45866 lines
1.8 MiB
Plaintext
45866 lines
1.8 MiB
Plaintext
import copy
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import logging
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import pathlib
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import rapidjson
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import numpy as np
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import talib.abstract as ta
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import pandas as pd
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import pandas_ta as pta
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from freqtrade.strategy.interface import IStrategy
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from freqtrade.strategy import merge_informative_pair
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from pandas import DataFrame, Series
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from functools import reduce
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from freqtrade.persistence import Trade
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from datetime import datetime, timedelta
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import time
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from typing import Optional
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import warnings
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log = logging.getLogger(__name__)
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# log.setLevel(logging.DEBUG)
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warnings.simplefilter(action="ignore", category=pd.errors.PerformanceWarning)
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#############################################################################################################
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## NostalgiaForInfinityX5 by iterativ ##
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## https://github.com/iterativv/NostalgiaForInfinity ##
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## ##
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## Strategy for Freqtrade https://github.com/freqtrade/freqtrade ##
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## ##
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#############################################################################################################
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## GENERAL RECOMMENDATIONS ##
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## ##
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## For optimal performance, suggested to use between 4 and 6 open trades, with unlimited stake. ##
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## A pairlist with 40 to 80 pairs. Volume pairlist works well. ##
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## Prefer stable coin (USDT, BUSDT etc) pairs, instead of BTC or ETH pairs. ##
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## Highly recommended to blacklist leveraged tokens (*BULL, *BEAR, *UP, *DOWN etc). ##
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## Ensure that you don't override any variables in you config.json. Especially ##
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## the timeframe (must be 5m). ##
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## use_exit_signal must set to true (or not set at all). ##
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## exit_profit_only must set to false (or not set at all). ##
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## ignore_roi_if_entry_signal must set to true (or not set at all). ##
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## ##
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#############################################################################################################
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## DONATIONS ##
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## ##
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## BTC: bc1qvflsvddkmxh7eqhc4jyu5z5k6xcw3ay8jl49sk ##
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## ETH (ERC20): 0x83D3cFb8001BDC5d2211cBeBB8cB3461E5f7Ec91 ##
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## BEP20/BSC (USDT, ETH, BNB, ...): 0x86A0B21a20b39d16424B7c8003E4A7e12d78ABEe ##
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## TRC20/TRON (USDT, TRON, ...): TTAa9MX6zMLXNgWMhg7tkNormVHWCoq8Xk ##
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## ##
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## REFERRAL LINKS ##
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## ##
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## Binance: https://accounts.binance.com/en/register?ref=C68K26A9 (20% discount on trading fees) ##
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## Kucoin: https://www.kucoin.com/r/af/QBSSS5J2 (20% lifetime discount on trading fees) ##
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## Gate.io: https://www.gate.io/referral/invite/UAARUlhf_2130_103 (20% lifetime discount on trading fees) ##
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## OKX: https://www.okx.com/join/11749725931 (20% discount on trading fees) ##
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## MEXC: https://promote.mexc.com/a/nfi (10% discount on trading fees) ##
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## ByBit: https://partner.bybit.com/b/nfi ##
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## Bitget: https://bonus.bitget.com/nfi (lifetime 20% rebate all & 10% discount on spot fees) ##
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## HTX: https://www.htx.com/invite/en-us/1f?invite_code=ubpt2223 ##
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## (Welcome Bonus worth 241 USDT upon completion of a deposit and trade) ##
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## Bitvavo: https://account.bitvavo.com/create?a=D22103A4BC (no fees for the first € 1000) ##
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#############################################################################################################
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class NostalgiaForInfinityX5(IStrategy):
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INTERFACE_VERSION = 3
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def version(self) -> str:
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return "v15.1.254"
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stoploss = -0.99
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# Trailing stoploss (not used)
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trailing_stop = False
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trailing_only_offset_is_reached = True
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trailing_stop_positive = 0.01
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trailing_stop_positive_offset = 0.03
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use_custom_stoploss = False
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# Optimal timeframe for the strategy.
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timeframe = "5m"
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info_timeframes = ["15m", "1h", "4h", "1d"]
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# BTC informatives
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btc_info_timeframes = ["5m", "15m", "1h", "4h", "1d"]
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# Backtest Age Filter emulation
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has_bt_agefilter = False
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bt_min_age_days = 3
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# Exchange Downtime protection
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has_downtime_protection = False
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# Do you want to use the hold feature? (with hold-trades.json)
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hold_support_enabled = True
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# Run "populate_indicators()" only for new candle.
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process_only_new_candles = True
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# These values can be overridden in the "ask_strategy" section in the config.
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use_exit_signal = True
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exit_profit_only = False
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ignore_roi_if_entry_signal = True
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# Number of candles the strategy requires before producing valid signals
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startup_candle_count: int = 800
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# Number of cores to use for pandas_ta indicators calculations
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num_cores_indicators_calc = 0
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# Long Normal mode tags
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long_normal_mode_tags = ["1", "2", "3", "4", "5", "6", "7", "8", "9", "10", "11", "12", "13"]
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# Long Pump mode tags
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long_pump_mode_tags = ["21", "22", "23", "24", "25", "26"]
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# Long Quick mode tags
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long_quick_mode_tags = ["41", "42", "43", "44", "45", "46", "47", "48", "49", "50", "51", "52", "53"]
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# Long rebuy mode tags
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long_rebuy_mode_tags = ["61", "62"]
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# Long high profit mode tags
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long_mode_tags = ["81", "82"]
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# Long rapid mode tags
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long_rapid_mode_tags = ["101", "102", "103", "104", "105", "106", "107", "108", "109", "110"]
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# Long grind mode tags
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long_grind_mode_tags = ["120"]
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# Long top coins mode tags
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long_top_coins_mode_tags = ["141", "142", "143"]
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# Long derisk mode tags
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long_derisk_mode_tags = ["161"]
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long_normal_mode_name = "long_normal"
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long_pump_mode_name = "long_pump"
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long_quick_mode_name = "long_quick"
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long_rebuy_mode_name = "long_rebuy"
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long_high_profit_mode_name = "long_hp"
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long_rapid_mode_name = "long_rapid"
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long_grind_mode_name = "long_grind"
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long_top_coins_mode_name = "long_tc"
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long_derisk_mode_name = "long_derisk"
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# Shorting
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# Short normal mode tags
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short_normal_mode_tags = ["500", "501"]
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# Short Pump mode tags
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short_pump_mode_tags = ["521", "522", "523", "524", "525", "526"]
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# Short Quick mode tags
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short_quick_mode_tags = ["541", "542", "543", "544", "545", "546", "547", "548", "549", "550"]
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# Short rebuy mode tags
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short_rebuy_mode_tags = ["561"]
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# Short mode tags
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short_mode_tags = ["581", "582"]
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# Short rapid mode tags
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short_rapid_mode_tags = ["601", "602", "603", "604", "605", "606", "607", "608", "609", "610"]
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# Short grind mode tags
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short_grind_mode_tags = ["620"]
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# Short top coins mode tags
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short_top_coins_mode_tags = ["641", "642"]
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short_derisk_mode_tags = ["661"]
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short_normal_mode_name = "short_normal"
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short_pump_mode_name = "short_pump"
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short_quick_mode_name = "short_quick"
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short_rebuy_mode_name = "short_rebuy"
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short_high_profit_mode_name = "short_hp"
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short_rapid_mode_name = "short_rapid"
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short_top_coins_mode_name = "short_tc"
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is_futures_mode = False
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futures_mode_leverage = 3.0
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futures_mode_leverage_rebuy_mode = 3.0
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futures_mode_leverage_grind_mode = 3.0
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# Based on the the first entry (regardless of rebuys)
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stop_threshold_spot = 0.10
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stop_threshold_futures = 0.10
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stop_threshold_doom_spot = 0.25
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stop_threshold_doom_futures = 0.60
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stop_threshold_spot_rebuy = 1.0
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stop_threshold_futures_rebuy = 3.0
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stop_threshold_rapid_spot = 0.25
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stop_threshold_rapid_futures = 0.60
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stop_threshold_derisk_spot = 0.25
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stop_threshold_derisk_futures = 0.60
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# user specified fees to be used for profit calculations
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custom_fee_open_rate = None
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custom_fee_close_rate = None
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# Rebuy mode minimum number of free slots
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rebuy_mode_min_free_slots = 2
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# Position adjust feature
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position_adjustment_enable = True
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# Grinding feature
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grinding_enable = True
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derisk_enable = True
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# Grinding
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grind_1_stop_grinds_spot = -0.50
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grind_1_profit_threshold_spot = 0.018
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grind_1_stakes_spot = [0.30, 0.32, 0.34]
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grind_1_sub_thresholds_spot = [-0.12, -0.16, -0.20]
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grind_1_stop_grinds_futures = -0.50
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grind_1_profit_threshold_futures = 0.018
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grind_1_stakes_futures = [0.30, 0.32, 0.34]
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grind_1_sub_thresholds_futures = [-0.12, -0.16, -0.20]
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grind_2_stop_grinds_spot = -0.50
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grind_2_profit_threshold_spot = 0.018
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grind_2_stakes_spot = [0.22, 0.32, 0.38]
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grind_2_sub_thresholds_spot = [-0.12, -0.16, -0.20]
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grind_2_stop_grinds_futures = -0.50
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grind_2_profit_threshold_futures = 0.018
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grind_2_stakes_futures = [0.22, 0.32, 0.38]
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grind_2_sub_thresholds_futures = [-0.12, -0.16, -0.20]
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grind_3_stop_grinds_spot = -0.50
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grind_3_profit_threshold_spot = 0.018
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grind_3_stakes_spot = [0.26, 0.28, 0.30]
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grind_3_sub_thresholds_spot = [-0.12, -0.16, -0.20]
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grind_3_stop_grinds_futures = -0.50
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grind_3_profit_threshold_futures = 0.018
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grind_3_stakes_futures = [0.26, 0.28, 0.30]
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grind_3_sub_thresholds_futures = [-0.12, -0.16, -0.20]
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grind_4_stop_grinds_spot = -0.50
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grind_4_profit_threshold_spot = 0.018
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grind_4_stakes_spot = [0.26, 0.28, 0.30]
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grind_4_sub_thresholds_spot = [-0.12, -0.16, -0.20]
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grind_4_stop_grinds_futures = -0.50
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grind_4_profit_threshold_futures = 0.018
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grind_4_stakes_futures = [0.26, 0.28, 0.30]
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grind_4_sub_thresholds_futures = [-0.12, -0.16, -0.20]
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grind_5_stop_grinds_spot = -0.50
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grind_5_profit_threshold_spot = 0.048
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grind_5_stakes_spot = [0.26, 0.28, 0.30]
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grind_5_sub_thresholds_spot = [-0.12, -0.16, -0.20]
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grind_5_stop_grinds_futures = -0.50
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grind_5_profit_threshold_futures = 0.048
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grind_5_stakes_futures = [0.26, 0.28, 0.30]
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grind_5_sub_thresholds_futures = [-0.12, -0.16, -0.20]
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grind_6_stop_grinds_spot = -0.50
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grind_6_profit_threshold_spot = 0.018
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grind_6_stakes_spot = [0.10, 0.11, 0.12, 0.13, 0.14, 0.15, 0.16, 0.17, 0.18]
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grind_6_sub_thresholds_spot = [-0.03, -0.08, -0.10, -0.12, -0.14, -0.16, -0.18, -0.20, -0.22]
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grind_6_stop_grinds_futures = -0.50
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grind_6_profit_threshold_futures = 0.018
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grind_6_stakes_futures = [0.10, 0.11, 0.12, 0.13, 0.14, 0.15, 0.16, 0.17, 0.18]
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grind_6_sub_thresholds_futures = [-0.03, -0.08, -0.10, -0.12, -0.14, -0.16, -0.18, -0.20, -0.22]
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grind_1_derisk_1_stop_grinds_spot = -0.50
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grind_1_derisk_1_profit_threshold_spot = 0.018
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grind_1_derisk_1_stakes_spot = [0.25, 0.30, 0.35]
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grind_1_derisk_1_sub_thresholds_spot = [-0.12, -0.16, -0.20]
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grind_1_derisk_1_stop_grinds_futures = -0.50
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grind_1_derisk_1_profit_threshold_futures = 0.018
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grind_1_derisk_1_stakes_futures = [0.25, 0.30, 0.35]
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grind_1_derisk_1_sub_thresholds_futures = [-0.12, -0.16, -0.20]
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grind_2_derisk_1_stop_grinds_spot = -0.50
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grind_2_derisk_1_profit_threshold_spot = 0.018
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grind_2_derisk_1_stakes_spot = [0.20, 0.26, 0.32]
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grind_2_derisk_1_sub_thresholds_spot = [-0.12, -0.16, -0.20]
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grind_2_derisk_1_stop_grinds_futures = -0.50
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grind_2_derisk_1_profit_threshold_futures = 0.018
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grind_2_derisk_1_stakes_futures = [0.20, 0.26, 0.32]
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grind_2_derisk_1_sub_thresholds_futures = [-0.12, -0.16, -0.20]
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grinds_stop_spot = -0.12
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grinds_stop_futures = -0.12
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# Non rebuy modes
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regular_mode_stake_multiplier_spot = [1.0]
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regular_mode_stake_multiplier_futures = [1.0]
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regular_mode_use_grind_stops = False
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regular_mode_rebuy_stakes_spot = [0.10, 0.10, 0.10]
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regular_mode_rebuy_thresholds_spot = [-0.12, -0.14, -0.16]
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regular_mode_grind_1_stakes_spot = [0.22, 0.24, 0.26]
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regular_mode_grind_1_thresholds_spot = [-0.06, -0.10, -0.12]
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regular_mode_grind_1_stop_grinds_spot = -0.20
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regular_mode_grind_1_profit_threshold_spot = 0.018
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regular_mode_grind_2_stakes_spot = [0.14, 0.20, 0.26]
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regular_mode_grind_2_thresholds_spot = [-0.04, -0.10, -0.12]
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regular_mode_grind_2_stop_grinds_spot = -0.20
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regular_mode_grind_2_profit_threshold_spot = 0.018
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regular_mode_grind_3_stakes_spot = [0.18, 0.20, 0.22]
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regular_mode_grind_3_thresholds_spot = [-0.03, -0.10, -0.12]
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regular_mode_grind_3_stop_grinds_spot = -0.20
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regular_mode_grind_3_profit_threshold_spot = 0.018
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regular_mode_grind_4_stakes_spot = [0.18, 0.20, 0.22]
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regular_mode_grind_4_thresholds_spot = [-0.03, -0.10, -0.12]
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regular_mode_grind_4_stop_grinds_spot = -0.20
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regular_mode_grind_4_profit_threshold_spot = 0.018
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regular_mode_grind_5_stakes_spot = [0.18, 0.20, 0.22]
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regular_mode_grind_5_thresholds_spot = [-0.03, -0.10, -0.12]
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regular_mode_grind_5_stop_grinds_spot = -0.20
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regular_mode_grind_5_profit_threshold_spot = 0.048
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regular_mode_grind_6_stakes_spot = [0.05, 0.057, 0.065, 0.074, 0.084, 0.095, 0.107, 0.121, 0.137]
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regular_mode_grind_6_thresholds_spot = [-0.025, -0.05, -0.06, -0.07, -0.08, -0.09, -0.10, -0.11, -0.12]
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regular_mode_grind_6_stop_grinds_spot = -0.20
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regular_mode_grind_6_profit_threshold_spot = 0.018
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regular_mode_derisk_1_spot = -0.24
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regular_mode_derisk_1_spot_old = -0.80
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regular_mode_derisk_1_reentry_spot = -0.08
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regular_mode_derisk_spot = -0.24
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regular_mode_derisk_spot_old = -1.60
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regular_mode_derisk_1_derisk_mode_spot = -0.05
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regular_mode_rebuy_stakes_futures = [0.10, 0.10, 0.10]
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regular_mode_rebuy_thresholds_futures = [-0.12, -0.14, -0.16]
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regular_mode_grind_1_stakes_futures = [0.22, 0.24, 0.26]
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regular_mode_grind_1_thresholds_futures = [-0.06, -0.10, -0.12]
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regular_mode_grind_1_stop_grinds_futures = -0.20
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regular_mode_grind_1_profit_threshold_futures = 0.018
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regular_mode_grind_2_stakes_futures = [0.14, 0.20, 0.26]
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regular_mode_grind_2_thresholds_futures = [-0.04, -0.10, -0.12]
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regular_mode_grind_2_stop_grinds_futures = -0.20
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regular_mode_grind_2_profit_threshold_futures = 0.018
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regular_mode_grind_3_stakes_futures = [0.18, 0.20, 0.22]
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regular_mode_grind_3_thresholds_futures = [-0.03, -0.10, -0.12]
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regular_mode_grind_3_stop_grinds_futures = -0.20
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regular_mode_grind_3_profit_threshold_futures = 0.018
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regular_mode_grind_4_stakes_futures = [0.18, 0.20, 0.22]
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regular_mode_grind_4_thresholds_futures = [-0.03, -0.10, -0.12]
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regular_mode_grind_4_stop_grinds_futures = -0.20
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regular_mode_grind_4_profit_threshold_futures = 0.018
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regular_mode_grind_5_stakes_futures = [0.18, 0.20, 0.22]
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regular_mode_grind_5_thresholds_futures = [-0.03, -0.10, -0.12]
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regular_mode_grind_5_stop_grinds_futures = -0.20
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regular_mode_grind_5_profit_threshold_futures = 0.048
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regular_mode_grind_6_stakes_futures = [0.05, 0.057, 0.065, 0.074, 0.084, 0.095, 0.107, 0.121, 0.137]
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regular_mode_grind_6_thresholds_futures = [-0.025, -0.05, -0.06, -0.07, -0.08, -0.09, -0.10, -0.11, -0.12]
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regular_mode_grind_6_stop_grinds_futures = -0.20
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regular_mode_grind_6_profit_threshold_futures = 0.018
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regular_mode_derisk_1_futures = -0.60
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regular_mode_derisk_1_futures_old = -0.80
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regular_mode_derisk_1_reentry_futures = -0.08 # without leverage
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regular_mode_derisk_futures = -0.60
|
|
regular_mode_derisk_futures_old = -1.20
|
|
regular_mode_derisk_1_derisk_mode_futures = -0.05
|
|
|
|
# Rebuy mode
|
|
rebuy_mode_stake_multiplier = 0.2
|
|
# rebuy_mode_stake_multiplier_alt = 0.3
|
|
# rebuy_mode_max = 3
|
|
rebuy_mode_derisk_spot = -1.0
|
|
rebuy_mode_derisk_futures = -2.0
|
|
rebuy_mode_stakes_spot = [1.0, 1.25, 1.5, 1.75, 2.0]
|
|
rebuy_mode_stakes_futures = [1.0, 1.25, 1.5, 1.75, 2.0]
|
|
rebuy_mode_thresholds_spot = [-0.04, -0.06, -0.08, -0.10, -0.12]
|
|
rebuy_mode_thresholds_futures = [-0.04, -0.06, -0.08, -0.10, -0.12]
|
|
|
|
# Rapid mode
|
|
rapid_mode_stake_multiplier_spot = [0.5]
|
|
rapid_mode_stake_multiplier_futures = [0.5]
|
|
|
|
# Derisk mode
|
|
min_free_slots_derisk_mode = 2
|
|
|
|
# Grind mode
|
|
grind_mode_stake_multiplier_spot = [0.20, 0.30, 0.40, 0.50, 0.60, 0.70]
|
|
grind_mode_stake_multiplier_futures = [0.20, 0.30, 0.40, 0.50]
|
|
grind_mode_first_entry_profit_threshold_spot = 0.018
|
|
grind_mode_first_entry_profit_threshold_futures = 0.018
|
|
grind_mode_first_entry_stop_threshold_spot = -0.20
|
|
grind_mode_first_entry_stop_threshold_futures = -0.20
|
|
grind_mode_max_slots = 1
|
|
grind_mode_coins = [
|
|
"MATIC",
|
|
"ADA",
|
|
"ARB",
|
|
"DOT",
|
|
"XLM",
|
|
"ALGO",
|
|
"ETH",
|
|
"RNDR",
|
|
"XMR",
|
|
"AVAX",
|
|
"NEAR",
|
|
"DOGE",
|
|
"BCH",
|
|
"ETC",
|
|
"FTM",
|
|
"KAS",
|
|
"HBAR",
|
|
"SUI",
|
|
"TON",
|
|
"XRP",
|
|
"UNI",
|
|
"LTC",
|
|
"FIL",
|
|
"ATOM",
|
|
"GRT",
|
|
"LINK",
|
|
"VET",
|
|
"THETA",
|
|
"EOS",
|
|
"LRC",
|
|
"QTUM",
|
|
"CELR",
|
|
]
|
|
|
|
# Top coins mode coins
|
|
top_coins_mode_coins = [
|
|
"AAVE",
|
|
"ADA",
|
|
"ALGO",
|
|
"APT",
|
|
"ARB",
|
|
"ATOM",
|
|
"BCH",
|
|
"BTC",
|
|
"CELR",
|
|
"DOGE",
|
|
"DOT",
|
|
"EOS",
|
|
"ETC",
|
|
"ETH",
|
|
"FET",
|
|
"FIL",
|
|
"FTM",
|
|
"GRT",
|
|
"HBAR",
|
|
"INJ",
|
|
"KAS",
|
|
"LRC",
|
|
"LTC",
|
|
"NEAR",
|
|
"OP",
|
|
"POL",
|
|
"QTUM",
|
|
"SEI",
|
|
"SOL",
|
|
"STX",
|
|
"SUI",
|
|
"THETA",
|
|
"TON",
|
|
"TRX",
|
|
"UNI",
|
|
"VET",
|
|
"XLM",
|
|
"XMR",
|
|
"XRP",
|
|
]
|
|
|
|
# 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 = 0.012
|
|
|
|
# BTC/ETH stakes
|
|
btc_stakes = ["BTC", "ETH"]
|
|
|
|
#############################################################
|
|
# Buy side configuration
|
|
|
|
long_entry_signal_params = {
|
|
# Enable/Disable conditions
|
|
# -------------------------------------------------------
|
|
"long_entry_condition_1_enable": True,
|
|
"long_entry_condition_2_enable": True,
|
|
"long_entry_condition_3_enable": True,
|
|
"long_entry_condition_4_enable": True,
|
|
"long_entry_condition_5_enable": True,
|
|
"long_entry_condition_6_enable": True,
|
|
"long_entry_condition_41_enable": True,
|
|
"long_entry_condition_42_enable": True,
|
|
"long_entry_condition_43_enable": True,
|
|
"long_entry_condition_120_enable": True,
|
|
"long_entry_condition_141_enable": True,
|
|
"long_entry_condition_142_enable": True,
|
|
"long_entry_condition_143_enable": True,
|
|
}
|
|
|
|
short_entry_signal_params = {
|
|
# Enable/Disable conditions
|
|
# -------------------------------------------------------
|
|
"short_entry_condition_501_enable": True,
|
|
# "short_entry_condition_502_enable": True,
|
|
# "short_entry_condition_503_enable": True,
|
|
# "short_entry_condition_504_enable": True,
|
|
# "short_entry_condition_541_enable": True,
|
|
# "short_entry_condition_542_enable": True,
|
|
# "short_entry_condition_543_enable": True,
|
|
# "short_entry_condition_603_enable": True,
|
|
# "short_entry_condition_641_enable": True,
|
|
# "short_entry_condition_642_enable": True,
|
|
# "short_entry_condition_661_enable": False,
|
|
}
|
|
|
|
#############################################################
|
|
# CACHES
|
|
|
|
hold_trades_cache = None
|
|
target_profit_cache = None
|
|
#############################################################
|
|
#
|
|
#
|
|
# $$$$$$\ $$$$$$\ $$\ $$\ $$\ $$\ $$$$$$\ $$\ $$\
|
|
# $$ __$$\ $$ __$$\ $$$\ $$$ |$$$\ $$$ |$$ __$$\ $$$\ $$ |
|
|
# $$ / \__|$$ / $$ |$$$$\ $$$$ |$$$$\ $$$$ |$$ / $$ |$$$$\ $$ |
|
|
# $$ | $$ | $$ |$$\$$\$$ $$ |$$\$$\$$ $$ |$$ | $$ |$$ $$\$$ |
|
|
# $$ | $$ | $$ |$$ \$$$ $$ |$$ \$$$ $$ |$$ | $$ |$$ \$$$$ |
|
|
# $$ | $$\ $$ | $$ |$$ |\$ /$$ |$$ |\$ /$$ |$$ | $$ |$$ |\$$$ |
|
|
# \$$$$$$ | $$$$$$ |$$ | \_/ $$ |$$ | \_/ $$ | $$$$$$ |$$ | \$$ |
|
|
# \______/ \______/ \__| \__|\__| \__| \______/ \__| \__|
|
|
#
|
|
#
|
|
#
|
|
# $$$$$$$$\ $$\ $$\ $$\ $$\ $$$$$$\ $$$$$$$$\ $$$$$$\ $$$$$$\ $$\ $$\ $$$$$$\
|
|
# $$ _____|$$ | $$ |$$$\ $$ |$$ __$$\\__$$ __|\_$$ _|$$ __$$\ $$$\ $$ |$$ __$$\
|
|
# $$ | $$ | $$ |$$$$\ $$ |$$ / \__| $$ | $$ | $$ / $$ |$$$$\ $$ |$$ / \__|
|
|
# $$$$$\ $$ | $$ |$$ $$\$$ |$$ | $$ | $$ | $$ | $$ |$$ $$\$$ |\$$$$$$\
|
|
# $$ __| $$ | $$ |$$ \$$$$ |$$ | $$ | $$ | $$ | $$ |$$ \$$$$ | \____$$\
|
|
# $$ | $$ | $$ |$$ |\$$$ |$$ | $$\ $$ | $$ | $$ | $$ |$$ |\$$$ |$$\ $$ |
|
|
# $$ | \$$$$$$ |$$ | \$$ |\$$$$$$ | $$ | $$$$$$\ $$$$$$ |$$ | \$$ |\$$$$$$ |
|
|
# \__| \______/ \__| \__| \______/ \__| \______| \______/ \__| \__| \______/
|
|
#
|
|
#
|
|
|
|
###############################################################################################
|
|
# COMMON FUNCTIONS FOR BOTH LONG AND SHORT SIDE STARTS HERE
|
|
###############################################################################################
|
|
|
|
def __init__(self, config: dict) -> None:
|
|
if "ccxt_config" not in config["exchange"]:
|
|
config["exchange"]["ccxt_config"] = {}
|
|
if "ccxt_async_config" not in config["exchange"]:
|
|
config["exchange"]["ccxt_async_config"] = {}
|
|
|
|
options = {
|
|
"brokerId": None,
|
|
"broker": {"spot": None, "margin": None, "future": None, "delivery": None},
|
|
"partner": {
|
|
"spot": {"id": None, "key": None},
|
|
"future": {"id": None, "key": None},
|
|
"id": None,
|
|
"key": None,
|
|
},
|
|
}
|
|
|
|
config["exchange"]["ccxt_config"]["options"] = options
|
|
config["exchange"]["ccxt_async_config"]["options"] = options
|
|
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 "num_cores_indicators_calc" in self.config:
|
|
self.num_cores_indicators_calc = self.config["num_cores_indicators_calc"]
|
|
|
|
if "custom_fee_open_rate" in self.config:
|
|
self.custom_fee_open_rate = self.config["custom_fee_open_rate"]
|
|
if "custom_fee_close_rate" in self.config:
|
|
self.custom_fee_close_rate = self.config["custom_fee_close_rate"]
|
|
|
|
if "futures_mode_leverage" in self.config:
|
|
self.futures_mode_leverage = self.config["futures_mode_leverage"]
|
|
if "futures_mode_leverage_rebuy_mode" in self.config:
|
|
self.futures_mode_leverage_rebuy_mode = self.config["futures_mode_leverage_rebuy_mode"]
|
|
if "futures_mode_leverage_grind_mode" in self.config:
|
|
self.futures_mode_leverage_grind_mode = self.config["futures_mode_leverage_grind_mode"]
|
|
|
|
if "stop_threshold_doom_spot" in self.config:
|
|
self.stop_threshold_doom_spot = self.config["stop_threshold_doom_spot"]
|
|
if "stop_threshold_doom_futures" in self.config:
|
|
self.stop_threshold_doom_futures = self.config["stop_threshold_doom_futures"]
|
|
|
|
if "derisk_enable" in self.config:
|
|
self.derisk_enable = self.config["derisk_enable"]
|
|
|
|
if "regular_mode_derisk_1_spot" in self.config:
|
|
self.regular_mode_derisk_1_spot = self.config["regular_mode_derisk_1_spot"]
|
|
if "regular_mode_derisk_spot" in self.config:
|
|
self.regular_mode_derisk_spot = self.config["regular_mode_derisk_spot"]
|
|
if "regular_mode_derisk_1_futures" in self.config:
|
|
self.regular_mode_derisk_1_futures = self.config["regular_mode_derisk_1_futures"]
|
|
if "regular_mode_derisk_futures" in self.config:
|
|
self.regular_mode_derisk_futures = self.config["regular_mode_derisk_futures"]
|
|
|
|
if "grind_mode_max_slots" in self.config:
|
|
self.grind_mode_max_slots = self.config["grind_mode_max_slots"]
|
|
if "grind_mode_coins" in self.config:
|
|
self.grind_mode_coins = self.config["grind_mode_coins"]
|
|
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"]
|
|
/ (
|
|
"nfix5-profit_max-"
|
|
+ bot_name
|
|
+ self.config["exchange"]["name"]
|
|
+ "-"
|
|
+ self.config["stake_currency"]
|
|
+ ("-(backtest)" if (self.config["runmode"].value == "backtest") else "")
|
|
+ ("-(hyperopt)" if (self.config["runmode"].value == "hyperopt") 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
|
|
elif self.config["exchange"]["name"] in ["bitget"]:
|
|
self.startup_candle_count = 499
|
|
elif self.config["exchange"]["name"] in ["bingx"]:
|
|
self.startup_candle_count = 499
|
|
|
|
if ("trading_mode" in self.config) and (self.config["trading_mode"] in ["futures", "margin"]):
|
|
self.is_futures_mode = True
|
|
self.can_short = True
|
|
|
|
# If the cached data hasn't changed, it's a no-op
|
|
self.target_profit_cache.save()
|
|
|
|
# Get Ticker Indicator
|
|
# ---------------------------------------------------------------------------------------------
|
|
def get_ticker_indicator(self):
|
|
return int(self.timeframe[:-1])
|
|
|
|
# Mark Profit Target
|
|
# ---------------------------------------------------------------------------------------------
|
|
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
|
|
|
|
# Exit Profit Target
|
|
# ---------------------------------------------------------------------------------------------
|
|
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:
|
|
is_derisk = False
|
|
if previous_sell_reason in [
|
|
f"exit_{mode_name}_stoploss_doom",
|
|
f"exit_{mode_name}_stoploss",
|
|
f"exit_{mode_name}_stoploss_u_e",
|
|
]:
|
|
filled_entries = trade.select_filled_orders(trade.entry_side)
|
|
filled_exits = trade.select_filled_orders(trade.exit_side)
|
|
has_order_tags = False
|
|
if hasattr(filled_entries[0], "ft_order_tag"):
|
|
has_order_tags = True
|
|
for order in filled_exits:
|
|
order_tag = ""
|
|
if has_order_tags:
|
|
if order.ft_order_tag is not None:
|
|
sell_order_tag = order.ft_order_tag
|
|
order_mode = sell_order_tag.split(" ", 1)
|
|
if len(order_mode) > 0:
|
|
order_tag = order_mode[0]
|
|
if order_tag in ["d", "d1"]:
|
|
is_derisk = True
|
|
break
|
|
if not is_derisk:
|
|
is_derisk = trade.amount < (filled_entries[0].safe_filled * 0.95)
|
|
if previous_sell_reason in [f"exit_{mode_name}_stoploss_doom", f"exit_{mode_name}_stoploss"]:
|
|
if profit_init_ratio > 0.0:
|
|
# profit is over the threshold, don't exit
|
|
self._remove_profit_target(pair)
|
|
return False, None
|
|
elif is_derisk:
|
|
self._remove_profit_target(pair)
|
|
return False, None
|
|
elif self.derisk_enable and (current_time - timedelta(minutes=60) > previous_time_profit_reached):
|
|
if profit_ratio < previous_profit:
|
|
return True, previous_sell_reason
|
|
elif profit_ratio > previous_profit:
|
|
self._remove_profit_target(pair)
|
|
return False, None
|
|
elif not self.derisk_enable and (
|
|
profit_init_ratio
|
|
<= -(self.stop_threshold_doom_futures if self.is_futures_mode else self.stop_threshold_doom_spot)
|
|
):
|
|
return True, previous_sell_reason
|
|
elif previous_sell_reason in [f"exit_{mode_name}_stoploss_u_e"]:
|
|
if profit_init_ratio > 0.0:
|
|
# profit is over the threshold, don't exit
|
|
self._remove_profit_target(pair)
|
|
return False, None
|
|
elif is_derisk:
|
|
self._remove_profit_target(pair)
|
|
return False, None
|
|
elif profit_ratio < (previous_profit - (0.04 / trade.leverage)):
|
|
return True, previous_sell_reason
|
|
elif previous_sell_reason in [f"exit_profit_{mode_name}_max"]:
|
|
if profit_init_ratio < -0.08:
|
|
# profit is under the threshold, cancel it
|
|
self._remove_profit_target(pair)
|
|
return False, None
|
|
if trade.is_short:
|
|
if 0.001 <= profit_init_ratio < 0.01:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_14"] > previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_0_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_0_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] < -40.0):
|
|
return True, f"exit_profit_{mode_name}_t_0_3"
|
|
elif 0.01 <= profit_init_ratio < 0.02:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_14"] > previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_1_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_1_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] < -40.0):
|
|
return True, f"exit_profit_{mode_name}_t_1_3"
|
|
elif 0.02 <= profit_init_ratio < 0.03:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_14"] > previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_2_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_2_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] < -40.0):
|
|
return True, f"exit_profit_{mode_name}_t_2_3"
|
|
elif 0.03 <= profit_init_ratio < 0.04:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_14"] > previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_3_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_3_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] < -40.0):
|
|
return True, f"exit_profit_{mode_name}_t_3_3"
|
|
elif 0.04 <= profit_init_ratio < 0.05:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_14"] > previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_4_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_4_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] < -40.0):
|
|
return True, f"exit_profit_{mode_name}_t_4_3"
|
|
elif 0.05 <= profit_init_ratio < 0.06:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_14"] > previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_5_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_5_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] < -40.0):
|
|
return True, f"exit_profit_{mode_name}_t_5_3"
|
|
elif 0.06 <= profit_init_ratio < 0.07:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_14"] > previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_6_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_6_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] < -40.0):
|
|
return True, f"exit_profit_{mode_name}_t_6_3"
|
|
elif 0.07 <= profit_init_ratio < 0.08:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_14"] > previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_7_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_7_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] < -40.0):
|
|
return True, f"exit_profit_{mode_name}_t_7_3"
|
|
elif 0.08 <= profit_init_ratio < 0.09:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_14"] > previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_8_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_8_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] < -40.0):
|
|
return True, f"exit_profit_{mode_name}_t_8_3"
|
|
elif 0.09 <= profit_init_ratio < 0.10:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_14"] > previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_9_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_9_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] < -40.0):
|
|
return True, f"exit_profit_{mode_name}_t_9_3"
|
|
elif 0.10 <= profit_init_ratio < 0.11:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_14"] > previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_10_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_10_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] < -40.0):
|
|
return True, f"exit_profit_{mode_name}_t_10_3"
|
|
elif 0.11 <= profit_init_ratio < 0.12:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_14"] > previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_11_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_11_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] < -40.0):
|
|
return True, f"exit_profit_{mode_name}_t_11_3"
|
|
elif 0.12 <= profit_init_ratio:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_14"] > previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_12_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] > 0.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_12_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] < -40.0):
|
|
return True, f"exit_profit_{mode_name}_t_12_3"
|
|
else:
|
|
if 0.001 <= profit_init_ratio < 0.01:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_14"] < previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_0_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_0_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] > 40.0):
|
|
return True, f"exit_profit_{mode_name}_t_0_3"
|
|
elif 0.01 <= profit_init_ratio < 0.02:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_14"] < previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_1_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_1_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] > 40.0):
|
|
return True, f"exit_profit_{mode_name}_t_1_3"
|
|
elif 0.02 <= profit_init_ratio < 0.03:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_14"] < previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_2_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_2_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] > 40.0):
|
|
return True, f"exit_profit_{mode_name}_t_2_3"
|
|
elif 0.03 <= profit_init_ratio < 0.04:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_14"] < previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_3_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_3_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] > 40.0):
|
|
return True, f"exit_profit_{mode_name}_t_3_3"
|
|
elif 0.04 <= profit_init_ratio < 0.05:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_14"] < previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_4_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_4_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] > 40.0):
|
|
return True, f"exit_profit_{mode_name}_t_4_3"
|
|
elif 0.05 <= profit_init_ratio < 0.06:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_14"] < previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_5_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_5_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] > 40.0):
|
|
return True, f"exit_profit_{mode_name}_t_5_3"
|
|
elif 0.06 <= profit_init_ratio < 0.07:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_14"] < previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_6_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_6_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] > 40.0):
|
|
return True, f"exit_profit_{mode_name}_t_6_3"
|
|
elif 0.07 <= profit_init_ratio < 0.08:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_14"] < previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_7_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_7_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] > 40.0):
|
|
return True, f"exit_profit_{mode_name}_t_7_3"
|
|
elif 0.08 <= profit_init_ratio < 0.09:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_14"] < previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_8_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_8_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] > 40.0):
|
|
return True, f"exit_profit_{mode_name}_t_8_3"
|
|
elif 0.09 <= profit_init_ratio < 0.10:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_14"] < previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_9_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_9_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] > 40.0):
|
|
return True, f"exit_profit_{mode_name}_t_9_3"
|
|
elif 0.10 <= profit_init_ratio < 0.11:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_14"] < previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_10_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_10_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] > 40.0):
|
|
return True, f"exit_profit_{mode_name}_t_10_3"
|
|
elif 0.11 <= profit_init_ratio < 0.12:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_14"] < previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_11_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_11_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] > 40.0):
|
|
return True, f"exit_profit_{mode_name}_t_11_3"
|
|
elif 0.12 <= profit_init_ratio:
|
|
if (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_14"] < previous_candle_1["RSI_14"])
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_12_1"
|
|
elif (
|
|
profit_init_ratio < (previous_profit - 0.03)
|
|
and (last_candle["CMF_20"] < -0.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_profit_{mode_name}_t_12_2"
|
|
elif profit_init_ratio < (previous_profit - 0.05) and (last_candle["ROC_9_4h"] > 40.0):
|
|
return True, f"exit_profit_{mode_name}_t_12_3"
|
|
else:
|
|
return False, None
|
|
|
|
return False, None
|
|
|
|
# Calc Total Profit
|
|
# ---------------------------------------------------------------------------------------------
|
|
def calc_total_profit(
|
|
self, trade: "Trade", filled_entries: "Orders", filled_exits: "Orders", exit_rate: float
|
|
) -> tuple:
|
|
"""
|
|
Calculates the absolute profit for open trades.
|
|
|
|
:param trade: trade object.
|
|
:param filled_entries: Filled entries list.
|
|
:param filled_exits: Filled exits list.
|
|
:param exit_rate: The exit rate.
|
|
:return tuple: The total profit in stake, ratio, ratio based on current stake, and ratio based on the first entry stake.
|
|
"""
|
|
fee_open_rate = trade.fee_open if self.custom_fee_open_rate is None else self.custom_fee_open_rate
|
|
fee_close_rate = trade.fee_close if self.custom_fee_close_rate is None else self.custom_fee_close_rate
|
|
|
|
total_amount = 0.0
|
|
total_stake = 0.0
|
|
total_profit = 0.0
|
|
current_stake = 0.0
|
|
for entry_order in filled_entries:
|
|
if trade.is_short:
|
|
entry_stake = entry_order.safe_filled * entry_order.safe_price * (1 - fee_open_rate)
|
|
total_amount += entry_order.safe_filled
|
|
total_stake += entry_stake
|
|
total_profit += entry_stake
|
|
else:
|
|
entry_stake = entry_order.safe_filled * entry_order.safe_price * (1 + fee_open_rate)
|
|
total_amount += entry_order.safe_filled
|
|
total_stake += entry_stake
|
|
total_profit -= entry_stake
|
|
for exit_order in filled_exits:
|
|
if trade.is_short:
|
|
exit_stake = exit_order.safe_filled * exit_order.safe_price * (1 + fee_close_rate)
|
|
total_amount -= exit_order.safe_filled
|
|
total_profit -= exit_stake
|
|
else:
|
|
exit_stake = exit_order.safe_filled * exit_order.safe_price * (1 - fee_close_rate)
|
|
total_amount -= exit_order.safe_filled
|
|
total_profit += exit_stake
|
|
if trade.is_short:
|
|
current_stake = total_amount * exit_rate * (1 + fee_close_rate)
|
|
total_profit -= current_stake
|
|
else:
|
|
current_stake = total_amount * exit_rate * (1 - fee_close_rate)
|
|
total_profit += current_stake
|
|
if self.is_futures_mode:
|
|
total_profit += trade.funding_fees
|
|
total_profit_ratio = total_profit / total_stake
|
|
current_profit_ratio = total_profit / current_stake
|
|
init_profit_ratio = total_profit / filled_entries[0].cost
|
|
return total_profit, total_profit_ratio, current_profit_ratio, init_profit_ratio
|
|
|
|
# Custom Exit
|
|
# ---------------------------------------------------------------------------------------------
|
|
def custom_exit(
|
|
self, pair: str, trade: "Trade", current_time: "datetime", current_rate: float, current_profit: float, **kwargs
|
|
):
|
|
df, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
|
|
last_candle = df.iloc[-1].squeeze()
|
|
previous_candle_1 = df.iloc[-2].squeeze()
|
|
previous_candle_2 = df.iloc[-3].squeeze()
|
|
previous_candle_3 = df.iloc[-4].squeeze()
|
|
previous_candle_4 = df.iloc[-5].squeeze()
|
|
previous_candle_5 = df.iloc[-6].squeeze()
|
|
|
|
enter_tag = "empty"
|
|
if hasattr(trade, "enter_tag") and trade.enter_tag is not None:
|
|
enter_tag = trade.enter_tag
|
|
enter_tags = enter_tag.split()
|
|
|
|
filled_entries = trade.select_filled_orders(trade.entry_side)
|
|
filled_exits = trade.select_filled_orders(trade.exit_side)
|
|
|
|
profit_stake = 0.0
|
|
profit_ratio = 0.0
|
|
profit_current_stake_ratio = 0.0
|
|
profit_init_ratio = 0.0
|
|
profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio = self.calc_total_profit(
|
|
trade, filled_entries, filled_exits, current_rate
|
|
)
|
|
|
|
max_profit = (trade.max_rate - trade.open_rate) / trade.open_rate
|
|
max_loss = (trade.open_rate - trade.min_rate) / trade.min_rate
|
|
|
|
count_of_entries = len(filled_entries)
|
|
if count_of_entries > 1:
|
|
initial_entry = filled_entries[0]
|
|
if initial_entry is not None and initial_entry.average is not None:
|
|
max_profit = (trade.max_rate - initial_entry.average) / initial_entry.average
|
|
max_loss = (initial_entry.average - trade.min_rate) / trade.min_rate
|
|
|
|
# Long Normal mode
|
|
if any(c in self.long_normal_mode_tags for c in enter_tags):
|
|
sell, signal_name = self.long_exit_normal(
|
|
pair,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
last_candle,
|
|
previous_candle_1,
|
|
previous_candle_2,
|
|
previous_candle_3,
|
|
previous_candle_4,
|
|
previous_candle_5,
|
|
trade,
|
|
current_time,
|
|
enter_tags,
|
|
)
|
|
if sell and (signal_name is not None):
|
|
return f"{signal_name} ( {enter_tag})"
|
|
|
|
# Long Pump mode
|
|
if any(c in self.long_pump_mode_tags for c in enter_tags):
|
|
sell, signal_name = self.long_exit_pump(
|
|
pair,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
last_candle,
|
|
previous_candle_1,
|
|
previous_candle_2,
|
|
previous_candle_3,
|
|
previous_candle_4,
|
|
previous_candle_5,
|
|
trade,
|
|
current_time,
|
|
enter_tags,
|
|
)
|
|
if sell and (signal_name is not None):
|
|
return f"{signal_name} ( {enter_tag})"
|
|
|
|
# Long Quick mode
|
|
if any(c in self.long_quick_mode_tags for c in enter_tags):
|
|
sell, signal_name = self.long_exit_quick(
|
|
pair,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
last_candle,
|
|
previous_candle_1,
|
|
previous_candle_2,
|
|
previous_candle_3,
|
|
previous_candle_4,
|
|
previous_candle_5,
|
|
trade,
|
|
current_time,
|
|
enter_tags,
|
|
)
|
|
if sell and (signal_name is not None):
|
|
return f"{signal_name} ( {enter_tag})"
|
|
|
|
# Long Rebuy mode
|
|
if all(c in self.long_rebuy_mode_tags for c in enter_tags):
|
|
sell, signal_name = self.long_exit_rebuy(
|
|
pair,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
last_candle,
|
|
previous_candle_1,
|
|
previous_candle_2,
|
|
previous_candle_3,
|
|
previous_candle_4,
|
|
previous_candle_5,
|
|
trade,
|
|
current_time,
|
|
enter_tags,
|
|
)
|
|
if sell and (signal_name is not None):
|
|
return f"{signal_name} ( {enter_tag})"
|
|
|
|
# Long high profit mode
|
|
if any(c in self.long_mode_tags for c in enter_tags):
|
|
sell, signal_name = self.long_exit_high_profit(
|
|
pair,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
last_candle,
|
|
previous_candle_1,
|
|
previous_candle_2,
|
|
previous_candle_3,
|
|
previous_candle_4,
|
|
previous_candle_5,
|
|
trade,
|
|
current_time,
|
|
enter_tags,
|
|
)
|
|
if sell and (signal_name is not None):
|
|
return f"{signal_name} ( {enter_tag})"
|
|
|
|
# Long rapid mode
|
|
if all(c in self.long_rapid_mode_tags for c in enter_tags) or (
|
|
any(c in self.long_rapid_mode_tags for c in enter_tags)
|
|
and all(
|
|
c
|
|
in (
|
|
self.long_rapid_mode_tags
|
|
+ self.long_rebuy_mode_tags
|
|
+ self.long_grind_mode_tags
|
|
+ self.long_derisk_mode_tags
|
|
)
|
|
for c in enter_tags
|
|
)
|
|
):
|
|
sell, signal_name = self.long_exit_rapid(
|
|
pair,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
last_candle,
|
|
previous_candle_1,
|
|
previous_candle_2,
|
|
previous_candle_3,
|
|
previous_candle_4,
|
|
previous_candle_5,
|
|
trade,
|
|
current_time,
|
|
enter_tags,
|
|
)
|
|
if sell and (signal_name is not None):
|
|
return f"{signal_name} ( {enter_tag})"
|
|
|
|
# Long grind mode
|
|
if all(c in self.long_grind_mode_tags for c in enter_tags):
|
|
sell, signal_name = self.long_exit_grind(
|
|
pair,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
last_candle,
|
|
previous_candle_1,
|
|
previous_candle_2,
|
|
previous_candle_3,
|
|
previous_candle_4,
|
|
previous_candle_5,
|
|
trade,
|
|
current_time,
|
|
enter_tags,
|
|
)
|
|
if sell and (signal_name is not None):
|
|
return f"{signal_name} ( {enter_tag})"
|
|
|
|
# Long Top Coins mode
|
|
if any(c in self.long_top_coins_mode_tags for c in enter_tags):
|
|
sell, signal_name = self.long_exit_top_coins(
|
|
pair,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
last_candle,
|
|
previous_candle_1,
|
|
previous_candle_2,
|
|
previous_candle_3,
|
|
previous_candle_4,
|
|
previous_candle_5,
|
|
trade,
|
|
current_time,
|
|
enter_tags,
|
|
)
|
|
if sell and (signal_name is not None):
|
|
return f"{signal_name} ( {enter_tag})"
|
|
|
|
# Long derisk mode
|
|
if all(c in self.long_derisk_mode_tags for c in enter_tags):
|
|
sell, signal_name = self.long_exit_derisk(
|
|
pair,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
last_candle,
|
|
previous_candle_1,
|
|
previous_candle_2,
|
|
previous_candle_3,
|
|
previous_candle_4,
|
|
previous_candle_5,
|
|
trade,
|
|
current_time,
|
|
enter_tags,
|
|
)
|
|
if sell and (signal_name is not None):
|
|
return f"{signal_name} ( {enter_tag})"
|
|
|
|
# Short normal mode
|
|
if any(c in self.short_normal_mode_tags for c in enter_tags):
|
|
sell, signal_name = self.short_exit_normal(
|
|
pair,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
last_candle,
|
|
previous_candle_1,
|
|
previous_candle_2,
|
|
previous_candle_3,
|
|
previous_candle_4,
|
|
previous_candle_5,
|
|
trade,
|
|
current_time,
|
|
enter_tags,
|
|
)
|
|
if sell and (signal_name is not None):
|
|
return f"{signal_name} ( {enter_tag})"
|
|
|
|
# Short Pump mode
|
|
if any(c in self.short_pump_mode_tags for c in enter_tags):
|
|
sell, signal_name = self.short_exit_pump(
|
|
pair,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
last_candle,
|
|
previous_candle_1,
|
|
previous_candle_2,
|
|
previous_candle_3,
|
|
previous_candle_4,
|
|
previous_candle_5,
|
|
trade,
|
|
current_time,
|
|
enter_tags,
|
|
)
|
|
if sell and (signal_name is not None):
|
|
return f"{signal_name} ( {enter_tag})"
|
|
|
|
# Short Quick mode
|
|
if any(c in self.short_quick_mode_tags for c in enter_tags):
|
|
sell, signal_name = self.short_exit_quick(
|
|
pair,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
last_candle,
|
|
previous_candle_1,
|
|
previous_candle_2,
|
|
previous_candle_3,
|
|
previous_candle_4,
|
|
previous_candle_5,
|
|
trade,
|
|
current_time,
|
|
enter_tags,
|
|
)
|
|
if sell and (signal_name is not None):
|
|
return f"{signal_name} ( {enter_tag})"
|
|
|
|
# Short Rebuy mode
|
|
if all(c in self.short_rebuy_mode_tags for c in enter_tags):
|
|
sell, signal_name = self.short_exit_rebuy(
|
|
pair,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
last_candle,
|
|
previous_candle_1,
|
|
previous_candle_2,
|
|
previous_candle_3,
|
|
previous_candle_4,
|
|
previous_candle_5,
|
|
trade,
|
|
current_time,
|
|
enter_tags,
|
|
)
|
|
if sell and (signal_name is not None):
|
|
return f"{signal_name} ( {enter_tag})"
|
|
|
|
# Short high profit mode
|
|
if any(c in self.short_mode_tags for c in enter_tags):
|
|
sell, signal_name = self.short_exit_high_profit(
|
|
pair,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
last_candle,
|
|
previous_candle_1,
|
|
previous_candle_2,
|
|
previous_candle_3,
|
|
previous_candle_4,
|
|
previous_candle_5,
|
|
trade,
|
|
current_time,
|
|
enter_tags,
|
|
)
|
|
if sell and (signal_name is not None):
|
|
return f"{signal_name} ( {enter_tag})"
|
|
|
|
# Short rapid mode
|
|
if any(c in self.short_rapid_mode_tags for c in enter_tags):
|
|
sell, signal_name = self.short_exit_rapid(
|
|
pair,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
last_candle,
|
|
previous_candle_1,
|
|
previous_candle_2,
|
|
previous_candle_3,
|
|
previous_candle_4,
|
|
previous_candle_5,
|
|
trade,
|
|
current_time,
|
|
enter_tags,
|
|
)
|
|
if sell and (signal_name is not None):
|
|
return f"{signal_name} ( {enter_tag})"
|
|
|
|
# Trades not opened by X5
|
|
if not trade.is_short and (
|
|
not any(
|
|
c
|
|
in (
|
|
self.long_normal_mode_tags
|
|
+ self.long_pump_mode_tags
|
|
+ self.long_quick_mode_tags
|
|
+ self.long_rebuy_mode_tags
|
|
+ self.long_mode_tags
|
|
+ self.long_rapid_mode_tags
|
|
+ self.long_grind_mode_tags
|
|
+ self.long_top_coins_mode_tags
|
|
+ self.long_derisk_mode_tags
|
|
)
|
|
for c in enter_tags
|
|
)
|
|
):
|
|
# use normal mode for such trades
|
|
sell, signal_name = self.long_exit_normal(
|
|
pair,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
last_candle,
|
|
previous_candle_1,
|
|
previous_candle_2,
|
|
previous_candle_3,
|
|
previous_candle_4,
|
|
previous_candle_5,
|
|
trade,
|
|
current_time,
|
|
enter_tags,
|
|
)
|
|
if sell and (signal_name is not None):
|
|
return f"{signal_name} ( {enter_tag})"
|
|
|
|
# Trades not opened by X5
|
|
if trade.is_short and (
|
|
not any(
|
|
c
|
|
in (
|
|
self.short_normal_mode_tags
|
|
+ self.short_pump_mode_tags
|
|
+ self.short_quick_mode_tags
|
|
+ self.short_rebuy_mode_tags
|
|
+ self.short_mode_tags
|
|
+ self.short_rapid_mode_tags
|
|
+ self.short_grind_mode_tags
|
|
)
|
|
for c in enter_tags
|
|
)
|
|
):
|
|
# use normal mode for such trades
|
|
sell, signal_name = self.short_exit_normal(
|
|
pair,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
last_candle,
|
|
previous_candle_1,
|
|
previous_candle_2,
|
|
previous_candle_3,
|
|
previous_candle_4,
|
|
previous_candle_5,
|
|
trade,
|
|
current_time,
|
|
enter_tags,
|
|
)
|
|
if sell and (signal_name is not None):
|
|
return f"{signal_name} ( {enter_tag})"
|
|
|
|
return None
|
|
|
|
# Custom Stake Amount
|
|
# ---------------------------------------------------------------------------------------------
|
|
def custom_stake_amount(
|
|
self,
|
|
pair: str,
|
|
current_time: datetime,
|
|
current_rate: float,
|
|
proposed_stake: float,
|
|
min_stake: Optional[float],
|
|
max_stake: float,
|
|
leverage: float,
|
|
entry_tag: Optional[str],
|
|
side: str,
|
|
**kwargs,
|
|
) -> float:
|
|
enter_tags = entry_tag.split()
|
|
if side == "long":
|
|
# Rebuy mode
|
|
if all(c in self.long_rebuy_mode_tags for c in enter_tags) or (
|
|
any(c in self.long_rebuy_mode_tags for c in enter_tags)
|
|
and all(c in (self.long_rebuy_mode_tags + self.long_grind_mode_tags) for c in enter_tags)
|
|
):
|
|
stake_multiplier = self.rebuy_mode_stake_multiplier
|
|
# Low stakes, on Binance mostly
|
|
if (proposed_stake * self.rebuy_mode_stake_multiplier) < min_stake:
|
|
stake_multiplier = self.rebuy_mode_stake_multiplier_alt
|
|
return proposed_stake * stake_multiplier
|
|
# Rapid mode
|
|
if all(c in self.long_rapid_mode_tags for c in enter_tags) or (
|
|
any(c in self.long_rapid_mode_tags for c in enter_tags)
|
|
and all(
|
|
c
|
|
in (
|
|
self.long_rapid_mode_tags
|
|
+ self.long_rebuy_mode_tags
|
|
+ self.long_grind_mode_tags
|
|
+ self.long_derisk_mode_tags
|
|
)
|
|
for c in enter_tags
|
|
)
|
|
):
|
|
stake_multiplier = (
|
|
self.rapid_mode_stake_multiplier_futures[0]
|
|
if self.is_futures_mode
|
|
else self.rapid_mode_stake_multiplier_spot[0]
|
|
)
|
|
if (proposed_stake * stake_multiplier) > min_stake:
|
|
return proposed_stake * stake_multiplier
|
|
else:
|
|
return min_stake
|
|
# Grind mode
|
|
elif all(c in self.long_grind_mode_tags for c in enter_tags):
|
|
for _, item in enumerate(
|
|
self.grind_mode_stake_multiplier_futures if self.is_futures_mode else self.grind_mode_stake_multiplier_spot
|
|
):
|
|
if (proposed_stake * item) > min_stake:
|
|
stake_multiplier = item
|
|
return proposed_stake * stake_multiplier
|
|
else:
|
|
stake_multiplier = (
|
|
self.regular_mode_stake_multiplier_futures[0]
|
|
if self.is_futures_mode
|
|
else self.regular_mode_stake_multiplier_spot[0]
|
|
)
|
|
if (proposed_stake * stake_multiplier) > min_stake:
|
|
return proposed_stake * stake_multiplier
|
|
else:
|
|
return min_stake
|
|
else:
|
|
# Rebuy mode
|
|
if all(c in self.short_rebuy_mode_tags for c in enter_tags) or (
|
|
any(c in self.short_rebuy_mode_tags for c in enter_tags)
|
|
and all(c in (self.short_rebuy_mode_tags + self.short_grind_mode_tags) for c in enter_tags)
|
|
):
|
|
stake_multiplier = self.rebuy_mode_stake_multiplier
|
|
# Low stakes, on Binance mostly
|
|
if (proposed_stake * self.rebuy_mode_stake_multiplier) < min_stake:
|
|
stake_multiplier = self.rebuy_mode_stake_multiplier_alt
|
|
return proposed_stake * stake_multiplier
|
|
# Grind mode
|
|
elif all(c in self.short_grind_mode_tags for c in enter_tags):
|
|
for _, item in enumerate(
|
|
self.grind_mode_stake_multiplier_futures if self.is_futures_mode else self.grind_mode_stake_multiplier_spot
|
|
):
|
|
if (proposed_stake * item) > min_stake:
|
|
stake_multiplier = item
|
|
return proposed_stake * stake_multiplier
|
|
else:
|
|
stake_multiplier = (
|
|
self.regular_mode_stake_multiplier_futures[0]
|
|
if self.is_futures_mode
|
|
else self.regular_mode_stake_multiplier_spot[0]
|
|
)
|
|
if (proposed_stake * stake_multiplier) > min_stake:
|
|
return proposed_stake * stake_multiplier
|
|
else:
|
|
return min_stake
|
|
|
|
return proposed_stake
|
|
|
|
# Adjust Trade Position
|
|
# ---------------------------------------------------------------------------------------------
|
|
def adjust_trade_position(
|
|
self,
|
|
trade: Trade,
|
|
current_time: datetime,
|
|
current_rate: float,
|
|
current_profit: float,
|
|
min_stake: Optional[float],
|
|
max_stake: float,
|
|
current_entry_rate: float,
|
|
current_exit_rate: float,
|
|
current_entry_profit: float,
|
|
current_exit_profit: float,
|
|
**kwargs,
|
|
):
|
|
if self.position_adjustment_enable == False:
|
|
return None
|
|
|
|
enter_tag = "empty"
|
|
if hasattr(trade, "enter_tag") and trade.enter_tag is not None:
|
|
enter_tag = trade.enter_tag
|
|
enter_tags = enter_tag.split()
|
|
|
|
# Rebuy mode
|
|
if not trade.is_short and (
|
|
all(c in self.long_rebuy_mode_tags for c in enter_tags)
|
|
or (
|
|
any(c in self.long_rebuy_mode_tags for c in enter_tags)
|
|
and all(c in (self.long_rebuy_mode_tags + self.long_grind_mode_tags) for c in enter_tags)
|
|
)
|
|
):
|
|
return self.long_rebuy_adjust_trade_position(
|
|
trade,
|
|
enter_tags,
|
|
current_time,
|
|
current_rate,
|
|
current_profit,
|
|
min_stake,
|
|
max_stake,
|
|
current_entry_rate,
|
|
current_exit_rate,
|
|
current_entry_profit,
|
|
current_exit_profit,
|
|
)
|
|
|
|
# Grinding
|
|
elif not trade.is_short and (
|
|
any(
|
|
c
|
|
in (
|
|
self.long_normal_mode_tags
|
|
+ self.long_pump_mode_tags
|
|
+ self.long_quick_mode_tags
|
|
+ self.long_mode_tags
|
|
+ self.long_rapid_mode_tags
|
|
+ self.long_grind_mode_tags
|
|
+ self.long_top_coins_mode_tags
|
|
)
|
|
for c in enter_tags
|
|
)
|
|
or not any(
|
|
c
|
|
in (
|
|
self.long_normal_mode_tags
|
|
+ self.long_pump_mode_tags
|
|
+ self.long_quick_mode_tags
|
|
+ self.long_rebuy_mode_tags
|
|
+ self.long_mode_tags
|
|
+ self.long_rapid_mode_tags
|
|
+ self.long_grind_mode_tags
|
|
+ self.long_top_coins_mode_tags
|
|
)
|
|
for c in enter_tags
|
|
)
|
|
):
|
|
return self.long_grind_adjust_trade_position(
|
|
trade,
|
|
enter_tags,
|
|
current_time,
|
|
current_rate,
|
|
current_profit,
|
|
min_stake,
|
|
max_stake,
|
|
current_entry_rate,
|
|
current_exit_rate,
|
|
current_entry_profit,
|
|
current_exit_profit,
|
|
)
|
|
|
|
elif trade.is_short and (
|
|
any(
|
|
c
|
|
in (
|
|
self.short_normal_mode_tags
|
|
+ self.short_pump_mode_tags
|
|
+ self.short_quick_mode_tags
|
|
+ self.short_mode_tags
|
|
+ self.short_rapid_mode_tags
|
|
+ self.short_grind_mode_tags
|
|
)
|
|
for c in enter_tags
|
|
)
|
|
or not any(
|
|
c
|
|
in (
|
|
self.short_normal_mode_tags
|
|
+ self.short_pump_mode_tags
|
|
+ self.short_quick_mode_tags
|
|
+ self.short_rebuy_mode_tags
|
|
+ self.short_mode_tags
|
|
+ self.short_rapid_mode_tags
|
|
+ self.short_grind_mode_tags
|
|
)
|
|
for c in enter_tags
|
|
)
|
|
):
|
|
return self.short_grind_adjust_trade_position(
|
|
trade,
|
|
enter_tags,
|
|
current_time,
|
|
current_rate,
|
|
current_profit,
|
|
min_stake,
|
|
max_stake,
|
|
current_entry_rate,
|
|
current_exit_rate,
|
|
current_entry_profit,
|
|
current_exit_profit,
|
|
)
|
|
|
|
return None
|
|
|
|
# Informative Pairs
|
|
# ---------------------------------------------------------------------------------------------
|
|
def informative_pairs(self):
|
|
# get access to all pairs available in whitelist.
|
|
pairs = self.dp.current_whitelist()
|
|
# Assign tf to each pair so they can be downloaded and cached for strategy.
|
|
informative_pairs = []
|
|
for info_timeframe in self.info_timeframes:
|
|
informative_pairs.extend([(pair, info_timeframe) for pair in pairs])
|
|
|
|
if self.config["stake_currency"] in [
|
|
"USDT",
|
|
"BUSD",
|
|
"USDC",
|
|
"DAI",
|
|
"TUSD",
|
|
"FDUSD",
|
|
"PAX",
|
|
"USD",
|
|
"EUR",
|
|
"GBP",
|
|
"TRY",
|
|
]:
|
|
if ("trading_mode" in self.config) and (self.config["trading_mode"] in ["futures", "margin"]):
|
|
btc_info_pair = f"BTC/{self.config['stake_currency']}:{self.config['stake_currency']}"
|
|
else:
|
|
btc_info_pair = f"BTC/{self.config['stake_currency']}"
|
|
else:
|
|
if ("trading_mode" in self.config) and (self.config["trading_mode"] in ["futures", "margin"]):
|
|
btc_info_pair = "BTC/USDT:USDT"
|
|
else:
|
|
btc_info_pair = "BTC/USDT"
|
|
|
|
informative_pairs.extend([(btc_info_pair, btc_info_timeframe) for btc_info_timeframe in self.btc_info_timeframes])
|
|
|
|
return informative_pairs
|
|
|
|
# Informative 1d Timeframe Indicators
|
|
# ---------------------------------------------------------------------------------------------
|
|
def informative_1d_indicators(self, metadata: dict, info_timeframe) -> DataFrame:
|
|
tik = time.perf_counter()
|
|
assert self.dp, "DataProvider is required for multiple timeframes."
|
|
# Get the informative pair
|
|
informative_1d = self.dp.get_pair_dataframe(pair=metadata["pair"], timeframe=info_timeframe)
|
|
|
|
# Indicators
|
|
# -----------------------------------------------------------------------------------------
|
|
# informative_1d_indicators_pandas_ta = pta.Strategy(
|
|
# name="informative_1d_indicators_pandas_ta",
|
|
# ta=[
|
|
# # RSI
|
|
# {"kind": "rsi", "length": 3},
|
|
# {"kind": "rsi", "length": 14},
|
|
# # {"kind": "rsi", "length": 20},
|
|
# # EMA
|
|
# # {"kind": "ema", "length": 12},
|
|
# # {"kind": "ema", "length": 16},
|
|
# # {"kind": "ema", "length": 20},
|
|
# # {"kind": "ema", "length": 26},
|
|
# # {"kind": "ema", "length": 50},
|
|
# # {"kind": "ema", "length": 100},
|
|
# # {"kind": "ema", "length": 200},
|
|
# # SMA
|
|
# # {"kind": "sma", "length": 16},
|
|
# # MFI
|
|
# {"kind": "mfi"},
|
|
# # CMF
|
|
# {"kind": "cmf"},
|
|
# # Williams %R
|
|
# {"kind": "willr", "length": 14},
|
|
# # STOCHRSI
|
|
# {"kind": "stochrsi"},
|
|
# # KST
|
|
# {"kind": "kst"},
|
|
# # ROC
|
|
# {"kind": "roc"},
|
|
# # AROON
|
|
# {"kind": "aroon"},
|
|
# ],
|
|
# )
|
|
# informative_1d.ta.study(informative_1d_indicators_pandas_ta, cores=self.num_cores_indicators_calc)
|
|
# RSI
|
|
informative_1d["RSI_3"] = pta.rsi(informative_1d["close"], length=3)
|
|
informative_1d["RSI_14"] = pta.rsi(informative_1d["close"], length=14)
|
|
informative_1d["RSI_3_change_pct"] = (
|
|
(informative_1d["RSI_3"] - informative_1d["RSI_3"].shift(1)) / (informative_1d["RSI_3"].shift(1))
|
|
) * 100.0
|
|
informative_1d["RSI_14_change_pct"] = (
|
|
(informative_1d["RSI_14"] - informative_1d["RSI_14"].shift(1)) / (informative_1d["RSI_14"].shift(1))
|
|
) * 100.0
|
|
informative_1d["RSI_3_diff"] = informative_1d["RSI_3"] - informative_1d["RSI_3"].shift(1)
|
|
informative_1d["RSI_14_diff"] = informative_1d["RSI_14"] - informative_1d["RSI_14"].shift(1)
|
|
# BB 20 - STD2
|
|
bbands_20_2 = pta.bbands(informative_1d["close"], length=20)
|
|
informative_1d["BBL_20_2.0"] = bbands_20_2["BBL_20_2.0"] if isinstance(bbands_20_2, pd.DataFrame) else np.nan
|
|
informative_1d["BBM_20_2.0"] = bbands_20_2["BBM_20_2.0"] if isinstance(bbands_20_2, pd.DataFrame) else np.nan
|
|
informative_1d["BBU_20_2.0"] = bbands_20_2["BBU_20_2.0"] if isinstance(bbands_20_2, pd.DataFrame) else np.nan
|
|
informative_1d["BBB_20_2.0"] = bbands_20_2["BBB_20_2.0"] if isinstance(bbands_20_2, pd.DataFrame) else np.nan
|
|
informative_1d["BBP_20_2.0"] = bbands_20_2["BBP_20_2.0"] if isinstance(bbands_20_2, pd.DataFrame) else np.nan
|
|
# MFI
|
|
informative_1d["MFI_14"] = pta.mfi(
|
|
informative_1d["high"], informative_1d["low"], informative_1d["close"], informative_1d["volume"], length=14
|
|
)
|
|
# CMF
|
|
informative_1d["CMF_20"] = pta.cmf(
|
|
informative_1d["high"], informative_1d["low"], informative_1d["close"], informative_1d["volume"], length=20
|
|
)
|
|
# Williams %R
|
|
informative_1d["WILLR_14"] = pta.willr(
|
|
informative_1d["high"], informative_1d["low"], informative_1d["close"], length=14
|
|
)
|
|
# AROON
|
|
aroon_14 = pta.aroon(informative_1d["high"], informative_1d["low"], length=14)
|
|
informative_1d["AROONU_14"] = aroon_14["AROONU_14"] if isinstance(aroon_14, pd.DataFrame) else np.nan
|
|
informative_1d["AROOND_14"] = aroon_14["AROOND_14"] if isinstance(aroon_14, pd.DataFrame) else np.nan
|
|
# Stochastic
|
|
try:
|
|
stochrsi = pta.stoch(informative_1d["high"], informative_1d["low"], informative_1d["close"])
|
|
informative_1d["STOCHk_14_3_3"] = stochrsi["STOCHk_14_3_3"] if isinstance(stochrsi, pd.DataFrame) else np.nan
|
|
informative_1d["STOCHd_14_3_3"] = stochrsi["STOCHd_14_3_3"] if isinstance(stochrsi, pd.DataFrame) else np.nan
|
|
except AttributeError:
|
|
informative_1d["STOCHk_14_3_3"] = np.nan
|
|
informative_1d["STOCHd_14_3_3"] = np.nan
|
|
# Stochastic RSI
|
|
stochrsi = pta.stochrsi(informative_1d["close"])
|
|
informative_1d["STOCHRSIk_14_14_3_3"] = (
|
|
stochrsi["STOCHRSIk_14_14_3_3"] if isinstance(stochrsi, pd.DataFrame) else np.nan
|
|
)
|
|
informative_1d["STOCHRSId_14_14_3_3"] = (
|
|
stochrsi["STOCHRSId_14_14_3_3"] if isinstance(stochrsi, pd.DataFrame) else np.nan
|
|
)
|
|
# ROC
|
|
informative_1d["ROC_2"] = pta.roc(informative_1d["close"], length=2)
|
|
informative_1d["ROC_9"] = pta.roc(informative_1d["close"], length=9)
|
|
# Candle change
|
|
informative_1d["change_pct"] = (informative_1d["close"] - informative_1d["open"]) / informative_1d["open"] * 100.0
|
|
# Wicks
|
|
informative_1d["top_wick_pct"] = (
|
|
(informative_1d["high"] - np.maximum(informative_1d["open"], informative_1d["close"]))
|
|
/ np.maximum(informative_1d["open"], informative_1d["close"])
|
|
* 100.0
|
|
)
|
|
informative_1d["bot_wick_pct"] = abs(
|
|
(informative_1d["low"] - np.minimum(informative_1d["open"], informative_1d["close"]))
|
|
/ np.minimum(informative_1d["open"], informative_1d["close"])
|
|
* 100.0
|
|
)
|
|
|
|
# Performance logging
|
|
# -----------------------------------------------------------------------------------------
|
|
tok = time.perf_counter()
|
|
log.debug(f"[{metadata['pair']}] informative_1d_indicators took: {tok - tik:0.4f} seconds.")
|
|
|
|
return informative_1d
|
|
|
|
# Informative 4h Timeframe Indicators
|
|
# ---------------------------------------------------------------------------------------------
|
|
def informative_4h_indicators(self, metadata: dict, info_timeframe) -> DataFrame:
|
|
tik = time.perf_counter()
|
|
assert self.dp, "DataProvider is required for multiple timeframes."
|
|
# Get the informative pair
|
|
informative_4h = self.dp.get_pair_dataframe(pair=metadata["pair"], timeframe=info_timeframe)
|
|
|
|
# Indicators
|
|
# -----------------------------------------------------------------------------------------
|
|
# informative_4h_indicators_pandas_ta = pta.Strategy(
|
|
# name="informative_4h_indicators_pandas_ta",
|
|
# ta=[
|
|
# # RSI
|
|
# {"kind": "rsi", "length": 3},
|
|
# {"kind": "rsi", "length": 14},
|
|
# # {"kind": "rsi", "length": 20},
|
|
# # EMA
|
|
# {"kind": "ema", "length": 12},
|
|
# # {"kind": "ema", "length": 16},
|
|
# # {"kind": "ema", "length": 20},
|
|
# {"kind": "ema", "length": 26},
|
|
# # {"kind": "ema", "length": 50},
|
|
# # {"kind": "ema", "length": 100},
|
|
# {"kind": "ema", "length": 200},
|
|
# # SMA
|
|
# # {"kind": "sma", "length": 16},
|
|
# # BB 20 - STD2
|
|
# {"kind": "bbands", "length": 20},
|
|
# # MFI
|
|
# {"kind": "mfi"},
|
|
# # CMF
|
|
# {"kind": "cmf"},
|
|
# # Williams %R
|
|
# {"kind": "willr", "length": 14},
|
|
# # CTI
|
|
# {"kind": "cti", "length": 20},
|
|
# # STOCHRSI
|
|
# {"kind": "stochrsi"},
|
|
# # KST
|
|
# {"kind": "kst"},
|
|
# # ROC
|
|
# {"kind": "roc"},
|
|
# # AROON
|
|
# {"kind": "aroon"},
|
|
# # UO
|
|
# {"kind": "uo"},
|
|
# # AO
|
|
# {"kind": "ao"},
|
|
# ],
|
|
# )
|
|
# informative_4h.ta.study(informative_4h_indicators_pandas_ta, cores=self.num_cores_indicators_calc)
|
|
# RSI
|
|
informative_4h["RSI_3"] = pta.rsi(informative_4h["close"], length=3)
|
|
informative_4h["RSI_14"] = pta.rsi(informative_4h["close"], length=14)
|
|
informative_4h["RSI_3_change_pct"] = (
|
|
(informative_4h["RSI_3"] - informative_4h["RSI_3"].shift(1)) / (informative_4h["RSI_3"].shift(1))
|
|
) * 100.0
|
|
informative_4h["RSI_14_change_pct"] = (
|
|
(informative_4h["RSI_14"] - informative_4h["RSI_14"].shift(1)) / (informative_4h["RSI_14"].shift(1))
|
|
) * 100.0
|
|
informative_4h["RSI_3_diff"] = informative_4h["RSI_3"] - informative_4h["RSI_3"].shift(1)
|
|
informative_4h["RSI_14_diff"] = informative_4h["RSI_14"] - informative_4h["RSI_14"].shift(1)
|
|
# EMA
|
|
informative_4h["EMA_12"] = pta.ema(informative_4h["close"], length=12)
|
|
informative_4h["EMA_200"] = pta.ema(informative_4h["close"], length=200, fillna=0.0)
|
|
# BB 20 - STD2
|
|
bbands_20_2 = pta.bbands(informative_4h["close"], length=20)
|
|
informative_4h["BBL_20_2.0"] = bbands_20_2["BBL_20_2.0"] if isinstance(bbands_20_2, pd.DataFrame) else np.nan
|
|
informative_4h["BBM_20_2.0"] = bbands_20_2["BBM_20_2.0"] if isinstance(bbands_20_2, pd.DataFrame) else np.nan
|
|
informative_4h["BBU_20_2.0"] = bbands_20_2["BBU_20_2.0"] if isinstance(bbands_20_2, pd.DataFrame) else np.nan
|
|
informative_4h["BBB_20_2.0"] = bbands_20_2["BBB_20_2.0"] if isinstance(bbands_20_2, pd.DataFrame) else np.nan
|
|
informative_4h["BBP_20_2.0"] = bbands_20_2["BBP_20_2.0"] if isinstance(bbands_20_2, pd.DataFrame) else np.nan
|
|
# MFI
|
|
informative_4h["MFI_14"] = pta.mfi(
|
|
informative_4h["high"], informative_4h["low"], informative_4h["close"], informative_4h["volume"], length=14
|
|
)
|
|
# CMF
|
|
informative_4h["CMF_20"] = pta.cmf(
|
|
informative_4h["high"], informative_4h["low"], informative_4h["close"], informative_4h["volume"], length=20
|
|
)
|
|
# Williams %R
|
|
informative_4h["WILLR_14"] = pta.willr(
|
|
informative_4h["high"], informative_4h["low"], informative_4h["close"], length=14
|
|
)
|
|
# AROON
|
|
aroon_14 = pta.aroon(informative_4h["high"], informative_4h["low"], length=14)
|
|
informative_4h["AROONU_14"] = aroon_14["AROONU_14"] if isinstance(aroon_14, pd.DataFrame) else np.nan
|
|
informative_4h["AROOND_14"] = aroon_14["AROOND_14"] if isinstance(aroon_14, pd.DataFrame) else np.nan
|
|
# Stochastic
|
|
try:
|
|
stochrsi = pta.stoch(informative_4h["high"], informative_4h["low"], informative_4h["close"])
|
|
informative_4h["STOCHk_14_3_3"] = stochrsi["STOCHk_14_3_3"] if isinstance(stochrsi, pd.DataFrame) else np.nan
|
|
informative_4h["STOCHd_14_3_3"] = stochrsi["STOCHd_14_3_3"] if isinstance(stochrsi, pd.DataFrame) else np.nan
|
|
except AttributeError:
|
|
informative_4h["STOCHk_14_3_3"] = np.nan
|
|
informative_4h["STOCHd_14_3_3"] = np.nan
|
|
# Stochastic RSI
|
|
stochrsi = pta.stochrsi(informative_4h["close"])
|
|
informative_4h["STOCHRSIk_14_14_3_3"] = (
|
|
stochrsi["STOCHRSIk_14_14_3_3"] if isinstance(stochrsi, pd.DataFrame) else np.nan
|
|
)
|
|
informative_4h["STOCHRSId_14_14_3_3"] = (
|
|
stochrsi["STOCHRSId_14_14_3_3"] if isinstance(stochrsi, pd.DataFrame) else np.nan
|
|
)
|
|
informative_4h["STOCHRSIk_14_14_3_3_change_pct"] = (
|
|
(informative_4h["STOCHRSIk_14_14_3_3"] - informative_4h["STOCHRSIk_14_14_3_3"].shift(1))
|
|
/ informative_4h["STOCHRSIk_14_14_3_3"].shift(1)
|
|
) * 100.0
|
|
# KST
|
|
kst = pta.kst(informative_4h["close"])
|
|
informative_4h["KST_10_15_20_30_10_10_10_15"] = (
|
|
kst["KST_10_15_20_30_10_10_10_15"] if isinstance(kst, pd.DataFrame) else np.nan
|
|
)
|
|
informative_4h["KSTs_9"] = kst["KSTs_9"] if isinstance(kst, pd.DataFrame) else np.nan
|
|
# UO
|
|
informative_4h["UO_7_14_28"] = pta.uo(informative_4h["high"], informative_4h["low"], informative_4h["close"])
|
|
# ROC
|
|
informative_4h["ROC_2"] = pta.roc(informative_4h["close"], length=2)
|
|
informative_4h["ROC_9"] = pta.roc(informative_4h["close"], length=9)
|
|
# CCI
|
|
informative_4h["CCI_20"] = pta.cci(
|
|
informative_4h["high"], informative_4h["low"], informative_4h["close"], length=20
|
|
)
|
|
informative_4h["CCI_20"] = (
|
|
(informative_4h["CCI_20"]).astype(np.float64).replace(to_replace=[np.nan, None], value=(0.0))
|
|
)
|
|
informative_4h["CCI_20_change_pct"] = (
|
|
(informative_4h["CCI_20"] - informative_4h["CCI_20"].shift(1)) / abs(informative_4h["CCI_20"].shift(1))
|
|
) * 100.0
|
|
|
|
# Candle change
|
|
informative_4h["change_pct"] = (informative_4h["close"] - informative_4h["open"]) / informative_4h["open"] * 100.0
|
|
# Wicks
|
|
informative_4h["top_wick_pct"] = (
|
|
(informative_4h["high"] - np.maximum(informative_4h["open"], informative_4h["close"]))
|
|
/ np.maximum(informative_4h["open"], informative_4h["close"])
|
|
* 100.0
|
|
)
|
|
informative_4h["bot_wick_pct"] = abs(
|
|
(informative_4h["low"] - np.minimum(informative_4h["open"], informative_4h["close"]))
|
|
/ np.minimum(informative_4h["open"], informative_4h["close"])
|
|
* 100.0
|
|
)
|
|
|
|
# Performance logging
|
|
# -----------------------------------------------------------------------------------------
|
|
tok = time.perf_counter()
|
|
log.debug(f"[{metadata['pair']}] informative_1d_indicators took: {tok - tik:0.4f} seconds.")
|
|
|
|
return informative_4h
|
|
|
|
# Informative 1h Timeframe Indicators
|
|
# ---------------------------------------------------------------------------------------------
|
|
def informative_1h_indicators(self, metadata: dict, info_timeframe) -> DataFrame:
|
|
tik = time.perf_counter()
|
|
assert self.dp, "DataProvider is required for multiple timeframes."
|
|
# Get the informative pair
|
|
informative_1h = self.dp.get_pair_dataframe(pair=metadata["pair"], timeframe=info_timeframe)
|
|
|
|
# Indicators
|
|
# -----------------------------------------------------------------------------------------
|
|
# informative_1h_indicators_pandas_ta = pta.Strategy(
|
|
# name="informative_1h_indicators_pandas_ta",
|
|
# ta=[
|
|
# # RSI
|
|
# {"kind": "rsi", "length": 3},
|
|
# {"kind": "rsi", "length": 14},
|
|
# # {"kind": "rsi", "length": 20},
|
|
# # EMA
|
|
# {"kind": "ema", "length": 12},
|
|
# # {"kind": "ema", "length": 16},
|
|
# {"kind": "ema", "length": 20},
|
|
# {"kind": "ema", "length": 26},
|
|
# # {"kind": "ema", "length": 50},
|
|
# # {"kind": "ema", "length": 100},
|
|
# {"kind": "ema", "length": 200},
|
|
# # SMA
|
|
# # {"kind": "sma", "length": 16},
|
|
# # BB 20 - STD2
|
|
# {"kind": "bbands", "length": 20},
|
|
# # MFI
|
|
# {"kind": "mfi"},
|
|
# # CMF
|
|
# {"kind": "cmf"},
|
|
# # Williams %R
|
|
# {"kind": "willr", "length": 14},
|
|
# # CTI
|
|
# {"kind": "cti", "length": 20},
|
|
# # STOCHRSI
|
|
# {"kind": "stochrsi"},
|
|
# # KST
|
|
# {"kind": "kst"},
|
|
# # ROC
|
|
# {"kind": "roc"},
|
|
# # AROON
|
|
# {"kind": "aroon"},
|
|
# # UO
|
|
# {"kind": "uo"},
|
|
# # AO
|
|
# {"kind": "ao"},
|
|
# ],
|
|
# )
|
|
# informative_1h.ta.study(informative_1h_indicators_pandas_ta, cores=self.num_cores_indicators_calc)
|
|
# RSI
|
|
informative_1h["RSI_3"] = pta.rsi(informative_1h["close"], length=3)
|
|
informative_1h["RSI_14"] = pta.rsi(informative_1h["close"], length=14)
|
|
informative_1h["RSI_3_change_pct"] = (
|
|
(informative_1h["RSI_3"] - informative_1h["RSI_3"].shift(1)) / (informative_1h["RSI_3"].shift(1))
|
|
) * 100.0
|
|
informative_1h["RSI_14_change_pct"] = (
|
|
(informative_1h["RSI_14"] - informative_1h["RSI_14"].shift(1)) / (informative_1h["RSI_14"].shift(1))
|
|
) * 100.0
|
|
informative_1h["RSI_3_diff"] = informative_1h["RSI_3"] - informative_1h["RSI_3"].shift(1)
|
|
informative_1h["RSI_14_diff"] = informative_1h["RSI_14"] - informative_1h["RSI_14"].shift(1)
|
|
# EMA
|
|
informative_1h["EMA_12"] = pta.ema(informative_1h["close"], length=12)
|
|
informative_1h["EMA_200"] = pta.ema(informative_1h["close"], length=200, fillna=0.0)
|
|
# BB 20 - STD2
|
|
bbands_20_2 = pta.bbands(informative_1h["close"], length=20)
|
|
informative_1h["BBL_20_2.0"] = bbands_20_2["BBL_20_2.0"] if isinstance(bbands_20_2, pd.DataFrame) else np.nan
|
|
informative_1h["BBM_20_2.0"] = bbands_20_2["BBM_20_2.0"] if isinstance(bbands_20_2, pd.DataFrame) else np.nan
|
|
informative_1h["BBU_20_2.0"] = bbands_20_2["BBU_20_2.0"] if isinstance(bbands_20_2, pd.DataFrame) else np.nan
|
|
informative_1h["BBB_20_2.0"] = bbands_20_2["BBB_20_2.0"] if isinstance(bbands_20_2, pd.DataFrame) else np.nan
|
|
informative_1h["BBP_20_2.0"] = bbands_20_2["BBP_20_2.0"] if isinstance(bbands_20_2, pd.DataFrame) else np.nan
|
|
# MFI
|
|
informative_1h["MFI_14"] = pta.mfi(
|
|
informative_1h["high"], informative_1h["low"], informative_1h["close"], informative_1h["volume"], length=14
|
|
)
|
|
# CMF
|
|
informative_1h["CMF_20"] = pta.cmf(
|
|
informative_1h["high"], informative_1h["low"], informative_1h["close"], informative_1h["volume"], length=20
|
|
)
|
|
# Williams %R
|
|
informative_1h["WILLR_14"] = pta.willr(
|
|
informative_1h["high"], informative_1h["low"], informative_1h["close"], length=14
|
|
)
|
|
informative_1h["WILLR_84"] = pta.willr(
|
|
informative_1h["high"], informative_1h["low"], informative_1h["close"], length=84
|
|
)
|
|
# AROON
|
|
aroon_14 = pta.aroon(informative_1h["high"], informative_1h["low"], length=14)
|
|
informative_1h["AROONU_14"] = aroon_14["AROONU_14"] if isinstance(aroon_14, pd.DataFrame) else np.nan
|
|
informative_1h["AROOND_14"] = aroon_14["AROOND_14"] if isinstance(aroon_14, pd.DataFrame) else np.nan
|
|
# Stochastic
|
|
stochrsi = pta.stoch(informative_1h["high"], informative_1h["low"], informative_1h["close"])
|
|
informative_1h["STOCHk_14_3_3"] = stochrsi["STOCHk_14_3_3"] if isinstance(stochrsi, pd.DataFrame) else np.nan
|
|
informative_1h["STOCHd_14_3_3"] = stochrsi["STOCHd_14_3_3"] if isinstance(stochrsi, pd.DataFrame) else np.nan
|
|
# Stochastic RSI
|
|
stochrsi = pta.stochrsi(informative_1h["close"])
|
|
informative_1h["STOCHRSIk_14_14_3_3"] = (
|
|
stochrsi["STOCHRSIk_14_14_3_3"] if isinstance(stochrsi, pd.DataFrame) else np.nan
|
|
)
|
|
informative_1h["STOCHRSId_14_14_3_3"] = (
|
|
stochrsi["STOCHRSId_14_14_3_3"] if isinstance(stochrsi, pd.DataFrame) else np.nan
|
|
)
|
|
# KST
|
|
kst = pta.kst(informative_1h["close"])
|
|
informative_1h["KST_10_15_20_30_10_10_10_15"] = (
|
|
kst["KST_10_15_20_30_10_10_10_15"] if isinstance(kst, pd.DataFrame) else np.nan
|
|
)
|
|
informative_1h["KSTs_9"] = kst["KSTs_9"] if isinstance(kst, pd.DataFrame) else np.nan
|
|
# UO
|
|
informative_1h["UO_7_14_28"] = pta.uo(informative_1h["high"], informative_1h["low"], informative_1h["close"])
|
|
informative_1h["UO_7_14_28"] = (
|
|
(informative_1h["UO_7_14_28"]).astype(np.float64).replace(to_replace=[np.nan, None], value=(50.0))
|
|
)
|
|
informative_1h["UO_7_14_28_change_pct"] = (
|
|
(informative_1h["UO_7_14_28"] - informative_1h["UO_7_14_28"].shift(1))
|
|
/ abs(informative_1h["UO_7_14_28"].shift(1))
|
|
) * 100.0
|
|
# OBV
|
|
informative_1h["OBV"] = pta.obv(informative_1h["close"], informative_1h["volume"])
|
|
informative_1h["OBV_change_pct"] = (
|
|
(informative_1h["OBV"] - informative_1h["OBV"].shift(1)) / abs(informative_1h["OBV"].shift(1))
|
|
) * 100.0
|
|
# ROC
|
|
informative_1h["ROC_2"] = pta.roc(informative_1h["close"], length=2)
|
|
informative_1h["ROC_9"] = pta.roc(informative_1h["close"], length=9)
|
|
# CCI
|
|
informative_1h["CCI_20"] = pta.cci(
|
|
informative_1h["high"], informative_1h["low"], informative_1h["close"], length=20
|
|
)
|
|
informative_1h["CCI_20"] = (
|
|
(informative_1h["CCI_20"]).astype(np.float64).replace(to_replace=[np.nan, None], value=(0.0))
|
|
)
|
|
informative_1h["CCI_20_change_pct"] = (
|
|
(informative_1h["CCI_20"] - informative_1h["CCI_20"].shift(1)) / abs(informative_1h["CCI_20"].shift(1))
|
|
) * 100.0
|
|
# Candle change
|
|
informative_1h["change_pct"] = (informative_1h["close"] - informative_1h["open"]) / informative_1h["open"] * 100.0
|
|
# Wicks
|
|
informative_1h["top_wick_pct"] = (
|
|
(informative_1h["high"] - np.maximum(informative_1h["open"], informative_1h["close"]))
|
|
/ np.maximum(informative_1h["open"], informative_1h["close"])
|
|
* 100.0
|
|
)
|
|
informative_1h["bot_wick_pct"] = abs(
|
|
(informative_1h["low"] - np.minimum(informative_1h["open"], informative_1h["close"]))
|
|
/ np.minimum(informative_1h["open"], informative_1h["close"])
|
|
* 100.0
|
|
)
|
|
|
|
# Performance logging
|
|
# -----------------------------------------------------------------------------------------
|
|
tok = time.perf_counter()
|
|
log.debug(f"[{metadata['pair']}] informative_1h_indicators took: {tok - tik:0.4f} seconds.")
