 50.0)
+        | (df["AROONU_14_1d"] < 75.0)
+        | (df["STOCHk_14_3_3_1d"] < 50.0)
+      )
       # 15m & 1h & 4h & 1d down move, 15m downtrend, 1h & 4h still not low enough, 1d still high
       & (
         (df["RSI_3_15m"] > 15.0)

diff --git a/configs/pairlist-volume-binance-btc.json b/configs/pairlist-volume-binance-btc.json
@@ -7,7 +7,7 @@
       "refresh_period": 1800
     },
     { "method": "FullTradesFilter" },
-    { "method": "AgeFilter", "min_days_listed": 4 },
+    { "method": "AgeFilter", "min_days_listed": 30 },
     {
       "method": "PriceFilter",
       "low_price_ratio": 0.01

diff --git a/configs/pairlist-volume-binance-busd.json b/configs/pairlist-volume-binance-busd.json
@@ -7,7 +7,7 @@
       "refresh_period": 1800
     },
     { "method": "FullTradesFilter" },
-    { "method": "AgeFilter", "min_days_listed": 4 },
+    { "method": "AgeFilter", "min_days_listed": 30 },
     {
       "method": "PriceFilter",
       "low_price_ratio": 0.003

diff --git a/configs/pairlist-volume-binance-usdt.json b/configs/pairlist-volume-binance-usdt.json
@@ -7,7 +7,7 @@
       "refresh_period": 1800
     },
     { "method": "FullTradesFilter" },
-    { "method": "AgeFilter", "min_days_listed": 4 },
+    { "method": "AgeFilter", "min_days_listed": 30 },
     {
       "method": "PriceFilter",
       "low_price_ratio": 0.003

diff --git a/configs/pairlist-volume-bitget-btc.json b/configs/pairlist-volume-bitget-btc.json
@@ -7,7 +7,7 @@
       "refresh_period": 1800
     },
     { "method": "FullTradesFilter" },
-    { "method": "AgeFilter", "min_days_listed": 4 },
+    { "method": "AgeFilter", "min_days_listed": 30 },
     {
       "method": "PriceFilter",
       "low_price_ratio": 0.01

diff --git a/configs/pairlist-volume-bitget-usdt.json b/configs/pairlist-volume-bitget-usdt.json
@@ -7,7 +7,7 @@
       "refresh_period": 1800
     },
     { "method": "FullTradesFilter" },
-    { "method": "AgeFilter", "min_days_listed": 4 },
+    { "method": "AgeFilter", "min_days_listed": 30 },
     {
       "method": "PriceFilter",
       "low_price_ratio": 0.003

diff --git a/configs/pairlist-volume-bitmart-btc.json b/configs/pairlist-volume-bitmart-btc.json
@@ -7,7 +7,7 @@
       "refresh_period": 1800
     },
     { "method": "FullTradesFilter" },
-    { "method": "AgeFilter", "min_days_listed": 4 },
+    { "method": "AgeFilter", "min_days_listed": 30 },
     {
       "method": "PriceFilter",
       "low_price_ratio": 0.01

diff --git a/configs/pairlist-volume-bitmart-usdt.json b/configs/pairlist-volume-bitmart-usdt.json
@@ -7,7 +7,7 @@
       "refresh_period": 1800
     },
     { "method": "FullTradesFilter" },
-    { "method": "AgeFilter", "min_days_listed": 4 },
+    { "method": "AgeFilter", "min_days_listed": 30 },
     {
       "method": "PriceFilter",
       "low_price_ratio": 0.003

diff --git a/configs/pairlist-volume-bitvavo-eur.json b/configs/pairlist-volume-bitvavo-eur.json
@@ -7,7 +7,7 @@
       "refresh_period": 1800
     },
     { "method": "FullTradesFilter" },
-    { "method": "AgeFilter", "min_days_listed": 4 },
+    { "method": "AgeFilter", "min_days_listed": 30 },
     {
       "method": "PriceFilter",
       "low_price_ratio": 0.003

diff --git a/configs/pairlist-volume-bybit-btc.json b/configs/pairlist-volume-bybit-btc.json
@@ -7,7 +7,7 @@
       "refresh_period": 1800
     },
     { "method": "FullTradesFilter" },
-    { "method": "AgeFilter", "min_days_listed": 4 },
+    { "method": "AgeFilter", "min_days_listed": 30 },
     {
       "method": "PriceFilter",
       "low_price_ratio": 0.01

diff --git a/configs/pairlist-volume-bybit-usdt.json b/configs/pairlist-volume-bybit-usdt.json
@@ -7,7 +7,7 @@
       "refresh_period": 1800
     },
     { "method": "FullTradesFilter" },
-    { "method": "AgeFilter", "min_days_listed": 4 },
+    { "method": "AgeFilter", "min_days_listed": 30 },
     {
       "method": "PriceFilter",
       "low_price_ratio": 0.003