|
|
|
|
return informative_1h
|
|
|
|
# Informative 15m Timeframe Indicators
|
|
# ---------------------------------------------------------------------------------------------
|
|
def informative_15m_indicators(self, metadata: dict, info_timeframe) -> DataFrame:
|
|
tik = time.perf_counter()
|
|
assert self.dp, "DataProvider is required for multiple timeframes."
|
|
|
|
# Get the informative pair
|
|
informative_15m = self.dp.get_pair_dataframe(pair=metadata["pair"], timeframe=info_timeframe)
|
|
|
|
# Indicators
|
|
# -----------------------------------------------------------------------------------------
|
|
# informative_15m_indicators_pandas_ta = pta.Strategy(
|
|
# name="informative_15m_indicators_pandas_ta",
|
|
# ta=[
|
|
# # RSI
|
|
# {"kind": "rsi", "length": 3},
|
|
# {"kind": "rsi", "length": 14},
|
|
# # {"kind": "rsi", "length": 20},
|
|
# # EMA
|
|
# {"kind": "ema", "length": 12},
|
|
# # {"kind": "ema", "length": 16},
|
|
# # {"kind": "ema", "length": 20},
|
|
# # {"kind": "ema", "length": 26},
|
|
# # {"kind": "ema", "length": 50},
|
|
# # {"kind": "ema", "length": 100},
|
|
# # {"kind": "ema", "length": 200},
|
|
# # SMA
|
|
# # {"kind": "sma", "length": 16},
|
|
# # BB 20 - STD2
|
|
# {"kind": "bbands", "length": 20},
|
|
# # Williams %R
|
|
# {"kind": "willr", "length": 14},
|
|
# # CTI
|
|
# {"kind": "cti", "length": 20},
|
|
# # STOCHRSI
|
|
# {"kind": "stochrsi"},
|
|
# # ROC
|
|
# {"kind": "roc"},
|
|
# # AROON
|
|
# {"kind": "aroon"},
|
|
# # UO
|
|
# {"kind": "uo"},
|
|
# # AO
|
|
# {"kind": "ao"},
|
|
# ],
|
|
# )
|
|
# informative_15m.ta.study(informative_15m_indicators_pandas_ta, cores=self.num_cores_indicators_calc)
|
|
# RSI
|
|
informative_15m["RSI_3"] = pta.rsi(informative_15m["close"], length=3)
|
|
informative_15m["RSI_14"] = pta.rsi(informative_15m["close"], length=14)
|
|
informative_15m["RSI_3_change_pct"] = (
|
|
(informative_15m["RSI_3"] - informative_15m["RSI_3"].shift(1)) / (informative_15m["RSI_3"].shift(1))
|
|
) * 100.0
|
|
informative_15m["RSI_14_change_pct"] = (
|
|
(informative_15m["RSI_14"] - informative_15m["RSI_14"].shift(1)) / (informative_15m["RSI_14"].shift(1))
|
|
) * 100.0
|
|
# MFI
|
|
informative_15m["MFI_14"] = pta.mfi(
|
|
informative_15m["high"], informative_15m["low"], informative_15m["close"], informative_15m["volume"], length=14
|
|
)
|
|
# CMF
|
|
informative_15m["CMF_20"] = pta.cmf(
|
|
informative_15m["high"], informative_15m["low"], informative_15m["close"], informative_15m["volume"], length=20
|
|
)
|
|
# Williams %R
|
|
informative_15m["WILLR_14"] = pta.willr(
|
|
informative_15m["high"], informative_15m["low"], informative_15m["close"], length=14
|
|
)
|
|
# AROON
|
|
aroon_14 = pta.aroon(informative_15m["high"], informative_15m["low"], length=14)
|
|
informative_15m["AROONU_14"] = aroon_14["AROONU_14"] if isinstance(aroon_14, pd.DataFrame) else np.nan
|
|
informative_15m["AROOND_14"] = aroon_14["AROOND_14"] if isinstance(aroon_14, pd.DataFrame) else np.nan
|
|
# Stochastic
|
|
stochrsi = pta.stoch(informative_15m["high"], informative_15m["low"], informative_15m["close"])
|
|
informative_15m["STOCHk_14_3_3"] = stochrsi["STOCHk_14_3_3"] if isinstance(stochrsi, pd.DataFrame) else np.nan
|
|
informative_15m["STOCHd_14_3_3"] = stochrsi["STOCHd_14_3_3"] if isinstance(stochrsi, pd.DataFrame) else np.nan
|
|
# Stochastic RSI
|
|
stochrsi = pta.stochrsi(informative_15m["close"])
|
|
informative_15m["STOCHRSIk_14_14_3_3"] = (
|
|
stochrsi["STOCHRSIk_14_14_3_3"] if isinstance(stochrsi, pd.DataFrame) else np.nan
|
|
)
|
|
informative_15m["STOCHRSId_14_14_3_3"] = (
|
|
stochrsi["STOCHRSId_14_14_3_3"] if isinstance(stochrsi, pd.DataFrame) else np.nan
|
|
)
|
|
# UO
|
|
informative_15m["UO_7_14_28"] = pta.uo(informative_15m["high"], informative_15m["low"], informative_15m["close"])
|
|
informative_15m["UO_7_14_28_change_pct"] = (
|
|
informative_15m["UO_7_14_28"] - informative_15m["UO_7_14_28"].shift(1)
|
|
) * 100.0
|
|
# OBV
|
|
informative_15m["OBV"] = pta.obv(informative_15m["close"], informative_15m["volume"])
|
|
informative_15m["OBV_change_pct"] = (
|
|
(informative_15m["OBV"] - informative_15m["OBV"].shift(1)) / abs(informative_15m["OBV"].shift(1))
|
|
) * 100.0
|
|
# ROC
|
|
informative_15m["ROC_9"] = pta.roc(informative_15m["close"], length=9)
|
|
# CCI
|
|
informative_15m["CCI_20"] = pta.cci(
|
|
informative_15m["high"], informative_15m["low"], informative_15m["close"], length=20
|
|
)
|
|
informative_15m["CCI_20"] = (
|
|
(informative_15m["CCI_20"]).astype(np.float64).replace(to_replace=[np.nan, None], value=(0.0))
|
|
)
|
|
informative_15m["CCI_20_change_pct"] = (
|
|
(informative_15m["CCI_20"] - informative_15m["CCI_20"].shift(1)) / abs(informative_15m["CCI_20"].shift(1))
|
|
) * 100.0
|
|
# Candle change
|
|
informative_15m["change_pct"] = (
|
|
(informative_15m["close"] - informative_15m["open"]) / informative_15m["open"] * 100.0
|
|
)
|
|
|
|
# Performance logging
|
|
# -----------------------------------------------------------------------------------------
|
|
tok = time.perf_counter()
|
|
log.debug(f"[{metadata['pair']}] informative_15m_indicators took: {tok - tik:0.4f} seconds.")
|
|
|
|
return informative_15m
|
|
|
|
# Coin Pair Base Timeframe Indicators
|
|
# ---------------------------------------------------------------------------------------------
|
|
def base_tf_5m_indicators(self, metadata: dict, df: DataFrame) -> DataFrame:
|
|
tik = time.perf_counter()
|
|
|
|
# Indicators
|
|
# base_tf_5m_indicators_pandas_ta = pta.Strategy(
|
|
# name="base_tf_5m_indicators_pandas_ta",
|
|
# ta=[
|
|
# # RSI
|
|
# {"kind": "rsi", "length": 3},
|
|
# {"kind": "rsi", "length": 4},
|
|
# {"kind": "rsi", "length": 14},
|
|
# {"kind": "rsi", "length": 20},
|
|
# # EMA
|
|
# {"kind": "ema", "length": 3},
|
|
# {"kind": "ema", "length": 9},
|
|
# {"kind": "ema", "length": 12},
|
|
# {"kind": "ema", "length": 16},
|
|
# {"kind": "ema", "length": 20},
|
|
# {"kind": "ema", "length": 26},
|
|
# {"kind": "ema", "length": 50},
|
|
# {"kind": "ema", "length": 100},
|
|
# {"kind": "ema", "length": 200},
|
|
# # SMA
|
|
# {"kind": "sma", "length": 16},
|
|
# {"kind": "sma", "length": 30},
|
|
# {"kind": "sma", "length": 75},
|
|
# {"kind": "sma", "length": 200},
|
|
# # BB 20 - STD2
|
|
# {"kind": "bbands", "length": 20},
|
|
# # BB 40 - STD2
|
|
# {"kind": "bbands", "length": 40},
|
|
# # Williams %R
|
|
# {"kind": "willr", "length": 14},
|
|
# {"kind": "willr", "length": 480},
|
|
# # CTI
|
|
# {"kind": "cti", "length": 20},
|
|
# # MFI
|
|
# {"kind": "mfi"},
|
|
# # CMF
|
|
# {"kind": "cmf"},
|
|
# # CCI
|
|
# {"kind": "cci", "length": 20},
|
|
# # Hull Moving Average
|
|
# {"kind": "hma", "length": 55},
|
|
# {"kind": "hma", "length": 70},
|
|
# # ZL MA
|
|
# # {"kind": "zlma", "length": 50, "mamode":"linreg"},
|
|
# # Heiken Ashi
|
|
# # {"kind": "ha"},
|
|
# # STOCHRSI
|
|
# {"kind": "stochrsi"},
|
|
# # KST
|
|
# {"kind": "kst"},
|
|
# # ROC
|
|
# {"kind": "roc"},
|
|
# # AROON
|
|
# {"kind": "aroon"},
|
|
# # UO
|
|
# {"kind": "uo"},
|
|
# # AO
|
|
# {"kind": "ao"},
|
|
# # OBV
|
|
# {"kind": "obv"},
|
|
# ],
|
|
# )
|
|
# df.ta.study(base_tf_5m_indicators_pandas_ta, cores=self.num_cores_indicators_calc)
|
|
# RSI
|
|
df["RSI_3"] = pta.rsi(df["close"], length=3)
|
|
df["RSI_4"] = pta.rsi(df["close"], length=4)
|
|
df["RSI_14"] = pta.rsi(df["close"], length=14)
|
|
df["RSI_20"] = pta.rsi(df["close"], length=20)
|
|
df["RSI_3_change_pct"] = ((df["RSI_3"] - df["RSI_3"].shift(1)) / (df["RSI_3"].shift(1))) * 100.0
|
|
df["RSI_14_change_pct"] = ((df["RSI_14"] - df["RSI_14"].shift(1)) / (df["RSI_14"].shift(1))) * 100.0
|
|
# EMA
|
|
df["EMA_3"] = pta.ema(df["close"], length=3)
|
|
df["EMA_9"] = pta.ema(df["close"], length=9)
|
|
df["EMA_12"] = pta.ema(df["close"], length=12)
|
|
df["EMA_16"] = pta.ema(df["close"], length=16)
|
|
df["EMA_20"] = pta.ema(df["close"], length=20)
|
|
df["EMA_26"] = pta.ema(df["close"], length=26)
|
|
df["EMA_50"] = pta.ema(df["close"], length=50)
|
|
df["EMA_200"] = pta.ema(df["close"], length=200, fillna=0.0)
|
|
# SMA
|
|
df["SMA_16"] = pta.sma(df["close"], length=16)
|
|
df["SMA_30"] = pta.sma(df["close"], length=30)
|
|
# BB 20 - STD2
|
|
bbands_20_2 = pta.bbands(df["close"], length=20)
|
|
df["BBL_20_2.0"] = bbands_20_2["BBL_20_2.0"] if isinstance(bbands_20_2, pd.DataFrame) else np.nan
|
|
df["BBM_20_2.0"] = bbands_20_2["BBM_20_2.0"] if isinstance(bbands_20_2, pd.DataFrame) else np.nan
|
|
df["BBU_20_2.0"] = bbands_20_2["BBU_20_2.0"] if isinstance(bbands_20_2, pd.DataFrame) else np.nan
|
|
df["BBB_20_2.0"] = bbands_20_2["BBB_20_2.0"] if isinstance(bbands_20_2, pd.DataFrame) else np.nan
|
|
df["BBP_20_2.0"] = bbands_20_2["BBP_20_2.0"] if isinstance(bbands_20_2, pd.DataFrame) else np.nan
|
|
# MFI
|
|
df["MFI_14"] = pta.mfi(df["high"], df["low"], df["close"], df["volume"], length=14)
|
|
# CMF
|
|
df["CMF_20"] = pta.cmf(df["high"], df["low"], df["close"], df["volume"], length=20)
|
|
# Williams %R
|
|
df["WILLR_14"] = pta.willr(df["high"], df["low"], df["close"], length=14)
|
|
df["WILLR_480"] = pta.willr(df["high"], df["low"], df["close"], length=480)
|
|
# AROON
|
|
aroon_14 = pta.aroon(df["high"], df["low"], length=14)
|
|
df["AROONU_14"] = aroon_14["AROONU_14"] if isinstance(aroon_14, pd.DataFrame) else np.nan
|
|
df["AROOND_14"] = aroon_14["AROOND_14"] if isinstance(aroon_14, pd.DataFrame) else np.nan
|
|
# Stochastic RSI
|
|
stochrsi = pta.stochrsi(df["close"])
|
|
df["STOCHRSIk_14_14_3_3"] = stochrsi["STOCHRSIk_14_14_3_3"] if isinstance(stochrsi, pd.DataFrame) else np.nan
|
|
df["STOCHRSId_14_14_3_3"] = stochrsi["STOCHRSId_14_14_3_3"] if isinstance(stochrsi, pd.DataFrame) else np.nan
|
|
# KST
|
|
kst = pta.kst(df["close"])
|
|
df["KST_10_15_20_30_10_10_10_15"] = kst["KST_10_15_20_30_10_10_10_15"] if isinstance(kst, pd.DataFrame) else np.nan
|
|
df["KSTs_9"] = kst["KSTs_9"] if isinstance(kst, pd.DataFrame) else np.nan
|
|
# OBV
|
|
df["OBV"] = pta.obv(df["close"], df["volume"])
|
|
df["OBV_change_pct"] = ((df["OBV"] - df["OBV"].shift(1)) / abs(df["OBV"].shift(1))) * 100.0
|
|
# ROC
|
|
df["ROC_2"] = pta.roc(df["close"], length=2)
|
|
df["ROC_9"] = pta.roc(df["close"], length=9)
|
|
# Candle change
|
|
df["change_pct"] = (df["close"] - df["open"]) / df["open"] * 100.0
|
|
# Close max
|
|
df["close_max_48"] = df["close"].rolling(48).max()
|
|
# Number of empty candles
|
|
df["num_empty_288"] = (df["volume"] <= 0).rolling(window=288, min_periods=288).sum()
|
|
|
|
# -----------------------------------------------------------------------------------------
|
|
|
|
# Global protections
|
|
# -----------------------------------------------------------------------------------------
|
|
if not self.config["runmode"].value in ("live", "dry_run"):
|
|
# Backtest age filter
|
|
df["bt_agefilter_ok"] = False
|
|
df.loc[df.index > (12 * 24 * self.bt_min_age_days), "bt_agefilter_ok"] = True
|
|
else:
|
|
# Exchange downtime protection
|
|
df["live_data_ok"] = df["volume"].rolling(window=72, min_periods=72).min() > 0
|
|
|
|
# Performance logging
|
|
# -----------------------------------------------------------------------------------------
|
|
tok = time.perf_counter()
|
|
log.debug(f"[{metadata['pair']}] base_tf_5m_indicators took: {tok - tik:0.4f} seconds.")
|
|
|
|
return df
|
|
|
|
# Coin Pair Indicator Switch Case
|
|
# ---------------------------------------------------------------------------------------------
|
|
def info_switcher(self, metadata: dict, info_timeframe) -> DataFrame:
|
|
if info_timeframe == "1d":
|
|
return self.informative_1d_indicators(metadata, info_timeframe)
|
|
elif info_timeframe == "4h":
|
|
return self.informative_4h_indicators(metadata, info_timeframe)
|
|
elif info_timeframe == "1h":
|
|
return self.informative_1h_indicators(metadata, info_timeframe)
|
|
elif info_timeframe == "15m":
|
|
return self.informative_15m_indicators(metadata, info_timeframe)
|
|
else:
|
|
raise RuntimeError(f"{info_timeframe} not supported as informative timeframe for BTC pair.")
|
|
|
|
# BTC 1D Indicators
|
|
# ---------------------------------------------------------------------------------------------
|
|
def btc_info_1d_indicators(self, btc_info_pair, btc_info_timeframe, metadata: dict) -> DataFrame:
|
|
tik = time.perf_counter()
|
|
btc_info_1d = self.dp.get_pair_dataframe(btc_info_pair, btc_info_timeframe)
|
|
# Indicators
|
|
# -----------------------------------------------------------------------------------------
|
|
# btc_info_1d_indicators_pandas_ta = pta.Strategy(
|
|
# name="btc_info_1d_indicators_pandas_ta",
|
|
# ta=[
|
|
# # RSI
|
|
# # {"kind": "rsi", "length": 3},
|
|
# {"kind": "rsi", "length": 14},
|
|
# # {"kind": "rsi", "length": 20},
|
|
# # EMA
|
|
# # {"kind": "ema", "length": 12},
|
|
# # {"kind": "ema", "length": 16},
|
|
# # {"kind": "ema", "length": 20},
|
|
# # {"kind": "ema", "length": 26},
|
|
# # {"kind": "ema", "length": 50},
|
|
# # {"kind": "ema", "length": 100},
|
|
# # {"kind": "ema", "length": 200},
|
|
# # SMA
|
|
# # {"kind": "sma", "length": 16},
|
|
# ],
|
|
# )
|
|
# btc_info_1d.ta.study(btc_info_1d_indicators_pandas_ta, cores=self.num_cores_indicators_calc)
|
|
|
|
# Add prefix
|
|
# -----------------------------------------------------------------------------------------
|
|
ignore_columns = ["date"]
|
|
btc_info_1d.rename(columns=lambda s: f"btc_{s}" if s not in ignore_columns else s, inplace=True)
|
|
|
|
tok = time.perf_counter()
|
|
log.debug(f"[{metadata['pair']}] btc_info_1d_indicators took: {tok - tik:0.4f} seconds.")
|
|
|
|
return btc_info_1d
|
|
|
|
# BTC 4h Indicators
|
|
# ---------------------------------------------------------------------------------------------
|
|
def btc_info_4h_indicators(self, btc_info_pair, btc_info_timeframe, metadata: dict) -> DataFrame:
|
|
tik = time.perf_counter()
|
|
btc_info_4h = self.dp.get_pair_dataframe(btc_info_pair, btc_info_timeframe)
|
|
# Indicators
|
|
# -----------------------------------------------------------------------------------------
|
|
|
|
# Add prefix
|
|
# -----------------------------------------------------------------------------------------
|
|
ignore_columns = ["date"]
|
|
btc_info_4h.rename(columns=lambda s: f"btc_{s}" if s not in ignore_columns else s, inplace=True)
|
|
|
|
tok = time.perf_counter()
|
|
log.debug(f"[{metadata['pair']}] btc_info_4h_indicators took: {tok - tik:0.4f} seconds.")
|
|
|
|
return btc_info_4h
|
|
|
|
# BTC 1h Indicators
|
|
# ---------------------------------------------------------------------------------------------
|
|
def btc_info_1h_indicators(self, btc_info_pair, btc_info_timeframe, metadata: dict) -> DataFrame:
|
|
tik = time.perf_counter()
|
|
btc_info_1h = self.dp.get_pair_dataframe(btc_info_pair, btc_info_timeframe)
|
|
# Indicators
|
|
# -----------------------------------------------------------------------------------------
|
|
|
|
# Add prefix
|
|
# -----------------------------------------------------------------------------------------
|
|
ignore_columns = ["date"]
|
|
btc_info_1h.rename(columns=lambda s: f"btc_{s}" if s not in ignore_columns else s, inplace=True)
|
|
|
|
tok = time.perf_counter()
|
|
log.debug(f"[{metadata['pair']}] btc_info_1h_indicators took: {tok - tik:0.4f} seconds.")
|
|
|
|
return btc_info_1h
|
|
|
|
# BTC 15m Indicators
|
|
# ---------------------------------------------------------------------------------------------
|
|
def btc_info_15m_indicators(self, btc_info_pair, btc_info_timeframe, metadata: dict) -> DataFrame:
|
|
tik = time.perf_counter()
|
|
btc_info_15m = self.dp.get_pair_dataframe(btc_info_pair, btc_info_timeframe)
|
|
# Indicators
|
|
# -----------------------------------------------------------------------------------------
|
|
|
|
# Add prefix
|
|
# -----------------------------------------------------------------------------------------
|
|
ignore_columns = ["date"]
|
|
btc_info_15m.rename(columns=lambda s: f"btc_{s}" if s not in ignore_columns else s, inplace=True)
|
|
|
|
tok = time.perf_counter()
|
|
log.debug(f"[{metadata['pair']}] btc_info_15m_indicators took: {tok - tik:0.4f} seconds.")
|
|
|
|
return btc_info_15m
|
|
|
|
# BTC 5m Indicators
|
|
# ---------------------------------------------------------------------------------------------
|
|
def btc_info_5m_indicators(self, btc_info_pair, btc_info_timeframe, metadata: dict) -> DataFrame:
|
|
tik = time.perf_counter()
|
|
btc_info_5m = self.dp.get_pair_dataframe(btc_info_pair, btc_info_timeframe)
|
|
# Indicators
|
|
# -----------------------------------------------------------------------------------------
|
|
|
|
# Add prefix
|
|
# -----------------------------------------------------------------------------------------
|
|
ignore_columns = ["date"]
|
|
btc_info_5m.rename(columns=lambda s: f"btc_{s}" if s not in ignore_columns else s, inplace=True)
|
|
|
|
tok = time.perf_counter()
|
|
log.debug(f"[{metadata['pair']}] btc_info_5m_indicators took: {tok - tik:0.4f} seconds.")
|
|
|
|
return btc_info_5m
|
|
|
|
# BTC Indicator Switch Case
|
|
# ---------------------------------------------------------------------------------------------
|
|
def btc_info_switcher(self, btc_info_pair, btc_info_timeframe, metadata: dict) -> DataFrame:
|
|
if btc_info_timeframe == "1d":
|
|
return self.btc_info_1d_indicators(btc_info_pair, btc_info_timeframe, metadata)
|
|
elif btc_info_timeframe == "4h":
|
|
return self.btc_info_4h_indicators(btc_info_pair, btc_info_timeframe, metadata)
|
|
elif btc_info_timeframe == "1h":
|
|
return self.btc_info_1h_indicators(btc_info_pair, btc_info_timeframe, metadata)
|
|
elif btc_info_timeframe == "15m":
|
|
return self.btc_info_15m_indicators(btc_info_pair, btc_info_timeframe, metadata)
|
|
elif btc_info_timeframe == "5m":
|
|
return self.btc_info_5m_indicators(btc_info_pair, btc_info_timeframe, metadata)
|
|
else:
|
|
raise RuntimeError(f"{btc_info_timeframe} not supported as informative timeframe for BTC pair.")
|
|
|
|
# Populate Indicators
|
|
# ---------------------------------------------------------------------------------------------
|
|
def populate_indicators(self, df: DataFrame, metadata: dict) -> DataFrame:
|
|
tik = time.perf_counter()
|
|
"""
|
|
--> BTC informative indicators
|
|
___________________________________________________________________________________________
|
|
"""
|
|
if self.config["stake_currency"] in [
|
|
"USDT",
|
|
"BUSD",
|
|
"USDC",
|
|
"DAI",
|
|
"TUSD",
|
|
"FDUSD",
|
|
"PAX",
|
|
"USD",
|
|
"EUR",
|
|
"GBP",
|
|
"TRY",
|
|
]:
|
|
if ("trading_mode" in self.config) and (self.config["trading_mode"] in ["futures", "margin"]):
|
|
btc_info_pair = f"BTC/{self.config['stake_currency']}:{self.config['stake_currency']}"
|
|
else:
|
|
btc_info_pair = f"BTC/{self.config['stake_currency']}"
|
|
else:
|
|
if ("trading_mode" in self.config) and (self.config["trading_mode"] in ["futures", "margin"]):
|
|
btc_info_pair = "BTC/USDT:USDT"
|
|
else:
|
|
btc_info_pair = "BTC/USDT"
|
|
|
|
for btc_info_timeframe in self.btc_info_timeframes:
|
|
btc_informative = self.btc_info_switcher(btc_info_pair, btc_info_timeframe, metadata)
|
|
df = merge_informative_pair(df, btc_informative, self.timeframe, btc_info_timeframe, ffill=True)
|
|
# Customize what we drop - in case we need to maintain some BTC informative ohlcv data
|
|
# Default drop all
|
|
drop_columns = {
|
|
"1d": [f"btc_{s}_{btc_info_timeframe}" for s in ["date", "open", "high", "low", "close", "volume"]],
|
|
"4h": [f"btc_{s}_{btc_info_timeframe}" for s in ["date", "open", "high", "low", "close", "volume"]],
|
|
"1h": [f"btc_{s}_{btc_info_timeframe}" for s in ["date", "open", "high", "low", "close", "volume"]],
|
|
"15m": [f"btc_{s}_{btc_info_timeframe}" for s in ["date", "open", "high", "low", "close", "volume"]],
|
|
"5m": [f"btc_{s}_{btc_info_timeframe}" for s in ["date", "open", "high", "low", "close", "volume"]],
|
|
}.get(
|
|
btc_info_timeframe,
|
|
[f"{s}_{btc_info_timeframe}" for s in ["date", "open", "high", "low", "close", "volume"]],
|
|
)
|
|
drop_columns.append(f"date_{btc_info_timeframe}")
|
|
df.drop(columns=df.columns.intersection(drop_columns), inplace=True)
|
|
|
|
"""
|
|
--> Indicators on informative timeframes
|
|
___________________________________________________________________________________________
|
|
"""
|
|
for info_timeframe in self.info_timeframes:
|
|
info_indicators = self.info_switcher(metadata, info_timeframe)
|
|
df = merge_informative_pair(df, info_indicators, self.timeframe, info_timeframe, ffill=True)
|
|
# Customize what we drop - in case we need to maintain some informative timeframe ohlcv data
|
|
# Default drop all except base timeframe ohlcv data
|
|
drop_columns = {
|
|
"1d": [f"{s}_{info_timeframe}" for s in ["date", "open", "high", "low", "close", "volume"]],
|
|
"4h": [f"{s}_{info_timeframe}" for s in ["date", "open", "high", "low", "close", "volume"]],
|
|
"1h": [f"{s}_{info_timeframe}" for s in ["date", "open", "high", "low", "close", "volume"]],
|
|
"15m": [f"{s}_{info_timeframe}" for s in ["date", "high", "low", "volume"]],
|
|
}.get(info_timeframe, [f"{s}_{info_timeframe}" for s in ["date", "open", "high", "low", "close", "volume"]])
|
|
df.drop(columns=df.columns.intersection(drop_columns), inplace=True)
|
|
|
|
"""
|
|
--> The indicators for the base timeframe (5m)
|
|
___________________________________________________________________________________________
|
|
"""
|
|
df = self.base_tf_5m_indicators(metadata, df)
|
|
|
|
# df["zlma_50_1h"] = df["zlma_50_1h"].astype(np.float64).replace(to_replace=[np.nan, None], value=(0.0))
|
|
# df["CTI_20_1d"] = df["CTI_20_1d"].astype(np.float64).replace(to_replace=[np.nan, None], value=(0.0))
|
|
# df["WILLR_480_1h"] = df["WILLR_480_1h"].astype(np.float64).replace(to_replace=[np.nan, None], value=(-50.0))
|
|
# df["WILLR_480_4h"] = df["WILLR_480_4h"].astype(np.float64).replace(to_replace=[np.nan, None], value=(-50.0))
|
|
# df["RSI_14_1d"] = df["RSI_14_1d"].astype(np.float64).replace(to_replace=[np.nan, None], value=(50.0))
|
|
df["RSI_14_1h"] = df["RSI_14_1h"].astype(np.float64).replace(to_replace=[np.nan, None], value=(50.0))
|
|
|
|
# Global protections Long
|
|
df["protections_long_global"] = True
|
|
|
|
df["global_protections_long_pump"] = (
|
|
# 5m & 15m & 4h down move, 5m & 4h still not low enough, 1d high & overbought
|
|
(
|
|
(df["RSI_3"] > 5.0)
|
|
| (df["RSI_3_15m"] > 30.0)
|
|
| (df["RSI_3_4h"] > 40.0)
|
|
| (df["AROONU_14"] < 25.0)
|
|
| (df["WILLR_14_4h"] < -75.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
| (df["AROONU_14_1d"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
| (df["ROC_9_1d"] < 40.0)
|
|
)
|
|
# 5m & 15m & 1h & 4h & 1d down move, 15m & 1h & 4h still not low enough, 1d overbought
|
|
& (
|
|
(df["RSI_3"] > 5.0)
|
|
| (df["RSI_3_15m"] > 10.0)
|
|
| (df["RSI_3_1h"] > 20.0)
|
|
| (df["RSI_3_4h"] > 60.0)
|
|
| (df["RSI_3_1d"] > 60.0)
|
|
| (df["RSI_14_15m"] < 25.0)
|
|
| (df["RSI_14_1h"] < 30.0)
|
|
| (df["RSI_14_4h"] < 40.0)
|
|
| (df["WILLR_14_4h"] < -95.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
| (df["ROC_9_1d"] < 30.0)
|
|
)
|
|
# 15m & 1h down move, 15m & 1h still high, 4h & 1d high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 5.0)
|
|
| (df["RSI_3_1h"] > 40.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
| (df["ROC_9_4h"] < 50.0)
|
|
| (df["RSI_14_1d"] < 70.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high, 4h high, 1d still high
|
|
& (
|
|
(df["RSI_3_15m"] > 15.0)
|
|
| (df["RSI_3_1h"] > 40.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["WILLR_14_4h"] < -30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 15m & 1h & 4h still not low enough, 1d high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 20.0)
|
|
| (df["RSI_3_1h"] > 20.0)
|
|
| (df["RSI_3_4h"] > 25.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["RSI_14_1h"] < 30.0)
|
|
| (df["RSI_14_4h"] < 35.0)
|
|
| (df["RSI_14_1d"] < 50.0)
|
|
| (df["AROONU_14_1d"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
| (df["ROC_9_1d"] < 40.0)
|
|
)
|
|
# 15m down move, 15m & 1h & 4h still high, 1d high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 20.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["STOCHk_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["AROONU_14_4h"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
| (df["RSI_14_1d"] < 60.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 80.0)
|
|
| (df["ROC_9_1d"] < 30.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 15m & 1h & 4h still not low enough, 1d high
|
|
& (
|
|
(df["RSI_3_15m"] > 5.0)
|
|
| (df["RSI_3_1h"] > 25.0)
|
|
| (df["RSI_3_4h"] > 40.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 10.0)
|
|
| (df["RSI_14_1h"] < 35.0)
|
|
| (df["RSI_14_4h"] < 40.0)
|
|
| (df["RSI_14_1d"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 90.0)
|
|
)
|
|
# 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"] > 35.0)
|
|
| (df["RSI_3_4h"] > 50.0)
|
|
| (df["RSI_3_1d"] > 60.0)
|
|
| (df["RSI_14_15m"] < 15.0)
|
|
| (df["RSI_14_1h"] < 35.0)
|
|
| (df["WILLR_14_1h"] < -85.0)
|
|
| (df["STOCHk_14_3_3_1h"] < 20.0)
|
|
| (df["RSI_14_4h"] < 40.0)
|
|
| (df["WILLR_14_4h"] < -85.0)
|
|
| (df["RSI_14_1d"] < 50.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["STOCHk_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 15m still not low enough, 4h & 1d still high
|
|
& (
|
|
(df["RSI_3_15m"] > 20.0)
|
|
| (df["RSI_3_1h"] > 25.0)
|
|
| (df["RSI_3_4h"] > 50.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 15m & 1h & 4h still not low enough, 1d high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 25.0)
|
|
| (df["RSI_3_1h"] > 45.0)
|
|
| (df["RSI_3_4h"] > 50.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["RSI_14_1d"] < 70.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["ROC_9_1d"] < 200.0)
|
|
)
|
|
# 15m & 1h down move, 15m still not low enough, 1h & 4h high
|
|
& (
|
|
(df["RSI_3_15m"] > 25.0)
|
|
| (df["RSI_3_4h"] > 60.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["RSI_14_1h"] < 50.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["STOCHk_14_3_3_1h"] < 40.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHk_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 15m & 1h & 4h still not low enough, 1d high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 20.0)
|
|
| (df["RSI_3_1h"] > 40.0)
|
|
| (df["RSI_3_4h"] > 40.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["STOCHk_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 35.0)
|
|
| (df["STOCHk_14_3_3_1h"] < 10.0)
|
|
| (df["RSI_14_4h"] < 40.0)
|
|
| (df["STOCHk_14_3_3_4h"] < 10.0)
|
|
| (df["RSI_14_1d"] < 70.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["STOCHk_14_3_3_1d"] < 50.0)
|
|
| (df["ROC_9_1d"] < 200.0)
|
|
)
|
|
# 15m & 1h down move, 15m & 1h still not low enough, 4h & 1d high
|
|
& (
|
|
(df["RSI_3_15m"] > 20.0)
|
|
| (df["RSI_3_1h"] > 45.0)
|
|
| (df["RSI_14_15m"] < 35.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["RSI_14_1h"] < 45.0)
|
|
| (df["RSI_14_4h"] < 70.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 90.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 15m & 1h still not low enough, 4h still high, 1d high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 20.0)
|
|
| (df["RSI_3_1h"] > 45.0)
|
|
| (df["RSI_3_4h"] > 60.0)
|
|
| (df["RSI_14_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["RSI_14_4h"] < 60.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
| (df["RSI_14_1d"] < 80.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 90.0)
|
|
| (df["ROC_9_1d"] < 40.0)
|
|
)
|
|
# 15m & 1h down move, 15m & 1h still not low enough, 4h still high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 20.0)
|
|
| (df["RSI_3_1h"] > 60.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["CCI_20_15m"] < -250.0)
|
|
| (df["STOCHk_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (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["CCI_20_4h"] < 100.0)
|
|
| (df["STOCHk_14_3_3_4h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
| (df["ROC_9_4h"] < 40.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 1h still not low enough, 4h still high, 1d high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 20.0)
|
|
| (df["RSI_3_1h"] > 60.0)
|
|
| (df["RSI_3_4h"] > 60.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["RSI_14_4h"] < 60.0)
|
|
| (df["RSI_14_1d"] < 80.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 90.0)
|
|
| (df["ROC_9_1d"] < 200.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 15m & 1h & 4h still not low enough, 1d high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 25.0)
|
|
| (df["RSI_3_1h"] > 45.0)
|
|
| (df["RSI_3_4h"] > 30.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
| (df["RSI_14_4h"] < 40.0)
|
|
| (df["AROONU_14_4h"] < 25.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["ROC_9_1d"] < 40.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 1h & 4h still not low enough, 1d high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 25.0)
|
|
| (df["RSI_3_1h"] > 25.0)
|
|
| (df["RSI_3_4h"] > 45.0)
|
|
| (df["RSI_14_1h"] < 30.0)
|
|
| (df["AROONU_14_1h"] < 25.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["WILLR_14_4h"] < -80.0)
|
|
| (df["AROONU_14_4h"] < 25.0)
|
|
| (df["RSI_14_1d"] < 70.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 90.0)
|
|
| (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 15m & 1h down move, 15m & 1h still not low enough, 4h still high, 1h high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 25.0)
|
|
| (df["RSI_3_1h"] > 35.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["STOCHk_14_3_3_1h"] < 20.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["STOCHk_14_3_3_4h"] < 50.0)
|
|
| (df["RSI_14_1d"] < 70.0)
|
|
| (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 15m & 1h & 4h & 1d down move, 15m & 1h & 4h still not low enough, 1d still high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 25.0)
|
|
| (df["RSI_3_1h"] > 50.0)
|
|
| (df["RSI_3_4h"] > 60.0)
|
|
| (df["RSI_3_1d"] > 60.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["CMF_20_15m"] < -0.35)
|
|
| (df["RSI_14_1h"] < 35.0)
|
|
| (df["CMF_20_1h"] < -0.25)
|
|
| (df["AROONU_14_1h"] < 25.0)
|
|
| (df["RSI_14_4h"] < 40.0)
|
|
| (df["CMF_20_4h"] < -0.25)
|
|
| (df["RSI_14_1d"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
| (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 15m still not low enough, 1h & 4h still high, 1d high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 25.0)
|
|
| (df["RSI_3_1h"] > 60.0)
|
|
| (df["RSI_3_4h"] > 60.0)
|
|
| (df["RSI_14_15m"] < 35.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["STOCHk_14_3_3_1h"] < 40.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["RSI_14_1d"] < 80.0)
|
|
| (df["ROC_9_1d"] < 80.0)
|
|
)
|
|
# 15m down move, 15m & 1h still high, 4h high & overbought, 1d high
|
|
& (
|
|
(df["RSI_3_15m"] > 25.0)
|
|
| (df["RSI_14_15m"] < 40.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["RSI_14_1h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
| (df["ROC_9_4h"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 90.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high, 4h high, 1h & 4h overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 25.0)
|
|
| (df["RSI_3_1h"] > 50.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
| (df["ROC_9_1h"] < 15.0)
|
|
| (df["ROC_9_4h"] < 25.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 1h high, 4h still not low enough, 1d high
|
|
& (
|
|
(df["RSI_3_15m"] > 30.0)
|
|
| (df["RSI_14_15m"] < 35.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 90.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["AROONU_14_4h"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 15m down move, 15m & 1h still not low enough, 4h high, 1d high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 30.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["STOCHk_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["AROONU_14_1h"] < 25.0)
|
|
| (df["STOCHk_14_3_3_1h"] < 20.0)
|
|
| (df["RSI_14_4h"] < 85.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
| (df["RSI_14_1d"] < 85.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 80.0)
|
|
| (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 15m still not low enough, 1h & 4h still high, 1d high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 30.0)
|
|
| (df["RSI_3_1h"] > 30.0)
|
|
| (df["RSI_3_4h"] > 45.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["ROC_9_1d"] < 200.0)
|
|
)
|
|
& (
|
|
# 15m & 1h & 4h down move, 1h still not low enough & downtrend, 4h still high & overbought, 1d high & overbought
|
|
(df["RSI_3_15m"] > 30.0)
|
|
| (df["RSI_3_1h"] > 15.0)
|
|
| (df["RSI_3_4h"] > 40.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["AROONU_14_1h"] < 25.0)
|
|
| (df["ROC_9_1h"] > -25.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
| (df["ROC_9_4h"] < 50.0)
|
|
| (df["RSI_14_1d"] < 70.0)
|
|
| (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 15m & 1h still not low enough, 4h high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 30.0)
|
|
| (df["RSI_3_1h"] > 50.0)
|
|
| (df["RSI_14_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["WILLR_14_4h"] < -10.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
| (df["ROC_9_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 1h high, 1d high & going down & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 30.0)
|
|
| (df["RSI_14_15m"] < 35.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
| (df["AROONU_14_1d"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
| (df["ROC_2_1d"] > -10.0)
|
|
| (df["ROC_9_1d"] < 150.0)
|
|
)
|
|
# 15m & 1h down move, 15m still not low enough, 1h & 4h still high
|
|
& (
|
|
(df["RSI_3_15m"] > 30.0)
|
|
| (df["RSI_3_1h"] > 50.0)
|
|
| (df["RSI_14_15m"] < 25.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
| (df["RSI_14_4h"] < 40.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 15m still not low enough, 1h & 4h still high, 1d high
|
|
& (
|
|
(df["RSI_3_15m"] > 30.0)
|
|
| (df["RSI_3_1h"] > 60.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
| (df["RSI_14_1d"] < 70.0)
|
|
| (df["ROC_9_1d"] < 30.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 1h & 4h high, 1d overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 35.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 90.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["WILLR_14_4h"] < -20.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
| (df["RSI_14_1d"] < 75.0)
|
|
| (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 15m & 1 & 4h down move, 15m & 1h & 4h still not low enough, 1d still high
|
|
& (
|
|
(df["RSI_3_15m"] > 35.0)
|
|
| (df["RSI_3_1h"] > 10.0)
|
|
| (df["RSI_3_4h"] > 20.0)
|
|
| (df["RSI_14_15m"] < 20.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 30.0)
|
|
| (df["STOCHk_14_3_3_1h"] < 10.0)
|
|
| (df["RSI_14_4h"] < 40.0)
|
|
| (df["WILLR_14_4h"] < -80.0)
|
|
| (df["STOCHk_14_3_3_4h"] < 30.0)
|
|
| (df["RSI_14_1d"] < 50.0)
|
|
| (df["STOCHk_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 15m & 1h & 1d down move, 15m & 1h & 4h & 1d still high
|
|
& (
|
|
(df["RSI_3_15m"] > 35.0)
|
|
| (df["RSI_3_1h"] > 60.0)
|
|
| (df["RSI_3_1d"] > 60.0)
|
|
| (df["RSI_14_15m"] < 40.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["STOCHk_14_3_3_15m"] < 30.0)
|
|
| (df["RSI_14_1h"] < 50.0)
|
|
| (df["WILLR_14_1h"] < -25.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["STOCHk_14_3_3_1h"] < 70.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["WILLR_14_4h"] < -80.0)
|
|
| (df["STOCHk_14_3_3_4h"] < 30.0)
|
|
| (df["RSI_14_1d"] < 50.0)
|
|
| (df["STOCHk_14_3_3_1d"] < 60.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 15m & 1h & 4h still high, 1d high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 35.0)
|
|
| (df["RSI_3_1h"] > 35.0)
|
|
| (df["RSI_3_4h"] > 40.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 35.0)
|
|
| (df["CMF_20_1h"] > -0.25)
|
|
| (df["RSI_14_4h"] < 40.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
| (df["AROONU_14_1d"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
| (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 15m down move, 15m & 1h still high, 4h high
|
|
& (
|
|
(df["RSI_3_15m"] > 35.0)
|
|
| (df["RSI_14_15m"] < 40.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["STOCHk_14_3_3_1h"] < 40.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["WILLR_14_4h"] < -10.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHk_14_3_3_4h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
| (df["STOCHk_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 15m down move, 15m & 1h & 4h still high, 1d high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 35.0)
|
|
| (df["RSI_14_15m"] < 35.0)
|
|
| (df["AROONU_14_15m"] < 75.0)
|
|
| (df["STOCHk_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 50.0)
|
|
| (df["STOCHk_14_3_3_1h"] < 40.0)
|
|
| (df["RSI_14_4h"] < 60.0)
|
|
| (df["WILLR_14_4h"] < -25.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
| (df["STOCHk_14_3_3_4h"] < 70.0)
|
|
| (df["RSI_14_1d"] < 60.0)
|
|
| (df["STOCHk_14_3_3_1d"] < 80.0)
|
|
| (df["ROC_9_1d"] < 40.0)
|
|
)
|
|
# 15m & 4h down move, 15m & 1h & 4h still not low enough, 1d high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 35.0)
|
|
| (df["RSI_3_4h"] > 40.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["RSI_14_1h"] < 30.0)
|
|
| (df["WILLR_14_1h"] < -90.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
| (df["RSI_14_4h"] < 30.0)
|
|
| (df["AROONU_14_4h"] < 25.0)
|
|
| (df["WILLR_14_4h"] < -90.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["ROC_9_1d"] < 200.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 15m & 1h & 4h still not low enough, 1d still high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 35.0)
|
|
| (df["RSI_3_1h"] > 45.0)
|
|
| (df["RSI_3_4h"] > 45.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 30.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["RSI_14_4h"] < 40.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
| (df["AROONU_14_1d"] < 50.0)
|
|
| (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 15m down move, 15m & 1h & 4h & 1d high
|
|
& (
|
|
(df["RSI_3_15m"] > 35.0)
|
|
| (df["RSI_3_1h"] > 60.0)
|
|
| (df["RSI_14_15m"] < 40.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["RSI_14_1h"] < 50.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 80.0)
|
|
)
|
|
# 15m & 1h down move, 15m & 1h still high, 4h still high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 35.0)
|
|
| (df["RSI_3_1h"] > 50.0)
|
|
| (df["RSI_14_15m"] < 40.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["RSI_14_1h"] < 50.0)
|
|
| (df["RSI_14_4h"] < 60.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
| (df["ROC_9_4h"] < 30.0)
|
|
)
|
|
# 15m & 1h down move, 15m still not low enough, 1h & 4h still high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 35.0)
|
|
| (df["RSI_3_1h"] > 60.0)
|
|
| (df["RSI_14_15m"] < 40.0)
|
|
| (df["STOCHk_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 50.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["CCI_20_1h"] < 80.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
| (df["ROC_9_1h"] < 25.0)
|
|
| (df["RSI_14_4h"] < 60.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["CCI_20_4h"] < 250.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
| (df["ROC_9_4h"] < 25.0)
|
|
)
|
|
# 14m & 4h down move, 15m still high, 1h & 1d high
|
|
& (
|
|
(df["RSI_3_15m"] > 35.0)
|
|
| (df["RSI_3_4h"] > 15.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 10.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 90.0)
|
|
| (df["RSI_14_1d"] < 70.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
)
|
|
# 15m down move, 15m still high, 4h & 1d high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 35.0)
|
|
| (df["RSI_14_15m"] < 35.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["RSI_14_4h"] < 75.0)
|
|
| (df["WILLR_14_4h"] < -20.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
| (df["ROC_9_4h"] < 40.0)
|
|
| (df["RSI_14_1d"] < 75.0)
|
|
| (df["ROC_9_1d"] < 80.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 1h & 4h high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 35.0)
|
|
| (df["RSI_14_15m"] < 40.0)
|
|
| (df["RSI_14_1h"] < 75.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["CCI_20_1h"] < 100.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
| (df["ROC_9_1h"] < 25.0)
|
|
| (df["RSI_14_4h"] < 80.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["CCI_20_4h"] < 300.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
| (df["ROC_9_4h"] < 30.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 1h & 4h high, 1d high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 35.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 90.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["WILLR_14_4h"] < -35.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 90.0)
|
|
| (df["ROC_9_1d"] < 30.0)
|
|
)
|
|
# 15m & 1h down move, 15m & 1h still high, 4h high, 1d overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 40.0)
|
|
| (df["RSI_3_1h"] > 40.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 50.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
| (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 15m & 4h down move, 15m & 1h stil high, 4h high
|
|
& (
|
|
(df["RSI_3_15m"] > 40.0)
|
|
| (df["RSI_3_4h"] > 60.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 50.0)
|
|
| (df["RSI_14_1h"] < 50.0)
|
|
| (df["AROONU_14_1h"] < 25.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 1h & 4h high, 4h overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 40.0)
|
|
| (df["RSI_14_15m"] < 35.0)
|
|
| (df["RSI_14_1h"] < 70.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["RSI_14_4h"] < 80.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
| (df["ROC_9_4h"] < 150.0)
|
|
)
|
|
# 15m & 4h & 1d down move, 15m & 1h still high, 4h still not low enough & downtrend, 1d overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 40.0)
|
|
| (df["RSI_3_4h"] > 45.0)
|
|
| (df["RSI_3_1d"] > 30.0)
|
|
| (df["RSI_14_15m"] < 40.0)
|
|
| (df["RSI_14_1h"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
| (df["RSI_14_4h"] < 30.0)
|
|
| (df["ROC_9_4h"] > -15.0)
|
|
| (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 15m down move, 15m & 1h & 1d high
|
|
& (
|
|
(df["RSI_3_15m"] > 40.0)
|
|
| (df["AROONU_14_15m"] < 75.0)
|
|
| (df["WILLR_14_1h"] < -10.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 90.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 80.0)
|
|
)
|
|
# 15m & 1h down move, 15m & 1h still not low enough, 4h high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 45.0)
|
|
| (df["RSI_3_1h"] > 50.0)
|
|
| (df["RSI_14_15m"] < 35.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
| (df["RSI_14_4h"] < 80.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
| (df["ROC_9_4h"] < 50.0)
|
|
)
|
|
# 15m & 4h down move, 15m still not low enough, 1h & 4h still high
|
|
& (
|
|
(df["RSI_3_15m"] > 45.0)
|
|
| (df["RSI_3_4h"] > 25.0)
|
|
| (df["RSI_14_15m"] < 35.0)
|
|
| (df["AROONU_14_15m"] < 35.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["CCI_20_1h"] < 300.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
| (df["RSI_14_4h"] < 30.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m down move, 15m stil not low enough, 1h & 4h high, 1d overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 45.0)
|
|
| (df["RSI_14_15m"] < 40.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["STOCHk_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 70.0)
|
|
| (df["STOCHk_14_3_3_1h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
| (df["RSI_14_4h"] < 70.0)
|
|
| (df["STOCHk_14_3_3_4h"] < 70.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
| (df["ROC_9_1d"] < 40.0)
|
|
)
|
|
# 15m down move, 15m & 1h still high, 4h & 1d high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 45.0)
|
|
| (df["RSI_14_15m"] < 40.0)
|
|
| (df["STOCHk_14_3_3_15m"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 50.0)
|
|
| (df["STOCHk_14_3_3_1h"] < 70.0)
|
|
| (df["RSI_14_4h"] < 85.0)
|
|
| (df["WILLR_14_4h"] < -20.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHk_14_3_3_4h"] < 80.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
| (df["ROC_9_4h"] < 80.0)
|
|
| (df["RSI_14_1d"] < 85.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 15m down move, 15m still high, 1h & 4h still high, 1d high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 45.0)
|
|
| (df["RSI_14_15m"] < 50.0)
|
|
| (df["WILLR_14_15m"] < -80.0)
|
|
| (df["AROONU_14_15m"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["RSI_14_4h"] < 60.0)
|
|
| (df["WILLR_14_4h"] < -80.0)
|
|
| (df["RSI_14_1d"] < 70.0)
|
|
| (df["AROONU_14_15m"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 80.0)
|
|
| (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 15m down move, 15m & 1h & 4h high, 1d high & overbought
|
|
& (
|
|
(df["RSI_3_15m"] > 50.0)
|
|
| (df["AROONU_14_15m"] < 75.0)
|
|
| (df["STOCHk_14_3_3_15m"] < 40.0)
|
|
| (df["RSI_14_1h"] < 60.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["STOCHk_14_3_3_1h"] < 20.0)
|
|
| (df["RSI_14_4h"] < 60.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHk_14_3_3_4h"] < 40.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
| (df["RSI_14_1d"] < 70.0)
|
|
| (df["ROC_9_1d"] < 30.0)
|
|
)
|
|
# 1ddown move, 15m & 1h still high, 4h high, 1d overbought
|
|
& (
|
|
(df["RSI_3_1d"] > 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["RSI_14_4h"] < 40.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
| (df["AROONU_14_1d"] < 50.0)
|
|
| (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 14m & 1h & 4h still not low enough, 1d high, 15m & 1h & 4h & 1d down move, 1d overbought
|
|
& (
|
|
(df["STOCHRSIk_14_14_3_3_15m"] < 10.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 80.0)
|
|
| (df["RSI_3_15m"] > 25.0)
|
|
| (df["RSI_3_1h"] > 35.0)
|
|
| (df["RSI_3_4h"] > 40.0)
|
|
| (df["RSI_14_1d"] < 80.0)
|
|
| (df["ROC_9_1d"] < 40.0)
|
|
)
|
|
# 1h & 4h not low enough, 1d high & overbought
|
|
& (
|
|
(df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
| (df["RSI_14_1d"] < 85.0)
|
|
| (df["ROC_9_1d"] < 250.0)
|
|
)
|
|
# 1h P&D, 15m down move, 15m still high, 1h high
|
|
& (
|
|
(df["change_pct_1h"] > -10.0)
|
|
| (df["change_pct_1h"].shift(12) < 10.0)
|
|
| (df["RSI_3_15m"] > 40.0)
|
|
| (df["RSI_14_15m"] < 40.0)
|
|
| (df["CCI_20_15m"] < -100.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
)
|
|
# 4h P&D, 15m & 1h still high, 4h high & overbought
|
|
& (
|
|
(df["change_pct_4h"] > -2.0)
|
|
| (df["change_pct_4h"].shift(48) < 10.0)
|
|
| (df["RSI_14_15m"] < 40.0)
|
|
| (df["CCI_20_15m"] < -100.0)
|
|
| (df["RSI_14_1h"] < 50.0)
|
|
| (df["AROONU_14_1h"] < 25.0)
|
|
| (df["RSI_14_4h"] < 70.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
| (df["ROC_9_4h"] < 50.0)
|
|
)
|
|
# 4h P&D, 1h still high, 4h down move, 4h still high
|
|
& (
|
|
(df["change_pct_4h"] > -20.0)
|
|
| (df["change_pct_4h"].shift(48) < 20.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["RSI_3_4h"] > 40.0)
|
|
| (df["RSI_3_4h"].shift(48) < 80.0)
|
|
)
|
|
# 4h green with top wick, 15m & 1h down move, 15m & 1h still high, 4h high & overbought
|
|
& (
|
|
(df["change_pct_4h"] < 5.0)
|
|
| (df["top_wick_pct_4h"] < 5.0)
|
|
| (df["RSI_3_15m"] > 35.0)
|
|
| (df["RSI_3_1h"] > 60.0)
|
|
| (df["RSI_14_15m"] < 40.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["STOCHk_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 50.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["STOCHk_14_3_3_1h"] < 40.0)
|
|
| (df["RSI_14_4h"] < 70.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHk_14_3_3_4h"] < 50.0)
|
|
| (df["ROC_9_4h"] < 20.0)
|
|
)
|
|
# 5h green with top wick, 15m down move, 15m still high, 1h still high, 4h high
|
|
& (
|
|
(df["change_pct_4h"] < 5.0)
|
|
| (df["top_wick_pct_4h"] < 5.0)
|
|
| (df["RSI_3_15m"] > 45.0)
|
|
| (df["RSI_14_15m"] < 40.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["RSI_14_1h"] < 50.0)
|
|
| (df["RSI_14_4h"] < 80.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
| (df["ROC_9_4h"] < 25.0)
|
|
)
|
|
# 4h green with top wick, 15m down move, 15m still not low enough, 4h still high & overbought, 1d high
|
|
& (
|
|
(df["change_pct_4h"] < 5.0)
|
|
| (df["top_wick_pct_4h"] < 5.0)
|
|
| (df["RSI_3_15m"] > 50.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 30.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["ROC_9_4h"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 90.0)
|
|
)
|
|
# 4h green with top wick, 15m still not low enough, 1h high, 4h high
|
|
& (
|
|
(df["change_pct_4h"] < 10.0)
|
|
| (df["top_wick_pct_4h"] < 10.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
)
|
|
# 4h green with top wick, 15m & 1h & 4h still high, 1d overbought
|
|
& (
|
|
(df["change_pct_4h"] < 10.0)
|
|
| (df["top_wick_pct_4h"] < 10.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
| (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 1d red, 1h & 4h down move, 1h high & overbought
|
|
& (
|
|
(df["change_pct_1d"] > -4.0)
|
|
| (df["RSI_3_1h"] > 30.0)
|
|
| (df["RSI_3_4h"] > 5.0)
|
|
| (df["AROONU_14_1d"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 80.0)
|
|
| (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 1d P&D, 15m still not low enough, 1h & 4h still high, 1d overbought
|
|
& (
|
|
(df["change_pct_1d"] > -5.0)
|
|
| (df["change_pct_1d"].shift(288) < 30.0)
|
|
| (df["RSI_14_15m"] < 40.0)
|
|
| (df["STOCHk_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 50.0)
|
|
| (df["STOCHk_14_3_3_1h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
| (df["RSI_14_4h"] < 60.0)
|
|
| (df["STOCHk_14_3_3_4h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
| (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 1d P&D, 15m & 1h & 4h down move, 1h & 4h still not low enough, 1d still high
|
|
& (
|
|
(df["change_pct_1d"] > -10.0)
|
|
| (df["change_pct_1d"].shift(288) < 10.0)
|
|
| (df["RSI_3_15m"] > 35.0)
|
|
| (df["RSI_3_1h"] > 45.0)
|
|
| (df["RSI_3_4h"] > 40.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 25.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 40.0)
|
|
)
|
|
# 1d P&D, 15m down move, 15m & 1h & 4h & 1d still high
|
|
& (
|
|
(df["change_pct_1d"] > -10.0)
|
|
| (df["change_pct_1d"].shift(288) < 10.0)
|
|
| (df["RSI_3_15m"] > 40.0)
|
|
| (df["RSI_14_15m"] < 40.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 50.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
| (df["RSI_14_4h"] < 40.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
| (df["RSI_14_1d"] < 40.0)
|
|
)
|
|
# 1d P&D, 15m & 1h & 4h down move, 15m & 1h & 4h still not low enough, 4h downtrend
|
|
& (
|
|
(df["change_pct_1d"] > -10.0)
|
|
| (df["change_pct_1d"].shift(288) < 10.0)
|
|
| (df["RSI_3_15m"] > 25.0)
|
|
| (df["RSI_3_1h"] > 20.0)
|
|
| (df["RSI_3_4h"] > 40.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
| (df["AROONU_14_4h"] < 25.0)
|
|
| (df["ROC_9_4h"] > -20.0)
|
|
)
|
|
# 1d green with top wick, 15m & 1h & 4h still high, 4h overbought
|
|
& (
|
|
(df["change_pct_1d"] < 5.0)
|
|
| (df["top_wick_pct_1d"] < 5.0)
|
|
| (df["RSI_3_15m"] > 40.0)
|
|
| (df["RSI_14_15m"] < 35.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
| (df["ROC_9_4h"] < 20.0)
|
|
)
|
|
# 1d green with top wick, 15m & 1h & 4h down move, 1h & 4h still not low enough, 1h high & overbought
|
|
& (
|
|
(df["change_pct_1d"] < 5.0)
|
|
| (df["top_wick_pct_1d"] < 10.0)
|
|
| (df["RSI_3_15m"] > 15.0)
|
|
| (df["RSI_3_1h"] > 25.0)
|
|
| (df["RSI_3_4h"] > 60.0)
|
|
| (df["RSI_14_1h"] < 35.0)
|
|
| (df["CCI_20_1h"] < -100.0)
|
|
| (df["WILLR_14_4h"] < -80.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 90.0)
|
|
| (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 1d green with top wick, 15m & 1h down move, 1h & 4h still high, 1d overbought
|
|
& (
|
|
(df["change_pct_1d"] < 5.0)
|
|
| (df["top_wick_pct_1d"] < 30.0)
|
|
| (df["RSI_3_15m"] > 35.0)
|
|
| (df["RSI_3_1h"] > 40.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
| (df["ROC_9_1d"] < 150.0)
|
|
)
|
|
# 1d green with top wick, 15m & 1h & 4h down move, 15m high, 4h still not low enough, 1d overbought
|
|
& (
|
|
(df["change_pct_1d"] < 10.0)
|
|
| (df["top_wick_pct_1d"] < 10.0)
|
|
| (df["RSI_3_15m"] > 25.0)
|
|
| (df["RSI_3_1h"] > 15.0)
|
|
| (df["RSI_3_4h"] > 20.0)
|
|
| (df["AROONU_14_15m"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
| (df["ROC_9_1d"] < 150.0)
|
|
)
|
|
# 1d green & top wick, 15m down move, 15m still not low enough, 1h high, 4h & 1d high & overbought
|
|
& (
|
|
(df["change_pct_1d"] < 10.0)
|
|
| (df["top_wick_pct_1d"] < 10.0)
|
|
| (df["RSI_3_15m"] > 60.0)
|
|
| (df["RSI_14_15m"] < 50.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 60.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
| (df["RSI_14_4h"] < 70.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
| (df["ROC_9_4h"] < 30.0)
|
|
| (df["RSI_14_1d"] < 70.0)
|
|
| (df["ROC_9_1d"] < 30.0)
|
|
)
|
|
# 1d green with top wick, 15m & 1h & 4h down move, 15m & 1h & 4h still not low enough, 1d high & overbought
|
|
& (
|
|
(df["change_pct_1d"] < 10.0)
|
|
| (df["top_wick_pct_1d"] < 20.0)
|
|
| (df["RSI_3_15m"] > 35.0)
|
|
| (df["RSI_3_1h"] > 45.0)
|
|
| (df["RSI_3_4h"] > 45.0)
|
|
| (df["RSI_14_15m"] < 40.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["RSI_14_4h"] < 40.0)
|
|
| (df["AROONU_14_4h"] < 25.0)
|
|
| (df["RSI_14_1d"] < 50.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["ROC_9_1d"] < 80.0)
|
|
)
|
|
# 1d green with top wick, 4h down move, 4h still high, 4h overbought
|
|
& (
|
|
(df["change_pct_1d"] < 20.0)
|
|
| (df["top_wick_pct_1d"] < 20.0)
|
|
| (df["RSI_3_4h"] > 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
| (df["ROC_9_4h"] < 80.0)
|
|
)
|
|
# 1d green with top wick, 15m down move, 15m & 1h still not high, 4h still high & overbought, 1d high & overbought
|
|
& (
|
|
(df["change_pct_1d"] < 20.0)
|
|
| (df["top_wick_pct_1d"] < 20.0)
|
|
| (df["RSI_3_15m"] > 50.0)
|
|
| (df["RSI_14_15m"] < 40.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["ROC_9_4h"] < 40.0)
|
|
| (df["RSI_14_1d"] < 80.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 90.0)
|
|
| (df["ROC_9_1d"] < 40.0)
|
|
)
|
|
# 1d green, 5m & 15m down move, 15m still not low enough, 1h & 4h high, 4h overbought
|
|
& (
|
|
(df["change_pct_1d"] < 20.0)
|
|
| (df["RSI_3"] > 10.0)
|
|
| (df["RSI_3_15m"] > 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["RSI_14_4h"] < 85.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
| (df["ROC_9_4h"] < 50.0)
|
|
)
|
|
# 1d green, 15m & 4h down move, 15m & 4h still high, 4h overbought
|
|
& (
|
|
(df["change_pct_1d"] < 20.0)
|
|
| (df["RSI_3_15m"] > 35.0)
|
|
| (df["RSI_3_4h"] > 50.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 30.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
| (df["ROC_9_4h"] < 20.0)
|
|
)
|
|
# 1d green with top wick, 15m & 4h down move, 15m & 1h & 4h still high, 1d high & overbought
|
|
& (
|
|
(df["change_pct_1d"] < 20.0)
|
|
| (df["top_wick_pct_1d"] < 20.0)
|
|
| (df["RSI_3_15m"] > 45.0)
|
|
| (df["RSI_3_4h"] > 60.0)
|
|
| (df["AROONU_14_15m"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 30.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["RSI_14_1d"] < 80.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 90.0)
|
|
| (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 1d green, 1h down move, 15m still not low enough, 1h still high, 4h & 1d high & overbought
|
|
& (
|
|
(df["change_pct_1d"] < 30.0)
|
|
| (df["RSI_3_1h"] > 50.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["RSI_14_4h"] < 60.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
| (df["ROC_9_4h"] < 50.0)
|
|
| (df["RSI_14_1d"] < 70.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 90.0)
|
|
| (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 1d green with top wick, 15m down move, 15m & 1h & 4h still not low enough, 4h & 1d overbought
|
|
& (
|
|
(df["change_pct_1d"] < 35.0)
|
|
| (df["top_wick_pct_1d"] < 35.0)
|
|
| (df["RSI_3_15m"] > 40.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["RSI_14_1h"] < 35.0)
|
|
| (df["RSI_14_4h"] < 40.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["ROC_9_4h"] < 20.0)
|
|
| (df["ROC_9_1d"] < 40.0)
|
|
)
|
|
# 1d green, 15m & 1h & 4h down move, 15m & 1h & 4h still not low enough, 1d high & overbought
|
|
& (
|
|
(df["change_pct_1d"] < 50.0)
|
|
| (df["RSI_3_15m"] > 30.0)
|
|
| (df["RSI_3_1h"] > 35.0)
|
|
| (df["RSI_3_4h"] > 50.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 1d top wick, 15m down move, 15m & 1h & 4h still high, 1d high & overbought
|
|
& (
|
|
(df["top_wick_pct_1d"] < 20.0)
|
|
| (df["RSI_3_15m"] > 60.0)
|
|
| (df["RSI_14_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 90.0)
|
|
| (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
)
|
|
|
|
df["global_protections_long_dump"] = (
|
|
# 5m & 15m & 1h & 4h & 1d down move, 15m & 1h & 4h & 1d still not low enough
|
|
(
|
|
(df["RSI_3"] > 2.0)
|
|
| (df["RSI_3_15m"] > 25.0)
|
|
| (df["RSI_3_1h"] > 60.0)
|
|
| (df["RSI_3_4h"] > 25.0)
|
|
| (df["RSI_3_1d"] > 40.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 30.0)
|
|
| (df["RSI_14_1h"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
| (df["RSI_14_4h"] < 30.0)
|
|
| (df["WILLR_14_4h"] < -95.0)
|
|
| (df["RSI_14_1d"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 40.0)
|
|
)
|
|
# 5m & 15m & 1h & 4h & 1d down move, 1h & 4h low, 4h still not low enough
|
|
& (
|
|
(df["RSI_3"] > 5.0)
|
|
| (df["RSI_3_15m"] > 10.0)
|
|
| (df["RSI_3_1h"] > 10.0)
|
|
| (df["RSI_3_4h"] > 10.0)
|
|
| (df["RSI_3_1d"] > 15.0)
|
|
| (df["MFI_14_1h"] > 10.0)
|
|
| (df["CCI_20_change_pct_1h"] > 0.0)
|
|
| (df["MFI_14_4h"] > 10.0)
|
|
| (df["CCI_20_change_pct_4h"] > 0.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
)
|
|
# 5m & 15m & 1h down move, 15m & 1h still not low enough, 4h still high
|
|
& (
|
|
(df["RSI_3"] > 5.0)
|
|
| (df["RSI_3_15m"] > 15.0)
|
|
| (df["RSI_3_1h"] > 30.0)
|
|
| (df["RSI_14_15m"] < 25.0)
|
|
| (df["STOCHk_14_3_3_15m"] < 10.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["CCI_20_1h"] < -100.0)
|
|
| (df["STOCHk_14_3_3_1h"] < 25.0)
|
|
| (df["RSI_14_4h"] < 50.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
| (df["CCI_20_4h"] < 50.0)
|
|
| (df["STOCHk_14_3_3_4h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 5m & 15m & 1h down move, 15m still not low enough, 1h & 4h & 1d still high
|
|
& (
|
|
(df["RSI_3"] > 5.0)
|
|
| (df["RSI_3_15m"] > 25.0)
|
|
| (df["RSI_3_1h"] > 40.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 10.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 15m & 1h & 4h & 1d stil not low enough
|
|
& (
|
|
(df["RSI_3_15m"] > 5.0)
|
|
| (df["RSI_3_1h"] > 20.0)
|
|
| (df["RSI_3_4h"] > 40.0)
|
|
| (df["RSI_14_15m"] < 15.0)
|
|
| (df["RSI_14_1h"] < 20.0)
|
|
| (df["RSI_14_4h"] < 35.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
| (df["RSI_14_1d"] < 40.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
)
|
|
# 15m & 1h & 4h & 1d down move, 1h & 4h & 1d still not low enough
|
|
& (
|
|
(df["RSI_3_15m"] > 5.0)
|
|
| (df["RSI_3_1h"] > 35.0)
|
|
| (df["RSI_3_4h"] > 35.0)
|
|
| (df["RSI_3_1d"] > 45.0)
|
|
| (df["RSI_14_1h"] < 30.0)
|
|
| (df["RSI_14_4h"] < 30.0)
|
|
| (df["AROONU_14_4h"] < 25.0)
|
|
| (df["RSI_14_1d"] < 50.0)
|
|
| (df["AROONU_14_1d"] < 25.0)
|
|
)
|
|
# 15m & 1h & 4h & 1d down move, 15m & 1h & 4h still not low enough
|
|
& (
|
|
(df["RSI_3_15m"] > 5.0)
|
|
| (df["RSI_3_1h"] > 25.0)
|
|
| (df["RSI_3_4h"] > 20.0)
|
|
| (df["RSI_3_1d"] > 15.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 25.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["AROONU_14_1h"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 15m & 1h & 4h & 1d down move, 1h & 4h still not low enough, 1d still high
|
|
& (
|
|
(df["RSI_3_15m"] > 5.0)
|
|
| (df["RSI_3_1h"] > 45.0)
|
|
| (df["RSI_3_4h"] > 45.0)
|
|
| (df["RSI_3_1d"] > 50.0)
|
|
| (df["RSI_14_1h"] < 30.0)
|
|
| (df["AROONU_14_1h"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
| (df["RSI_14_4h"] < 30.0)
|
|
| (df["RSI_14_1d"] < 40.0)
|
|
| (df["AROONU_14_1d"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 15m still not low enough, 1h & 4h still high, 1d downtrend
|
|
& (
|
|
(df["RSI_3_15m"] > 5.0)
|
|
| (df["RSI_3_1h"] > 45.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 25.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
| (df["ROC_9_1d"] > -25.0)
|
|
)
|
|
# 15m & 1h & 4h & 1d down move, 15m & 1h & 4h & 1d still not low enough
|
|
& (
|
|
(df["RSI_3_15m"] > 10.0)
|
|
| (df["RSI_3_1h"] > 20.0)
|
|
| (df["RSI_3_4h"] > 5.0)
|
|
| (df["RSI_3_1d"] > 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 25.0)
|
|
| (df["UO_7_14_28_1h"] < 30.0)
|
|
| (df["UO_7_14_28_4h"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 1h & 4h & 1d still not low enough
|
|
& (
|
|
(df["RSI_3_15m"] > 10.0)
|
|
| (df["RSI_3_1h"] > 15.0)
|
|
| (df["RSI_3_4h"] > 20.0)
|
|
| (df["WILLR_14_1h"] < -75.0)
|
|
| (df["UO_7_14_28_1h"] < 50.0)
|
|
| (df["RSI_14_4h"] < 35.0)
|
|
| (df["WILLR_14_4h"] < -75.0)
|
|
| (df["AROONU_14_4h"] < 25.0)
|
|
| (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
|
|
& (
|
|
(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)
|
|
| (df["CCI_20_1h"] < -200.0)
|
|
| (df["RSI_14_4h"] < 40.0)
|
|
| (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 down move, 15m still not low enough, 1h still high, 4h high
|
|
& (
|
|
(df["RSI_3_15m"] > 10.0)
|
|
| (df["RSI_3_1h"] > 30.0)
|
|
| (df["RSI_3_4h"] > 50.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m & 4h & 1d down move, 15m & 1h & 4h & 1d still not low enough, 1d downtrend
|
|
& (
|
|
(df["RSI_3_15m"] > 10.0)
|
|
| (df["RSI_3_4h"] > 40.0)
|
|
| (df["RSI_3_1d"] > 35.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
| (df["ROC_9_1d"] > -30.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 15m & 1h & 4h still not low enough, 1d downtrend
|
|
& (
|
|
(df["RSI_3_15m"] > 15.0)
|
|
| (df["RSI_3_1h"] > 15.0)
|
|
| (df["RSI_3_4h"] > 35.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["RSI_14_1h"] < 30.0)
|
|
| (df["UO_7_14_28_1h"] < 40.0)
|
|
| (df["RSI_14_4h"] < 35.0)
|
|
| (df["WILLR_14_4h"] < -90.0)
|
|
| (df["CCI_20_4h"] < -100.0)
|
|
| (df["ROC_2_1d"] > -30.0)
|
|
)
|
|
# 15m & 1h & 4h & 1d down move, 15m downtrend, 1h & 4h still not low enough, 1d still high
|
|
& (
|
|
(df["RSI_3_15m"] > 15.0)
|
|
| (df["RSI_3_1h"] > 20.0)
|
|
| (df["RSI_3_4h"] > 20.0)
|
|
| (df["RSI_3_1d"] > 60.0)
|
|
| (df["CMF_20_15m"] > -0.20)
|
|
| (df["RSI_14_1h"] < 30.0)
|
|
| (df["UO_7_14_28_1h"] < 40.0)
|
|
| (df["STOCHk_14_3_3_1h"] < 10.0)
|
|
| (df["RSI_14_4h"] < 35.0)
|
|
| (df["UO_7_14_28_4h"] < 40.0)
|
|
| (df["CCI_20_4h"] < -100.0)
|
|
| (df["STOCHk_14_3_3_4h"] < 10.0)
|
|
| (df["RSI_14_1d"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 15m & 1h & 4h & 1d down move, 15m still high, 1h & 4h still not low enough, 4h & 1d downtrend
|
|
& (
|
|
(df["RSI_3_15m"] > 15.0)
|
|
| (df["RSI_3_1h"] > 35.0)
|
|
| (df["RSI_3_4h"] > 10.0)
|
|
| (df["RSI_3_1d"] > 15.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 40.0)
|
|
| (df["WILLR_14_1h"] < -85.0)
|
|
| (df["WILLR_14_4h"] < -95.0)
|
|
| (df["ROC_9_4h"] > -15.0)
|
|
| (df["ROC_9_1d"] > -40.0)
|
|
)
|
|
# 15m & 1h & 4h & 1d down move, 15m & 1h & 4h still not low enough, 1d still not low & downtrend
|
|
& (
|
|
(df["RSI_3_15m"] > 15.0)
|
|
| (df["RSI_3_1h"] > 40.0)
|
|
| (df["RSI_3_4h"] > 40.0)
|
|
| (df["RSI_3_1d"] > 30.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["RSI_14_1h"] < 30.0)
|
|
| (df["RSI_14_4h"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
| (df["RSI_14_1d"] < 40.0)
|
|
| (df["ROC_9_1d"] > -30.0)
|
|
)
|
|
# 15m & 1h & 4h & 1d down move, 15m & 1h & 4h still not low enough, 1d downtrend
|
|
& (
|
|
(df["RSI_3_15m"] > 15.0)
|
|
| (df["RSI_3_1h"] > 60.0)
|
|
| (df["RSI_3_4h"] > 10.0)
|
|
| (df["RSI_3_1d"] > 40.0)
|
|
| (df["RSI_14_15m"] < 15.0)
|
|
| (df["RSI_14_1h"] < 20.0)
|
|
| (df["WILLR_14_1h"] < -95.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
| (df["RSI_14_4h"] < 30.0)
|
|
| (df["WILLR_14_4h"] < -95.0)
|
|
| (df["ROC_9_1d"] > -20.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 15m & 1h still not low enough, 4h & 1d still high
|
|
& (
|
|
(df["RSI_3_15m"] > 15.0)
|
|
| (df["RSI_3_1h"] > 30.0)
|
|
| (df["RSI_3_4h"] > 35.0)
|
|
| (df["RSI_14_15m"] < 15.0)
|
|
| (df["STOCHk_14_3_3_15m"] < 15.0)
|
|
| (df["RSI_14_1h"] < 30.0)
|
|
| (df["WILLR_14_1h"] < -95.0)
|
|
| (df["RSI_14_4h"] < 35.0)
|
|
| (df["WILLR_14_4h"] < -90.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
| (df["RSI_14_1d"] < 40.0)
|
|
| (df["STOCHk_14_3_3_1d"] < 30.0)
|
|
)
|
|
# 15m & 1h & 4h * 1d down move, 15m high, 4h still not low enough, 1d still high, 4h downtrend
|
|
& (
|
|
(df["RSI_3_15m"] > 20.0)
|
|
| (df["RSI_3_1h"] > 20.0)
|
|
| (df["RSI_3_4h"] > 20.0)
|
|
| (df["RSI_3_1d"] > 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 70.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
| (df["AROONU_14_1d"] < 50.0)
|
|
| (df["ROC_9_4h"] > -20.0)
|
|
)
|
|
# 15m & 1h & 4h & 1d down move, 15m & 4h still not low enough, 1d downtrend
|
|
& (
|
|
(df["RSI_3_15m"] > 20.0)
|
|
| (df["RSI_3_1h"] > 30.0)
|
|
| (df["RSI_3_4h"] > 30.0)
|
|
| (df["RSI_3_1d"] > 40.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["AROONU_14_4h"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
| (df["AROONU_14_1d"] < 25.0)
|
|
| (df["ROC_9_1d"] > -20.0)
|
|
)
|
|
# 15m & 1h & 4h & 1d down move, 15m high, 1h & 4h & 1d downtrend
|
|
& (
|
|
(df["RSI_3_15m"] > 20.0)
|
|
| (df["RSI_3_1h"] > 20.0)
|
|
| (df["RSI_3_4h"] > 15.0)
|
|
| (df["RSI_3_1d"] > 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 50.0)
|
|
| (df["ROC_9_1h"] > -10.0)
|
|
| (df["ROC_9_4h"] > -20.0)
|
|
| (df["ROC_2_1d"] > -25.0)
|
|
| (df["ROC_9_1d"] > -25.0)
|
|
)
|
|
# 15m & 1h & 4h & 1d down move, 15m & 1h & 4h & 1d still not low enough, 1d downtrend
|
|
& (
|
|
(df["RSI_3_15m"] > 25.0)
|
|
| (df["RSI_3_1h"] > 15.0)
|
|
| (df["RSI_3_4h"] > 10.0)
|
|
| (df["RSI_3_1d"] > 40.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 10.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
| (df["WILLR_14_4h"] < -95.0)
|
|
| (df["AROONU_14_1d"] < 25.0)
|
|
| (df["ROC_9_1d"] > -20.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 15m & 1h & 4h still high, 1d still high
|
|
& (
|
|
(df["RSI_3_15m"] > 25.0)
|
|
| (df["RSI_3_1h"] > 55.0)
|
|
| (df["RSI_3_4h"] > 35.0)
|
|
| (df["RSI_14_15m"] < 35.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["RSI_14_1h"] < 35.0)
|
|
| (df["AROONU_14_1h"] < 25.0)
|
|
| (df["RSI_14_4h"] < 35.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
| (df["RSI_14_1d"] < 50.0)
|
|
| (df["STOCHk_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 15m & 4h & 1d down move, 15m & 1h & 4h & 1d still not low enough
|
|
& (
|
|
(df["RSI_3_15m"] > 25.0)
|
|
| (df["RSI_3_4h"] > 45.0)
|
|
| (df["RSI_3_1d"] > 45.0)
|
|
| (df["RSI_14_15m"] < 25.0)
|
|
| (df["RSI_14_1h"] < 35.0)
|
|
| (df["MFI_14_1h"] < 35.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
| (df["RSI_14_4h"] < 35.0)
|
|
| (df["MFI_14_4h"] < 40.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
| (df["MFI_14_1d"] < 50.0)
|
|
)
|
|
# 15m & 1h & 4h & 1d down move, 15m high, 1h still high, 4h downtrend
|
|
& (
|
|
(df["RSI_3_15m"] > 30.0)
|
|
| (df["RSI_3_1h"] > 35.0)
|
|
| (df["RSI_3_4h"] > 5.0)
|
|
| (df["RSI_3_1d"] > 15.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
| (df["ROC_9_4h"] > -20.0)
|
|
)
|
|
# 15m down move, 15m & 1h & 4h still high
|
|
& (
|
|
(df["RSI_3_15m"] > 30.0)
|
|
| (df["RSI_14_15m"] < 45.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["CCI_20_15m"] < -50.0)
|
|
| (df["STOCHk_14_3_3_15m"] < 40.0)
|
|
| (df["RSI_14_1h"] < 50.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["CCI_20_1h"] < 100.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
| (df["RSI_14_4h"] < 40.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
| (df["CCI_20_4h"] < -100.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 15m & 1h & 4h & 1d down move, 15m & 1h & 4h still high, 4h & 1d downtrend
|
|
& (
|
|
(df["RSI_3_15m"] > 35.0)
|
|
| (df["RSI_3_1h"] > 55.0)
|
|
| (df["RSI_3_4h"] > 40.0)
|
|
| (df["RSI_3_1d"] > 20.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 10.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
| (df["ROC_9_4h"] > -20.0)
|
|
| (df["ROC_9_1d"] > -30.0)
|
|
)
|
|
# 15m & 1h & 4h & 1d down move, 15m & 1h still not low enough, 4h high, 1d downtrend
|
|
& (
|
|
(df["RSI_3_15m"] > 35.0)
|
|
| (df["RSI_3_1h"] > 60.0)
|
|
| (df["RSI_3_4h"] > 60.0)
|
|
| (df["RSI_3_1d"] > 35.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
| (df["ROC_9_1d"] > -30.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 15m still not low enough, 1h & 4h still not low enough & downtrend
|
|
& (
|
|
(df["RSI_3_15m"] > 40.0)
|
|
| (df["RSI_3_1h"] > 35.0)
|
|
| (df["RSI_3_4h"] > 35.0)
|
|
| (df["CMF_20_15m"] > -0.25)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 10.0)
|
|
| (df["RSI_14_1h"] < 30.0)
|
|
| (df["MFI_14_1h"] < 10.0)
|
|
| (df["ROC_9_1h"] > -10.0)
|
|
| (df["RSI_14_4h"] < 40.0)
|
|
| (df["MFI_14_4h"] < 20.0)
|
|
| (df["ROC_9_4h"] > -15.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 15m & 1h & 4h still not low enough, 1d still not low enough & downtrend
|
|
& (
|
|
(df["RSI_3_15m"] > 40.0)
|
|
| (df["RSI_3_1h"] > 50.0)
|
|
| (df["RSI_3_4h"] > 40.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
| (df["RSI_14_4h"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
| (df["RSI_14_1d"] < 30.0)
|
|
| (df["ROC_9_1d"] > -40.0)
|
|
)
|
|
# 15m & 1h & 4h & 1d down move, 15m high, 1h still not low enough, 1d still high
|
|
& (
|
|
(df["RSI_3_15m"] > 40.0)
|
|
| (df["RSI_3_1h"] > 60.0)
|
|
| (df["RSI_3_4h"] > 25.0)
|
|
| (df["RSI_3_1d"] > 45.0)
|
|
| (df["AROONU_14_15m"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 15m & 1h & 4h & 1d down move, 15m & 1h & 4h still not low enough, 1d still high
|
|
& (
|
|
(df["RSI_3_15m"] > 45.0)
|
|
| (df["RSI_3_1h"] > 30.0)
|
|
| (df["RSI_3_4h"] > 25.0)
|
|
| (df["RSI_3_1d"] > 25.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
| (df["RSI_14_4h"] < 30.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
)
|
|
# 15m & 1h & 4h & 1d down move, 15m & 1h & 4h still not low enough, 1h & 4h downtrend
|
|
& (
|
|
(df["RSI_3_15m"] > 45.0)
|
|
| (df["RSI_3_1h"] > 25.0)
|
|
| (df["RSI_3_4h"] > 25.0)
|
|
| (df["RSI_3_1d"] > 40.0)
|
|
| (df["RSI_14_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 30.0)
|
|
| (df["ROC_9_1h"] > -30.0)
|
|
| (df["RSI_14_4h"] < 30.0)
|
|
| (df["AROONU_14_4h"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
| (df["ROC_9_4h"] > -50.0)
|
|
)
|
|
# 15m down move, 15m & 1h still high, 4h high, 1d downtrend
|
|
& (
|
|
(df["RSI_3_15m"] > 45.0)
|
|
| (df["RSI_14_15m"] < 40.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 10.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
| (df["RSI_14_4h"] < 40.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
| (df["ROC_9_1d"] > -25.0)
|
|
)
|
|
# 1h & 4h & 1d down move, 14m still not low enough, 1h & 4h downtrend, 1d still not low enough & downtrend
|
|
& (
|
|
(df["RSI_3_1h"] > 5.0)
|
|
| (df["RSI_3_4h"] > 20.0)
|
|
| (df["RSI_3_1d"] > 10.0)
|
|
| (df["RSI_14_15m"] < 20.0)
|
|
| (df["STOCHk_14_3_3_15m"] < 20.0)
|
|
| (df["CMF_20_1h"] > -0.25)
|
|
| (df["CMF_20_4h"] > -0.25)
|
|
| (df["RSI_14_1d"] < 20.0)
|
|
| (df["AROONU_14_1d"] < 50.0)
|
|
| (df["ROC_9_1d"] > -40.0)
|
|
)
|
|
# 1h & 4h & 1d down move, 15m still high, 1h not low enough, 4h still high, 1d not low enough, 1d downtrend
|
|
& (
|
|
(df["RSI_3_1h"] > 40.0)
|
|
| (df["RSI_3_4h"] > 40.0)
|
|
| (df["RSI_3_1d"] > 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 40.0)
|
|
| (df["WILLR_14_1h"] < -95.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
| (df["AROONU_14_1d"] < 25.0)
|
|
| (df["ROC_2_1d"] > -25.0)
|
|
| (df["ROC_9_1d"] > -25.0)
|
|
)
|
|
& (
|
|
# 15m still not low enough, 4h & 1d down move, 1d downtrend
|
|
(df["STOCHRSIk_14_14_3_3_15m"] < 5.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["RSI_3_4h"] > 10.0)
|
|
| (df["RSI_3_1d"] > 10.0)
|
|
| (df["ROC_9_1d"] > -30.0)
|
|
)
|
|
# 15m & 4h still not low enough, 1h & 4h & 1d down move
|
|
& (
|
|
(df["STOCHRSIk_14_14_3_3_15m"] < 10.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
| (df["RSI_3_1h"] > 15.0)
|
|
| (df["RSI_3_4h"] > 30.0)
|
|
| (df["RSI_3_1d"] > 30.0)
|
|
)
|
|
# 1h green with top wick, 15m high, 1h & 4h still high
|
|
& (
|
|
(df["change_pct_1h"] < 10.0)
|
|
| (df["top_wick_pct_1h"] < 10.0)
|
|
| (df["RSI_14_15m"] < 40.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 50.0)
|
|
| (df["RSI_14_1h"] < 40.0)
|
|
| (df["RSI_14_4h"] < 40.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
)
|
|
# 4h red, 15m & 4h down move, 15m & 1h & 4h & 1d still high
|
|
& (
|
|
(df["change_pct_4h"] > -4.0)
|
|
| (df["RSI_3_15m"] > 20.0)
|
|
| (df["RSI_3_4h"] > 40.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 4h red, 15m & 4h down move, 15m still not low enough, 1h & 4h & 1d still high
|
|
& (
|
|
(df["change_pct_4h"] > -4.0)
|
|
| (df["RSI_3_15m"] > 10.0)
|
|
| (df["RSI_3_4h"] > 40.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 4h P&D, 1h & 4h & 1d down move, 15m & 1h & 4h still not low enough, 1d still high
|
|
& (
|
|
(df["change_pct_4h"] > -5.0)
|
|
| (df["change_pct_4h"].shift(48) < 5.0)
|
|
| (df["RSI_3_1h"] > 25.0)
|
|
| (df["RSI_3_4h"] > 50.0)
|
|
| (df["RSI_3_1d"] > 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 30.0)
|
|
| (df["RSI_14_4h"] < 35.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
| (df["AROONU_14_1d"] < 50.0)
|
|
)
|
|
# 4h red, 1h & 4h & 1d down move, 1h & 4h still not low enough, 4h & 1d downtrend
|
|
& (
|
|
(df["change_pct_4h"] > -10.0)
|
|
| (df["RSI_3_1h"] > 25.0)
|
|
| (df["RSI_3_4h"] > 30.0)
|
|
| (df["RSI_3_1d"] > 40.0)
|
|
| (df["RSI_14_1h"] < 30.0)
|
|
| (df["RSI_14_4h"] < 30.0)
|
|
| (df["CMF_20_4h"] > -0.25)
|
|
| (df["RSI_14_1d"] < 40.0)
|
|
)
|
|
# 1d red, 15m & 1h & 4h & 1d down move, 4h stil not low enough, 1d still high, 4h downtrend
|
|
& (
|
|
(df["change_pct_1d"] > -10.0)
|
|
| (df["RSI_3_15m"] > 5.0)
|
|
| (df["RSI_3_1h"] > 10.0)
|
|
| (df["RSI_3_4h"] > 10.0)
|
|
| (df["RSI_3_1d"] > 20.0)
|
|
| (df["AROONU_14_4h"] < 25.0)
|
|
| (df["AROONU_14_1d"] < 50.0)
|
|
| (df["ROC_9_4h"] > -15.0)
|
|
)
|
|
# 1d red, 4h & 1d down move, 1h & 4h still not low enough & downtrend, 1d downtrend
|
|
& (
|
|
(df["change_pct_1d"] > -10.0)
|
|
| (df["RSI_3_4h"] > 20.0)
|
|
| (df["RSI_3_1d"] > 20.0)
|
|
| (df["RSI_14_1h"] < 20.0)
|
|
| (df["CMF_20_1h"] > -0.25)
|
|
| (df["RSI_14_4h"] < 25.0)
|
|
| (df["CMF_20_1h"] > -0.25)
|
|
| (df["ROC_9_4h"] > -20.0)
|
|
| (df["ROC_9_1d"] > -30.0)
|
|
)
|
|
# 1d red, 1h still not low enough, 4h & 1d still not low enough & downtrend
|
|
& (
|
|
(df["change_pct_1d"] > -10.0)
|
|
| (df["RSI_14_1h"] < 20.0)
|
|
| (df["RSI_14_4h"] < 20.0)
|
|
| (df["CMF_20_4h"] > -0.40)
|
|
| (df["ROC_9_4h"] > -20.0)
|
|
| (df["RSI_14_1d"] < 30.0)
|
|
| (df["CMF_20_1d"] > -0.50)
|
|
| (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 1d red with top wick, 4h down move, 15m high, 1h & 4h still not low enough, 4h downtrend
|
|
& (
|
|
(df["change_pct_1d"] > -10.0)
|
|
| (df["top_wick_pct_1d"] < 10.0)
|
|
| (df["RSI_3_4h"] > 30.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
| (df["AROONU_14_4h"] < 25.0)
|
|
| (df["ROC_9_4h"] > -20.0)
|
|
)
|
|
# 1d P&D, 1h & 4h down move, 15m & 1h & 4h still not low enough
|
|
& (
|
|
(df["change_pct_1d"] > -10.0)
|
|
| (df["change_pct_1d"].shift(288) < 40.0)
|
|
| (df["RSI_3_1h"] > 50.0)
|
|
| (df["RSI_3_4h"] > 50.0)
|
|
| (df["STOCHk_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 30.0)
|
|
| (df["WILLR_14_1h"] < -95.0)
|
|
| (df["RSI_14_4h"] < 40.0)
|
|
| (df["WILLR_14_4h"] < -80.0)
|
|
| (df["AROONU_14_4h"] < 25.0)
|
|
| (df["STOCHk_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 1d red, 15m & 1h & 4h & 1d down move, 15m & 1h & 4h & 1d still not low enough
|
|
& (
|
|
(df["change_pct_1d"] > -15.0)
|
|
| (df["RSI_3_15m"] > 20.0)
|
|
| (df["RSI_3_1h"] > 45.0)
|
|
| (df["RSI_3_4h"] > 45.0)
|
|
| (df["RSI_3_1d"] > 35.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 10.0)
|
|
| (df["RSI_14_1h"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
| (df["RSI_14_4h"] < 30.0)
|
|
| (df["RSI_14_1d"] < 35.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
)
|
|
# 1d red, 15m & 1d down move, 15m still high, 1h high, 1d still not low enough
|
|
& (
|
|
(df["change_pct_1d"] > -15.0)
|
|
| (df["RSI_3_15m"] > 40.0)
|
|
| (df["RSI_3_1d"] > 35.0)
|
|
| (df["RSI_14_15m"] < 35.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 90.0)
|
|
| (df["RSI_14_1d"] < 35.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
)
|
|
# 1d red, 15m & 1h & 4h & 1d down move, 15m & 1h & 4h & 1d still not low enough
|
|
& (
|
|
(df["change_pct_1d"] > -15.0)
|
|
| (df["RSI_3_15m"] > 40.0)
|
|
| (df["RSI_3_1h"] > 15.0)
|
|
| (df["RSI_3_4h"] > 35.0)
|
|
| (df["RSI_3_1d"] > 35.0)
|
|
| (df["RSI_14_15m"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
| (df["RSI_14_1h"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
| (df["RSI_14_4h"] < 30.0)
|
|
| (df["RSI_14_1d"] < 35.0)
|
|
)
|
|
# 1d red, 1d down move, 1h low, 4h low & downtrend, 1d not low enough & downtrend
|
|
& (
|
|
(df["change_pct_1d"] > -20.0)
|
|
| (df["RSI_3_1d"] > 10.0)
|
|
| (df["CMF_20_1h"] > -0.15)
|
|
| (df["CMF_20_4h"] > -0.30)
|
|
| (df["ROC_9_4h"] > -20.0)
|
|
| (df["RSI_14_1d"] < 20.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
| (df["ROC_9_1d"] > -30.0)
|
|
)
|
|
# 1d P&D, 15m down move, 15m still not low enough, 1h & 4h & 1d still high
|
|
& (
|
|
(df["change_pct_1d"] > -20.0)
|
|
| (df["change_pct_1d"].shift(288) < 20.0)
|
|
| (df["RSI_3_15m"] > 40.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
| (df["AROONU_14_4h"] < 25.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 1d red, 15m & 1h & 4h down move, 1h & 4h still not low enough, 1d still high
|
|
& (
|
|
(df["change_pct_1d"] > -30.0)
|
|
| (df["RSI_3_15m"] > 20.0)
|
|
| (df["RSI_3_1h"] > 40.0)
|
|
| (df["RSI_3_4h"] > 15.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
| (df["AROONU_14_4h"] < 25.0)
|
|
| (df["AROONU_14_1d"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 20.0)
|
|
)
|
|
# 1d green with top wick, 4h down move, 4h still high, 4h overbought
|
|
& (
|
|
(df["change_pct_1d"] < 20.0)
|
|
| (df["top_wick_pct_1d"] < 20.0)
|
|
| (df["RSI_3_4h"] > 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
| (df["ROC_9_4h"] < 50.0)
|
|
)
|
|
# 1d green, 15m & 1h & 4h down move, 15m still not low enough 1h & 4h & 1d still high
|
|
& (
|
|
(df["change_pct_1d"] < 20.0)
|
|
| (df["RSI_3_15m"] > 40.0)
|
|
| (df["RSI_3_1h"] > 55.0)
|
|
| (df["RSI_3_4h"] > 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 5.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
)
|
|
|
|
df["protections_long_rebuy"] = True
|
|
|
|
# Global protections Short
|
|
df["protections_short_global"] = True
|
|
|
|
df["global_protections_short_pump"] = (
|
|
# 1d green, 15m & 1h & 4h & 1d up move, 4h & 1d still not high enough & uptrend
|
|
(
|
|
(df["RSI_3_15m"] < 60.0)
|
|
| (df["RSI_3_1h"] < 70.0)
|
|
| (df["RSI_3_4h"] < 70.0)
|
|
| (df["RSI_3_1d"] < 80.0)
|
|
| (df["RSI_14_4h"] > 70.0)
|
|
| (df["WILLR_14_4h"] > -10.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
| (df["ROC_9_4h"] < 40.0)
|
|
| (df["RSI_14_1d"] > 80.0)
|
|
| (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 15m & 1h & 4h & 1d up move, 15m & 1h & 4h & 1d still not high enough, 1d uptrend
|
|
& (
|
|
(df["RSI_3_15m"] < 70.0)
|
|
| (df["RSI_3_1h"] < 80.0)
|
|
| (df["RSI_3_4h"] < 80.0)
|
|
| (df["RSI_3_1d"] < 80.0)
|
|
| (df["MFI_14_15m"] > 90.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] > 90.0)
|
|
| (df["MFI_14_1h"] > 90.0)
|
|
| (df["MFI_14_4h"] > 80.0)
|
|
| (df["WILLR_14_4h"] > -5.0)
|
|
| (df["AROOND_14_4h"] < 50.0)
|
|
| (df["ROC_9_1d"] < 40.0)
|
|
)
|
|
# 15m & 1h up move, 15m & 1h & 4h still not high enough, 1d still not high enough & uptrend
|
|
& (
|
|
(df["RSI_3_15m"] < 70.0)
|
|
| (df["RSI_3_1h"] < 85.0)
|
|
| (df["MFI_14_15m"] > 90.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] > 80.0)
|
|
| (df["RSI_14_1h"] > 80.0)
|
|
| (df["MFI_14_1h"] > 80.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
| (df["RSI_14_4h"] > 80.0)
|
|
| (df["RSI_14_1d"] > 80.0)
|
|
| (df["ROC_9_1d"] < 40.0)
|
|
)
|
|
# 15m & 1h & 4h & 1d up move, 1h still not high enough, 1d still low, 4h & 1d uptrend
|
|
& (
|
|
(df["RSI_3_15m"] < 80.0)
|
|
| (df["RSI_3_1h"] < 85.0)
|
|
| (df["RSI_3_4h"] < 90.0)
|
|
| (df["RSI_3_1d"] < 95.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] > 60.0)
|
|
| (df["AROOND_14_1d"] < 50.0)
|
|
| (df["ROC_9_4h"] < 100.0)
|
|
| (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 15m & 1h & 4h up move, 1h & 4h still not high enough, 1d uptrend
|
|
& (
|
|
(df["RSI_3_15m"] < 85.0)
|
|
| (df["RSI_3_1h"] < 80.0)
|
|
| (df["RSI_3_4h"] < 60.0)
|
|
| (df["WILLR_14_1h"] > -5.0)
|
|
| (df["AROOND_14_1h"] < 25.0)
|
|
| (df["WILLR_14_4h"] > -10.0)
|
|
| (df["AROOND_14_4h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] > 60.0)
|
|
| (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 15m & 1h & 4h & 1d up move, 15m & 1h & 4h still not high enough. 1d still not high enough & uptrend
|
|
& (
|
|
(df["RSI_3_15m"] < 95.0)
|
|
| (df["RSI_3_1h"] < 80.0)
|
|
| (df["RSI_3_4h"] < 80.0)
|
|
| (df["RSI_3_1d"] < 80.0)
|
|
| (df["RSI_14_15m"] > 90.0)
|
|
| (df["RSI_14_1h"] > 90.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
| (df["RSI_14_4h"] > 90.0)
|
|
| (df["WILLR_14_4h"] > -5.0)
|
|
| (df["RSI_14_1d"] > 80.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] > 80.0)
|
|
| (df["ROC_9_1d"] < 40.0)
|
|
)
|
|
# 1h & 4h & 1d up move, 15m still not high enough, 1h & 4h & 1d still not high enough, 1d uptrend
|
|
& (
|
|
(df["RSI_3_1h"] < 80.0)
|
|
| (df["RSI_3_4h"] < 60.0)
|
|
| (df["RSI_3_1d"] < 90.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] > 80.0)
|
|
| (df["WILLR_14_1h"] > -20.0)
|
|
| (df["WILLR_14_4h"] > -25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
| (df["AROOND_14_1d"] < 50.0)
|
|
| (df["ROC_9_1d"] < 20.0)
|
|
)
|
|
)
|
|
|
|
df["global_protections_short_dump"] = (
|
|
# 15m up move, 15m still low, 1h & 4h & 1d still not high
|
|
(df["RSI_3_15m"] < 85.0)
|
|
| (df["AROOND_14_15m"] < 50.0)
|
|
| (df["RSI_14_1h"] > 70.0)
|
|
| (df["WILLR_14_1h"] > -50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
| (df["AROOND_14_1h"] < 75.0)
|
|
| (df["RSI_14_4h"] > 70.0)
|
|
| (df["WILLR_14_4h"] > -50.0)
|
|
| (df["AROOND_14_4h"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
| (df["RSI_14_1d"] > 70.0)
|
|
)
|
|
|
|
df["protections_short_rebuy"] = True
|
|
|
|
tok = time.perf_counter()
|
|
log.debug(f"[{metadata['pair']}] Populate indicators took a total of: {tok - tik:0.4f} seconds.")
|
|
|
|
return df
|
|
|
|
# Confirm Trade Entry
|
|
# ---------------------------------------------------------------------------------------------
|
|
def confirm_trade_entry(
|
|
self,
|
|
pair: str,
|
|
order_type: str,
|
|
amount: float,
|
|
rate: float,
|
|
time_in_force: str,
|
|
current_time: datetime,
|
|
entry_tag: Optional[str],
|
|
side: str,
|
|
**kwargs,
|
|
) -> bool:
|
|
# allow force entries
|
|
if entry_tag == "force_entry":
|
|
return True
|
|
|
|
# Grind mode
|
|
entry_tags = entry_tag.split()
|
|
if all(c in self.long_grind_mode_tags for c in entry_tags):
|
|
is_pair_grind_mode = pair.split("/")[0] in self.grind_mode_coins
|
|
if is_pair_grind_mode:
|
|
num_open_grind_mode = 0
|
|
open_trades = Trade.get_trades_proxy(is_open=True)
|
|
for open_trade in open_trades:
|
|
enter_tag = open_trade.enter_tag
|
|
enter_tags = enter_tag.split()
|
|
if all(c in self.long_grind_mode_tags for c in enter_tags):
|
|
num_open_grind_mode += 1
|
|
if num_open_grind_mode >= self.grind_mode_max_slots:
|
|
# Reached the limit of grind mode open trades
|
|
log.warning(f"Cancelling entry for {pair} due to reached the limit of grind mode open trades.")
|
|
return False
|
|
else:
|
|
# The pair is not in the list of grind mode allowed
|
|
log.warning(f"[{current_time}] Cancelling entry for {pair} due to {pair} not in list of grind mode coins.")
|
|
return False
|
|
# Top Coins mode
|
|
elif all(c in self.long_top_coins_mode_tags for c in entry_tags):
|
|
is_pair_top_coins_mode = pair.split("/")[0] in self.top_coins_mode_coins
|
|
if not is_pair_top_coins_mode:
|
|
# The pair is not in the list of top_coins mode allowed
|
|
log.warning(f"[{current_time}] Cancelling entry for {pair} due to {pair} not in list of top coins mode coins.")
|
|
return False
|
|
# Derisk mode
|
|
elif all(c in self.long_derisk_mode_tags for c in entry_tags):
|
|
current_free_slots = self.config["max_open_trades"]
|
|
current_free_slots = self.config["max_open_trades"] - Trade.get_open_trade_count()
|
|
if current_free_slots < self.min_free_slots_derisk_mode:
|
|
# not enough free slots for derisk mode
|
|
log.warning(f"[{current_time}] Cancelling entry for {pair} due to not enough free slots.")
|
|
return False
|
|
|
|
df, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
|
|
if len(df) >= 1:
|
|
last_candle = df.iloc[-1].squeeze()
|
|
if ("side" == "long" and rate > last_candle["close"]) or ("side" == "short" and rate < last_candle["close"]):
|
|
slippage = (rate / last_candle["close"]) - 1.0
|
|
if ("side" == "long" and slippage < self.max_slippage) or (
|
|
"side" == "short" and slippage > -self.max_slippage
|
|
):
|
|
return True
|
|
else:
|
|
log.warning(f"[{current_time}] Cancelling entry for {pair} due to slippage {(slippage * 100.0):.2f}%")
|
|
return False
|
|
|
|
return True
|
|
|
|
# Confirm Trade Exit
|
|
# ---------------------------------------------------------------------------------------------
|
|
def confirm_trade_exit(
|
|
self,
|
|
pair: str,
|
|
trade: Trade,
|
|
order_type: str,
|
|
amount: float,
|
|
rate: float,
|
|
time_in_force: str,
|
|
exit_reason: str,
|
|
current_time: datetime,
|
|
**kwargs,
|
|
) -> bool:
|
|
# Allow force exits
|
|
if exit_reason != "force_exit":
|
|
if self._should_hold_trade(trade, rate, exit_reason):
|
|
return False
|
|
if exit_reason in ["stop_loss", "trailing_stop_loss"]:
|
|
log.warning(f"[{current_time}] Cancelling {exit_reason} exit for {pair}")
|
|
return False
|
|
if self.exit_profit_only:
|
|
profit = 0.0
|
|
if trade.realized_profit != 0.0:
|
|
profit = ((rate - trade.open_rate) / trade.open_rate) * trade.stake_amount * (1 - trade.fee_close)
|
|
profit = profit + trade.realized_profit
|
|
profit = profit / trade.stake_amount
|
|
else:
|
|
profit = trade.calc_profit_ratio(rate)
|
|
if profit < self.exit_profit_offset:
|
|
return False
|
|
|
|
self._remove_profit_target(pair)
|
|
return True
|
|
|
|
# Bot Loop Start
|
|
# ---------------------------------------------------------------------------------------------
|
|
def bot_loop_start(self, current_time: datetime, **kwargs) -> None:
|
|
if self.config["runmode"].value not in ("live", "dry_run"):
|
|
return super().bot_loop_start(datetime, **kwargs)
|
|
|
|
if self.hold_support_enabled:
|
|
self.load_hold_trades_config()
|
|
|
|
return super().bot_loop_start(current_time, **kwargs)
|
|
|
|
# Leverage
|
|
# ---------------------------------------------------------------------------------------------
|
|
def leverage(
|
|
self,
|
|
pair: str,
|
|
current_time: datetime,
|
|
current_rate: float,
|
|
proposed_leverage: float,
|
|
max_leverage: float,
|
|
entry_tag: Optional[str],
|
|
side: str,
|
|
**kwargs,
|
|
) -> float:
|
|
enter_tags = entry_tag.split()
|
|
if all(c in self.long_rebuy_mode_tags for c in enter_tags):
|
|
return self.futures_mode_leverage_rebuy_mode
|
|
elif all(c in self.long_grind_mode_tags for c in enter_tags):
|
|
return self.futures_mode_leverage_grind_mode
|
|
return self.futures_mode_leverage
|
|
|
|
# Correct Min Stake
|
|
# ---------------------------------------------------------------------------------------------
|
|
def correct_min_stake(self, min_stake: float) -> float:
|
|
if self.config["exchange"]["name"] in ["bybit"]:
|
|
if self.is_futures_mode:
|
|
if min_stake < 5.0:
|
|
min_stake = 5.0
|
|
return min_stake
|
|
|
|
def is_backtest_mode(self) -> bool:
|
|
"""Check if the current run mode is backtest or hyperopt"""
|
|
return self.dp.runmode.value in ["backtest", "hyperopt"]
|
|
|
|
def has_valid_entry_conditions(self, trade: Trade, exit_rate: float, last_candle, previous_candle) -> bool:
|
|
"""Check if there are valid entry conditions"""
|
|
filled_orders = trade.select_filled_orders()
|
|
if len(filled_orders) < 1:
|
|
return False
|
|
slice_profit = (exit_rate - filled_orders[-1].safe_price) / filled_orders[-1].safe_price
|
|
if not trade.is_short:
|
|
return last_candle["enter_long"] or self.long_grind_entry(last_candle, previous_candle, slice_profit, False)
|
|
else:
|
|
return last_candle["enter_short"] or self.short_grind_entry(last_candle, previous_candle, slice_profit, False)
|
|
return False
|
|
|
|
# Set Profit Target
|
|
# ---------------------------------------------------------------------------------------------
|
|
def _set_profit_target(
|
|
self, pair: str, sell_reason: str, rate: float, current_profit: float, current_time: datetime
|
|
):
|
|
self.target_profit_cache.data[pair] = {
|
|
"rate": rate,
|
|
"profit": current_profit,
|
|
"sell_reason": sell_reason,
|
|
"time_profit_reached": current_time.isoformat(),
|
|
}
|
|
self.target_profit_cache.save()
|
|
|
|
# Remove Profit Target
|
|
# ---------------------------------------------------------------------------------------------
|
|
def _remove_profit_target(self, pair: str):
|
|
if self.target_profit_cache is not None:
|
|
self.target_profit_cache.data.pop(pair, None)
|
|
self.target_profit_cache.save()
|
|
|
|
# Get Hold Trades Config File
|
|
# ---------------------------------------------------------------------------------------------
|
|
def get_hold_trades_config_file(self):
|
|
proper_holds_file_path = self.config["user_data_dir"].resolve() / "nfi-hold-trades.json"
|
|
if proper_holds_file_path.is_file():
|
|
return proper_holds_file_path
|
|
|
|
strat_file_path = pathlib.Path(__file__)
|
|
hold_trades_config_file_resolve = strat_file_path.resolve().parent / "hold-trades.json"
|
|
if hold_trades_config_file_resolve.is_file():
|
|
log.warning(
|
|
"Please move %s to %s which is now the expected path for the holds file",
|
|
hold_trades_config_file_resolve,
|
|
proper_holds_file_path,
|
|
)
|
|
return hold_trades_config_file_resolve
|
|
|
|
# The resolved path does not exist, is it a symlink?
|
|
hold_trades_config_file_absolute = strat_file_path.absolute().parent / "hold-trades.json"
|
|
if hold_trades_config_file_absolute.is_file():
|
|
log.warning(
|
|
"Please move %s to %s which is now the expected path for the holds file",
|
|
hold_trades_config_file_absolute,
|
|
proper_holds_file_path,
|
|
)
|
|
return hold_trades_config_file_absolute
|
|
|
|
# Load Hold Trades Config
|
|
# ---------------------------------------------------------------------------------------------
|
|
def load_hold_trades_config(self):
|
|
if self.hold_trades_cache is None:
|
|
hold_trades_config_file = self.get_hold_trades_config_file()
|
|
if hold_trades_config_file:
|
|
log.warning("Loading hold support data from %s", hold_trades_config_file)
|
|
self.hold_trades_cache = HoldsCache(hold_trades_config_file)
|
|
|
|
if self.hold_trades_cache:
|
|
self.hold_trades_cache.load()
|
|
|
|
# Should Hold Trade
|
|
# ---------------------------------------------------------------------------------------------
|
|
def _should_hold_trade(self, trade: "Trade", rate: float, sell_reason: str) -> bool:
|
|
if self.config["runmode"].value not in ("live", "dry_run"):
|
|
return False
|
|
|
|
if not self.hold_support_enabled:
|
|
return False
|
|
|
|
# Just to be sure our hold data is loaded, should be a no-op call after the first bot loop
|
|
self.load_hold_trades_config()
|
|
|
|
if not self.hold_trades_cache:
|
|
# Cache hasn't been setup, likely because the corresponding file does not exist, sell
|
|
return False
|
|
|
|
if not self.hold_trades_cache.data:
|
|
# We have no pairs we want to hold until profit, sell
|
|
return False
|
|
|
|
# By default, no hold should be done
|
|
hold_trade = False
|
|
|
|
trade_ids: dict = self.hold_trades_cache.data.get("trade_ids")
|
|
if trade_ids and trade.id in trade_ids:
|
|
trade_profit_ratio = trade_ids[trade.id]
|
|
profit = 0.0
|
|
if trade.realized_profit != 0.0:
|
|
profit = ((rate - trade.open_rate) / trade.open_rate) * trade.stake_amount * (1 - trade.fee_close)
|
|
profit = profit + trade.realized_profit
|
|
profit = profit / trade.stake_amount
|
|
else:
|
|
profit = trade.calc_profit_ratio(rate)
|
|
current_profit_ratio = profit
|
|
if sell_reason == "force_sell":
|
|
formatted_profit_ratio = f"{trade_profit_ratio * 100}%"
|
|
formatted_current_profit_ratio = f"{current_profit_ratio * 100}%"
|
|
log.warning(
|
|
"Force selling %s even though the current profit of %s < %s",
|
|
trade,
|
|
formatted_current_profit_ratio,
|
|
formatted_profit_ratio,
|
|
)
|
|
return False
|
|
elif current_profit_ratio >= trade_profit_ratio:
|
|
# This pair is on the list to hold, and we reached minimum profit, sell
|
|
formatted_profit_ratio = f"{trade_profit_ratio * 100}%"
|
|
formatted_current_profit_ratio = f"{current_profit_ratio * 100}%"
|
|
log.warning(
|
|
"Selling %s because the current profit of %s >= %s",
|
|
trade,
|
|
formatted_current_profit_ratio,
|
|
formatted_profit_ratio,
|
|
)
|
|
return False
|
|
|
|
# This pair is on the list to hold, and we haven't reached minimum profit, hold
|
|
hold_trade = True
|
|
|
|
trade_pairs: dict = self.hold_trades_cache.data.get("trade_pairs")
|
|
if trade_pairs and trade.pair in trade_pairs:
|
|
trade_profit_ratio = trade_pairs[trade.pair]
|
|
profit = 0.0
|
|
if trade.realized_profit != 0.0:
|
|
profit = ((rate - trade.open_rate) / trade.open_rate) * trade.stake_amount * (1 - trade.fee_close)
|
|
profit = profit + trade.realized_profit
|
|
profit = profit / trade.stake_amount
|
|
else:
|
|
profit = trade.calc_profit_ratio(rate)
|
|
current_profit_ratio = profit
|
|
if sell_reason == "force_sell":
|
|
formatted_profit_ratio = f"{trade_profit_ratio * 100}%"
|
|
formatted_current_profit_ratio = f"{current_profit_ratio * 100}%"
|
|
log.warning(
|
|
"Force selling %s even though the current profit of %s < %s",
|
|
trade,
|
|
formatted_current_profit_ratio,
|
|
formatted_profit_ratio,
|
|
)
|
|
return False
|
|
elif current_profit_ratio >= trade_profit_ratio:
|
|
# This pair is on the list to hold, and we reached minimum profit, sell
|
|
formatted_profit_ratio = f"{trade_profit_ratio * 100}%"
|
|
formatted_current_profit_ratio = f"{current_profit_ratio * 100}%"
|
|
log.warning(
|
|
"Selling %s because the current profit of %s >= %s",
|
|
trade,
|
|
formatted_current_profit_ratio,
|
|
formatted_profit_ratio,
|
|
)
|
|
return False
|
|
|
|
# This pair is on the list to hold, and we haven't reached minimum profit, hold
|
|
hold_trade = True
|
|
|
|
return hold_trade
|
|
|
|
# Populate Exit Trend
|
|
# ---------------------------------------------------------------------------------------------
|
|
def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
|
|
df.loc[:, "exit_long"] = 0
|
|
df.loc[:, "exit_short"] = 0
|
|
|
|
return df
|
|
|
|
#
|
|
# $$$$$$$$\ $$\ $$\ $$$$$$$$\ $$$$$$$\ $$\ $$\
|
|
# $$ _____|$$$\ $$ |\__$$ __|$$ __$$\\$$\ $$ |
|
|
# $$ | $$$$\ $$ | $$ | $$ | $$ |\$$\ $$ /
|
|
# $$$$$\ $$ $$\$$ | $$ | $$$$$$$ | \$$$$ /
|
|
# $$ __| $$ \$$$$ | $$ | $$ __$$< \$$ /
|
|
# $$ | $$ |\$$$ | $$ | $$ | $$ | $$ |
|
|
# $$$$$$$$\ $$ | \$$ | $$ | $$ | $$ | $$ |
|
|
# \________|\__| \__| \__| \__| \__| \__|
|
|
#
|
|
|
|
#
|
|
# $$$$$$\ $$$$$$\ $$\ $$\ $$$$$$$\ $$$$$$\ $$$$$$$$\ $$$$$$\ $$$$$$\ $$\ $$\ $$$$$$\
|
|
# $$ __$$\ $$ __$$\ $$$\ $$ |$$ __$$\ \_$$ _|\__$$ __|\_$$ _|$$ __$$\ $$$\ $$ |$$ __$$\
|
|
# $$ / \__|$$ / $$ |$$$$\ $$ |$$ | $$ | $$ | $$ | $$ | $$ / $$ |$$$$\ $$ |$$ / \__|
|
|
# $$ | $$ | $$ |$$ $$\$$ |$$ | $$ | $$ | $$ | $$ | $$ | $$ |$$ $$\$$ |\$$$$$$\
|
|
# $$ | $$ | $$ |$$ \$$$$ |$$ | $$ | $$ | $$ | $$ | $$ | $$ |$$ \$$$$ | \____$$\
|
|
# $$ | $$\ $$ | $$ |$$ |\$$$ |$$ | $$ | $$ | $$ | $$ | $$ | $$ |$$ |\$$$ |$$\ $$ |
|
|
# \$$$$$$ | $$$$$$ |$$ | \$$ |$$$$$$$ |$$$$$$\ $$ | $$$$$$\ $$$$$$ |$$ | \$$ |\$$$$$$ |
|
|
# \______/ \______/ \__| \__|\_______/ \______| \__| \______| \______/ \__| \__| \______/
|
|
#
|
|
|
|
# Populate Entry Trend
|
|
# ---------------------------------------------------------------------------------------------
|
|
def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
|
|
long_entry_conditions = []
|
|
short_entry_conditions = []
|
|
|
|
df.loc[:, "enter_tag"] = ""
|
|
df.loc[:, "enter_long"] = ""
|
|
df.loc[:, "enter_short"] = ""
|
|
|
|
is_backtest = self.dp.runmode.value in ["backtest", "hyperopt", "plot"]
|
|
# the number of free slots
|
|
current_free_slots = self.config["max_open_trades"]
|
|
if not is_backtest:
|
|
current_free_slots = self.config["max_open_trades"] - Trade.get_open_trade_count()
|
|
# Grind mode
|
|
num_open_long_grind_mode = 0
|
|
is_pair_long_grind_mode = metadata["pair"].split("/")[0] in self.grind_mode_coins
|
|
if not is_backtest:
|
|
open_trades = Trade.get_trades_proxy(is_open=True)
|
|
for open_trade in open_trades:
|
|
enter_tag = open_trade.enter_tag
|
|
if enter_tag is not None:
|
|
enter_tags = enter_tag.split()
|
|
if all(c in self.long_grind_mode_tags for c in enter_tags):
|
|
num_open_long_grind_mode += 1
|
|
# Top Coins mode
|
|
is_pair_long_top_coins_mode = metadata["pair"].split("/")[0] in self.top_coins_mode_coins
|
|
is_pair_short_top_coins_mode = metadata["pair"].split("/")[0] in self.top_coins_mode_coins
|
|
# if BTC/ETH stake
|
|
is_btc_stake = self.config["stake_currency"] in self.btc_stakes
|
|
allowed_empty_candles_288 = 144 if is_btc_stake else 60
|
|
|
|
###############################################################################################
|
|
|
|
# LONG ENTRY CONDITIONS STARTS HERE
|
|
|
|
###############################################################################################
|
|
|
|
#
|
|
# /$$ /$$$$$$ /$$ /$$ /$$$$$$ /$$$$$$$$/$$ /$$/$$$$$$$$/$$$$$$$$/$$$$$$$
|
|
# | $$ /$$__ $| $$$ | $$/$$__ $$ | $$_____| $$$ | $|__ $$__| $$_____| $$__ $$
|
|
# | $$ | $$ \ $| $$$$| $| $$ \__/ | $$ | $$$$| $$ | $$ | $$ | $$ \ $$
|
|
# | $$ | $$ | $| $$ $$ $| $$ /$$$$ | $$$$$ | $$ $$ $$ | $$ | $$$$$ | $$$$$$$/
|
|
# | $$ | $$ | $| $$ $$$| $$|_ $$ | $$__/ | $$ $$$$ | $$ | $$__/ | $$__ $$
|
|
# | $$ | $$ | $| $$\ $$| $$ \ $$ | $$ | $$\ $$$ | $$ | $$ | $$ \ $$
|
|
# | $$$$$$$| $$$$$$| $$ \ $| $$$$$$/ | $$$$$$$| $$ \ $$ | $$ | $$$$$$$| $$ | $$
|
|
# |________/\______/|__/ \__/\______/ |________|__/ \__/ |__/ |________|__/ |__/
|
|
#
|
|
|
|
for enabled_long_entry_signal in self.long_entry_signal_params:
|
|
long_entry_condition_index = int(enabled_long_entry_signal.split("_")[3])
|
|
item_buy_protection_list = [True]
|
|
if self.long_entry_signal_params[f"{enabled_long_entry_signal}"]:
|
|
# Long Entry Conditions Starts Here
|
|
# -----------------------------------------------------------------------------------------
|
|
long_entry_logic = []
|
|
long_entry_logic.append(reduce(lambda x, y: x & y, item_buy_protection_list))
|
|
|
|
# Condition #1 - Normal mode (Long).
|
|
if long_entry_condition_index == 1:
|
|
# Protections
|
|
long_entry_logic.append(df["num_empty_288"] <= allowed_empty_candles_288)
|
|
long_entry_logic.append(df["global_protections_long_pump"] == True)
|
|
long_entry_logic.append(df["global_protections_long_dump"] == True)
|
|
|
|
long_entry_logic.append(df["RSI_3_1h"] <= 95.0)
|
|
long_entry_logic.append(df["RSI_3_4h"] <= 80.0)
|
|
long_entry_logic.append(df["RSI_3_1d"] <= 80.0)
|
|
long_entry_logic.append(df["RSI_14_1h"] < 80.0)
|
|
long_entry_logic.append(df["RSI_14_4h"] < 80.0)
|
|
long_entry_logic.append(df["RSI_14_1d"] < 90.0)
|
|
# 5m strong down move
|
|
long_entry_logic.append((df["RSI_3"] > 2.0) | (df["ROC_9"] > -50.0))
|
|
# 5m & 15m strong down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 2.0) | (df["RSI_3_15m"] > 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 5m strong down move, 1h & 4h down move
|
|
long_entry_logic.append((df["RSI_3"] > 2.0) | (df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 15.0))
|
|
# 15m & 1h strong down move, 1h strong downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["CMF_20_1h"] > -0.30))
|
|
# 15m & 1h down move, 1h still not low enough
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["UO_7_14_28_1h"] < 25.0))
|
|
# 15m & 1h down move, 1h still not low enough
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 10.0) | (df["MFI_14_1h"] < 50.0))
|
|
# 15m & 1h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m & 4h down move, 4h still not low enough
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_4h"] > 15.0) | (df["AROONU_14_4h"] < 50.0))
|
|
# 15m & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 15m down move, 1h & 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["UO_7_14_28_1h"] < 40.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 15.0) | (df["MFI_14_4h"] < 50.0))
|
|
# 15m & 4h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
)
|
|
# 15m down move, 15m & 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 25.0)
|
|
)
|
|
# 15m down move, 1h & 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["RSI_14_4h"] < 50.0)
|
|
)
|
|
# 5m strong down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_change_pct_15m"] > -80.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 15m & 1h down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 10.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 15m & 4h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
)
|
|
# 15m down move, 1h & 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["RSI_14_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 4h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0) | (df["MFI_14_1d"] > 10.0)
|
|
)
|
|
# 15m down move, 4h still not low enough, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
)
|
|
# 15m down move, 15m still not low enoug, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["AROONU_14_15m"] < 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 60.0)
|
|
)
|
|
# 15m down move, 1h high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 15m & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 15m down move, 1h still high, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0) | (df["ROC_9_4h"] < 80.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append((df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 5.0) | (df["UO_7_14_28_4h"] < 40.0))
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 15m still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 30.0)
|
|
)
|
|
# 1h & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_change_pct_4h"] > -50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_change_pct_4h"] > -65.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 1h & 4h down move, 15m still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 25.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 1h & 4h down move, 4h still high
|
|
long_entry_logic.append((df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 10.0) | (df["UO_7_14_28_4h"] < 40.0))
|
|
# 1h & 4h down move, 15m high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 70.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
)
|
|
# 1h & 4h down move, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 1h down move, 1h still not low enough, 1d strong downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 1h down move, 1h still not low enough, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0) | (df["RSI_14_4h"] < 50.0)
|
|
)
|
|
# 1h downmove, 1h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["ROC_2_1d"] > -30.0)
|
|
)
|
|
# 1h down move, 1h not low enough, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["AROONU_14_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
)
|
|
# 1h & 4h down move, 1h stil high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
)
|
|
# 1h & 1d down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["RSI_3_1d"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h down move, 15m still not low enough, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h down move, 1h still not low enough, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 4h & 1d down move, 1d strong downtrend
|
|
long_entry_logic.append((df["RSI_3_4h"] > 10.0) | (df["RSI_3_1d"] > 10.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 4h down move, 4h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 4h down move, 1h still high, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 4h downmove, 1d downtrend, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 20.0) | (df["ROC_2_1d"] > -15.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 1h downtrend, 4h down move, 1d downtrend
|
|
long_entry_logic.append((df["ROC_9_1h"] > -15.0) | (df["RSI_3_4h"] > 10.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 4h overbought, 4h high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["ROC_9_4h"] < 100.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 15m red, 15m strong downtrend
|
|
long_entry_logic.append((df["change_pct_15m"] > -20.0) | (df["RSI_3_15m"] > 5.0))
|
|
# 1d red, 4h down move, 4h downtrend
|
|
long_entry_logic.append((df["change_pct_1d"] > -20.0) | (df["RSI_3_4h"] > 20.0) | (df["ROC_9_4h"] > -40.0))
|
|
# 1d green witj green wick, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] < 20.0) | (df["top_wick_pct_1d"] < 20.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
|
|
# Logic
|
|
long_entry_logic.append(df["EMA_26"] > df["EMA_12"])
|
|
long_entry_logic.append((df["EMA_26"] - df["EMA_12"]) > (df["open"] * 0.030))
|
|
long_entry_logic.append((df["EMA_26"].shift() - df["EMA_12"].shift()) > (df["open"] / 100.0))
|
|
long_entry_logic.append(df["close"] < (df["BBL_20_2.0"] * 0.999))
|
|
|
|
# Condition #2 - Normal mode (Long).
|
|
if long_entry_condition_index == 2:
|
|
# Protections
|
|
long_entry_logic.append(df["num_empty_288"] <= allowed_empty_candles_288)
|
|
long_entry_logic.append(df["global_protections_long_pump"] == True)
|
|
long_entry_logic.append(df["global_protections_long_dump"] == True)
|
|
|
|
# 5m down move, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 90.0) | (df["ROC_9_4h"] < 50.0)
|
|
)
|
|
# 5m strong down move
|
|
long_entry_logic.append((df["RSI_3"] > 2.0) | (df["ROC_9"] > -50.0))
|
|
# 15m & 1h & 1d downmove
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 10.0) | (df["RSI_3_1d"] > 10.0))
|
|
# 5m & 1h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 5.0) | (df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
)
|
|
# 5m down move, 1h still high, 4h down move
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["RSI_3_4h"] > 10.0)
|
|
)
|
|
# 15m downmove, 4h overbought
|
|
long_entry_logic.append((df["RSI_3_change_pct_15m"] > -40.0) | (df["RSI_14_4h"] < 75.0))
|
|
# 5m & 15m & 1h down move
|
|
long_entry_logic.append((df["RSI_3"] > 5.0) | (df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 15.0))
|
|
# 5m down move, 4h high
|
|
long_entry_logic.append((df["RSI_3"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 75.0))
|
|
# 5m down move, 15m still high, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 10.0) | (df["AROONU_14_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 90.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 2.0) | (df["RSI_3_1h"] > 15.0) | (df["MFI_14_4h"] < 50.0))
|
|
# 15m & 1h down move, 4h down
|
|
long_entry_logic.append((df["RSI_3_15m"] > 2.0) | (df["RSI_3_1h"] > 10.0) | (df["ROC_9_4h"] > -10.0))
|
|
# 15m down move, 15m still not low enough, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 15m down move, 1h & 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 1h high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0))
|
|
# 15m down move, 15m still not low enough, 1h & 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
| (df["MFI_14_4h"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 1h still not low enough
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 10.0) | (df["AROONU_14_1h"] < 50.0))
|
|
# 15m & 1h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 20.0) | (df["UO_7_14_28_4h"] < 45.0))
|
|
# 15m & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 15m down move, 4h overbought & high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["ROC_9_4h"] < 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15 & 1h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
)
|
|
# 15m down move, 1h high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0))
|
|
# 15m & 4h down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["RSI_3_4h"] > 20.0) | (df["ROC_9_1d"] > -40.0))
|
|
# 15m & 4h down move, 4h still high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["RSI_3_4h"] > 20.0) | (df["AROONU_14_4h"] < 50.0))
|
|
# 15m down move, 4h high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0) | (df["ROC_9_1d"] > -30.0)
|
|
)
|
|
# 15m down move, 1h moving down, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["CCI_20_change_pct_1h"] > 0.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 20.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 15m & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
)
|
|
# 15m down move, 1h low, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["ROC_9_1h"] > -20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 1h high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 90.0))
|
|
# 15m down move, 1h still high, 4h overbought
|
|
long_entry_logic.append((df["RSI_3_15m"] > 20.0) | (df["RSI_14_1h"] < 40.0) | (df["RSI_14_4h"] < 80.0))
|
|
# 15m down move, 15m still high, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 40.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 1h & 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m down move, 1h & 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 90.0) | (df["RSI_3_4h"] < 90.0)
|
|
)
|
|
# 15m down move, 1h high, 1d low
|
|
long_entry_logic.append(
|
|
(df["RSI_3_change_pct_15m"] > -40.0) | (df["ROC_9_1h"] < 10.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 15m down move, 4h high, 1d low
|
|
long_entry_logic.append(
|
|
(df["ROC_9_15m"] > -5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 15m down move, 4h high, 1d low
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["ROC_9_4h"] < 20.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 15m down move, 1h still high, 1d high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 15.0) | (df["RSI_14_1h"] < 40.0) | (df["ROC_9_1d"] < 50.0))
|
|
# 15m & 1h down move, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_15m"] > 20.0) | (df["ROC_9_1h"] > -20.0) | (df["ROC_9_1d"] < 40.0))
|
|
# 15m down move, 1h high, 4h downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 90.0) | (df["ROC_9_4h"] > -10.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0)
|
|
| (df["RSI_3_1h"] > 20.0)
|
|
| (df["RSI_3_4h"] > 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 15m & 1h & 4h down move
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["CMF_20_1h"] > -0.4) | (df["RSI_3_4h"] > 10.0))
|
|
# 15m strong downtrend, 1h downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["MFI_14_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0))
|
|
# 15m down move, 15m still not low enough, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m down move, 4h still high, 1d still high & down move
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
| (df["RSI_3_1d"] < 50.0)
|
|
| (df["ROC_9_1d"] > -15.0)
|
|
)
|
|
# 15m down move, 1h & 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 1h & 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["UO_7_14_28_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 1h high, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 14m down move, 4h downtrend, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_15m"] > 15.0) | (df["ROC_9_4h"] > -15.0) | (df["ROC_9_1d"] < 100.0))
|
|
# 15m & 1h down move, 15m still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 30.0)
|
|
)
|
|
# 15m down move, 1h still not low enough, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["ROC_9_4h"] < 80.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
)
|
|
# 15m & 4h down move, 4h still high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 25.0) | (df["RSI_3_4h"] > 15.0) | (df["AROONU_14_4h"] < 50.0))
|
|
# 15m & 4h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
)
|
|
# 15m down move, 1h still high, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 15m down move, 4h still not low enough, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0) | (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 15m down move, 1h still not low enough, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["UO_7_14_28_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 1h & 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
)
|
|
# 15m down move, 4h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0) | (df["ROC_9_1d"] > -40.0)
|
|
)
|
|
# 15m down move, 1h high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["ROC_2_1d"] > -15.0)
|
|
)
|
|
# 15m down move, 1h still not low enough, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 40.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["ROC_9_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 15m not low enough, 1h overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_14_change_pct_15m"] > -40.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 10.0) | (df["RSI_14_1h"] < 70.0)
|
|
)
|
|
# 15m still not low enough, 4h & 1d going down
|
|
long_entry_logic.append((df["AROONU_14_15m"] < 25.0) | (df["RSI_3_4h"] > 20.0) | (df["RSI_3_1d"] > 30.0))
|
|
# 15m still not low enough, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["AROONU_14_15m"] < 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 90.0) | (df["ROC_9_4h"] < 40.0)
|
|
)
|
|
# 15m still not low enough, 1h overbought
|
|
long_entry_logic.append((df["AROONU_14_15m"] < 25.0) | (df["RSI_14_1h"] < 90.0))
|
|
# 1h strong down move
|
|
long_entry_logic.append((df["RSI_3_1h"] > 5.0) | (df["RSI_3_change_pct_1h"] > -85.0))
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 1h down move, 1d strong downtrend
|
|
long_entry_logic.append((df["RSI_3_1h"] > 10.0) | (df["RSI_3_1d"] > 5.0))
|
|
# 1h down move, 1h still not low enough, 4h still not low
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["RSI_14_4h"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0)
|
|
| (df["RSI_3_change_pct_4h"] > -50.0)
|
|
| (df["AROONU_14_4h"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 40.0)
|
|
)
|
|
# 1h down move, 4h still not low enough, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_1h"] > 10.0) | (df["AROONU_14_4h"] < 25.0) | (df["ROC_9_1d"] < 120.0))
|
|
# 1h down move, 4h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0) | (df["ROC_9_1d"] > -30.0)
|
|
)
|
|
# 1h down move, 4h overbought
|
|
long_entry_logic.append((df["RSI_3_1h"] > 15.0) | (df["RSI_14_4h"] < 75.0))
|
|
# 15m down move, 4h still not low enough, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0) | (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 1h & 4h down move, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
)
|
|
# 1h & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 1h down move, 4h still not low enough, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 1h P&D, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 30.0) | (df["RSI_3_1h"].shift(12) < 80.0) | (df["ROC_9_1d"] > -20.0)
|
|
)
|
|
# 4h down move, 15m high, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 4h strong downtrend
|
|
long_entry_logic.append((df["RSI_3_4h"] > 5.0) | (df["ROC_9_4h"] > -40.0))
|
|
# 4h down move, 1h still high, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0) | (df["MFI_14_1d"] < 70.0)
|
|
)
|
|
# 4h P&D
|
|
long_entry_logic.append((df["RSI_3_4h"] > 30.0) | (df["RSI_3_4h"].shift(48) < 95.0))
|
|
# 4h down move, 1h still not low enough, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 4h down move, 1h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["ROC_9_1d"] > -30.0)
|
|
)
|
|
# 4h & 1d down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_14_4h"] > 40.0) | (df["RSI_3_1d"] > 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m still not low enough, 1h & 4h high
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m & 4h & 1h high
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] < 70.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
)
|
|
# 1h stil high, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 95.0) | (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 1h & 4h still high, 1d strong down move
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["UO_7_14_28_4h"] < 45.0) | (df["RSI_3_1d"] > 10.0)
|
|
)
|
|
# 5m down, 1h down move, 4h high
|
|
long_entry_logic.append(
|
|
(df["ROC_9"] > -5.0) | (df["RSI_3_change_pct_1h"] > -50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 4h pumped and going down
|
|
long_entry_logic.append((df["ROC_9_15m"] > -10.0) | (df["ROC_2_4h"] > -5.0) | (df["ROC_9_4h"] < 20.0))
|
|
# 14m down move, 4h high
|
|
long_entry_logic.append(
|
|
(df["ROC_9_15m"] > -10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0) | (df["ROC_9_4h"] < 35.0)
|
|
)
|
|
# 1h downtrend, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["ROC_2_1h"] > -5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 95.0) | (df["ROC_9_4h"] < 70.0)
|
|
)
|
|
# 1h downtrend, 4h overbought
|
|
long_entry_logic.append((df["ROC_2_1h"] > -5.0) | (df["ROC_9_1h"] > -5.0) | (df["ROC_9_4h"] < 35.0))
|
|
# 1h down, 1d strong downtrend
|
|
long_entry_logic.append((df["ROC_9_1h"] > -10.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 1h & 4h & 1d downtrend
|
|
long_entry_logic.append((df["ROC_9_1h"] > -10.0) | (df["ROC_9_4h"] > -20.0) | (df["ROC_9_1d"] > -40.0))
|
|
# 1h down, 1d overbought
|
|
long_entry_logic.append((df["ROC_9_1h"] > -10.0) | (df["ROC_9_1d"] < 80.0))
|
|
# 4h P&D
|
|
long_entry_logic.append((df["ROC_2_4h"] > -20.0) | (df["ROC_9_4h"] < 80.0))
|
|
# 4h overbought, 1h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["ROC_9_4h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 1d P&D
|
|
long_entry_logic.append((df["ROC_2_1d"] > -20.0) | (df["ROC_9_1d"] < 50.0))
|
|
# 1d strong downtrend
|
|
long_entry_logic.append((df["ROC_2_1d"] > -20.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 1d going down and it was pumped, 4h down move
|
|
long_entry_logic.append(
|
|
(df["ROC_2_1d"] > -20.0) | (df["ROC_9_1d"].shift(288) < 100.0) | (df["RSI_3_4h"] > 20.0)
|
|
)
|
|
# 15m red, 15m strong downtrend
|
|
long_entry_logic.append((df["change_pct_15m"] > -20.0) | (df["RSI_3_15m"] > 5.0))
|
|
# 1h red, previous 1h green, 1h overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_1h"] > -5.0) | (df["change_pct_1h"].shift(12) < 5.0) | (df["RSI_14_1h"].shift(12) < 80.0)
|
|
)
|
|
# 1h red, previous 1h green, 1h overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_1h"] > -2.0) | (df["change_pct_1h"].shift(12) < 10.0) | (df["RSI_14_1h"].shift(12) < 80.0)
|
|
)
|
|
long_entry_logic.append(
|
|
(df["change_pct_1h"] > -5.0) | (df["change_pct_1h"].shift(12) < 5.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 1h red, 4h green, 1h overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_1h"] > -5.0) | (df["change_pct_4h"] < 10.0) | (df["RSI_14_1h"].shift(12) < 70.0)
|
|
)
|
|
# 4h red, previous 4h green, 4h still high
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] > -5.0)
|
|
| (df["change_pct_4h"].shift(48) < 5.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 4h red, previous 4h green, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] > -8.0) | (df["change_pct_4h"].shift(48) < 8.0) | (df["RSI_14_4h"].shift(48) < 80.0)
|
|
)
|
|
# 4h red, previous 4h green, 15m down move
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] > -8.0) | (df["change_pct_4h"].shift(48) < 8.0) | (df["RSI_3_15m"] > 5.0)
|
|
)
|
|
# 1d P&D, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -10.0) | (df["change_pct_1d"].shift(288) < 10.0) | (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 1d P&D, 5m & 1h down move
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -10.0)
|
|
| (df["change_pct_1d"].shift(288) < 10.0)
|
|
| (df["RSI_3_15m"] > 10.0)
|
|
| (df["change_pct_1h"] > -5.0)
|
|
)
|
|
# 1d P&D, 1h still high
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -10.0)
|
|
| (df["change_pct_1d"].shift(288) < 10.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 1d P&D, 15m & 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -20.0)
|
|
| (df["change_pct_1d"].shift(288) < 20.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 1d green with top wick, 1h still high
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] < 20.0) | (df["top_wick_pct_1d"] < 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
|
|
# Logic
|
|
long_entry_logic.append(df["AROONU_14"] < 25.0)
|
|
long_entry_logic.append(df["STOCHRSIk_14_14_3_3"] < 20.0)
|
|
long_entry_logic.append(df["close"] < (df["EMA_20"] * 0.944))
|
|
|
|
# Condition #3 - Normal mode (Long).
|
|
if long_entry_condition_index == 3:
|
|
# Protections
|
|
long_entry_logic.append(df["num_empty_288"] <= allowed_empty_candles_288)
|
|
long_entry_logic.append(df["global_protections_long_pump"] == True)
|
|
long_entry_logic.append(df["global_protections_long_dump"] == True)
|
|
|
|
long_entry_logic.append(df["RSI_3_1h"] <= 95.0)
|
|
long_entry_logic.append(df["RSI_3_4h"] <= 80.0)
|
|
long_entry_logic.append(df["RSI_3_1d"] <= 80.0)
|
|
long_entry_logic.append(df["RSI_14_1h"] < 80.0)
|
|
long_entry_logic.append(df["RSI_14_4h"] < 80.0)
|
|
long_entry_logic.append(df["RSI_14_1d"] < 90.0)
|
|
# 5m & 15m strong down move, 1h down move
|
|
long_entry_logic.append((df["RSI_3"] > 2.0) | (df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 15.0))
|
|
# 5m strong down move
|
|
long_entry_logic.append((df["RSI_3"] > 2.0) | (df["ROC_9"] > -50.0))
|
|
# 5m down move, 15m still high, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 5.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
)
|
|
# 5m down move, 1h high, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 80.0) | (df["AROONU_14_4h"] < 50.0)
|
|
)
|
|
# 5m down move, 4h still high
|
|
long_entry_logic.append((df["RSI_3"] > 10.0) | (df["MFI_14"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0))
|
|
# 5m & 15m down move, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 10.0) | (df["RSI_3_15m"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 90.0)
|
|
)
|
|
# 5m & 1h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 10.0) | (df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
)
|
|
# 5m down move, 4h downtrend, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 5.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
)
|
|
# 5m & 4h strong down move, 4h still not low enough
|
|
long_entry_logic.append((df["RSI_3"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0))
|
|
# 5m down move, 1h high, 1d overbought
|
|
long_entry_logic.append((df["RSI_3"] > 10.0) | (df["ROC_9_1h"] < 15.0) | (df["ROC_9_1d"] < 40.0))
|
|
# 5m down move, 1h & 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 10.0) | (df["UO_7_14_28_1h"] < 60.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 5m down move, 1h high, 4h downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 2.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 90.0) | (df["ROC_9_4h"] > -10.0)
|
|
)
|
|
# 5m & 1h down move, 4h down
|
|
long_entry_logic.append((df["RSI_3"] > 10.0) | (df["RSI_3_1h"] > 15.0) | (df["CMF_20_4h"] > -0.2))
|
|
# 5m down move, 1h high
|
|
long_entry_logic.append((df["RSI_14_change_pct"] > -40.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0))
|
|
# 5m down move, 1h high
|
|
long_entry_logic.append((df["RSI_14_change_pct"] > -40.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0))
|
|
# 5m & 1h & 4h strong down move
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 5.0))
|
|
# 15m & 1h & 4h down move
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["CCI_20_change_pct_4h"] > 0.0)
|
|
)
|
|
# 15m & 1h & 1d downmove
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 10.0) | (df["RSI_3_1d"] > 10.0))
|
|
# 15m down move, 15m still not low enough, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 1h & 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
| (df["MFI_14_4h"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 15.0)
|
|
)
|
|
# 15m & 1h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
)
|
|
# 5m & 1h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 15m & 4h down move, 1h still not low
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
)
|
|
# 15m & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 15m & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 1h & 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["RSI_14_4h"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
)
|
|
# 15m & 4h down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["RSI_3_4h"] > 20.0) | (df["ROC_9_1d"] > -40.0))
|
|
# 15m & 1h & 4h down move
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_change_pct_1h"] > -60.0) | (df["RSI_3_change_pct_4h"] > -40.0)
|
|
)
|
|
# 15m down move, 1d downtrend, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["ROC_9_1d"] > -25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
)
|
|
# 15m & 1d down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1d"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
)
|
|
# 15m & 4h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_4h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 4h down move
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["AROONU_14_15m"] < 50.0) | (df["RSI_3_4h"] > 15.0))
|
|
# 15m down move, 4h still high, 1d still high & down move
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
| (df["RSI_3_1d"] < 50.0)
|
|
| (df["ROC_9_1d"] > -15.0)
|
|
)
|
|
# 15m down move, 1h high, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 15m down move, 1h still high, 1d strong downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 20.0) | (df["AROONU_14_1h"] < 25.0) | (df["MFI_14_1d"] > 10.0))
|
|
# 15m down move, 1h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 15m down move, 4h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 15m & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 15m & 4h down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 15.0) | (df["RSI_3_4h"] > 15.0) | (df["ROC_9_1d"] > -70.0))
|
|
# 15m down move, 4h still high, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 15m down move, 15m not low enough, 1h overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_14_change_pct_15m"] > -40.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 10.0) | (df["RSI_14_1h"] < 70.0)
|
|
)
|
|
# 15m strong down move, 1h still high
|
|
long_entry_logic.append((df["ROC_9_15m"] > -15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0))
|
|
# 15m downtrend, 1h & 4h still high
|
|
long_entry_logic.append(
|
|
(df["ROC_9_15m"] > -10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m strong down move
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["MFI_14_15m"] > 15.0) | (df["AROONU_14_15m"] < 25.0))
|
|
# 15m & 1h down move, 4h high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 20.0) | (df["RSI_3_1h"] > 20.0) | (df["UO_7_14_28_4h"] < 50.0))
|
|
# 15m & 1h & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0)
|
|
| (df["RSI_3_1h"] > 20.0)
|
|
| (df["RSI_3_4h"] > 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, & 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 15m down move, 15m still high, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 40.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 1h high, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 80.0) | (df["UO_7_14_28_4h"] < 45.0)
|
|
)
|
|
# 15m down move, 15m still high, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["AROONU_14_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 14m down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["AROONU_14_15m"] < 50.0) | (df["UO_7_14_28_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 1h stil high, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_15m"] > 15.0) | (df["AROONU_14_1h"] < 25.0) | (df["ROC_9_1d"] < 80.0))
|
|
# 15m & 1h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
)
|
|
# 15m & 4h down move, 4h still high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 25.0) | (df["RSI_3_4h"] > 15.0) | (df["AROONU_14_4h"] < 50.0))
|
|
# 15m down move, 1h still high, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 15m down move, 15m still high, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 15m still high, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["AROONU_14_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
)
|
|
# 15m down move, 4h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0) | (df["ROC_9_1d"] > -40.0)
|
|
)
|
|
# 1h & 4h down move, 15m still not high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 30.0)
|
|
)
|
|
# 1h down move, 4h still high
|
|
long_entry_logic.append((df["RSI_3_1h"] > 5.0) | (df["RSI_14_4h"] < 40.0))
|
|
# 1h & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
)
|
|
# 1h downmove, 1h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["ROC_2_1d"] > -30.0)
|
|
)
|
|
# 1h & 4h down move, 1h & 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0)
|
|
| (df["RSI_3_4h"] > 15.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 1h down move, 15m & 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 1h & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_change_pct_4h"] > -65.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h down move, 4h still not low enough, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_1h"] > 10.0) | (df["AROONU_14_4h"] < 25.0) | (df["ROC_9_1d"] < 120.0))
|
|
# 1h down move, 1h still not low enough, 4h still not low
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["RSI_14_4h"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
)
|
|
# 1h down move, 4h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0) | (df["ROC_9_1d"] > -30.0)
|
|
)
|
|
# 1h & 1d down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["RSI_3_1d"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h down move, 1h still not low enough, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 1h down move, 4h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 1h & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 1h & 1d down move, 1h still high, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0)
|
|
| (df["RSI_3_1d"] > 30.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
)
|
|
# 1h down move, 1h & 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 1h down move, 1h still high, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 25.0)
|
|
)
|
|
# 1h & 4h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 30.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 45.0)
|
|
)
|
|
# 1h down move, 1h still not low enough, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 1h down move, 1h & 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h down move, 4h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_change_pct_1h"] > -65.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 4h & 1d down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 10.0) | (df["ROC_2_1d"] > -20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 4h down move, 15m still high, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 40.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
)
|
|
# 4h down move, 1h high
|
|
long_entry_logic.append((df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 80.0))
|
|
# 4h down move, 15m still high, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 4h down move, 1h & 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 4h down move, 1h still high, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0) | (df["MFI_14_1d"] < 70.0)
|
|
)
|
|
# 4h down move, 15m still high, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
)
|
|
# 4h down move, 1h still not low enough, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0) | (df["ROC_9_1d"] < 80.0)
|
|
)
|
|
# 4h & 1d down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_14_4h"] > 40.0) | (df["RSI_3_1d"] > 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m still high, 1h down move, 4h high
|
|
long_entry_logic.append(
|
|
(df["AROONU_14_15m"] < 50.0) | (df["RSI_3_change_pct_1h"] > -50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m still high, 1h & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["AROONU_14_15m"] < 50.0)
|
|
| (df["RSI_3_1h"] > 15.0)
|
|
| (df["RSI_3_4h"] > 20.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 15m still high, 1h still high, 4h high
|
|
long_entry_logic.append(
|
|
(df["AROONU_14_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
)
|
|
# 15m & 1h still high, 4h overbought
|
|
long_entry_logic.append((df["AROONU_14_15m"] < 50.0) | (df["AROONU_14_1h"] < 50.0) | (df["ROC_9_4h"] < 40.0))
|
|
# 15m still high, 1h down move, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] < 70.0) | (df["RSI_3_4h"] > 10.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 1h & 4h still high, 1d strong down move
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["UO_7_14_28_4h"] < 45.0) | (df["RSI_3_1d"] > 10.0)
|
|
)
|
|
# 1h high, 1d still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 50.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 1h still high, 4h & 1d downtrend
|
|
long_entry_logic.append((df["AROONU_14_1h"] < 25.0) | (df["ROC_9_4h"] > -20.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 4h moving down, 1d P&D
|
|
long_entry_logic.append(
|
|
(df["ROC_9_4h"] > -30.0) | (df["RSI_3_change_pct_1d"] > -50.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 1d strong downtrend, 4h still high
|
|
long_entry_logic.append(
|
|
(df["ROC_2_1d"] > -20.0) | (df["ROC_9_1d"] > -50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 1d P&D, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["ROC_2_1d"] > -10.0) | (df["ROC_9_1d"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 95.0)
|
|
)
|
|
# 1d going down and it was pumped, 4h down move
|
|
long_entry_logic.append(
|
|
(df["ROC_2_1d"] > -20.0) | (df["ROC_9_1d"].shift(288) < 100.0) | (df["RSI_3_4h"] > 20.0)
|
|
)
|
|
# 1d downtrend, 4h downtrend, 4h still not low enough
|
|
long_entry_logic.append((df["ROC_9_1d"] > -40.0) | (df["CMF_20_4h"] > -0.25) | (df["AROONU_14_4h"] < 50.0))
|
|
# 1d downtrend, 4h downtrend
|
|
long_entry_logic.append((df["ROC_9_1d"] > -40.0) | (df["CMF_20_4h"] > -0.30) | (df["RSI_3_4h"] > 10.0))
|
|
# 15m red, 15m strong downtrend
|
|
long_entry_logic.append((df["change_pct_15m"] > -20.0) | (df["RSI_3_15m"] > 5.0))
|
|
# 1h red, previous 1h green, 1h overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_1h"] > -1.0) | (df["change_pct_1h"].shift(12) < 5.0) | (df["RSI_14_1h"].shift(12) < 80.0)
|
|
)
|
|
# 1h red, 1h stil high, 4h downtrend
|
|
long_entry_logic.append(
|
|
(df["change_pct_1h"] > -5.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["ROC_9_4h"] > -25.0)
|
|
)
|
|
# 4h red, 15m down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] > -5.0) | (df["RSI_3_15m"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 4h red, previous 4h green, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] > -5.0) | (df["change_pct_4h"].shift(48) < 5.0) | (df["ROC_9_4h"].shift(48) < 25.0)
|
|
)
|
|
# 4h red, 4h still not low enough, 1h downtrend, 1h overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] > -10.0)
|
|
| (df["AROONU_14_4h"] < 25.0)
|
|
| (df["ROC_9_1h"] > -20.0)
|
|
| (df["ROC_9_1d"] < 40.0)
|
|
)
|
|
# 4h red, 4h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] > -10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0) | (df["ROC_9_1d"] > -40.0)
|
|
)
|
|
# 1d P&D, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -10.0) | (df["change_pct_1d"].shift(288) < 10.0) | (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 1d P&D, 4h still high
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -15.0) | (df["change_pct_1d"].shift(288) < 15.0) | (df["AROONU_14_4h"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 4h still going down
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 5.0) | (df["CCI_20_change_pct_4h"] > 0.0)
|
|
)
|
|
# 1d P&D, 1h still high
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -10.0)
|
|
| (df["change_pct_1d"].shift(288) < 40.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 1d green, 4h red, 4h still high
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] < 20.0) | (df["change_pct_4h"] > -5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
|
|
# Logic
|
|
long_entry_logic.append(df["RSI_20"] < df["RSI_20"].shift(1))
|
|
long_entry_logic.append(df["RSI_4"] < 46.0)
|
|
long_entry_logic.append(df["AROONU_14"] < 25.0)
|
|
long_entry_logic.append(df["close"] < df["SMA_16"] * 0.942)
|
|
|
|
# Condition #4 - Normal mode (Long).
|
|
if long_entry_condition_index == 4:
|
|
# Protections
|
|
long_entry_logic.append(df["num_empty_288"] <= allowed_empty_candles_288)
|
|
long_entry_logic.append(df["global_protections_long_pump"] == True)
|
|
long_entry_logic.append(df["global_protections_long_dump"] == True)
|
|
|
|
long_entry_logic.append(df["RSI_3_1h"] <= 95.0)
|
|
long_entry_logic.append(df["RSI_3_4h"] <= 80.0)
|
|
long_entry_logic.append(df["RSI_3_1d"] <= 80.0)
|
|
long_entry_logic.append(df["RSI_14_1h"] < 80.0)
|
|
long_entry_logic.append(df["RSI_14_4h"] < 80.0)
|
|
long_entry_logic.append(df["RSI_14_1d"] < 90.0)
|
|
# 5m & 15m strong down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 2.0) | (df["RSI_3_15m"] > 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 5m strong down move, 1h & 4h down move
|
|
long_entry_logic.append((df["RSI_3"] > 2.0) | (df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 15.0))
|
|
# 15m down move, 1h strong downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["MFI_14_1h"] > 5.0))
|
|
# 15m & 1h strong down move, 1h strong downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["CMF_20_1h"] > -0.30))
|
|
# 15m & 1h down move, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 15.0) | (df["ROC_9_1d"] < 40.0))
|
|
# 15m & 1h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0)
|
|
| (df["MFI_14_15m"] > 10.0)
|
|
| (df["RSI_3_1h"] > 20.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 1h low
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 20.0) | (df["CMF_20_1h"] > -0.15)
|
|
)
|
|
# 5m & 1h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["MFI_14_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m & 4h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
)
|
|
# 14m & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 15m down move, 1h & 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["UO_7_14_28_1h"] < 45.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 15m & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 25.0)
|
|
)
|
|
# 15m down move, 1h still high, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 15m & 1h down move, 4h high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 20.0) | (df["RSI_3_1h"] > 20.0) | (df["UO_7_14_28_4h"] < 50.0))
|
|
# 15m down move, 1h high, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 80.0) | (df["UO_7_14_28_4h"] < 45.0)
|
|
)
|
|
# 15m down move, 1h high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 80.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 1h & 4h down move, 15m high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0)
|
|
)
|
|
# 15m & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 1h strong down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_14_change_pct_1h"] > -40.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 1h strong down move, 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_change_pct_4h"] > -50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 25.0)
|
|
)
|
|
# 1h & 4h down move, 15m still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 25.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
)
|
|
# 1h & 4h down move, 15m high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 70.0)
|
|
)
|
|
# 1h down move, 1h still not low enough, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append((df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 25.0) | (df["AROONU_14_4h"] < 50.0))
|
|
# 1h & 1d down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["RSI_3_1d"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h down move, 15m & 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 4h & 1d strong down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_4h"] > 2.0) | (df["RSI_3_1d"] > 2.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 4h down move, 15m high, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 70.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 15m downtrend, 4h down move, 4h stil high
|
|
long_entry_logic.append(
|
|
(df["ROC_9_15m"] > -20.0) | (df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m red, 15m strong downtrend
|
|
long_entry_logic.append((df["change_pct_15m"] > -20.0) | (df["RSI_3_15m"] > 5.0))
|
|
# 4h P&D, 4h still high
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] > -20.0)
|
|
| (df["change_pct_4h"].shift(48) < 20.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1d red, 4h down move, 4h downtrend
|
|
long_entry_logic.append((df["change_pct_1d"] > -20.0) | (df["RSI_3_4h"] > 20.0) | (df["ROC_9_4h"] > -40.0))
|
|
# 1d green witj green wick, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] < 20.0) | (df["top_wick_pct_1d"] < 20.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
|
|
# Logic
|
|
long_entry_logic.append(df["AROONU_14"] < 25.0)
|
|
long_entry_logic.append(df["AROONU_14_15m"] < 25.0)
|
|
long_entry_logic.append(df["close"] < (df["EMA_9"] * 0.942))
|
|
long_entry_logic.append(df["close"] < (df["EMA_20"] * 0.960))
|
|
|
|
# Condition #5 - Normal mode (Long).
|
|
if long_entry_condition_index == 5:
|
|
# Protections
|
|
long_entry_logic.append(df["num_empty_288"] <= allowed_empty_candles_288)
|
|
long_entry_logic.append(df["global_protections_long_pump"] == True)
|
|
long_entry_logic.append(df["global_protections_long_dump"] == True)
|
|
|
|
# 5m strong down move
|
|
long_entry_logic.append((df["RSI_3"] > 2.0) | (df["ROC_9"] > -50.0))
|
|
# 5m still high, 1h still not low enough, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] < 45.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 5m & 1h strong down move
|
|
long_entry_logic.append((df["RSI_3"] > 5.0) | (df["RSI_3_1h"] > 5.0))
|
|
# 5m & 1h down move, 5h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 5.0) | (df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 15.0)
|
|
)
|
|
# 5h & 1h down move, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 10.0) | (df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 15m & 1h & 4h strong down move
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 15.0))
|
|
# 15m & 1h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
)
|
|
# 15m & 1h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 15m & 4h down move, 15m still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
)
|
|
# 15m & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
)
|
|
# 15m down move, 1h stil high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0))
|
|
# 15m down move, 1h & 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 15m & 1h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 15m & 1h down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 10.0) | (df["ROC_9_1d"] > -40.0))
|
|
# 15m & 1h down move, 15m still high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 15.0) | (df["AROONU_14_15m"] < 50.0))
|
|
# 15m & 1h down move, 15m still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 25.0) | (df["UO_7_14_28_4h"] < 40.0))
|
|
# 15m down move, 4h still high, 1d still high & down move
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
| (df["RSI_3_1d"] < 50.0)
|
|
| (df["ROC_9_1d"] > -15.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 15m & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 15m & 4h down move, 4h still high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["RSI_3_4h"] > 20.0) | (df["AROONU_14_4h"] < 50.0))
|
|
# 15m down move, 1h & 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 25.0)
|
|
)
|
|
# 15m down move, 1h still not low enough, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["ROC_9_1d"] < 40.0)
|
|
)
|
|
# 15m down move, 4h still not low enough, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["AROONU_14_4h"] < 25.0) | (df["ROC_9_1d"] < 100.0))
|
|
# 15m down move, 4h high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0))
|
|
# 15m & 1h down move, 15m still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
)
|
|
# 15m & 1h down move, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 90.0)
|
|
)
|
|
# 15m & 1h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 15m & 4h down move, 1h stil not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
)
|
|
# 15m down move, 1h high, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 15m down move, 1h high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0))
|
|
# 15m & 1h down move, 15m still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 30.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
)
|
|
# 14m & 1h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 15m down move, 1h still high, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
)
|
|
# 15m down move, 1h still high, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 15m down move, 1d high & overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 70.0) | (df["ROC_9_1d"] < 60.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
)
|
|
# 15m & 1h down move, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 1h & 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 1h high, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 80.0) | (df["ROC_9_1d"] < 150.0)
|
|
)
|
|
# 15m down move, 4h still high, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
)
|
|
# 15m down move, 1h & 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 35.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 1h & 4h strong down move, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 15m high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 70.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
)
|
|
# 1h & 4h down move, 4h down
|
|
long_entry_logic.append((df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 10.0) | (df["CMF_20_4h"] > -0.25))
|
|
# 1h down move, 4h high
|
|
long_entry_logic.append((df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0))
|
|
# 1h down move, 4h high
|
|
long_entry_logic.append((df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0))
|
|
# 1h & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
)
|
|
# 1h & 4h down move, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 1h & 1d down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["RSI_3_1d"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 1h down move, 1d high
|
|
long_entry_logic.append((df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 70.0))
|
|
# 1h & 1d down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["RSI_3_1d"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 1h & 4h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
)
|
|
# 1h & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 1h & 1d down move, 1h still high, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0)
|
|
| (df["RSI_3_1d"] > 30.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
)
|
|
# 1h down move, 1h still not low enough, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h down move, 4h still high, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 1h down move, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_1h"] > 25.0) | (df["ROC_9_1d"] < 100.0))
|
|
# 1h & 4h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 30.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 4h down move, 15m high, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 4h down move, 1h high
|
|
long_entry_logic.append((df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0))
|
|
# 4h & 1d down move, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 20.0) | (df["RSI_3_1d"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 4h & 1d down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 25.0) | (df["RSI_3_1d"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
)
|
|
# 4h overbought & high
|
|
long_entry_logic.append((df["RSI_14_4h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0))
|
|
# 1d down move, 1h still high, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1d"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 1d down move, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1d"] > 20.0) | (df["ROC_9_1d"] > -40.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 40.0)
|
|
)
|
|
# 1h down move, 1h & 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_change_pct_1h"] > -50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h still high, 4h high
|
|
long_entry_logic.append((df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 90.0))
|
|
# 4h overbought & high
|
|
long_entry_logic.append((df["ROC_9_4h"] < 40.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0))
|
|
# 1h red, 15m & 1h strong down move
|
|
long_entry_logic.append((df["change_pct_1h"] > -5.0) | (df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0))
|
|
# 1h P&D 4h down move
|
|
long_entry_logic.append(
|
|
(df["change_pct_1h"] > -5.0) | (df["change_pct_1h"].shift(12) < 5.0) | (df["RSI_3_4h"] > 20.0)
|
|
)
|
|
# 1d P&D, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -5.0)
|
|
| (df["change_pct_1d"].shift(288) < 20.0)
|
|
| (df["RSI_14_1d"].shift(288) < 80.0)
|
|
)
|
|
# 1d P&D
|
|
long_entry_logic.append((df["change_pct_1d"] > -20.0) | (df["change_pct_1d"].shift(288) < 20.0))
|
|
# 1d P&D, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -10.0)
|
|
| (df["change_pct_1d"].shift(288) < 10.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 40.0)
|
|
)
|
|
# 1d red with top wick, 4h down move
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -10.0) | (df["top_wick_pct_1d"] < 10.0) | (df["RSI_3_4h"] > 25.0)
|
|
)
|
|
# 1d red, 4h downtrend
|
|
long_entry_logic.append((df["change_pct_1d"] > -25.0) | (df["ROC_9_4h"] > -25.0))
|
|
# 1d green, 1h & 4h high
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] < 15.0) | (df["AROONU_14_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1d green with top wick, 4h still high
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] < 25.0) | (df["top_wick_pct_1d"] < 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1d green with top wick, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] < 30.0) | (df["top_wick_pct_1d"] < 30.0) | (df["ROC_9_4h"] < 80.0)
|
|
)
|
|
# 1d green with top wick, 4h down move
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] < 30.0) | (df["top_wick_pct_1d"] < 30.0) | (df["RSI_3_4h"] > 25.0)
|
|
)
|
|
|
|
# Logic
|
|
long_entry_logic.append(df["RSI_3"] < 50.0)
|
|
long_entry_logic.append(df["AROONU_14"] < 25.0)
|
|
long_entry_logic.append(df["AROOND_14"] > 75.0)
|
|
long_entry_logic.append(df["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
long_entry_logic.append(df["EMA_26"] > df["EMA_12"])
|
|
long_entry_logic.append((df["EMA_26"] - df["EMA_12"]) > (df["open"] * 0.020))
|
|
long_entry_logic.append((df["EMA_26"].shift() - df["EMA_12"].shift()) > (df["open"] / 100.0))
|
|
|
|
# Condition #6 - Normal mode (Long).
|
|
if long_entry_condition_index == 6:
|
|
# Protections
|
|
long_entry_logic.append(df["num_empty_288"] <= allowed_empty_candles_288)
|
|
long_entry_logic.append(df["global_protections_long_pump"] == True)
|
|
long_entry_logic.append(df["global_protections_long_dump"] == True)
|
|
|
|
# 5m down move, 1h high
|
|
long_entry_logic.append((df["RSI_3"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 90.0))
|
|
# 5m down move, 15m still not low enough, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 10.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 30.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 80.0)
|
|
)
|
|
# 5m down move, 1h high, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["ROC_9_4h"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
)
|
|
# 15m & 1h & 4h down move
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 15.0) | (df["RSI_3_4h"] > 20.0))
|
|
# 15m & 1h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
)
|
|
# 15m & 1h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 5m & 1h down move, 5h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 30.0) | (df["AROONU_14_1h"] < 50.0))
|
|
# 15m & 4h down move, 4h still high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_4h"] > 5.0) | (df["AROONU_14_4h"] < 50.0))
|
|
# 15m & 4h down move, 4h stil not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
)
|
|
# 15m down move, 4h high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0))
|
|
# 15m & 1h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 5.0) | (df["AROONU_14_1h"] < 50.0))
|
|
# 15m & 1h & 4h & 1d down move
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 10.0) | (df["RSI_3_1d"] > 5.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 10.0) | (df["AROONU_14_1h"] < 50.0))
|
|
# 15m & 1h down move, 15m still high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 15.0) | (df["AROONU_14_15m"] < 50.0))
|
|
# 15m & 1h & 4h down move, 15 still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 20.0) | (df["RSI_3_4h"] > 10.0) | (df["AROONU_14_15m"] < 25.0)
|
|
)
|
|
# 15m & 1h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 40.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
)
|
|
# 15m & 1d down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1d"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 15m down move, 4h still high, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0) | (df["ROC_2_1d"] < 25.0)
|
|
)
|
|
# 15m down move, 1h & 4h high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["AROONU_14_1h"] < 75.0) | (df["AROONU_14_4h"] < 75.0))
|
|
# 15m down move, 4h downtrend, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["CMF_20_4h"] > 0.0) | (df["ROC_9_1d"] < 80.0))
|
|
# 15m & 1h down move, 4h high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 15.0) | (df["AROONU_14_4h"] < 75.0))
|
|
# 15m & 1h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 15m & 1h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
)
|
|
# 15m & 4h down move, 15m & 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0)
|
|
| (df["RSI_3_4h"] > 10.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 40.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
)
|
|
# 15m & 4h down move, 4h high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 15.0) | (df["RSI_3_4h"] > 30.0) | (df["AROONU_14_4h"] < 75.0))
|
|
# 15m & 4h down move, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_15m"] > 15.0) | (df["RSI_3_4h"] > 35.0) | (df["ROC_9_1d"] < 40.0))
|
|
# 15m down move, 15m still high, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 45.0) | (df["UO_7_14_28_4h"] < 45.0)
|
|
)
|
|
# 15m down move, 1h still not low enough, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
)
|
|
# 15m down move, 1h stil high, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0) | (df["ROC_9_1d"] < 40.0)
|
|
)
|
|
# 15m down move, 1h high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0))
|
|
# 15m down move, 4h high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 90.0))
|
|
# 15m down move, 15m still high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 15.0) | (df["AROONU_14_15m"] < 50.0))
|
|
# 15m down move, 15m & 1h still high, 4h still not low enough, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0)
|
|
| (df["RSI_14_15m"] < 35.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
| (df["AROONU_14_1d"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 15m down move, 4h overbought, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_14_4h"] < 70.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 90.0)
|
|
)
|
|
# 15m & 1h down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 20.0) | (df["RSI_3_1h"] > 15.0) | (df["ROC_9_1d"] > -40.0))
|
|
# 15m & 1h down move, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_15m"] > 20.0) | (df["RSI_3_1h"] > 20.0) | (df["ROC_9_1d"] < 50.0))
|
|
# 15m & 1h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
)
|
|
# 15m & 4h down move, 15m still not low enough, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0)
|
|
| (df["RSI_3_4h"] > 15.0)
|
|
| (df["AROONU_14_15m"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
)
|
|
# 15m & 4h down move, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 80.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 4h high, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
| (df["MFI_14_1d"] < 60.0)
|
|
)
|
|
# 15m down move, 15m still high, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 15m down move, 15m still high, 4h downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0) | (df["ROC_9_4h"] > -40.0)
|
|
)
|
|
# 15m down move, 1h still not low enough, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 15m down move, 15m still high, 1h still high, 1h downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
| (df["ROC_9_1h"] > -10.0)
|
|
)
|
|
# 15m down move, 15m still high, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["AROONU_14_15m"] < 75.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m down move, 1h & 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["AROONU_14_1h"] < 75.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
)
|
|
# 15m down move, 5h & 1d overbought
|
|
long_entry_logic.append((df["RSI_3_15m"] > 20.0) | (df["ROC_9_4h"] < 40.0) | (df["ROC_9_1d"] < 80.0))
|
|
# 15m & 4h down move, 15m & 1h still high, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0)
|
|
| (df["RSI_3_4h"] > 40.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["WILLR_14_4h"] > -85.0)
|
|
)
|
|
# 15m & 1d down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0)
|
|
| (df["RSI_3_1d"] > 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 1h still not low enough, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["AROONU_14_4h"] < 100.0)
|
|
)
|
|
# 15m down move, 1h still high, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 90.0)
|
|
)
|
|
# 15m down move, 1h high, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 15m down move, 4h still not low enough, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 90.0)
|
|
)
|
|
# 15m down move, 4h still high, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0) | (df["ROC_9_4h"] < 40.0)
|
|
)
|
|
# 15m down move, 1h high, 15m still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 80.0) | (df["AROONU_14_15m"] < 50.0)
|
|
)
|
|
# 15m down move, 4h high, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0) | (df["ROC_9_4h"] < 40.0)
|
|
)
|
|
# 15m down move, 1h still not low enough, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["AROONU_14_1h"] < 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 15m high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["RSI_3_1h"] > 20.0) | (df["RSI_3_4h"] > 20.0) | (df["AROONU_14_15m"] < 75.0)
|
|
)
|
|
# 15m & 4h down move, 15m still not low enough, 1h down
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0)
|
|
| (df["RSI_3_4h"] > 5.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 30.0)
|
|
| (df["MFI_14_1h"] > 10.0)
|
|
)
|
|
# 15m & 4h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["RSI_3_4h"] > 50.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 15m & 1d down move, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["RSI_3_1d"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
)
|
|
# 15m down move, 15m still high, 1h still high, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
| (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
)
|
|
# 15m down move, 1h still high, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
)
|
|
# 15m down move, 1h & 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m own move, 1h high, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 90.0) | (df["MFI_14_4h"] < 80.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 4h high, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 35.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
| (df["ROC_9_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 15m still high, 1h still high, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 35.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
)
|
|
# 15m down move, 15m high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 35.0) | (df["AROONU_14_15m"] < 75.0))
|
|
# 15m downb move, 15m still high, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 35.0) | (df["AROONU_14_15m"] < 75.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
)
|
|
# 15m & 1d down move, 15m still high, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 40.0)
|
|
| (df["RSI_3_1d"] > 20.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
)
|
|
# 15m down move, 15m still high, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 40.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
)
|
|
# 15m down move, 15m still high, 1h high, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 45.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0)
|
|
| (df["RSI_3_4h"] > 15.0)
|
|
| (df["AROONU_14_1h"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 25.0)
|
|
)
|
|
# 1h down move, 1h still high
|
|
long_entry_logic.append((df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0))
|
|
# 1h down move, 4h high, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_1h"] > 10.0) | (df["RSI_14_4h"] < 70.0) | (df["ROC_9_1d"] < 50.0))
|
|
# 1h & 4h down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_1h"] > 15.0) | (df["RSI_3_4h"] > 20.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 1h & 4h down move, 15m still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 25.0)
|
|
)
|
|
# 1h & 4h down move, 4h downtrend
|
|
long_entry_logic.append((df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 15.0) | (df["ROC_9_4h"] > -40.0))
|
|
# 1h down move, 1h still not low enough, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 1h & 4h & 1d down move, 14 still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["RSI_3_4h"] > 15.0) | (df["RSI_3_1d"] > 15.0) | (df["AROONU_14_4h"] < 50.0)
|
|
)
|
|
# 1h down move, 1h still not low enough, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0) | (df["ROC_9_1d"] < 40.0)
|
|
)
|
|
# 1h down move, 1h still high
|
|
long_entry_logic.append((df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0))
|
|
# 1h down move, 4h still high
|
|
long_entry_logic.append((df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0))
|
|
# 1h down move, 1d still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 50.0) | (df["ROC_9_1d"] > -40.0)
|
|
)
|
|
# 1h & 1d down move, 1h still high, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0)
|
|
| (df["RSI_3_1d"] > 30.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
)
|
|
# 1h down move, 4h still high, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0) | (df["ROC_9_1d"] < 40.0)
|
|
)
|
|
# 1h down move, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_1h"] > 25.0) | (df["ROC_9_1d"] < 200.0))
|
|
# 1h down move, 1h & 4h high
|
|
long_entry_logic.append((df["RSI_3_1h"] > 30.0) | (df["AROONU_14_1h"] < 75.0) | (df["AROONU_14_4h"] < 75.0))
|
|
# 1h down move, 4h & 1d overbought
|
|
long_entry_logic.append((df["RSI_3_1h"] > 40.0) | (df["RSI_14_4h"] < 80.0) | (df["ROC_9_1d"] < 100.0))
|
|
# 1h down move, 1h still high, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 45.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 1h down move, 15m & 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 50.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
)
|
|
# 1h down move, 15m & 1h still high, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 50.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
)
|
|
# 4h down move, 1d high
|
|
long_entry_logic.append((df["RSI_3_4h"] > 15.0) | (df["MFI_14_1d"] < 80.0))
|
|
# 4h down move, 15m & 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 4h down move, 15m high, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 80.0) | (df["AROONU_14_1h"] < 50.0)
|
|
)
|
|
# 4h down move, 15m still high, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 20.0) | (df["AROONU_14_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 4h down move, 15m & 1h high
|
|
long_entry_logic.append((df["RSI_3_4h"] > 20.0) | (df["AROONU_14_15m"] < 75.0) | (df["AROONU_14_1h"] < 75.0))
|
|
# 4h & 1d down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_4h"] > 25.0) | (df["RSI_3_1d"] > 10.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 4h down move, 15m & 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 4h down move, 4h still not low enough, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_4h"] > 25.0) | (df["AROONU_14_4h"] < 25.0) | (df["ROC_9_1d"] < 150.0))
|
|
# 4h down move, 1h still not low enough, 1h downtrend, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
| (df["ROC_9_1h"] > -15.0)
|
|
| (df["ROC_9_1d"] < 80.0)
|
|
)
|
|
# 4h down move, 15m still high, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_4h"] > 35.0) | (df["AROONU_14_15m"] < 75.0) | (df["ROC_9_1d"] < 80.0))
|
|
# 4h down move, 1h still not low enough, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 40.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 1d down move, 1h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1d"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 15m still not low enough, 1h high, 4h still high
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
)
|
|
# 15m still not low enough, 1h still high, 1d overbought
|
|
long_entry_logic.append((df["STOCHRSIk_14_14_3_3_15m"] < 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0))
|
|
# 15m still not low enough, 1h still high, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] < 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["ROC_9_4h"] < 50.0)
|
|
)
|
|
# 15m still not low enough, 1h & 4h high
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m high, 4h high & overbought
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
| (df["RSI_14_4h"] < 70.0)
|
|
| (df["ROC_9_4h"] < 40.0)
|
|
)
|
|
# 15m high, 1h still not low enough
|
|
long_entry_logic.append((df["STOCHRSIk_14_14_3_3_15m"] < 70.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0))
|
|
# 15m high, 4h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] < 70.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0) | (df["ROC_9_1d"] > -30.0)
|
|
)
|
|
# 1h still high, 1h overbought, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["ROC_9_1h"] < 80.0) | (df["RSI_14_4h"] < 80.0)
|
|
)
|
|
# 1h high, 4h overbought, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["ROC_9_4h"] < 25.0) | (df["ROC_9_1d"] > -25.0)
|
|
)
|
|
# 1h & 4h high, 1h overbought
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_1h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0) | (df["ROC_9_1h"] < 100.0)
|
|
)
|
|
# 1h high, 1h uptrend, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_1h"] < 80.0) | (df["ROC_9_1h"] < 20.0) | (df["ROC_9_1d"] > -40.0)
|
|
)
|
|
# 1h high , 4h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_1h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0) | (df["ROC_9_1d"] > -40.0)
|
|
)
|
|
# 1h high, 4h & 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_1h"] < 90.0) | (df["ROC_9_4h"] > -30.0) | (df["ROC_9_1d"] > -80.0)
|
|
)
|
|
# 15m high, 1h still high, 4h high
|
|
long_entry_logic.append(
|
|
(df["AROONU_14_15m"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
)
|
|
# 15m high, 1h & 4h high
|
|
long_entry_logic.append(
|
|
(df["AROONU_14_15m"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
)
|
|
# 15m high, 1h high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["AROONU_14_15m"] < 75.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 80.0) | (df["ROC_9_1d"] > -20.0)
|
|
)
|
|
# 15m high, 4h high, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["AROONU_14_15m"] < 75.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 90.0) | (df["ROC_9_4h"] < 20.0)
|
|
)
|
|
# 15m high, 4h high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["AROONU_14_15m"] < 75.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0) | (df["ROC_9_1d"] > -25.0)
|
|
)
|
|
# 1h overbought, 1h high, 4h still high
|
|
long_entry_logic.append(
|
|
(df["ROC_9_1h"] < 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 1d green with top wick, 4h still high
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] < 15.0) | (df["top_wick_pct_1d"] < 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h P&D, 1h high
|
|
long_entry_logic.append(
|
|
(df["change_pct_1h"] > -5.0) | (df["change_pct_1h"].shift(12) < 5.0) | (df["RSI_14_1h"].shift(12) < 70.0)
|
|
)
|
|
# 1h P&D, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_1h"] > -5.0) | (df["change_pct_1h"].shift(12) < 5.0) | (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 4h P&D, 15m down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] > -5.0)
|
|
| (df["change_pct_4h"].shift(48) < 5.0)
|
|
| (df["RSI_3_15m"] > 15.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
)
|
|
# 4h P&D, 1h downtrend, 4h high
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] > -10.0)
|
|
| (df["change_pct_4h"].shift(48) < 10.0)
|
|
| (df["ROC_9_1h"] > -20.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
)
|
|
# 4h green, 1h & 4h high
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] < 10.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
)
|
|
# 4h green, 4h high, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] < 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 90.0) | (df["ROC_9_4h"] < 50.0)
|
|
)
|
|
# 4h green, 15m & 4h high
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] < 25.0) | (df["AROONU_14_15m"] < 75.0) | (df["AROONU_14_4h"] < 75.0)
|
|
)
|
|
# 1d P&D, 1h still high, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -10.0)
|
|
| (df["change_pct_1d"].shift(288) < 10.0)
|
|
| (df["AROONU_14_1h"] < 25.0)
|
|
| (df["ROC_9_1d"] < 80.0)
|
|
)
|
|
# 1d P&D, 1h high
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -20.0)
|
|
| (df["change_pct_1d"].shift(288) < 20.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
)
|
|
# 1d P&D, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -20.0)
|
|
| (df["change_pct_1d"].shift(288) < 20.0)
|
|
| (df["RSI_14_1d"].shift(288) < 80.0)
|
|
)
|
|
# 1d green, 4h still high, 4h downtrend
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] < 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0) | (df["ROC_2_4h"] > -15.0)
|
|
)
|
|
# 1d green with top wick, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] < 25.0) | (df["top_wick_pct_1d"] < 25.0) | (df["ROC_9_4h"] < 80.0)
|
|
)
|
|
# 1d top wick, 15m down move, 15m still not low enough, 4h still high
|
|
long_entry_logic.append(
|
|
(df["top_wick_pct_1d"] < 15.0)
|
|
| (df["RSI_3_15m"] > 20.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 30.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
)
|
|
# 1d top wick, 1h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["top_wick_pct_1d"] < 25.0) | (df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
)
|
|
|
|
# Logic
|
|
long_entry_logic.append(df["RSI_20"] < df["RSI_20"].shift(1))
|
|
long_entry_logic.append(df["RSI_3"] < 46.0)
|
|
long_entry_logic.append(df["STOCHRSIk_14_14_3_3"] < 20.0)
|
|
long_entry_logic.append(df["close"] < df["SMA_16"] * 0.960)