diff --git a/configs/pairlist-volume-ftx-btc.json b/configs/pairlist-volume-ftx-btc.json
@@ -7,7 +7,7 @@
       "refresh_period": 1800
     },
     { "method": "FullTradesFilter" },
-    { "method": "AgeFilter", "min_days_listed": 4 },
+    { "method": "AgeFilter", "min_days_listed": 30 },
     {
       "method": "PriceFilter",
       "low_price_ratio": 0.01

diff --git a/configs/pairlist-volume-ftx-usdt.json b/configs/pairlist-volume-ftx-usdt.json
@@ -7,7 +7,7 @@
       "refresh_period": 1800
     },
     { "method": "FullTradesFilter" },
-    { "method": "AgeFilter", "min_days_listed": 4 },
+    { "method": "AgeFilter", "min_days_listed": 30 },
     {
       "method": "PriceFilter",
       "low_price_ratio": 0.003

diff --git a/configs/pairlist-volume-htx-btc.json b/configs/pairlist-volume-htx-btc.json
@@ -7,7 +7,7 @@
       "refresh_period": 1800
     },
     { "method": "FullTradesFilter" },
-    { "method": "AgeFilter", "min_days_listed": 4 },
+    { "method": "AgeFilter", "min_days_listed": 30 },
     {
       "method": "SpreadFilter",
       "max_spread_ratio": 0.0075

diff --git a/configs/pairlist-volume-htx-usdt.json b/configs/pairlist-volume-htx-usdt.json
@@ -7,7 +7,7 @@
       "refresh_period": 1800
     },
     { "method": "FullTradesFilter" },
-    { "method": "AgeFilter", "min_days_listed": 4 },
+    { "method": "AgeFilter", "min_days_listed": 30 },
     {
       "method": "PriceFilter",
       "low_price_ratio": 0.003

diff --git a/configs/pairlist-volume-kucoin-btc.json b/configs/pairlist-volume-kucoin-btc.json
@@ -7,7 +7,7 @@
       "refresh_period": 1800
     },
     { "method": "FullTradesFilter" },
-    { "method": "AgeFilter", "min_days_listed": 4 },
+    { "method": "AgeFilter", "min_days_listed": 30 },
     {
       "method": "PriceFilter",
       "low_price_ratio": 0.01

diff --git a/configs/pairlist-volume-kucoin-usdt.json b/configs/pairlist-volume-kucoin-usdt.json
@@ -7,7 +7,7 @@
       "refresh_period": 1800
     },
     { "method": "FullTradesFilter" },
-    { "method": "AgeFilter", "min_days_listed": 4 },
+    { "method": "AgeFilter", "min_days_listed": 30 },
     {
       "method": "PriceFilter",
       "low_price_ratio": 0.003

diff --git a/configs/pairlist-volume-mexc-btc.json b/configs/pairlist-volume-mexc-btc.json
@@ -7,7 +7,7 @@
       "refresh_period": 1800
     },
     { "method": "FullTradesFilter" },
-    { "method": "AgeFilter", "min_days_listed": 4 },
+    { "method": "AgeFilter", "min_days_listed": 30 },
     {
       "method": "PriceFilter",
       "low_price_ratio": 0.01

diff --git a/configs/pairlist-volume-mexc-usdt.json b/configs/pairlist-volume-mexc-usdt.json
@@ -7,7 +7,7 @@
       "refresh_period": 1800
     },
     { "method": "FullTradesFilter" },
-    { "method": "AgeFilter", "min_days_listed": 4 },
+    { "method": "AgeFilter", "min_days_listed": 30 },
     {
       "method": "PriceFilter",
       "low_price_ratio": 0.003

diff --git a/configs/pairlist-volume-okx-btc.json b/configs/pairlist-volume-okx-btc.json
@@ -7,7 +7,7 @@
       "refresh_period": 1800
     },
     { "method": "FullTradesFilter" },
-    { "method": "AgeFilter", "min_days_listed": 4 },
+    { "method": "AgeFilter", "min_days_listed": 30 },
     {
       "method": "PriceFilter",
       "low_price_ratio": 0.01

diff --git a/configs/pairlist-volume-okx-futures.json b/configs/pairlist-volume-okx-futures.json
@@ -8,7 +8,7 @@
       "lookback_days": 1
     },
     { "method": "FullTradesFilter" },
-    { "method": "AgeFilter", "min_days_listed": 4 },
+    { "method": "AgeFilter", "min_days_listed": 30 },
     {
       "method": "PriceFilter",
       "low_price_ratio": 0.003

diff --git a/configs/pairlist-volume-okx-usdt.json b/configs/pairlist-volume-okx-usdt.json
@@ -7,7 +7,7 @@
       "refresh_period": 1800
     },
     { "method": "FullTradesFilter" },
-    { "method": "AgeFilter", "min_days_listed": 4 },
+    { "method": "AgeFilter", "min_days_listed": 30 },
     {
       "method": "PriceFilter",
       "low_price_ratio": 0.003