|
|
|
|
# Condition #41 - Quick mode (Long).
|
|
if long_entry_condition_index == 41:
|
|
# Protections
|
|
long_entry_logic.append(df["num_empty_288"] <= allowed_empty_candles_288)
|
|
long_entry_logic.append(df["global_protections_long_pump"] == True)
|
|
long_entry_logic.append(df["global_protections_long_dump"] == True)
|
|
|
|
# 5m & 15m down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 5.0) | (df["RSI_3_change_pct_15m"] > -50.0) | (df["RSI_14_4h"] < 50.0)
|
|
)
|
|
# 5m & 15m & 1h down move
|
|
long_entry_logic.append((df["RSI_3"] > 5.0) | (df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0))
|
|
# 5m strong down move, 1h & 4h down move
|
|
long_entry_logic.append((df["RSI_3"] > 2.0) | (df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 15.0))
|
|
# 5m strong down move
|
|
long_entry_logic.append((df["RSI_3"] > 2.0) | (df["ROC_9"] > -50.0))
|
|
# 15m & 1h strong down move & downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["MFI_14_1h"] > 5.0))
|
|
# 15m & 1h down move
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["CCI_20_change_pct_1h"] > 0.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 1h low
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 20.0) | (df["CMF_20_1h"] > -0.15)
|
|
)
|
|
# 15m & 1h down move, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_change_pct_1h"] > -50.0) | (df["MFI_14_4h"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 1h not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
)
|
|
# 15m & 1h down move, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
)
|
|
# 15m & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 15m & 4h down move, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
)
|
|
# 15m strong down move, 4h high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 90.0))
|
|
# 15m strong down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["MFI_14_15m"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 15m down move, 4h & 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["ROC_9_4h"] > -30.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 15m down move, 1h strong down move
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_14_change_pct_1h"] > -70.0))
|
|
# 15m down move, 1h strong down move, 4h stil high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 10.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 15m down move, 1h high, 4h stil high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["AROONU_14_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 1h downtrend, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["ROC_9_1h"] > -20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m & 1h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
)
|
|
# 15m down move, 1h high, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 15m down move, 1h still dropping, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["CCI_20_change_pct_1h"] > 0.0) | (df["RSI_14_4h"] < 80.0)
|
|
)
|
|
# 15m down move, 4h high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0) | (df["ROC_9_1d"] > -30.0)
|
|
)
|
|
# 15m & 1h down move, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
)
|
|
# 15m down move, 1h & 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 1h down move, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_change_pct_1h"] > -30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
)
|
|
# 15m & 4h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 15m down move, 1h high, 1d still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
| (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 15m down move, 4h still not low enough, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_15m"] > 25.0) | (df["AROONU_14_4h"] < 25.0) | (df["ROC_9_1d"] < 100.0))
|
|
# 15m down move, 4h high, 1h overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 90.0) | (df["ROC_9_1h"] < 50.0)
|
|
)
|
|
# 15m down move, 1h high
|
|
long_entry_logic.append((df["RSI_3_change_pct_15m"] > -70.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 90.0))
|
|
# 1h & 4h down move, 4h still going down
|
|
long_entry_logic.append((df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 5.0) | (df["CCI_20_change_pct_4h"] > 0.0))
|
|
# 1h & 4h down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 20.0) | (df["ROC_9_1d"] > -25.0))
|
|
# 1h strong down move, 4h high
|
|
long_entry_logic.append((df["RSI_3_1h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 90.0))
|
|
# 1h down move, 4h downtrend, 4h not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["CMF_20_4h"] > -0.25) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 1h down move, 4h strong down move
|
|
long_entry_logic.append((df["RSI_3_1h"] > 5.0) | (df["RSI_14_change_pct_4h"] > -40.0))
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_change_pct_4h"] > -65.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 1h & 4h down move, 15m still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 25.0)
|
|
)
|
|
# 1h & 4h down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 10.0) | (df["ROC_9_1d"] > -20.0))
|
|
# 1h & 4h down move, 4h still high
|
|
long_entry_logic.append((df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 15.0) | (df["UO_7_14_28_4h"] < 40.0))
|
|
# 1h & 4h down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 15.0) | (df["ROC_9_1d"] > -40.0))
|
|
# 1h & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 1h strong down move
|
|
long_entry_logic.append((df["RSI_3_1h"] > 10.0) | (df["CMF_20_1h"] > -0.30) | (df["MFI_14_1h"] > 15.0))
|
|
# 1h downmove, 1h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["ROC_2_1d"] > -30.0)
|
|
)
|
|
# 1h down ove, 1h still high, 4h downtrend
|
|
long_entry_logic.append((df["RSI_3_1h"] > 10.0) | (df["AROONU_14_1h"] < 75.0) | (df["CMF_20_4h"] > -0.25))
|
|
# 1h down move, 4h down move, 4h P&D
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_change_pct_4h"] > -70.0) | (df["RSI_14_4h"].shift(48) < 70.0)
|
|
)
|
|
# 1h down move, 4h high, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_1h"] > 10.0) | (df["RSI_14_4h"] < 60.0) | (df["ROC_9_1d"] < 50.0))
|
|
# 1h & 4h down move, 4h still not low enough, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0)
|
|
| (df["RSI_3_change_pct_4h"] > -50.0)
|
|
| (df["AROONU_14_4h"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 40.0)
|
|
)
|
|
# 1h down move, 1h still not low enough, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 1h down move, 1h still high, 1d going down
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["ROC_2_1d"] > -50.0)
|
|
)
|
|
# 4h downtrend, 4h still high, 1d strong downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0) | (df["ROC_9_1d"] > -60.0)
|
|
)
|
|
# 1h down move, 4h high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0) | (df["ROC_9_1d"] > -30.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
)
|
|
# 1h & 4h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
)
|
|
# 1h & 4h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 1h & 1d down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["RSI_3_1d"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 4h still not low enough, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0) | (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 1h down move, 4h still high, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0) | (df["ROC_2_1d"] < 50.0)
|
|
)
|
|
# 1h down move, 4h still high, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 1h down move, 1h still high, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
)
|
|
# 1h down move, 1h still high, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["AROONU_14_1h"] < 75.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 1h down move, 1h still high, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 25.0)
|
|
)
|
|
# 1h down move, 1h & 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h down move, 1h still high, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 4h down move, 1h & 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 4h downmove, 1d downtrend, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 20.0) | (df["ROC_2_1d"] > -15.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 4h & 1d down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_14_4h"] > 40.0) | (df["RSI_3_1d"] > 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1d down move, 1d strong downtrend, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1d"] > 15.0) | (df["ROC_9_1d"] > -70.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 4h & 1d strong down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_4h"] > 2.0) | (df["RSI_3_1d"] > 2.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 15m down move, 1h strong down move, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["MFI_14_15m"] > 20.0) | (df["RSI_3_change_pct_1h"] > -80.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 1h not low enough, 4h high, 1d strong downtrend
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 90.0) | (df["ROC_9_1d"] > -60.0)
|
|
)
|
|
# 5m strong downtrend, 1h down move, 1d overbought
|
|
long_entry_logic.append((df["ROC_9"] > -25.0) | (df["RSI_3_1h"] > 20.0) | (df["ROC_9_1d"] < 40.0))
|
|
# 1h down move, 4h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_change_pct_1h"] > -65.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 15m strong down move, 1h still high
|
|
long_entry_logic.append((df["ROC_9_15m"] > -15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0))
|
|
# 15m downtrend, 4h down move, 4h stil high
|
|
long_entry_logic.append(
|
|
(df["ROC_9_15m"] > -15.0) | (df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 1h downtrend, 4h overbought
|
|
long_entry_logic.append((df["ROC_2_1h"] > -5.0) | (df["RSI_14_4h"] < 80.0) | (df["ROC_9_4h"] < 25.0))
|
|
# 1h P&D, 4h still high
|
|
long_entry_logic.append(
|
|
(df["ROC_2_1h"] > -10.0) | (df["ROC_9_1h"] < 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 1h downtrend, 4h down move, 1d downtrend
|
|
long_entry_logic.append((df["ROC_9_1h"] > -40.0) | (df["RSI_3_4h"] > 10.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 4h very overbought
|
|
long_entry_logic.append((df["ROC_9_4h"] < 200.0) | (df["RSI_14_4h"] < 80.0))
|
|
# 4h down move, 1d P&D
|
|
long_entry_logic.append((df["ROC_9_4h"] > -20.0) | (df["ROC_2_1d"] > -20.0) | (df["ROC_9_1d"] < 50.0))
|
|
# 15m red, 15m strong downtrend
|
|
long_entry_logic.append((df["change_pct_15m"] > -20.0) | (df["RSI_3_15m"] > 5.0))
|
|
# 1h P&D, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_1h"] > -2.0) | (df["change_pct_1h"].shift(12) < 2.0) | (df["RSI_14_4h"] < 80.0)
|
|
)
|
|
# 1h P&D, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_1h"] > -5.0) | (df["change_pct_1h"].shift(12) < 5.0) | (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 1h red, 4h high, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_1h"] > -5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0) | (df["RSI_14_1d"] < 80.0)
|
|
)
|
|
# 1h & 4h red, 1h not low enough
|
|
long_entry_logic.append(
|
|
(df["change_pct_1h"] > -10.0) | (df["change_pct_4h"] > -10.0) | (df["MFI_14_1h"] < 50.0)
|
|
)
|
|
# 1h red, 1h still not low enough, 1d down move
|
|
long_entry_logic.append((df["change_pct_1h"] > -15.0) | (df["MFI_14_1h"] < 50.0) | (df["RSI_3_1d"] > 10.0))
|
|
# 4h red, previous 4h green, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] > -5.0) | (df["change_pct_4h"].shift(48) < 5.0) | (df["RSI_14_4h"].shift(48) < 80.0)
|
|
)
|
|
# 4h P&D, 4h still high
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] > -10.0)
|
|
| (df["change_pct_4h"].shift(48) < 10.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 4h red, previous 4h green, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] > -10.0) | (df["change_pct_4h"].shift(48) < 10.0) | (df["ROC_9_4h"].shift(48) < 50.0)
|
|
)
|
|
# 1d P&D, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -10.0) | (df["change_pct_1d"].shift(288) < 10.0) | (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 1d green with top wick, 1h down move
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] < 10.0) | (df["top_wick_pct_1d"] < 10.0) | (df["RSI_3_1h"] > 15.0)
|
|
)
|
|
# 1d P&D, 4h still high
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -15.0) | (df["change_pct_1d"].shift(288) < 15.0) | (df["AROONU_14_4h"] < 50.0)
|
|
)
|
|
# 1d red, 4h down move, 4h downtrend
|
|
long_entry_logic.append((df["change_pct_1d"] > -20.0) | (df["RSI_3_4h"] > 20.0) | (df["ROC_9_4h"] > -40.0))
|
|
|
|
# Logic
|
|
long_entry_logic.append(df["RSI_14"] < 36.0)
|
|
long_entry_logic.append(df["AROONU_14"] < 25.0)
|
|
long_entry_logic.append(df["AROOND_14"] > 75.0)
|
|
long_entry_logic.append(df["EMA_9"] < (df["EMA_26"] * 0.960))
|
|
|
|
# Condition #42 - Quick mode (Long).
|
|
if long_entry_condition_index == 42:
|
|
# Protections
|
|
long_entry_logic.append(df["num_empty_288"] <= allowed_empty_candles_288)
|
|
long_entry_logic.append(df["global_protections_long_pump"] == True)
|
|
long_entry_logic.append(df["global_protections_long_dump"] == True)
|
|
|
|
long_entry_logic.append(df["RSI_3_1h"] <= 95.0)
|
|
long_entry_logic.append(df["RSI_3_4h"] <= 80.0)
|
|
long_entry_logic.append(df["RSI_3_1d"] <= 80.0)
|
|
long_entry_logic.append(df["RSI_14_1h"] < 80.0)
|
|
long_entry_logic.append(df["RSI_14_4h"] < 80.0)
|
|
long_entry_logic.append(df["RSI_14_1d"] < 90.0)
|
|
# 15m high, 4h still high, 1h downtrend
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] < 70.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0) | (df["ROC_9_1h"] > -15.0)
|
|
)
|
|
# 15m high, 4h strong down move, 1d strong downtrend
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] < 70.0) | (df["RSI_3_4h"] > 10.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 15m high, 4h down move, 1d still high
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] < 70.0) | (df["RSI_3_4h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 15m high, 1h low, 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] < 70.0)
|
|
| (df["CMF_20_1h"] > -0.20)
|
|
| (df["RSI_3_4h"] > 20.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 15.0)
|
|
)
|
|
# 4m & 1h & 4h down move
|
|
long_entry_logic.append((df["RSI_3"] > 5.0) | (df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 10.0))
|
|
# 15m & 1h & 4h down move
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 10.0))
|
|
# 15m & 1h strong down move & downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["MFI_14_1h"] > 5.0))
|
|
# 15m & 1h down move, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 15m & 1h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m down move, 1h down move
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0)
|
|
| (df["CCI_20_change_pct_15m"] > 0.0)
|
|
| (df["RSI_3_1h"] > 10.0)
|
|
| (df["CCI_20_change_pct_1h"] > 0.0)
|
|
)
|
|
# 15m & 1h & 1d down move
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 10.0) | (df["RSI_3_1d"] > 30.0))
|
|
# 15m & 1h down move, 4h red, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0)
|
|
| (df["RSI_3_1h"] > 10.0)
|
|
| (df["change_pct_4h"] > -5.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 15m & 1h down move, 4h downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 15.0) | (df["ROC_9_4h"] > -25.0))
|
|
# 15m & 1h down move, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m & 1h down move, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 10.0) | (df["ROC_9_1d"] < 100.0))
|
|
# 15m & 4h down move, 4h still high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["RSI_3_4h"] > 20.0) | (df["AROONU_14_4h"] < 50.0))
|
|
# 15m down move, 4h still not low enough, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_15m"] > 15.0) | (df["AROONU_14_4h"] < 25.0) | (df["ROC_9_1d"] < 100.0))
|
|
# 15m & 4h down move, 15m still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0)
|
|
)
|
|
# 15m & 4h down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 15.0) | (df["RSI_3_4h"] > 15.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 15m & 1h down move, 4h high, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0)
|
|
| (df["RSI_3_1h"] > 10.0)
|
|
| (df["AROONU_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0)
|
|
| (df["RSI_3_1h"] > 20.0)
|
|
| (df["RSI_3_4h"] > 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 15m & 1h down move, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 25.0)
|
|
)
|
|
# 15m & 1h down move, 4h high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 25.0) | (df["RSI_3_1h"] > 25.0) | (df["MFI_14_4h"] < 70.0))
|
|
# 15m down move, 1h downtrend, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["ROC_9_1h"] > -20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m & 4h down move, 4h still high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 25.0) | (df["RSI_3_4h"] > 15.0) | (df["AROONU_14_4h"] < 50.0))
|
|
# 15m & 1h down move, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
)
|
|
# 15m & 1h down move, 4h hig
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
)
|
|
# 15m & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 15m down move, 4h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 1h & 4h down move, 4h not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 1h & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 15.0)
|
|
)
|
|
# 1h & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h & 4h down move
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 10.0) | (df["RSI_3_change_pct_4h"] > -75.0)
|
|
)
|
|
# 1h down move, 4h strong down move
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 5.0) | (df["RSI_14_change_pct_4h"] > -50.0)
|
|
)
|
|
# 1h & 4h down move, 1h still going down
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 25.0) | (df["CCI_20_change_pct_1h"] > 0.0)
|
|
)
|
|
# 1h down move, 1h & 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["AROONU_14_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h down move, 4h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 1h & 4h down move, 15m high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 40.0)
|
|
)
|
|
# 1h down move, 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0)
|
|
| (df["RSI_3_4h"] > 20.0)
|
|
| (df["CCI_20_4h"] < -100.0)
|
|
| (df["AROONU_14_4h"] < 25.0)
|
|
)
|
|
# 1h & 1d down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_1h"] > 15.0) | (df["RSI_3_1d"] > 20.0) | (df["ROC_9_1d"] > -40.0))
|
|
# 1h & 4h down move, 15m still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["RSI_3_4h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 30.0)
|
|
)
|
|
# 1h & 4h down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_1h"] > 20.0) | (df["RSI_3_4h"] > 20.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 1h & 4h down move, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
)
|
|
# 1h down move, 15m high, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 70.0) | (df["ROC_9_1d"] < 40.0)
|
|
)
|
|
# 1h down move, 4h low, 1h not low enough
|
|
long_entry_logic.append((df["RSI_3_1h"] > 20.0) | (df["MFI_14_4h"] > 5.0) | (df["UO_7_14_28_1h"] < 30.0))
|
|
# 1h & 4h down move, 15m still high, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0)
|
|
| (df["RSI_3_4h"] > 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 1h & 1d down move, 1h still high, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0)
|
|
| (df["RSI_3_1d"] > 30.0)
|
|
| (df["AROONU_14_1h"] < 50.0)
|
|
| (df["AROONU_14_1d"] < 75.0)
|
|
)
|
|
# 1h down move, 4h high, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_1h"] > 25.0) | (df["AROONU_14_4h"] < 75.0) | (df["ROC_9_1d"] < 80.0))
|
|
# 1h & 4h down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_1h"] > 30.0) | (df["RSI_3_4h"] > 20.0) | (df["ROC_9_1d"] > -40.0))
|
|
# 1h down move, 15m high, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 4h down move, 15m & 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 40.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 4h down move, 15m still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 40.0) | (df["ROC_9_1d"] > -40.0)
|
|
)
|
|
# 4h down move, 15m high, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 70.0) | (df["UO_7_14_28_1h"] < 40.0)
|
|
)
|
|
# 4h & 1d down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_4h"] > 15.0) | (df["RSI_3_1d"] > 25.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 4h down move, 4h still not low enough, 4h downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0) | (df["ROC_9_4h"] > -40.0)
|
|
)
|
|
# 4h down move, 4h still high, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0) | (df["RSI_3_1d"] < 50.0)
|
|
)
|
|
# 4h down move, 4h still not low enough, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_4h"] > 25.0) | (df["AROONU_14_4h"] < 25.0) | (df["ROC_9_1d"] < 150.0))
|
|
# 4h down move, 15m stil high, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0) | (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 1h & 4h strong down move
|
|
long_entry_logic.append(
|
|
(df["MFI_14_1h"] > 10.0) | (df["RSI_3_4h"] > 5.0) | (df["RSI_3_change_pct_4h"] > -70.0)
|
|
)
|
|
# 1h downtrend, 4h down move, 1h overbought
|
|
long_entry_logic.append((df["ROC_9_1h"] > -30.0) | (df["RSI_3_4h"] > 10.0) | (df["ROC_9_1d"] < 40.0))
|
|
# 1h downtrend, 4h down move, 1h downtrend
|
|
long_entry_logic.append((df["ROC_9_1h"] > -30.0) | (df["RSI_3_4h"] > 10.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 4h moving down, 1d P&D
|
|
long_entry_logic.append(
|
|
(df["ROC_9_4h"] > -30.0) | (df["RSI_3_change_pct_1d"] > -50.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 1d going down and it was pumped, 4h down move
|
|
long_entry_logic.append(
|
|
(df["ROC_2_1d"] > -20.0) | (df["ROC_9_1d"].shift(288) < 100.0) | (df["RSI_3_4h"] > 20.0)
|
|
)
|
|
# 1d downtrend, 4h downtrend, 4h still not low enough
|
|
long_entry_logic.append((df["ROC_9_1d"] > -40.0) | (df["CMF_20_4h"] > -0.25) | (df["AROONU_14_4h"] < 50.0))
|
|
# 1d downtrend, 4h downtrend
|
|
long_entry_logic.append((df["ROC_9_1d"] > -40.0) | (df["CMF_20_4h"] > -0.30) | (df["RSI_3_4h"] > 10.0))
|
|
# 1h & 4h red, 1h not low enough
|
|
long_entry_logic.append(
|
|
(df["change_pct_1h"] > -10.0) | (df["change_pct_4h"] > -10.0) | (df["MFI_14_1h"] < 50.0)
|
|
)
|
|
# 4h red, previous 4h green, 15m down move
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] > -5.0) | (df["change_pct_4h"].shift(48) < 5.0) | (df["RSI_3_15m"] > 5.0)
|
|
)
|
|
# 4h red, previous 4h green, 4h still high
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] > -5.0)
|
|
| (df["change_pct_4h"].shift(48) < 5.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 4h red, previous 4h red, 1h still high
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] > -10.0) | (df["change_pct_4h"].shift(48) < 10.0) | (df["AROONU_14_1h"] < 50.0)
|
|
)
|
|
# 4h red, 4h still moving down, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] > -10.0) | (df["CCI_20_change_pct_4h"] > 0.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 4h red, 4h & 1d still high
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] > -15.0) | (df["AROONU_14_4h"] < 50.0) | (df["AROONU_14_1d"] < 50.0)
|
|
)
|
|
# 1d red, 15m high, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -5.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] < 80.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
)
|
|
# 1d red, 4h down move, 1d still high
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -10.0) | (df["RSI_3_4h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 1d P&D, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -10.0)
|
|
| (df["change_pct_1d"].shift(288) < 10.0)
|
|
| (df["RSI_14_1d"].shift(288) < 80.0)
|
|
)
|
|
# 1d P&D, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -10.0) | (df["change_pct_1d"].shift(288) < 10.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 1d red, 15m & 1h down move
|
|
long_entry_logic.append((df["change_pct_1d"] > -15.0) | (df["RSI_3_15m"] > 20.0) | (df["RSI_3_1h"] > 20.0))
|
|
# # # 1d red, 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -15.0)
|
|
| (df["RSI_3_1h"] > 25.0)
|
|
| (df["RSI_3_4h"] > 25.0)
|
|
| (df["UO_7_14_28_4h"] < 35.0)
|
|
)
|
|
|
|
# Logic
|
|
long_entry_logic.append(df["WILLR_14"] < -50.0)
|
|
long_entry_logic.append(df["STOCHRSIk_14_14_3_3"] < 20.0)
|
|
long_entry_logic.append(df["WILLR_84_1h"] < -70.0)
|
|
long_entry_logic.append(df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
long_entry_logic.append(df["BBB_20_2.0_1h"] > 16.0)
|
|
long_entry_logic.append(df["close_max_48"] >= (df["close"] * 1.10))
|
|
|
|
# Condition #43 - Quick mode (Long).
|
|
if long_entry_condition_index == 43:
|
|
# Protections
|
|
long_entry_logic.append(df["num_empty_288"] <= allowed_empty_candles_288)
|
|
long_entry_logic.append(df["global_protections_long_pump"] == True)
|
|
long_entry_logic.append(df["global_protections_long_dump"] == True)
|
|
|
|
long_entry_logic.append(df["RSI_14_1h"] < 80.0)
|
|
long_entry_logic.append(df["RSI_14_4h"] < 80.0)
|
|
long_entry_logic.append(df["RSI_14_1d"] < 90.0)
|
|
# 5m & 15m strong down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 2.0) | (df["RSI_3_15m"] > 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 5m & 15m strong down move, 1h down move
|
|
long_entry_logic.append((df["RSI_3"] > 2.0) | (df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 15.0))
|
|
# 5m strong down move
|
|
long_entry_logic.append((df["RSI_3"] > 2.0) | (df["ROC_9"] > -50.0))
|
|
# 15m & 1h strong down move, 1h strong downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["CMF_20_1h"] > -0.30))
|
|
# 15m & 1h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 15m down move, 1h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_change_pct_1h"] > -60.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 15m down move, 1h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_change_pct_1h"] > -40.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 5m down move, 1h down, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["CMF_20_1h"] > -0.2) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 1h still not low enough, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["AROONU_14_1h"] < 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
)
|
|
# 5m & 1h strong down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
)
|
|
# 15m & 1h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
)
|
|
# 5m & 1h strong downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["MFI_14_1h"] > 10.0))
|
|
# 15m & 1h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0)
|
|
| (df["RSI_3_1h"] > 20.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
| (df["AROONU_14_4h"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high, 4h downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 10.0) | (df["UO_7_14_28_4h"] < 40.0) | (df["ROC_9_4h"] > -20.0)
|
|
)
|
|
# 15m & 1h down move, 1d strong downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 10.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 15m & 1h & 4h strong down move
|
|
long_entry_logic.append((df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 10.0))
|
|
# 15m & 1h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
)
|
|
# 15 & 1h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 15m & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 45.0)
|
|
)
|
|
# 15m down move, 1h high, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 15m down move, 4h high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0) | (df["ROC_9_1d"] > -40.0)
|
|
)
|
|
# 15m & 1h down move, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
)
|
|
# 15m & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
)
|
|
# 15m down move, 1h still high, 1d overbought
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["ROC_9_1d"] < 100.0)
|
|
)
|
|
# 15m down move, 1h high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 15m down move, 15m still not low enoug, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["AROONU_14_15m"] < 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 90.0)
|
|
)
|
|
# 15m down move, 1h downtrend, 4h overbought
|
|
long_entry_logic.append((df["RSI_3_15m"] > 15.0) | (df["ROC_9_1h"] > -5.0) | (df["ROC_9_4h"] < 35.0))
|
|
# 15m & 1h down move, 4h high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 20.0) | (df["RSI_3_1h"] > 20.0) | (df["UO_7_14_28_4h"] < 50.0))
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 25.0)
|
|
)
|
|
# 1h & 4h down move, 15m still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0)
|
|
)
|
|
# 1h down move, 4h still high, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_change_pct_4h"] > -50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_change_pct_4h"] > -65.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 1h down move, 1h still not low enough, 4h still not low
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["RSI_14_4h"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 15m still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 25.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
)
|
|
# 1h downmove, 1h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["ROC_2_1d"] > -30.0)
|
|
)
|
|
# 15m down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["OBV_change_pct_15m"] > -50.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
)
|
|
# 1h down move, 1h still not low enough, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 1h down move, 1h not low enough, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["AROONU_14_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
)
|
|
# 1h & 1d down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["RSI_3_1d"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 1h & 4h down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_1h"] > 30.0) | (df["RSI_3_4h"] > 20.0) | (df["ROC_9_1d"] > -40.0))
|
|
# 4h downmove, 1d downtrend, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 20.0) | (df["ROC_2_1d"] > -15.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 4h down move, 15m still not low enough, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
)
|
|
# 4h down move, 4h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 4h & 1d down move, 1d strong downtrend
|
|
long_entry_logic.append((df["RSI_3_4h"] > 10.0) | (df["RSI_3_1d"] > 10.0) | (df["ROC_9_1d"] > -60.0))
|
|
# 1h still high, 4h high, 1d still high
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_1h"] < 40.0) | (df["WILLR_14_4h"] < -20.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 4h overbought, 1h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["ROC_9_4h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 15m red, 15m strong downtrend
|
|
long_entry_logic.append((df["change_pct_15m"] > -20.0) | (df["RSI_3_15m"] > 5.0))
|
|
# 4h red, previous 4h green, 4h overbought
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] > -5.0) | (df["change_pct_4h"].shift(48) < 5.0) | (df["RSI_14_4h"].shift(48) < 80.0)
|
|
)
|
|
# 4h red, 4h moving down, 4h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["change_pct_4h"] > -10.0)
|
|
| (df["CCI_20_change_pct_4h"] > 0.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
| (df["ROC_9_1d"] > -40.0)
|
|
)
|
|
# 1d P&D, 4h down move
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -30.0) | (df["change_pct_1d"].shift(288) < 30.0) | (df["RSI_3_4h"] > 20.0)
|
|
)
|
|
|
|
# Logic
|
|
long_entry_logic.append(df["RSI_14"] < 40.0)
|
|
long_entry_logic.append(df["MFI_14"] < 40.0)
|
|
long_entry_logic.append(df["AROONU_14"] < 25.0)
|
|
long_entry_logic.append(df["EMA_26"] > df["EMA_12"])
|
|
long_entry_logic.append((df["EMA_26"] - df["EMA_12"]) > (df["open"] * 0.024))
|
|
long_entry_logic.append((df["EMA_26"].shift() - df["EMA_12"].shift()) > (df["open"] / 100.0))
|
|
long_entry_logic.append(df["close"] < (df["EMA_20"] * 0.958))
|
|
long_entry_logic.append(df["close"] < (df["BBL_20_2.0"] * 0.992))
|
|
|
|
# Condition #120 - Grind mode (Long).
|
|
if long_entry_condition_index == 120:
|
|
# Protections
|
|
long_entry_logic.append(num_open_long_grind_mode < self.grind_mode_max_slots)
|
|
long_entry_logic.append(is_pair_long_grind_mode)
|
|
long_entry_logic.append(df["RSI_3"] <= 50.0)
|
|
long_entry_logic.append(df["RSI_3_15m"] >= 20.0)
|
|
long_entry_logic.append(df["RSI_3_1h"] >= 10.0)
|
|
long_entry_logic.append(df["RSI_3_4h"] >= 10.0)
|
|
long_entry_logic.append(df["RSI_14_1h"] < 80.0)
|
|
long_entry_logic.append(df["RSI_14_4h"] < 80.0)
|
|
long_entry_logic.append(df["RSI_14_1d"] < 80.0)
|
|
|
|
# Logic
|
|
long_entry_logic.append(df["STOCHRSIk_14_14_3_3"] < 20.0)
|
|
long_entry_logic.append(df["WILLR_14"] < -80.0)
|
|
long_entry_logic.append(df["AROONU_14"] < 25.0)
|
|
long_entry_logic.append(df["close"] < (df["EMA_20"] * 0.978))
|
|
|
|
# Condition #141 - Top Coins mode (Long).
|
|
if long_entry_condition_index == 141:
|
|
# Protections
|
|
long_entry_logic.append(is_pair_long_top_coins_mode)
|
|
long_entry_logic.append(df["global_protections_long_pump"] == True)
|
|
long_entry_logic.append(df["global_protections_long_dump"] == True)
|
|
|
|
long_entry_logic.append(df["num_empty_288"] <= allowed_empty_candles_288)
|
|
|
|
long_entry_logic.append(df["RSI_3_1h"] <= 95.0)
|
|
long_entry_logic.append(df["RSI_3_4h"] <= 80.0)
|
|
long_entry_logic.append(df["RSI_3_1d"] <= 80.0)
|
|
long_entry_logic.append(df["RSI_14_1h"] < 80.0)
|
|
long_entry_logic.append(df["RSI_14_4h"] < 80.0)
|
|
long_entry_logic.append(df["RSI_14_1d"] < 90.0)
|
|
# 5m down move, 1h still not low enough, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 5m down move, 1h high, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
)
|
|
# 5m down move, 1h still not low enough, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["AROONU_14_15m"] < 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 1d still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
# 15m & 1h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
)
|
|
# 15m & 4h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 15m down move, 1h high, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 25.0)
|
|
)
|
|
# 15m down move, 1h high, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 40.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m & 4h down move, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
)
|
|
# 15m down move, 1h high, 1 downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["ROC_2_1d"] > -15.0)
|
|
)
|
|
# 15m down move, 1h still not low enough, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 15m & 1h down move, 15m & 1h stil high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0)
|
|
| (df["RSI_3_1h"] > 20.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
)
|
|
# 15m down move, 15m still high, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["AROONU_14_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
)
|
|
# 1h & 4h down move, 15m still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 10.0)
|
|
)
|
|
# 1h & 4h & 1d down move
|
|
long_entry_logic.append((df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 10.0) | (df["RSI_3_1d"] > 20.0))
|
|
# 1h & 4h down move, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 40.0)
|
|
)
|
|
# 1h & 4h down move, 15m not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 25.0)
|
|
)
|
|
# 1h down move, 1h still not low enough, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
)
|
|
# 1h & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 25.0)
|
|
)
|
|
# 1h down move, 1h & 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 1h & 4h down move, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 1h down move, 15m & 1h still high, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 50.0)
|
|
| (df["AROONU_14_15m"] < 50.0)
|
|
| (df["AROONU_14_1h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
)
|
|
# 4h down move, 15m still high, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
)
|
|
# 4h down move, 15m & 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 4h down move, 1h stil high, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 25.0)
|
|
)
|
|
# 4h down move, 15m still high, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 40.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
)
|
|
# 4h down move, 1h high, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["AROONU_14_4h"] < 50.0)
|
|
)
|
|
|
|
# Logic
|
|
long_entry_logic.append(df["RSI_20"] < df["RSI_20"].shift(1))
|
|
long_entry_logic.append(df["RSI_3"] < 30.0)
|
|
long_entry_logic.append(df["AROONU_14"] < 25.0)
|
|
long_entry_logic.append(df["close"] < df["SMA_16"] * 0.956)
|
|
|
|
# Condition #142 - Top Coins mode (Long).
|
|
if long_entry_condition_index == 142:
|
|
# Protections
|
|
long_entry_logic.append(is_pair_long_top_coins_mode)
|
|
long_entry_logic.append(df["global_protections_long_pump"] == True)
|
|
long_entry_logic.append(df["global_protections_long_dump"] == True)
|
|
|
|
long_entry_logic.append(df["num_empty_288"] <= allowed_empty_candles_288)
|
|
|
|
# 5m & 1h & 4h down move
|
|
long_entry_logic.append((df["RSI_3"] > 10.0) | (df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 10.0))
|
|
# 5m down move, 15m & 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 10.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 40.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 5m down move, 15m still high, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3"] > 15.0) | (df["AROONU_14_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
)
|
|
# 15m & 1h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
)
|
|
# 15m & 1h down move, 1d still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
# 15m & 1h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
)
|
|
# 15m & 4h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
)
|
|
# 15m down move, 4h high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0) | (df["ROC_2_1d"] > -20.0)
|
|
)
|
|
# 15m strong down move, 4h high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0))
|
|
# 15m down move, 15m stil high, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
)
|
|
# 15m down move, 1h & 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 15m & 1h down move, 1d overbought
|
|
long_entry_logic.append((df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 20.0) | (df["ROC_9_1d"] < 80.0))
|
|
# 15m & 1h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m & 4h down move, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
)
|
|
# 15m & 4h down move, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
)
|
|
# 15m down move, 1h high, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 40.0)
|
|
)
|
|
# 15m down move, 4h still high, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 15m & 1h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 15m down move, 1h high, 1 downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["ROC_2_1d"] > -15.0)
|
|
)
|
|
# 15m & 1h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["RSI_3_1h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 15m & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 15m down move, 1h still high, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 15m down move, 1h still not low enough, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m down move, 1h high, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
)
|
|
# 15m down move, 4h high, 1d stil high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 15m down move, 15m still high, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["AROONU_14_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 90.0)
|
|
)
|
|
# 15m & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
)
|
|
# 15m & 4h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 15m down move, 15m still high 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 1h still high, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
)
|
|
# 15m down move, 15m still high, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["AROONU_14_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 1h & 4h down move, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 40.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 15.0)
|
|
)
|
|
# 1h & 4h down move, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 15.0)
|
|
)
|
|
# 1h down move, 4h still high, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
)
|
|
# 1h & 4h down move, 15m still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
)
|
|
# 1h & 4h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 30.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
)
|
|
# 1h down move, 1h still not low enough, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 4h down move, 15m still high, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 40.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
)
|
|
# 4h & 1d down move, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 25.0) | (df["RSI_3_1d"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
)
|
|
# 4h down move, 15m still high, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 25.0)
|
|
)
|
|
# 4h down move, 1h still not low enough, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 4h down move, 1h high, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["AROONU_14_4h"] < 50.0)
|
|
)
|
|
# 1d down move, 1h & 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1d"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 15m & 1h still high, 4h high
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
)
|
|
# 15m still high, 1h & 1d high
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] < 40.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 15m & 4h high
|
|
long_entry_logic.append((df["STOCHRSIk_14_14_3_3_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0))
|
|
# 15m high, 1h & 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] < 70.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 25.0)
|
|
)
|
|
# 15m & 4h high
|
|
long_entry_logic.append((df["STOCHRSIk_14_14_3_3_15m"] < 70.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0))
|
|
# 1h & 4h still high, 1d high
|
|
long_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 1h & 4h high
|
|
long_entry_logic.append((df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 90.0))
|
|
# 1h & 4h high
|
|
long_entry_logic.append((df["STOCHRSIk_14_14_3_3_1h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0))
|
|
# 4h & 1d high
|
|
long_entry_logic.append((df["STOCHRSIk_14_14_3_3_4h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 80.0))
|
|
# 1d red, 1d high
|
|
long_entry_logic.append((df["change_pct_1d"] > -5.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 80.0))
|
|
# 1d P&D, 1d high
|
|
long_entry_logic.append(
|
|
(df["change_pct_1d"] > -10.0)
|
|
| (df["change_pct_1d"].shift(288) < 10.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
|
|
# Logic
|
|
long_entry_logic.append(df["RSI_4"] < 46.0)
|
|
long_entry_logic.append(df["RSI_20"] < df["RSI_20"].shift(1))
|
|
long_entry_logic.append(df["close"] < df["SMA_16"] * 0.958)
|
|
|
|
# Condition #143 - Top Coins mode (Long).
|
|
if long_entry_condition_index == 143:
|
|
# Protections
|
|
long_entry_logic.append(is_pair_long_top_coins_mode)
|
|
|
|
long_entry_logic.append(df["num_empty_288"] <= allowed_empty_candles_288)
|
|
|
|
long_entry_logic.append(df["RSI_3_1h"] < 95.0)
|
|
long_entry_logic.append(df["RSI_3_4h"] < 80.0)
|
|
long_entry_logic.append(df["RSI_3_1d"] < 80.0)
|
|
long_entry_logic.append(df["RSI_14_1h"] < 80.0)
|
|
long_entry_logic.append(df["RSI_14_4h"] < 80.0)
|
|
long_entry_logic.append(df["RSI_14_1d"] < 90.0)
|
|
# 15m down move, 1h still not low enough, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 15m & 1h & 4h strong downtrend
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 10.0))
|
|
# 15m & 1h strong down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
)
|
|
# 15m & 1h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_1h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 15m & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
)
|
|
# 15m & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 25.0)
|
|
)
|
|
# 15m & 4h down move, 4h high
|
|
long_entry_logic.append((df["RSI_3_15m"] > 5.0) | (df["RSI_3_4h"] > 30.0) | (df["UO_7_14_28_4h"] < 50.0))
|
|
# 5m down move, 1h still not low enough, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m down move, 1h & 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 5.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0) | (df["UO_7_14_28_4h"] < 40.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 15m & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 15m & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 10.0) | (df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 40.0)
|
|
)
|
|
# 15m & 1h down move, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
)
|
|
# 15m & 4h down move, 1h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
)
|
|
# 15m & 1h down move, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
)
|
|
# 15m down move, 1h high, 1 downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["ROC_2_1d"] > -15.0)
|
|
)
|
|
# 15m down move, 4h high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 70.0) | (df["ROC_9_1d"] > -30.0)
|
|
)
|
|
# 15m & 1h down move, 4h high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 30.0) | (df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 2.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 1h & 4h strong down move, 15m still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 5.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 10.0)
|
|
)
|
|
# 1h & 4h down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 10.0) | (df["ROC_2_1d"] > -20.0))
|
|
# 1h & 4h down move, 1d still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 5.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 40.0)
|
|
)
|
|
# 1h & 4h down move, 15m still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
|
|
)
|
|
# 1h & 4h down move, 15m still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 30.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
)
|
|
# 1h & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 10.0) | (df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h down move, 4h high
|
|
long_entry_logic.append((df["RSI_3_1h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0))
|
|
# 1h & 4h down move, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 15m & 4h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_15m"] > 15.0) | (df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
|
|
)
|
|
# 1h & 4h down move, 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 15.0) | (df["RSI_3_4h"] > 25.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 1h & 4h down move, 1d downtrend
|
|
long_entry_logic.append((df["RSI_3_1h"] > 15.0) | (df["RSI_3_4h"] > 25.0) | (df["ROC_9_1d"] > -30.0))
|
|
# 1h & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
)
|
|
# 1h down move, 4h still not low enough, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 25.0) | (df["ROC_2_1d"] > -20.0)
|
|
)
|
|
# 1h down move, 4h still high, 1d downtrend
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0) | (df["ROC_9_1d"] > -30.0)
|
|
)
|
|
# 1h & 4h down move, 1h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0) | (df["RSI_3_4h"] > 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 25.0) | (df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
)
|
|
# 1h down move, 1h high, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
# 1h down move, 4h & 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
|
|
)
|
|
# 1h down move, 4h & 1d high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
# 4h down move, 15m stil high, 1h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 15.0) | (df["STOCHRSIk_14_14_3_3_15m"] < 40.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
)
|
|
# 4h down move, 1h still high, 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
)
|
|
# 4h down move, 1h high, 4h still high
|
|
long_entry_logic.append(
|
|
(df["RSI_3_4h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 70.0) | (df["AROONU_14_4h"] < 50.0)
|
|
)
|
|
# 1d down move, 1h & 4h still not low enough
|
|
long_entry_logic.append(
|
|
(df["RSI_3_1d"] > 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] < 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
)
|
|
|
|
# Logic
|
|
long_entry_logic.append(df["RSI_3"] < 40.0)
|
|
long_entry_logic.append(df["STOCHRSIk_14_14_3_3"] < 50.0)
|
|
long_entry_logic.append(df["EMA_26"] > df["EMA_12"])
|
|
long_entry_logic.append((df["EMA_26"] - df["EMA_12"]) > (df["open"] * 0.020))
|
|
long_entry_logic.append((df["EMA_26"].shift() - df["EMA_12"].shift()) > (df["open"] / 100.0))
|
|
|
|
###############################################################################################
|
|
|
|
# LONG ENTRY CONDITIONS ENDS HERE
|
|
|
|
###############################################################################################
|
|
|
|
long_entry_logic.append(df["volume"] > 0)
|
|
item_long_entry = reduce(lambda x, y: x & y, long_entry_logic)
|
|
df.loc[item_long_entry, "enter_tag"] += f"{long_entry_condition_index} "
|
|
long_entry_conditions.append(item_long_entry)
|
|
df.loc[:, "enter_long"] = item_long_entry
|
|
|
|
if long_entry_conditions:
|
|
df.loc[:, "enter_long"] = reduce(lambda x, y: x | y, long_entry_conditions)
|
|
|
|
###############################################################################################
|
|
|
|
# SHORT ENTRY CONDITIONS STARTS HERE
|
|
|
|
###############################################################################################
|
|
|
|
# ______ __ __ ______ _______ ________ ________ __ __ ________ ________ _______
|
|
# / \| \ | \/ \| | \ | | \ | | | | \
|
|
# | $$$$$$| $$ | $| $$$$$$| $$$$$$$\$$$$$$$$ | $$$$$$$| $$\ | $$\$$$$$$$| $$$$$$$| $$$$$$$\
|
|
# | $$___\$| $$__| $| $$ | $| $$__| $$ | $$ | $$__ | $$$\| $$ | $$ | $$__ | $$__| $$
|
|
# \$$ \| $$ $| $$ | $| $$ $$ | $$ | $$ \ | $$$$\ $$ | $$ | $$ \ | $$ $$
|
|
# _\$$$$$$| $$$$$$$| $$ | $| $$$$$$$\ | $$ | $$$$$ | $$\$$ $$ | $$ | $$$$$ | $$$$$$$\
|
|
# | \__| $| $$ | $| $$__/ $| $$ | $$ | $$ | $$_____| $$ \$$$$ | $$ | $$_____| $$ | $$
|
|
# \$$ $| $$ | $$\$$ $| $$ | $$ | $$ | $$ | $$ \$$$ | $$ | $$ | $$ | $$
|
|
# \$$$$$$ \$$ \$$ \$$$$$$ \$$ \$$ \$$ \$$$$$$$$\$$ \$$ \$$ \$$$$$$$$\$$ \$$
|
|
#
|
|
|
|
for enabled_short_entry_signal in self.short_entry_signal_params:
|
|
short_entry_condition_index = int(enabled_short_entry_signal.split("_")[3])
|
|
item_short_buy_protection_list = [True]
|
|
if self.short_entry_signal_params[f"{enabled_short_entry_signal}"]:
|
|
# Short Entry Conditions Starts Here
|
|
# -----------------------------------------------------------------------------------------
|
|
# IMPORTANT: Short Condition Descriptions are not for shorts. These are for longs but completely mirrored opposite side
|
|
# Please dont change these comment descriptions. With these descriptions we are comparing long/short positions.
|
|
|
|
short_entry_logic = []
|
|
short_entry_logic.append(reduce(lambda x, y: x & y, item_short_buy_protection_list))
|
|
|
|
# Condition #501 - Normal mode (Short).
|
|
if short_entry_condition_index == 501:
|
|
# Protections
|
|
short_entry_logic.append(df["num_empty_288"] <= allowed_empty_candles_288)
|
|
short_entry_logic.append(df["global_protections_short_pump"] == True)
|
|
short_entry_logic.append(df["global_protections_short_dump"] == True)
|
|
|
|
short_entry_logic.append(df["RSI_3_1h"] >= 5.0)
|
|
short_entry_logic.append(df["RSI_3_4h"] >= 20.0)
|
|
short_entry_logic.append(df["RSI_3_1d"] >= 20.0)
|
|
short_entry_logic.append(df["RSI_14_1h"] > 20.0)
|
|
short_entry_logic.append(df["RSI_14_4h"] > 20.0)
|
|
short_entry_logic.append(df["RSI_14_1d"] > 10.0)
|
|
# 5m up move, 15m & 1h still not high enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3"] < 90.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 60.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
)
|
|
# 15m up move, 15m stil not high enough, 1h low
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 70.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 10.0)
|
|
)
|
|
# 15m up move, 1h & 4h still not high enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 70.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
)
|
|
# 15m & 1h up move, 4h still going up
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 95.0) | (df["CCI_20_change_pct_4h"] < -0.0)
|
|
)
|
|
# 15m & 1h up move, 4h still not high enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
)
|
|
# 15m & 1h up move, 4h still not high enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 15m & 4h up move, 1h still not high enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_4h"] < 95.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
)
|
|
# 15m up move, 1h up move, 1h still not high enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_change_pct_1h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
)
|
|
# 15m & 1h up move, 1h not high enough
|
|
short_entry_logic.append((df["RSI_3_15m"] < 90.0) | (df["RSI_3_1h"] < 90.0) | (df["AROOND_14_1h"] < 50.0))
|
|
# 15m & 1h up move, 1d stil not high enough
|
|
short_entry_logic.append((df["RSI_3_15m"] < 90.0) | (df["RSI_3_1h"] < 90.0) | (df["RSI_14_1h"] > 80.0))
|
|
# 15m & 4h up move, 1h still not high enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["RSI_3_4h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
)
|
|
# 15m & 4h up move, 1d low
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["RSI_3_4h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1d"] > 20.0)
|
|
)
|
|
# 15m & 4h up move, 4h not high enough
|
|
short_entry_logic.append((df["RSI_3_15m"] < 90.0) | (df["RSI_3_4h"] < 90.0) | (df["AROOND_14_4h"] < 50.0))
|
|
# 15m & 4h up move, 1h low
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["RSI_3_4h"] < 70.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
)
|
|
# 15m up move, 1h low, 4h still not high enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
)
|
|
# 15m & 1h up move, 4h low
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 85.0) | (df["RSI_3_1h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
)
|
|
# 15m & 1h up move, 1d still low
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 85.0) | (df["RSI_3_1h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_1d"] > 60.0)
|
|
)
|
|
# 15m & 1h up move, 4h low
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 85.0) | (df["RSI_3_1h"] < 70.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
)
|
|
# 1h & 4h up move, 4h still not high enough
|
|
short_entry_logic.append((df["RSI_3_1h"] < 95.0) | (df["RSI_3_4h"] < 95.0) | (df["UO_7_14_28_4h"] > 60.0))
|
|
# 1h & 4h up move, 4h still low
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 95.0) | (df["RSI_3_4h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 1h & 4h up move, 4h uptrend
|
|
short_entry_logic.append((df["RSI_3_1h"] < 95.0) | (df["RSI_3_4h"] < 85.0) | (df["ROC_9_4h"] < 40.0))
|
|
# 1h & 4h strong up move
|
|
short_entry_logic.append((df["RSI_3_1h"] < 95.0) | (df["MFI_14_1h"] < 95.0) | (df["RSI_3_4h"] < 95.0))
|
|
# 1h & 4h up move, 1h still low
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["RSI_3_4h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
)
|
|
# 1h & 4h up move, 1d still not high enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["RSI_3_4h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
# 1h up move, 1h still not high enough, 1d low
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 70.0) | (df["STOCHRSIk_14_14_3_3_1d"] > 30.0)
|
|
)
|
|
# 4h up move, 15m still low, 1h not high enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_4h"] < 95.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 50.0) | (df["AROOND_14_1h"] < 25.0)
|
|
)
|
|
# 1d up move, 1h & 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1d"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 80.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
|
|
# Logic
|
|
short_entry_logic.append(df["EMA_12"] > df["EMA_26"])
|
|
short_entry_logic.append((df["EMA_12"] - df["EMA_26"]) > (df["open"] * 0.030))
|
|
short_entry_logic.append((df["EMA_12"].shift() - df["EMA_26"].shift()) > (df["open"] / 100.0))
|
|
short_entry_logic.append(df["close"] > (df["BBU_20_2.0"] * 1.001))
|
|
|
|
# Condition #502 - Normal mode (Short).
|
|
if short_entry_condition_index == 502:
|
|
# Protections
|
|
short_entry_logic.append(df["num_empty_288"] <= allowed_empty_candles_288)
|
|
|
|
# 5m strong down move
|
|
short_entry_logic.append((df["RSI_3"] < 98.0) | (df["ROC_9"] < 50.0))
|
|
# 5m down move, 1h still high, 4h down move
|
|
short_entry_logic.append(
|
|
(df["RSI_3"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 50.0) | (df["RSI_3_4h"] < 90.0)
|
|
)
|
|
# 15m downmove, 4h overbought
|
|
short_entry_logic.append((df["RSI_3_change_pct_15m"] < 40.0) | (df["RSI_14_4h"] > 25.0))
|
|
# 5m & 15m & 1h down move
|
|
short_entry_logic.append((df["RSI_3"] < 95.0) | (df["RSI_3_15m"] < 90.0) | (df["RSI_3_1h"] < 85.0))
|
|
# 5m down move, 4h high
|
|
short_entry_logic.append((df["RSI_3"] < 90.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 25.0))
|
|
# 5m down move, 15m still high, 1h high
|
|
short_entry_logic.append(
|
|
(df["RSI_3"] < 90.0) | (df["AROOND_14_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 10.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
short_entry_logic.append((df["RSI_3_15m"] < 98.0) | (df["RSI_3_1h"] < 85.0) | (df["MFI_14_4h"] > 50.0))
|
|
# 15m & 1h down move, 4h down
|
|
short_entry_logic.append((df["RSI_3_15m"] < 98.0) | (df["RSI_3_1h"] < 90.0) | (df["ROC_9_4h"] < 10.0))
|
|
# 15m down move, 1h high
|
|
short_entry_logic.append((df["RSI_3_15m"] < 95.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 50.0))
|
|
# 15m down move, 15m still not low enough, 1h & 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0)
|
|
| (df["AROOND_14_15m"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
| (df["MFI_14_4h"] > 50.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["RSI_3_1h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
)
|
|
# 15m & 4h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_4h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 60.0)
|
|
)
|
|
# 15m down move, 1h high
|
|
short_entry_logic.append((df["RSI_3_15m"] < 85.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 10.0))
|
|
# 15m down move, 1h still high, 4h overbought
|
|
short_entry_logic.append((df["RSI_3_15m"] < 80.0) | (df["RSI_14_1h"] > 60.0) | (df["RSI_14_4h"] > 20.0))
|
|
# 15m down move, 1h high
|
|
short_entry_logic.append((df["RSI_3_15m"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 30.0))
|
|
# 15m down move, 1h low, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 85.0) | (df["ROC_9_1h"] < 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 15m down move, 1h & 4h high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 75.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 10.0) | (df["RSI_3_4h"] > 10.0)
|
|
)
|
|
# 15m down move, 1h high, 1d low
|
|
short_entry_logic.append(
|
|
(df["RSI_3_change_pct_15m"] < 40.0) | (df["ROC_9_1h"] > -10.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 15m down move, 4h high, 1d low
|
|
short_entry_logic.append(
|
|
(df["ROC_9_15m"] < 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 15m down move, 4h high, 1d low
|
|
short_entry_logic.append((df["RSI_3_15m"] < 90.0) | (df["ROC_9_4h"] > -20.0) | (df["ROC_9_1d"] < 50.0))
|
|
# 15m down move, 1h still high, 1d high
|
|
short_entry_logic.append((df["RSI_3_15m"] < 85.0) | (df["RSI_14_1h"] > 60.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 15m & 1h down move, 1d overbought
|
|
short_entry_logic.append((df["RSI_3_15m"] < 80.0) | (df["ROC_9_1h"] < 20.0) | (df["ROC_9_1d"] > -40.0))
|
|
# 15m down move, 1h high, 4h downtrend
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 80.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 10.0) | (df["ROC_9_4h"] < 10.0)
|
|
)
|
|
# 15m & 1h & 4h down move
|
|
short_entry_logic.append((df["RSI_3_15m"] < 90.0) | (df["CMF_20_1h"] < 0.4) | (df["RSI_3_4h"] < 90.0))
|
|
# 14m down move, 4h downtrend, 1d overbought
|
|
short_entry_logic.append((df["RSI_3_15m"] < 85.0) | (df["ROC_9_4h"] < 15.0) | (df["ROC_9_1d"] > -100.0))
|
|
# 15m strong downtrend, 1h downtrend
|
|
short_entry_logic.append((df["RSI_3_15m"] < 90.0) | (df["MFI_14_15m"] < 95.0) | (df["RSI_3_1h"] < 95.0))
|
|
# 15m down move, 4h overbought & high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["ROC_9_4h"] > -15.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 15m down move, 1h & 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 85.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 50.0) | (df["UO_7_14_28_4h"] > 50.0)
|
|
)
|
|
# 15m down move, 15m not low enough, 1h overbought
|
|
short_entry_logic.append(
|
|
(df["RSI_14_change_pct_15m"] < 40.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 90.0) | (df["RSI_14_1h"] > 30.0)
|
|
)
|
|
# 15m still not low enough, 4h & 1d going down
|
|
short_entry_logic.append((df["AROOND_14_15m"] < 25.0) | (df["RSI_3_4h"] < 80.0) | (df["RSI_3_1d"] < 70.0))
|
|
# 15m still not low enough, 4h overbought
|
|
short_entry_logic.append(
|
|
(df["AROOND_14_15m"] < 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 10.0) | (df["ROC_9_4h"] > -40.0)
|
|
)
|
|
# 15m still not low enough, 1h overbought
|
|
short_entry_logic.append((df["AROOND_14_15m"] < 25.0) | (df["RSI_14_1h"] > 10.0))
|
|
# 1h strong down move
|
|
short_entry_logic.append((df["RSI_3_1h"] < 95.0) | (df["RSI_3_change_pct_1h"] < 85.0))
|
|
# 1h & 4h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 95.0) | (df["RSI_3_4h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
)
|
|
# 1h down move, 1d strong downtrend
|
|
short_entry_logic.append((df["RSI_3_1h"] < 90.0) | (df["RSI_3_1d"] < 95.0))
|
|
# 1h down move, 1h still not low enough, 4h still not low
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 70.0) | (df["RSI_14_4h"] > 50.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough, 1d still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0)
|
|
| (df["RSI_3_change_pct_4h"] < 50.0)
|
|
| (df["AROOND_14_4h"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] > 60.0)
|
|
)
|
|
# 1h down move, 4h still not low enough, 1d overbought
|
|
short_entry_logic.append((df["RSI_3_1h"] < 90.0) | (df["AROOND_14_4h"] < 25.0) | (df["ROC_9_1d"] > -120.0))
|
|
# 1h down move, 4h overbought
|
|
short_entry_logic.append((df["RSI_3_1h"] < 85.0) | (df["RSI_14_4h"] > 25.0))
|
|
# 1h P&D, 1d downtrend
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 70.0) | (df["RSI_3_1h"].shift(12) > 20.0) | (df["ROC_9_1d"] < 20.0)
|
|
)
|
|
# 4h P&D
|
|
short_entry_logic.append((df["RSI_3_4h"] < 70.0) | (df["RSI_3_4h"].shift(48) > 5.0))
|
|
# 4h strong downtrend
|
|
short_entry_logic.append((df["RSI_3_4h"] < 95.0) | (df["ROC_9_4h"] < 40.0))
|
|
# 1h stil high, 1d overbought
|
|
short_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_1h"] > 50.0) | (df["STOCHRSIk_14_14_3_3_1d"] > 5.0) | (df["ROC_9_1d"] > -100.0)
|
|
)
|
|
# 1h & 4h still high, 1d strong down move
|
|
short_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_1h"] > 50.0) | (df["UO_7_14_28_4h"] > 55.0) | (df["RSI_3_1d"] < 90.0)
|
|
)
|
|
# 5m down, 1h down move, 4h high
|
|
short_entry_logic.append(
|
|
(df["ROC_9"] > -5.0) | (df["RSI_3_change_pct_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 15m down move, 4h pumped and going down
|
|
short_entry_logic.append((df["ROC_9_15m"] < 10.0) | (df["ROC_2_4h"] > -5.0) | (df["ROC_9_4h"] > -20.0))
|
|
# 14m down move, 4h high
|
|
short_entry_logic.append(
|
|
(df["ROC_9_15m"] < 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0) | (df["ROC_9_4h"] > -35.0)
|
|
)
|
|
# 1h downtrend, 4h overbought
|
|
short_entry_logic.append(
|
|
(df["ROC_2_1h"] < 5.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 95.0) | (df["ROC_9_4h"] < 70.0)
|
|
)
|
|
# 1h downtrend, 4h overbought
|
|
short_entry_logic.append((df["ROC_2_1h"] < 5.0) | (df["ROC_9_1h"] < 5.0) | (df["ROC_9_4h"] > -35.0))
|
|
# 1h down, 1d strong downtrend
|
|
short_entry_logic.append((df["ROC_9_1h"] < 10.0) | (df["ROC_9_1d"] < 50.0))
|
|
# 1h & 4h & 1d downtrend
|
|
short_entry_logic.append((df["ROC_9_1h"] < 10.0) | (df["ROC_9_4h"] < 20.0) | (df["ROC_9_1d"] < 40.0))
|
|
# 1h down, 1d overbought
|
|
short_entry_logic.append((df["ROC_9_1h"] < 10.0) | (df["ROC_9_1d"] > -80.0))
|
|
# 4h P&D
|
|
short_entry_logic.append((df["ROC_2_4h"] < 20.0) | (df["ROC_9_4h"] > -80.0))
|
|
# 4h overbought, 1h still high, 1d downtrend
|
|
short_entry_logic.append(
|
|
(df["ROC_9_4h"] > -50.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 70.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 1d P&D
|
|
short_entry_logic.append((df["ROC_2_1d"] < 20.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 1d strong downtrend
|
|
short_entry_logic.append((df["ROC_2_1d"] < 20.0) | (df["ROC_9_1d"] < 50.0))
|
|
# 1h red, previous 1h green, 1h overbought
|
|
short_entry_logic.append(
|
|
(df["change_pct_1h"] < 5.0) | (df["change_pct_1h"].shift(12) > -5.0) | (df["RSI_14_1h"].shift(12) < 80.0)
|
|
)
|
|
# 1h red, previous 1h green, 1h overbought
|
|
short_entry_logic.append(
|
|
(df["change_pct_1h"] < 2.0) | (df["change_pct_1h"].shift(12) > -10.0) | (df["RSI_14_1h"].shift(12) < 80.0)
|
|
)
|
|
short_entry_logic.append(
|
|
(df["change_pct_1h"] < 5.0) | (df["change_pct_1h"].shift(12) > -5.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 1h red, 4h green, 1h overbought
|
|
short_entry_logic.append(
|
|
(df["change_pct_1h"] < 5.0) | (df["change_pct_4h"] > -10.0) | (df["RSI_14_1h"].shift(12) > 30.0)
|
|
)
|
|
# 4h red, previous 4h green, 4h still high
|
|
short_entry_logic.append(
|
|
(df["change_pct_4h"] < 5.0)
|
|
| (df["change_pct_4h"].shift(48) > -5.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 4h red, previous 4h green, 4h overbought
|
|
short_entry_logic.append(
|
|
(df["change_pct_4h"] < 8.0) | (df["change_pct_4h"].shift(48) > -8.0) | (df["RSI_14_4h"].shift(48) > 20.0)
|
|
)
|
|
# 4h red, previous 4h green, 15m down move
|
|
short_entry_logic.append(
|
|
(df["change_pct_4h"] < 8.0) | (df["change_pct_4h"].shift(48) > -8.0) | (df["RSI_3_15m"] < 95.0)
|
|
)
|
|
# 1d P&D, 1d overbought
|
|
short_entry_logic.append(
|
|
(df["change_pct_1d"] < 10.0) | (df["change_pct_1d"].shift(288) > -10.0) | (df["ROC_9_1d"] > -100.0)
|
|
)
|
|
# 1d P&D, 5m & 1h down move
|
|
short_entry_logic.append(
|
|
(df["change_pct_1d"] < 10.0)
|
|
| (df["change_pct_1d"].shift(288) > 10.0)
|
|
| (df["RSI_3_15m"] < 90.0)
|
|
| (df["change_pct_1h"] < 5.0)
|
|
)
|
|
# 1d P&D, 15m & 1h still not low enough
|
|
short_entry_logic.append(
|
|
(df["change_pct_1d"] < 20.0)
|
|
| (df["change_pct_1d"].shift(288) > -20.0)
|
|
| (df["AROOND_14_15m"] < 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
)
|
|
|
|
# Logic
|
|
short_entry_logic.append(df["AROOND_14"] < 25.0)
|
|
short_entry_logic.append(df["STOCHRSIk_14_14_3_3"] > 80.0)
|
|
short_entry_logic.append(df["close"] > (df["EMA_20"] * 1.056))
|
|
|
|
# Condition #503 - Normal mode (Short).
|
|
if short_entry_condition_index == 503:
|
|
# Protections
|
|
short_entry_logic.append(df["num_empty_288"] <= allowed_empty_candles_288)
|
|
|
|
short_entry_logic.append(df["RSI_3_1h"] >= 5.0)
|
|
short_entry_logic.append(df["RSI_3_4h"] >= 20.0)
|
|
short_entry_logic.append(df["RSI_3_1d"] >= 20.0)
|
|
short_entry_logic.append(df["RSI_14_1h"] > 20.0)
|
|
short_entry_logic.append(df["RSI_14_4h"] > 20.0)
|
|
short_entry_logic.append(df["RSI_14_1d"] > 10.0)
|
|
# 5m strong down move
|
|
short_entry_logic.append((df["RSI_3"] < 98.0) | (df["ROC_9"] < 50.0))
|
|
# 5m down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3"] < 90.0) | (df["MFI_14"] > 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
)
|
|
# 5m & 1h down move, 1h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3"] < 90.0) | (df["RSI_3_1h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
)
|
|
# 5m down move, 4h downtrend, 1h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3"] < 95.0) | (df["RSI_3_4h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
)
|
|
# 5m & 4h strong down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3"] < 95.0) | (df["RSI_3_1h"] < 95.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 60.0)
|
|
)
|
|
# 5m down move, 1h high, 1d overbought
|
|
short_entry_logic.append((df["RSI_3"] < 90.0) | (df["ROC_9_1h"] < 15.0) | (df["ROC_9_1d"] > -40.0))
|
|
# 5m down move, 1h & 4h high
|
|
short_entry_logic.append(
|
|
(df["RSI_3"] < 90.0) | (df["UO_7_14_28_1h"] > 40.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
)
|
|
# 5m down move, 1h high, 4h downtrend
|
|
short_entry_logic.append(
|
|
(df["RSI_3"] < 98.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 10.0) | (df["ROC_9_4h"] < 10.0)
|
|
)
|
|
# 5m & 1h down move, 4h down
|
|
short_entry_logic.append((df["RSI_3"] < 90.0) | (df["RSI_3_1h"] < 85.0) | (df["CMF_20_4h"] > -0.2))
|
|
# 5m down move, 1h high
|
|
short_entry_logic.append((df["RSI_14_change_pct"] < 40.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 30.0))
|
|
# 5m down move, 1h high
|
|
short_entry_logic.append((df["RSI_14_change_pct"] < 40.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0))
|
|
# 15m & 1h down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 1h & 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0)
|
|
| (df["AROOND_14_15m"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
| (df["MFI_14_4h"] > 50.0)
|
|
)
|
|
# 5m & 1h down move, 1h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
)
|
|
# 15m & 4h down move, 1h still not low
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_4h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
)
|
|
# 15m & 4h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_4h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 60.0)
|
|
)
|
|
# 15m down move, 1h & 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 50.0) | (df["RSI_14_4h"] > 50.0)
|
|
)
|
|
# 15m & 1h & 4h down move
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["RSI_3_change_pct_1h"] > -60.0) | (df["RSI_3_change_pct_4h"] > -40.0)
|
|
)
|
|
# 15m down move, 1d downtrend, 1h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["ROC_9_1d"] > -25.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
)
|
|
# 15m & 1d down move, 1h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["RSI_3_1d"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
)
|
|
# 15m & 4h down move, 1h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["RSI_3_4h"] < 95.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 4h down move
|
|
short_entry_logic.append((df["RSI_3_15m"] < 90.0) | (df["AROOND_14_15m"] < 50.0) | (df["RSI_3_4h"] < 85.0))
|
|
# 15m down move, 1h still high, 1d strong downtrend
|
|
short_entry_logic.append((df["RSI_3_15m"] < 80.0) | (df["AROOND_14_1h"] < 25.0) | (df["MFI_14_1d"] < 90.0))
|
|
# 15m down move, 1h still high, 1d downtrend
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 85.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 30.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 15m down move, 4h still high, 1d downtrend
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 85.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 15m & 4h down move, 1d downtrend
|
|
short_entry_logic.append((df["RSI_3_15m"] < 85.0) | (df["RSI_3_4h"] < 85.0) | (df["ROC_9_1d"] > -70.0))
|
|
# 15m down move, 15m not low enough, 1h overbought
|
|
short_entry_logic.append(
|
|
(df["RSI_14_change_pct_15m"] > -40.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 90.0) | (df["RSI_14_1h"] > 30.0)
|
|
)
|
|
# 15m strong down move, 1h still high
|
|
short_entry_logic.append((df["ROC_9_15m"] < 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 50.0))
|
|
# 15m downtrend, 1h & 4h still high
|
|
short_entry_logic.append(
|
|
(df["ROC_9_15m"] < 10.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 15m & 1h & 4h down move
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 95.0) | (df["CCI_20_change_pct_4h"] < 0.0)
|
|
)
|
|
# 15m strong down move
|
|
short_entry_logic.append((df["RSI_3_15m"] < 90.0) | (df["MFI_14_15m"] < 85.0) | (df["AROOND_14_15m"] < 25.0))
|
|
# 14m down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 80.0) | (df["AROOND_14_15m"] < 50.0) | (df["UO_7_14_28_4h"] > 50.0)
|
|
)
|
|
# 15m down move, 1h stil high, 1d overbought
|
|
short_entry_logic.append((df["RSI_3_15m"] < 85.0) | (df["AROOND_14_1h"] < 25.0) | (df["ROC_9_1d"] > -80.0))
|
|
# 15m down move, 1h high, 1d overbought
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 30.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 1h & 4h down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["RSI_3_change_pct_4h"] < 65.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 1h & 4h down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["RSI_3_4h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
)
|
|
# 1h down move, 4h still not low enough, 1d overbought
|
|
short_entry_logic.append((df["RSI_3_1h"] < 90.0) | (df["AROOND_14_4h"] < 25.0) | (df["ROC_9_1d"] > -120.0))
|
|
# 1h down move, 1h still not low enough, 4h still not low
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 70.0) | (df["RSI_14_4h"] > 50.0)
|
|
)
|
|
# 1h down move, 4h still high
|
|
short_entry_logic.append((df["RSI_3_1h"] < 95.0) | (df["RSI_14_4h"] > 60.0))
|
|
# 1h down move, 4h still high, 1d downtrend
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 1h down move, 4h still high, 1d downtrend
|
|
short_entry_logic.append(
|
|
(df["RSI_3_change_pct_1h"] > -65.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 4h & 1d down move, 1h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_4h"] < 90.0) | (df["ROC_2_1d"] < 20.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
)
|
|
# 15m still high, 1h down move, 4h high
|
|
short_entry_logic.append(
|
|
(df["AROOND_14_15m"] < 50.0) | (df["RSI_3_change_pct_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
)
|
|
# 15m still high, 1h & 4h down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["AROOND_14_15m"] < 50.0)
|
|
| (df["RSI_3_1h"] < 85.0)
|
|
| (df["RSI_3_4h"] < 80.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
)
|
|
# 15m & 1h still high, 4h overbought
|
|
short_entry_logic.append(
|
|
(df["AROOND_14_15m"] < 50.0) | (df["AROOND_14_1h"] < 50.0) | (df["ROC_9_4h"] > -40.0)
|
|
)
|
|
# 15m still high, 1h down move, 1d downtrend
|
|
short_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] > 30.0) | (df["RSI_3_4h"] < 90.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 1h & 4h still high, 1d strong down move
|
|
short_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_1h"] > 50.0) | (df["UO_7_14_28_4h"] > 55.0) | (df["RSI_3_1d"] < 90.0)
|
|
)
|
|
# 1h still high, 4h & 1d downtrend
|
|
short_entry_logic.append((df["AROOND_14_1h"] < 25.0) | (df["ROC_9_4h"] < 20.0) | (df["ROC_9_1d"] < 50.0))
|
|
# 4h moving down, 1d P&D
|
|
short_entry_logic.append(
|
|
(df["ROC_9_4h"] < 30.0) | (df["RSI_3_change_pct_1d"] < 50.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 1d strong downtrend, 4h still high
|
|
short_entry_logic.append(
|
|
(df["ROC_2_1d"] < 20.0) | (df["ROC_9_1d"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
)
|
|
# 1d P&D, 1d overbought
|
|
short_entry_logic.append(
|
|
(df["ROC_2_1d"] < 10.0) | (df["ROC_9_1d"] > -50.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 5.0)
|
|
)
|
|
# 1h red, previous 1h green, 1h overbought
|
|
short_entry_logic.append(
|
|
(df["change_pct_1h"] < 1.0) | (df["change_pct_1h"].shift(12) > -5.0) | (df["RSI_14_1h"].shift(12) < 80.0)
|
|
)
|
|
# 1h red, 1h stil high, 4h downtrend
|
|
short_entry_logic.append(
|
|
(df["change_pct_1h"] < 5.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 50.0) | (df["ROC_9_4h"] > -25.0)
|
|
)
|
|
# 4h red, 15m down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["change_pct_4h"] < 5.0) | (df["RSI_3_15m"] < 90.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
)
|
|
# 4h red, previous 4h green, 4h overbought
|
|
short_entry_logic.append(
|
|
(df["change_pct_4h"] < 5.0) | (df["change_pct_4h"].shift(48) > -5.0) | (df["ROC_9_4h"].shift(48) > -25.0)
|
|
)
|
|
# 4h red, 4h still not low enough, 1h downtrend, 1h overbought
|
|
short_entry_logic.append(
|
|
(df["change_pct_4h"] < 10.0)
|
|
| (df["AROOND_14_4h"] < 25.0)
|
|
| (df["ROC_9_1h"] < 20.0)
|
|
| (df["ROC_9_1d"] > -40.0)
|
|
)
|
|
# 4h red, 4h still high, 1d downtrend
|
|
short_entry_logic.append(
|
|
(df["change_pct_4h"] < 10.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0) | (df["ROC_9_1d"] < 40.0)
|
|
)
|
|
# 1d P&D, 1d overbought
|
|
short_entry_logic.append(
|
|
(df["change_pct_1d"] < 10.0) | (df["change_pct_1d"].shift(288) > -10.0) | (df["ROC_9_1d"] > -100.0)
|
|
)
|
|
# 1d P&D, 4h still high
|
|
short_entry_logic.append(
|
|
(df["change_pct_1d"] < 15.0) | (df["change_pct_1d"].shift(288) > -15.0) | (df["AROOND_14_4h"] < 50.0)
|
|
)
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["RSI_3_4h"] < 95.0) | (df["CCI_20_change_pct_4h"] < 0.0)
|
|
)
|
|
|
|
# Logic
|
|
short_entry_logic.append(df["RSI_20"] > df["RSI_20"].shift(1))
|
|
short_entry_logic.append(df["RSI_4"] > 54.0)
|
|
short_entry_logic.append(df["AROOND_14"] < 25.0)
|
|
short_entry_logic.append(df["close"] > df["SMA_16"] * 1.058)
|
|
|
|
# Condition #504 - Normal mode (Short).
|
|
if short_entry_condition_index == 504:
|
|
# Protections
|
|
short_entry_logic.append(df["num_empty_288"] <= allowed_empty_candles_288)
|
|
|
|
short_entry_logic.append(df["RSI_3_1h"] >= 5.0)
|
|
short_entry_logic.append(df["RSI_3_4h"] >= 20.0)
|
|
short_entry_logic.append(df["RSI_3_1d"] >= 20.0)
|
|
short_entry_logic.append(df["RSI_14_1h"] > 20.0)
|
|
short_entry_logic.append(df["RSI_14_4h"] > 20.0)
|
|
short_entry_logic.append(df["RSI_14_1d"] > 10.0)
|
|
# 15m & 1h down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0)
|
|
| (df["MFI_14_15m"] < 90.0)
|
|
| (df["RSI_3_1h"] < 80.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["MFI_14_15m"] < 85.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
)
|
|
# 14m & 4h down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["RSI_3_4h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 60.0)
|
|
)
|
|
# 15m down move, 1h & 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["UO_7_14_28_1h"] < 45.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
)
|
|
# 1h strong down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 95.0) | (df["RSI_14_change_pct_1h"] < 40.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
)
|
|
# 1h strong down move, 4h down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 95.0) | (df["RSI_3_change_pct_4h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 95.0) | (df["RSI_3_4h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 75.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
short_entry_logic.append((df["RSI_3_1h"] < 95.0) | (df["RSI_3_4h"] < 75.0) | (df["AROOND_14_4h"] < 50.0))
|
|
# 15m down move, 1h strong downtrend
|
|
short_entry_logic.append((df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 95.0) | (df["MFI_14_1h"] > 5.0))
|
|
# 15m downtrend, 4h down move, 4h stil high
|
|
short_entry_logic.append(
|
|
(df["ROC_9_15m"] > -20.0) | (df["RSI_3_4h"] < 75.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
)
|
|
|
|
# Logic
|
|
short_entry_logic.append(df["AROOND_14"] < 25.0)
|
|
short_entry_logic.append(df["AROOND_14_15m"] < 25.0)
|
|
short_entry_logic.append(df["close"] > (df["EMA_9"] * 1.058))
|
|
short_entry_logic.append(df["close"] > (df["EMA_20"] * 1.040))
|
|
|
|
# Condition #541 - Quick mode (Short).
|
|
if short_entry_condition_index == 541:
|
|
# Protections
|
|
short_entry_logic.append(df["num_empty_288"] <= allowed_empty_candles_288)
|
|
|
|
# 5m & 15m down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3"] < 95.0) | (df["RSI_3_change_pct_15m"] < 50.0) | (df["RSI_14_4h"] > 50.0)
|
|
)
|
|
# 5m & 15m & 1h down move
|
|
short_entry_logic.append((df["RSI_3"] < 95.0) | (df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 95.0))
|
|
# 5m strong down move
|
|
short_entry_logic.append((df["RSI_3"] < 98.0) | (df["ROC_9"] < 50.0))
|
|
# 15m & 1h strong down move & downtrend
|
|
short_entry_logic.append((df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 95.0) | (df["MFI_14_1h"] > 5.0))
|
|
# 15m strong down move, 4h high
|
|
short_entry_logic.append((df["RSI_3_15m"] < 95.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 10.0))
|
|
# 15m & 1h down move
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 95.0) | (df["CCI_20_change_pct_1h"] > 0.0)
|
|
)
|
|
# 15m & 1h down move, 4h high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_change_pct_1h"] < 50.0) | (df["MFI_14_4h"] > 50.0)
|
|
)
|
|
# 15m strong down move, 1h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["MFI_14_15m"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
)
|
|
# 15m & 1h down move, 1h not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 95.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
)
|
|
# 15m down move, 1h strong down move
|
|
short_entry_logic.append((df["RSI_3_15m"] < 95.0) | (df["RSI_14_change_pct_1h"] < 70.0))
|
|
# 15m down move, 4h & 1d downtrend
|
|
short_entry_logic.append((df["RSI_3_15m"] < 95.0) | (df["ROC_9_4h"] < 30.0) | (df["ROC_9_1d"] < 50.0))
|
|
# 15m down move, 1h strong down move, 4h stil high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["RSI_3_1h"] < 95.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 15m down move, 1h & 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 85.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 15m down move, 1h downtrend, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["ROC_9_1h"] < 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 15m & 1h down move, 4h high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["RSI_3_1h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
)
|
|
# 15m down move, 1h down move, 4h high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 85.0) | (df["RSI_3_change_pct_1h"] < 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
)
|
|
# 1m down move, 1h still dropping, 4h overbought
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["CCI_20_change_pct_1h"] < 0.0) | (df["RSI_14_4h"] > 20.0)
|
|
)
|
|
# 15m down move, 1h high
|
|
short_entry_logic.append((df["RSI_3_change_pct_15m"] < 70.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 10.0))
|
|
# 1h strong down move, 4h high
|
|
short_entry_logic.append((df["RSI_3_1h"] < 95.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 10.0))
|
|
# 1h down move, 4h downtrend, 4h not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 95.0) | (df["CMF_20_4h"] > -0.25) | (df["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
)
|
|
# 1h down move, 4h high, 1d overbought
|
|
short_entry_logic.append((df["RSI_3_1h"] < 90.0) | (df["RSI_14_4h"] > 40.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 1h down move, 4h strong down move
|
|
short_entry_logic.append((df["RSI_3_1h"] < 95.0) | (df["RSI_14_change_pct_4h"] < 40.0))
|
|
# 1h & 4h down move, 4h still going down
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 95.0) | (df["RSI_3_4h"] < 95.0) | (df["CCI_20_change_pct_4h"] < 0.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 95.0) | (df["RSI_3_change_pct_4h"] < 65.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
)
|
|
# 1h down move, 4h down move, 4h P&D
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["RSI_3_change_pct_4h"] < 70.0) | (df["RSI_14_4h"].shift(48) > 30.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough, 1d still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0)
|
|
| (df["RSI_3_change_pct_4h"] < 50.0)
|
|
| (df["AROOND_14_4h"] < 25.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] > 60.0)
|
|
)
|
|
# 1h down move, 1h still high, 1d going down
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 50.0) | (df["ROC_2_1d"] > -50.0)
|
|
)
|
|
# 4h downtrend, 4h still high, 1d strong downtrend
|
|
short_entry_logic.append(
|
|
(df["RSI_3_4h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 70.0) | (df["ROC_9_1d"] < 60.0)
|
|
)
|
|
# 15m down move, 1h strong down move, 1d overbought
|
|
short_entry_logic.append(
|
|
(df["MFI_14_15m"] < 80.0) | (df["RSI_3_change_pct_1h"] < 80.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 1h not low enough, 4h high, 1d strong downtrend
|
|
short_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_1h"] > 70.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 10.0) | (df["ROC_9_1d"] < 60.0)
|
|
)
|
|
# 1h down move, 4h still high, 1d downtrend
|
|
short_entry_logic.append(
|
|
(df["RSI_3_change_pct_1h"] < 65.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 15m strong down move, 1h still high
|
|
short_entry_logic.append((df["ROC_9_15m"] < 15.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 30.0))
|
|
# 15m downtrend, 4h down move, 4h stil high
|
|
short_entry_logic.append(
|
|
(df["ROC_9_15m"] < 15.0) | (df["RSI_3_4h"] < 75.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
)
|
|
# 1h downtrend, 4h overbought
|
|
short_entry_logic.append((df["ROC_2_1h"] < 5.0) | (df["RSI_14_4h"] > 20.0) | (df["ROC_9_4h"] > -25.0))
|
|
# 1h P&D, 4h still high
|
|
short_entry_logic.append(
|
|
(df["ROC_2_1h"] < 10.0) | (df["ROC_9_1h"] > -5.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
)
|
|
# 1h downtrend, 4h down move, 1d downtrend
|
|
short_entry_logic.append((df["ROC_9_1h"] < 40.0) | (df["RSI_3_4h"] < 90.0) | (df["ROC_9_1d"] < 50.0))
|
|
short_entry_logic.append((df["ROC_9_4h"] > -200.0) | (df["RSI_14_4h"] > 20.0))
|
|
# 4h down move, 1d P&D
|
|
short_entry_logic.append((df["ROC_9_4h"] < 20.0) | (df["ROC_2_1d"] < 20.0) | (df["ROC_9_1d"] > -50.0))
|
|
# 1h P&D, 4h overbought
|
|
short_entry_logic.append(
|
|
(df["change_pct_1h"] < 2.0) | (df["change_pct_1h"].shift(12) > 2.0) | (df["RSI_14_4h"] > 20.0)
|
|
)
|
|
# 1h P&D, 1d overbought
|
|
short_entry_logic.append(
|
|
(df["change_pct_1h"] < 5.0) | (df["change_pct_1h"].shift(12) > -5.0) | (df["ROC_9_1d"] > -100.0)
|
|
)
|
|
# 1h & 4h red, 1h not low enough
|
|
short_entry_logic.append(
|
|
(df["change_pct_1h"] < 10.0) | (df["change_pct_4h"] < 10.0) | (df["MFI_14_1h"] > 50.0)
|
|
)
|
|
# 1h red, 1h still not low enough, 1d down move
|
|
short_entry_logic.append((df["change_pct_1h"] < 15.0) | (df["MFI_14_1h"] > 50.0) | (df["RSI_3_1d"] < 90.0))
|
|
# 4h red, previous 4h green, 4h overbought
|
|
short_entry_logic.append(
|
|
(df["change_pct_4h"] < 5.0) | (df["change_pct_4h"].shift(48) > -5.0) | (df["RSI_14_4h"].shift(48) > 20.0)
|
|
)
|
|
# 1d P&D, 1d overbought
|
|
short_entry_logic.append(
|
|
(df["change_pct_1d"] < 10.0) | (df["change_pct_1d"].shift(288) > -10.0) | (df["ROC_9_1d"] > -100.0)
|
|
)
|
|
# 1d P&D, 4h still high
|
|
short_entry_logic.append(
|
|
(df["change_pct_1d"] < 15.0) | (df["change_pct_1d"].shift(288) > -15.0) | (df["AROOND_14_4h"] < 50.0)
|
|
)
|
|
|
|
# Logic
|
|
short_entry_logic.append(df["RSI_14"] > 64.0)
|
|
short_entry_logic.append(df["AROOND_14"] < 25.0)
|
|
short_entry_logic.append(df["AROONU_14"] > 75.0)
|
|
short_entry_logic.append(df["EMA_9"] > (df["EMA_26"] * 1.040))
|
|
|
|
# Condition #542 - Quick mode (Short).
|
|
if short_entry_condition_index == 542:
|
|
# Protections
|
|
short_entry_logic.append(df["num_empty_288"] <= allowed_empty_candles_288)
|
|
short_entry_logic.append(df["global_protections_short_pump"] == True)
|
|
short_entry_logic.append(df["global_protections_short_dump"] == True)
|
|
|
|
short_entry_logic.append(df["RSI_3_1h"] >= 5.0)
|
|
short_entry_logic.append(df["RSI_3_4h"] >= 20.0)
|
|
short_entry_logic.append(df["RSI_3_1d"] >= 20.0)
|
|
short_entry_logic.append(df["RSI_14_1h"] > 20.0)
|
|
short_entry_logic.append(df["RSI_14_4h"] > 20.0)
|
|
short_entry_logic.append(df["RSI_14_1d"] > 10.0)
|
|
# 15m high, 4h still high, 1h downtrend
|
|
short_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 60.0) | (df["ROC_9_1h"] < 15.0)
|
|
)
|
|
# 15m high, 4h strong down move, 1d strong downtrend
|
|
short_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] > 30.0) | (df["RSI_3_4h"] < 90.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 15m high, 4h down move, 1d still high
|
|
short_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] > 30.0) | (df["RSI_3_4h"] < 95.0) | (df["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
# 15m high, 1h low, 4h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] > 30.0)
|
|
| (df["CMF_20_1h"] < 0.20)
|
|
| (df["RSI_3_4h"] < 80.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] > 85.0)
|
|
)
|
|
# 4m & 1h & 4h down move
|
|
short_entry_logic.append((df["RSI_3"] < 95.0) | (df["RSI_3_1h"] < 90.0) | (df["RSI_3_4h"] < 90.0))
|
|
# 15m & 1h & 4h down move
|
|
short_entry_logic.append((df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 95.0) | (df["RSI_3_4h"] < 90.0))
|
|
# 15m & 1h strong down move & downtrend
|
|
short_entry_logic.append((df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 95.0) | (df["MFI_14_1h"] < 95.0))
|
|
# 15m & 1h down move, 1d high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 95.0) | (df["STOCHRSIk_14_14_3_3_1d"] > 30.0)
|
|
)
|
|
# 15m & 1h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
)
|
|
# 15m down move, 1h down move
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0)
|
|
| (df["CCI_20_change_pct_15m"] < 0.0)
|
|
| (df["RSI_3_1h"] < 90.0)
|
|
| (df["CCI_20_change_pct_1h"] < 0.0)
|
|
)
|
|
# 15m & 1h & 1d down move
|
|
short_entry_logic.append((df["RSI_3_15m"] < 90.0) | (df["RSI_3_1h"] < 90.0) | (df["RSI_3_1d"] < 70.0))
|
|
# 15m & 1h down move, 4h red, 4h high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0)
|
|
| (df["RSI_3_1h"] < 90.0)
|
|
| (df["change_pct_4h"] < 5.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] > 60.0)
|
|
)
|
|
# 15m & 1h down move, 4h downtrend
|
|
short_entry_logic.append((df["RSI_3_15m"] < 90.0) | (df["RSI_3_1h"] < 85.0) | (df["ROC_9_4h"] < 25.0))
|
|
# 15m & 1h down move, 4h high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["RSI_3_1h"] < 75.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
)
|
|
# 15m & 1h down move, 1d overbought
|
|
short_entry_logic.append((df["RSI_3_15m"] < 90.0) | (df["RSI_3_1h"] < 90.0) | (df["ROC_9_1d"] > -100.0))
|
|
# 15m & 4h down move, 4h still high
|
|
short_entry_logic.append((df["RSI_3_15m"] < 90.0) | (df["RSI_3_4h"] < 80.0) | (df["AROOND_14_4h"] < 50.0))
|
|
# 15m down move, 4h still not low enough, 1d overbought
|
|
short_entry_logic.append((df["RSI_3_15m"] < 85.0) | (df["AROOND_14_4h"] < 25.0) | (df["ROC_9_1d"] > -100.0))
|
|
# 15m & 4h down move, 15m still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 75.0) | (df["RSI_3_4h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 50.0)
|
|
)
|
|
# 15m & 4h down move, 1d downtrend
|
|
short_entry_logic.append((df["RSI_3_15m"] < 85.0) | (df["RSI_3_4h"] < 85.0) | (df["ROC_9_1d"] < 50.0))
|
|
# 15m & 1h down move, 4h high, 1d still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 80.0)
|
|
| (df["RSI_3_1h"] < 90.0)
|
|
| (df["AROOND_14_4h"] < 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
# 15m & 1h & 4h down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 80.0)
|
|
| (df["RSI_3_1h"] < 80.0)
|
|
| (df["RSI_3_4h"] < 70.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] > 60.0)
|
|
)
|
|
# 15m & 1h down move, 4h high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 80.0) | (df["RSI_3_1h"] < 70.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
)
|
|
# 15m & 4h down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 80.0) | (df["RSI_3_4h"] < 70.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 75.0)
|
|
)
|
|
# 15m & 1h down move, 4h high
|
|
short_entry_logic.append((df["RSI_3_15m"] < 75.0) | (df["RSI_3_1h"] < 75.0) | (df["MFI_14_4h"] > 30.0))
|
|
# 15m down move, 1h downtrend, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 80.0) | (df["ROC_9_1h"] < 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 15m & 4h down move, 4h still high
|
|
short_entry_logic.append((df["RSI_3_15m"] < 75.0) | (df["RSI_3_4h"] < 85.0) | (df["AROOND_14_4h"] < 50.0))
|
|
# 15m & 1h down move, 4h high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 70.0) | (df["RSI_3_1h"] < 75.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
)
|
|
# 15m & 1h down move, 4h hig
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 70.0) | (df["RSI_3_1h"] < 70.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
)
|
|
# 15m & 4h down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 70.0) | (df["RSI_3_4h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 60.0)
|
|
)
|
|
# 15m down move, 4h still high, 1d downtrend
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 70.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 60.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 4h not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 95.0) | (df["RSI_3_4h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
)
|
|
# 1h & 4h down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 95.0) | (df["RSI_3_4h"] < 75.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 60.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["RSI_3_4h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 85.0)
|
|
)
|
|
# 1h & 4h down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["RSI_3_4h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 1h & 4h down move
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["RSI_3_4h"] < 90.0) | (df["RSI_3_change_pct_4h"] < 75.0)
|
|
)
|
|
# 1h down move, 4h strong down move
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["RSI_3_4h"] < 95.0) | (df["RSI_14_change_pct_4h"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 1h still going down
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["RSI_3_4h"] < 75.0) | (df["CCI_20_change_pct_1h"] < 0.0)
|
|
)
|
|
# 1h down move, 1h & 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["AROOND_14_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 1h down move, 4h still high, 1d downtrend
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 60.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 1h & 4h down move, 15m high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["RSI_3_4h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 60.0)
|
|
)
|
|
# 1h down move, 4h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 85.0) | (df["RSI_3_4h"] < 80.0) | (df["CCI_20_4h"] > 100.0) | (df["AROOND_14_4h"] < 25.0)
|
|
)
|
|
# 1h & 1d down move, 1d downtrend
|
|
short_entry_logic.append((df["RSI_3_1h"] < 85.0) | (df["RSI_3_1d"] < 80.0) | (df["ROC_9_1d"] < 40.0))
|
|
# 1h & 4h down move, 15m still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 80.0) | (df["RSI_3_4h"] < 95.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 70.0)
|
|
)
|
|
# 1h & 4h down move, 1d downtrend
|
|
short_entry_logic.append((df["RSI_3_1h"] < 80.0) | (df["RSI_3_4h"] < 80.0) | (df["ROC_9_1d"] < 50.0))
|
|
# 1h & 4h down move, 4h high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 80.0) | (df["RSI_3_4h"] < 70.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
)
|
|
# 1h down move, 15m high, 1d overbought
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 30.0) | (df["ROC_9_1d"] > -40.0)
|
|
)
|
|
# 1h down move, 4h low, 1h not low enough
|
|
short_entry_logic.append((df["RSI_3_1h"] < 80.0) | (df["MFI_14_4h"] < 95.0) | (df["UO_7_14_28_1h"] > 70.0))
|
|
# 1h & 4h down move, 15m still high, 1d high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 75.0)
|
|
| (df["RSI_3_4h"] < 70.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] > 50.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] > 30.0)
|
|
)
|
|
# 1h & 1d down move, 1h still high, 1d high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 75.0)
|
|
| (df["RSI_3_1d"] < 70.0)
|
|
| (df["AROOND_14_1h"] < 50.0)
|
|
| (df["AROOND_14_1d"] < 75.0)
|
|
)
|
|
# 1h down move, 4h high, 1d overbought
|
|
short_entry_logic.append((df["RSI_3_1h"] < 75.0) | (df["AROOND_14_4h"] < 75.0) | (df["ROC_9_1d"] > -80.0))
|
|
# 1h & 4h down move, 1d downtrend
|
|
short_entry_logic.append((df["RSI_3_1h"] < 70.0) | (df["RSI_3_4h"] < 80.0) | (df["ROC_9_1d"] < 40.0))
|
|
# 1h down move, 15m high, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 70.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
)
|
|
# 4h down move, 15m & 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_4h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 60.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
)
|
|
# 4h down move, 15m still high, 1d downtrend
|
|
short_entry_logic.append(
|
|
(df["RSI_3_4h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 60.0) | (df["ROC_9_1d"] < 40.0)
|
|
)
|
|
# 4h down move, 15m high, 1h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_4h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 30.0) | (df["UO_7_14_28_1h"] > 60.0)
|
|
)
|
|
# 4h & 1d down move, 1d downtrend
|
|
short_entry_logic.append((df["RSI_3_4h"] < 85.0) | (df["RSI_3_1d"] < 75.0) | (df["ROC_9_1d"] < 50.0))
|
|
# 4h down move, 4h still not low enough, 4h downtrend
|
|
short_entry_logic.append(
|
|
(df["RSI_3_4h"] < 75.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 70.0) | (df["ROC_9_4h"] < 40.0)
|
|
)
|
|
# 4h down move, 4h still high, 1d still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_4h"] < 75.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 60.0) | (df["RSI_3_1d"] > 50.0)
|
|
)
|
|
# 4h down move, 4h still not low enough, 1d overbought
|
|
short_entry_logic.append((df["RSI_3_4h"] < 75.0) | (df["AROOND_14_4h"] < 25.0) | (df["ROC_9_1d"] > -150.0))
|
|
# 4h down move, 15m stil high, 1d overbought
|
|
short_entry_logic.append(
|
|
(df["RSI_3_4h"] < 70.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 50.0) | (df["ROC_9_1d"] > -100.0)
|
|
)
|
|
# 1h & 4h strong down move
|
|
short_entry_logic.append(
|
|
(df["MFI_14_1h"] < 90.0) | (df["RSI_3_4h"] < 95.0) | (df["RSI_3_change_pct_4h"] < 70.0)
|
|
)
|
|
# 1h downtrend, 4h down move, 1h overbought
|
|
short_entry_logic.append((df["ROC_9_1h"] < 30.0) | (df["RSI_3_4h"] < 90.0) | (df["ROC_9_1d"] > -40.0))
|
|
# 1h downtrend, 4h down move, 1h downtrend
|
|
short_entry_logic.append((df["ROC_9_1h"] < 30.0) | (df["RSI_3_4h"] < 90.0) | (df["ROC_9_1d"] < 50.0))
|
|
# 4h moving down, 1d P&D
|
|
short_entry_logic.append(
|
|
(df["ROC_9_4h"] < 30.0) | (df["RSI_3_change_pct_1d"] < 50.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 1d going down and it was pumped, 4h down move
|
|
short_entry_logic.append(
|
|
(df["ROC_2_1d"] < 20.0) | (df["ROC_9_1d"].shift(288) > -100.0) | (df["RSI_3_4h"] < 80.0)
|
|
)
|
|
# 1d downtrend, 4h downtrend, 4h still not low enough
|
|
short_entry_logic.append((df["ROC_9_1d"] < 40.0) | (df["CMF_20_4h"] < 0.25) | (df["AROOND_14_4h"] < 50.0))
|
|
# 1d downtrend, 4h downtrend
|
|
short_entry_logic.append((df["ROC_9_1d"] < 40.0) | (df["CMF_20_4h"] < 0.30) | (df["RSI_3_4h"] < 90.0))
|
|
# 1h & 4h red, 1h not low enough
|
|
short_entry_logic.append(
|
|
(df["change_pct_1h"] < 10.0) | (df["change_pct_4h"] < 10.0) | (df["MFI_14_1h"] > 50.0)
|
|
)
|
|
# 4h red, previous 4h green, 15m down move
|
|
short_entry_logic.append(
|
|
(df["change_pct_4h"] < 5.0) | (df["change_pct_4h"].shift(48) > -5.0) | (df["RSI_3_15m"] < 95.0)
|
|
)
|
|
# 4h red, previous 4h green, 4h still high
|
|
short_entry_logic.append(
|
|
(df["change_pct_4h"] < 5.0)
|
|
| (df["change_pct_4h"].shift(48) > -5.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 4h red, previous 4h red, 1h still high
|
|
short_entry_logic.append(
|
|
(df["change_pct_4h"] < 10.0) | (df["change_pct_4h"].shift(48) > -10.0) | (df["AROOND_14_1h"] < 50.0)
|
|
)
|
|
# 4h red, 4h still moving down, 1d overbought
|
|
short_entry_logic.append(
|
|
(df["change_pct_4h"] < 10.0) | (df["CCI_20_change_pct_4h"] < 0.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 4h red, 4h & 1d still high
|
|
short_entry_logic.append(
|
|
(df["change_pct_4h"] < 15.0) | (df["AROOND_14_4h"] < 50.0) | (df["AROOND_14_1d"] < 50.0)
|
|
)
|
|
# 1d red, 15m high, 1h still not low enough
|
|
short_entry_logic.append(
|
|
(df["change_pct_1d"] < 5.0)
|
|
| (df["STOCHRSIk_14_14_3_3_15m"] > 20.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] > 90.0)
|
|
)
|
|
# 1d red, 4h down move, 1d still high
|
|
short_entry_logic.append(
|
|
(df["change_pct_1d"] < 10.0) | (df["RSI_3_4h"] < 95.0) | (df["STOCHRSIk_14_14_3_3_1d"] > 30.0)
|
|
)
|
|
# 1d P&D, 1d overbought
|
|
short_entry_logic.append(
|
|
(df["change_pct_1d"] < 10.0)
|
|
| (df["change_pct_1d"].shift(288) > -10.0)
|
|
| (df["RSI_14_1d"].shift(288) > 20.0)
|
|
)
|
|
# 1d P&D, 1d overbought
|
|
short_entry_logic.append(
|
|
(df["change_pct_1d"] < 10.0) | (df["change_pct_1d"].shift(288) > -10.0) | (df["ROC_9_1d"] > -50.0)
|
|
)
|
|
# 1d red, 15m & 1h down move
|
|
short_entry_logic.append((df["change_pct_1d"] < 15.0) | (df["RSI_3_15m"] < 80.0) | (df["RSI_3_1h"] < 80.0))
|
|
# # # 1d red, 1h & 4h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["change_pct_1d"] < 15.0)
|
|
| (df["RSI_3_1h"] < 75.0)
|
|
| (df["RSI_3_4h"] < 75.0)
|
|
| (df["UO_7_14_28_4h"] > 65.0)
|
|
)
|
|
|
|
# Logic
|
|
short_entry_logic.append(df["WILLR_14"] > -50.0)
|
|
short_entry_logic.append(df["STOCHRSIk_14_14_3_3"] > 80.0)
|
|
short_entry_logic.append(df["WILLR_84_1h"] > -30.0)
|
|
short_entry_logic.append(df["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
short_entry_logic.append(df["BBB_20_2.0_1h"] > 16.0)
|
|
short_entry_logic.append(df["close_min_48"] <= (df["close"] * 0.90))
|
|
|
|
# Condition #543 - Rapid mode (Short).
|
|
if short_entry_condition_index == 543:
|
|
# Protections
|
|
short_entry_logic.append(df["num_empty_288"] <= allowed_empty_candles_288)
|
|
|
|
short_entry_logic.append(df["RSI_14_1h"] > 20.0)
|
|
short_entry_logic.append(df["RSI_14_4h"] > 20.0)
|
|
short_entry_logic.append(df["RSI_14_1d"] > 10.0)
|
|
# 5m strong down move
|
|
short_entry_logic.append((df["RSI_3"] < 98.0) | (df["ROC_9"] < 50.0))
|
|
# 15m down move, 1h down move, 1h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_change_pct_1h"] < 60.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
)
|
|
# 15m down move, 1h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_change_pct_1h"] < 40.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
)
|
|
# 5m down move, 1h down, 4h high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["CMF_20_1h"] < 0.2) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 15m down move, 1h still not low enough, 4h high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["AROOND_14_1h"] < 25.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
)
|
|
# 15m down move, 1h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["OBV_change_pct_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
)
|
|
# 5m & 1h strong down move, 1h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 95.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
)
|
|
# 5m & 1h strong downtrend
|
|
short_entry_logic.append((df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 95.0) | (df["MFI_14_1h"] < 90.0))
|
|
# 15m & 1h down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0)
|
|
| (df["RSI_3_1h"] < 80.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
| (df["AROOND_14_4h"] < 50.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high, 4h downtrend
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 90.0) | (df["UO_7_14_28_4h"] > 60.0) | (df["ROC_9_4h"] < 20.0)
|
|
)
|
|
# 15m & 1h down move, 1d strong downtrend
|
|
short_entry_logic.append((df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 90.0) | (df["ROC_9_1d"] < 50.0))
|
|
# 15m & 4h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["RSI_3_4h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 55.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 1h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 85.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 50.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
)
|
|
# 15m & 1h down move, 1h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 85.0) | (df["RSI_3_1h"] < 75.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
)
|
|
# 15m down move, 15m still not low enoug, 1h high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 85.0) | (df["AROOND_14_15m"] < 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 10.0)
|
|
)
|
|
# 15m down move, 1h downtrend, 4h overbought
|
|
short_entry_logic.append((df["RSI_3_15m"] < 85.0) | (df["ROC_9_1h"] < 5.0) | (df["ROC_9_4h"] > -35.0))
|
|
# 1h & 4h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 95.0) | (df["RSI_3_4h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 75.0)
|
|
)
|
|
# 1h & 4h down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 95.0) | (df["RSI_3_change_pct_4h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 95.0) | (df["RSI_3_change_pct_4h"] < 65.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
)
|
|
# 1h down move, 1h still not low enough, 4h still not low
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 70.0) | (df["RSI_14_4h"] > 50.0)
|
|
)
|
|
# 1h down move, 1h not low enough, 1h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 85.0) | (df["AROOND_14_1h"] < 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 4h down move, 15m still not low enough, 1h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_4h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 70.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
)
|
|
# 4h down move, 4h still high, 1d downtrend
|
|
short_entry_logic.append(
|
|
(df["RSI_3_4h"] < 75.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 4h & 1d down move, 1d strong downtrend
|
|
short_entry_logic.append((df["RSI_3_4h"] < 90.0) | (df["RSI_3_1d"] < 90.0) | (df["ROC_9_1d"] < 60.0))
|
|
# 4h overbought, 1h still high, 1d downtrend
|
|
short_entry_logic.append(
|
|
(df["ROC_9_4h"] > -50.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 70.0) | (df["ROC_9_1d"] < 50.0)
|
|
)
|
|
# 4h red, previous 4h green, 4h overbought
|
|
short_entry_logic.append(
|
|
(df["change_pct_4h"] < 5.0) | (df["change_pct_4h"].shift(48) > -5.0) | (df["RSI_14_4h"].shift(48) > 20.0)
|
|
)
|
|
# 4h red, 4h moving down, 4h still high, 1d downtrend
|
|
short_entry_logic.append(
|
|
(df["change_pct_4h"] < 10.0)
|
|
| (df["CCI_20_change_pct_4h"] < 0.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
| (df["ROC_9_1d"] < 40.0)
|
|
)
|
|
|
|
# Logic
|
|
short_entry_logic.append(df["RSI_14"] > 60.0)
|
|
short_entry_logic.append(df["MFI_14"] > 60.0)
|
|
short_entry_logic.append(df["AROOND_14"] < 25.0)
|
|
short_entry_logic.append(df["EMA_26"] < df["EMA_12"])
|
|
short_entry_logic.append((df["EMA_26"] - df["EMA_12"]) > (df["open"] * 0.024))
|
|
short_entry_logic.append((df["EMA_26"].shift() - df["EMA_12"].shift()) > (df["open"] / 100.0))
|
|
short_entry_logic.append(df["close"] < (df["EMA_20"] * 0.958))
|
|
short_entry_logic.append(df["close"] < (df["BBL_20_2.0"] * 0.992))
|
|
|
|
# # Condition #620 - Grind mode (Short).
|
|
# if short_entry_condition_index == 620:
|
|
# # Protections
|
|
# short_entry_logic.append(num_open_short_grind_mode < self.grind_mode_max_slots)
|
|
# short_entry_logic.append(is_pair_short_grind_mode)
|
|
# short_entry_logic.append(df["RSI_3"] <= 40.0)
|
|
# short_entry_logic.append(df["RSI_3_15m"] >= 10.0)
|
|
# short_entry_logic.append(df["RSI_3_1h"] >= 5.0)
|
|
# short_entry_logic.append(df["RSI_3_4h"] >= 5.0)
|
|
# short_entry_logic.append(df["RSI_14_1h"] < 85.0)
|
|
# short_entry_logic.append(df["RSI_14_4h"] < 85.0)
|
|
# short_entry_logic.append(df["RSI_14_1d"] < 85.0)
|
|
# short_entry_logic.append(df["close_max_48"] >= (df["close"] * 1.10))
|
|
|
|
# # Logic
|
|
# short_entry_logic.append(df["STOCHRSIk_14_14_3_3"] > 80.0)
|
|
# short_entry_logic.append(df["WILLR_14"] > -20.0)
|
|
# short_entry_logic.append(df["AROOND_14"] < 25.0)
|
|
|
|
# Condition #641 - Top Coins mode (Short).
|
|
if short_entry_condition_index == 641:
|
|
# Protections
|
|
short_entry_logic.append(is_pair_short_top_coins_mode)
|
|
|
|
short_entry_logic.append(df["num_empty_288"] <= allowed_empty_candles_288)
|
|
|
|
short_entry_logic.append(df["RSI_3_1h"] >= 5.0)
|
|
short_entry_logic.append(df["RSI_3_4h"] >= 20.0)
|
|
short_entry_logic.append(df["RSI_3_1d"] >= 20.0)
|
|
short_entry_logic.append(df["RSI_14_1h"] > 20.0)
|
|
short_entry_logic.append(df["RSI_14_4h"] > 20.0)
|
|
short_entry_logic.append(df["RSI_14_1d"] > 10.0)
|
|
# 5m down move, 1h still not low enough, 4h high
|
|
short_entry_logic.append(
|
|
(df["RSI_3"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 90.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
)
|
|
# 5m down move, 1h high, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 1h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["AROOND_14_15m"] < 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
)
|
|
# 15m & 1h down move, 1d still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 95.0) | (df["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
# 15m & 1h down move, 1h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 85.0) | (df["RSI_3_1h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
)
|
|
# 15m down move, 1h high, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 85.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 75.0)
|
|
)
|
|
# 15m & 1h down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 80.0) | (df["RSI_3_1h"] < 70.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 15m down move, 1h still not low enough, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 75.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 80.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 60.0)
|
|
)
|
|
# 1h & 4h & 1d down move
|
|
short_entry_logic.append((df["RSI_3_1h"] < 95.0) | (df["RSI_3_4h"] < 90.0) | (df["RSI_3_1d"] < 80.0))
|
|
# 1h & 4h down move, 15m not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["RSI_3_4h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 75.0)
|
|
)
|
|
# 1h down move, 1h still not low enough, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 90.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 85.0) | (df["RSI_3_4h"] < 75.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 90.0)
|
|
)
|
|
# 1h & 4h down move, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 85.0) | (df["RSI_3_4h"] < 75.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 80.0) | (df["RSI_3_4h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 80.0) | (df["RSI_3_4h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 75.0)
|
|
)
|
|
# 1h down move, 1h & 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 90.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
)
|
|
# 4h down move, 15m still high, 1h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_4h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 50.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
)
|
|
# 4h down move, 15m & 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_4h"] < 15.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
)
|
|
|
|
# Logic
|
|
short_entry_logic.append(df["RSI_20"] > df["RSI_20"].shift(1))
|
|
short_entry_logic.append(df["RSI_3"] > 70.0)
|
|
short_entry_logic.append(df["AROOND_14"] < 25.0)
|
|
short_entry_logic.append(df["close"] > df["SMA_16"] * 1.044)
|
|
|
|
# Condition #642 - Top Coins mode (Short).
|
|
if short_entry_condition_index == 642:
|
|
# Protections
|
|
short_entry_logic.append(is_pair_short_top_coins_mode)
|
|
|
|
short_entry_logic.append(df["num_empty_288"] <= allowed_empty_candles_288)
|
|
|
|
# 5m & 1h & 4h down move
|
|
short_entry_logic.append((df["RSI_3"] < 90.0) | (df["RSI_3_1h"] < 95.0) | (df["RSI_3_4h"] < 90.0))
|
|
# 5m down move, 15m & 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3"] < 90.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 60.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 60.0)
|
|
)
|
|
# 5m down move, 15m still high, 1h high
|
|
short_entry_logic.append(
|
|
(df["RSI_3"] < 85.0) | (df["AROOND_14_15m"] < 50.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
)
|
|
# 15m & 1h down move, 1h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 95.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 90.0)
|
|
)
|
|
# 15m & 1h down move, 1d still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 95.0) | (df["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
# 15m strong down move, 4h high
|
|
short_entry_logic.append((df["RSI_3_15m"] < 95.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 20.0))
|
|
# 15m & 1h down move, 1h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
)
|
|
# 15m down move, 15m stil high, 1h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 50.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
)
|
|
# 15m down move, 1h & 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 60.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 60.0)
|
|
)
|
|
# 15m & 1h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 95.0) | (df["RSI_3_1h"] < 70.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 15m down move, 15m still not low enough, 4h high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 85.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 80.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
)
|
|
# 15m down move, 4h still high, 1d high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 85.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 60.0) | (df["STOCHRSIk_14_14_3_3_1d"] > 30.0)
|
|
)
|
|
# 15m & 4h down move, 1d still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 85.0) | (df["RSI_3_4h"] < 75.0) | (df["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
# 15m & 1h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 80.0) | (df["RSI_3_1h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
)
|
|
# 15m & 1h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 75.0) | (df["RSI_3_1h"] < 75.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
)
|
|
# 15m & 4h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 75.0) | (df["RSI_3_4h"] < 75.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
)
|
|
# 15m down move, 1h still high, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 75.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 80.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 60.0)
|
|
)
|
|
# 15m down move, 1h still not low enough, 4h high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 75.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 90.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
)
|
|
# 15m down move, 1h high, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 75.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
)
|
|
# 15m down move, 4h high, 1d stil high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 75.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
# 15m & 4h down move, 1h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 70.0) | (df["RSI_3_4h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
)
|
|
# 15m & 4h down move, 1h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 70.0) | (df["RSI_3_4h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
)
|
|
# 15m down move, 15m still high 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 70.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 70.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 15m down move, 1h still high, 4h high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_15m"] < 70.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 95.0) | (df["RSI_3_4h"] < 95.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 90.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 95.0) | (df["RSI_3_4h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["RSI_3_4h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 90.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["RSI_3_4h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["RSI_3_4h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 85.0)
|
|
)
|
|
# 1h & 4h down move, 1d still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 90.0) | (df["RSI_3_4h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 85.0) | (df["RSI_3_4h"] < 75.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 85.0)
|
|
)
|
|
# 1h down move, 4h still high, 1d high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 60.0) | (df["STOCHRSIk_14_14_3_3_1d"] > 30.0)
|
|
)
|
|
# 1h & 4h down move, 1h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 80.0) | (df["RSI_3_4h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
)
|
|
# 1h & 4h down move, 15m still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 80.0) | (df["RSI_3_4h"] < 80.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 50.0)
|
|
)
|
|
# 1h & 4h down move, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 75.0) | (df["RSI_3_4h"] < 90.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
)
|
|
# 1h & 4h down move, 1h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 70.0) | (df["RSI_3_4h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 60.0)
|
|
)
|
|
# 1h down move, 1h still not low enough, 4h still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_1h"] < 70.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 80.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
)
|
|
# 4h down move, 15m still high, 1h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_4h"] < 85.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 60.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
)
|
|
# 4h down move, 15m still high, 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["RSI_3_4h"] < 75.0) | (df["STOCHRSIk_14_14_3_3_15m"] > 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 75.0)
|
|
)
|
|
# 4h down move, 1h still not low enough, 1d still high
|
|
short_entry_logic.append(
|
|
(df["RSI_3_4h"] < 25.0) | (df["STOCHRSIk_14_14_3_3_1h"] > 70.0) | (df["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
# 15m & 1h still high, 4h high
|
|
short_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] > 70.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
)
|
|
# 15m still high, 1h & 1d high
|
|
short_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] > 60.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] > 30.0)
|
|
)
|
|
# 15m & 4h high
|
|
short_entry_logic.append((df["STOCHRSIk_14_14_3_3_15m"] > 50.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 20.0))
|
|
# 15m high, 1h & 4h still not low enough
|
|
short_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_15m"] > 30.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] > 75.0)
|
|
)
|
|
# 15m & 4h high
|
|
short_entry_logic.append((df["STOCHRSIk_14_14_3_3_15m"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 30.0))
|
|
# 1h & 4h still high, 1d high
|
|
short_entry_logic.append(
|
|
(df["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
| (df["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
# 1h & 4h high
|
|
short_entry_logic.append((df["STOCHRSIk_14_14_3_3_1h"] > 30.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 10.0))
|
|
# 1h & 4h high
|
|
short_entry_logic.append((df["STOCHRSIk_14_14_3_3_1h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_4h"] > 20.0))
|
|
# 4h & 1d high
|
|
short_entry_logic.append((df["STOCHRSIk_14_14_3_3_4h"] > 20.0) | (df["STOCHRSIk_14_14_3_3_1d"] > 20.0))
|
|
# 1d red, 1d high
|
|
short_entry_logic.append((df["change_pct_1d"] < 5.0) | (df["STOCHRSIk_14_14_3_3_1d"] > 20.0))
|
|
# 1d P&D, 1d high
|
|
short_entry_logic.append(
|
|
(df["change_pct_1d"] < 10.0)
|
|
| (df["change_pct_1d"].shift(288) > -10.0)
|
|
| (df["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
|
|
# Logic
|
|
short_entry_logic.append(df["RSI_4"] > 54.0)
|
|
short_entry_logic.append(df["RSI_20"] > df["RSI_20"].shift(1))
|
|
short_entry_logic.append(df["close"] > df["SMA_16"] * 1.042)
|
|
|
|
###############################################################################################
|
|
|
|
# SHORT ENTRY CONDITIONS ENDS HERE
|
|
|
|
###############################################################################################
|
|
|
|
short_entry_logic.append(df["volume"] > 0)
|
|
item_short_entry = reduce(lambda x, y: x & y, short_entry_logic)
|
|
df.loc[item_short_entry, "enter_tag"] += f"{short_entry_condition_index} "
|
|
short_entry_conditions.append(item_short_entry)
|
|
df.loc[:, "enter_short"] = item_short_entry
|
|
|
|
if short_entry_conditions:
|
|
df.loc[:, "enter_short"] = reduce(lambda x, y: x | y, short_entry_conditions)
|
|
|
|
return df
|
|
|
|
###############################################################################################
|
|
|
|
# COMMON FUNCTIONS FOR BOTH LONG AND SHORT SIDE ENDS HERE
|
|
|
|
###############################################################################################
|
|
|
|
# /$$ /$$$$$$ /$$ /$$ /$$$$$$ /$$$$$$ /$$$$$$ /$$$$$$$ /$$$$$$$$
|
|
# | $$ /$$__ $$| $$$ | $$ /$$__ $$ /$$__ $$|_ $$_/| $$__ $$| $$_____/
|
|
# | $$ | $$ \ $$| $$$$| $$| $$ \__/ | $$ \__/ | $$ | $$ \ $$| $$
|
|
# | $$ | $$ | $$| $$ $$ $$| $$ /$$$$ | $$$$$$ | $$ | $$ | $$| $$$$$
|
|
# | $$ | $$ | $$| $$ $$$$| $$|_ $$ \____ $$ | $$ | $$ | $$| $$__/
|
|
# | $$ | $$ | $$| $$\ $$$| $$ \ $$ /$$ \ $$ | $$ | $$ | $$| $$
|
|
# | $$$$$$$$| $$$$$$/| $$ \ $$| $$$$$$/ | $$$$$$/ /$$$$$$| $$$$$$$/| $$$$$$$$
|
|
# |________/ \______/ |__/ \__/ \______/ \______/ |______/|_______/ |________/
|
|
|
|
# Long Side Functions for handling long orders
|
|
# ---------------------------------------------------------------------------------------------
|
|
|
|
###############################################################################################
|
|
|
|
# LONG EXIT FUNCTIONS STARTS HERE
|
|
|
|
###############################################################################################
|
|
|
|
#
|
|
# /$$ /$$$$$$ /$$ /$$ /$$$$$$ /$$$$$$$$ /$$ /$$ /$$$$$$ /$$$$$$$$
|
|
# | $$ /$$__ $$| $$$ | $$ /$$__ $$ | $$_____/| $$ / $$|_ $$_/|__ $$__/
|
|
# | $$ | $$ \ $$| $$$$| $$| $$ \__/ | $$ | $$/ $$/ | $$ | $$
|
|
# | $$ | $$ | $$| $$ $$ $$| $$ /$$$$ | $$$$$ \ $$$$/ | $$ | $$
|
|
# | $$ | $$ | $$| $$ $$$$| $$|_ $$ | $$__/ >$$ $$ | $$ | $$
|
|
# | $$ | $$ | $$| $$\ $$$| $$ \ $$ | $$ /$$/\ $$ | $$ | $$
|
|
# | $$$$$$$$| $$$$$$/| $$ \ $$| $$$$$$/ | $$$$$$$$| $$ \ $$ /$$$$$$ | $$
|
|
# |________/ \______/ |__/ \__/ \______/ |________/|__/ |__/|______/ |__/
|
|
#
|
|
|
|
# Long Exit Normal
|
|
# ---------------------------------------------------------------------------------------------
|
|
def long_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,
|
|
filled_entries,
|
|
filled_exits,
|
|
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
|
|
|
|
# if the profit is negative skip checking these
|
|
if profit_init_ratio > 0.0:
|
|
# Original sell signals
|
|
sell, signal_name = self.long_exit_signals(
|
|
self.long_normal_mode_name,
|
|
profit_init_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.long_exit_main(
|
|
self.long_normal_mode_name,
|
|
profit_init_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.long_exit_williams_r(
|
|
self.long_normal_mode_name,
|
|
profit_init_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,
|
|
)
|
|
|
|
# Downtrend/descending based sells
|
|
if not sell:
|
|
sell, signal_name = self.long_exit_dec(
|
|
self.long_normal_mode_name,
|
|
profit_init_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.long_exit_stoploss(
|
|
self.long_normal_mode_name,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
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_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.long_normal_mode_name}_stoploss_u_e"]:
|
|
if profit_ratio > (previous_profit + 0.005):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_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_init_ratio > (previous_profit + 0.001)) and (
|
|
previous_sell_reason not in [f"exit_{self.long_normal_mode_name}_stoploss_doom"]
|
|
):
|
|
# Update the target, raise it.
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_normal_mode_name,
|
|
pair,
|
|
True,
|
|
previous_sell_reason,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_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
|
|
previous_sell_reason = ""
|
|
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"]
|
|
previous_sell_reason = self.target_profit_cache.data[pair]["sell_reason"]
|
|
if signal_name in [
|
|
f"exit_{self.long_normal_mode_name}_stoploss_doom",
|
|
f"exit_{self.long_normal_mode_name}_stoploss_u_e",
|
|
] and (
|
|
previous_sell_reason
|
|
not in [
|
|
f"exit_{self.long_normal_mode_name}_stoploss_doom",
|
|
f"exit_profit_{self.long_normal_mode_name}_stoploss_u_e",
|
|
]
|
|
):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_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_init_ratio):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_normal_mode_name,
|
|
pair,
|
|
sell,
|
|
signal_name,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
else:
|
|
# Just sell it, without maximize
|
|
return True, f"{signal_name}"
|
|
else:
|
|
if profit_init_ratio >= 0.005:
|
|
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_init_ratio):
|
|
mark_signal = f"exit_profit_{self.long_normal_mode_name}_max"
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
|
|
if signal_name not in [
|
|
f"exit_profit_{self.long_normal_mode_name}_max",
|
|
f"exit_{self.long_normal_mode_name}_stoploss_doom",
|
|
f"exit_{self.long_normal_mode_name}_stoploss_u_e",
|
|
]:
|
|
if sell and (signal_name is not None):
|
|
return True, f"{signal_name}"
|
|
|
|
# Here ends exit signal conditions for long_exit_normal
|
|
|
|
return False, None
|
|
|
|
# Long Exit Pump
|
|
# ---------------------------------------------------------------------------------------------
|
|
def long_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,
|
|
filled_entries,
|
|
filled_exits,
|
|
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
|
|
|
|
# if the profit is negative skip checking these
|
|
if profit_init_ratio > 0.0:
|
|
# Original sell signals
|
|
sell, signal_name = self.long_exit_signals(
|
|
self.long_pump_mode_name,
|
|
profit_init_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.long_exit_main(
|
|
self.long_pump_mode_name,
|
|
profit_init_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.long_exit_williams_r(
|
|
self.long_pump_mode_name,
|
|
profit_init_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,
|
|
)
|
|
|
|
# Downtrend/descending based sells
|
|
if not sell:
|
|
sell, signal_name = self.long_exit_dec(
|
|
self.long_pump_mode_name,
|
|
profit_init_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.long_exit_stoploss(
|
|
self.long_pump_mode_name,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
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_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.long_pump_mode_name}_stoploss_u_e"]:
|
|
if profit_ratio > (previous_profit + 0.005):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_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_init_ratio > (previous_profit + 0.001)) and (
|
|
previous_sell_reason not in [f"exit_{self.long_pump_mode_name}_stoploss_doom"]
|
|
):
|
|
# Update the target, raise it.
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_pump_mode_name,
|
|
pair,
|
|
True,
|
|
previous_sell_reason,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_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_pump_mode_name}_stoploss_doom",
|
|
f"exit_{self.long_pump_mode_name}_stoploss_u_e",
|
|
]:
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_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_init_ratio):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_pump_mode_name,
|
|
pair,
|
|
sell,
|
|
signal_name,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
else:
|
|
# Just sell it, without maximize
|
|
return True, f"{signal_name}"
|
|
else:
|
|
if profit_init_ratio >= 0.005:
|
|
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_init_ratio):
|
|
mark_signal = f"exit_profit_{self.long_pump_mode_name}_max"
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
|
|
if signal_name not in [
|
|
f"exit_profit_{self.long_pump_mode_name}_max",
|
|
# f"exit_{self.long_pump_mode_name}_stoploss_doom",
|
|
# f"exit_{self.long_pump_mode_name}_stoploss_u_e",
|
|
]:
|
|
if sell and (signal_name is not None):
|
|
return True, f"{signal_name}"
|
|
|
|
# Here ends exit signal conditions for long_exit_pump
|
|
|
|
return False, None
|
|
|
|
# Long Exit Quick
|
|
# ---------------------------------------------------------------------------------------------
|
|
def long_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,
|
|
filled_entries,
|
|
filled_exits,
|
|
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
|
|
|
|
# if the profit is negative skip checking these
|
|
if profit_init_ratio > 0.0:
|
|
# Original sell signals
|
|
sell, signal_name = self.long_exit_signals(
|
|
self.long_quick_mode_name,
|
|
profit_init_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.long_exit_main(
|
|
self.long_quick_mode_name,
|
|
profit_init_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.long_exit_williams_r(
|
|
self.long_quick_mode_name,
|
|
profit_init_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,
|
|
)
|
|
|
|
# Downtrend/descending based sells
|
|
if not sell:
|
|
sell, signal_name = self.long_exit_dec(
|
|
self.long_quick_mode_name,
|
|
profit_init_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.long_exit_stoploss(
|
|
self.long_quick_mode_name,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
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_init_ratio > 0.02) and (last_candle["RSI_14"] > 78.0):
|
|
sell, signal_name = True, f"exit_{self.long_quick_mode_name}_q_1"
|
|
|
|
elif (0.09 >= profit_init_ratio > 0.02) and (last_candle["MFI_14"] > 84.0):
|
|
sell, signal_name = True, f"exit_{self.long_quick_mode_name}_q_2"
|
|
|
|
elif (0.09 >= profit_init_ratio > 0.02) and (last_candle["WILLR_14"] >= -0.1):
|
|
sell, signal_name = True, f"exit_{self.long_quick_mode_name}_q_3"
|
|
|
|
elif (
|
|
(0.09 >= profit_init_ratio > 0.02)
|
|
and (last_candle["RSI_14"] >= 72.0)
|
|
and (last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_3_15m"] > 90.0)
|
|
):
|
|
sell, signal_name = True, f"exit_{self.long_quick_mode_name}_q_4"
|
|
elif (0.09 >= profit_init_ratio > 0.02) and (last_candle["RSI_3_15m"] > 96.0):
|
|
sell, signal_name = True, f"exit_{self.long_quick_mode_name}_q_5"
|
|
elif (0.09 >= profit_init_ratio > 0.02) and (last_candle["RSI_3"] > 85.0) and (last_candle["RSI_3_15m"] > 85.0):
|
|
sell, signal_name = True, f"exit_{self.long_quick_mode_name}_q_6"
|
|
elif (0.09 >= profit_init_ratio > 0.02) and (last_candle["RSI_3"] > 90.0) and (last_candle["RSI_3_15m"] > 80.0):
|
|
sell, signal_name = True, f"exit_{self.long_quick_mode_name}_q_7"
|
|
elif (0.09 >= profit_init_ratio > 0.02) and (last_candle["RSI_3"] > 92.0) and (last_candle["RSI_3_15m"] > 75.0):
|
|
sell, signal_name = True, f"exit_{self.long_quick_mode_name}_q_8"
|
|
elif (0.09 >= profit_init_ratio > 0.02) and (last_candle["RSI_3"] > 94.0) and (last_candle["RSI_3_15m"] > 70.0):
|
|
sell, signal_name = True, f"exit_{self.long_quick_mode_name}_q_9"
|
|
elif (0.09 >= profit_init_ratio > 0.02) and (last_candle["RSI_3"] > 99.0):
|
|
sell, signal_name = True, f"exit_{self.long_quick_mode_name}_q_10"
|
|
|
|
# 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_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.long_quick_mode_name}_stoploss_u_e"]:
|
|
if profit_ratio > (previous_profit + 0.001):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_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_init_ratio > (previous_profit + 0.001)) and (
|
|
previous_sell_reason not in [f"exit_{self.long_quick_mode_name}_stoploss_doom"]
|
|
):
|
|
# Update the target, raise it.
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_quick_mode_name,
|
|
pair,
|
|
True,
|
|
previous_sell_reason,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_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
|
|
previous_sell_reason = ""
|
|
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"]
|
|
previous_sell_reason = self.target_profit_cache.data[pair]["sell_reason"]
|
|
if signal_name in [
|
|
f"exit_{self.long_quick_mode_name}_stoploss_doom",
|
|
f"exit_{self.long_quick_mode_name}_stoploss_u_e",
|
|
] and (
|
|
previous_sell_reason
|
|
not in [
|
|
f"exit_{self.long_quick_mode_name}_stoploss_doom",
|
|
f"exit_profit_{self.long_quick_mode_name}_stoploss_u_e",
|
|
]
|
|
):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_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_init_ratio):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_quick_mode_name,
|
|
pair,
|
|
sell,
|
|
signal_name,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
else:
|
|
# Just sell it, without maximize
|
|
return True, f"{signal_name}"
|
|
else:
|
|
if profit_init_ratio >= 0.005:
|
|
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_init_ratio):
|
|
mark_signal = f"exit_profit_{self.long_quick_mode_name}_max"
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
|
|
if signal_name not in [
|
|
f"exit_profit_{self.long_quick_mode_name}_max",
|
|
f"exit_{self.long_quick_mode_name}_stoploss_doom",
|
|
f"exit_{self.long_quick_mode_name}_stoploss_u_e",
|
|
]:
|
|
if sell and (signal_name is not None):
|
|
return True, f"{signal_name}"
|
|
|
|
# Here ends exit signal conditions for long_exit_quick
|
|
|
|
return False, None
|
|
|
|
# Long Exit Rebuy
|
|
# ---------------------------------------------------------------------------------------------
|
|
def long_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,
|
|
filled_entries,
|
|
filled_exits,
|
|
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:
|
|
is_backtest = self.dp.runmode.value in ["backtest", "hyperopt"]
|
|
sell = False
|
|
|
|
# Original sell signals
|
|
sell, signal_name = self.long_exit_signals(
|
|
self.long_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.long_exit_main(
|
|
self.long_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.long_exit_williams_r(
|
|
self.long_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,
|
|
)
|
|
|
|
# Downtrend/descending based sells
|
|
if not sell:
|
|
sell, signal_name = self.long_exit_dec(
|
|
self.long_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:
|
|
if (
|
|
profit_stake
|
|
< -(
|
|
filled_entries[0].cost
|
|
* (self.stop_threshold_futures_rebuy if self.is_futures_mode else self.stop_threshold_spot_rebuy)
|
|
# / (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell, signal_name = True, f"exit_{self.long_rebuy_mode_name}_stoploss_doom"
|
|
|
|
# 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_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.long_rebuy_mode_name}_stoploss_u_e"]:
|
|
if profit_ratio > (previous_profit + 0.001):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_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_init_ratio > (previous_profit + 0.001)) and (
|
|
previous_sell_reason not in [f"exit_{self.long_rebuy_mode_name}_stoploss_doom"]
|
|
):
|
|
# Update the target, raise it.
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_rebuy_mode_name,
|
|
pair,
|
|
True,
|
|
previous_sell_reason,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_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_rebuy_mode_name}_stoploss_doom",
|
|
f"exit_{self.long_rebuy_mode_name}_stoploss_u_e",
|
|
]:
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_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_init_ratio):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_rebuy_mode_name,
|
|
pair,
|
|
sell,
|
|
signal_name,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
else:
|
|
# Just sell it, without maximize
|
|
return True, f"{signal_name}"
|
|
else:
|
|
if profit_init_ratio >= 0.005:
|
|
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_init_ratio):
|
|
mark_signal = f"exit_profit_{self.long_rebuy_mode_name}_max"
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
|
|
if signal_name not in [f"exit_profit_{self.long_rebuy_mode_name}_max"]:
|
|
if sell and (signal_name is not None):
|
|
return True, f"{signal_name}"
|
|
|
|
# Here ends exit signal conditions for long_exit_rebuy
|
|
|
|
return False, None
|
|
|
|
# Long Exit High Profit
|
|
# ---------------------------------------------------------------------------------------------
|
|
def long_exit_high_profit(
|
|
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,
|
|
filled_entries,
|
|
filled_exits,
|
|
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.long_exit_signals(
|
|
self.long_high_profit_mode_name,
|
|
profit_init_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.long_exit_main(
|
|
self.long_high_profit_mode_name,
|
|
profit_init_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.long_exit_williams_r(
|
|
self.long_high_profit_mode_name,
|
|
profit_init_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.long_exit_stoploss(
|
|
self.long_high_profit_mode_name,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
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_high_profit_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_high_profit_mode_name}_stoploss_u_e"]:
|
|
if profit_ratio > (previous_profit + 0.001):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_high_profit_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_init_ratio > (previous_profit + 0.001)) and (
|
|
previous_sell_reason not in [f"exit_{self.long_high_profit_mode_name}_stoploss_doom"]
|
|
):
|
|
# Update the target, raise it.
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_high_profit_mode_name,
|
|
pair,
|
|
True,
|
|
previous_sell_reason,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_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_high_profit_mode_name}_stoploss_doom",
|
|
f"exit_{self.long_high_profit_mode_name}_stoploss_u_e",
|
|
]:
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_high_profit_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_init_ratio):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_high_profit_mode_name,
|
|
pair,
|
|
sell,
|
|
signal_name,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
else:
|
|
# Just sell it, without maximize
|
|
return True, f"{signal_name}"
|
|
else:
|
|
if profit_init_ratio >= 0.03:
|
|
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_init_ratio):
|
|
mark_signal = f"exit_profit_{self.long_high_profit_mode_name}_max"
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
|
|
if signal_name not in [
|
|
f"exit_profit_{self.long_high_profit_mode_name}_max",
|
|
# f"exit_{self.long_high_profit_mode_name}_stoploss_doom",
|
|
# f"exit_{self.long_high_profit_mode_name}_stoploss_u_e",
|
|
]:
|
|
if sell and (signal_name is not None):
|
|
return True, f"{signal_name}"
|
|
|
|
# Here ends exit signal conditions for long_exit_high_profit
|
|
|
|
return False, None
|
|
|
|
# Long Exit Rapid
|
|
# ---------------------------------------------------------------------------------------------
|
|
def long_exit_rapid(
|
|
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,
|
|
filled_entries,
|
|
filled_exits,
|
|
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:
|
|
is_backtest = self.dp.runmode.value in ["backtest", "hyperopt"]
|
|
sell = False
|
|
|
|
# if the profit is negative skip checking these
|
|
if profit_init_ratio > 0.0:
|
|
# Original sell signals
|
|
sell, signal_name = self.long_exit_signals(
|
|
self.long_rapid_mode_name,
|
|
profit_init_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.long_exit_main(
|
|
self.long_rapid_mode_name,
|
|
profit_init_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.long_exit_williams_r(
|
|
self.long_rapid_mode_name,
|
|
profit_init_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,
|
|
)
|
|
|
|
# Downtrend/descending based sells
|
|
if not sell:
|
|
sell, signal_name = self.long_exit_dec(
|
|
self.long_rapid_mode_name,
|
|
profit_init_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.long_exit_stoploss(
|
|
self.long_rapid_mode_name,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
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_init_ratio > 0.005) and (last_candle["RSI_14"] > 78.0):
|
|
sell, signal_name = True, f"exit_{self.long_rapid_mode_name}_rpd_1"
|
|
elif (0.09 >= profit_init_ratio > 0.005) and (last_candle["MFI_14"] > 84.0):
|
|
sell, signal_name = True, f"exit_{self.long_rapid_mode_name}_rpd_2"
|
|
elif (0.09 >= profit_init_ratio > 0.005) and (last_candle["WILLR_14"] >= -0.1):
|
|
sell, signal_name = True, f"exit_{self.long_rapid_mode_name}_rpd_3"
|
|
elif (
|
|
(0.09 >= profit_init_ratio > 0.005)
|
|
and (last_candle["RSI_14"] >= 72.0)
|
|
and (last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_3_15m"] > 90.0)
|
|
):
|
|
sell, signal_name = True, f"exit_{self.long_rapid_mode_name}_rpd_4"
|
|
elif (0.09 >= profit_init_ratio > 0.005) and (last_candle["RSI_3_15m"] > 96.0):
|
|
sell, signal_name = True, f"exit_{self.long_rapid_mode_name}_rpd_5"
|
|
elif (0.09 >= profit_init_ratio > 0.005) and (last_candle["RSI_3"] > 85.0) and (last_candle["RSI_3_15m"] > 85.0):
|
|
sell, signal_name = True, f"exit_{self.long_rapid_mode_name}_rpd_6"
|
|
elif (0.09 >= profit_init_ratio > 0.005) and (last_candle["RSI_3"] > 90.0) and (last_candle["RSI_3_15m"] > 80.0):
|
|
sell, signal_name = True, f"exit_{self.long_rapid_mode_name}_rpd_7"
|
|
elif (0.09 >= profit_init_ratio > 0.005) and (last_candle["RSI_3"] > 92.0) and (last_candle["RSI_3_15m"] > 75.0):
|
|
sell, signal_name = True, f"exit_{self.long_rapid_mode_name}_rpd_8"
|
|
elif (0.09 >= profit_init_ratio > 0.005) and (last_candle["RSI_3"] > 94.0) and (last_candle["RSI_3_15m"] > 70.0):
|
|
sell, signal_name = True, f"exit_{self.long_rapid_mode_name}_rpd_9"
|
|
elif (0.09 >= profit_init_ratio > 0.005) and (last_candle["RSI_3"] > 99.0):
|
|
sell, signal_name = True, f"exit_{self.long_rapid_mode_name}_rpd_10"
|
|
|
|
# Stoplosses
|
|
if (
|
|
(
|
|
profit_stake
|
|
< -(
|
|
filled_entries[0].cost
|
|
* (self.stop_threshold_rapid_futures if self.is_futures_mode else self.stop_threshold_rapid_spot)
|
|
/ trade.leverage
|
|
)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell, signal_name = True, f"exit_{self.long_rapid_mode_name}_stoploss_doom"
|
|
|
|
# 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_rapid_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_rapid_mode_name}_stoploss_u_e"]:
|
|
if profit_ratio > (previous_profit + 0.005):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_rapid_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_init_ratio > (previous_profit + 0.001)) and (
|
|
previous_sell_reason not in [f"exit_{self.long_rapid_mode_name}_stoploss_doom"]
|
|
):
|
|
# Update the target, raise it.
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_rapid_mode_name,
|
|
pair,
|
|
True,
|
|
previous_sell_reason,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_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_rapid_mode_name}_stoploss_doom",
|
|
f"exit_{self.long_rapid_mode_name}_stoploss_u_e",
|
|
]:
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_rapid_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_init_ratio):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_rapid_mode_name,
|
|
pair,
|
|
sell,
|
|
signal_name,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
else:
|
|
# Just sell it, without maximize
|
|
return True, f"{signal_name}"
|
|
else:
|
|
if profit_init_ratio >= 0.005:
|
|
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_init_ratio):
|
|
mark_signal = f"exit_profit_{self.long_rapid_mode_name}_max"
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
|
|
if signal_name not in [f"exit_profit_{self.long_rapid_mode_name}_max"]:
|
|
if sell and (signal_name is not None):
|
|
return True, f"{signal_name}"
|
|
|
|
# Here ends exit signal conditions for long_exit_rapid
|
|
|
|
return False, None
|
|
|
|
# Long Exit Grind
|
|
# ---------------------------------------------------------------------------------------------
|
|
def long_exit_grind(
|
|
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,
|
|
filled_entries,
|
|
filled_exits,
|
|
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:
|
|
if profit_init_ratio > 0.25:
|
|
return True, f"exit_{self.long_grind_mode_name}_g"
|
|
|
|
# Here ends exit signal conditions for long_exit_grind
|
|
|
|
return False, None
|
|
|
|
# Long Exit Top Coins
|
|
# ---------------------------------------------------------------------------------------------
|
|
def long_exit_top_coins(
|
|
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,
|
|
filled_entries,
|
|
filled_exits,
|
|
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.long_exit_signals(
|
|
self.long_top_coins_mode_name,
|
|
profit_init_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.long_exit_main(
|
|
self.long_top_coins_mode_name,
|
|
profit_init_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.long_exit_williams_r(
|
|
self.long_top_coins_mode_name,
|
|
profit_init_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,
|
|
)
|
|
|
|
# Downtrend/descending based sells
|
|
if not sell:
|
|
sell, signal_name = self.long_exit_dec(
|
|
self.long_top_coins_mode_name,
|
|
profit_init_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.long_exit_stoploss(
|
|
self.long_top_coins_mode_name,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
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_top_coins_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_top_coins_mode_name}_stoploss_u_e"]:
|
|
if profit_ratio > (previous_profit + 0.005):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_top_coins_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_init_ratio > (previous_profit + 0.001)) and (
|
|
previous_sell_reason not in [f"exit_{self.long_top_coins_mode_name}_stoploss_doom"]
|
|
):
|
|
# Update the target, raise it.
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_top_coins_mode_name,
|
|
pair,
|
|
True,
|
|
previous_sell_reason,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_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
|
|
previous_sell_reason = ""
|
|
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"]
|
|
previous_sell_reason = self.target_profit_cache.data[pair]["sell_reason"]
|
|
if signal_name in [
|
|
f"exit_{self.long_top_coins_mode_name}_stoploss_doom",
|
|
f"exit_{self.long_top_coins_mode_name}_stoploss_u_e",
|
|
] and (
|
|
previous_sell_reason
|
|
not in [
|
|
f"exit_{self.long_top_coins_mode_name}_stoploss_doom",
|
|
f"exit_profit_{self.long_top_coins_mode_name}_stoploss_u_e",
|
|
]
|
|
):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_top_coins_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_init_ratio):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_top_coins_mode_name,
|
|
pair,
|
|
sell,
|
|
signal_name,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
else:
|
|
# Just sell it, without maximize
|
|
return True, f"{signal_name}"
|
|
else:
|
|
if profit_init_ratio >= 0.005:
|
|
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_init_ratio):
|
|
mark_signal = f"exit_profit_{self.long_top_coins_mode_name}_max"
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
|
|
if signal_name not in [
|
|
f"exit_profit_{self.long_top_coins_mode_name}_max",
|
|
f"exit_{self.long_top_coins_mode_name}_stoploss_doom",
|
|
f"exit_{self.long_top_coins_mode_name}_stoploss_u_e",
|
|
]:
|
|
if sell and (signal_name is not None):
|
|
return True, f"{signal_name}"
|
|
|
|
# Here ends exit signal conditions for long_exit_top_coins
|
|
|
|
return False, None
|
|
|
|
# Long Exit Derisk
|
|
# ---------------------------------------------------------------------------------------------
|
|
def long_exit_derisk(
|
|
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,
|
|
filled_entries,
|
|
filled_exits,
|
|
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.long_exit_signals(
|
|
self.long_derisk_mode_name,
|
|
profit_init_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.long_exit_main(
|
|
self.long_derisk_mode_name,
|
|
profit_init_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.long_exit_williams_r(
|
|
self.long_derisk_mode_name,
|
|
profit_init_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,
|
|
)
|
|
|
|
# Downtrend/descending based sells
|
|
if not sell:
|
|
sell, signal_name = self.long_exit_dec(
|
|
self.long_derisk_mode_name,
|
|
profit_init_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 profit_stake < -(
|
|
filled_entries[0].cost
|
|
* (self.stop_threshold_derisk_futures if self.is_futures_mode else self.stop_threshold_derisk_spot)
|
|
# / (trade.leverage if self.is_futures_mode else 1.0)
|
|
):
|
|
sell, signal_name = True, f"exit_{self.long_derisk_mode_name}_stoploss_doom"
|
|
|
|
# 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_derisk_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_derisk_mode_name}_stoploss_u_e"]:
|
|
if profit_ratio > (previous_profit + 0.005):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_derisk_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_init_ratio > (previous_profit + 0.001)) and (
|
|
previous_sell_reason not in [f"exit_{self.long_derisk_mode_name}_stoploss_doom"]
|
|
):
|
|
# Update the target, raise it.
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_derisk_mode_name,
|
|
pair,
|
|
True,
|
|
previous_sell_reason,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_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_derisk_mode_name}_stoploss_doom",
|
|
f"exit_{self.long_derisk_mode_name}_stoploss_u_e",
|
|
]:
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_derisk_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_init_ratio):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.long_derisk_mode_name,
|
|
pair,
|
|
sell,
|
|
signal_name,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
else:
|
|
# Just sell it, without maximize
|
|
return True, f"{signal_name}"
|
|
else:
|
|
if profit_init_ratio >= 0.005:
|
|
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_init_ratio):
|
|
mark_signal = f"exit_profit_{self.long_derisk_mode_name}_max"
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
|
|
if signal_name not in [
|
|
f"exit_profit_{self.long_derisk_mode_name}_max",
|
|
# f"exit_{self.long_derisk_mode_name}_stoploss_doom",
|
|
# f"exit_{self.long_derisk_mode_name}_stoploss_u_e",
|
|
]:
|
|
if sell and (signal_name is not None):
|
|
return True, f"{signal_name}"
|
|
|
|
# Here ends exit signal conditions for long_exit_derisk
|
|
|
|
return False, None
|
|
|
|
# Long Exit Signals
|
|
# ---------------------------------------------------------------------------------------------
|
|
def long_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"] > 84.0)
|
|
and (last_candle["close"] > last_candle["BBU_20_2.0"])
|
|
and (previous_candle_1["close"] > previous_candle_1["BBU_20_2.0"])
|
|
and (previous_candle_2["close"] > previous_candle_2["BBU_20_2.0"])
|
|
and (previous_candle_3["close"] > previous_candle_3["BBU_20_2.0"])
|
|
and (previous_candle_4["close"] > previous_candle_4["BBU_20_2.0"])
|
|
):
|
|
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"] > 86.0)
|
|
and (last_candle["close"] > last_candle["BBU_20_2.0"])
|
|
and (previous_candle_1["close"] > previous_candle_1["BBU_20_2.0"])
|
|
and (previous_candle_2["close"] > previous_candle_2["BBU_20_2.0"])
|
|
):
|
|
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"] > 88.0:
|
|
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"] > 84.0) and (last_candle["RSI_14_1h"] > 80.0):
|
|
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["BBU_20_2.0_1h"] * 1.14:
|
|
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"
|
|
|
|
# Here ends exit signal conditions for long_exit_signals
|
|
|
|
return False, None
|
|
|
|
# Long Exit Main
|
|
# ---------------------------------------------------------------------------------------------
|
|
def long_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["EMA_200"]:
|
|
if 0.01 > current_profit >= 0.001:
|
|
if last_candle["RSI_14"] < 10.0:
|
|
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["EMA_200"]:
|
|
if 0.01 > current_profit >= 0.001:
|
|
if last_candle["RSI_14"] < 12.0:
|
|
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"
|
|
|
|
# Here ends exit signal conditions for long_exit_main
|
|
|
|
return False, None
|
|
|
|
# Long Exit Williams R
|
|
# ---------------------------------------------------------------------------------------------
|
|
def long_exit_williams_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["WILLR_480"] > -0.1) and (last_candle["WILLR_14"] >= -1.0) and (last_candle["RSI_14"] > 75.0):
|
|
return True, f"exit_{mode_name}_w_0_1"
|
|
elif (last_candle["WILLR_14"] >= -1.0) and (last_candle["RSI_14"] > 84.0):
|
|
return True, f"exit_{mode_name}_w_0_2"
|
|
elif (last_candle["WILLR_14"] >= -1.0) and (last_candle["RSI_14"] < 40.0):
|
|
return True, f"exit_{mode_name}_w_0_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] >= -1.0)
|
|
and (last_candle["RSI_14"] > 80.0)
|
|
and (last_candle["ROC_9_1h"] < -0.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_4"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_6"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_14_4h"] > 60.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_7"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_8"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_9"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -16.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_12"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_14"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_480"] > -25.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_14_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] > 100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_15"
|
|
elif 0.02 > current_profit >= 0.01:
|
|
if last_candle["WILLR_480"] > -0.2:
|
|
return True, f"exit_{mode_name}_w_1_1"
|
|
elif (last_candle["WILLR_14"] >= -1.0) and (last_candle["RSI_14"] > 78.0):
|
|
return True, f"exit_{mode_name}_w_1_2"
|
|
elif (last_candle["WILLR_14"] >= -2.0) and (last_candle["RSI_14"] < 46.0):
|
|
return True, f"exit_{mode_name}_w_1_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] >= -2.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (last_candle["ROC_9_1h"] < -0.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_4"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_6"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_14_4h"] > 60.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_7"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_8"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_9"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -18.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_12"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_14"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["WILLR_480"] > -25.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_14_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] > 100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_15"
|
|
elif 0.03 > current_profit >= 0.02:
|
|
if last_candle["WILLR_480"] > -0.3:
|
|
return True, f"exit_{mode_name}_w_2_1"
|
|
elif (last_candle["WILLR_14"] >= -1.0) and (last_candle["RSI_14"] > 77.0):
|
|
return True, f"exit_{mode_name}_w_2_2"
|
|
elif (last_candle["WILLR_14"] >= -2.0) and (last_candle["RSI_14"] < 48.0):
|
|
return True, f"exit_{mode_name}_w_2_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] >= -5.0)
|
|
and (last_candle["RSI_14"] > 75.0)
|
|
and (last_candle["ROC_9_1h"] < -0.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_4"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_6"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_14_4h"] > 60.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_7"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_8"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_9"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_12"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_14"
|
|
elif (
|
|
(last_candle["RSI_3"] > 48.0)
|
|
and (last_candle["WILLR_480"] > -25.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_14_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] > 100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_15"
|
|
elif 0.04 > current_profit >= 0.03:
|
|
if last_candle["WILLR_480"] > -0.4:
|
|
return True, f"exit_{mode_name}_w_3_1"
|
|
elif (last_candle["WILLR_14"] >= -1.0) and (last_candle["RSI_14"] > 76.0):
|
|
return True, f"exit_{mode_name}_w_3_2"
|
|
elif (last_candle["WILLR_14"] >= -2.0) and (last_candle["RSI_14"] < 50.0):
|
|
return True, f"exit_{mode_name}_w_3_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] >= -5.0)
|
|
and (last_candle["RSI_14"] > 75.0)
|
|
and (last_candle["ROC_9_1h"] < -0.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_4"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_6"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_14_4h"] > 60.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_7"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_8"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_9"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -22.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_12"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_14"
|
|
elif (
|
|
(last_candle["RSI_3"] > 46.0)
|
|
and (last_candle["WILLR_480"] > -25.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["RSI_14_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] > 100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_15"
|
|
elif 0.05 > current_profit >= 0.04:
|
|
if last_candle["WILLR_480"] > -0.5:
|
|
return True, f"exit_{mode_name}_w_4_1"
|
|
elif (last_candle["WILLR_14"] >= -1.0) and (last_candle["RSI_14"] > 75.0):
|
|
return True, f"exit_{mode_name}_w_4_2"
|
|
elif (last_candle["WILLR_14"] >= -2.0) and (last_candle["RSI_14"] < 52.0):
|
|
return True, f"exit_{mode_name}_w_4_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] >= -5.0)
|
|
and (last_candle["RSI_14"] > 75.0)
|
|
and (last_candle["ROC_9_1h"] < -0.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_4"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_6"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_14_4h"] > 60.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_7"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_8"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_9"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -24.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_12"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_14"
|
|
elif (
|
|
(last_candle["RSI_3"] > 44.0)
|
|
and (last_candle["WILLR_480"] > -25.0)
|
|
and (last_candle["RSI_14"] < 56.0)
|
|
and (last_candle["RSI_14_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] > 100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_15"
|
|
elif 0.06 > current_profit >= 0.05:
|
|
if last_candle["WILLR_480"] > -0.6:
|
|
return True, f"exit_{mode_name}_w_5_1"
|
|
elif (last_candle["WILLR_14"] >= -1.0) and (last_candle["RSI_14"] > 74.0):
|
|
return True, f"exit_{mode_name}_w_5_2"
|
|
elif (last_candle["WILLR_14"] >= -2.0) and (last_candle["RSI_14"] < 54.0):
|
|
return True, f"exit_{mode_name}_w_5_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] >= -10.0)
|
|
and (last_candle["RSI_14"] > 70.0)
|
|
and (last_candle["ROC_9_1h"] < -0.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_4"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -14.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_6"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (last_candle["RSI_14_4h"] > 60.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_7"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_8"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_9"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -26.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_12"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_14"
|
|
elif (
|
|
(last_candle["RSI_3"] > 42.0)
|
|
and (last_candle["WILLR_480"] > -25.0)
|
|
and (last_candle["RSI_14"] < 58.0)
|
|
and (last_candle["RSI_14_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] > 100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_15"
|
|
elif 0.07 > current_profit >= 0.06:
|
|
if last_candle["WILLR_480"] > -0.7:
|
|
return True, f"exit_{mode_name}_w_6_1"
|
|
elif (last_candle["WILLR_14"] >= -1.0) and (last_candle["RSI_14"] > 75.0):
|
|
return True, f"exit_{mode_name}_w_6_2"
|
|
elif (last_candle["WILLR_14"] >= -2.0) and (last_candle["RSI_14"] < 52.0):
|
|
return True, f"exit_{mode_name}_w_6_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] >= -15.0)
|
|
and (last_candle["RSI_14"] > 70.0)
|
|
and (last_candle["ROC_9_1h"] < -0.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_4"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_6"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_14_4h"] > 60.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_7"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_8"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_9"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -24.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_12"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_14"
|
|
elif (
|
|
(last_candle["RSI_3"] > 44.0)
|
|
and (last_candle["WILLR_480"] > -25.0)
|
|
and (last_candle["RSI_14"] < 56.0)
|
|
and (last_candle["RSI_14_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] > 100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_15"
|
|
elif 0.08 > current_profit >= 0.07:
|
|
if last_candle["WILLR_480"] > -0.8:
|
|
return True, f"exit_{mode_name}_w_7_1"
|
|
elif (last_candle["WILLR_14"] >= -1.0) and (last_candle["RSI_14"] > 76.0):
|
|
return True, f"exit_{mode_name}_w_7_2"
|
|
elif (last_candle["WILLR_14"] >= -2.0) and (last_candle["RSI_14"] < 50.0):
|
|
return True, f"exit_{mode_name}_w_7_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] >= -15.0)
|
|
and (last_candle["RSI_14"] > 70.0)
|
|
and (last_candle["ROC_9_1h"] < -0.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_4"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_6"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_14_4h"] > 60.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_7"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_8"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_9"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -22.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_12"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_14"
|
|
elif (
|
|
(last_candle["RSI_3"] > 46.0)
|
|
and (last_candle["WILLR_480"] > -25.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["RSI_14_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] > 100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_15"
|
|
elif 0.09 > current_profit >= 0.08:
|
|
if last_candle["WILLR_480"] > -0.9:
|
|
return True, f"exit_{mode_name}_w_8_1"
|
|
elif (last_candle["WILLR_14"] >= -1.0) and (last_candle["RSI_14"] > 77.0):
|
|
return True, f"exit_{mode_name}_w_8_2"
|
|
elif (last_candle["WILLR_14"] >= -2.0) and (last_candle["RSI_14"] < 48.0):
|
|
return True, f"exit_{mode_name}_w_8_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] >= -15.0)
|
|
and (last_candle["RSI_14"] > 70.0)
|
|
and (last_candle["ROC_9_1h"] < -0.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_4"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_6"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_14_4h"] > 60.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_7"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_8"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_9"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_12"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_14"
|
|
elif (
|
|
(last_candle["RSI_3"] > 48.0)
|
|
and (last_candle["WILLR_480"] > -25.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_14_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] > 100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_15"
|
|
elif 0.1 > current_profit >= 0.09:
|
|
if last_candle["WILLR_480"] > -1.0:
|
|
return True, f"exit_{mode_name}_w_9_1"
|
|
elif (last_candle["WILLR_14"] >= -1.0) and (last_candle["RSI_14"] > 78.0):
|
|
return True, f"exit_{mode_name}_w_9_2"
|
|
elif (last_candle["WILLR_14"] >= -2.0) and (last_candle["RSI_14"] < 46.0):
|
|
return True, f"exit_{mode_name}_w_9_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] >= -15.0)
|
|
and (last_candle["RSI_14"] > 70.0)
|
|
and (last_candle["ROC_9_1h"] < -0.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_4"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_6"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_14_4h"] > 60.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_7"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_8"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_9"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -18.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_12"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_14"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["WILLR_480"] > -25.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_14_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] > 100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_15"
|
|
elif 0.12 > current_profit >= 0.1:
|
|
if last_candle["WILLR_480"] > -1.1:
|
|
return True, f"exit_{mode_name}_w_10_1"
|
|
elif (last_candle["WILLR_14"] >= -1.0) and (last_candle["RSI_14"] > 79.0):
|
|
return True, f"exit_{mode_name}_w_10_2"
|
|
elif (last_candle["WILLR_14"] >= -2.0) and (last_candle["RSI_14"] < 44.0):
|
|
return True, f"exit_{mode_name}_w_10_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] >= -15.0)
|
|
and (last_candle["RSI_14"] > 70.0)
|
|
and (last_candle["ROC_9_1h"] < -0.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_4"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_6"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_14_4h"] > 60.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_7"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_8"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_9"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -16.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_12"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_14"
|
|
elif (
|
|
(last_candle["RSI_3"] > 52.0)
|
|
and (last_candle["WILLR_480"] > -25.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_14_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] > 100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_15"
|
|
elif 0.2 > current_profit >= 0.12:
|
|
if last_candle["WILLR_480"] > -0.4:
|
|
return True, f"exit_{mode_name}_w_11_1"
|
|
elif (last_candle["WILLR_14"] >= -1.0) and (last_candle["RSI_14"] > 80.0):
|
|
return True, f"exit_{mode_name}_w_11_2"
|
|
elif (last_candle["WILLR_14"] >= -2.0) and (last_candle["RSI_14"] < 42.0):
|
|
return True, f"exit_{mode_name}_w_11_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] >= -15.0)
|
|
and (last_candle["RSI_14"] > 70.0)
|
|
and (last_candle["ROC_9_1h"] < -0.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_4"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_6"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14_4h"] > 60.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_7"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_8"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_9"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -14.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_12"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_14"
|
|
elif (
|
|
(last_candle["RSI_3"] > 54.0)
|
|
and (last_candle["WILLR_480"] > -25.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_14_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] > 100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_15"
|
|
elif current_profit >= 0.2:
|
|
if last_candle["WILLR_480"] > -0.2:
|
|
return True, f"exit_{mode_name}_w_12_1"
|
|
elif (last_candle["WILLR_14"] >= -1.0) and (last_candle["RSI_14"] > 81.0):
|
|
return True, f"exit_{mode_name}_w_12_2"
|
|
elif (last_candle["WILLR_14"] >= -2.0) and (last_candle["RSI_14"] < 40.0):
|
|
return True, f"exit_{mode_name}_w_12_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] >= -1.0)
|
|
and (last_candle["RSI_14"] > 80.0)
|
|
and (last_candle["ROC_9_1h"] < -0.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_4"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_6"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14_4h"] > 60.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_7"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_8"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_9"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_12"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_14"
|
|
elif (
|
|
(last_candle["RSI_3"] > 56.0)
|
|
and (last_candle["WILLR_480"] > -25.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_14_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] > 100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_15"
|
|
|
|
# Here ends exit signal conditions for long_exit_williams_r
|
|
|
|
return False, None
|
|
|
|
# Long Exit Dec
|
|
# ---------------------------------------------------------------------------------------------
|
|
def long_exit_dec(
|
|
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["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] < last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] < last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 99.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] < -10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_6"
|
|
elif (
|
|
(last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 99.0)
|
|
and (last_candle["CMF_20_1h"] < -0.1)
|
|
and (last_candle["CMF_20_4h"] < -0.1)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 45.0)
|
|
and (last_candle["ROC_9_15m"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_1h"] < -20.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_12"
|
|
elif (last_candle["RSI_3"] > 99.0) and (last_candle["RSI_3_4h"] < 5.0) and (last_candle["ROC_9_4h"] < -25.0):
|
|
return True, f"exit_{mode_name}_d_0_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_4h"] < 5.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_14"
|
|
elif (last_candle["RSI_3"] > 99.0) and (last_candle["RSI_14"] > 78.0) and (last_candle["ROC_9_4h"] < -30.0):
|
|
return True, f"exit_{mode_name}_d_0_15"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["AROONU_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] < -15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_16"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_17"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1d"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_18"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_19"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_20"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_21"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_22"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -5.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_1d"] < 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_23"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (last_candle["WILLR_14"] > -5.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_24"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_25"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_26"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_27"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_15m"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_28"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_29"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_30"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_31"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_32"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["ROC_2_1h"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_33"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_3_15m"] < 30.0)
|
|
and (last_candle["RSI_14_1h"] > 80.0)
|
|
and (last_candle["ROC_9_1h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_34"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -5.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_35"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_36"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_37"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_38"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_39"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_40"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -5.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_41"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_42"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_43"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_44"
|
|
elif (last_candle["RSI_3"] > 96.0) and (last_candle["WILLR_14"] > -4.0) and (last_candle["RSI_3_1h"] < 10.0):
|
|
return True, f"exit_{mode_name}_d_0_45"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_2_1d"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_46"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_47"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_48"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_49"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1d"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_50"
|
|
elif (
|
|
(last_candle["RSI_3"] > 68.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_51"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] > 62.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_52"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["WILLR_14"] > -5.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_53"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["change_pct_1d"] < -10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_54"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_55"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_56"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 34.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_57"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_58"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_59"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 38.0)
|
|
and (last_candle["RSI_14_4h"] > 65.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_60"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_61"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_62"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_63"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_64"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_65"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_66"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["ROC_9_1d"] < -25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_67"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_68"
|
|
elif (
|
|
(last_candle["RSI_3"] > 97.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_69"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 38.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_70"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_71"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_72"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_73"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_74"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_75"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["ROC_9_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_76"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_77"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -14.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_78"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_79"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_80"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_81"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_82"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_83"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_84"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_85"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["RSI_14_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1h"] < -5.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_86"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_87"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_1h"] < -2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_88"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] < 38.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_89"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_90"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_91"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_92"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_15m"] < 50.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_93"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 45.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_94"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
and (isinstance(last_candle["AROONU_14_1d"], np.float64) and (last_candle["AROONU_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_95"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_1d"] < 45.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_96"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 35.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_97"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["RSI_3_15m"] > 74.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (last_candle["RSI_3_4h"] < 60.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_98"
|
|
elif 0.02 > current_profit >= 0.01:
|
|
if (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] < last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] < last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 68.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 99.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] < -10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -30.0)
|
|
and (last_candle["RSI_14"] > 65.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_14"] > 72.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_6"
|
|
elif (
|
|
(last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["CMF_20_1h"] < -0.1)
|
|
and (last_candle["CMF_20_4h"] < -0.1)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] < 45.0)
|
|
and (last_candle["ROC_9_15m"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_1h"] < -20.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_12"
|
|
elif (last_candle["RSI_3"] > 80.0) and (last_candle["RSI_3_4h"] < 5.0) and (last_candle["ROC_9_4h"] < -25.0):
|
|
return True, f"exit_{mode_name}_d_1_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_4h"] < 5.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_14"
|
|
elif (last_candle["RSI_3"] > 95.0) and (last_candle["RSI_14"] > 75.0) and (last_candle["ROC_9_4h"] < -30.0):
|
|
return True, f"exit_{mode_name}_d_1_15"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["AROONU_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] < -15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_16"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_17"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1d"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_18"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] > 72.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_19"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_20"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_21"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_22"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_1d"] < 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_23"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] > 75.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_24"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_25"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_26"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_27"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_15m"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_28"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_29"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_30"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_31"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_32"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["ROC_2_1h"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_33"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_3_15m"] < 30.0)
|
|
and (last_candle["RSI_14_1h"] > 80.0)
|
|
and (last_candle["ROC_9_1h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_34"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_35"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -15.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_36"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_37"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -15.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_38"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -5.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_39"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -15.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_40"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_41"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_42"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_43"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["WILLR_14"] > -5.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_44"
|
|
elif (last_candle["RSI_3"] > 94.0) and (last_candle["WILLR_14"] > -6.0) and (last_candle["RSI_3_1h"] < 10.0):
|
|
return True, f"exit_{mode_name}_d_1_45"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_2_1d"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_46"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_47"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_48"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_49"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_1d"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_50"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_51"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_52"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_53"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["change_pct_1d"] < -10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_54"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -14.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_55"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_56"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 36.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_57"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_58"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_59"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_14_4h"] > 65.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_60"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_61"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_62"
|
|
elif (
|
|
(last_candle["RSI_3"] > 68.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_63"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_64"
|
|
elif (
|
|
(last_candle["RSI_3"] > 68.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_65"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_66"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["ROC_9_1d"] < -25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_67"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_68"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_69"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_70"
|
|
elif (
|
|
(last_candle["RSI_3"] > 64.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_71"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_72"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_73"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_74"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_75"
|
|
elif (
|
|
(last_candle["RSI_3"] > 68.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["ROC_9_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_76"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_77"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -16.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_78"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_79"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_80"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_81"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_82"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_83"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_84"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_85"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["RSI_14_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1h"] < -5.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_86"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_87"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_1h"] < -2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_88"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_89"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_90"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_91"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_92"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_15m"] < 50.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_93"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 45.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_94"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
and (isinstance(last_candle["AROONU_14_1d"], np.float64) and (last_candle["AROONU_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_95"
|
|
elif (
|
|
(last_candle["RSI_3"] > 62.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_1d"] < 45.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_96"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 35.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_97"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_3_15m"] > 72.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (last_candle["RSI_3_4h"] < 60.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_98"
|
|
elif 0.03 > current_profit >= 0.02:
|
|
if (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] < last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] < last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 66.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 99.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] < -10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -30.0)
|
|
and (last_candle["RSI_14"] > 65.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_14"] > 70.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_6"
|
|
elif (
|
|
(last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["CMF_20_1h"] < -0.1)
|
|
and (last_candle["CMF_20_4h"] < -0.1)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] < 45.0)
|
|
and (last_candle["ROC_9_15m"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_1h"] < -20.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_12"
|
|
elif (last_candle["RSI_3"] > 80.0) and (last_candle["RSI_3_4h"] < 5.0) and (last_candle["ROC_9_4h"] < -25.0):
|
|
return True, f"exit_{mode_name}_d_2_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_4h"] < 5.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_14"
|
|
elif (last_candle["RSI_3"] > 92.0) and (last_candle["RSI_14"] > 70.0) and (last_candle["ROC_9_4h"] < -30.0):
|
|
return True, f"exit_{mode_name}_d_2_15"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["AROONU_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] < -15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_16"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_17"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1d"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_18"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_19"
|
|
elif (
|
|
(last_candle["RSI_3"] > 48.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_20"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_21"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_22"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -15.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_1d"] < 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_23"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] > 70.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_24"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_25"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_26"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_27"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_15m"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_28"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_29"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_30"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_31"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_32"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["ROC_2_1h"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_33"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_3_15m"] < 30.0)
|
|
and (last_candle["RSI_14_1h"] > 80.0)
|
|
and (last_candle["ROC_9_1h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_34"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -7.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_35"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_36"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_37"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_38"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_39"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_40"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -15.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_41"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_42"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_43"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_44"
|
|
elif (last_candle["RSI_3"] > 92.0) and (last_candle["WILLR_14"] > -8.0) and (last_candle["RSI_3_1h"] < 10.0):
|
|
return True, f"exit_{mode_name}_d_2_45"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_2_1d"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_46"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_47"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_48"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_49"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_1d"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_50"
|
|
elif (
|
|
(last_candle["RSI_3"] > 64.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_51"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_52"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_53"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["change_pct_1d"] < -10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_54"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -16.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_55"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_56"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 38.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_57"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_58"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -14.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_59"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_14_4h"] > 65.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_60"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_61"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_62"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_63"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_64"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_65"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_66"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["ROC_9_1d"] < -25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_67"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_68"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_69"
|
|
elif (
|
|
(last_candle["RSI_3"] > 64.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_70"
|
|
elif (
|
|
(last_candle["RSI_3"] > 62.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_71"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_72"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_73"
|
|
elif (
|
|
(last_candle["RSI_3"] > 97.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_74"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_75"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["ROC_9_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_76"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_77"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -18.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_78"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_79"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_80"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_81"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_82"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_83"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_84"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_85"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["RSI_14_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1h"] < -5.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_86"
|
|
elif (
|
|
(last_candle["RSI_3"] > 64.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_87"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -22.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_1h"] < -2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_88"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_89"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_90"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_91"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_92"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_15m"] < 50.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_93"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 45.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_94"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -14.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
and (isinstance(last_candle["AROONU_14_1d"], np.float64) and (last_candle["AROONU_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_95"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_1d"] < 45.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_96"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 35.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_97"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["RSI_3_15m"] > 70.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (last_candle["RSI_3_4h"] < 60.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_98"
|
|
elif 0.04 > current_profit >= 0.03:
|
|
if (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] < last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] < last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] < -10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -30.0)
|
|
and (last_candle["RSI_14"] > 65.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_14"] > 68.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_6"
|
|
elif (
|
|
(last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["CMF_20_1h"] < -0.1)
|
|
and (last_candle["CMF_20_4h"] < -0.1)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] < 45.0)
|
|
and (last_candle["ROC_9_15m"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_1h"] < -20.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_12"
|
|
elif (last_candle["RSI_3"] > 80.0) and (last_candle["RSI_3_4h"] < 5.0) and (last_candle["ROC_9_4h"] < -25.0):
|
|
return True, f"exit_{mode_name}_d_3_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_4h"] < 5.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_14"
|
|
elif (last_candle["RSI_3"] > 90.0) and (last_candle["RSI_14"] > 65.0) and (last_candle["ROC_9_4h"] < -30.0):
|
|
return True, f"exit_{mode_name}_d_3_15"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["AROONU_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] < -15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_16"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_17"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1d"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_18"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["RSI_14"] > 68.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_19"
|
|
elif (
|
|
(last_candle["RSI_3"] > 46.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_20"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_21"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_22"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_1d"] < 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_23"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["RSI_14"] > 68.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_24"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_25"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_26"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_27"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_15m"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_28"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_29"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_30"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_31"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_32"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["ROC_2_1h"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_33"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_3_15m"] < 30.0)
|
|
and (last_candle["RSI_14_1h"] > 80.0)
|
|
and (last_candle["ROC_9_1h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_34"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_35"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_36"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_37"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_38"
|
|
elif (
|
|
(last_candle["RSI_3"] > 93.0)
|
|
and (last_candle["WILLR_14"] > -7.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_39"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_40"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_41"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -35.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_42"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_43"
|
|
elif (
|
|
(last_candle["RSI_3"] > 55.0)
|
|
and (last_candle["WILLR_14"] > -15.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_44"
|
|
elif (last_candle["RSI_3"] > 90.0) and (last_candle["WILLR_14"] > -10.0) and (last_candle["RSI_3_1h"] < 10.0):
|
|
return True, f"exit_{mode_name}_d_3_45"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_2_1d"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_46"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_47"
|
|
elif (
|
|
(last_candle["RSI_3"] > 55.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_48"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_49"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_1d"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_50"
|
|
elif (
|
|
(last_candle["RSI_3"] > 62.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_51"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_52"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_53"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["change_pct_1d"] < -10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_54"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -18.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_55"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_56"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_57"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_58"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -16.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_59"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_14_4h"] > 65.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_60"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_61"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_62"
|
|
elif (
|
|
(last_candle["RSI_3"] > 64.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_63"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_64"
|
|
elif (
|
|
(last_candle["RSI_3"] > 64.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_65"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_66"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["ROC_9_1d"] < -25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_67"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_68"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_69"
|
|
elif (
|
|
(last_candle["RSI_3"] > 62.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_70"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_71"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_72"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_73"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_74"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_75"
|
|
elif (
|
|
(last_candle["RSI_3"] > 64.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["ROC_9_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_76"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_77"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_78"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_79"
|
|
elif (
|
|
(last_candle["RSI_3"] > 68.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_80"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -14.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_81"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["WILLR_14"] > -14.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_82"
|
|
elif (
|
|
(last_candle["RSI_3"] > 68.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_83"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_84"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_85"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1h"] < -5.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_86"
|
|
elif (
|
|
(last_candle["RSI_3"] > 62.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_87"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -24.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_1h"] < -2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_88"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_89"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_90"
|
|
elif (
|
|
(last_candle["RSI_3"] > 68.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_91"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_92"
|
|
elif (
|
|
(last_candle["RSI_3"] > 68.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["RSI_3_15m"] < 50.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_93"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 45.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_94"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -16.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
and (isinstance(last_candle["AROONU_14_1d"], np.float64) and (last_candle["AROONU_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_95"
|
|
elif (
|
|
(last_candle["RSI_3"] > 58.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_1d"] < 45.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_96"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 35.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_97"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["RSI_3_15m"] > 68.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (last_candle["RSI_3_4h"] < 60.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_98"
|
|
elif 0.05 > current_profit >= 0.04:
|
|
if (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] < last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] < last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 62.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] < -10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -30.0)
|
|
and (last_candle["RSI_14"] > 65.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_14"] > 66.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_6"
|
|
elif (
|
|
(last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["CMF_20_1h"] < -0.1)
|
|
and (last_candle["CMF_20_4h"] < -0.1)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -7.0)
|
|
and (last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] < 45.0)
|
|
and (last_candle["ROC_9_15m"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_1h"] < -20.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_12"
|
|
elif (last_candle["RSI_3"] > 80.0) and (last_candle["RSI_3_4h"] < 5.0) and (last_candle["ROC_9_4h"] < -25.0):
|
|
return True, f"exit_{mode_name}_d_4_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 5.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_14"
|
|
elif (last_candle["RSI_3"] > 88.0) and (last_candle["RSI_14"] > 60.0) and (last_candle["ROC_9_4h"] < -30.0):
|
|
return True, f"exit_{mode_name}_d_4_15"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["AROONU_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] < -15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_16"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -30.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_17"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1d"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_18"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["RSI_14"] > 66.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_19"
|
|
elif (
|
|
(last_candle["RSI_3"] > 44.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_20"
|
|
elif (
|
|
(last_candle["RSI_3"] > 55.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_21"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_22"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_1d"] < 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_23"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["RSI_14"] > 66.0)
|
|
and (last_candle["WILLR_14"] > -30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_24"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_25"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_26"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_27"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_15m"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_28"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_29"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_30"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_31"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_32"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["ROC_2_1h"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_33"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_3_15m"] < 30.0)
|
|
and (last_candle["RSI_14_1h"] > 80.0)
|
|
and (last_candle["ROC_9_1h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_34"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -9.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_35"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["WILLR_14"] > -30.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_36"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_37"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["WILLR_14"] > -30.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_38"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_39"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["WILLR_14"] > -30.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_40"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_41"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["WILLR_14"] > -40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_42"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_43"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_44"
|
|
elif (last_candle["RSI_3"] > 88.0) and (last_candle["WILLR_14"] > -12.0) and (last_candle["RSI_3_1h"] < 10.0):
|
|
return True, f"exit_{mode_name}_d_4_45"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_2_1d"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_46"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_47"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_48"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_49"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1d"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_50"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_51"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_52"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_53"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["change_pct_1d"] < -10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_54"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_55"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_56"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_57"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_58"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -18.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_59"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_14_4h"] > 65.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_60"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_61"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_62"
|
|
elif (
|
|
(last_candle["RSI_3"] > 62.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_63"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_64"
|
|
elif (
|
|
(last_candle["RSI_3"] > 62.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_65"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_66"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["ROC_9_1d"] < -25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_67"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_68"
|
|
elif (
|
|
(last_candle["RSI_3"] > 93.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_69"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_70"
|
|
elif (
|
|
(last_candle["RSI_3"] > 58.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_71"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_72"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_73"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_74"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_75"
|
|
elif (
|
|
(last_candle["RSI_3"] > 62.0)
|
|
and (last_candle["RSI_14"] < 56.0)
|
|
and (last_candle["ROC_9_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_76"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_77"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -22.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_78"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_79"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_80"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["WILLR_14"] > -16.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_81"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["WILLR_14"] > -16.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_82"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_83"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_84"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -14.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_85"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["RSI_14_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1h"] < -5.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_86"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_87"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -26.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_1h"] < -2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_88"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_89"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_90"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_91"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_92"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_14"] < 56.0)
|
|
and (last_candle["RSI_3_15m"] < 50.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_93"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] < 56.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 45.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_94"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["WILLR_14"] > -18.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
and (isinstance(last_candle["AROONU_14_1d"], np.float64) and (last_candle["AROONU_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_95"
|
|
elif (
|
|
(last_candle["RSI_3"] > 56.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_1d"] < 45.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_96"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 35.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_97"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_3_15m"] > 66.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (last_candle["RSI_3_4h"] < 60.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_98"
|
|
elif 0.06 > current_profit >= 0.05:
|
|
if (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] < last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] < last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] < -10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -30.0)
|
|
and (last_candle["RSI_14"] > 65.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_6"
|
|
elif (
|
|
(last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["CMF_20_1h"] < -0.1)
|
|
and (last_candle["CMF_20_4h"] < -0.1)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] < 45.0)
|
|
and (last_candle["ROC_9_15m"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_1h"] < -20.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_12"
|
|
elif (last_candle["RSI_3"] > 80.0) and (last_candle["RSI_3_4h"] < 5.0) and (last_candle["ROC_9_4h"] < -25.0):
|
|
return True, f"exit_{mode_name}_d_5_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (last_candle["RSI_3_4h"] < 5.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_14"
|
|
elif (last_candle["RSI_3"] > 86.0) and (last_candle["RSI_14"] > 58.0) and (last_candle["ROC_9_4h"] < -30.0):
|
|
return True, f"exit_{mode_name}_d_5_15"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["AROONU_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] < -15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_16"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -35.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_17"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1d"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_18"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_19"
|
|
elif (
|
|
(last_candle["RSI_3"] > 42.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_20"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_21"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_22"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["WILLR_14"] > -30.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_1d"] < 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_23"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["WILLR_14"] > -35.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_24"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_25"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_26"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_27"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_15m"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_28"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_29"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_30"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_31"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_32"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["ROC_2_1h"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_33"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_3_15m"] < 30.0)
|
|
and (last_candle["RSI_14_1h"] > 80.0)
|
|
and (last_candle["ROC_9_1h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_34"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_35"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["WILLR_14"] > -35.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_36"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_37"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["WILLR_14"] > -35.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_38"
|
|
elif (
|
|
(last_candle["RSI_3"] > 91.0)
|
|
and (last_candle["WILLR_14"] > -9.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_39"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["WILLR_14"] > -35.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_40"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["WILLR_14"] > -30.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_41"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["WILLR_14"] > -45.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_42"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_43"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_44"
|
|
elif (last_candle["RSI_3"] > 86.0) and (last_candle["WILLR_14"] > -14.0) and (last_candle["RSI_3_1h"] < 10.0):
|
|
return True, f"exit_{mode_name}_d_5_45"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_2_1d"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_46"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_47"
|
|
elif (
|
|
(last_candle["RSI_3"] > 45.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_48"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_49"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (last_candle["RSI_3_1d"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_50"
|
|
elif (
|
|
(last_candle["RSI_3"] > 58.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_51"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_52"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_53"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["change_pct_1d"] < -10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_54"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -22.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_55"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_56"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_57"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_58"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_59"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_14_4h"] > 65.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_60"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_61"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_62"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_63"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_64"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_65"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] < 56.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_66"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["ROC_9_1d"] < -25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_67"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 56.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_68"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_69"
|
|
elif (
|
|
(last_candle["RSI_3"] > 58.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_70"
|
|
elif (
|
|
(last_candle["RSI_3"] > 56.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_71"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_72"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_73"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_74"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_75"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 58.0)
|
|
and (last_candle["ROC_9_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_76"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_77"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["WILLR_14"] > -24.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_78"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_79"
|
|
elif (
|
|
(last_candle["RSI_3"] > 64.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_80"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["WILLR_14"] > -18.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_81"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["WILLR_14"] > -18.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_82"
|
|
elif (
|
|
(last_candle["RSI_3"] > 64.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_83"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_84"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -16.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_85"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["RSI_14_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1h"] < -5.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_86"
|
|
elif (
|
|
(last_candle["RSI_3"] > 58.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_87"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -28.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_1h"] < -2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_88"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_89"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_90"
|
|
elif (
|
|
(last_candle["RSI_3"] > 64.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_91"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 56.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_92"
|
|
elif (
|
|
(last_candle["RSI_3"] > 64.0)
|
|
and (last_candle["RSI_14"] < 58.0)
|
|
and (last_candle["RSI_3_15m"] < 50.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_93"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 58.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 45.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_94"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
and (isinstance(last_candle["AROONU_14_1d"], np.float64) and (last_candle["AROONU_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_95"
|
|
elif (
|
|
(last_candle["RSI_3"] > 54.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_1d"] < 45.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_96"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["RSI_3_1h"] < 35.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_97"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["RSI_3_15m"] > 64.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (last_candle["RSI_3_4h"] < 60.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_98"
|
|
elif 0.07 > current_profit >= 0.06:
|
|
if (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] < last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] < last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 62.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 98.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] < -10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_14"] > 68.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_14"] > 66.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_6"
|
|
elif (
|
|
(last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["CMF_20_1h"] < -0.1)
|
|
and (last_candle["CMF_20_4h"] < -0.1)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -7.0)
|
|
and (last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -15.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 45.0)
|
|
and (last_candle["ROC_9_15m"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_1h"] < -20.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_12"
|
|
elif (last_candle["RSI_3"] > 85.0) and (last_candle["RSI_3_4h"] < 5.0) and (last_candle["ROC_9_4h"] < -25.0):
|
|
return True, f"exit_{mode_name}_d_6_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 5.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_14"
|
|
elif (last_candle["RSI_3"] > 88.0) and (last_candle["RSI_14"] > 60.0) and (last_candle["ROC_9_4h"] < -30.0):
|
|
return True, f"exit_{mode_name}_d_6_15"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["AROONU_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] < -15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_16"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -30.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_17"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] > 65.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1d"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_18"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["RSI_14"] > 66.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_19"
|
|
elif (
|
|
(last_candle["RSI_3"] > 44.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_20"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_21"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_22"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_1d"] < 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_23"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["RSI_14"] > 66.0)
|
|
and (last_candle["WILLR_14"] > -30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_24"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_25"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_26"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_27"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_15m"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_28"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_29"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_30"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_31"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_32"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["ROC_2_1h"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_33"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_3_15m"] < 30.0)
|
|
and (last_candle["RSI_14_1h"] > 80.0)
|
|
and (last_candle["ROC_9_1h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_34"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -9.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_35"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["WILLR_14"] > -30.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_36"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_37"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["WILLR_14"] > -30.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_38"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_39"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["WILLR_14"] > -30.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_40"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_41"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["WILLR_14"] > -40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_42"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_43"
|
|
elif (
|
|
(last_candle["RSI_3"] > 55.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_44"
|
|
elif (last_candle["RSI_3"] > 88.0) and (last_candle["WILLR_14"] > -12.0) and (last_candle["RSI_3_1h"] < 10.0):
|
|
return True, f"exit_{mode_name}_d_6_45"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_2_1d"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_46"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_47"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_48"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_49"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1d"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_50"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_51"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_52"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_53"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["change_pct_1d"] < -10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_54"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_55"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_56"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_57"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_58"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -18.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_59"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_14_4h"] > 65.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_60"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_61"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_62"
|
|
elif (
|
|
(last_candle["RSI_3"] > 62.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_63"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_64"
|
|
elif (
|
|
(last_candle["RSI_3"] > 62.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_65"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_66"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["ROC_9_1d"] < -25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_67"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_68"
|
|
elif (
|
|
(last_candle["RSI_3"] > 93.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_69"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_70"
|
|
elif (
|
|
(last_candle["RSI_3"] > 58.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_71"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_72"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_73"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_74"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_75"
|
|
elif (
|
|
(last_candle["RSI_3"] > 62.0)
|
|
and (last_candle["RSI_14"] < 56.0)
|
|
and (last_candle["ROC_9_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_76"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_77"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -22.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_78"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_79"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_80"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["WILLR_14"] > -16.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_81"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["WILLR_14"] > -16.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_82"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_83"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_84"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -14.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_85"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["RSI_14_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1h"] < -5.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_86"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_87"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -26.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_1h"] < -2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_88"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_89"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_90"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_91"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_92"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_14"] < 56.0)
|
|
and (last_candle["RSI_3_15m"] < 50.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_93"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] < 56.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 45.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_94"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["WILLR_14"] > -18.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
and (isinstance(last_candle["AROONU_14_1d"], np.float64) and (last_candle["AROONU_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_95"
|
|
elif (
|
|
(last_candle["RSI_3"] > 56.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_1d"] < 45.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_96"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 35.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_97"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_3_15m"] > 66.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (last_candle["RSI_3_4h"] < 60.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_98"
|
|
elif 0.08 > current_profit >= 0.07:
|
|
if (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] < last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] < last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 98.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] < -10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_14"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_14"] > 68.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_6"
|
|
elif (
|
|
(last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["CMF_20_1h"] < -0.1)
|
|
and (last_candle["CMF_20_4h"] < -0.1)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["RSI_14"] < 45.0)
|
|
and (last_candle["ROC_9_15m"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_1h"] < -20.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_12"
|
|
elif (last_candle["RSI_3"] > 90.0) and (last_candle["RSI_3_4h"] < 5.0) and (last_candle["ROC_9_4h"] < -25.0):
|
|
return True, f"exit_{mode_name}_d_7_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_4h"] < 5.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_14"
|
|
elif (last_candle["RSI_3"] > 90.0) and (last_candle["RSI_14"] > 62.0) and (last_candle["ROC_9_4h"] < -30.0):
|
|
return True, f"exit_{mode_name}_d_7_15"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["AROONU_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] < -15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_16"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_17"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["RSI_14"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1d"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_18"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["RSI_14"] > 68.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_19"
|
|
elif (
|
|
(last_candle["RSI_3"] > 46.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_20"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_21"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_22"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_1d"] < 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_23"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["RSI_14"] > 68.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_24"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_25"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_26"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_27"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_15m"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_28"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_29"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_30"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_31"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_32"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["ROC_2_1h"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_33"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_3_15m"] < 30.0)
|
|
and (last_candle["RSI_14_1h"] > 80.0)
|
|
and (last_candle["ROC_9_1h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_34"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_35"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_36"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_37"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_38"
|
|
elif (
|
|
(last_candle["RSI_3"] > 93.0)
|
|
and (last_candle["WILLR_14"] > -7.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_39"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_40"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_41"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -35.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_42"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_43"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["WILLR_14"] > -15.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_44"
|
|
elif (last_candle["RSI_3"] > 90.0) and (last_candle["WILLR_14"] > -10.0) and (last_candle["RSI_3_1h"] < 10.0):
|
|
return True, f"exit_{mode_name}_d_7_45"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_2_1d"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_46"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_47"
|
|
elif (
|
|
(last_candle["RSI_3"] > 55.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_48"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_49"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_1d"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_50"
|
|
elif (
|
|
(last_candle["RSI_3"] > 62.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_51"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_52"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_53"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["change_pct_1d"] < -10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_54"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -18.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_55"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_56"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_57"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_58"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -16.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_59"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_14_4h"] > 65.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_60"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_61"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_62"
|
|
elif (
|
|
(last_candle["RSI_3"] > 64.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_63"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_64"
|
|
elif (
|
|
(last_candle["RSI_3"] > 64.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_65"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_66"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["ROC_9_1d"] < -25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_67"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_68"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_69"
|
|
elif (
|
|
(last_candle["RSI_3"] > 62.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_70"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_71"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_72"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_73"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_74"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_75"
|
|
elif (
|
|
(last_candle["RSI_3"] > 64.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["ROC_9_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_76"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_77"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_78"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_79"
|
|
elif (
|
|
(last_candle["RSI_3"] > 68.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_80"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -14.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_81"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["WILLR_14"] > -14.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_82"
|
|
elif (
|
|
(last_candle["RSI_3"] > 68.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_83"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_84"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_85"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1h"] < -5.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_86"
|
|
elif (
|
|
(last_candle["RSI_3"] > 62.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_87"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -24.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_1h"] < -2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_88"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_89"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_90"
|
|
elif (
|
|
(last_candle["RSI_3"] > 68.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_91"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_92"
|
|
elif (
|
|
(last_candle["RSI_3"] > 68.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["RSI_3_15m"] < 50.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_93"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 54.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 45.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_94"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -16.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
and (isinstance(last_candle["AROONU_14_1d"], np.float64) and (last_candle["AROONU_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_95"
|
|
elif (
|
|
(last_candle["RSI_3"] > 58.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_1d"] < 45.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_96"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 35.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_97"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["RSI_3_15m"] > 68.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (last_candle["RSI_3_4h"] < 60.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_98"
|
|
elif 0.09 > current_profit >= 0.08:
|
|
if (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] < last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] < last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 66.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 98.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] < -10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -15.0)
|
|
and (last_candle["RSI_14"] > 72.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_14"] > 70.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_6"
|
|
elif (
|
|
(last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["CMF_20_1h"] < -0.1)
|
|
and (last_candle["CMF_20_4h"] < -0.1)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -5.0)
|
|
and (last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] < 45.0)
|
|
and (last_candle["ROC_9_15m"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_1h"] < -20.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_12"
|
|
elif (last_candle["RSI_3"] > 95.0) and (last_candle["RSI_3_4h"] < 5.0) and (last_candle["ROC_9_4h"] < -25.0):
|
|
return True, f"exit_{mode_name}_d_8_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_4h"] < 5.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_14"
|
|
elif (last_candle["RSI_3"] > 92.0) and (last_candle["RSI_14"] > 64.0) and (last_candle["ROC_9_4h"] < -30.0):
|
|
return True, f"exit_{mode_name}_d_8_15"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["AROONU_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] < -15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_16"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_17"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] > 72.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1d"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_18"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_19"
|
|
elif (
|
|
(last_candle["RSI_3"] > 48.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_20"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_21"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_22"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -15.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_1d"] < 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_23"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] > 70.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_24"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_25"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_26"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_27"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_15m"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_28"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_29"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_30"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_31"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_32"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["ROC_2_1h"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_33"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_3_15m"] < 30.0)
|
|
and (last_candle["RSI_14_1h"] > 80.0)
|
|
and (last_candle["ROC_9_1h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_34"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -7.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_35"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_36"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_37"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_38"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_39"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_40"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -15.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_41"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_42"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_43"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_44"
|
|
elif (last_candle["RSI_3"] > 92.0) and (last_candle["WILLR_14"] > -8.0) and (last_candle["RSI_3_1h"] < 10.0):
|
|
return True, f"exit_{mode_name}_d_8_45"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_2_1d"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_46"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_47"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_48"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_49"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_1d"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_50"
|
|
elif (
|
|
(last_candle["RSI_3"] > 64.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_51"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_52"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_53"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["change_pct_1d"] < -10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_54"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -16.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_55"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_56"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 38.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_57"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_58"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -14.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_59"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_14_4h"] > 65.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_60"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_61"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_62"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_63"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_64"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_65"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_66"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["ROC_9_1d"] < -25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_67"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_68"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_69"
|
|
elif (
|
|
(last_candle["RSI_3"] > 64.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_70"
|
|
elif (
|
|
(last_candle["RSI_3"] > 62.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_71"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_72"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_73"
|
|
elif (
|
|
(last_candle["RSI_3"] > 97.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_74"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_75"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["ROC_9_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_76"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_77"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -18.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_78"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_79"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_80"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_81"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_82"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_83"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_84"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_85"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["RSI_14_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1h"] < -5.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_86"
|
|
elif (
|
|
(last_candle["RSI_3"] > 64.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_87"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -22.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_1h"] < -2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_88"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_89"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_90"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_91"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_92"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_15m"] < 50.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_93"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 52.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 45.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_94"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -14.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
and (isinstance(last_candle["AROONU_14_1d"], np.float64) and (last_candle["AROONU_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_95"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_1d"] < 45.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_96"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 35.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_97"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["RSI_3_15m"] > 70.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (last_candle["RSI_3_4h"] < 60.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_98"
|
|
elif 0.1 > current_profit >= 0.09:
|
|
if (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] < last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] < last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 68.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 98.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] < -10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_14"] > 74.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_14"] > 72.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_6"
|
|
elif (
|
|
(last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["CMF_20_1h"] < -0.1)
|
|
and (last_candle["CMF_20_4h"] < -0.1)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["RSI_14"] < 45.0)
|
|
and (last_candle["ROC_9_15m"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_1h"] < -20.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_12"
|
|
elif (last_candle["RSI_3"] > 96.0) and (last_candle["RSI_3_4h"] < 5.0) and (last_candle["ROC_9_4h"] < -25.0):
|
|
return True, f"exit_{mode_name}_d_9_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_4h"] < 5.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_14"
|
|
elif (last_candle["RSI_3"] > 94.0) and (last_candle["RSI_14"] > 66.0) and (last_candle["ROC_9_4h"] < -30.0):
|
|
return True, f"exit_{mode_name}_d_9_15"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["AROONU_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] < -15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_16"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -15.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_17"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["RSI_14"] > 74.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1d"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_18"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["RSI_14"] > 72.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_19"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_20"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_21"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_22"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_1d"] < 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_23"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["RSI_14"] > 72.0)
|
|
and (last_candle["WILLR_14"] > -15.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_24"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_25"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_26"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_27"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_15m"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_28"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_29"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_30"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_31"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_32"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["ROC_2_1h"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_33"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_3_15m"] < 30.0)
|
|
and (last_candle["RSI_14_1h"] > 80.0)
|
|
and (last_candle["ROC_9_1h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_34"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_35"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -15.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_36"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_37"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -15.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_38"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -5.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_39"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -15.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_40"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_41"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_42"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_43"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["WILLR_14"] > -5.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_44"
|
|
elif (last_candle["RSI_3"] > 94.0) and (last_candle["WILLR_14"] > -6.0) and (last_candle["RSI_3_1h"] < 10.0):
|
|
return True, f"exit_{mode_name}_d_9_45"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_2_1d"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_46"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_47"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_48"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_49"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_1d"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_50"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_51"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_52"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_53"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["change_pct_1d"] < -10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_54"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -14.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_55"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_56"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 36.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_57"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_58"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_59"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_14_4h"] > 65.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_60"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_61"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_62"
|
|
elif (
|
|
(last_candle["RSI_3"] > 68.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_63"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_64"
|
|
elif (
|
|
(last_candle["RSI_3"] > 68.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_65"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_66"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["ROC_9_1d"] < -25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_67"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_68"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_69"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_70"
|
|
elif (
|
|
(last_candle["RSI_3"] > 64.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_71"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_72"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_73"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_74"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_75"
|
|
elif (
|
|
(last_candle["RSI_3"] > 68.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["ROC_9_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_76"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_77"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -16.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_78"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_79"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_80"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_81"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_82"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_83"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_84"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_85"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["RSI_14_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1h"] < -5.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_86"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_87"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_1h"] < -2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_88"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_89"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_90"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_91"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_92"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_15m"] < 50.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_93"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 45.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_94"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
and (isinstance(last_candle["AROONU_14_1d"], np.float64) and (last_candle["AROONU_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_95"
|
|
elif (
|
|
(last_candle["RSI_3"] > 62.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_1d"] < 45.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_96"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 35.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_97"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_3_15m"] > 72.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (last_candle["RSI_3_4h"] < 60.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_98"
|
|
elif 0.12 > current_profit >= 0.1:
|
|
if (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] < last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] < last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 70.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 98.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] < -10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -5.0)
|
|
and (last_candle["RSI_14"] > 76.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 74.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_6"
|
|
elif (
|
|
(last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["CMF_20_1h"] < -0.1)
|
|
and (last_candle["CMF_20_4h"] < -0.1)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -3.0)
|
|
and (last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["RSI_14"] < 45.0)
|
|
and (last_candle["ROC_9_15m"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_1h"] < -20.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_12"
|
|
elif (last_candle["RSI_3"] > 96.0) and (last_candle["RSI_3_4h"] < 5.0) and (last_candle["ROC_9_4h"] < -25.0):
|
|
return True, f"exit_{mode_name}_d_10_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_4h"] < 5.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_14"
|
|
elif (last_candle["RSI_3"] > 96.0) and (last_candle["RSI_14"] > 68.0) and (last_candle["ROC_9_4h"] < -30.0):
|
|
return True, f"exit_{mode_name}_d_10_15"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["AROONU_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] < -15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_16"
|
|
elif (
|
|
(last_candle["RSI_3"] > 97.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_17"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["RSI_14"] > 76.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1d"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_18"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["RSI_14"] > 74.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_19"
|
|
elif (
|
|
(last_candle["RSI_3"] > 60.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_20"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_21"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_22"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -5.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_1d"] < 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_23"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["RSI_14"] > 74.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_24"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_25"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_26"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_27"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_15m"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_28"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_29"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_30"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_31"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_32"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["ROC_2_1h"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_33"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_3_15m"] < 30.0)
|
|
and (last_candle["RSI_14_1h"] > 80.0)
|
|
and (last_candle["ROC_9_1h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_34"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -5.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_35"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_36"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_37"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_38"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_39"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_40"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_41"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_42"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_43"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_44"
|
|
elif (last_candle["RSI_3"] > 96.0) and (last_candle["WILLR_14"] > -4.0) and (last_candle["RSI_3_1h"] < 10.0):
|
|
return True, f"exit_{mode_name}_d_10_45"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_2_1d"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_46"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_47"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_48"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_49"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1d"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_50"
|
|
elif (
|
|
(last_candle["RSI_3"] > 68.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_51"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["RSI_14"] > 62.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_52"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_53"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["change_pct_1d"] < -10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_54"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_55"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_56"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 34.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_57"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_58"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_59"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 38.0)
|
|
and (last_candle["RSI_14_4h"] > 65.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_60"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -15.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_61"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_62"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_63"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_64"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_65"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_66"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["ROC_9_1d"] < -25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_67"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_68"
|
|
elif (
|
|
(last_candle["RSI_3"] > 97.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_69"
|
|
elif (
|
|
(last_candle["RSI_3"] > 68.0)
|
|
and (last_candle["RSI_14"] < 38.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_70"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_71"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_72"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_73"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_74"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_75"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["ROC_9_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_76"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_77"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -14.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_78"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_79"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_80"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_81"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_82"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_83"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_84"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_85"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["RSI_14_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1h"] < -5.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_86"
|
|
elif (
|
|
(last_candle["RSI_3"] > 68.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_87"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -18.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_1h"] < -2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_88"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 38.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_89"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_90"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_91"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_92"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_15m"] < 50.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_93"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 45.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_94"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
and (isinstance(last_candle["AROONU_14_1d"], np.float64) and (last_candle["AROONU_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_95"
|
|
elif (
|
|
(last_candle["RSI_3"] > 64.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_1d"] < 45.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_96"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 35.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_97"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["RSI_3_15m"] > 74.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (last_candle["RSI_3_4h"] < 60.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_98"
|
|
elif 0.2 > current_profit >= 0.12:
|
|
if (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] < last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] < last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 74.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 99.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] < -10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 76.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_6"
|
|
elif (
|
|
(last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 98.0)
|
|
and (last_candle["CMF_20_1h"] < -0.1)
|
|
and (last_candle["CMF_20_4h"] < -0.1)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["RSI_14"] < 45.0)
|
|
and (last_candle["ROC_9_15m"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_1h"] < -20.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_12"
|
|
elif (last_candle["RSI_3"] > 98.0) and (last_candle["RSI_3_4h"] < 5.0) and (last_candle["ROC_9_4h"] < -25.0):
|
|
return True, f"exit_{mode_name}_d_11_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_4h"] < 5.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_14"
|
|
elif (last_candle["RSI_3"] > 98.0) and (last_candle["RSI_14"] > 70.0) and (last_candle["ROC_9_4h"] < -30.0):
|
|
return True, f"exit_{mode_name}_d_11_15"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["AROONU_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] < -15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_16"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -5.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_17"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1d"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_18"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["RSI_14"] > 76.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_19"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_20"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_21"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_22"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_1d"] < 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_23"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["RSI_14"] > 76.0)
|
|
and (last_candle["WILLR_14"] > -5.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_24"
|
|
elif (
|
|
(last_candle["RSI_3"] > 97.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_25"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_26"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_27"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_15m"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_28"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_29"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_30"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_31"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_32"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["ROC_2_1h"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_33"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_3_15m"] < 30.0)
|
|
and (last_candle["RSI_14_1h"] > 80.0)
|
|
and (last_candle["ROC_9_1h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_34"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_35"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -5.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_36"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_37"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -5.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_38"
|
|
elif (
|
|
(last_candle["RSI_3"] > 97.0)
|
|
and (last_candle["WILLR_14"] > -3.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_39"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -5.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_40"
|
|
elif (
|
|
(last_candle["RSI_3"] > 97.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_41"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_42"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_43"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_44"
|
|
elif (last_candle["RSI_3"] > 98.0) and (last_candle["WILLR_14"] > -2.0) and (last_candle["RSI_3_1h"] < 10.0):
|
|
return True, f"exit_{mode_name}_d_11_45"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_2_1d"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_46"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_47"
|
|
elif (
|
|
(last_candle["RSI_3"] > 75.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_48"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_49"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1d"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_50"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_51"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_52"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_53"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["change_pct_1d"] < -10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_54"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_55"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_56"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 32.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_57"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_58"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_59"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["RSI_14_4h"] > 65.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_60"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_61"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_62"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_63"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_64"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 38.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_65"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_66"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 38.0)
|
|
and (last_candle["ROC_9_1d"] < -25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_67"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_68"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_69"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_70"
|
|
elif (
|
|
(last_candle["RSI_3"] > 68.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_71"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["RSI_14"] < 38.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_72"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_73"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_74"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_75"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["ROC_9_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_76"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_77"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -12.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_78"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_79"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_80"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_81"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_82"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_83"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_84"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_85"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["RSI_14_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1h"] < -5.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_86"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_87"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -16.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_1h"] < -2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_88"
|
|
elif (
|
|
(last_candle["RSI_3"] > 82.0)
|
|
and (last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_89"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_90"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_91"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_92"
|
|
elif (
|
|
(last_candle["RSI_3"] > 76.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_15m"] < 50.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_93"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 45.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_94"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
and (isinstance(last_candle["AROONU_14_1d"], np.float64) and (last_candle["AROONU_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_95"
|
|
elif (
|
|
(last_candle["RSI_3"] > 66.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_1d"] < 45.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_96"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_1h"] < 35.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_97"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["RSI_3_15m"] > 76.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (last_candle["RSI_3_4h"] < 60.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_98"
|
|
elif current_profit >= 0.2:
|
|
if (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] < last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] < last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 99.0)
|
|
and (last_candle["CMF_20_1h"] < -0.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] < -10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] < last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] < last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_5"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_6"
|
|
elif (
|
|
(last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 95.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] > 99.0)
|
|
and (last_candle["CMF_20_1h"] < -0.1)
|
|
and (last_candle["CMF_20_4h"] < -0.1)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_10"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["RSI_14"] < 45.0)
|
|
and (last_candle["ROC_9_15m"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] < -10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_11"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_1h"] < -20.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_12"
|
|
elif (last_candle["RSI_3"] > 99.0) and (last_candle["RSI_3_4h"] < 5.0) and (last_candle["ROC_9_4h"] < -25.0):
|
|
return True, f"exit_{mode_name}_d_12_13"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_4h"] < 5.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_14"
|
|
elif (last_candle["RSI_3"] > 99.0) and (last_candle["RSI_14"] > 75.0) and (last_candle["ROC_9_4h"] < -30.0):
|
|
return True, f"exit_{mode_name}_d_12_15"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["AROONU_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] < -15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_16"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_17"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["RSI_14"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1d"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_18"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_19"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_20"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_21"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_22"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_1d"] < 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_23"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["RSI_14"] > 78.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_24"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_25"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_26"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_27"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_15m"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_28"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_29"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_30"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_31"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_32"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["ROC_2_1h"] < -10.0)
|
|
and (last_candle["ROC_9_1h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_33"
|
|
elif (
|
|
(last_candle["RSI_3"] > 65.0)
|
|
and (last_candle["RSI_3_15m"] < 30.0)
|
|
and (last_candle["RSI_14_1h"] > 80.0)
|
|
and (last_candle["ROC_9_1h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_34"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_35"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["ROC_9_4h"] < -25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_36"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_37"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_38"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["CMF_20_4h"] < -0.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_39"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_40"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_41"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 70.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_42"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_43"
|
|
elif (
|
|
(last_candle["RSI_3"] > 85.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_44"
|
|
elif (last_candle["RSI_3"] > 99.0) and (last_candle["WILLR_14"] > -1.0) and (last_candle["RSI_3_1h"] < 10.0):
|
|
return True, f"exit_{mode_name}_d_12_45"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["RSI_3_1h"] < 15.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["ROC_2_1d"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_46"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_47"
|
|
elif (
|
|
(last_candle["RSI_3"] > 80.0)
|
|
and (last_candle["RSI_14"] < 38.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_48"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_49"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1d"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_50"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_51"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["RSI_14"] > 66.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_52"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_53"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["change_pct_1d"] < -10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_54"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -8.0)
|
|
and (last_candle["ROC_9_4h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_55"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["RSI_14"] < 50.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_56"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_57"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_58"
|
|
elif (
|
|
(last_candle["RSI_3"] > 95.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_59"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] < 34.0)
|
|
and (last_candle["RSI_14_4h"] > 65.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_60"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -5.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_61"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
and (last_candle["change_pct_1d"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_62"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_63"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_64"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_65"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_66"
|
|
elif (
|
|
(last_candle["RSI_3"] > 50.0)
|
|
and (last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["ROC_9_1d"] < -25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_67"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["ROC_2_4h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_68"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_4h"] < -5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_69"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 34.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_70"
|
|
elif (
|
|
(last_candle["RSI_3"] > 70.0)
|
|
and (last_candle["RSI_14"] < 38.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_71"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["RSI_3_1h"] < 10.0)
|
|
and (last_candle["AROONU_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_72"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 15.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_73"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["RSI_3_1d"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_74"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_75"
|
|
elif (
|
|
(last_candle["RSI_3"] > 74.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["ROC_9_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_76"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_77"
|
|
elif (
|
|
(last_candle["RSI_3"] > 92.0)
|
|
and (last_candle["WILLR_14"] > -10.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 20.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_78"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_79"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_80"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] > 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_81"
|
|
elif (
|
|
(last_candle["RSI_3"] > 88.0)
|
|
and (last_candle["WILLR_14"] > -4.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] < 15.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_82"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_83"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["WILLR_14"] > -1.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_84"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -2.0)
|
|
and (last_candle["RSI_3_1h"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_85"
|
|
elif (
|
|
(last_candle["RSI_3"] > 99.0)
|
|
and (last_candle["RSI_14_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1h"] < -5.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_86"
|
|
elif (
|
|
(last_candle["RSI_3"] > 72.0)
|
|
and (last_candle["RSI_14"] < 38.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_87"
|
|
elif (
|
|
(last_candle["RSI_3"] > 94.0)
|
|
and (last_candle["WILLR_14"] > -14.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (last_candle["change_pct_1h"] < -2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_88"
|
|
elif (
|
|
(last_candle["RSI_3"] > 84.0)
|
|
and (last_candle["RSI_14"] < 34.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_89"
|
|
elif (
|
|
(last_candle["RSI_3"] > 98.0)
|
|
and (last_candle["WILLR_14"] > -25.0)
|
|
and (last_candle["RSI_3_1h"] < 50.0)
|
|
and (last_candle["RSI_3_4h"] < 30.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_90"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 25.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_91"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["RSI_3_1h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_92"
|
|
elif (
|
|
(last_candle["RSI_3"] > 78.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_15m"] < 50.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_93"
|
|
elif (
|
|
(last_candle["RSI_3"] > 86.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["RSI_3_1h"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] < 45.0)
|
|
and (last_candle["AROONU_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] > 90.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_94"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["WILLR_14"] > -6.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_4h"] < 40.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 10.0)
|
|
and (isinstance(last_candle["AROONU_14_1d"], np.float64) and (last_candle["AROONU_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_95"
|
|
elif (
|
|
(last_candle["RSI_3"] > 68.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_1h"] < 45.0)
|
|
and (last_candle["RSI_3_1d"] < 45.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_96"
|
|
elif (
|
|
(last_candle["RSI_3"] > 90.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_1h"] < 35.0)
|
|
and (last_candle["AROONU_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_97"
|
|
elif (
|
|
(last_candle["RSI_3"] > 96.0)
|
|
and (last_candle["RSI_3_15m"] > 78.0)
|
|
and (last_candle["RSI_3_1h"] < 60.0)
|
|
and (last_candle["RSI_3_4h"] < 60.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_98"
|
|
|
|
# Here ends exit signal conditions for long_exit_dec
|
|
|
|
return False, None
|
|
|
|
# Long Exit Stop Loss
|
|
# ---------------------------------------------------------------------------------------------
|
|
def long_exit_stoploss(
|
|
self,
|
|
mode_name: 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,
|
|
filled_entries,
|
|
filled_exits,
|
|
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:
|
|
is_backtest = self.is_backtest_mode()
|
|
# Stoploss doom
|
|
if (
|
|
(
|
|
profit_stake
|
|
< -(
|
|
filled_entries[0].cost
|
|
* (self.stop_threshold_doom_futures if self.is_futures_mode else self.stop_threshold_doom_spot)
|
|
/ trade.leverage
|
|
)
|
|
)
|
|
and (self.has_valid_entry_conditions(trade, current_rate, last_candle, previous_candle_1) == False)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
return True, f"exit_{mode_name}_stoploss_doom"
|
|
|
|
# Stoploss u_e
|
|
# if (
|
|
# profit_stake
|
|
# < -(
|
|
# filled_entries[0].cost * (self.stop_threshold_futures if self.is_futures_mode else self.stop_threshold_spot)
|
|
# # / trade.leverage
|
|
# )
|
|
# and (last_candle["close"] < last_candle["EMA_200"])
|
|
# and (last_candle["CMF_20"] < -0.0)
|
|
# and (((last_candle["EMA_200"] - last_candle["close"]) / last_candle["close"]) < 0.010)
|
|
# and (last_candle["RSI_14"] > previous_candle_1["RSI_14"])
|
|
# and (last_candle["RSI_14"] > (last_candle["RSI_14_1h"] + 24.0))
|
|
# and (current_time - timedelta(minutes=720) > trade.open_date_utc)
|
|
# # temporary
|
|
# and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
# ):
|
|
# return True, f"exit_{mode_name}_stoploss_u_e"
|
|
|
|
# Here ends exit signal conditions for long_exit_stoploss
|
|
|
|
return False, None
|
|
|
|
###############################################################################################
|
|
|
|
# LONG EXIT FUNCTIONS ENDS HERE
|
|
|
|
###############################################################################################
|
|
|
|
# LONG GRIND FUNCTIONS STARTS HERE
|
|
|
|
###############################################################################################
|
|
|
|
#
|
|
# /$$ /$$$$$$ /$$ /$$ /$$$$$$ /$$$$$$ /$$$$$$$ /$$$$$$/$$ /$$/$$$$$$$
|
|
# | $$ /$$__ $| $$$ | $$/$$__ $$ /$$__ $| $$__ $|_ $$_| $$$ | $| $$__ $$
|
|
# | $$ | $$ \ $| $$$$| $| $$ \__/ | $$ \__| $$ \ $$ | $$ | $$$$| $| $$ \ $$
|
|
# | $$ | $$ | $| $$ $$ $| $$ /$$$$ | $$ /$$$| $$$$$$$/ | $$ | $$ $$ $| $$ | $$
|
|
# | $$ | $$ | $| $$ $$$| $$|_ $$ | $$|_ $| $$__ $$ | $$ | $$ $$$| $$ | $$
|
|
# | $$ | $$ | $| $$\ $$| $$ \ $$ | $$ \ $| $$ \ $$ | $$ | $$\ $$| $$ | $$
|
|
# | $$$$$$$| $$$$$$| $$ \ $| $$$$$$/ | $$$$$$| $$ | $$/$$$$$| $$ \ $| $$$$$$$/
|
|
# |________/\______/|__/ \__/\______/ \______/|__/ |__|______|__/ \__|_______/
|
|
#
|
|
|
|
# Long Grinding Adjust Trade Position
|
|
# ---------------------------------------------------------------------------------------------
|
|
def long_grind_adjust_trade_position(
|
|
self,
|
|
trade: Trade,
|
|
enter_tags,
|
|
current_time: datetime,
|
|
current_rate: float,
|
|
current_profit: float,
|
|
min_stake: Optional[float],
|
|
max_stake: float,
|
|
current_entry_rate: float,
|
|
current_exit_rate: float,
|
|
current_entry_profit: float,
|
|
current_exit_profit: float,
|
|
**kwargs,
|
|
):
|
|
is_backtest = self.dp.runmode.value in ["backtest", "hyperopt"]
|
|
min_stake = self.correct_min_stake(min_stake)
|
|
# min/max stakes include leverage. The return amounts is before leverage.
|
|
min_stake /= trade.leverage
|
|
max_stake /= trade.leverage
|
|
df, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe)
|
|
if len(df) < 2:
|
|
return None
|
|
last_candle = df.iloc[-1].squeeze()
|
|
previous_candle = df.iloc[-2].squeeze()
|
|
|
|
filled_orders = trade.select_filled_orders()
|
|
filled_entries = trade.select_filled_orders(trade.entry_side)
|
|
filled_exits = trade.select_filled_orders(trade.exit_side)
|
|
count_of_entries = trade.nr_of_successful_entries
|
|
count_of_exits = trade.nr_of_successful_exits
|
|
|
|
if count_of_entries == 0:
|
|
return None
|
|
|
|
if len(filled_orders) < 1:
|
|
return None
|
|
has_order_tags = False
|
|
if hasattr(filled_orders[0], "ft_order_tag"):
|
|
has_order_tags = True
|
|
|
|
exit_rate = current_rate
|
|
if self.dp.runmode.value in ("live", "dry_run"):
|
|
ticker = self.dp.ticker(trade.pair)
|
|
if ("bid" in ticker) and ("ask" in ticker):
|
|
if trade.is_short:
|
|
if self.config["exit_pricing"]["price_side"] in ["ask", "other"]:
|
|
if ticker["ask"] is not None:
|
|
exit_rate = ticker["ask"]
|
|
else:
|
|
if self.config["exit_pricing"]["price_side"] in ["bid", "other"]:
|
|
if ticker["bid"] is not None:
|
|
exit_rate = ticker["bid"]
|
|
|
|
profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio = self.calc_total_profit(
|
|
trade, filled_entries, filled_exits, exit_rate
|
|
)
|
|
|
|
slice_amount = filled_entries[0].cost
|
|
slice_profit = (exit_rate - filled_orders[-1].safe_price) / filled_orders[-1].safe_price
|
|
slice_profit_entry = (exit_rate - filled_entries[-1].safe_price) / filled_entries[-1].safe_price
|
|
slice_profit_exit = (
|
|
((exit_rate - filled_exits[-1].safe_price) / filled_exits[-1].safe_price) if count_of_exits > 0 else 0.0
|
|
)
|
|
|
|
current_stake_amount = trade.amount * current_rate
|
|
is_derisk = trade.amount < (filled_entries[0].safe_filled * 0.95)
|
|
is_derisk_calc = False
|
|
is_rebuy_mode = all(c in self.long_rebuy_mode_tags for c in enter_tags) or (
|
|
any(c in self.long_rebuy_mode_tags for c in enter_tags)
|
|
and all(c in (self.long_rebuy_mode_tags + self.long_grind_mode_tags) for c in enter_tags)
|
|
)
|
|
is_grind_mode = all(c in self.long_grind_mode_tags for c in enter_tags)
|
|
|
|
fee_open_rate = trade.fee_open if self.custom_fee_open_rate is None else self.custom_fee_open_rate
|
|
fee_close_rate = trade.fee_close if self.custom_fee_close_rate is None else self.custom_fee_close_rate
|
|
|
|
# Rebuy mode
|
|
if is_rebuy_mode:
|
|
slice_amount /= self.rebuy_mode_stake_multiplier
|
|
# Grind mode
|
|
elif is_grind_mode:
|
|
slice_amount /= (
|
|
self.grind_mode_stake_multiplier_futures[0]
|
|
if self.is_futures_mode
|
|
else self.grind_mode_stake_multiplier_spot[0]
|
|
)
|
|
elif not is_derisk and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 2, 5) or is_backtest):
|
|
rebuy_stake, order_tag, is_derisk_calc = self.long_adjust_trade_position_no_derisk(
|
|
trade,
|
|
enter_tags,
|
|
current_time,
|
|
current_rate,
|
|
current_profit,
|
|
min_stake,
|
|
max_stake,
|
|
current_entry_rate,
|
|
current_exit_rate,
|
|
current_entry_profit,
|
|
current_exit_profit,
|
|
last_candle,
|
|
previous_candle,
|
|
filled_orders,
|
|
filled_entries,
|
|
filled_exits,
|
|
exit_rate,
|
|
slice_amount,
|
|
slice_profit_entry,
|
|
slice_profit,
|
|
profit_ratio,
|
|
profit_stake,
|
|
profit_init_ratio,
|
|
current_stake_amount,
|
|
has_order_tags,
|
|
)
|
|
if rebuy_stake is not None:
|
|
if has_order_tags:
|
|
return rebuy_stake, order_tag
|
|
else:
|
|
return rebuy_stake
|
|
elif count_of_exits == 0:
|
|
return None
|
|
elif not is_derisk_calc:
|
|
return None
|
|
|
|
if not is_rebuy_mode and not is_grind_mode:
|
|
# First entry is lower now, therefore the grinds must adjust
|
|
if trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 4, 16) or is_backtest:
|
|
slice_amount /= (
|
|
self.regular_mode_stake_multiplier_futures[0]
|
|
if self.is_futures_mode
|
|
else self.regular_mode_stake_multiplier_spot[0]
|
|
)
|
|
|
|
grind_1_max_sub_grinds = 0
|
|
grind_1_stakes = self.grind_1_stakes_futures.copy() if self.is_futures_mode else self.grind_1_stakes_spot.copy()
|
|
grind_1_sub_thresholds = (
|
|
self.grind_1_sub_thresholds_futures if self.is_futures_mode else self.grind_1_sub_thresholds_spot
|
|
)
|
|
if (slice_amount * grind_1_stakes[0] / (trade.leverage if self.is_futures_mode else 1.0)) < min_stake:
|
|
multi = min_stake / slice_amount / grind_1_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(grind_1_stakes):
|
|
grind_1_stakes[i] *= multi
|
|
grind_1_max_sub_grinds = len(grind_1_stakes)
|
|
grind_1_stop_grinds = self.grind_1_stop_grinds_futures if self.is_futures_mode else self.grind_1_stop_grinds_spot
|
|
grind_1_profit_threshold = (
|
|
self.grind_1_profit_threshold_futures if self.is_futures_mode else self.grind_1_profit_threshold_spot
|
|
)
|
|
|
|
grind_2_max_sub_grinds = 0
|
|
grind_2_stakes = self.grind_2_stakes_futures.copy() if self.is_futures_mode else self.grind_2_stakes_spot.copy()
|
|
grind_2_sub_thresholds = (
|
|
self.grind_2_sub_thresholds_futures if self.is_futures_mode else self.grind_2_sub_thresholds_spot
|
|
)
|
|
if (slice_amount * grind_2_stakes[0] / (trade.leverage if self.is_futures_mode else 1.0)) < min_stake:
|
|
multi = min_stake / slice_amount / grind_2_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(grind_2_stakes):
|
|
grind_2_stakes[i] *= multi
|
|
grind_2_max_sub_grinds = len(grind_2_stakes)
|
|
grind_2_stop_grinds = self.grind_2_stop_grinds_futures if self.is_futures_mode else self.grind_2_stop_grinds_spot
|
|
grind_2_profit_threshold = (
|
|
self.grind_2_profit_threshold_futures if self.is_futures_mode else self.grind_2_profit_threshold_spot
|
|
)
|
|
|
|
grind_3_max_sub_grinds = 0
|
|
grind_3_stakes = self.grind_3_stakes_futures.copy() if self.is_futures_mode else self.grind_3_stakes_spot.copy()
|
|
grind_3_sub_thresholds = (
|
|
self.grind_3_sub_thresholds_futures if self.is_futures_mode else self.grind_3_sub_thresholds_spot
|
|
)
|
|
if (slice_amount * grind_3_stakes[0] / (trade.leverage if self.is_futures_mode else 1.0)) < min_stake:
|
|
multi = min_stake / slice_amount / grind_3_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(grind_3_stakes):
|
|
grind_3_stakes[i] *= multi
|
|
grind_3_max_sub_grinds = len(grind_3_stakes)
|
|
grind_3_stop_grinds = self.grind_3_stop_grinds_futures if self.is_futures_mode else self.grind_3_stop_grinds_spot
|
|
grind_3_profit_threshold = (
|
|
self.grind_3_profit_threshold_futures if self.is_futures_mode else self.grind_3_profit_threshold_spot
|
|
)
|
|
|
|
grind_4_max_sub_grinds = 0
|
|
grind_4_stakes = self.grind_4_stakes_futures.copy() if self.is_futures_mode else self.grind_4_stakes_spot.copy()
|
|
grind_4_sub_thresholds = (
|
|
self.grind_4_sub_thresholds_futures if self.is_futures_mode else self.grind_4_sub_thresholds_spot
|
|
)
|
|
if (slice_amount * grind_4_stakes[0] / (trade.leverage if self.is_futures_mode else 1.0)) < min_stake:
|
|
multi = min_stake / slice_amount / grind_4_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(grind_4_stakes):
|
|
grind_4_stakes[i] *= multi
|
|
grind_4_max_sub_grinds = len(grind_4_stakes)
|
|
grind_4_stop_grinds = self.grind_4_stop_grinds_futures if self.is_futures_mode else self.grind_4_stop_grinds_spot
|
|
grind_4_profit_threshold = (
|
|
self.grind_4_profit_threshold_futures if self.is_futures_mode else self.grind_4_profit_threshold_spot
|
|
)
|
|
|
|
grind_5_max_sub_grinds = 0
|
|
grind_5_stakes = self.grind_5_stakes_futures.copy() if self.is_futures_mode else self.grind_5_stakes_spot.copy()
|
|
grind_5_sub_thresholds = (
|
|
self.grind_5_sub_thresholds_futures if self.is_futures_mode else self.grind_5_sub_thresholds_spot
|
|
)
|
|
if (slice_amount * grind_5_stakes[0] / (trade.leverage if self.is_futures_mode else 1.0)) < min_stake:
|
|
multi = min_stake / slice_amount / grind_5_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(grind_5_stakes):
|
|
grind_5_stakes[i] *= multi
|
|
grind_5_max_sub_grinds = len(grind_5_stakes)
|
|
grind_5_stop_grinds = self.grind_5_stop_grinds_futures if self.is_futures_mode else self.grind_5_stop_grinds_spot
|
|
grind_5_profit_threshold = (
|
|
self.grind_5_profit_threshold_futures if self.is_futures_mode else self.grind_5_profit_threshold_spot
|
|
)
|
|
|
|
grind_6_max_sub_grinds = 0
|
|
grind_6_stakes = self.grind_6_stakes_futures.copy() if self.is_futures_mode else self.grind_6_stakes_spot.copy()
|
|
grind_6_sub_thresholds = (
|
|
self.grind_6_sub_thresholds_futures if self.is_futures_mode else self.grind_6_sub_thresholds_spot
|
|
)
|
|
if (slice_amount * grind_6_stakes[0] / (trade.leverage if self.is_futures_mode else 1.0)) < min_stake:
|
|
multi = min_stake / slice_amount / grind_6_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(grind_6_stakes):
|
|
grind_6_stakes[i] *= multi
|
|
grind_6_max_sub_grinds = len(grind_6_stakes)
|
|
grind_6_stop_grinds = self.grind_6_stop_grinds_futures if self.is_futures_mode else self.grind_6_stop_grinds_spot
|
|
grind_6_profit_threshold = (
|
|
self.grind_6_profit_threshold_futures if self.is_futures_mode else self.grind_6_profit_threshold_spot
|
|
)
|
|
|
|
grind_1_derisk_1_max_sub_grinds = 0
|
|
grind_1_derisk_1_stakes = (
|
|
self.grind_1_derisk_1_stakes_futures.copy() if self.is_futures_mode else self.grind_1_derisk_1_stakes_spot.copy()
|
|
)
|
|
grind_1_derisk_1_sub_thresholds = (
|
|
self.grind_1_derisk_1_sub_thresholds_futures
|
|
if self.is_futures_mode
|
|
else self.grind_1_derisk_1_sub_thresholds_spot
|
|
)
|
|
if (slice_amount * grind_1_derisk_1_stakes[0] / (trade.leverage if self.is_futures_mode else 1.0)) < min_stake:
|
|
multi = min_stake / slice_amount / grind_1_derisk_1_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(grind_1_derisk_1_stakes):
|
|
grind_1_derisk_1_stakes[i] *= multi
|
|
grind_1_derisk_1_max_sub_grinds = len(grind_1_derisk_1_stakes)
|
|
grind_1_derisk_1_stop_grinds = (
|
|
self.grind_1_derisk_1_stop_grinds_futures if self.is_futures_mode else self.grind_1_derisk_1_stop_grinds_spot
|
|
)
|
|
grind_1_derisk_1_profit_threshold = (
|
|
self.grind_1_derisk_1_profit_threshold_futures
|
|
if self.is_futures_mode
|
|
else self.grind_1_derisk_1_profit_threshold_spot
|
|
)
|
|
|
|
grind_2_derisk_1_max_sub_grinds = 0
|
|
grind_2_derisk_1_stakes = (
|
|
self.grind_2_derisk_1_stakes_futures.copy() if self.is_futures_mode else self.grind_2_derisk_1_stakes_spot.copy()
|
|
)
|
|
grind_2_derisk_1_sub_thresholds = (
|
|
self.grind_2_derisk_1_sub_thresholds_futures
|
|
if self.is_futures_mode
|
|
else self.grind_2_derisk_1_sub_thresholds_spot
|
|
)
|
|
if (slice_amount * grind_2_derisk_1_stakes[0] / (trade.leverage if self.is_futures_mode else 1.0)) < min_stake:
|
|
multi = min_stake / slice_amount / grind_2_derisk_1_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(grind_2_derisk_1_stakes):
|
|
grind_2_derisk_1_stakes[i] *= multi
|
|
grind_2_derisk_1_max_sub_grinds = len(grind_2_derisk_1_stakes)
|
|
grind_2_derisk_1_stop_grinds = (
|
|
self.grind_2_derisk_1_stop_grinds_futures if self.is_futures_mode else self.grind_2_derisk_1_stop_grinds_spot
|
|
)
|
|
grind_2_derisk_1_profit_threshold = (
|
|
self.grind_2_derisk_1_profit_threshold_futures
|
|
if self.is_futures_mode
|
|
else self.grind_2_derisk_1_profit_threshold_spot
|
|
)
|
|
|
|
partial_sell = False
|
|
is_derisk_found = False # d de-risk
|
|
is_derisk_1 = False
|
|
is_derisk_1_found = False # d1 de-risk exit
|
|
derisk_1_order = None
|
|
derisk_1_reentry_order = None
|
|
derisk_1_sub_grind_count = 0
|
|
derisk_1_total_amount = 0.0
|
|
derisk_1_total_cost = 0.0
|
|
derisk_1_current_open_rate = 0.0
|
|
derisk_1_current_grind_stake = 0.0
|
|
derisk_1_current_grind_stake_profit = 0.0
|
|
derisk_1_is_sell_found = False
|
|
derisk_1_reentry_found = False
|
|
derisk_1_buy_orders = []
|
|
derisk_1_distance_ratio = 0.0
|
|
grind_1_sub_grind_count = 0
|
|
grind_1_total_amount = 0.0
|
|
grind_1_total_cost = 0.0
|
|
grind_1_current_open_rate = 0.0
|
|
grind_1_current_grind_stake = 0.0
|
|
grind_1_current_grind_stake_profit = 0.0
|
|
grind_1_is_sell_found = False
|
|
grind_1_found = False
|
|
grind_1_buy_orders = []
|
|
grind_1_distance_ratio = 0.0
|
|
grind_2_sub_grind_count = 0
|
|
grind_2_total_amount = 0.0
|
|
grind_2_total_cost = 0.0
|
|
grind_2_current_open_rate = 0.0
|
|
grind_2_current_grind_stake = 0.0
|
|
grind_2_current_grind_stake_profit = 0.0
|
|
grind_2_is_sell_found = False
|
|
grind_2_found = False
|
|
grind_2_buy_orders = []
|
|
grind_2_distance_ratio = 0.0
|
|
grind_3_sub_grind_count = 0
|
|
grind_3_total_amount = 0.0
|
|
grind_3_total_cost = 0.0
|
|
grind_3_current_open_rate = 0.0
|
|
grind_3_current_grind_stake = 0.0
|
|
grind_3_current_grind_stake_profit = 0.0
|
|
grind_3_is_sell_found = False
|
|
grind_3_found = False
|
|
grind_3_buy_orders = []
|
|
grind_3_distance_ratio = 0.0
|
|
grind_4_sub_grind_count = 0
|
|
grind_4_total_amount = 0.0
|
|
grind_4_total_cost = 0.0
|
|
grind_4_current_open_rate = 0.0
|
|
grind_4_current_grind_stake = 0.0
|
|
grind_4_current_grind_stake_profit = 0.0
|
|
grind_4_is_sell_found = False
|
|
grind_4_found = False
|
|
grind_4_buy_orders = []
|
|
grind_4_distance_ratio = 0.0
|
|
grind_5_sub_grind_count = 0
|
|
grind_5_total_amount = 0.0
|
|
grind_5_total_cost = 0.0
|
|
grind_5_current_open_rate = 0.0
|
|
grind_5_current_grind_stake = 0.0
|
|
grind_5_current_grind_stake_profit = 0.0
|
|
grind_5_is_sell_found = False
|
|
grind_5_found = False
|
|
grind_5_buy_orders = []
|
|
grind_5_distance_ratio = 0.0
|
|
grind_6_sub_grind_count = 0
|
|
grind_6_total_amount = 0.0
|
|
grind_6_total_cost = 0.0
|
|
grind_6_current_open_rate = 0.0
|
|
grind_6_current_grind_stake = 0.0
|
|
grind_6_current_grind_stake_profit = 0.0
|
|
grind_6_is_sell_found = False
|
|
grind_6_found = False
|
|
grind_6_buy_orders = []
|
|
grind_6_distance_ratio = 0.0
|
|
grind_1_derisk_1_sub_grind_count = 0
|
|
grind_1_derisk_1_total_amount = 0.0
|
|
grind_1_derisk_1_total_cost = 0.0
|
|
grind_1_derisk_1_current_open_rate = 0.0
|
|
grind_1_derisk_1_current_grind_stake = 0.0
|
|
grind_1_derisk_1_current_grind_stake_profit = 0.0
|
|
grind_1_derisk_1_is_sell_found = False
|
|
grind_1_derisk_1_found = False
|
|
grind_1_derisk_1_buy_orders = []
|
|
grind_1_derisk_1_distance_ratio = 0.0
|
|
grind_2_derisk_1_sub_grind_count = 0
|
|
grind_2_derisk_1_total_amount = 0.0
|
|
grind_2_derisk_1_total_cost = 0.0
|
|
grind_2_derisk_1_current_open_rate = 0.0
|
|
grind_2_derisk_1_current_grind_stake = 0.0
|
|
grind_2_derisk_1_current_grind_stake_profit = 0.0
|
|
grind_2_derisk_1_is_sell_found = False
|
|
grind_2_derisk_1_found = False
|
|
grind_2_derisk_1_buy_orders = []
|
|
grind_2_derisk_1_distance_ratio = 0.0
|
|
for order in reversed(filled_orders):
|
|
if (order.ft_order_side == "buy") and (order is not filled_orders[0]):
|
|
order_tag = ""
|
|
if has_order_tags:
|
|
if order.ft_order_tag is not None:
|
|
order_tag = order.ft_order_tag
|
|
if not is_derisk_1 and order_tag == "d1":
|
|
derisk_1_sub_grind_count += 1
|
|
derisk_1_total_amount += order.safe_filled
|
|
derisk_1_total_cost += order.safe_filled * order.safe_price
|
|
derisk_1_buy_orders.append(order.id)
|
|
if not derisk_1_reentry_found and not is_derisk_1:
|
|
derisk_1_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
derisk_1_reentry_found = True
|
|
derisk_1_reentry_order = order
|
|
elif not grind_1_derisk_1_is_sell_found and order_tag == "dl1":
|
|
grind_1_derisk_1_sub_grind_count += 1
|
|
grind_1_derisk_1_total_amount += order.safe_filled
|
|
grind_1_derisk_1_total_cost += order.safe_filled * order.safe_price
|
|
grind_1_derisk_1_buy_orders.append(order.id)
|
|
if not grind_1_derisk_1_found:
|
|
grind_1_derisk_1_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_1_derisk_1_found = True
|
|
elif not grind_2_derisk_1_is_sell_found and order_tag == "dl2":
|
|
grind_2_derisk_1_sub_grind_count += 1
|
|
grind_2_derisk_1_total_amount += order.safe_filled
|
|
grind_2_derisk_1_total_cost += order.safe_filled * order.safe_price
|
|
grind_2_derisk_1_buy_orders.append(order.id)
|
|
if not grind_2_derisk_1_found:
|
|
grind_2_derisk_1_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_2_derisk_1_found = True
|
|
elif not grind_6_is_sell_found and order_tag == "gd6":
|
|
grind_6_sub_grind_count += 1
|
|
grind_6_total_amount += order.safe_filled
|
|
grind_6_total_cost += order.safe_filled * order.safe_price
|
|
grind_6_buy_orders.append(order.id)
|
|
if not grind_6_found:
|
|
grind_6_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_6_found = True
|
|
elif not grind_5_is_sell_found and order_tag == "gd5":
|
|
grind_5_sub_grind_count += 1
|
|
grind_5_total_amount += order.safe_filled
|
|
grind_5_total_cost += order.safe_filled * order.safe_price
|
|
grind_5_buy_orders.append(order.id)
|
|
if not grind_5_found:
|
|
grind_5_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_5_found = True
|
|
elif not grind_4_is_sell_found and order_tag == "gd4":
|
|
grind_4_sub_grind_count += 1
|
|
grind_4_total_amount += order.safe_filled
|
|
grind_4_total_cost += order.safe_filled * order.safe_price
|
|
grind_4_buy_orders.append(order.id)
|
|
if not grind_4_found:
|
|
grind_4_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_4_found = True
|
|
elif not grind_3_is_sell_found and order_tag == "gd3":
|
|
grind_3_sub_grind_count += 1
|
|
grind_3_total_amount += order.safe_filled
|
|
grind_3_total_cost += order.safe_filled * order.safe_price
|
|
grind_3_buy_orders.append(order.id)
|
|
if not grind_3_found:
|
|
grind_3_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_3_found = True
|
|
elif not grind_2_is_sell_found and order_tag == "gd2":
|
|
grind_2_sub_grind_count += 1
|
|
grind_2_total_amount += order.safe_filled
|
|
grind_2_total_cost += order.safe_filled * order.safe_price
|
|
grind_2_buy_orders.append(order.id)
|
|
if not grind_2_found:
|
|
grind_2_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_2_found = True
|
|
elif not grind_1_is_sell_found and order_tag not in [
|
|
"r",
|
|
"d1",
|
|
"dl1",
|
|
"dl2",
|
|
"g1",
|
|
"g2",
|
|
"g3",
|
|
"g4",
|
|
"g5",
|
|
"g6",
|
|
"sg1",
|
|
"sg2",
|
|
"sg3",
|
|
"sg4",
|
|
"sg5",
|
|
"sg6",
|
|
"gd2",
|
|
"gd3",
|
|
"gd4",
|
|
"gd5",
|
|
"gd6",
|
|
"gm0",
|
|
"gmd0",
|
|
]:
|
|
grind_1_sub_grind_count += 1
|
|
grind_1_total_amount += order.safe_filled
|
|
grind_1_total_cost += order.safe_filled * order.safe_price
|
|
grind_1_buy_orders.append(order.id)
|
|
if not grind_1_found:
|
|
grind_1_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_1_found = True
|
|
elif order.ft_order_side == "sell":
|
|
if (
|
|
order is filled_exits[-1]
|
|
and (order.safe_remaining * exit_rate / (trade.leverage if self.is_futures_mode else 1.0)) > min_stake
|
|
):
|
|
partial_sell = True
|
|
break
|
|
order_tag = ""
|
|
if has_order_tags:
|
|
if order.ft_order_tag is not None:
|
|
sell_order_tag = order.ft_order_tag
|
|
order_mode = sell_order_tag.split(" ", 1)
|
|
if len(order_mode) > 0:
|
|
order_tag = order_mode[0]
|
|
if order_tag in ["dl1", "ddl1"]:
|
|
grind_1_derisk_1_is_sell_found = True
|
|
elif order_tag in ["dl2", "ddl2"]:
|
|
grind_2_derisk_1_is_sell_found = True
|
|
elif order_tag in ["gd6", "dd6"]:
|
|
grind_6_is_sell_found = True
|
|
elif order_tag in ["gd5", "dd5"]:
|
|
grind_5_is_sell_found = True
|
|
if order_tag in ["gd4", "dd4"]:
|
|
grind_4_is_sell_found = True
|
|
elif order_tag in ["gd3", "dd3"]:
|
|
grind_3_is_sell_found = True
|
|
elif order_tag in ["gd2", "dd2"]:
|
|
grind_2_is_sell_found = True
|
|
elif order_tag in ["d1"]:
|
|
if not is_derisk_1_found:
|
|
is_derisk_1_found = True
|
|
is_derisk_1 = True
|
|
derisk_1_order = order
|
|
elif order_tag in ["p", "r", "d", "dd0", "partial_exit", "force_exit", ""]:
|
|
if order_tag in ["d"]:
|
|
is_derisk_found = True
|
|
is_derisk = True
|
|
grind_1_is_sell_found = True
|
|
grind_2_is_sell_found = True
|
|
grind_3_is_sell_found = True
|
|
grind_4_is_sell_found = True
|
|
grind_5_is_sell_found = True
|
|
grind_6_is_sell_found = True
|
|
grind_1_derisk_1_is_sell_found = True
|
|
grind_2_derisk_1_is_sell_found = True
|
|
elif order_tag not in [
|
|
"dl1",
|
|
"ddl1",
|
|
"dl2",
|
|
"ddl2",
|
|
"g1",
|
|
"g2",
|
|
"g3",
|
|
"g4",
|
|
"g5",
|
|
"g6",
|
|
"sg1",
|
|
"sg2",
|
|
"sg3",
|
|
"sg4",
|
|
"sg5",
|
|
"sg6",
|
|
"gd2",
|
|
"gd3",
|
|
"gd4",
|
|
"gd5",
|
|
"gd6",
|
|
"dd2",
|
|
"dd3",
|
|
"dd4",
|
|
"dd5",
|
|
"dd6",
|
|
"gm0",
|
|
"gmd0",
|
|
]:
|
|
grind_1_is_sell_found = True
|
|
|
|
if derisk_1_sub_grind_count > 0:
|
|
derisk_1_current_open_rate = derisk_1_total_cost / derisk_1_total_amount
|
|
derisk_1_current_grind_stake = derisk_1_total_amount * exit_rate * (1 - trade.fee_close)
|
|
derisk_1_current_grind_stake_profit = derisk_1_current_grind_stake - derisk_1_total_cost
|
|
if grind_1_sub_grind_count > 0:
|
|
grind_1_current_open_rate = grind_1_total_cost / grind_1_total_amount
|
|
grind_1_current_grind_stake = grind_1_total_amount * exit_rate * (1 - trade.fee_close)
|
|
grind_1_current_grind_stake_profit = grind_1_current_grind_stake - grind_1_total_cost
|
|
if grind_2_sub_grind_count > 0:
|
|
grind_2_current_open_rate = grind_2_total_cost / grind_2_total_amount
|
|
grind_2_current_grind_stake = grind_2_total_amount * exit_rate * (1 - trade.fee_close)
|
|
grind_2_current_grind_stake_profit = grind_2_current_grind_stake - grind_2_total_cost
|
|
if grind_3_sub_grind_count > 0:
|
|
grind_3_current_open_rate = grind_3_total_cost / grind_3_total_amount
|
|
grind_3_current_grind_stake = grind_3_total_amount * exit_rate * (1 - trade.fee_close)
|
|
grind_3_current_grind_stake_profit = grind_3_current_grind_stake - grind_3_total_cost
|
|
if grind_4_sub_grind_count > 0:
|
|
grind_4_current_open_rate = grind_4_total_cost / grind_4_total_amount
|
|
grind_4_current_grind_stake = grind_4_total_amount * exit_rate * (1 - trade.fee_close)
|
|
grind_4_current_grind_stake_profit = grind_4_current_grind_stake - grind_4_total_cost
|
|
if grind_5_sub_grind_count > 0:
|
|
grind_5_current_open_rate = grind_5_total_cost / grind_5_total_amount
|
|
grind_5_current_grind_stake = grind_5_total_amount * exit_rate * (1 - trade.fee_close)
|
|
grind_5_current_grind_stake_profit = grind_5_current_grind_stake - grind_5_total_cost
|
|
if grind_6_sub_grind_count > 0:
|
|
grind_6_current_open_rate = grind_6_total_cost / grind_6_total_amount
|
|
grind_6_current_grind_stake = grind_6_total_amount * exit_rate * (1 - trade.fee_close)
|
|
grind_6_current_grind_stake_profit = grind_6_current_grind_stake - grind_6_total_cost
|
|
if grind_1_derisk_1_sub_grind_count > 0:
|
|
grind_1_derisk_1_current_open_rate = grind_1_derisk_1_total_cost / grind_1_derisk_1_total_amount
|
|
grind_1_derisk_1_current_grind_stake = grind_1_derisk_1_total_amount * exit_rate * (1 - trade.fee_close)
|
|
grind_1_derisk_1_current_grind_stake_profit = grind_1_derisk_1_current_grind_stake - grind_1_derisk_1_total_cost
|
|
if grind_2_derisk_1_sub_grind_count > 0:
|
|
grind_2_derisk_1_current_open_rate = grind_2_derisk_1_total_cost / grind_2_derisk_1_total_amount
|
|
grind_2_derisk_1_current_grind_stake = grind_2_derisk_1_total_amount * exit_rate * (1 - trade.fee_close)
|
|
grind_2_derisk_1_current_grind_stake_profit = grind_2_derisk_1_current_grind_stake - grind_2_derisk_1_total_cost
|
|
|
|
num_open_grinds = (
|
|
grind_1_sub_grind_count
|
|
+ grind_2_sub_grind_count
|
|
+ grind_3_sub_grind_count
|
|
+ grind_4_sub_grind_count
|
|
+ grind_5_sub_grind_count
|
|
+ grind_6_sub_grind_count
|
|
+ grind_1_derisk_1_sub_grind_count
|
|
+ grind_2_derisk_1_sub_grind_count
|
|
)
|
|
grinds_total_stake_profit = (
|
|
derisk_1_current_grind_stake_profit
|
|
+ grind_1_derisk_1_current_grind_stake_profit
|
|
+ grind_2_derisk_1_current_grind_stake_profit
|
|
+ grind_1_current_grind_stake_profit
|
|
+ grind_2_current_grind_stake_profit
|
|
+ grind_3_current_grind_stake_profit
|
|
+ grind_4_current_grind_stake_profit
|
|
+ grind_5_current_grind_stake_profit
|
|
+ grind_6_current_grind_stake_profit
|
|
)
|
|
grinds_total_amount = (
|
|
derisk_1_total_amount
|
|
+ grind_1_derisk_1_total_amount
|
|
+ grind_2_derisk_1_total_amount
|
|
+ grind_1_total_amount
|
|
+ grind_2_total_amount
|
|
+ grind_3_total_amount
|
|
+ grind_4_total_amount
|
|
+ grind_5_total_amount
|
|
+ grind_6_total_amount
|
|
)
|
|
|
|
# Sell remaining if partial fill on exit
|
|
if partial_sell:
|
|
order = filled_exits[-1]
|
|
sell_amount = order.safe_remaining * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Exit (remaining) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {order.safe_remaining} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
order_tag = "p"
|
|
if has_order_tags:
|
|
if order.ft_order_tag is not None:
|
|
order_tag = order.ft_order_tag
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
if is_grind_mode and (
|
|
(filled_entries[0].safe_filled * (trade.stake_amount / trade.amount) - (min_stake * 1.5)) > min_stake
|
|
):
|
|
is_first_entry_exit_found = False
|
|
for order in filled_orders:
|
|
if order.ft_order_side == "sell":
|
|
order_tag = ""
|
|
if has_order_tags:
|
|
if order.ft_order_tag is not None:
|
|
sell_order_tag = order.ft_order_tag
|
|
order_mode = sell_order_tag.split(" ", 1)
|
|
if len(order_mode) > 0:
|
|
order_tag = order_mode[0]
|
|
else:
|
|
# no order tag support, assume the first exit is for the first buy
|
|
is_first_entry_exit_found = True
|
|
if order_tag in ["gm0", "gmd0"]:
|
|
is_first_entry_exit_found = True
|
|
break
|
|
if not is_first_entry_exit_found:
|
|
first_entry = filled_entries[0]
|
|
first_entry_distance_ratio = (exit_rate - first_entry.safe_price) / first_entry.safe_price
|
|
# First entry exit
|
|
if first_entry_distance_ratio > (
|
|
(self.grind_mode_first_entry_profit_threshold_spot + fee_open_rate + fee_close_rate)
|
|
if self.is_futures_mode
|
|
else (self.grind_mode_first_entry_profit_threshold_spot + fee_open_rate + fee_close_rate)
|
|
):
|
|
sell_amount = first_entry.safe_filled * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = (exit_rate - first_entry.safe_price) / first_entry.safe_price
|
|
coin_amount = sell_amount / exit_rate
|
|
self.dp.send_msg(
|
|
f"Grinding exit (gm0) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {coin_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (gm0) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {coin_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gm0"
|
|
for grind_entry_id in grind_1_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
# First entry de-risk
|
|
if first_entry_distance_ratio < (
|
|
self.grind_mode_first_entry_stop_threshold_spot
|
|
if self.is_futures_mode
|
|
else self.grind_mode_first_entry_stop_threshold_spot
|
|
):
|
|
sell_amount = first_entry.safe_filled * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = (exit_rate - first_entry.safe_price) / first_entry.safe_price
|
|
coin_amount = sell_amount / exit_rate
|
|
self.dp.send_msg(
|
|
f"Grinding de-risk (gmd0) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {coin_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding de-risk (gmd0) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {coin_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gmd0"
|
|
for grind_entry_id in grind_1_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
is_long_grind_entry = self.long_grind_entry(last_candle, previous_candle, slice_profit, True)
|
|
|
|
# Grinding derisk 1
|
|
# Buy
|
|
if (
|
|
has_order_tags
|
|
and is_derisk_1
|
|
and not derisk_1_reentry_found
|
|
and (not partial_sell)
|
|
and (grind_1_derisk_1_sub_grind_count < grind_1_derisk_1_max_sub_grinds)
|
|
):
|
|
if (
|
|
(
|
|
(
|
|
(grind_1_derisk_1_sub_grind_count > 0)
|
|
and grind_1_derisk_1_distance_ratio < grind_1_derisk_1_sub_thresholds[grind_1_derisk_1_sub_grind_count]
|
|
)
|
|
or ((is_derisk or is_derisk_calc) and grind_1_derisk_1_sub_grind_count == 0)
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit < -0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit < -0.06)
|
|
)
|
|
# and ((num_open_grinds == 0) or (slice_profit < -0.03))
|
|
and (
|
|
is_long_grind_entry
|
|
or (
|
|
(grind_1_derisk_1_sub_grind_count > 0)
|
|
and (
|
|
is_long_grind_entry
|
|
or (
|
|
(last_candle["RSI_3"] > 6.0)
|
|
and (last_candle["AROONU_14_15m"] < 25.0)
|
|
and (last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["close"] < (last_candle["EMA_26"] * 0.994))
|
|
)
|
|
)
|
|
)
|
|
)
|
|
):
|
|
buy_amount = (
|
|
slice_amount
|
|
* grind_1_derisk_1_stakes[grind_1_derisk_1_sub_grind_count]
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_1_derisk_1_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_1_derisk_1_current_open_rate) / grind_1_derisk_1_current_open_rate
|
|
grind_profit_stake = grind_1_derisk_1_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (dl1) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_derisk_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (dl1) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_derisk_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "dl1"
|
|
if has_order_tags:
|
|
return buy_amount, order_tag
|
|
else:
|
|
return buy_amount
|
|
|
|
# Sell
|
|
if grind_1_derisk_1_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_1_derisk_1_current_open_rate) / grind_1_derisk_1_current_open_rate
|
|
if grind_profit > (grind_1_derisk_1_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_1_derisk_1_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (dl1) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_derisk_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (dl1) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_derisk_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "dl1"
|
|
for grind_entry_id in grind_1_derisk_1_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grind stop
|
|
if (
|
|
(grind_1_derisk_1_sub_grind_count > 0)
|
|
# and (
|
|
# ((exit_rate - grind_1_derisk_1_current_open_rate) / grind_1_derisk_1_current_open_rate)
|
|
# < grind_1_derisk_1_stop_grinds
|
|
# )
|
|
and (grind_1_derisk_1_current_grind_stake_profit < (slice_amount * grind_1_derisk_1_stop_grinds))
|
|
and (is_derisk or is_derisk_calc)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell_amount = grind_1_derisk_1_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_1_derisk_1_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
((exit_rate - grind_1_derisk_1_current_open_rate) / grind_1_derisk_1_current_open_rate)
|
|
if grind_1_derisk_1_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (ddl1) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_derisk_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (ddl1) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_derisk_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "ddl1"
|
|
for grind_entry_id in grind_1_derisk_1_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grinding derisk 2
|
|
# Buy
|
|
if (
|
|
has_order_tags
|
|
and is_derisk_1
|
|
and not derisk_1_reentry_found
|
|
and (not partial_sell)
|
|
and (grind_2_derisk_1_sub_grind_count < grind_2_derisk_1_max_sub_grinds)
|
|
):
|
|
if (
|
|
(
|
|
(
|
|
(grind_2_derisk_1_sub_grind_count > 0)
|
|
and grind_2_derisk_1_distance_ratio < grind_2_derisk_1_sub_thresholds[grind_2_derisk_1_sub_grind_count]
|
|
)
|
|
or ((is_derisk or is_derisk_calc) and grind_2_derisk_1_sub_grind_count == 0)
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit < -0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit < -0.06)
|
|
)
|
|
# and ((num_open_grinds == 0) or (slice_profit < -0.03))
|
|
and (
|
|
is_long_grind_entry
|
|
or (
|
|
(grind_2_derisk_1_sub_grind_count > 0)
|
|
and (
|
|
is_long_grind_entry
|
|
or (
|
|
(last_candle["RSI_3"] > 6.0)
|
|
and (last_candle["AROONU_14_15m"] < 25.0)
|
|
and (last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["close"] < (last_candle["EMA_26"] * 0.994))
|
|
)
|
|
)
|
|
)
|
|
)
|
|
):
|
|
buy_amount = (
|
|
slice_amount
|
|
* grind_2_derisk_1_stakes[grind_2_derisk_1_sub_grind_count]
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_2_derisk_1_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_2_derisk_1_current_open_rate) / grind_2_derisk_1_current_open_rate
|
|
grind_profit_stake = grind_2_derisk_1_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (dl2) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_2_derisk_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (dl2) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_2_derisk_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "dl2"
|
|
if has_order_tags:
|
|
return buy_amount, order_tag
|
|
else:
|
|
return buy_amount
|
|
|
|
# Sell
|
|
if grind_2_derisk_1_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_2_derisk_1_current_open_rate) / grind_2_derisk_1_current_open_rate
|
|
if grind_profit > (grind_2_derisk_1_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_2_derisk_1_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (dl2) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_derisk_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (dl2) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_derisk_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "dl2"
|
|
for grind_entry_id in grind_2_derisk_1_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grind stop
|
|
if (
|
|
(grind_2_derisk_1_sub_grind_count > 0)
|
|
# and (
|
|
# ((exit_rate - grind_2_derisk_1_current_open_rate) / grind_2_derisk_1_current_open_rate)
|
|
# < grind_2_derisk_1_stop_grinds
|
|
# )
|
|
and (grind_2_derisk_1_current_grind_stake_profit < (slice_amount * grind_2_derisk_1_stop_grinds))
|
|
and (is_derisk or is_derisk_calc)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell_amount = grind_2_derisk_1_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_2_derisk_1_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
((exit_rate - grind_2_derisk_1_current_open_rate) / grind_2_derisk_1_current_open_rate)
|
|
if grind_2_derisk_1_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (ddl2) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_derisk_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (ddl2) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_derisk_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "ddl2"
|
|
for grind_entry_id in grind_2_derisk_1_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grinding 1
|
|
# Buy
|
|
if (not partial_sell) and (grind_1_sub_grind_count < grind_1_max_sub_grinds):
|
|
if (
|
|
(
|
|
((grind_1_sub_grind_count > 0) and grind_1_distance_ratio < grind_1_sub_thresholds[grind_1_sub_grind_count])
|
|
or ((is_derisk or is_derisk_calc) and grind_1_sub_grind_count == 0)
|
|
or (is_grind_mode and grind_1_sub_grind_count == 0)
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit < -0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit < -0.06)
|
|
)
|
|
# and ((num_open_grinds == 0) or (slice_profit < -0.03))
|
|
and is_long_grind_entry
|
|
):
|
|
buy_amount = (
|
|
slice_amount * grind_1_stakes[grind_1_sub_grind_count] / (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_1_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate
|
|
grind_profit_stake = grind_1_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (gd1) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (gd1) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd1"
|
|
if has_order_tags:
|
|
return buy_amount, order_tag
|
|
else:
|
|
return buy_amount
|
|
|
|
if (
|
|
self.is_futures_mode
|
|
and has_order_tags
|
|
and (not partial_sell)
|
|
and slice_profit < (-0.65 / trade.leverage)
|
|
and (is_derisk or is_derisk_calc or is_grind_mode)
|
|
and (grind_1_sub_grind_count < grind_1_max_sub_grinds)
|
|
):
|
|
buy_amount = (
|
|
slice_amount * grind_1_stakes[grind_1_sub_grind_count] / (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_1_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate
|
|
grind_profit_stake = grind_1_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (gd1) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (gd1) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd1"
|
|
if has_order_tags:
|
|
return buy_amount, order_tag
|
|
else:
|
|
return buy_amount
|
|
|
|
# Sell
|
|
if grind_1_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate
|
|
if grind_profit > (grind_1_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_1_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (gd1) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (gd1) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd1"
|
|
for grind_entry_id in grind_1_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_1_sub_grind_count > 0)
|
|
# and (((exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate) < grind_1_stop_grinds)
|
|
and (grind_1_current_grind_stake_profit < (slice_amount * grind_1_stop_grinds))
|
|
and (is_derisk or is_derisk_calc or is_grind_mode)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell_amount = grind_1_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_1_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
((exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate)
|
|
if grind_1_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (dd1) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (dd1) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "dd1"
|
|
for grind_entry_id in grind_1_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grinding 2
|
|
# Buy
|
|
if has_order_tags and (not partial_sell) and (grind_2_sub_grind_count < grind_2_max_sub_grinds):
|
|
if (
|
|
(
|
|
((grind_2_sub_grind_count > 0) and grind_2_distance_ratio < grind_2_sub_thresholds[grind_2_sub_grind_count])
|
|
or ((is_derisk or is_derisk_calc) and grind_2_sub_grind_count == 0)
|
|
or (is_grind_mode and grind_2_sub_grind_count == 0)
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit < -0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit < -0.06)
|
|
)
|
|
# and ((num_open_grinds == 0) or (slice_profit < -0.03))
|
|
and is_long_grind_entry
|
|
):
|
|
buy_amount = (
|
|
slice_amount * grind_2_stakes[grind_2_sub_grind_count] / (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_2_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate
|
|
grind_profit_stake = grind_2_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (gd2) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_2_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (gd2) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_2_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd2"
|
|
if has_order_tags:
|
|
return buy_amount, order_tag
|
|
else:
|
|
return buy_amount
|
|
|
|
# Sell
|
|
if grind_2_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate
|
|
if grind_profit > (grind_2_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_2_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (gd2) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (gd2) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd2"
|
|
for grind_entry_id in grind_2_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_2_sub_grind_count > 0)
|
|
# and (((exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate) < grind_2_stop_grinds)
|
|
and (grind_2_current_grind_stake_profit < (slice_amount * grind_2_stop_grinds))
|
|
and (is_derisk or is_derisk_calc or is_grind_mode)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell_amount = grind_2_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_2_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
((exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate)
|
|
if grind_2_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (dd2) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (dd2) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "dd2"
|
|
for grind_entry_id in grind_2_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grinding 3
|
|
# Buy
|
|
if has_order_tags and (not partial_sell) and (grind_3_sub_grind_count < grind_3_max_sub_grinds):
|
|
if (
|
|
(
|
|
((grind_3_sub_grind_count > 0) and grind_3_distance_ratio < grind_3_sub_thresholds[grind_3_sub_grind_count])
|
|
or ((is_derisk or is_derisk_calc) and grind_3_sub_grind_count == 0)
|
|
or (is_grind_mode and grind_3_sub_grind_count == 0)
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit < -0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit < -0.06)
|
|
)
|
|
# and ((num_open_grinds == 0) or (slice_profit < -0.03))
|
|
and is_long_grind_entry
|
|
):
|
|
buy_amount = (
|
|
slice_amount * grind_3_stakes[grind_3_sub_grind_count] / (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_3_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate
|
|
grind_profit_stake = grind_3_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (gd3) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_3_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (gd3) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_3_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd3"
|
|
if has_order_tags:
|
|
return buy_amount, order_tag
|
|
else:
|
|
return buy_amount
|
|
|
|
# Sell
|
|
if grind_3_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate
|
|
if grind_profit > (grind_3_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_3_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (gd3) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (gd3) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd3"
|
|
for grind_entry_id in grind_3_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_3_sub_grind_count > 0)
|
|
# and (((exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate) < grind_3_stop_grinds)
|
|
and (grind_3_current_grind_stake_profit < (slice_amount * grind_3_stop_grinds))
|
|
and (is_derisk or is_derisk_calc or is_grind_mode)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell_amount = grind_3_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_3_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
((exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate)
|
|
if grind_3_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (dd3) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (dd3) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "dd3"
|
|
for grind_entry_id in grind_3_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grinding 4
|
|
# Buy
|
|
if has_order_tags and (not partial_sell) and (grind_4_sub_grind_count < grind_4_max_sub_grinds):
|
|
if (
|
|
(
|
|
((grind_4_sub_grind_count > 0) and grind_4_distance_ratio < grind_4_sub_thresholds[grind_4_sub_grind_count])
|
|
or ((is_derisk or is_derisk_calc) and grind_4_sub_grind_count == 0)
|
|
or (is_grind_mode and grind_4_sub_grind_count == 0)
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit < -0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit < -0.06)
|
|
)
|
|
# and ((num_open_grinds == 0) or (slice_profit < -0.03))
|
|
and (
|
|
(is_long_grind_entry)
|
|
or (
|
|
(slice_profit < -0.04)
|
|
and (last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["RSI_3"] > 10.0)
|
|
and (last_candle["RSI_3_15m"] > 10.0)
|
|
and (last_candle["RSI_3_1h"] > 15.0)
|
|
and (last_candle["RSI_3_4h"] > 15.0)
|
|
and (last_candle["AROONU_14"] < 25.0)
|
|
and (last_candle["close"] < (last_candle["EMA_20"] * 0.988))
|
|
)
|
|
)
|
|
):
|
|
buy_amount = (
|
|
slice_amount * grind_4_stakes[grind_4_sub_grind_count] / (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_4_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate
|
|
grind_profit_stake = grind_4_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (gd4) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_4_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (gd4) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_4_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd4"
|
|
if has_order_tags:
|
|
return buy_amount, order_tag
|
|
else:
|
|
return buy_amount
|
|
|
|
# Sell
|
|
if grind_4_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate
|
|
if grind_profit > (grind_4_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_4_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (gd4) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (gd4) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd4"
|
|
for grind_entry_id in grind_4_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_4_sub_grind_count > 0)
|
|
# and (((exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate) < grind_4_stop_grinds)
|
|
and (grind_4_current_grind_stake_profit < (slice_amount * grind_4_stop_grinds))
|
|
and (is_derisk or is_derisk_calc or is_grind_mode)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell_amount = grind_4_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_4_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
((exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate)
|
|
if grind_4_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (dd4) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (dd4) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "dd4"
|
|
for grind_entry_id in grind_4_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grinding 5
|
|
# Buy
|
|
if has_order_tags and (not partial_sell) and (grind_5_sub_grind_count < grind_5_max_sub_grinds):
|
|
if (
|
|
(
|
|
((grind_5_sub_grind_count > 0) and grind_5_distance_ratio < grind_5_sub_thresholds[grind_5_sub_grind_count])
|
|
or ((is_derisk or is_derisk_calc) and grind_5_sub_grind_count == 0)
|
|
or (is_grind_mode and grind_5_sub_grind_count == 0)
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit < -0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit < -0.06)
|
|
)
|
|
# and ((num_open_grinds == 0) or (slice_profit < -0.03))
|
|
and is_long_grind_entry
|
|
):
|
|
buy_amount = (
|
|
slice_amount * grind_5_stakes[grind_5_sub_grind_count] / (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_5_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate
|
|
grind_profit_stake = grind_5_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (gd5) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_5_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (gd5) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_5_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd5"
|
|
if has_order_tags:
|
|
return buy_amount, order_tag
|
|
else:
|
|
return buy_amount
|
|
|
|
# Sell
|
|
if grind_5_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate
|
|
if grind_profit > (grind_5_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_5_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (gd5) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (gd5) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd5"
|
|
for grind_entry_id in grind_5_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_5_sub_grind_count > 0)
|
|
# and (((exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate) < grind_5_stop_grinds)
|
|
and (grind_5_current_grind_stake_profit < (slice_amount * grind_5_stop_grinds))
|
|
and (is_derisk or is_derisk_calc or is_grind_mode)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell_amount = grind_5_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_5_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
((exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate)
|
|
if grind_5_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (dd5) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (dd5) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "dd5"
|
|
for grind_entry_id in grind_5_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grinding 6
|
|
# Buy
|
|
if has_order_tags and (not partial_sell) and (grind_6_sub_grind_count < grind_6_max_sub_grinds):
|
|
if (
|
|
(
|
|
((grind_6_sub_grind_count > 0) and grind_6_distance_ratio < grind_6_sub_thresholds[grind_6_sub_grind_count])
|
|
or ((is_derisk or is_derisk_calc) and grind_6_sub_grind_count == 0)
|
|
or (is_grind_mode and grind_6_sub_grind_count == 0)
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit < -0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit < -0.06)
|
|
)
|
|
# and ((num_open_grinds == 0) or (slice_profit < -0.03))
|
|
and (
|
|
(is_long_grind_entry)
|
|
or (
|
|
(last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["RSI_3"] > 10.0)
|
|
and (last_candle["RSI_3_15m"] > 10.0)
|
|
and (last_candle["RSI_3_1h"] > 10.0)
|
|
and (last_candle["RSI_3_4h"] > 10.0)
|
|
and (last_candle["AROONU_14"] < 25.0)
|
|
and (last_candle["close"] < (last_candle["EMA_20"] * 0.988))
|
|
)
|
|
)
|
|
):
|
|
buy_amount = (
|
|
slice_amount * grind_6_stakes[grind_6_sub_grind_count] / (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_6_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_6_current_open_rate) / grind_6_current_open_rate
|
|
grind_profit_stake = grind_6_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (gd6) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_6_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (gd6) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_6_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd6"
|
|
if has_order_tags:
|
|
return buy_amount, order_tag
|
|
else:
|
|
return buy_amount
|
|
|
|
# Sell
|
|
if grind_6_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_6_current_open_rate) / grind_6_current_open_rate
|
|
if grind_profit > (grind_6_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_6_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (gd6) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_6_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (gd6) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_6_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd6"
|
|
for grind_entry_id in grind_6_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_6_sub_grind_count > 0)
|
|
# and (((exit_rate - grind_6_current_open_rate) / grind_6_current_open_rate) < grind_6_stop_grinds)
|
|
and (grind_6_current_grind_stake_profit < (slice_amount * grind_6_stop_grinds))
|
|
and (is_derisk or is_derisk_calc or is_grind_mode)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell_amount = grind_6_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_6_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
((exit_rate - grind_6_current_open_rate) / grind_6_current_open_rate)
|
|
if grind_6_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (dd6) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_6_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (dd6) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_6_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "dd6"
|
|
for grind_entry_id in grind_6_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# De-risk 1 reentry
|
|
if (
|
|
is_derisk_1
|
|
and not derisk_1_reentry_found
|
|
and derisk_1_order is not None
|
|
and (
|
|
((current_rate - derisk_1_order.safe_price) / derisk_1_order.safe_price)
|
|
< (
|
|
self.regular_mode_derisk_1_reentry_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_derisk_1_reentry_spot
|
|
)
|
|
)
|
|
):
|
|
if (
|
|
(current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit < -0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit < -0.06)
|
|
)
|
|
# and ((num_open_grinds == 0) or (slice_profit < -0.03))
|
|
and (
|
|
# (last_candle["protections_long_rebuy"] == True)
|
|
# and (last_candle["protections_long_global"] == True)
|
|
(last_candle["global_protections_long_pump"] == True)
|
|
and (last_candle["global_protections_long_dump"] == True)
|
|
)
|
|
and is_long_grind_entry
|
|
):
|
|
buy_amount = derisk_1_order.safe_filled * derisk_1_order.safe_price
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if derisk_1_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - derisk_1_current_open_rate) / derisk_1_current_open_rate
|
|
grind_profit_stake = derisk_1_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Re-entry (d1) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({derisk_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Re-entry (d1) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({derisk_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "d1"
|
|
if has_order_tags:
|
|
return buy_amount, order_tag
|
|
else:
|
|
return buy_amount
|
|
|
|
# De-risk level 1
|
|
if (
|
|
has_order_tags
|
|
# and not is_derisk_1
|
|
and derisk_1_reentry_found
|
|
and derisk_1_reentry_order is not None
|
|
# and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 4, 5) or is_backtest)
|
|
and derisk_1_distance_ratio
|
|
< (
|
|
(
|
|
self.regular_mode_derisk_1_reentry_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_derisk_1_reentry_spot
|
|
)
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
):
|
|
sell_amount = derisk_1_reentry_order.safe_filled * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
self.dp.send_msg(
|
|
f"De-risk (d1) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"De-risk (d1) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
return -ft_sell_amount, "d1"
|
|
|
|
# # De-risk
|
|
# if (
|
|
# not is_derisk_found
|
|
# and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 2, 5) or is_backtest)
|
|
# and profit_stake
|
|
# < (
|
|
# slice_amount
|
|
# * (
|
|
# (self.regular_mode_derisk_futures if self.is_futures_mode else self.regular_mode_derisk_spot)
|
|
# if (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 4, 16) or is_backtest)
|
|
# else (self.regular_mode_derisk_futures_old if self.is_futures_mode else self.regular_mode_derisk_spot_old)
|
|
# )
|
|
# # / (trade.leverage if self.is_futures_mode else 1.0)
|
|
# )
|
|
# ):
|
|
# sell_amount = trade.amount * exit_rate / trade.leverage
|
|
# if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
# sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
# ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
# if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
# grind_profit = 0.0
|
|
# self.dp.send_msg(
|
|
# f"De-risk [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
# )
|
|
# log.info(
|
|
# f"De-risk [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
# )
|
|
# return -ft_sell_amount, "d", is_derisk
|
|
|
|
# # De-risk
|
|
# if (num_open_grinds > 0) and (
|
|
# grinds_total_stake_profit
|
|
# < (slice_amount * (self.grinds_stop_futures if self.is_futures_mode else self.grinds_stop_spot))
|
|
# ):
|
|
# sell_amount = grinds_total_amount * exit_rate / trade.leverage
|
|
# if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
# sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
# ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
# if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
# self.dp.send_msg(
|
|
# f"De-risk (dd0) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
# )
|
|
# log.info(
|
|
# f"De-risk (dd0) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
# )
|
|
# order_tag = "dd0"
|
|
# for grind_entry_id in (
|
|
# grind_1_buy_orders
|
|
# + grind_2_buy_orders
|
|
# + grind_3_buy_orders
|
|
# + grind_4_buy_orders
|
|
# + grind_5_buy_orders
|
|
# + grind_6_buy_orders
|
|
# + grind_1_derisk_1_buy_orders
|
|
# + grind_2_derisk_1_buy_orders
|
|
# ):
|
|
# order_tag += " " + str(grind_entry_id)
|
|
# if has_order_tags:
|
|
# return -ft_sell_amount, order_tag
|
|
# else:
|
|
# return -ft_sell_amount
|
|
|
|
return None
|
|
|
|
# Long Grinding Entry
|
|
# ---------------------------------------------------------------------------------------------
|
|
def long_grind_entry(
|
|
self, last_candle: Series, previous_candle: Series, slice_profit: float, is_derisk: bool
|
|
) -> float:
|
|
if (
|
|
(last_candle["protections_long_global"] == True)
|
|
and (last_candle["protections_long_rebuy"] == True)
|
|
and (last_candle["global_protections_long_pump"] == True)
|
|
and (last_candle["global_protections_long_dump"] == True)
|
|
and (
|
|
(last_candle["enter_long"] == True)
|
|
or (
|
|
(last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["RSI_3"] > 10.0)
|
|
and (last_candle["RSI_3_15m"] > 10.0)
|
|
and (last_candle["AROONU_14"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
and (last_candle["close"] < (last_candle["EMA_16"] * 0.988))
|
|
)
|
|
or (
|
|
(last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["RSI_3_15m"] > 5.0)
|
|
and (last_candle["RSI_3_1h"] > 5.0)
|
|
and (last_candle["RSI_3_4h"] > 5.0)
|
|
and (last_candle["EMA_26"] > last_candle["EMA_12"])
|
|
and ((last_candle["EMA_26"] - last_candle["EMA_12"]) > (last_candle["open"] * 0.030))
|
|
and ((previous_candle["EMA_26"] - previous_candle["EMA_12"]) > (last_candle["open"] / 100.0))
|
|
)
|
|
or (
|
|
(last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["RSI_3"] > 5.0)
|
|
and (last_candle["RSI_3_15m"] > 10.0)
|
|
and (last_candle["RSI_3_1h"] > 10.0)
|
|
and (last_candle["RSI_3_4h"] > 10.0)
|
|
and (last_candle["EMA_26"] > last_candle["EMA_12"])
|
|
and ((last_candle["EMA_26"] - last_candle["EMA_12"]) > (last_candle["open"] * 0.020))
|
|
and ((previous_candle["EMA_26"] - previous_candle["EMA_12"]) > (last_candle["open"] / 100.0))
|
|
)
|
|
or (
|
|
(last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["RSI_3"] > 16.0)
|
|
and (last_candle["AROONU_14_15m"] < 25.0)
|
|
and (last_candle["close"] < (last_candle["EMA_12"] * 0.984))
|
|
)
|
|
or (
|
|
(last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["RSI_3_15m"] > 10.0)
|
|
and (last_candle["RSI_3_1h"] > 10.0)
|
|
and (last_candle["RSI_3_4h"] > 10.0)
|
|
and (last_candle["AROONU_14_1h"] > last_candle["AROOND_14_1h"])
|
|
and (last_candle["AROONU_14_4h"] > last_candle["AROOND_14_4h"])
|
|
and (last_candle["close"] < (last_candle["EMA_26"] * 0.978))
|
|
and (last_candle["close"] < (last_candle["BBL_20_2.0"] * 0.999))
|
|
)
|
|
or (
|
|
(last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["RSI_3_1h"] > 20.0)
|
|
and (last_candle["RSI_3_4h"] > 20.0)
|
|
and (last_candle["RSI_14_1h"] < 80.0)
|
|
and (last_candle["RSI_14_4h"] < 60.0)
|
|
and (last_candle["AROONU_14"] > last_candle["AROOND_14"])
|
|
and (previous_candle["AROONU_14"] < previous_candle["AROOND_14"])
|
|
)
|
|
or (
|
|
(last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["RSI_3_15m"] > 15.0)
|
|
and (last_candle["RSI_3_1h"] > 20.0)
|
|
and (last_candle["RSI_3_4h"] > 20.0)
|
|
and (last_candle["RSI_14_1h"] < 80.0)
|
|
and (last_candle["RSI_14_4h"] < 60.0)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15"] > last_candle["KSTs_9"])
|
|
and (previous_candle["KST_10_15_20_30_10_10_10_15"] < previous_candle["KSTs_9"])
|
|
)
|
|
or (
|
|
is_derisk
|
|
and (last_candle["RSI_3"] > 20.0)
|
|
and (last_candle["RSI_3_15m"] > 20.0)
|
|
and (last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["AROONU_14"] < 25.0)
|
|
and (last_candle["AROONU_14_15m"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_15m"] < 50.0)
|
|
)
|
|
)
|
|
):
|
|
return True
|
|
|
|
return False
|
|
|
|
# Long Grinding Adjust Trade Position No De-Risk
|
|
# ---------------------------------------------------------------------------------------------
|
|
def long_adjust_trade_position_no_derisk(
|
|
self,
|
|
trade: Trade,
|
|
enter_tags,
|
|
current_time: datetime,
|
|
current_rate: float,
|
|
current_profit: float,
|
|
min_stake: Optional[float],
|
|
max_stake: float,
|
|
current_entry_rate: float,
|
|
current_exit_rate: float,
|
|
current_entry_profit: float,
|
|
current_exit_profit: float,
|
|
last_candle: Series,
|
|
previous_candle: Series,
|
|
filled_orders: "Orders",
|
|
filled_entries: "Orders",
|
|
filled_exits: "Orders",
|
|
exit_rate: float,
|
|
slice_amount: float,
|
|
slice_profit_entry: float,
|
|
slice_profit: float,
|
|
profit_ratio: float,
|
|
profit_stake: float,
|
|
profit_init_ratio: float,
|
|
current_stake_amount: float,
|
|
has_order_tags: bool,
|
|
**kwargs,
|
|
) -> tuple[Optional[float], str, bool]:
|
|
is_backtest = self.dp.runmode.value in ["backtest", "hyperopt"]
|
|
|
|
max_rebuy_sub_grinds = 0
|
|
regular_mode_rebuy_stakes = (
|
|
self.regular_mode_rebuy_stakes_futures.copy()
|
|
if self.is_futures_mode
|
|
else self.regular_mode_rebuy_stakes_spot.copy()
|
|
)
|
|
regular_mode_rebuy_sub_thresholds = (
|
|
self.regular_mode_rebuy_thresholds_futures if self.is_futures_mode else self.regular_mode_rebuy_thresholds_spot
|
|
)
|
|
if (slice_amount * regular_mode_rebuy_stakes[0] / trade.leverage) < min_stake:
|
|
multi = min_stake / slice_amount / regular_mode_rebuy_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(regular_mode_rebuy_stakes):
|
|
regular_mode_rebuy_stakes[i] *= multi
|
|
max_rebuy_sub_grinds = len(regular_mode_rebuy_stakes)
|
|
|
|
max_grind_1_sub_grinds = 0
|
|
regular_mode_grind_1_stakes = (
|
|
self.regular_mode_grind_1_stakes_futures.copy()
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_1_stakes_spot.copy()
|
|
)
|
|
regular_mode_grind_1_sub_thresholds = (
|
|
self.regular_mode_grind_1_thresholds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_1_thresholds_spot
|
|
)
|
|
if (slice_amount * regular_mode_grind_1_stakes[0] / trade.leverage) < min_stake:
|
|
multi = min_stake / slice_amount / regular_mode_grind_1_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(regular_mode_grind_1_stakes):
|
|
regular_mode_grind_1_stakes[i] *= multi
|
|
max_grind_1_sub_grinds = len(regular_mode_grind_1_stakes)
|
|
regular_mode_grind_1_stop_grinds = (
|
|
self.regular_mode_grind_1_stop_grinds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_1_stop_grinds_spot
|
|
)
|
|
regular_mode_grind_1_profit_threshold = (
|
|
self.regular_mode_grind_1_profit_threshold_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_1_profit_threshold_spot
|
|
)
|
|
|
|
max_grind_2_sub_grinds = 0
|
|
regular_mode_grind_2_stakes = (
|
|
self.regular_mode_grind_2_stakes_futures.copy()
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_2_stakes_spot.copy()
|
|
)
|
|
regular_mode_grind_2_sub_thresholds = (
|
|
self.regular_mode_grind_2_thresholds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_2_thresholds_spot
|
|
)
|
|
if (slice_amount * regular_mode_grind_2_stakes[0] / trade.leverage) < min_stake:
|
|
multi = min_stake / slice_amount / regular_mode_grind_2_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(regular_mode_grind_2_stakes):
|
|
regular_mode_grind_2_stakes[i] *= multi
|
|
max_grind_2_sub_grinds = len(regular_mode_grind_2_stakes)
|
|
regular_mode_grind_2_stop_grinds = (
|
|
self.regular_mode_grind_2_stop_grinds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_2_stop_grinds_spot
|
|
)
|
|
regular_mode_grind_2_profit_threshold = (
|
|
self.regular_mode_grind_2_profit_threshold_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_2_profit_threshold_spot
|
|
)
|
|
|
|
max_grind_3_sub_grinds = 0
|
|
regular_mode_grind_3_stakes = (
|
|
self.regular_mode_grind_3_stakes_futures.copy()
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_3_stakes_spot.copy()
|
|
)
|
|
regular_mode_grind_3_sub_thresholds = (
|
|
self.regular_mode_grind_3_thresholds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_3_thresholds_spot
|
|
)
|
|
if (slice_amount * regular_mode_grind_3_stakes[0] / trade.leverage) < min_stake:
|
|
multi = min_stake / slice_amount / regular_mode_grind_3_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(regular_mode_grind_3_stakes):
|
|
regular_mode_grind_3_stakes[i] *= multi
|
|
max_grind_3_sub_grinds = len(regular_mode_grind_3_stakes)
|
|
regular_mode_grind_3_stop_grinds = (
|
|
self.regular_mode_grind_3_stop_grinds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_3_stop_grinds_spot
|
|
)
|
|
regular_mode_grind_3_profit_threshold = (
|
|
self.regular_mode_grind_3_profit_threshold_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_3_profit_threshold_spot
|
|
)
|
|
|
|
max_grind_4_sub_grinds = 0
|
|
regular_mode_grind_4_stakes = (
|
|
self.regular_mode_grind_4_stakes_futures.copy()
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_4_stakes_spot.copy()
|
|
)
|
|
regular_mode_grind_4_sub_thresholds = (
|
|
self.regular_mode_grind_4_thresholds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_4_thresholds_spot
|
|
)
|
|
if (slice_amount * regular_mode_grind_4_stakes[0] / trade.leverage) < min_stake:
|
|
multi = min_stake / slice_amount / regular_mode_grind_4_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(regular_mode_grind_4_stakes):
|
|
regular_mode_grind_4_stakes[i] *= multi
|
|
max_grind_4_sub_grinds = len(regular_mode_grind_4_stakes)
|
|
regular_mode_grind_4_stop_grinds = (
|
|
self.regular_mode_grind_4_stop_grinds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_4_stop_grinds_spot
|
|
)
|
|
regular_mode_grind_4_profit_threshold = (
|
|
self.regular_mode_grind_4_profit_threshold_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_4_profit_threshold_spot
|
|
)
|
|
|
|
max_grind_5_sub_grinds = 0
|
|
regular_mode_grind_5_stakes = (
|
|
self.regular_mode_grind_5_stakes_futures.copy()
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_5_stakes_spot.copy()
|
|
)
|
|
regular_mode_grind_5_sub_thresholds = (
|
|
self.regular_mode_grind_5_thresholds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_5_thresholds_spot
|
|
)
|
|
if (slice_amount * regular_mode_grind_5_stakes[0] / trade.leverage) < min_stake:
|
|
multi = min_stake / slice_amount / regular_mode_grind_5_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(regular_mode_grind_5_stakes):
|
|
regular_mode_grind_5_stakes[i] *= multi
|
|
max_grind_5_sub_grinds = len(regular_mode_grind_5_stakes)
|
|
regular_mode_grind_5_stop_grinds = (
|
|
self.regular_mode_grind_5_stop_grinds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_5_stop_grinds_spot
|
|
)
|
|
regular_mode_grind_5_profit_threshold = (
|
|
self.regular_mode_grind_5_profit_threshold_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_5_profit_threshold_spot
|
|
)
|
|
|
|
max_grind_6_sub_grinds = 0
|
|
regular_mode_grind_6_stakes = (
|
|
self.regular_mode_grind_6_stakes_futures.copy()
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_6_stakes_spot.copy()
|
|
)
|
|
regular_mode_grind_6_sub_thresholds = (
|
|
self.regular_mode_grind_6_thresholds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_6_thresholds_spot
|
|
)
|
|
if (slice_amount * regular_mode_grind_6_stakes[0] / trade.leverage) < min_stake:
|
|
multi = min_stake / slice_amount / regular_mode_grind_6_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(regular_mode_grind_6_stakes):
|
|
regular_mode_grind_6_stakes[i] *= multi
|
|
max_grind_6_sub_grinds = len(regular_mode_grind_6_stakes)
|
|
regular_mode_grind_6_stop_grinds = (
|
|
self.regular_mode_grind_6_stop_grinds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_6_stop_grinds_spot
|
|
)
|
|
regular_mode_grind_6_profit_threshold = (
|
|
self.regular_mode_grind_6_profit_threshold_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_6_profit_threshold_spot
|
|
)
|
|
|
|
partial_sell = False
|
|
is_derisk = False
|
|
is_derisk_1 = False
|
|
rebuy_sub_grind_count = 0
|
|
rebuy_total_amount = 0.0
|
|
rebuy_total_cost = 0.0
|
|
rebuy_current_open_rate = 0.0
|
|
rebuy_current_grind_stake = 0.0
|
|
rebuy_current_grind_stake_profit = 0.0
|
|
rebuy_is_sell_found = False
|
|
rebuy_found = False
|
|
rebuy_buy_orders = []
|
|
rebuy_distance_ratio = 0.0
|
|
grind_1_sub_grind_count = 0
|
|
grind_1_total_amount = 0.0
|
|
grind_1_total_cost = 0.0
|
|
grind_1_current_open_rate = 0.0
|
|
grind_1_current_grind_stake = 0.0
|
|
grind_1_current_grind_stake_profit = 0.0
|
|
grind_1_is_sell_found = False
|
|
grind_1_found = False
|
|
grind_1_buy_orders = []
|
|
grind_1_distance_ratio = 0.0
|
|
grind_2_sub_grind_count = 0
|
|
grind_2_total_amount = 0.0
|
|
grind_2_total_cost = 0.0
|
|
grind_2_current_open_rate = 0.0
|
|
grind_2_current_grind_stake = 0.0
|
|
grind_2_current_grind_stake_profit = 0.0
|
|
grind_2_is_sell_found = False
|
|
grind_2_found = False
|
|
grind_2_buy_orders = []
|
|
grind_2_distance_ratio = 0.0
|
|
grind_3_sub_grind_count = 0
|
|
grind_3_total_amount = 0.0
|
|
grind_3_total_cost = 0.0
|
|
grind_3_current_open_rate = 0.0
|
|
grind_3_current_grind_stake = 0.0
|
|
grind_3_current_grind_stake_profit = 0.0
|
|
grind_3_is_sell_found = False
|
|
grind_3_found = False
|
|
grind_3_buy_orders = []
|
|
grind_3_distance_ratio = 0.0
|
|
grind_4_sub_grind_count = 0
|
|
grind_4_total_amount = 0.0
|
|
grind_4_total_cost = 0.0
|
|
grind_4_current_open_rate = 0.0
|
|
grind_4_current_grind_stake = 0.0
|
|
grind_4_current_grind_stake_profit = 0.0
|
|
grind_4_is_sell_found = False
|
|
grind_4_found = False
|
|
grind_4_buy_orders = []
|
|
grind_4_distance_ratio = 0.0
|
|
grind_5_sub_grind_count = 0
|
|
grind_5_total_amount = 0.0
|
|
grind_5_total_cost = 0.0
|
|
grind_5_current_open_rate = 0.0
|
|
grind_5_current_grind_stake = 0.0
|
|
grind_5_current_grind_stake_profit = 0.0
|
|
grind_5_is_sell_found = False
|
|
grind_5_found = False
|
|
grind_5_buy_orders = []
|
|
grind_5_distance_ratio = 0.0
|
|
grind_6_sub_grind_count = 0
|
|
grind_6_total_amount = 0.0
|
|
grind_6_total_cost = 0.0
|
|
grind_6_current_open_rate = 0.0
|
|
grind_6_current_grind_stake = 0.0
|
|
grind_6_current_grind_stake_profit = 0.0
|
|
grind_6_is_sell_found = False
|
|
grind_6_found = False
|
|
grind_6_buy_orders = []
|
|
grind_6_distance_ratio = 0.0
|
|
for order in reversed(filled_orders):
|
|
if (order.ft_order_side == "buy") and (order is not filled_orders[0]):
|
|
order_tag = ""
|
|
if has_order_tags:
|
|
if order.ft_order_tag is not None:
|
|
order_tag = order.ft_order_tag
|
|
if not grind_1_is_sell_found and order_tag == "g1":
|
|
grind_1_sub_grind_count += 1
|
|
grind_1_total_amount += order.safe_filled
|
|
grind_1_total_cost += order.safe_filled * order.safe_price
|
|
grind_1_buy_orders.append(order.id)
|
|
if not grind_1_found:
|
|
grind_1_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_1_found = True
|
|
elif not grind_2_is_sell_found and order_tag == "g2":
|
|
grind_2_sub_grind_count += 1
|
|
grind_2_total_amount += order.safe_filled
|
|
grind_2_total_cost += order.safe_filled * order.safe_price
|
|
grind_2_buy_orders.append(order.id)
|
|
if not grind_2_found:
|
|
grind_2_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_2_found = True
|
|
elif not grind_3_is_sell_found and order_tag == "g3":
|
|
grind_3_sub_grind_count += 1
|
|
grind_3_total_amount += order.safe_filled
|
|
grind_3_total_cost += order.safe_filled * order.safe_price
|
|
grind_3_buy_orders.append(order.id)
|
|
if not grind_3_found:
|
|
grind_3_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_3_found = True
|
|
elif not grind_4_is_sell_found and order_tag == "g4":
|
|
grind_4_sub_grind_count += 1
|
|
grind_4_total_amount += order.safe_filled
|
|
grind_4_total_cost += order.safe_filled * order.safe_price
|
|
grind_4_buy_orders.append(order.id)
|
|
if not grind_4_found:
|
|
grind_4_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_4_found = True
|
|
elif not grind_5_is_sell_found and order_tag == "g5":
|
|
grind_5_sub_grind_count += 1
|
|
grind_5_total_amount += order.safe_filled
|
|
grind_5_total_cost += order.safe_filled * order.safe_price
|
|
grind_5_buy_orders.append(order.id)
|
|
if not grind_5_found:
|
|
grind_5_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_5_found = True
|
|
elif not grind_6_is_sell_found and order_tag == "g6":
|
|
grind_6_sub_grind_count += 1
|
|
grind_6_total_amount += order.safe_filled
|
|
grind_6_total_cost += order.safe_filled * order.safe_price
|
|
grind_6_buy_orders.append(order.id)
|
|
if not grind_6_found:
|
|
grind_6_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_6_found = True
|
|
elif not rebuy_is_sell_found and order_tag not in [
|
|
"g1",
|
|
"g2",
|
|
"g3",
|
|
"g4",
|
|
"g5",
|
|
"g6",
|
|
"sg1",
|
|
"sg2",
|
|
"sg3",
|
|
"sg4",
|
|
"sg5",
|
|
"sg6",
|
|
"dl1",
|
|
"dl2",
|
|
"gd1",
|
|
"gd2",
|
|
"gd3",
|
|
"gd4",
|
|
"gd5",
|
|
"gd6",
|
|
"gm0",
|
|
"gmd0",
|
|
]:
|
|
rebuy_sub_grind_count += 1
|
|
rebuy_total_amount += order.safe_filled
|
|
rebuy_total_cost += order.safe_filled * order.safe_price
|
|
rebuy_buy_orders.append(order.id)
|
|
if not rebuy_found:
|
|
rebuy_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
rebuy_found = True
|
|
elif order.ft_order_side == "sell":
|
|
if (
|
|
order is filled_exits[-1]
|
|
and (order.safe_remaining * exit_rate / (trade.leverage if self.is_futures_mode else 1.0)) > min_stake
|
|
):
|
|
partial_sell = True
|
|
break
|
|
order_tag = ""
|
|
if has_order_tags:
|
|
if order.ft_order_tag is not None:
|
|
sell_order_tag = order.ft_order_tag
|
|
order_mode = sell_order_tag.split(" ", 1)
|
|
if len(order_mode) > 0:
|
|
order_tag = order_mode[0]
|
|
if order_tag in ["g1", "sg1"]:
|
|
grind_1_is_sell_found = True
|
|
elif order_tag in ["g2", "sg2"]:
|
|
grind_2_is_sell_found = True
|
|
elif order_tag in ["g3", "sg3"]:
|
|
grind_3_is_sell_found = True
|
|
elif order_tag in ["g4", "sg4"]:
|
|
grind_4_is_sell_found = True
|
|
elif order_tag in ["g5", "sg5"]:
|
|
grind_5_is_sell_found = True
|
|
elif order_tag in ["g6", "sg6"]:
|
|
grind_6_is_sell_found = True
|
|
elif order_tag in ["d", "d1", "dd0", "ddl1", "ddl2", "dd1", "dd2", "dd3", "dd4", "dd5", "dd6"]:
|
|
is_derisk = True
|
|
if order_tag in ["d1"]:
|
|
is_derisk_1 = True
|
|
grind_1_is_sell_found = True
|
|
grind_2_is_sell_found = True
|
|
grind_3_is_sell_found = True
|
|
grind_4_is_sell_found = True
|
|
grind_5_is_sell_found = True
|
|
grind_6_is_sell_found = True
|
|
rebuy_is_sell_found = True
|
|
elif order_tag not in [
|
|
"p",
|
|
"g1",
|
|
"g2",
|
|
"g3",
|
|
"g4",
|
|
"g5",
|
|
"g6",
|
|
"sg1",
|
|
"sg2",
|
|
"sg3",
|
|
"sg4",
|
|
"sg5",
|
|
"sg6",
|
|
"dl1",
|
|
"dl2",
|
|
"gd1",
|
|
"gd2",
|
|
"gd3",
|
|
"gd4",
|
|
"gd5",
|
|
"gd6",
|
|
"gm0",
|
|
"gmd0",
|
|
]:
|
|
rebuy_is_sell_found = True
|
|
if not is_derisk:
|
|
start_amount = filled_orders[0].safe_filled
|
|
current_amount = 0.0
|
|
for order2 in filled_orders:
|
|
if order2.ft_order_side == "buy":
|
|
current_amount += order2.safe_filled
|
|
elif order2.ft_order_side == "sell":
|
|
current_amount -= order2.safe_filled
|
|
if order2 is order:
|
|
if current_amount < (start_amount * 0.95):
|
|
is_derisk = True
|
|
# found sells for all modes
|
|
if (
|
|
rebuy_is_sell_found
|
|
and grind_1_is_sell_found
|
|
and grind_2_is_sell_found
|
|
and grind_3_is_sell_found
|
|
and grind_4_is_sell_found
|
|
and grind_5_is_sell_found
|
|
and grind_6_is_sell_found
|
|
):
|
|
break
|
|
|
|
# The trade already de-risked
|
|
if is_derisk:
|
|
return None, "", is_derisk
|
|
if not has_order_tags and len(filled_exits) > 0:
|
|
return None, "", is_derisk
|
|
|
|
if rebuy_sub_grind_count > 0:
|
|
rebuy_current_open_rate = rebuy_total_cost / rebuy_total_amount
|
|
rebuy_current_grind_stake = rebuy_total_amount * exit_rate * (1 - trade.fee_close)
|
|
rebuy_current_grind_stake_profit = rebuy_current_grind_stake - rebuy_total_cost
|
|
if grind_1_sub_grind_count > 0:
|
|
grind_1_current_open_rate = grind_1_total_cost / grind_1_total_amount
|
|
grind_1_current_grind_stake = grind_1_total_amount * exit_rate * (1 - trade.fee_close)
|
|
grind_1_current_grind_stake_profit = grind_1_current_grind_stake - grind_1_total_cost
|
|
if grind_2_sub_grind_count > 0:
|
|
grind_2_current_open_rate = grind_2_total_cost / grind_2_total_amount
|
|
grind_2_current_grind_stake = grind_2_total_amount * exit_rate * (1 - trade.fee_close)
|
|
grind_2_current_grind_stake_profit = grind_2_current_grind_stake - grind_2_total_cost
|
|
if grind_3_sub_grind_count > 0:
|
|
grind_3_current_open_rate = grind_3_total_cost / grind_3_total_amount
|
|
grind_3_current_grind_stake = grind_3_total_amount * exit_rate * (1 - trade.fee_close)
|
|
grind_3_current_grind_stake_profit = grind_3_current_grind_stake - grind_3_total_cost
|
|
if grind_4_sub_grind_count > 0:
|
|
grind_4_current_open_rate = grind_4_total_cost / grind_4_total_amount
|
|
grind_4_current_grind_stake = grind_4_total_amount * exit_rate * (1 - trade.fee_close)
|
|
grind_4_current_grind_stake_profit = grind_4_current_grind_stake - grind_4_total_cost
|
|
if grind_5_sub_grind_count > 0:
|
|
grind_5_current_open_rate = grind_5_total_cost / grind_5_total_amount
|
|
grind_5_current_grind_stake = grind_5_total_amount * exit_rate * (1 - trade.fee_close)
|
|
grind_5_current_grind_stake_profit = grind_5_current_grind_stake - grind_5_total_cost
|
|
if grind_6_sub_grind_count > 0:
|
|
grind_6_current_open_rate = grind_6_total_cost / grind_6_total_amount
|
|
grind_6_current_grind_stake = grind_6_total_amount * exit_rate * (1 - trade.fee_close)
|
|
grind_6_current_grind_stake_profit = grind_6_current_grind_stake - grind_6_total_cost
|
|
|
|
num_open_grinds = (
|
|
grind_1_sub_grind_count
|
|
+ grind_2_sub_grind_count
|
|
+ grind_3_sub_grind_count
|
|
+ grind_4_sub_grind_count
|
|
+ grind_5_sub_grind_count
|
|
+ grind_6_sub_grind_count
|
|
)
|
|
|
|
is_derisk_mode = all(c in self.long_derisk_mode_tags for c in enter_tags)
|
|
|
|
fee_open_rate = trade.fee_open if self.custom_fee_open_rate is None else self.custom_fee_open_rate
|
|
fee_close_rate = trade.fee_close if self.custom_fee_close_rate is None else self.custom_fee_close_rate
|
|
|
|
# Sell remaining if partial fill on exit
|
|
if partial_sell:
|
|
order = filled_exits[-1]
|
|
sell_amount = order.safe_remaining * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Exit (remaining) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {order.safe_remaining} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
order_tag = "p"
|
|
if has_order_tags:
|
|
if order.ft_order_tag is not None:
|
|
order_tag = order.ft_order_tag
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
is_long_grind_entry = self.long_grind_entry(last_candle, previous_candle, slice_profit, False)
|
|
|
|
# Rebuy
|
|
if (not partial_sell) and (not rebuy_is_sell_found) and (rebuy_sub_grind_count < max_rebuy_sub_grinds):
|
|
if (
|
|
(0 <= rebuy_sub_grind_count < max_rebuy_sub_grinds)
|
|
and (slice_profit_entry < regular_mode_rebuy_sub_thresholds[rebuy_sub_grind_count])
|
|
and (
|
|
(rebuy_distance_ratio if (rebuy_sub_grind_count > 0) else profit_init_ratio)
|
|
< (regular_mode_rebuy_sub_thresholds[rebuy_sub_grind_count])
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=12) > filled_orders[-1].order_filled_utc) or (slice_profit < -0.06))
|
|
and is_long_grind_entry
|
|
):
|
|
buy_amount = (
|
|
slice_amount
|
|
* regular_mode_rebuy_stakes[rebuy_sub_grind_count]
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount > max_stake:
|
|
buy_amount = max_stake
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None, "", is_derisk
|
|
self.dp.send_msg(
|
|
f"Rebuy (r) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Rebuy (r) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
order_tag = "r"
|
|
return buy_amount, order_tag, is_derisk
|
|
|
|
# Grinding g1
|
|
# Grinding entry
|
|
if has_order_tags and (not partial_sell) and (grind_1_sub_grind_count < max_grind_1_sub_grinds):
|
|
if (
|
|
(
|
|
(grind_1_distance_ratio if (grind_1_sub_grind_count > 0) else profit_init_ratio)
|
|
< (regular_mode_grind_1_sub_thresholds[grind_1_sub_grind_count])
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit < -0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit < -0.06)
|
|
)
|
|
and ((num_open_grinds == 0) or (slice_profit < -0.03))
|
|
and is_long_grind_entry
|
|
):
|
|
buy_amount = (
|
|
slice_amount
|
|
* regular_mode_grind_1_stakes[grind_1_sub_grind_count]
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None, "", is_derisk
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_1_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate
|
|
grind_profit_stake = grind_1_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (g1) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (g1) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g1"
|
|
return buy_amount, order_tag, is_derisk
|
|
|
|
if (
|
|
self.is_futures_mode
|
|
and has_order_tags
|
|
and (not partial_sell)
|
|
and slice_profit < (-0.65 / trade.leverage)
|
|
and (grind_1_sub_grind_count < max_grind_1_sub_grinds)
|
|
):
|
|
buy_amount = (
|
|
slice_amount
|
|
* regular_mode_grind_1_stakes[grind_1_sub_grind_count]
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None, "", is_derisk
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_1_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate
|
|
grind_profit_stake = grind_1_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (g1) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (g1) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g1"
|
|
return buy_amount, order_tag, is_derisk
|
|
|
|
# Grinding Exit
|
|
if has_order_tags and grind_1_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate
|
|
if grind_profit > (regular_mode_grind_1_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_1_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (g1) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (g1) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g1"
|
|
for grind_entry_id in grind_1_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_1_sub_grind_count > 0)
|
|
and self.regular_mode_use_grind_stops
|
|
and (((exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate) < regular_mode_grind_1_stop_grinds)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 4, 16) or is_backtest)
|
|
):
|
|
sell_amount = grind_1_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_1_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
((exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate)
|
|
if grind_1_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (sg1) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (sg1) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "sg1"
|
|
for grind_entry_id in grind_1_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grinding g2
|
|
# Grinding entry
|
|
if has_order_tags and (not partial_sell) and (grind_2_sub_grind_count < max_grind_2_sub_grinds):
|
|
if (
|
|
(
|
|
(grind_2_distance_ratio if (grind_2_sub_grind_count > 0) else profit_init_ratio)
|
|
< (regular_mode_grind_2_sub_thresholds[grind_2_sub_grind_count])
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit < -0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit < -0.06)
|
|
)
|
|
and ((num_open_grinds == 0) or (slice_profit < -0.03))
|
|
and is_long_grind_entry
|
|
):
|
|
buy_amount = (
|
|
slice_amount
|
|
* regular_mode_grind_2_stakes[grind_2_sub_grind_count]
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None, "", is_derisk
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_2_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate
|
|
grind_profit_stake = grind_2_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (g2) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_2_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (g2) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_2_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g2"
|
|
return buy_amount, order_tag, is_derisk
|
|
|
|
# Grinding Exit
|
|
if has_order_tags and grind_2_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate
|
|
if grind_profit > (regular_mode_grind_2_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_2_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (g2) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (g2) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g2"
|
|
for grind_entry_id in grind_2_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_2_sub_grind_count > 0)
|
|
and self.regular_mode_use_grind_stops
|
|
and (((exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate) < regular_mode_grind_2_stop_grinds)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 4, 16) or is_backtest)
|
|
):
|
|
sell_amount = grind_2_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_2_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
((exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate)
|
|
if grind_2_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (sg2) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (sg2) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "sg2"
|
|
for grind_entry_id in grind_2_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grinding g3
|
|
# Grinding entry
|
|
if has_order_tags and (not partial_sell) and (grind_3_sub_grind_count < max_grind_3_sub_grinds):
|
|
if (
|
|
(
|
|
(grind_3_distance_ratio if (grind_3_sub_grind_count > 0) else profit_init_ratio)
|
|
< (regular_mode_grind_3_sub_thresholds[grind_3_sub_grind_count])
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit < -0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit < -0.06)
|
|
)
|
|
and ((num_open_grinds == 0) or (slice_profit < -0.03))
|
|
and is_long_grind_entry
|
|
):
|
|
buy_amount = (
|
|
slice_amount
|
|
* regular_mode_grind_3_stakes[grind_3_sub_grind_count]
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None, "", is_derisk
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_3_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate
|
|
grind_profit_stake = grind_3_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (g3) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_3_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (g3) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_3_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g3"
|
|
return buy_amount, order_tag, is_derisk
|
|
|
|
# Grinding Exit
|
|
if has_order_tags and grind_3_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate
|
|
if grind_profit > (regular_mode_grind_3_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_3_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (g3) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (g3) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g3"
|
|
for grind_entry_id in grind_3_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_3_sub_grind_count > 0)
|
|
and self.regular_mode_use_grind_stops
|
|
and (((exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate) < regular_mode_grind_3_stop_grinds)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 4, 16) or is_backtest)
|
|
):
|
|
sell_amount = grind_3_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_3_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
((exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate)
|
|
if grind_3_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (sg3) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (sg3) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "sg3"
|
|
for grind_entry_id in grind_3_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grinding g4
|
|
# Grinding entry
|
|
if has_order_tags and (not partial_sell) and (grind_4_sub_grind_count < max_grind_4_sub_grinds):
|
|
if (
|
|
(
|
|
(grind_4_distance_ratio if (grind_4_sub_grind_count > 0) else profit_init_ratio)
|
|
< (regular_mode_grind_4_sub_thresholds[grind_4_sub_grind_count])
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit < -0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit < -0.06)
|
|
)
|
|
and ((num_open_grinds == 0) or (slice_profit < -0.03))
|
|
and is_long_grind_entry
|
|
):
|
|
buy_amount = (
|
|
slice_amount
|
|
* regular_mode_grind_4_stakes[grind_4_sub_grind_count]
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None, "", is_derisk
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_4_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate
|
|
grind_profit_stake = grind_4_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (g4) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_4_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (g4) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_4_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g4"
|
|
return buy_amount, order_tag, is_derisk
|
|
|
|
# Grinding Exit
|
|
if has_order_tags and grind_4_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate
|
|
if grind_profit > (regular_mode_grind_4_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_4_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (g4) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (g4) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g4"
|
|
for grind_entry_id in grind_4_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_4_sub_grind_count > 0)
|
|
and self.regular_mode_use_grind_stops
|
|
and (((exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate) < regular_mode_grind_4_stop_grinds)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 4, 16) or is_backtest)
|
|
):
|
|
sell_amount = grind_4_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_4_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
((exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate)
|
|
if grind_4_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (sg4) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (sg4) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "sg4"
|
|
for grind_entry_id in grind_4_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grinding g5
|
|
# Grinding entry
|
|
if has_order_tags and (not partial_sell) and (grind_5_sub_grind_count < max_grind_5_sub_grinds):
|
|
if (
|
|
(
|
|
(grind_5_distance_ratio if (grind_5_sub_grind_count > 0) else profit_init_ratio)
|
|
< (regular_mode_grind_5_sub_thresholds[grind_5_sub_grind_count])
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit < -0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit < -0.06)
|
|
)
|
|
and ((num_open_grinds == 0) or (slice_profit < -0.03))
|
|
and is_long_grind_entry
|
|
):
|
|
buy_amount = (
|
|
slice_amount
|
|
* regular_mode_grind_5_stakes[grind_5_sub_grind_count]
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None, "", is_derisk
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_5_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate
|
|
grind_profit_stake = grind_5_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (g5) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_5_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (g5) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_5_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g5"
|
|
return buy_amount, order_tag, is_derisk
|
|
|
|
# Grinding Exit
|
|
if has_order_tags and grind_5_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate
|
|
if grind_profit > (regular_mode_grind_5_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_5_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (g5) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (g5) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g5"
|
|
for grind_entry_id in grind_5_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_5_sub_grind_count > 0)
|
|
and self.regular_mode_use_grind_stops
|
|
and (((exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate) < regular_mode_grind_5_stop_grinds)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 4, 16) or is_backtest)
|
|
):
|
|
sell_amount = grind_5_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_5_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
((exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate)
|
|
if grind_5_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (sg5) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (sg5) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "sg5"
|
|
for grind_entry_id in grind_5_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grinding g6
|
|
# Grinding entry
|
|
if has_order_tags and (not partial_sell) and (grind_6_sub_grind_count < max_grind_6_sub_grinds):
|
|
if (
|
|
(
|
|
(grind_6_distance_ratio if (grind_6_sub_grind_count > 0) else profit_init_ratio)
|
|
< (regular_mode_grind_6_sub_thresholds[grind_6_sub_grind_count])
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit < -0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit < -0.06)
|
|
)
|
|
# and ((num_open_grinds == 0) or (slice_profit < -0.03))
|
|
and (is_long_grind_entry)
|
|
):
|
|
buy_amount = (
|
|
slice_amount
|
|
* regular_mode_grind_6_stakes[grind_6_sub_grind_count]
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None, "", is_derisk
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_6_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_6_current_open_rate) / grind_6_current_open_rate
|
|
grind_profit_stake = grind_6_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (g6) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_6_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (g6) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_6_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g6"
|
|
return buy_amount, order_tag, is_derisk
|
|
|
|
# Grinding Exit
|
|
if has_order_tags and grind_6_sub_grind_count > 0:
|
|
grind_profit = (exit_rate - grind_6_current_open_rate) / grind_6_current_open_rate
|
|
if grind_profit > (regular_mode_grind_6_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_6_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (g6) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_6_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (g6) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_6_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g6"
|
|
for grind_entry_id in grind_6_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_6_sub_grind_count > 0)
|
|
and self.regular_mode_use_grind_stops
|
|
and (((exit_rate - grind_6_current_open_rate) / grind_6_current_open_rate) < regular_mode_grind_6_stop_grinds)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 4, 16) or is_backtest)
|
|
):
|
|
sell_amount = grind_6_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_6_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
((exit_rate - grind_6_current_open_rate) / grind_6_current_open_rate)
|
|
if grind_6_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (sg6) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_6_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (sg6) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_6_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "sg6"
|
|
for grind_entry_id in grind_6_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# De-risk
|
|
if (
|
|
self.derisk_enable
|
|
and (
|
|
profit_stake
|
|
< (
|
|
slice_amount
|
|
* (
|
|
(self.regular_mode_derisk_futures if self.is_futures_mode else self.regular_mode_derisk_spot)
|
|
if (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
else (self.regular_mode_derisk_futures_old if self.is_futures_mode else self.regular_mode_derisk_spot_old)
|
|
)
|
|
/ trade.leverage
|
|
)
|
|
)
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell_amount = trade.amount * exit_rate / trade.leverage - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
self.dp.send_msg(
|
|
f"De-risk [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"De-risk [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
return -ft_sell_amount, "d", is_derisk
|
|
|
|
# De-risk level 1
|
|
if (
|
|
self.derisk_enable
|
|
and has_order_tags
|
|
and not is_derisk_1
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
and profit_stake
|
|
< (
|
|
slice_amount
|
|
* (
|
|
(
|
|
self.regular_mode_derisk_1_derisk_mode_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_derisk_1_derisk_mode_spot
|
|
)
|
|
if is_derisk_mode
|
|
else (
|
|
(self.regular_mode_derisk_1_futures if self.is_futures_mode else self.regular_mode_derisk_1_spot)
|
|
if (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
else (
|
|
self.regular_mode_derisk_1_futures_old if self.is_futures_mode else self.regular_mode_derisk_1_spot_old
|
|
)
|
|
)
|
|
)
|
|
/ trade.leverage
|
|
)
|
|
):
|
|
sell_amount = trade.amount * exit_rate / trade.leverage - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
self.dp.send_msg(
|
|
f"De-risk (d1) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"De-risk (d1) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
return -ft_sell_amount, "d1", is_derisk
|
|
|
|
return None, "", is_derisk
|
|
|
|
# Long Rebuy Adjust Trade Position
|
|
# ---------------------------------------------------------------------------------------------
|
|
def long_rebuy_adjust_trade_position(
|
|
self,
|
|
trade: Trade,
|
|
enter_tags,
|
|
current_time: datetime,
|
|
current_rate: float,
|
|
current_profit: float,
|
|
min_stake: Optional[float],
|
|
max_stake: float,
|
|
current_entry_rate: float,
|
|
current_exit_rate: float,
|
|
current_entry_profit: float,
|
|
current_exit_profit: float,
|
|
**kwargs,
|
|
) -> Optional[float]:
|
|
# min/max stakes include leverage. The return amounts is before leverage.
|
|
min_stake /= trade.leverage
|
|
max_stake /= trade.leverage
|
|
df, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe)
|
|
if len(df) < 2:
|
|
return None
|
|
last_candle = df.iloc[-1].squeeze()
|
|
previous_candle = df.iloc[-2].squeeze()
|
|
|
|
filled_orders = trade.select_filled_orders()
|
|
filled_entries = trade.select_filled_orders(trade.entry_side)
|
|
filled_exits = trade.select_filled_orders(trade.exit_side)
|
|
count_of_entries = trade.nr_of_successful_entries
|
|
count_of_exits = trade.nr_of_successful_exits
|
|
|
|
if count_of_entries == 0:
|
|
return None
|
|
|
|
has_order_tags = False
|
|
if hasattr(filled_orders[0], "ft_order_tag"):
|
|
has_order_tags = True
|
|
|
|
# The first exit is de-risk (providing the trade is still open)
|
|
if count_of_exits > 0:
|
|
return self.long_grind_adjust_trade_position(
|
|
trade,
|
|
enter_tags,
|
|
current_time,
|
|
current_rate,
|
|
current_profit,
|
|
min_stake,
|
|
max_stake,
|
|
current_entry_rate,
|
|
current_exit_rate,
|
|
current_entry_profit,
|
|
current_exit_profit,
|
|
)
|
|
|
|
exit_rate = current_rate
|
|
if self.dp.runmode.value in ("live", "dry_run"):
|
|
ticker = self.dp.ticker(trade.pair)
|
|
if ("bid" in ticker) and ("ask" in ticker):
|
|
if trade.is_short:
|
|
if self.config["exit_pricing"]["price_side"] in ["ask", "other"]:
|
|
if ticker["ask"] is not None:
|
|
exit_rate = ticker["ask"]
|
|
else:
|
|
if self.config["exit_pricing"]["price_side"] in ["bid", "other"]:
|
|
if ticker["bid"] is not None:
|
|
exit_rate = ticker["bid"]
|
|
|
|
profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio = self.calc_total_profit(
|
|
trade, filled_entries, filled_exits, exit_rate
|
|
)
|
|
|
|
slice_amount = filled_entries[0].cost
|
|
slice_profit = (exit_rate - filled_orders[-1].safe_price) / filled_orders[-1].safe_price
|
|
slice_profit_entry = (exit_rate - filled_entries[-1].safe_price) / filled_entries[-1].safe_price
|
|
slice_profit_exit = (
|
|
((exit_rate - filled_exits[-1].safe_price) / filled_exits[-1].safe_price) if count_of_exits > 0 else 0.0
|
|
)
|
|
|
|
current_stake_amount = trade.amount * current_rate
|
|
|
|
is_rebuy = False
|
|
|
|
rebuy_mode_stakes = self.rebuy_mode_stakes_futures if self.is_futures_mode else self.rebuy_mode_stakes_spot
|
|
max_sub_grinds = len(rebuy_mode_stakes)
|
|
rebuy_mode_sub_thresholds = (
|
|
self.rebuy_mode_thresholds_futures if self.is_futures_mode else self.rebuy_mode_thresholds_spot
|
|
)
|
|
partial_sell = False
|
|
sub_grind_count = 0
|
|
total_amount = 0.0
|
|
total_cost = 0.0
|
|
current_open_rate = 0.0
|
|
current_grind_stake = 0.0
|
|
current_grind_stake_profit = 0.0
|
|
for order in reversed(filled_orders):
|
|
if (order.ft_order_side == "buy") and (order is not filled_orders[0]):
|
|
sub_grind_count += 1
|
|
total_amount += order.safe_filled
|
|
total_cost += order.safe_filled * order.safe_price
|
|
elif order.ft_order_side == "sell":
|
|
if (order.safe_remaining * exit_rate / (trade.leverage if self.is_futures_mode else 1.0)) > min_stake:
|
|
partial_sell = True
|
|
break
|
|
if sub_grind_count > 0:
|
|
current_open_rate = total_cost / total_amount
|
|
current_grind_stake = total_amount * exit_rate * (1 - trade.fee_close)
|
|
current_grind_stake_profit = current_grind_stake - total_cost
|
|
|
|
if (not partial_sell) and (sub_grind_count < max_sub_grinds):
|
|
if (
|
|
((0 <= sub_grind_count < max_sub_grinds) and (slice_profit_entry < rebuy_mode_sub_thresholds[sub_grind_count]))
|
|
and (last_candle["protections_long_global"] == True)
|
|
and (last_candle["protections_long_rebuy"] == True)
|
|
and (last_candle["global_protections_long_pump"] == True)
|
|
and (last_candle["global_protections_long_dump"] == True)
|
|
# and (
|
|
# (last_candle["close"] > (last_candle["close_max_12"] * 0.94))
|
|
# and (last_candle["close"] > (last_candle["close_max_24"] * 0.92))
|
|
# and (last_candle["close"] > (last_candle["close_max_48"] * 0.90))
|
|
# and (last_candle["close"] > (last_candle["high_max_24_1h"] * 0.88))
|
|
# and (last_candle["close"] > (last_candle["high_max_48_1h"] * 0.86))
|
|
# and (last_candle["btc_pct_close_max_72_5m"] < 0.03)
|
|
# and (last_candle["btc_pct_close_max_24_5m"] < 0.03)
|
|
# )
|
|
and (
|
|
(last_candle["RSI_3"] > 10.0)
|
|
and (last_candle["RSI_3_15m"] > 10.0)
|
|
and (last_candle["RSI_3_1h"] > 10.0)
|
|
and (last_candle["RSI_3_4h"] > 10.0)
|
|
and (last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["close"] < (last_candle["EMA_26"] * 0.988))
|
|
)
|
|
):
|
|
buy_amount = (
|
|
slice_amount * rebuy_mode_stakes[sub_grind_count] / (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount > max_stake:
|
|
buy_amount = max_stake
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
self.dp.send_msg(
|
|
f"Rebuy (r) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Rebuy (r) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
if has_order_tags:
|
|
return buy_amount, "r"
|
|
else:
|
|
return buy_amount
|
|
|
|
if profit_stake < (
|
|
slice_amount * (self.rebuy_mode_derisk_futures if self.is_futures_mode else self.rebuy_mode_derisk_spot)
|
|
# / (trade.leverage if self.is_futures_mode else 1.0)
|
|
):
|
|
sell_amount = trade.amount * exit_rate / trade.leverage - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
self.dp.send_msg(
|
|
f"Rebuy de-risk (d1) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Rebuy de-risk (d1) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, "d1"
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
return None
|
|
|
|
###############################################################################################
|
|
|
|
# LONG GRIND FUNCTIONS ENDS HERE
|
|
|
|
###############################################################################################
|
|
|
|
# ______ __ __ ______ _______ ________ ______ ______ _______ ________
|
|
# / \ | \ | \ / \ | \| \ / \ | \| \ | \
|
|
# | $$$$$$\| $$ | $$| $$$$$$\| $$$$$$$\\$$$$$$$$ | $$$$$$\ \$$$$$$| $$$$$$$\| $$$$$$$$
|
|
# | $$___\$$| $$__| $$| $$ | $$| $$__| $$ | $$ | $$___\$$ | $$ | $$ | $$| $$__
|
|
# \$$ \ | $$ $$| $$ | $$| $$ $$ | $$ \$$ \ | $$ | $$ | $$| $$ \
|
|
# _\$$$$$$\| $$$$$$$$| $$ | $$| $$$$$$$\ | $$ _\$$$$$$\ | $$ | $$ | $$| $$$$$
|
|
# | \__| $$| $$ | $$| $$__/ $$| $$ | $$ | $$ | \__| $$ _| $$_ | $$__/ $$| $$_____
|
|
# \$$ $$| $$ | $$ \$$ $$| $$ | $$ | $$ \$$ $$| $$ \| $$ $$| $$ \
|
|
# \$$$$$$ \$$ \$$ \$$$$$$ \$$ \$$ \$$ \$$$$$$ \$$$$$$ \$$$$$$$ \$$$$$$$$
|
|
#
|
|
|
|
# Short Side Functions for handling short orders
|
|
# ---------------------------------------------------------------------------------------------
|
|
|
|
###############################################################################################
|
|
|
|
# SHORT EXIT FUNCTIONS STARTS HERE
|
|
|
|
###############################################################################################
|
|
|
|
# ______ __ __ ______ _______ ________ ________ __ __ ______ ________
|
|
# / \| \ | \/ \| | \ | | \ | | | \
|
|
# | $$$$$$| $$ | $| $$$$$$| $$$$$$$\$$$$$$$$ | $$$$$$$| $$ | $$\$$$$$$\$$$$$$$$
|
|
# | $$___\$| $$__| $| $$ | $| $$__| $$ | $$ | $$__ \$$\/ $$ | $$ | $$
|
|
# \$$ \| $$ $| $$ | $| $$ $$ | $$ | $$ \ >$$ $$ | $$ | $$
|
|
# _\$$$$$$| $$$$$$$| $$ | $| $$$$$$$\ | $$ | $$$$$ / $$$$\ | $$ | $$
|
|
# | \__| $| $$ | $| $$__/ $| $$ | $$ | $$ | $$_____| $$ \$$\_| $$_ | $$
|
|
# \$$ $| $$ | $$\$$ $| $$ | $$ | $$ | $$ | $$ | $| $$ \ | $$
|
|
# \$$$$$$ \$$ \$$ \$$$$$$ \$$ \$$ \$$ \$$$$$$$$\$$ \$$\$$$$$$ \$$
|
|
#
|
|
|
|
# Short Exit Normal
|
|
# ---------------------------------------------------------------------------------------------
|
|
def short_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,
|
|
filled_entries,
|
|
filled_exits,
|
|
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
|
|
|
|
# if the profit is negative skip checking these
|
|
if profit_init_ratio > 0.0:
|
|
# Original sell signals
|
|
sell, signal_name = self.short_exit_signals(
|
|
self.short_normal_mode_name,
|
|
profit_init_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.short_exit_main(
|
|
self.short_normal_mode_name,
|
|
profit_init_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.short_exit_williams_r(
|
|
self.short_normal_mode_name,
|
|
profit_init_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,
|
|
)
|
|
|
|
# Downtrend/descending based sells
|
|
if not sell:
|
|
sell, signal_name = self.short_exit_dec(
|
|
self.short_normal_mode_name,
|
|
profit_init_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.short_exit_stoploss(
|
|
self.short_normal_mode_name,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
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.short_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.short_normal_mode_name}_stoploss_u_e"]:
|
|
if profit_ratio > (previous_profit + 0.005):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_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_init_ratio > (previous_profit + 0.001)) and (
|
|
previous_sell_reason not in [f"exit_{self.short_normal_mode_name}_stoploss_doom"]
|
|
):
|
|
# Update the target, raise it.
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_normal_mode_name,
|
|
pair,
|
|
True,
|
|
previous_sell_reason,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_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
|
|
previous_sell_reason = ""
|
|
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"]
|
|
previous_sell_reason = self.target_profit_cache.data[pair]["sell_reason"]
|
|
if signal_name in [
|
|
f"exit_{self.short_normal_mode_name}_stoploss_doom",
|
|
f"exit_{self.short_normal_mode_name}_stoploss_u_e",
|
|
] and (
|
|
previous_sell_reason
|
|
not in [
|
|
f"exit_{self.short_normal_mode_name}_stoploss_doom",
|
|
f"exit_profit_{self.short_normal_mode_name}_stoploss_u_e",
|
|
]
|
|
):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_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_init_ratio):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_normal_mode_name,
|
|
pair,
|
|
sell,
|
|
signal_name,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
else:
|
|
# Just sell it, without maximize
|
|
return True, f"{signal_name}"
|
|
else:
|
|
if profit_init_ratio >= 0.005:
|
|
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_init_ratio):
|
|
mark_signal = f"exit_profit_{self.short_normal_mode_name}_max"
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
|
|
if signal_name not in [
|
|
f"exit_profit_{self.short_normal_mode_name}_max",
|
|
f"exit_{self.short_normal_mode_name}_stoploss_doom",
|
|
f"exit_{self.short_normal_mode_name}_stoploss_u_e",
|
|
]:
|
|
if sell and (signal_name is not None):
|
|
return True, f"{signal_name}"
|
|
|
|
# Here ends exit signal conditions for short_exit_normal
|
|
|
|
return False, None
|
|
|
|
# Short Exit Pump
|
|
# ---------------------------------------------------------------------------------------------
|
|
def short_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,
|
|
filled_entries,
|
|
filled_exits,
|
|
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
|
|
|
|
# if the profit is negative skip checking these
|
|
if profit_init_ratio > 0.0:
|
|
# Original sell signals
|
|
sell, signal_name = self.short_exit_signals(
|
|
self.short_pump_mode_name,
|
|
profit_init_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.short_exit_main(
|
|
self.short_pump_mode_name,
|
|
profit_init_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.short_exit_williams_r(
|
|
self.short_pump_mode_name,
|
|
profit_init_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,
|
|
)
|
|
|
|
# Downtrend/descending based sells
|
|
if not sell:
|
|
sell, signal_name = self.short_exit_dec(
|
|
self.short_pump_mode_name,
|
|
profit_init_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.short_exit_stoploss(
|
|
self.short_pump_mode_name,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
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.short_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.short_pump_mode_name}_stoploss_u_e"]:
|
|
if profit_ratio > (previous_profit + 0.005):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_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_init_ratio > (previous_profit + 0.001)) and (
|
|
previous_sell_reason not in [f"exit_{self.short_pump_mode_name}_stoploss_doom"]
|
|
):
|
|
# Update the target, raise it.
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_pump_mode_name,
|
|
pair,
|
|
True,
|
|
previous_sell_reason,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_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.short_pump_mode_name}_stoploss_doom",
|
|
f"exit_{self.short_pump_mode_name}_stoploss_u_e",
|
|
]:
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_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_init_ratio):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_pump_mode_name,
|
|
pair,
|
|
sell,
|
|
signal_name,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
else:
|
|
# Just sell it, without maximize
|
|
return True, f"{signal_name}"
|
|
else:
|
|
if profit_init_ratio >= 0.005:
|
|
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_init_ratio):
|
|
mark_signal = f"exit_profit_{self.short_pump_mode_name}_max"
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
|
|
if signal_name not in [
|
|
f"exit_profit_{self.short_pump_mode_name}_max",
|
|
# f"exit_{self.short_pump_mode_name}_stoploss_doom",
|
|
# f"exit_{self.short_pump_mode_name}_stoploss_u_e",
|
|
]:
|
|
if sell and (signal_name is not None):
|
|
return True, f"{signal_name}"
|
|
|
|
# Here ends exit signal conditions for short_exit_pump
|
|
|
|
return False, None
|
|
|
|
# Short Exit Quick
|
|
# ---------------------------------------------------------------------------------------------
|
|
def short_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,
|
|
filled_entries,
|
|
filled_exits,
|
|
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
|
|
|
|
# if the profit is negative skip checking these
|
|
if profit_init_ratio > 0.0:
|
|
# Original sell signals
|
|
sell, signal_name = self.short_exit_signals(
|
|
self.short_quick_mode_name,
|
|
profit_init_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.short_exit_main(
|
|
self.short_quick_mode_name,
|
|
profit_init_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.short_exit_williams_r(
|
|
self.short_quick_mode_name,
|
|
profit_init_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,
|
|
)
|
|
|
|
# Downtrend/descending based sells
|
|
if not sell:
|
|
sell, signal_name = self.short_exit_dec(
|
|
self.short_quick_mode_name,
|
|
profit_init_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.short_exit_stoploss(
|
|
self.short_quick_mode_name,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
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_init_ratio > 0.02) and (last_candle["RSI_14"] < 22.0):
|
|
sell, signal_name = True, f"exit_{self.short_quick_mode_name}_q_1"
|
|
|
|
elif (0.09 >= profit_init_ratio > 0.02) and (last_candle["MFI_14"] < 16.0):
|
|
sell, signal_name = True, f"exit_{self.short_quick_mode_name}_q_2"
|
|
|
|
elif (0.09 >= profit_init_ratio > 0.02) and (last_candle["WILLR_14"] <= -99.9):
|
|
sell, signal_name = True, f"exit_{self.short_quick_mode_name}_q_3"
|
|
|
|
elif (
|
|
(0.09 >= profit_init_ratio > 0.02)
|
|
and (last_candle["RSI_14"] <= 18.0)
|
|
and (last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_3_15m"] < 10.0)
|
|
):
|
|
sell, signal_name = True, f"exit_{self.short_quick_mode_name}_q_4"
|
|
elif (0.09 >= profit_init_ratio > 0.02) and (last_candle["RSI_3_15m"] < 4.0):
|
|
sell, signal_name = True, f"exit_{self.short_quick_mode_name}_q_5"
|
|
elif (0.09 >= profit_init_ratio > 0.02) and (last_candle["RSI_3"] < 15.0) and (last_candle["RSI_3_15m"] < 15.0):
|
|
sell, signal_name = True, f"exit_{self.short_quick_mode_name}_q_6"
|
|
elif (0.09 >= profit_init_ratio > 0.02) and (last_candle["RSI_3"] < 10.0) and (last_candle["RSI_3_15m"] < 20.0):
|
|
sell, signal_name = True, f"exit_{self.short_quick_mode_name}_q_7"
|
|
elif (0.09 >= profit_init_ratio > 0.02) and (last_candle["RSI_3"] < 8.0) and (last_candle["RSI_3_15m"] < 25.0):
|
|
sell, signal_name = True, f"exit_{self.short_quick_mode_name}_q_8"
|
|
elif (0.09 >= profit_init_ratio > 0.02) and (last_candle["RSI_3"] < 6.0) and (last_candle["RSI_3_15m"] < 30.0):
|
|
sell, signal_name = True, f"exit_{self.short_quick_mode_name}_q_9"
|
|
elif (0.09 >= profit_init_ratio > 0.02) and (last_candle["RSI_3"] < 1.0):
|
|
sell, signal_name = True, f"exit_{self.short_quick_mode_name}_q_10"
|
|
|
|
# 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.short_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.short_quick_mode_name}_stoploss_u_e"]:
|
|
if profit_ratio > (previous_profit + 0.001):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_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_init_ratio > (previous_profit + 0.001)) and (
|
|
previous_sell_reason not in [f"exit_{self.short_quick_mode_name}_stoploss_doom"]
|
|
):
|
|
# Update the target, raise it.
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_quick_mode_name,
|
|
pair,
|
|
True,
|
|
previous_sell_reason,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_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
|
|
previous_sell_reason = ""
|
|
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"]
|
|
previous_sell_reason = self.target_profit_cache.data[pair]["sell_reason"]
|
|
if signal_name in [
|
|
f"exit_{self.short_quick_mode_name}_stoploss_doom",
|
|
f"exit_{self.short_quick_mode_name}_stoploss_u_e",
|
|
] and (
|
|
previous_sell_reason
|
|
not in [
|
|
f"exit_{self.short_quick_mode_name}_stoploss_doom",
|
|
f"exit_profit_{self.short_quick_mode_name}_stoploss_u_e",
|
|
]
|
|
):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_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_init_ratio):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_quick_mode_name,
|
|
pair,
|
|
sell,
|
|
signal_name,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
else:
|
|
# Just sell it, without maximize
|
|
return True, f"{signal_name}"
|
|
else:
|
|
if profit_init_ratio >= 0.005:
|
|
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_init_ratio):
|
|
mark_signal = f"exit_profit_{self.short_quick_mode_name}_max"
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
|
|
if signal_name not in [
|
|
f"exit_profit_{self.short_quick_mode_name}_max",
|
|
f"exit_{self.short_quick_mode_name}_stoploss_doom",
|
|
f"exit_{self.short_quick_mode_name}_stoploss_u_e",
|
|
]:
|
|
if sell and (signal_name is not None):
|
|
return True, f"{signal_name}"
|
|
|
|
# Here ends exit signal conditions for short_exit_quick
|
|
|
|
return False, None
|
|
|
|
# Short Exit Rebuy
|
|
# ---------------------------------------------------------------------------------------------
|
|
def short_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,
|
|
filled_entries,
|
|
filled_exits,
|
|
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:
|
|
is_backtest = self.dp.runmode.value in ["backtest", "hyperopt"]
|
|
sell = False
|
|
|
|
# Original sell signals
|
|
sell, signal_name = self.short_exit_signals(
|
|
self.short_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.short_exit_main(
|
|
self.short_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.short_exit_williams_r(
|
|
self.short_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,
|
|
)
|
|
|
|
# Downtrend/descending based sells
|
|
if not sell:
|
|
sell, signal_name = self.short_exit_dec(
|
|
self.short_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:
|
|
if (
|
|
profit_stake
|
|
< -(
|
|
filled_entries[0].cost
|
|
* (self.stop_threshold_futures_rebuy if self.is_futures_mode else self.stop_threshold_spot_rebuy)
|
|
# / (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell, signal_name = True, f"exit_{self.short_rebuy_mode_name}_stoploss_doom"
|
|
|
|
# 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.short_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.short_rebuy_mode_name}_stoploss_u_e"]:
|
|
if profit_ratio > (previous_profit + 0.001):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_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_init_ratio > (previous_profit + 0.001)) and (
|
|
previous_sell_reason not in [f"exit_{self.short_rebuy_mode_name}_stoploss_doom"]
|
|
):
|
|
# Update the target, raise it.
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_rebuy_mode_name,
|
|
pair,
|
|
True,
|
|
previous_sell_reason,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_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.short_rebuy_mode_name}_stoploss_doom",
|
|
f"exit_{self.short_rebuy_mode_name}_stoploss_u_e",
|
|
]:
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_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_init_ratio):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_rebuy_mode_name,
|
|
pair,
|
|
sell,
|
|
signal_name,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
else:
|
|
# Just sell it, without maximize
|
|
return True, f"{signal_name}"
|
|
else:
|
|
if profit_init_ratio >= 0.005:
|
|
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_init_ratio):
|
|
mark_signal = f"exit_profit_{self.short_rebuy_mode_name}_max"
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
|
|
if signal_name not in [f"exit_profit_{self.short_rebuy_mode_name}_max"]:
|
|
if sell and (signal_name is not None):
|
|
return True, f"{signal_name}"
|
|
|
|
# Here ends exit signal conditions for short_exit_rebuy
|
|
|
|
return False, None
|
|
|
|
# Short Exit High Profit
|
|
# ---------------------------------------------------------------------------------------------
|
|
def short_exit_high_profit(
|
|
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,
|
|
filled_entries,
|
|
filled_exits,
|
|
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.short_exit_signals(
|
|
self.short_high_profit_mode_name,
|
|
profit_init_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.short_exit_main(
|
|
self.short_high_profit_mode_name,
|
|
profit_init_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.short_exit_williams_r(
|
|
self.short_high_profit_mode_name,
|
|
profit_init_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.short_exit_stoploss(
|
|
self.short_high_profit_mode_name,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
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.short_high_profit_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.short_high_profit_mode_name}_stoploss_u_e"]:
|
|
if profit_ratio > (previous_profit + 0.001):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_high_profit_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_init_ratio > (previous_profit + 0.001)) and (
|
|
previous_sell_reason not in [f"exit_{self.short_high_profit_mode_name}_stoploss_doom"]
|
|
):
|
|
# Update the target, raise it.
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_high_profit_mode_name,
|
|
pair,
|
|
True,
|
|
previous_sell_reason,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_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.short_high_profit_mode_name}_stoploss_doom",
|
|
f"exit_{self.short_high_profit_mode_name}_stoploss_u_e",
|
|
]:
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_high_profit_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_init_ratio):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_high_profit_mode_name,
|
|
pair,
|
|
sell,
|
|
signal_name,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
else:
|
|
# Just sell it, without maximize
|
|
return True, f"{signal_name}"
|
|
else:
|
|
if profit_init_ratio >= 0.03:
|
|
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_init_ratio):
|
|
mark_signal = f"exit_profit_{self.short_high_profit_mode_name}_max"
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
|
|
if signal_name not in [
|
|
f"exit_profit_{self.short_high_profit_mode_name}_max",
|
|
# f"exit_{self.short_high_profit_mode_name}_stoploss_doom",
|
|
# f"exit_{self.short_high_profit_mode_name}_stoploss_u_e",
|
|
]:
|
|
if sell and (signal_name is not None):
|
|
return True, f"{signal_name}"
|
|
|
|
# Here ends exit signal conditions for short_exit_high_profit
|
|
|
|
return False, None
|
|
|
|
# Short Exit Rapid
|
|
# ---------------------------------------------------------------------------------------------
|
|
def short_exit_rapid(
|
|
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,
|
|
filled_entries,
|
|
filled_exits,
|
|
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:
|
|
is_backtest = self.dp.runmode.value in ["backtest", "hyperopt"]
|
|
sell = False
|
|
|
|
# if the profit is negative skip checking these
|
|
if profit_init_ratio > 0.0:
|
|
# Original sell signals
|
|
sell, signal_name = self.short_exit_signals(
|
|
self.short_rapid_mode_name,
|
|
profit_init_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.short_exit_main(
|
|
self.short_rapid_mode_name,
|
|
profit_init_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.short_exit_williams_r(
|
|
self.short_rapid_mode_name,
|
|
profit_init_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,
|
|
)
|
|
|
|
# Downtrend/descending based sells
|
|
if not sell:
|
|
sell, signal_name = self.short_exit_dec(
|
|
self.short_rapid_mode_name,
|
|
profit_init_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.short_exit_stoploss(
|
|
self.short_rapid_mode_name,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
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_init_ratio > 0.005) and (last_candle["RSI_14"] < 22.0):
|
|
sell, signal_name = True, f"exit_{self.short_rapid_mode_name}_rpd_1"
|
|
elif (0.09 >= profit_init_ratio > 0.005) and (last_candle["MFI_14"] < 16.0):
|
|
sell, signal_name = True, f"exit_{self.short_rapid_mode_name}_rpd_2"
|
|
elif (0.09 >= profit_init_ratio > 0.005) and (last_candle["WILLR_14"] <= -99.9):
|
|
sell, signal_name = True, f"exit_{self.short_rapid_mode_name}_rpd_3"
|
|
elif (
|
|
(0.09 >= profit_init_ratio > 0.005)
|
|
and (last_candle["RSI_14"] <= 28.0)
|
|
and (last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_3_15m"] < 10.0)
|
|
):
|
|
sell, signal_name = True, f"exit_{self.short_rapid_mode_name}_rpd_4"
|
|
elif (0.09 >= profit_init_ratio > 0.005) and (last_candle["RSI_3_15m"] < 4.0):
|
|
sell, signal_name = True, f"exit_{self.short_rapid_mode_name}_rpd_5"
|
|
elif (0.09 >= profit_init_ratio > 0.005) and (last_candle["RSI_3"] < 15.0) and (last_candle["RSI_3_15m"] < 15.0):
|
|
sell, signal_name = True, f"exit_{self.short_rapid_mode_name}_rpd_6"
|
|
elif (0.09 >= profit_init_ratio > 0.005) and (last_candle["RSI_3"] < 10.0) and (last_candle["RSI_3_15m"] < 20.0):
|
|
sell, signal_name = True, f"exit_{self.short_rapid_mode_name}_rpd_7"
|
|
elif (0.09 >= profit_init_ratio > 0.005) and (last_candle["RSI_3"] < 8.0) and (last_candle["RSI_3_15m"] < 25.0):
|
|
sell, signal_name = True, f"exit_{self.short_rapid_mode_name}_rpd_8"
|
|
elif (0.09 >= profit_init_ratio > 0.005) and (last_candle["RSI_3"] < 6.0) and (last_candle["RSI_3_15m"] < 30.0):
|
|
sell, signal_name = True, f"exit_{self.short_rapid_mode_name}_rpd_9"
|
|
elif (0.09 >= profit_init_ratio > 0.005) and (last_candle["RSI_3"] < 1.0):
|
|
sell, signal_name = True, f"exit_{self.short_rapid_mode_name}_rpd_10"
|
|
|
|
# Stoplosses
|
|
if (
|
|
(
|
|
profit_stake
|
|
< -(
|
|
filled_entries[0].cost
|
|
* (self.stop_threshold_rapid_futures if self.is_futures_mode else self.stop_threshold_rapid_spot)
|
|
/ trade.leverage
|
|
)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell, signal_name = True, f"exit_{self.short_rapid_mode_name}_stoploss_doom"
|
|
|
|
# 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.short_rapid_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.short_rapid_mode_name}_stoploss_u_e"]:
|
|
if profit_ratio > (previous_profit + 0.005):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_rapid_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_init_ratio > (previous_profit + 0.001)) and (
|
|
previous_sell_reason not in [f"exit_{self.short_rapid_mode_name}_stoploss_doom"]
|
|
):
|
|
# Update the target, raise it.
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_rapid_mode_name,
|
|
pair,
|
|
True,
|
|
previous_sell_reason,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_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.short_rapid_mode_name}_stoploss_doom",
|
|
f"exit_{self.short_rapid_mode_name}_stoploss_u_e",
|
|
]:
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_rapid_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_init_ratio):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_rapid_mode_name,
|
|
pair,
|
|
sell,
|
|
signal_name,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
else:
|
|
# Just sell it, without maximize
|
|
return True, f"{signal_name}"
|
|
else:
|
|
if profit_init_ratio >= 0.005:
|
|
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_init_ratio):
|
|
mark_signal = f"exit_profit_{self.short_rapid_mode_name}_max"
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
|
|
if signal_name not in [f"exit_profit_{self.short_rapid_mode_name}_max"]:
|
|
if sell and (signal_name is not None):
|
|
return True, f"{signal_name}"
|
|
|
|
# Here ends exit signal conditions for short_exit_rapid
|
|
|
|
return False, None
|
|
|
|
# Short Exit Grind
|
|
# ---------------------------------------------------------------------------------------------
|
|
def short_exit_grind(
|
|
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,
|
|
filled_entries,
|
|
filled_exits,
|
|
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:
|
|
if profit_init_ratio > 0.25:
|
|
return True, f"exit_{self.short_grind_mode_name}_g"
|
|
|
|
# Here ends exit signal conditions for short_exit_grind
|
|
|
|
return False, None
|
|
|
|
# Short Exit Top Coins
|
|
# ---------------------------------------------------------------------------------------------
|
|
def short_exit_top_coins(
|
|
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,
|
|
filled_entries,
|
|
filled_exits,
|
|
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.short_exit_signals(
|
|
self.short_top_coins_mode_name,
|
|
profit_init_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.short_exit_main(
|
|
self.short_top_coins_mode_name,
|
|
profit_init_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.short_exit_williams_r(
|
|
self.short_top_coins_mode_name,
|
|
profit_init_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,
|
|
)
|
|
|
|
# Downtrend/descending based sells
|
|
if not sell:
|
|
sell, signal_name = self.short_exit_dec(
|
|
self.short_top_coins_mode_name,
|
|
profit_init_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.short_exit_stoploss(
|
|
self.short_top_coins_mode_name,
|
|
current_rate,
|
|
profit_stake,
|
|
profit_ratio,
|
|
profit_current_stake_ratio,
|
|
profit_init_ratio,
|
|
max_profit,
|
|
max_loss,
|
|
filled_entries,
|
|
filled_exits,
|
|
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.short_top_coins_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.short_top_coins_mode_name}_stoploss_u_e"]:
|
|
if profit_ratio > (previous_profit + 0.005):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_top_coins_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_init_ratio > (previous_profit + 0.001)) and (
|
|
previous_sell_reason not in [f"exit_{self.short_top_coins_mode_name}_stoploss_doom"]
|
|
):
|
|
# Update the target, raise it.
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_top_coins_mode_name,
|
|
pair,
|
|
True,
|
|
previous_sell_reason,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_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
|
|
previous_sell_reason = ""
|
|
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"]
|
|
previous_sell_reason = self.target_profit_cache.data[pair]["sell_reason"]
|
|
if signal_name in [
|
|
f"exit_{self.short_top_coins_mode_name}_stoploss_doom",
|
|
f"exit_{self.short_top_coins_mode_name}_stoploss_u_e",
|
|
] and (
|
|
previous_sell_reason
|
|
not in [
|
|
f"exit_{self.short_top_coins_mode_name}_stoploss_doom",
|
|
f"exit_profit_{self.short_top_coins_mode_name}_stoploss_u_e",
|
|
]
|
|
):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_top_coins_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_init_ratio):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_top_coins_mode_name,
|
|
pair,
|
|
sell,
|
|
signal_name,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
else:
|
|
# Just sell it, without maximize
|
|
return True, f"{signal_name}"
|
|
else:
|
|
if profit_init_ratio >= 0.005:
|
|
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_init_ratio):
|
|
mark_signal = f"exit_profit_{self.short_top_coins_mode_name}_max"
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
|
|
if signal_name not in [
|
|
f"exit_profit_{self.short_top_coins_mode_name}_max",
|
|
f"exit_{self.short_top_coins_mode_name}_stoploss_doom",
|
|
f"exit_{self.short_top_coins_mode_name}_stoploss_u_e",
|
|
]:
|
|
if sell and (signal_name is not None):
|
|
return True, f"{signal_name}"
|
|
|
|
# Here ends exit signal conditions for short_exit_top_coins
|
|
|
|
return False, None
|
|
|
|
# Short Exit Derisk
|
|
# ---------------------------------------------------------------------------------------------
|
|
def short_exit_derisk(
|
|
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,
|
|
filled_entries,
|
|
filled_exits,
|
|
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.short_exit_signals(
|
|
self.short_derisk_mode_name,
|
|
profit_init_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.short_exit_main(
|
|
self.short_derisk_mode_name,
|
|
profit_init_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.short_exit_williams_r(
|
|
self.short_derisk_mode_name,
|
|
profit_init_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,
|
|
)
|
|
|
|
# Downtrend/descending based sells
|
|
if not sell:
|
|
sell, signal_name = self.short_exit_dec(
|
|
self.short_derisk_mode_name,
|
|
profit_init_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 profit_stake < -(
|
|
filled_entries[0].cost
|
|
* (self.stop_threshold_derisk_futures if self.is_futures_mode else self.stop_threshold_derisk_spot)
|
|
# / (trade.leverage if self.is_futures_mode else 1.0)
|
|
):
|
|
sell, signal_name = True, f"exit_{self.short_derisk_mode_name}_stoploss_doom"
|
|
|
|
# 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.short_derisk_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.short_derisk_mode_name}_stoploss_u_e"]:
|
|
if profit_ratio > (previous_profit + 0.005):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_derisk_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_init_ratio > (previous_profit + 0.001)) and (
|
|
previous_sell_reason not in [f"exit_{self.short_derisk_mode_name}_stoploss_doom"]
|
|
):
|
|
# Update the target, raise it.
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_derisk_mode_name,
|
|
pair,
|
|
True,
|
|
previous_sell_reason,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_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.short_derisk_mode_name}_stoploss_doom",
|
|
f"exit_{self.short_derisk_mode_name}_stoploss_u_e",
|
|
]:
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_derisk_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_init_ratio):
|
|
mark_pair, mark_signal = self.mark_profit_target(
|
|
self.short_derisk_mode_name,
|
|
pair,
|
|
sell,
|
|
signal_name,
|
|
trade,
|
|
current_time,
|
|
current_rate,
|
|
profit_init_ratio,
|
|
last_candle,
|
|
previous_candle_1,
|
|
)
|
|
if mark_pair:
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
else:
|
|
# Just sell it, without maximize
|
|
return True, f"{signal_name}"
|
|
else:
|
|
if profit_init_ratio >= 0.005:
|
|
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_init_ratio):
|
|
mark_signal = f"exit_profit_{self.short_derisk_mode_name}_max"
|
|
self._set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time)
|
|
|
|
if signal_name not in [
|
|
f"exit_profit_{self.short_derisk_mode_name}_max",
|
|
# f"exit_{self.short_derisk_mode_name}_stoploss_doom",
|
|
# f"exit_{self.short_derisk_mode_name}_stoploss_u_e",
|
|
]:
|
|
if sell and (signal_name is not None):
|
|
return True, f"{signal_name}"
|
|
|
|
# Here ends exit signal conditions for short_exit_derisk
|
|
|
|
return False, None
|
|
|
|
# Short Exit Signals
|
|
# ---------------------------------------------------------------------------------------------
|
|
def short_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"] < 16.0)
|
|
and (last_candle["close"] < last_candle["BBL_20_2.0"])
|
|
and (previous_candle_1["close"] < previous_candle_1["BBL_20_2.0"])
|
|
and (previous_candle_2["close"] < previous_candle_2["BBL_20_2.0"])
|
|
and (previous_candle_3["close"] < previous_candle_3["BBL_20_2.0"])
|
|
and (previous_candle_4["close"] < previous_candle_4["BBL_20_2.0"])
|
|
):
|
|
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"] < 14.0)
|
|
and (last_candle["close"] < last_candle["BBL_20_2.0"])
|
|
and (previous_candle_1["close"] < previous_candle_1["BBL_20_2.0"])
|
|
and (previous_candle_2["close"] < previous_candle_2["BBL_20_2.0"])
|
|
):
|
|
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"] < 12.0:
|
|
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"] < 16.0) and (last_candle["RSI_14_1h"] < 20.0):
|
|
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"] < 21.0)
|
|
):
|
|
if current_profit > 0.01:
|
|
return True, f"exit_{mode_name}_6_1"
|
|
|
|
# # Sell signal 7
|
|
# elif (last_candle["RSI_14_1h"] < 21.0) and (last_candle["crossed_above_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["BBL_20_2.0_1h"] * 0.86:
|
|
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"
|
|
|
|
# Here ends exit signal conditions for short_exit_signals
|
|
|
|
return False, None
|
|
|
|
# Short Exit Main
|
|
# ---------------------------------------------------------------------------------------------
|
|
def short_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["EMA_200"]:
|
|
if 0.01 > current_profit >= 0.001:
|
|
if last_candle["RSI_14"] > 90.0:
|
|
return True, f"exit_{mode_name}_o_0"
|
|
elif 0.02 > current_profit >= 0.01:
|
|
if last_candle["RSI_14"] > 72.0:
|
|
return True, f"exit_{mode_name}_o_1"
|
|
elif 0.03 > current_profit >= 0.02:
|
|
if last_candle["RSI_14"] > 70.0:
|
|
return True, f"exit_{mode_name}_o_2"
|
|
elif 0.04 > current_profit >= 0.03:
|
|
if last_candle["RSI_14"] > 68.0:
|
|
return True, f"exit_{mode_name}_o_3"
|
|
elif 0.05 > current_profit >= 0.04:
|
|
if last_candle["RSI_14"] > 66.0:
|
|
return True, f"exit_{mode_name}_o_4"
|
|
elif 0.06 > current_profit >= 0.05:
|
|
if last_candle["RSI_14"] > 64.0:
|
|
return True, f"exit_{mode_name}_o_5"
|
|
elif 0.07 > current_profit >= 0.06:
|
|
if last_candle["RSI_14"] > 62.0:
|
|
return True, f"exit_{mode_name}_o_6"
|
|
elif 0.08 > current_profit >= 0.07:
|
|
if last_candle["RSI_14"] > 60.0:
|
|
return True, f"exit_{mode_name}_o_7"
|
|
elif 0.09 > current_profit >= 0.08:
|
|
if last_candle["RSI_14"] > 58.0:
|
|
return True, f"exit_{mode_name}_o_8"
|
|
elif 0.1 > current_profit >= 0.09:
|
|
if last_candle["RSI_14"] > 56.0:
|
|
return True, f"exit_{mode_name}_o_9"
|
|
elif 0.12 > current_profit >= 0.1:
|
|
if last_candle["RSI_14"] > 54.0:
|
|
return True, f"exit_{mode_name}_o_10"
|
|
elif 0.2 > current_profit >= 0.12:
|
|
if last_candle["RSI_14"] > 56.0:
|
|
return True, f"exit_{mode_name}_o_11"
|
|
elif current_profit >= 0.2:
|
|
if last_candle["RSI_14"] > 58.0:
|
|
return True, f"exit_{mode_name}_o_12"
|
|
elif last_candle["close"] > last_candle["EMA_200"]:
|
|
if 0.01 > current_profit >= 0.001:
|
|
if last_candle["RSI_14"] > 88.0:
|
|
return True, f"exit_{mode_name}_u_0"
|
|
elif 0.02 > current_profit >= 0.01:
|
|
if last_candle["RSI_14"] > 70.0:
|
|
return True, f"exit_{mode_name}_u_1"
|
|
elif 0.03 > current_profit >= 0.02:
|
|
if last_candle["RSI_14"] > 68.0:
|
|
return True, f"exit_{mode_name}_u_2"
|
|
elif 0.04 > current_profit >= 0.03:
|
|
if last_candle["RSI_14"] > 66.0:
|
|
return True, f"exit_{mode_name}_u_3"
|
|
elif 0.05 > current_profit >= 0.04:
|
|
if last_candle["RSI_14"] > 64.0:
|
|
return True, f"exit_{mode_name}_u_4"
|
|
elif 0.06 > current_profit >= 0.05:
|
|
if last_candle["RSI_14"] > 62.0:
|
|
return True, f"exit_{mode_name}_u_5"
|
|
elif 0.07 > current_profit >= 0.06:
|
|
if last_candle["RSI_14"] > 60.0:
|
|
return True, f"exit_{mode_name}_u_6"
|
|
elif 0.08 > current_profit >= 0.07:
|
|
if last_candle["RSI_14"] > 58.0:
|
|
return True, f"exit_{mode_name}_u_7"
|
|
elif 0.09 > current_profit >= 0.08:
|
|
if last_candle["RSI_14"] > 56.0:
|
|
return True, f"exit_{mode_name}_u_8"
|
|
elif 0.1 > current_profit >= 0.09:
|
|
if last_candle["RSI_14"] > 54.0:
|
|
return True, f"exit_{mode_name}_u_9"
|
|
elif 0.12 > current_profit >= 0.1:
|
|
if last_candle["RSI_14"] > 52.0:
|
|
return True, f"exit_{mode_name}_u_10"
|
|
elif 0.2 > current_profit >= 0.12:
|
|
if last_candle["RSI_14"] > 54.0:
|
|
return True, f"exit_{mode_name}_u_11"
|
|
elif current_profit >= 0.2:
|
|
if last_candle["RSI_14"] > 56.0:
|
|
return True, f"exit_{mode_name}_u_12"
|
|
|
|
# Here ends exit signal conditions for short_exit_main
|
|
|
|
return False, None
|
|
|
|
# Short Exit Williams R
|
|
# ---------------------------------------------------------------------------------------------
|
|
def short_exit_williams_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["WILLR_480"] < -99.9) and (last_candle["WILLR_14"] <= -99.0) and (last_candle["RSI_14"] < 25.0):
|
|
return True, f"exit_{mode_name}_w_0_1"
|
|
elif (last_candle["WILLR_14"] <= -99.0) and (last_candle["RSI_14"] < 16.0):
|
|
return True, f"exit_{mode_name}_w_0_2"
|
|
elif (last_candle["WILLR_14"] <= -99.0) and (last_candle["RSI_14"] > 60.0):
|
|
return True, f"exit_{mode_name}_w_0_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] <= -99.0)
|
|
and (last_candle["RSI_14"] < 20.0)
|
|
and (last_candle["ROC_9_1h"] > 0.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_4"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_6"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_14_4h"] < 40.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_7"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_8"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_9"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -84.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_12"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_14"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_480"] < -75.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_14_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] < -100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_0_15"
|
|
elif 0.02 > current_profit >= 0.01:
|
|
if last_candle["WILLR_480"] < -99.8:
|
|
return True, f"exit_{mode_name}_w_1_1"
|
|
elif (last_candle["WILLR_14"] <= -99.0) and (last_candle["RSI_14"] < 22.0):
|
|
return True, f"exit_{mode_name}_w_1_2"
|
|
elif (last_candle["WILLR_14"] <= -98.0) and (last_candle["RSI_14"] > 54.0):
|
|
return True, f"exit_{mode_name}_w_1_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] <= -98.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (last_candle["ROC_9_1h"] > 0.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_4"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_6"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_14_4h"] < 40.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_7"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_8"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_9"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -82.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_12"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_14"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["WILLR_480"] < -75.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_14_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] < -100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_1_15"
|
|
elif 0.03 > current_profit >= 0.02:
|
|
if last_candle["WILLR_480"] < -99.7:
|
|
return True, f"exit_{mode_name}_w_2_1"
|
|
elif (last_candle["WILLR_14"] <= -99.0) and (last_candle["RSI_14"] < 23.0):
|
|
return True, f"exit_{mode_name}_w_2_2"
|
|
elif (last_candle["WILLR_14"] <= -98.0) and (last_candle["RSI_14"] > 52.0):
|
|
return True, f"exit_{mode_name}_w_2_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] <= -95.0)
|
|
and (last_candle["RSI_14"] < 25.0)
|
|
and (last_candle["ROC_9_1h"] > 0.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_4"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_6"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_14_4h"] < 40.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_7"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_8"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_9"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_12"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_14"
|
|
elif (
|
|
(last_candle["RSI_3"] < 52.0)
|
|
and (last_candle["WILLR_480"] < -75.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_14_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] < -100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_2_15"
|
|
elif 0.04 > current_profit >= 0.03:
|
|
if last_candle["WILLR_480"] < -99.6:
|
|
return True, f"exit_{mode_name}_w_3_1"
|
|
elif (last_candle["WILLR_14"] <= -99.0) and (last_candle["RSI_14"] < 24.0):
|
|
return True, f"exit_{mode_name}_w_3_2"
|
|
elif (last_candle["WILLR_14"] <= -98.0) and (last_candle["RSI_14"] > 50.0):
|
|
return True, f"exit_{mode_name}_w_3_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] <= -95.0)
|
|
and (last_candle["RSI_14"] < 25.0)
|
|
and (last_candle["ROC_9_1h"] > 0.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_4"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_6"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_14_4h"] < 40.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_7"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_8"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_9"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -78.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_12"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_14"
|
|
elif (
|
|
(last_candle["RSI_3"] < 54.0)
|
|
and (last_candle["WILLR_480"] < -75.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["RSI_14_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] < -100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_3_15"
|
|
elif 0.05 > current_profit >= 0.04:
|
|
if last_candle["WILLR_480"] < -99.5:
|
|
return True, f"exit_{mode_name}_w_4_1"
|
|
elif (last_candle["WILLR_14"] <= -99.0) and (last_candle["RSI_14"] < 25.0):
|
|
return True, f"exit_{mode_name}_w_4_2"
|
|
elif (last_candle["WILLR_14"] <= -98.0) and (last_candle["RSI_14"] > 48.0):
|
|
return True, f"exit_{mode_name}_w_4_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] <= -95.0)
|
|
and (last_candle["RSI_14"] < 25.0)
|
|
and (last_candle["ROC_9_1h"] > 0.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_4"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_6"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_14_4h"] < 40.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_7"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_8"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_9"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -76.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_12"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_14"
|
|
elif (
|
|
(last_candle["RSI_3"] < 56.0)
|
|
and (last_candle["WILLR_480"] < -75.0)
|
|
and (last_candle["RSI_14"] > 44.0)
|
|
and (last_candle["RSI_14_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] < -100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_4_15"
|
|
elif 0.06 > current_profit >= 0.05:
|
|
if last_candle["WILLR_480"] < -99.4:
|
|
return True, f"exit_{mode_name}_w_5_1"
|
|
elif (last_candle["WILLR_14"] <= -99.0) and (last_candle["RSI_14"] < 26.0):
|
|
return True, f"exit_{mode_name}_w_5_2"
|
|
elif (last_candle["WILLR_14"] <= -98.0) and (last_candle["RSI_14"] > 46.0):
|
|
return True, f"exit_{mode_name}_w_5_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] <= -90.0)
|
|
and (last_candle["RSI_14"] < 30.0)
|
|
and (last_candle["ROC_9_1h"] > 0.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_4"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -86.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_6"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (last_candle["RSI_14_4h"] < 40.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_7"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_8"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_9"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -74.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_12"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_14"
|
|
elif (
|
|
(last_candle["RSI_3"] < 58.0)
|
|
and (last_candle["WILLR_480"] < -75.0)
|
|
and (last_candle["RSI_14"] > 42.0)
|
|
and (last_candle["RSI_14_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] < -100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_5_15"
|
|
elif 0.07 > current_profit >= 0.06:
|
|
if last_candle["WILLR_480"] < -99.3:
|
|
return True, f"exit_{mode_name}_w_6_1"
|
|
elif (last_candle["WILLR_14"] <= -99.0) and (last_candle["RSI_14"] < 25.0):
|
|
return True, f"exit_{mode_name}_w_6_2"
|
|
elif (last_candle["WILLR_14"] <= -98.0) and (last_candle["RSI_14"] > 48.0):
|
|
return True, f"exit_{mode_name}_w_6_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] <= -85.0)
|
|
and (last_candle["RSI_14"] < 30.0)
|
|
and (last_candle["ROC_9_1h"] > 0.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_4"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_6"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_14_4h"] < 40.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_7"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_8"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_9"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -76.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_12"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_14"
|
|
elif (
|
|
(last_candle["RSI_3"] < 56.0)
|
|
and (last_candle["WILLR_480"] < -75.0)
|
|
and (last_candle["RSI_14"] > 44.0)
|
|
and (last_candle["RSI_14_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] < -100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_6_15"
|
|
elif 0.08 > current_profit >= 0.07:
|
|
if last_candle["WILLR_480"] < -99.2:
|
|
return True, f"exit_{mode_name}_w_7_1"
|
|
elif (last_candle["WILLR_14"] <= -99.0) and (last_candle["RSI_14"] < 24.0):
|
|
return True, f"exit_{mode_name}_w_7_2"
|
|
elif (last_candle["WILLR_14"] <= -98.0) and (last_candle["RSI_14"] > 50.0):
|
|
return True, f"exit_{mode_name}_w_7_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] <= -85.0)
|
|
and (last_candle["RSI_14"] < 30.0)
|
|
and (last_candle["ROC_9_1h"] > 0.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_4"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_6"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_14_4h"] < 40.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_7"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_8"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_9"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -78.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_12"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_14"
|
|
elif (
|
|
(last_candle["RSI_3"] < 54.0)
|
|
and (last_candle["WILLR_480"] < -75.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["RSI_14_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] < -100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_7_15"
|
|
elif 0.09 > current_profit >= 0.08:
|
|
if last_candle["WILLR_480"] < -99.1:
|
|
return True, f"exit_{mode_name}_w_8_1"
|
|
elif (last_candle["WILLR_14"] <= -99.0) and (last_candle["RSI_14"] < 23.0):
|
|
return True, f"exit_{mode_name}_w_8_2"
|
|
elif (last_candle["WILLR_14"] <= -98.0) and (last_candle["RSI_14"] > 52.0):
|
|
return True, f"exit_{mode_name}_w_8_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] <= -85.0)
|
|
and (last_candle["RSI_14"] < 30.0)
|
|
and (last_candle["ROC_9_1h"] > 0.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_4"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_6"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_14_4h"] < 40.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_7"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_8"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_9"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_12"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_14"
|
|
elif (
|
|
(last_candle["RSI_3"] < 52.0)
|
|
and (last_candle["WILLR_480"] < -75.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_14_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] < -100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_8_15"
|
|
elif 0.1 > current_profit >= 0.09:
|
|
if last_candle["WILLR_480"] < -99.0:
|
|
return True, f"exit_{mode_name}_w_9_1"
|
|
elif (last_candle["WILLR_14"] <= -99.0) and (last_candle["RSI_14"] < 22.0):
|
|
return True, f"exit_{mode_name}_w_9_2"
|
|
elif (last_candle["WILLR_14"] <= -98.0) and (last_candle["RSI_14"] > 54.0):
|
|
return True, f"exit_{mode_name}_w_9_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] <= -85.0)
|
|
and (last_candle["RSI_14"] < 30.0)
|
|
and (last_candle["ROC_9_1h"] > 0.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_4"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_6"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_14_4h"] < 40.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_7"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_8"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_9"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -82.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_12"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_14"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["WILLR_480"] < -75.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_14_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] < -100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_9_15"
|
|
elif 0.12 > current_profit >= 0.1:
|
|
if last_candle["WILLR_480"] < -98.9:
|
|
return True, f"exit_{mode_name}_w_10_1"
|
|
elif (last_candle["WILLR_14"] <= -99.0) and (last_candle["RSI_14"] < 21.0):
|
|
return True, f"exit_{mode_name}_w_10_2"
|
|
elif (last_candle["WILLR_14"] <= -98.0) and (last_candle["RSI_14"] > 56.0):
|
|
return True, f"exit_{mode_name}_w_10_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] <= -85.0)
|
|
and (last_candle["RSI_14"] < 30.0)
|
|
and (last_candle["ROC_9_1h"] > 0.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_4"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_6"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_14_4h"] < 40.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_7"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_8"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_9"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -84.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_12"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_14"
|
|
elif (
|
|
(last_candle["RSI_3"] < 48.0)
|
|
and (last_candle["WILLR_480"] < -75.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_14_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] < -100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_10_15"
|
|
elif 0.2 > current_profit >= 0.12:
|
|
if last_candle["WILLR_480"] < -99.6:
|
|
return True, f"exit_{mode_name}_w_11_1"
|
|
elif (last_candle["WILLR_14"] <= -99.0) and (last_candle["RSI_14"] < 20.0):
|
|
return True, f"exit_{mode_name}_w_11_2"
|
|
elif (last_candle["WILLR_14"] <= -98.0) and (last_candle["RSI_14"] > 58.0):
|
|
return True, f"exit_{mode_name}_w_11_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] <= -85.0)
|
|
and (last_candle["RSI_14"] < 30.0)
|
|
and (last_candle["ROC_9_1h"] > 0.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_4"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_6"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14_4h"] < 40.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_7"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_8"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_9"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -86.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_12"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_14"
|
|
elif (
|
|
(last_candle["RSI_3"] < 46.0)
|
|
and (last_candle["WILLR_480"] < -75.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_14_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] < -100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_11_15"
|
|
elif current_profit >= 0.2:
|
|
if last_candle["WILLR_480"] < -99.8:
|
|
return True, f"exit_{mode_name}_w_12_1"
|
|
elif (last_candle["WILLR_14"] <= -99.0) and (last_candle["RSI_14"] < 19.0):
|
|
return True, f"exit_{mode_name}_w_12_2"
|
|
elif (last_candle["WILLR_14"] <= -98.0) and (last_candle["RSI_14"] > 60.0):
|
|
return True, f"exit_{mode_name}_w_12_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] <= -99.0)
|
|
and (last_candle["RSI_14"] < 20.0)
|
|
and (last_candle["ROC_9_1h"] > 0.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_4"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_6"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14_4h"] < 40.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_7"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_8"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] < -10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_9"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["CCI_20_change_pct_4h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_12"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -80.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_14"
|
|
elif (
|
|
(last_candle["RSI_3"] < 44.0)
|
|
and (last_candle["WILLR_480"] < -75.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_14_4h"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
and (isinstance(last_candle["ROC_9_4h"], np.float64) and (last_candle["ROC_9_4h"] < -100.0))
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -100.0))
|
|
):
|
|
return True, f"exit_{mode_name}_w_12_15"
|
|
|
|
# Here ends exit signal conditions for short_exit_williams_r
|
|
|
|
return False, None
|
|
|
|
# Short Exit Dec
|
|
# ---------------------------------------------------------------------------------------------
|
|
def short_exit_dec(
|
|
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["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] > last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] > last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] <= -99.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] <= -99.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 1.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] > 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] <= -99.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] <= -99.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_6"
|
|
elif (
|
|
(last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 1.0)
|
|
and (last_candle["CMF_20_1h"] > 0.1)
|
|
and (last_candle["CMF_20_4h"] > 0.1)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 55.0)
|
|
and (last_candle["ROC_9_15m"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_1h"] > 20.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_12"
|
|
elif (last_candle["RSI_3"] < 1.0) and (last_candle["RSI_3_4h"] > 95.0) and (last_candle["ROC_9_4h"] > 25.0):
|
|
return True, f"exit_{mode_name}_d_0_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_4h"] > 95.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_14"
|
|
elif (last_candle["RSI_3"] < 1.0) and (last_candle["RSI_14"] < 22.0) and (last_candle["ROC_9_4h"] > 30.0):
|
|
return True, f"exit_{mode_name}_d_0_15"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["AROOND_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] > 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_16"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_17"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] < 25.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_18"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_19"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_20"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_21"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_22"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -95.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_1d"] > 95.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_23"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (last_candle["WILLR_14"] < -95.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROOND_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_24"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_25"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_26"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_27"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_15m"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_28"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_29"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_30"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_31"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_32"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["ROC_2_1h"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_33"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_3_15m"] > 70.0)
|
|
and (last_candle["RSI_14_1h"] < 20.0)
|
|
and (last_candle["ROC_9_1h"] < -40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_34"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -95.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_35"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_36"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] < 80.0)
|
|
and (last_candle["RSI_3_1d"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_37"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_38"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_39"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_40"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -95.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_41"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_42"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_43"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_44"
|
|
elif (last_candle["RSI_3"] < 4.0) and (last_candle["WILLR_14"] < -96.0) and (last_candle["RSI_3_1h"] > 90.0):
|
|
return True, f"exit_{mode_name}_d_0_45"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_2_1d"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_46"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_47"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_48"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_49"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1d"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_50"
|
|
elif (
|
|
(last_candle["RSI_3"] < 32.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_51"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] < 38.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_52"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["WILLR_14"] < -95.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_53"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["change_pct_1d"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_54"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_55"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_56"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 66.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_57"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_58"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_59"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 62.0)
|
|
and (last_candle["RSI_14_4h"] < 35.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_60"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_61"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_62"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_63"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_64"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_65"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_66"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["ROC_9_1d"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_67"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_68"
|
|
elif (
|
|
(last_candle["RSI_3"] < 3.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_69"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 62.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_70"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_71"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_72"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_73"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_74"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_75"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["ROC_9_1h"] < -80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_76"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_77"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -86.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_78"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_79"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_80"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] < 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_81"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_82"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_83"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_84"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_85"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["RSI_14_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1h"] > 5.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_86"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_87"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_1h"] > 2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_88"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] > 62.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_89"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_90"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_91"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_92"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_15m"] > 50.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_93"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 55.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_94"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
and (isinstance(last_candle["AROOND_14_1d"], np.float64) and (last_candle["AROOND_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_95"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_1d"] > 55.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_96"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 65.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_97"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["RSI_3_15m"] < 26.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (last_candle["RSI_3_4h"] > 40.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_0_98"
|
|
elif 0.02 > current_profit >= 0.01:
|
|
if (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] > last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] > last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 32.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -95.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 1.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] > 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -70.0)
|
|
and (last_candle["RSI_14"] < 35.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_14"] < 28.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_6"
|
|
elif (
|
|
(last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["CMF_20_1h"] > 0.1)
|
|
and (last_candle["CMF_20_4h"] > 0.1)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] > 55.0)
|
|
and (last_candle["ROC_9_15m"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_1h"] > 20.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_12"
|
|
elif (last_candle["RSI_3"] < 20.0) and (last_candle["RSI_3_4h"] > 95.0) and (last_candle["ROC_9_4h"] > 25.0):
|
|
return True, f"exit_{mode_name}_d_1_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_4h"] > 95.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_14"
|
|
elif (last_candle["RSI_3"] < 5.0) and (last_candle["RSI_14"] < 25.0) and (last_candle["ROC_9_4h"] > 30.0):
|
|
return True, f"exit_{mode_name}_d_1_15"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["AROOND_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] > 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_16"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_17"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_18"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] < 28.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_19"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_20"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_21"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_22"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_1d"] > 95.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_23"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] < 25.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROOND_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_24"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_25"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_26"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_27"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_15m"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_28"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_29"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_30"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_31"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_32"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["ROC_2_1h"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_33"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_3_15m"] > 70.0)
|
|
and (last_candle["RSI_14_1h"] < 20.0)
|
|
and (last_candle["ROC_9_1h"] < -40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_34"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_35"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -85.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_36"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] < 80.0)
|
|
and (last_candle["RSI_3_1d"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_37"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -85.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_38"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -95.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_39"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -85.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_40"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_41"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_42"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_43"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["WILLR_14"] < -95.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_44"
|
|
elif (last_candle["RSI_3"] < 6.0) and (last_candle["WILLR_14"] < -94.0) and (last_candle["RSI_3_1h"] > 90.0):
|
|
return True, f"exit_{mode_name}_d_1_45"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_2_1d"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_46"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_47"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_48"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_49"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_1d"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_50"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_51"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_52"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_53"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["change_pct_1d"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_54"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -86.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_55"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_56"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 64.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_57"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_58"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_59"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_14_4h"] < 35.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_60"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_61"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_62"
|
|
elif (
|
|
(last_candle["RSI_3"] < 32.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_63"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_64"
|
|
elif (
|
|
(last_candle["RSI_3"] < 32.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_65"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_66"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["ROC_9_1d"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_67"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_68"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_69"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_70"
|
|
elif (
|
|
(last_candle["RSI_3"] < 36.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_71"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_72"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_73"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_74"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_75"
|
|
elif (
|
|
(last_candle["RSI_3"] < 32.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["ROC_9_1h"] < -80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_76"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_77"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -84.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_78"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_79"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_80"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] < 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_81"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_82"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_83"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_84"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_85"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["RSI_14_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1h"] > 5.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_86"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_87"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_1h"] > 2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_88"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_89"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_90"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_91"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_92"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_15m"] > 50.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_93"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 55.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_94"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
and (isinstance(last_candle["AROOND_14_1d"], np.float64) and (last_candle["AROOND_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_95"
|
|
elif (
|
|
(last_candle["RSI_3"] < 38.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_1d"] > 55.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_96"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 65.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_97"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_3_15m"] < 28.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (last_candle["RSI_3_4h"] > 40.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_1_98"
|
|
elif 0.03 > current_profit >= 0.02:
|
|
if (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] > last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] > last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 34.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 1.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] > 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -70.0)
|
|
and (last_candle["RSI_14"] < 35.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_14"] < 30.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_6"
|
|
elif (
|
|
(last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["CMF_20_1h"] > 0.1)
|
|
and (last_candle["CMF_20_4h"] > 0.1)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] > 55.0)
|
|
and (last_candle["ROC_9_15m"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_1h"] > 20.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_12"
|
|
elif (last_candle["RSI_3"] < 20.0) and (last_candle["RSI_3_4h"] > 95.0) and (last_candle["ROC_9_4h"] > 25.0):
|
|
return True, f"exit_{mode_name}_d_2_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_4h"] > 95.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_14"
|
|
elif (last_candle["RSI_3"] < 8.0) and (last_candle["RSI_14"] < 30.0) and (last_candle["ROC_9_4h"] > 30.0):
|
|
return True, f"exit_{mode_name}_d_2_15"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["AROOND_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] > 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_16"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_17"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_18"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_19"
|
|
elif (
|
|
(last_candle["RSI_3"] < 52.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_20"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_21"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_22"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -85.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_1d"] > 95.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_23"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] < 30.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROOND_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_24"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_25"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_26"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_27"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_15m"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_28"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_29"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_30"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_31"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_32"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["ROC_2_1h"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_33"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_3_15m"] > 70.0)
|
|
and (last_candle["RSI_14_1h"] < 20.0)
|
|
and (last_candle["ROC_9_1h"] < -40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_34"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -93.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_35"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_36"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] < 80.0)
|
|
and (last_candle["RSI_3_1d"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_37"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_38"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_39"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_40"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -85.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_41"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_42"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_43"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_44"
|
|
elif (last_candle["RSI_3"] < 8.0) and (last_candle["WILLR_14"] < -92.0) and (last_candle["RSI_3_1h"] > 90.0):
|
|
return True, f"exit_{mode_name}_d_2_45"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_2_1d"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_46"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_47"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_48"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_49"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_1d"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_50"
|
|
elif (
|
|
(last_candle["RSI_3"] < 36.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_51"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_52"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_53"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["change_pct_1d"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_54"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -84.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_55"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_56"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 62.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_57"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_58"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -86.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_59"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_14_4h"] < 35.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_60"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_61"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_62"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_63"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_64"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_65"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_66"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["ROC_9_1d"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_67"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_68"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_69"
|
|
elif (
|
|
(last_candle["RSI_3"] < 36.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_70"
|
|
elif (
|
|
(last_candle["RSI_3"] < 38.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_71"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_72"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_73"
|
|
elif (
|
|
(last_candle["RSI_3"] < 3.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_74"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_75"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["ROC_9_1h"] < -80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_76"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_77"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -82.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_78"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_79"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_80"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] < 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_81"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_82"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_83"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_84"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_85"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["RSI_14_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1h"] > 5.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_86"
|
|
elif (
|
|
(last_candle["RSI_3"] < 36.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_87"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -78.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_1h"] > 2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_88"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_89"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_90"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_91"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_92"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_15m"] > 50.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_93"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 55.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_94"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -86.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
and (isinstance(last_candle["AROOND_14_1d"], np.float64) and (last_candle["AROOND_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_95"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_1d"] > 55.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_96"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 65.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_97"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["RSI_3_15m"] < 30.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (last_candle["RSI_3_4h"] > 40.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_2_98"
|
|
elif 0.04 > current_profit >= 0.03:
|
|
if (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] > last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] > last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] > 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -70.0)
|
|
and (last_candle["RSI_14"] < 35.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_14"] < 32.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_6"
|
|
elif (
|
|
(last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["CMF_20_1h"] > 0.1)
|
|
and (last_candle["CMF_20_4h"] > 0.1)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] > 55.0)
|
|
and (last_candle["ROC_9_15m"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_1h"] > 20.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_12"
|
|
elif (last_candle["RSI_3"] < 20.0) and (last_candle["RSI_3_4h"] > 95.0) and (last_candle["ROC_9_4h"] > 25.0):
|
|
return True, f"exit_{mode_name}_d_3_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_4h"] > 95.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_14"
|
|
elif (last_candle["RSI_3"] < 10.0) and (last_candle["RSI_14"] < 35.0) and (last_candle["ROC_9_4h"] > 30.0):
|
|
return True, f"exit_{mode_name}_d_3_15"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["AROOND_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] > 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_16"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_17"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_18"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["RSI_14"] < 32.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_19"
|
|
elif (
|
|
(last_candle["RSI_3"] < 54.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_20"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_21"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_22"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_1d"] > 95.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_23"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["RSI_14"] < 32.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROOND_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_24"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_25"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_26"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_27"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_15m"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_28"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_29"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_30"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_31"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_32"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["ROC_2_1h"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_33"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_3_15m"] > 70.0)
|
|
and (last_candle["RSI_14_1h"] < 20.0)
|
|
and (last_candle["ROC_9_1h"] < -40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_34"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_35"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_36"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] < 80.0)
|
|
and (last_candle["RSI_3_1d"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_37"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_38"
|
|
elif (
|
|
(last_candle["RSI_3"] < 7.0)
|
|
and (last_candle["WILLR_14"] < -93.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_39"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_40"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_41"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -65.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_42"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_43"
|
|
elif (
|
|
(last_candle["RSI_3"] < 45.0)
|
|
and (last_candle["WILLR_14"] < -85.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_44"
|
|
elif (last_candle["RSI_3"] < 10.0) and (last_candle["WILLR_14"] < -90.0) and (last_candle["RSI_3_1h"] > 90.0):
|
|
return True, f"exit_{mode_name}_d_3_45"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_2_1d"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_46"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_47"
|
|
elif (
|
|
(last_candle["RSI_3"] < 45.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_48"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_49"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_1d"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_50"
|
|
elif (
|
|
(last_candle["RSI_3"] < 38.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_51"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_52"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_53"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["change_pct_1d"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_54"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -82.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_55"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_56"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_57"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_58"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -84.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_59"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_14_4h"] < 35.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_60"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_61"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_62"
|
|
elif (
|
|
(last_candle["RSI_3"] < 36.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_63"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_64"
|
|
elif (
|
|
(last_candle["RSI_3"] < 36.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_65"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_66"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["ROC_9_1d"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_67"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_68"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_69"
|
|
elif (
|
|
(last_candle["RSI_3"] < 38.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_70"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_71"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_72"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_73"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_74"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_75"
|
|
elif (
|
|
(last_candle["RSI_3"] < 36.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["ROC_9_1h"] < -80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_76"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_77"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_78"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_79"
|
|
elif (
|
|
(last_candle["RSI_3"] < 32.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_80"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -86.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] < 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_81"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["WILLR_14"] < -86.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_82"
|
|
elif (
|
|
(last_candle["RSI_3"] < 32.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_83"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_84"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_85"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1h"] > 5.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_86"
|
|
elif (
|
|
(last_candle["RSI_3"] < 38.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_87"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -76.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_1h"] > 2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_88"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_89"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_90"
|
|
elif (
|
|
(last_candle["RSI_3"] < 32.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_91"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_92"
|
|
elif (
|
|
(last_candle["RSI_3"] < 32.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["RSI_3_15m"] > 50.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_93"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 55.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_94"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -84.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
and (isinstance(last_candle["AROOND_14_1d"], np.float64) and (last_candle["AROOND_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_95"
|
|
elif (
|
|
(last_candle["RSI_3"] < 42.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_1d"] > 55.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_96"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 65.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_97"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["RSI_3_15m"] < 32.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (last_candle["RSI_3_4h"] > 40.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_3_98"
|
|
elif 0.05 > current_profit >= 0.04:
|
|
if (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] > last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] > last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 38.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] > 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -70.0)
|
|
and (last_candle["RSI_14"] < 35.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_14"] < 34.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_6"
|
|
elif (
|
|
(last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["CMF_20_1h"] > 0.1)
|
|
and (last_candle["CMF_20_4h"] > 0.1)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -93.0)
|
|
and (last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] > 55.0)
|
|
and (last_candle["ROC_9_15m"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_1h"] > 20.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_12"
|
|
elif (last_candle["RSI_3"] < 20.0) and (last_candle["RSI_3_4h"] > 95.0) and (last_candle["ROC_9_4h"] > 25.0):
|
|
return True, f"exit_{mode_name}_d_4_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 95.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_14"
|
|
elif (last_candle["RSI_3"] < 12.0) and (last_candle["RSI_14"] < 40.0) and (last_candle["ROC_9_4h"] > 30.0):
|
|
return True, f"exit_{mode_name}_d_4_15"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["AROOND_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] > 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_16"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -70.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_17"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_18"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["RSI_14"] < 34.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_19"
|
|
elif (
|
|
(last_candle["RSI_3"] < 56.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_20"
|
|
elif (
|
|
(last_candle["RSI_3"] < 45.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_21"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_22"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_1d"] > 95.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_23"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["RSI_14"] < 34.0)
|
|
and (last_candle["WILLR_14"] < -70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROOND_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_24"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_25"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_26"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_27"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_15m"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_28"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_29"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_30"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_31"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_32"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["ROC_2_1h"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_33"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_3_15m"] > 70.0)
|
|
and (last_candle["RSI_14_1h"] < 20.0)
|
|
and (last_candle["ROC_9_1h"] < -40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_34"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -91.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_35"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["WILLR_14"] < -70.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_36"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] < 80.0)
|
|
and (last_candle["RSI_3_1d"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_37"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["WILLR_14"] < -70.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_38"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_39"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["WILLR_14"] < -70.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_40"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_41"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["WILLR_14"] < -60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_42"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_43"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_44"
|
|
elif (last_candle["RSI_3"] < 12.0) and (last_candle["WILLR_14"] < -88.0) and (last_candle["RSI_3_1h"] > 90.0):
|
|
return True, f"exit_{mode_name}_d_4_45"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_2_1d"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_46"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_47"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_48"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_49"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1d"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_50"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_51"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_52"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_53"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["change_pct_1d"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_54"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_55"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_56"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_57"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_58"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -82.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_59"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_14_4h"] < 35.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_60"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_61"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_62"
|
|
elif (
|
|
(last_candle["RSI_3"] < 38.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_63"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_64"
|
|
elif (
|
|
(last_candle["RSI_3"] < 38.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_65"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_66"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["ROC_9_1d"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_67"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_68"
|
|
elif (
|
|
(last_candle["RSI_3"] < 7.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_69"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_70"
|
|
elif (
|
|
(last_candle["RSI_3"] < 42.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_71"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_72"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_73"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_74"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_75"
|
|
elif (
|
|
(last_candle["RSI_3"] < 38.0)
|
|
and (last_candle["RSI_14"] > 44.0)
|
|
and (last_candle["ROC_9_1h"] < -80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_76"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_77"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -78.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_78"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_79"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_80"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["WILLR_14"] < -84.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] < 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_81"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["WILLR_14"] < -84.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_82"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_83"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_84"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -86.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_85"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["RSI_14_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1h"] > 5.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_86"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_87"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -74.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_1h"] > 2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_88"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_89"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_90"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_91"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_92"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_14"] > 44.0)
|
|
and (last_candle["RSI_3_15m"] > 50.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_93"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] > 44.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 55.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_94"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["WILLR_14"] < -82.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
and (isinstance(last_candle["AROOND_14_1d"], np.float64) and (last_candle["AROOND_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_95"
|
|
elif (
|
|
(last_candle["RSI_3"] < 44.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_1d"] > 55.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_96"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 65.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_97"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_3_15m"] < 34.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (last_candle["RSI_3_4h"] > 40.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_4_98"
|
|
elif 0.06 > current_profit >= 0.05:
|
|
if (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] > last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] > last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] > 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -70.0)
|
|
and (last_candle["RSI_14"] < 35.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_6"
|
|
elif (
|
|
(last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["CMF_20_1h"] > 0.1)
|
|
and (last_candle["CMF_20_4h"] > 0.1)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] > 55.0)
|
|
and (last_candle["ROC_9_15m"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_1h"] > 20.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_12"
|
|
elif (last_candle["RSI_3"] < 20.0) and (last_candle["RSI_3_4h"] > 95.0) and (last_candle["ROC_9_4h"] > 25.0):
|
|
return True, f"exit_{mode_name}_d_5_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (last_candle["RSI_3_4h"] > 95.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_14"
|
|
elif (last_candle["RSI_3"] < 14.0) and (last_candle["RSI_14"] > 58.0) and (last_candle["ROC_9_4h"] > 30.0):
|
|
return True, f"exit_{mode_name}_d_5_15"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["AROOND_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] > 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_16"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -65.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_17"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_18"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_19"
|
|
elif (
|
|
(last_candle["RSI_3"] < 58.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_20"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_21"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_22"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["WILLR_14"] < -70.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_1d"] > 95.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_23"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["WILLR_14"] < -65.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROOND_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_24"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_25"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_26"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_27"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_15m"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_28"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_29"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_30"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_31"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_32"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["ROC_2_1h"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_33"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_3_15m"] > 70.0)
|
|
and (last_candle["RSI_14_1h"] < 20.0)
|
|
and (last_candle["ROC_9_1h"] < -40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_34"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_35"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["WILLR_14"] < -65.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_36"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] < 80.0)
|
|
and (last_candle["RSI_3_1d"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_37"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["WILLR_14"] < -65.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_38"
|
|
elif (
|
|
(last_candle["RSI_3"] < 9.0)
|
|
and (last_candle["WILLR_14"] < -91.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_39"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["WILLR_14"] < -65.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_40"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["WILLR_14"] < -70.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_41"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["WILLR_14"] < -55.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_42"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_43"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_44"
|
|
elif (last_candle["RSI_3"] < 14.0) and (last_candle["WILLR_14"] < -86.0) and (last_candle["RSI_3_1h"] > 90.0):
|
|
return True, f"exit_{mode_name}_d_5_45"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_2_1d"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_46"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_47"
|
|
elif (
|
|
(last_candle["RSI_3"] < 55.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_48"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_49"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (last_candle["RSI_3_1d"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_50"
|
|
elif (
|
|
(last_candle["RSI_3"] < 42.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_51"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] < 48.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_52"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_53"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["change_pct_1d"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_54"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -78.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_55"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_56"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_57"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_58"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_59"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_14_4h"] < 35.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_60"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_61"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_62"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_63"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_64"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_65"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] > 44.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_66"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["ROC_9_1d"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_67"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 44.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_68"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_69"
|
|
elif (
|
|
(last_candle["RSI_3"] < 42.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_70"
|
|
elif (
|
|
(last_candle["RSI_3"] < 44.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_71"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_72"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_73"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_74"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_75"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 42.0)
|
|
and (last_candle["ROC_9_1h"] < -80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_76"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_77"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["WILLR_14"] < -76.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_78"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_79"
|
|
elif (
|
|
(last_candle["RSI_3"] < 36.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_80"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["WILLR_14"] < -82.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] < 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_81"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["WILLR_14"] < -82.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_82"
|
|
elif (
|
|
(last_candle["RSI_3"] < 36.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_83"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_84"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -84.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_85"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["RSI_14_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1h"] > 5.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_86"
|
|
elif (
|
|
(last_candle["RSI_3"] < 42.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_87"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -72.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_1h"] > 2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_88"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_89"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_90"
|
|
elif (
|
|
(last_candle["RSI_3"] < 36.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_91"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 44.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_92"
|
|
elif (
|
|
(last_candle["RSI_3"] < 36.0)
|
|
and (last_candle["RSI_14"] > 42.0)
|
|
and (last_candle["RSI_3_15m"] > 50.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_93"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 42.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 55.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_94"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
and (isinstance(last_candle["AROOND_14_1d"], np.float64) and (last_candle["AROOND_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_95"
|
|
elif (
|
|
(last_candle["RSI_3"] < 46.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_1d"] > 55.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_96"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["RSI_3_1h"] > 65.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_97"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["RSI_3_15m"] < 36.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (last_candle["RSI_3_4h"] > 40.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_5_98"
|
|
elif 0.07 > current_profit >= 0.06:
|
|
if (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] > last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] > last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 38.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 2.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] > 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_14"] < 32.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_14"] < 34.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_6"
|
|
elif (
|
|
(last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["CMF_20_1h"] > 0.1)
|
|
and (last_candle["CMF_20_4h"] > 0.1)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -93.0)
|
|
and (last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -85.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 55.0)
|
|
and (last_candle["ROC_9_15m"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_1h"] > 20.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_12"
|
|
elif (last_candle["RSI_3"] < 15.0) and (last_candle["RSI_3_4h"] > 95.0) and (last_candle["ROC_9_4h"] > 25.0):
|
|
return True, f"exit_{mode_name}_d_6_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 95.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_14"
|
|
elif (last_candle["RSI_3"] < 12.0) and (last_candle["RSI_14"] < 40.0) and (last_candle["ROC_9_4h"] > 30.0):
|
|
return True, f"exit_{mode_name}_d_6_15"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["AROOND_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] > 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_16"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -70.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_17"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] < 35.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_18"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["RSI_14"] < 34.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_19"
|
|
elif (
|
|
(last_candle["RSI_3"] < 56.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_20"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_21"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_22"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_1d"] > 95.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_23"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["RSI_14"] < 34.0)
|
|
and (last_candle["WILLR_14"] < -70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROOND_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_24"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_25"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_26"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_27"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_15m"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_28"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_29"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_30"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_31"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_32"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["ROC_2_1h"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_33"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_3_15m"] > 70.0)
|
|
and (last_candle["RSI_14_1h"] < 20.0)
|
|
and (last_candle["ROC_9_1h"] < -40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_34"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -91.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_35"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["WILLR_14"] < -70.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_36"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] < 80.0)
|
|
and (last_candle["RSI_3_1d"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_37"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["WILLR_14"] < -70.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_38"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_39"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["WILLR_14"] < -70.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_40"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_41"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["WILLR_14"] < -60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_42"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_43"
|
|
elif (
|
|
(last_candle["RSI_3"] < 45.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_44"
|
|
elif (last_candle["RSI_3"] < 12.0) and (last_candle["WILLR_14"] < -88.0) and (last_candle["RSI_3_1h"] > 90.0):
|
|
return True, f"exit_{mode_name}_d_6_45"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_2_1d"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_46"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_47"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_48"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_49"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1d"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_50"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_51"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] < 46.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_52"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_53"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["change_pct_1d"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_54"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_55"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_56"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_57"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_58"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -82.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_59"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_14_4h"] < 35.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_60"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_61"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_62"
|
|
elif (
|
|
(last_candle["RSI_3"] < 38.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_63"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_64"
|
|
elif (
|
|
(last_candle["RSI_3"] < 38.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_65"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_66"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["ROC_9_1d"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_67"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_68"
|
|
elif (
|
|
(last_candle["RSI_3"] < 7.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_69"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_70"
|
|
elif (
|
|
(last_candle["RSI_3"] < 42.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_71"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_72"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_73"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_74"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_75"
|
|
elif (
|
|
(last_candle["RSI_3"] < 38.0)
|
|
and (last_candle["RSI_14"] > 44.0)
|
|
and (last_candle["ROC_9_1h"] < -80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_76"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_77"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -78.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_78"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_79"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_80"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["WILLR_14"] < -84.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] < 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_81"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["WILLR_14"] < -84.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_82"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_83"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_84"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -86.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_85"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["RSI_14_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1h"] > 5.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_86"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_87"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -74.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_1h"] > 2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_88"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_89"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_90"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_91"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_92"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_14"] > 44.0)
|
|
and (last_candle["RSI_3_15m"] > 50.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_93"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] > 44.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 55.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_94"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["WILLR_14"] < -82.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
and (isinstance(last_candle["AROOND_14_1d"], np.float64) and (last_candle["AROOND_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_95"
|
|
elif (
|
|
(last_candle["RSI_3"] < 44.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_1d"] > 55.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_96"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 65.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_97"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_3_15m"] < 34.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (last_candle["RSI_3_4h"] > 40.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_6_98"
|
|
elif 0.08 > current_profit >= 0.07:
|
|
if (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] > last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] > last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 2.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] > 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_14"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_14"] < 32.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_6"
|
|
elif (
|
|
(last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["CMF_20_1h"] > 0.1)
|
|
and (last_candle["CMF_20_4h"] > 0.1)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["RSI_14"] > 55.0)
|
|
and (last_candle["ROC_9_15m"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_1h"] > 20.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_12"
|
|
elif (last_candle["RSI_3"] < 10.0) and (last_candle["RSI_3_4h"] > 95.0) and (last_candle["ROC_9_4h"] > 25.0):
|
|
return True, f"exit_{mode_name}_d_7_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_4h"] > 95.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_14"
|
|
elif (last_candle["RSI_3"] < 10.0) and (last_candle["RSI_14"] < 38.0) and (last_candle["ROC_9_4h"] > 30.0):
|
|
return True, f"exit_{mode_name}_d_7_15"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["AROOND_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] > 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_16"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_17"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["RSI_14"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_18"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["RSI_14"] < 32.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_19"
|
|
elif (
|
|
(last_candle["RSI_3"] < 54.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_20"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_21"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_22"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_1d"] > 95.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_23"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["RSI_14"] < 32.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROOND_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_24"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_25"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_26"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_27"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_15m"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_28"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_29"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_30"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_31"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_32"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["ROC_2_1h"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_33"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_3_15m"] > 70.0)
|
|
and (last_candle["RSI_14_1h"] < 20.0)
|
|
and (last_candle["ROC_9_1h"] < -40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_34"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_35"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_36"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] < 80.0)
|
|
and (last_candle["RSI_3_1d"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_37"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_38"
|
|
elif (
|
|
(last_candle["RSI_3"] < 7.0)
|
|
and (last_candle["WILLR_14"] < -93.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_39"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_40"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_41"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -65.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_42"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_43"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["WILLR_14"] < -85.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_44"
|
|
elif (last_candle["RSI_3"] < 10.0) and (last_candle["WILLR_14"] < -90.0) and (last_candle["RSI_3_1h"] > 90.0):
|
|
return True, f"exit_{mode_name}_d_7_45"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_2_1d"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_46"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_47"
|
|
elif (
|
|
(last_candle["RSI_3"] < 45.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_48"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_49"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_1d"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_50"
|
|
elif (
|
|
(last_candle["RSI_3"] < 38.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_51"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] < 44.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_52"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_53"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["change_pct_1d"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_54"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -82.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_55"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_56"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_57"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_58"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -84.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_59"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_14_4h"] < 35.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_60"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_61"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_62"
|
|
elif (
|
|
(last_candle["RSI_3"] < 36.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_63"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_64"
|
|
elif (
|
|
(last_candle["RSI_3"] < 36.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_65"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_66"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["ROC_9_1d"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_67"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_68"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_69"
|
|
elif (
|
|
(last_candle["RSI_3"] < 38.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_70"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_71"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_72"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_73"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_74"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_75"
|
|
elif (
|
|
(last_candle["RSI_3"] < 36.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["ROC_9_1h"] < -80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_76"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_77"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_78"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_79"
|
|
elif (
|
|
(last_candle["RSI_3"] < 32.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_80"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -86.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] < 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_81"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["WILLR_14"] < -86.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_82"
|
|
elif (
|
|
(last_candle["RSI_3"] < 32.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_83"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_84"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_85"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1h"] > 5.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_86"
|
|
elif (
|
|
(last_candle["RSI_3"] < 38.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_87"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -76.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_1h"] > 2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_88"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_89"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_90"
|
|
elif (
|
|
(last_candle["RSI_3"] < 32.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_91"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_92"
|
|
elif (
|
|
(last_candle["RSI_3"] < 32.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["RSI_3_15m"] > 50.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_93"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 46.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 55.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_94"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -84.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
and (isinstance(last_candle["AROOND_14_1d"], np.float64) and (last_candle["AROOND_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_95"
|
|
elif (
|
|
(last_candle["RSI_3"] < 42.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_1d"] > 55.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_96"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 65.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_97"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["RSI_3_15m"] < 32.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (last_candle["RSI_3_4h"] > 40.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_7_98"
|
|
elif 0.09 > current_profit >= 0.08:
|
|
if (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] > last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] > last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 34.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 2.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] > 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -85.0)
|
|
and (last_candle["RSI_14"] < 28.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_14"] < 30.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_6"
|
|
elif (
|
|
(last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["CMF_20_1h"] > 0.1)
|
|
and (last_candle["CMF_20_4h"] > 0.1)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -95.0)
|
|
and (last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] > 55.0)
|
|
and (last_candle["ROC_9_15m"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_1h"] > 20.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_12"
|
|
elif (last_candle["RSI_3"] < 5.0) and (last_candle["RSI_3_4h"] > 95.0) and (last_candle["ROC_9_4h"] > 25.0):
|
|
return True, f"exit_{mode_name}_d_8_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_4h"] > 95.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_14"
|
|
elif (last_candle["RSI_3"] < 8.0) and (last_candle["RSI_14"] < 36.0) and (last_candle["ROC_9_4h"] > 30.0):
|
|
return True, f"exit_{mode_name}_d_8_15"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["AROOND_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] > 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_16"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_17"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] < 28.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_18"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] < 30.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_19"
|
|
elif (
|
|
(last_candle["RSI_3"] < 52.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_20"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_21"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_22"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -85.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_1d"] > 95.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_23"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] < 30.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROOND_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_24"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_25"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_26"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_27"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_15m"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_28"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_29"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_30"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_31"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_32"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["ROC_2_1h"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_33"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_3_15m"] > 70.0)
|
|
and (last_candle["RSI_14_1h"] < 20.0)
|
|
and (last_candle["ROC_9_1h"] < -40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_34"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -93.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_35"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_36"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] < 80.0)
|
|
and (last_candle["RSI_3_1d"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_37"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_38"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_39"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_40"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -85.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_41"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_42"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_43"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_44"
|
|
elif (last_candle["RSI_3"] < 8.0) and (last_candle["WILLR_14"] < -92.0) and (last_candle["RSI_3_1h"] > 90.0):
|
|
return True, f"exit_{mode_name}_d_8_45"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_2_1d"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_46"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_47"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_48"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_49"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_1d"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_50"
|
|
elif (
|
|
(last_candle["RSI_3"] < 36.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_51"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] < 42.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_52"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_53"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["change_pct_1d"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_54"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -84.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_55"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_56"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 62.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_57"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_58"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -86.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_59"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_14_4h"] < 35.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_60"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_61"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_62"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_63"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_64"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_65"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_66"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["ROC_9_1d"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_67"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_68"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_69"
|
|
elif (
|
|
(last_candle["RSI_3"] < 36.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_70"
|
|
elif (
|
|
(last_candle["RSI_3"] < 38.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_71"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_72"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_73"
|
|
elif (
|
|
(last_candle["RSI_3"] < 3.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_74"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_75"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["ROC_9_1h"] < -80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_76"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_77"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -82.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_78"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_79"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_80"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] < 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_81"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_82"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_83"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_84"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_85"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["RSI_14_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1h"] > 5.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_86"
|
|
elif (
|
|
(last_candle["RSI_3"] < 36.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_87"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -78.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_1h"] > 2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_88"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_89"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_90"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_91"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_92"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_15m"] > 50.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_93"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 48.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 55.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_94"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -86.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
and (isinstance(last_candle["AROOND_14_1d"], np.float64) and (last_candle["AROOND_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_95"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_1d"] > 55.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_96"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 65.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_97"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["RSI_3_15m"] < 30.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (last_candle["RSI_3_4h"] > 40.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_8_98"
|
|
elif 0.1 > current_profit >= 0.09:
|
|
if (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] > last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] > last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 32.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 2.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] > 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_14"] < 26.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_14"] < 28.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_6"
|
|
elif (
|
|
(last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["CMF_20_1h"] > 0.1)
|
|
and (last_candle["CMF_20_4h"] > 0.1)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["RSI_14"] > 55.0)
|
|
and (last_candle["ROC_9_15m"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_1h"] > 20.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_12"
|
|
elif (last_candle["RSI_3"] < 4.0) and (last_candle["RSI_3_4h"] > 95.0) and (last_candle["ROC_9_4h"] > 25.0):
|
|
return True, f"exit_{mode_name}_d_9_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_4h"] > 95.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_14"
|
|
elif (last_candle["RSI_3"] < 6.0) and (last_candle["RSI_14"] < 34.0) and (last_candle["ROC_9_4h"] > 30.0):
|
|
return True, f"exit_{mode_name}_d_9_15"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["AROOND_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] > 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_16"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -85.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_17"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["RSI_14"] < 26.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_18"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["RSI_14"] < 28.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_19"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_20"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_21"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_22"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_1d"] > 95.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_23"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["RSI_14"] < 28.0)
|
|
and (last_candle["WILLR_14"] < -85.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROOND_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_24"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_25"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_26"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_27"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_15m"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_28"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_29"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_30"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_31"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_32"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["ROC_2_1h"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_33"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_3_15m"] > 70.0)
|
|
and (last_candle["RSI_14_1h"] < 20.0)
|
|
and (last_candle["ROC_9_1h"] < -40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_34"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_35"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -85.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_36"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] < 80.0)
|
|
and (last_candle["RSI_3_1d"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_37"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -85.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_38"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -95.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_39"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -85.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_40"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_41"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_42"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_43"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["WILLR_14"] < -95.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_44"
|
|
elif (last_candle["RSI_3"] < 6.0) and (last_candle["WILLR_14"] < -94.0) and (last_candle["RSI_3_1h"] > 90.0):
|
|
return True, f"exit_{mode_name}_d_9_45"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_2_1d"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_46"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_47"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_48"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_49"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_1d"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_50"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_51"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] < 40.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_52"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_53"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["change_pct_1d"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_54"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -86.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_55"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_56"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 64.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_57"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_58"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_59"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_14_4h"] < 35.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_60"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_61"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_62"
|
|
elif (
|
|
(last_candle["RSI_3"] < 32.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_63"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_64"
|
|
elif (
|
|
(last_candle["RSI_3"] < 32.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_65"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_66"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["ROC_9_1d"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_67"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_68"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_69"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_70"
|
|
elif (
|
|
(last_candle["RSI_3"] < 36.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_71"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_72"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_73"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_74"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_75"
|
|
elif (
|
|
(last_candle["RSI_3"] < 32.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["ROC_9_1h"] < -80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_76"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_77"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -84.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_78"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_79"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_80"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] < 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_81"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_82"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_83"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_84"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_85"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["RSI_14_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1h"] > 5.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_86"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_87"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_1h"] > 2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_88"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_89"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_90"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_91"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_92"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_15m"] > 50.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_93"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 55.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_94"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
and (isinstance(last_candle["AROOND_14_1d"], np.float64) and (last_candle["AROOND_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_95"
|
|
elif (
|
|
(last_candle["RSI_3"] < 38.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_1d"] > 55.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_96"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 65.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_97"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_3_15m"] < 28.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (last_candle["RSI_3_4h"] > 40.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_9_98"
|
|
elif 0.12 > current_profit >= 0.1:
|
|
if (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] > last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] > last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 30.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 2.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] > 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -95.0)
|
|
and (last_candle["RSI_14"] < 24.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 26.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_6"
|
|
elif (
|
|
(last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["CMF_20_1h"] > 0.1)
|
|
and (last_candle["CMF_20_4h"] > 0.1)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -97.0)
|
|
and (last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["RSI_14"] > 55.0)
|
|
and (last_candle["ROC_9_15m"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_1h"] > 20.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_12"
|
|
elif (last_candle["RSI_3"] < 4.0) and (last_candle["RSI_3_4h"] > 95.0) and (last_candle["ROC_9_4h"] > 25.0):
|
|
return True, f"exit_{mode_name}_d_10_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_4h"] > 95.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_14"
|
|
elif (last_candle["RSI_3"] < 4.0) and (last_candle["RSI_14"] < 32.0) and (last_candle["ROC_9_4h"] > 30.0):
|
|
return True, f"exit_{mode_name}_d_10_15"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["AROOND_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] > 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_16"
|
|
elif (
|
|
(last_candle["RSI_3"] < 3.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_17"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["RSI_14"] < 24.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_18"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["RSI_14"] < 26.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_19"
|
|
elif (
|
|
(last_candle["RSI_3"] < 40.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_20"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_21"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_22"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -95.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_1d"] > 95.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_23"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["RSI_14"] < 26.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROOND_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_24"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_25"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_26"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_27"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_15m"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_28"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_29"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_30"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_31"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_32"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["ROC_2_1h"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_33"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_3_15m"] > 70.0)
|
|
and (last_candle["RSI_14_1h"] < 20.0)
|
|
and (last_candle["ROC_9_1h"] < -40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_34"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -95.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_35"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_36"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] < 80.0)
|
|
and (last_candle["RSI_3_1d"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_37"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_38"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_39"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_40"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_41"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_42"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_43"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_44"
|
|
elif (last_candle["RSI_3"] < 4.0) and (last_candle["WILLR_14"] < -96.0) and (last_candle["RSI_3_1h"] > 90.0):
|
|
return True, f"exit_{mode_name}_d_10_45"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_2_1d"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_46"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_47"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_48"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_49"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1d"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_50"
|
|
elif (
|
|
(last_candle["RSI_3"] < 32.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_51"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["RSI_14"] < 38.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_52"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_53"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["change_pct_1d"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_54"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_55"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_56"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 66.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_57"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_58"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_59"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 62.0)
|
|
and (last_candle["RSI_14_4h"] < 35.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_60"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -85.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_61"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_62"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_63"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_64"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_65"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_66"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["ROC_9_1d"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_67"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_68"
|
|
elif (
|
|
(last_candle["RSI_3"] < 3.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_69"
|
|
elif (
|
|
(last_candle["RSI_3"] < 32.0)
|
|
and (last_candle["RSI_14"] > 62.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_70"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_71"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_72"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_73"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_74"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_75"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["ROC_9_1h"] < -80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_76"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_77"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -86.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_78"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_79"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_80"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] < 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_81"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_82"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_83"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_84"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_85"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["RSI_14_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1h"] > 5.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_86"
|
|
elif (
|
|
(last_candle["RSI_3"] < 32.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_87"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -82.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_1h"] > 2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_88"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 62.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_89"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_90"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_91"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_92"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_15m"] > 50.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_93"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["RSI_14"] > 52.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 55.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_94"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
and (isinstance(last_candle["AROOND_14_1d"], np.float64) and (last_candle["AROOND_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_95"
|
|
elif (
|
|
(last_candle["RSI_3"] < 36.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_1d"] > 55.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_96"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 65.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_97"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["RSI_3_15m"] < 26.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (last_candle["RSI_3_4h"] > 40.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_10_98"
|
|
elif 0.2 > current_profit >= 0.12:
|
|
if (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] > last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] > last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 26.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 1.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] > 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 24.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_6"
|
|
elif (
|
|
(last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 2.0)
|
|
and (last_candle["CMF_20_1h"] > 0.1)
|
|
and (last_candle["CMF_20_4h"] > 0.1)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["RSI_14"] > 55.0)
|
|
and (last_candle["ROC_9_15m"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_1h"] > 20.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_12"
|
|
elif (last_candle["RSI_3"] < 2.0) and (last_candle["RSI_3_4h"] > 95.0) and (last_candle["ROC_9_4h"] > 25.0):
|
|
return True, f"exit_{mode_name}_d_11_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_4h"] > 95.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_14"
|
|
elif (last_candle["RSI_3"] < 2.0) and (last_candle["RSI_14"] < 30.0) and (last_candle["ROC_9_4h"] > 30.0):
|
|
return True, f"exit_{mode_name}_d_11_15"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["AROOND_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] > 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_16"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -95.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_17"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_18"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["RSI_14"] < 24.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_19"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_20"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_21"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_22"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_1d"] > 95.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_23"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["RSI_14"] < 24.0)
|
|
and (last_candle["WILLR_14"] < -95.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROOND_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_24"
|
|
elif (
|
|
(last_candle["RSI_3"] < 3.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_25"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_26"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_27"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_15m"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_28"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_29"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_30"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_31"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_32"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["ROC_2_1h"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_33"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_3_15m"] > 70.0)
|
|
and (last_candle["RSI_14_1h"] < 20.0)
|
|
and (last_candle["ROC_9_1h"] < -40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_34"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_35"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -95.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_36"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] < 80.0)
|
|
and (last_candle["RSI_3_1d"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_37"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -95.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_38"
|
|
elif (
|
|
(last_candle["RSI_3"] < 3.0)
|
|
and (last_candle["WILLR_14"] < -97.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_39"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -95.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_40"
|
|
elif (
|
|
(last_candle["RSI_3"] < 3.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_41"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_42"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_43"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_44"
|
|
elif (last_candle["RSI_3"] < 2.0) and (last_candle["WILLR_14"] < -98.0) and (last_candle["RSI_3_1h"] > 90.0):
|
|
return True, f"exit_{mode_name}_d_11_45"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_2_1d"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_46"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_47"
|
|
elif (
|
|
(last_candle["RSI_3"] < 25.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_48"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_49"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1d"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_50"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_51"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_14"] < 36.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_52"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_53"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["change_pct_1d"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_54"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_55"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_56"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 68.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_57"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_58"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_59"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["RSI_14_4h"] < 35.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_60"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_61"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_62"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_63"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_64"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 62.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_65"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_66"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 62.0)
|
|
and (last_candle["ROC_9_1d"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_67"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_68"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_69"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_70"
|
|
elif (
|
|
(last_candle["RSI_3"] < 32.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_71"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["RSI_14"] > 62.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_72"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_73"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_74"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_75"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["ROC_9_1h"] < -80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_76"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_77"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -88.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_78"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_79"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_80"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] < 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_81"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_82"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_83"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_84"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_85"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["RSI_14_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1h"] > 5.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_86"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_87"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -84.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_1h"] > 2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_88"
|
|
elif (
|
|
(last_candle["RSI_3"] < 18.0)
|
|
and (last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_89"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_90"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_91"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_92"
|
|
elif (
|
|
(last_candle["RSI_3"] < 24.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_15m"] > 50.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_93"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_14"] > 54.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 55.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_94"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
and (isinstance(last_candle["AROOND_14_1d"], np.float64) and (last_candle["AROOND_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_95"
|
|
elif (
|
|
(last_candle["RSI_3"] < 34.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_1d"] > 55.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_96"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_1h"] > 65.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_97"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["RSI_3_15m"] < 24.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (last_candle["RSI_3_4h"] > 40.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_98"
|
|
elif current_profit >= 0.2:
|
|
if (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_1h"] > last_candle["KSTs_9_1h"])
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15_4h"] > last_candle["KSTs_9_4h"])
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_1"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_2"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 1.0)
|
|
and (last_candle["CMF_20_1h"] > 0.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (
|
|
(last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0) and (last_candle["STOCHRSIk_14_14_3_3_change_pct_4h"] > 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_3"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
and (
|
|
isinstance(last_candle["EMA_200_1h"], np.float64) and (last_candle["EMA_12_1h"] > last_candle["EMA_200_1h"])
|
|
)
|
|
and (
|
|
isinstance(last_candle["EMA_200_4h"], np.float64) and (last_candle["EMA_12_4h"] > last_candle["EMA_200_4h"])
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_4"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_5"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_6"
|
|
elif (
|
|
(last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_7"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3"] < 1.0)
|
|
and (last_candle["CMF_20_1h"] > 0.1)
|
|
and (last_candle["CMF_20_4h"] > 0.1)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_8"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_9"
|
|
elif (
|
|
(last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_10"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["RSI_14"] > 55.0)
|
|
and (last_candle["ROC_9_15m"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] > 10.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 20.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_11"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_1h"] > 20.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_12"
|
|
elif (last_candle["RSI_3"] < 1.0) and (last_candle["RSI_3_4h"] > 95.0) and (last_candle["ROC_9_4h"] > 25.0):
|
|
return True, f"exit_{mode_name}_d_12_13"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_4h"] > 95.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_14"
|
|
elif (last_candle["RSI_3"] < 1.0) and (last_candle["RSI_14"] < 25.0) and (last_candle["ROC_9_4h"] > 30.0):
|
|
return True, f"exit_{mode_name}_d_12_15"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["AROOND_14_1d"] > 50.0)
|
|
and (last_candle["change_pct_1d"] > 15.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_16"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
and (last_candle["ROC_9_4h"] < -30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_17"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["RSI_14"] < 20.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["ROC_2_1d"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_18"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_19"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_1h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_20"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_21"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_22"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_1d"] > 95.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_23"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["RSI_14"] < 22.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROOND_14_4h"] > 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_24"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] > 15.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_25"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_26"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_27"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_15m"] > 90.0)
|
|
and (last_candle["ROC_9_4h"] < -50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_28"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_29"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_30"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_31"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_32"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["ROC_2_1h"] > 10.0)
|
|
and (last_candle["ROC_9_1h"] < -30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_33"
|
|
elif (
|
|
(last_candle["RSI_3"] < 35.0)
|
|
and (last_candle["RSI_3_15m"] > 70.0)
|
|
and (last_candle["RSI_14_1h"] < 20.0)
|
|
and (last_candle["ROC_9_1h"] < -40.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_34"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_35"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["ROC_9_4h"] > 25.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_11_36"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] < 80.0)
|
|
and (last_candle["RSI_3_1d"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_37"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_38"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["CMF_20_4h"] > 0.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_39"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_40"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_41"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 30.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_42"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_43"
|
|
elif (
|
|
(last_candle["RSI_3"] < 15.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 25.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_44"
|
|
elif (last_candle["RSI_3"] < 1.0) and (last_candle["WILLR_14"] < -99.0) and (last_candle["RSI_3_1h"] > 90.0):
|
|
return True, f"exit_{mode_name}_d_12_45"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["RSI_3_1h"] > 85.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["ROC_2_1d"] > 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_46"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 5.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_47"
|
|
elif (
|
|
(last_candle["RSI_3"] < 20.0)
|
|
and (last_candle["RSI_14"] > 62.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_48"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_49"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1d"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_50"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_51"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["RSI_14"] < 34.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_52"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_53"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["ROC_9_4h"] > 10.0)
|
|
and (last_candle["change_pct_1d"] > 10.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_54"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -92.0)
|
|
and (last_candle["ROC_9_4h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -10.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_55"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["RSI_14"] > 50.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_56"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 30.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_57"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_58"
|
|
elif (
|
|
(last_candle["RSI_3"] < 5.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 15.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_59"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] > 66.0)
|
|
and (last_candle["RSI_14_4h"] < 35.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_60"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -95.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_61"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -20.0))
|
|
and (last_candle["change_pct_1d"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_62"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_63"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_64"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_65"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_1h"] > 80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_66"
|
|
elif (
|
|
(last_candle["RSI_3"] < 50.0)
|
|
and (last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["ROC_9_1d"] > 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_67"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["ROC_2_4h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_68"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["ROC_9_4h"] < -20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_4h"] > 5.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_69"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 66.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_70"
|
|
elif (
|
|
(last_candle["RSI_3"] < 30.0)
|
|
and (last_candle["RSI_14"] > 62.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_71"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["RSI_3_1h"] > 90.0)
|
|
and (last_candle["AROOND_14_4h"] > 25.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_72"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 85.0)
|
|
and (last_candle["ROC_9_4h"] > 20.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_73"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["RSI_3_1d"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_74"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_75"
|
|
elif (
|
|
(last_candle["RSI_3"] < 26.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["ROC_9_1h"] < -80.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 20.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_76"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_77"
|
|
elif (
|
|
(last_candle["RSI_3"] < 8.0)
|
|
and (last_candle["WILLR_14"] < -90.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 80.0)
|
|
and (last_candle["RSI_3_1d"] > 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_78"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 90.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_79"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -50.0))
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 75.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_80"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (isinstance(last_candle["RSI_14_1d"], np.float64) and (last_candle["RSI_14_1d"] < 50.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_81"
|
|
elif (
|
|
(last_candle["RSI_3"] < 12.0)
|
|
and (last_candle["WILLR_14"] < -96.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["RSI_3_1d"] > 85.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_82"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 60.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_83"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["WILLR_14"] < -99.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 80.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_84"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -98.0)
|
|
and (last_candle["RSI_3_1h"] > 70.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_85"
|
|
elif (
|
|
(last_candle["RSI_3"] < 1.0)
|
|
and (last_candle["RSI_14_4h"] < 20.0)
|
|
and (last_candle["ROC_2_1h"] > 5.0)
|
|
and (last_candle["ROC_9_1h"] < -5.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_86"
|
|
elif (
|
|
(last_candle["RSI_3"] < 28.0)
|
|
and (last_candle["RSI_14"] > 62.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_87"
|
|
elif (
|
|
(last_candle["RSI_3"] < 6.0)
|
|
and (last_candle["WILLR_14"] < -86.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (last_candle["change_pct_1h"] > 2.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_88"
|
|
elif (
|
|
(last_candle["RSI_3"] < 16.0)
|
|
and (last_candle["RSI_14"] > 66.0)
|
|
and (last_candle["ROC_9_1h"] > 5.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_89"
|
|
elif (
|
|
(last_candle["RSI_3"] < 2.0)
|
|
and (last_candle["WILLR_14"] < -75.0)
|
|
and (last_candle["RSI_3_1h"] > 50.0)
|
|
and (last_candle["RSI_3_4h"] > 70.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -40.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_90"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 75.0)
|
|
and (last_candle["AROONU_14_4h"] < 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 50.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_91"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["RSI_14"] > 58.0)
|
|
and (last_candle["RSI_3_1h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] > 25.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_92"
|
|
elif (
|
|
(last_candle["RSI_3"] < 22.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_15m"] > 50.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
and (isinstance(last_candle["ROC_9_1d"], np.float64) and (last_candle["ROC_9_1d"] < -30.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_93"
|
|
elif (
|
|
(last_candle["RSI_3"] < 14.0)
|
|
and (last_candle["RSI_14"] > 56.0)
|
|
and (last_candle["RSI_3_1h"] > 75.0)
|
|
and (last_candle["RSI_3_4h"] > 55.0)
|
|
and (last_candle["AROOND_14_1h"] > 75.0)
|
|
and (
|
|
isinstance(last_candle["STOCHRSIk_14_14_3_3_1d"], np.float64)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1d"] < 10.0)
|
|
)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_94"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["WILLR_14"] < -94.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_4h"] > 60.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 90.0)
|
|
and (isinstance(last_candle["AROOND_14_1d"], np.float64) and (last_candle["AROOND_14_1d"] > 75.0))
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_95"
|
|
elif (
|
|
(last_candle["RSI_3"] < 32.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_1h"] > 55.0)
|
|
and (last_candle["RSI_3_1d"] > 55.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_96"
|
|
elif (
|
|
(last_candle["RSI_3"] < 10.0)
|
|
and (last_candle["RSI_14"] > 60.0)
|
|
and (last_candle["RSI_3_1h"] > 65.0)
|
|
and (last_candle["AROOND_14_4h"] > 50.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 70.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_97"
|
|
elif (
|
|
(last_candle["RSI_3"] < 4.0)
|
|
and (last_candle["RSI_3_15m"] < 22.0)
|
|
and (last_candle["RSI_3_1h"] > 40.0)
|
|
and (last_candle["RSI_3_4h"] > 40.0)
|
|
and (last_candle["RSI_3_1d"] < 20.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0)
|
|
):
|
|
return True, f"exit_{mode_name}_d_12_98"
|
|
|
|
# Here ends exit signal conditions for short_exit_dec
|
|
|
|
return False, None
|
|
|
|
# Short Exit Stop Loss
|
|
# ---------------------------------------------------------------------------------------------
|
|
def short_exit_stoploss(
|
|
self,
|
|
mode_name: 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,
|
|
filled_entries,
|
|
filled_exits,
|
|
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:
|
|
is_backtest = self.is_backtest_mode()
|
|
# Stoploss doom
|
|
if (
|
|
(
|
|
profit_stake
|
|
< -(
|
|
filled_entries[0].cost
|
|
* (self.stop_threshold_doom_futures if self.is_futures_mode else self.stop_threshold_doom_spot)
|
|
/ trade.leverage
|
|
)
|
|
)
|
|
and (self.has_valid_entry_conditions(trade, current_rate, last_candle, previous_candle_1) == False)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
return True, f"exit_{mode_name}_stoploss_doom"
|
|
|
|
# Stoploss u_e
|
|
# if (
|
|
# profit_stake
|
|
# < -(
|
|
# filled_entries[0].cost * (self.stop_threshold_futures if self.is_futures_mode else self.stop_threshold_spot)
|
|
# # / trade.leverage
|
|
# )
|
|
# and (last_candle["close"] > last_candle["EMA_200"])
|
|
# and (last_candle["CMF_20"] > 0.0)
|
|
# and (((last_candle["close"] - last_candle["EMA_200"]) / last_candle["EMA_200"]) < 0.010)
|
|
# and (last_candle["RSI_14"] < previous_candle_1["RSI_14"])
|
|
# and (last_candle["RSI_14"] < (last_candle["RSI_14_1h"] - 24.0))
|
|
# and (current_time - timedelta(minutes=720) > trade.open_date_utc)
|
|
# # temporary
|
|
# and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
# ):
|
|
# return True, f"exit_{mode_name}_stoploss_u_e"
|
|
|
|
# Here ends exit signal conditions for short_exit_stoploss
|
|
|
|
return False, None
|
|
|
|
###############################################################################################
|
|
|
|
# SHORT EXIT FUNCTIONS ENDS HERE
|
|
|
|
###############################################################################################
|
|
|
|
# SHORT GRIND FUNCTIONS STARTS HERE
|
|
|
|
###############################################################################################
|
|
|
|
#
|
|
# ______ __ __ ______ _______ ________ ______ _______ ______ __ __ _______
|
|
# / \| \ | \/ \| | \ / \| \| | \ | | \
|
|
# | $$$$$$| $$ | $| $$$$$$| $$$$$$$\$$$$$$$$ | $$$$$$| $$$$$$$\\$$$$$| $$\ | $| $$$$$$$\
|
|
# | $$___\$| $$__| $| $$ | $| $$__| $$ | $$ | $$ __\$| $$__| $$ | $$ | $$$\| $| $$ | $$
|
|
# \$$ \| $$ $| $$ | $| $$ $$ | $$ | $$| | $$ $$ | $$ | $$$$\ $| $$ | $$
|
|
# _\$$$$$$| $$$$$$$| $$ | $| $$$$$$$\ | $$ | $$ \$$$| $$$$$$$\ | $$ | $$\$$ $| $$ | $$
|
|
# | \__| $| $$ | $| $$__/ $| $$ | $$ | $$ | $$__| $| $$ | $$_| $$_| $$ \$$$| $$__/ $$
|
|
# \$$ $| $$ | $$\$$ $| $$ | $$ | $$ \$$ $| $$ | $| $$ | $$ \$$| $$ $$
|
|
# \$$$$$$ \$$ \$$ \$$$$$$ \$$ \$$ \$$ \$$$$$$ \$$ \$$\$$$$$$\$$ \$$\$$$$$$$
|
|
#
|
|
|
|
# Short Grinding Adjust Trade Position
|
|
# ---------------------------------------------------------------------------------------------
|
|
def short_grind_adjust_trade_position(
|
|
self,
|
|
trade: Trade,
|
|
enter_tags,
|
|
current_time: datetime,
|
|
current_rate: float,
|
|
current_profit: float,
|
|
min_stake: Optional[float],
|
|
max_stake: float,
|
|
current_entry_rate: float,
|
|
current_exit_rate: float,
|
|
current_entry_profit: float,
|
|
current_exit_profit: float,
|
|
**kwargs,
|
|
):
|
|
is_backtest = self.dp.runmode.value in ["backtest", "hyperopt"]
|
|
min_stake = self.correct_min_stake(min_stake)
|
|
# min/max stakes include leverage. The return amounts is before leverage.
|
|
min_stake /= trade.leverage
|
|
max_stake /= trade.leverage
|
|
df, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe)
|
|
if len(df) < 2:
|
|
return None
|
|
last_candle = df.iloc[-1].squeeze()
|
|
previous_candle = df.iloc[-2].squeeze()
|
|
|
|
filled_orders = trade.select_filled_orders()
|
|
filled_entries = trade.select_filled_orders(trade.entry_side)
|
|
filled_exits = trade.select_filled_orders(trade.exit_side)
|
|
count_of_entries = trade.nr_of_successful_entries
|
|
count_of_exits = trade.nr_of_successful_exits
|
|
|
|
if count_of_entries == 0:
|
|
return None
|
|
|
|
if len(filled_orders) < 1:
|
|
return None
|
|
has_order_tags = False
|
|
if hasattr(filled_orders[0], "ft_order_tag"):
|
|
has_order_tags = True
|
|
|
|
exit_rate = current_rate
|
|
if self.dp.runmode.value in ("live", "dry_run"):
|
|
ticker = self.dp.ticker(trade.pair)
|
|
if ("bid" in ticker) and ("ask" in ticker):
|
|
if trade.is_short:
|
|
if self.config["exit_pricing"]["price_side"] in ["ask", "other"]:
|
|
if ticker["ask"] is not None:
|
|
exit_rate = ticker["ask"]
|
|
else:
|
|
if self.config["exit_pricing"]["price_side"] in ["bid", "other"]:
|
|
if ticker["bid"] is not None:
|
|
exit_rate = ticker["bid"]
|
|
|
|
profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio = self.calc_total_profit(
|
|
trade, filled_entries, filled_exits, exit_rate
|
|
)
|
|
|
|
slice_amount = filled_entries[0].cost
|
|
slice_profit = (exit_rate - filled_orders[-1].safe_price) / filled_orders[-1].safe_price
|
|
slice_profit_entry = (exit_rate - filled_entries[-1].safe_price) / filled_entries[-1].safe_price
|
|
slice_profit_exit = (
|
|
((exit_rate - filled_exits[-1].safe_price) / filled_exits[-1].safe_price) if count_of_exits > 0 else 0.0
|
|
)
|
|
|
|
current_stake_amount = trade.amount * current_rate
|
|
is_derisk = trade.amount < (filled_entries[0].safe_filled * 0.95)
|
|
is_derisk_calc = False
|
|
is_rebuy_mode = all(c in self.short_rebuy_mode_tags for c in enter_tags) or (
|
|
any(c in self.short_rebuy_mode_tags for c in enter_tags)
|
|
and all(c in (self.short_rebuy_mode_tags + self.short_grind_mode_tags) for c in enter_tags)
|
|
)
|
|
is_grind_mode = all(c in self.short_grind_mode_tags for c in enter_tags)
|
|
|
|
fee_open_rate = trade.fee_open if self.custom_fee_open_rate is None else self.custom_fee_open_rate
|
|
fee_close_rate = trade.fee_close if self.custom_fee_close_rate is None else self.custom_fee_close_rate
|
|
|
|
# Rebuy mode
|
|
if is_rebuy_mode:
|
|
slice_amount /= self.rebuy_mode_stake_multiplier
|
|
# Grind mode
|
|
elif is_grind_mode:
|
|
slice_amount /= (
|
|
self.grind_mode_stake_multiplier_futures[0]
|
|
if self.is_futures_mode
|
|
else self.grind_mode_stake_multiplier_spot[0]
|
|
)
|
|
elif not is_derisk and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 2, 5) or is_backtest):
|
|
rebuy_stake, order_tag, is_derisk_calc = self.short_adjust_trade_position_no_derisk(
|
|
trade,
|
|
enter_tags,
|
|
current_time,
|
|
current_rate,
|
|
current_profit,
|
|
min_stake,
|
|
max_stake,
|
|
current_entry_rate,
|
|
current_exit_rate,
|
|
current_entry_profit,
|
|
current_exit_profit,
|
|
last_candle,
|
|
previous_candle,
|
|
filled_orders,
|
|
filled_entries,
|
|
filled_exits,
|
|
exit_rate,
|
|
slice_amount,
|
|
slice_profit_entry,
|
|
slice_profit,
|
|
profit_ratio,
|
|
profit_stake,
|
|
profit_init_ratio,
|
|
current_stake_amount,
|
|
has_order_tags,
|
|
)
|
|
if rebuy_stake is not None:
|
|
if has_order_tags:
|
|
return rebuy_stake, order_tag
|
|
else:
|
|
return rebuy_stake
|
|
elif count_of_exits == 0:
|
|
return None
|
|
elif not is_derisk_calc:
|
|
return None
|
|
|
|
if not is_rebuy_mode and not is_grind_mode:
|
|
# First entry is lower now, therefore the grinds must adjust
|
|
if trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 4, 16) or is_backtest:
|
|
slice_amount /= (
|
|
self.regular_mode_stake_multiplier_futures[0]
|
|
if self.is_futures_mode
|
|
else self.regular_mode_stake_multiplier_spot[0]
|
|
)
|
|
|
|
grind_1_max_sub_grinds = 0
|
|
grind_1_stakes = self.grind_1_stakes_futures.copy() if self.is_futures_mode else self.grind_1_stakes_spot.copy()
|
|
grind_1_sub_thresholds = (
|
|
self.grind_1_sub_thresholds_futures if self.is_futures_mode else self.grind_1_sub_thresholds_spot
|
|
)
|
|
if (slice_amount * grind_1_stakes[0] / (trade.leverage if self.is_futures_mode else 1.0)) < min_stake:
|
|
multi = min_stake / slice_amount / grind_1_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(grind_1_stakes):
|
|
grind_1_stakes[i] *= multi
|
|
grind_1_max_sub_grinds = len(grind_1_stakes)
|
|
grind_1_stop_grinds = self.grind_1_stop_grinds_futures if self.is_futures_mode else self.grind_1_stop_grinds_spot
|
|
grind_1_profit_threshold = (
|
|
self.grind_1_profit_threshold_futures if self.is_futures_mode else self.grind_1_profit_threshold_spot
|
|
)
|
|
|
|
grind_2_max_sub_grinds = 0
|
|
grind_2_stakes = self.grind_2_stakes_futures.copy() if self.is_futures_mode else self.grind_2_stakes_spot.copy()
|
|
grind_2_sub_thresholds = (
|
|
self.grind_2_sub_thresholds_futures if self.is_futures_mode else self.grind_2_sub_thresholds_spot
|
|
)
|
|
if (slice_amount * grind_2_stakes[0] / (trade.leverage if self.is_futures_mode else 1.0)) < min_stake:
|
|
multi = min_stake / slice_amount / grind_2_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(grind_2_stakes):
|
|
grind_2_stakes[i] *= multi
|
|
grind_2_max_sub_grinds = len(grind_2_stakes)
|
|
grind_2_stop_grinds = self.grind_2_stop_grinds_futures if self.is_futures_mode else self.grind_2_stop_grinds_spot
|
|
grind_2_profit_threshold = (
|
|
self.grind_2_profit_threshold_futures if self.is_futures_mode else self.grind_2_profit_threshold_spot
|
|
)
|
|
|
|
grind_3_max_sub_grinds = 0
|
|
grind_3_stakes = self.grind_3_stakes_futures.copy() if self.is_futures_mode else self.grind_3_stakes_spot.copy()
|
|
grind_3_sub_thresholds = (
|
|
self.grind_3_sub_thresholds_futures if self.is_futures_mode else self.grind_3_sub_thresholds_spot
|
|
)
|
|
if (slice_amount * grind_3_stakes[0] / (trade.leverage if self.is_futures_mode else 1.0)) < min_stake:
|
|
multi = min_stake / slice_amount / grind_3_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(grind_3_stakes):
|
|
grind_3_stakes[i] *= multi
|
|
grind_3_max_sub_grinds = len(grind_3_stakes)
|
|
grind_3_stop_grinds = self.grind_3_stop_grinds_futures if self.is_futures_mode else self.grind_3_stop_grinds_spot
|
|
grind_3_profit_threshold = (
|
|
self.grind_3_profit_threshold_futures if self.is_futures_mode else self.grind_3_profit_threshold_spot
|
|
)
|
|
|
|
grind_4_max_sub_grinds = 0
|
|
grind_4_stakes = self.grind_4_stakes_futures.copy() if self.is_futures_mode else self.grind_4_stakes_spot.copy()
|
|
grind_4_sub_thresholds = (
|
|
self.grind_4_sub_thresholds_futures if self.is_futures_mode else self.grind_4_sub_thresholds_spot
|
|
)
|
|
if (slice_amount * grind_4_stakes[0] / (trade.leverage if self.is_futures_mode else 1.0)) < min_stake:
|
|
multi = min_stake / slice_amount / grind_4_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(grind_4_stakes):
|
|
grind_4_stakes[i] *= multi
|
|
grind_4_max_sub_grinds = len(grind_4_stakes)
|
|
grind_4_stop_grinds = self.grind_4_stop_grinds_futures if self.is_futures_mode else self.grind_4_stop_grinds_spot
|
|
grind_4_profit_threshold = (
|
|
self.grind_4_profit_threshold_futures if self.is_futures_mode else self.grind_4_profit_threshold_spot
|
|
)
|
|
|
|
grind_5_max_sub_grinds = 0
|
|
grind_5_stakes = self.grind_5_stakes_futures.copy() if self.is_futures_mode else self.grind_5_stakes_spot.copy()
|
|
grind_5_sub_thresholds = (
|
|
self.grind_5_sub_thresholds_futures if self.is_futures_mode else self.grind_5_sub_thresholds_spot
|
|
)
|
|
if (slice_amount * grind_5_stakes[0] / (trade.leverage if self.is_futures_mode else 1.0)) < min_stake:
|
|
multi = min_stake / slice_amount / grind_5_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(grind_5_stakes):
|
|
grind_5_stakes[i] *= multi
|
|
grind_5_max_sub_grinds = len(grind_5_stakes)
|
|
grind_5_stop_grinds = self.grind_5_stop_grinds_futures if self.is_futures_mode else self.grind_5_stop_grinds_spot
|
|
grind_5_profit_threshold = (
|
|
self.grind_5_profit_threshold_futures if self.is_futures_mode else self.grind_5_profit_threshold_spot
|
|
)
|
|
|
|
grind_6_max_sub_grinds = 0
|
|
grind_6_stakes = self.grind_6_stakes_futures.copy() if self.is_futures_mode else self.grind_6_stakes_spot.copy()
|
|
grind_6_sub_thresholds = (
|
|
self.grind_6_sub_thresholds_futures if self.is_futures_mode else self.grind_6_sub_thresholds_spot
|
|
)
|
|
if (slice_amount * grind_6_stakes[0] / (trade.leverage if self.is_futures_mode else 1.0)) < min_stake:
|
|
multi = min_stake / slice_amount / grind_6_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(grind_6_stakes):
|
|
grind_6_stakes[i] *= multi
|
|
grind_6_max_sub_grinds = len(grind_6_stakes)
|
|
grind_6_stop_grinds = self.grind_6_stop_grinds_futures if self.is_futures_mode else self.grind_6_stop_grinds_spot
|
|
grind_6_profit_threshold = (
|
|
self.grind_6_profit_threshold_futures if self.is_futures_mode else self.grind_6_profit_threshold_spot
|
|
)
|
|
|
|
grind_1_derisk_1_max_sub_grinds = 0
|
|
grind_1_derisk_1_stakes = (
|
|
self.grind_1_derisk_1_stakes_futures.copy() if self.is_futures_mode else self.grind_1_derisk_1_stakes_spot.copy()
|
|
)
|
|
grind_1_derisk_1_sub_thresholds = (
|
|
self.grind_1_derisk_1_sub_thresholds_futures
|
|
if self.is_futures_mode
|
|
else self.grind_1_derisk_1_sub_thresholds_spot
|
|
)
|
|
if (slice_amount * grind_1_derisk_1_stakes[0] / (trade.leverage if self.is_futures_mode else 1.0)) < min_stake:
|
|
multi = min_stake / slice_amount / grind_1_derisk_1_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(grind_1_derisk_1_stakes):
|
|
grind_1_derisk_1_stakes[i] *= multi
|
|
grind_1_derisk_1_max_sub_grinds = len(grind_1_derisk_1_stakes)
|
|
grind_1_derisk_1_stop_grinds = (
|
|
self.grind_1_derisk_1_stop_grinds_futures if self.is_futures_mode else self.grind_1_derisk_1_stop_grinds_spot
|
|
)
|
|
grind_1_derisk_1_profit_threshold = (
|
|
self.grind_1_derisk_1_profit_threshold_futures
|
|
if self.is_futures_mode
|
|
else self.grind_1_derisk_1_profit_threshold_spot
|
|
)
|
|
|
|
grind_2_derisk_1_max_sub_grinds = 0
|
|
grind_2_derisk_1_stakes = (
|
|
self.grind_2_derisk_1_stakes_futures.copy() if self.is_futures_mode else self.grind_2_derisk_1_stakes_spot.copy()
|
|
)
|
|
grind_2_derisk_1_sub_thresholds = (
|
|
self.grind_2_derisk_1_sub_thresholds_futures
|
|
if self.is_futures_mode
|
|
else self.grind_2_derisk_1_sub_thresholds_spot
|
|
)
|
|
if (slice_amount * grind_2_derisk_1_stakes[0] / (trade.leverage if self.is_futures_mode else 1.0)) < min_stake:
|
|
multi = min_stake / slice_amount / grind_2_derisk_1_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(grind_2_derisk_1_stakes):
|
|
grind_2_derisk_1_stakes[i] *= multi
|
|
grind_2_derisk_1_max_sub_grinds = len(grind_2_derisk_1_stakes)
|
|
grind_2_derisk_1_stop_grinds = (
|
|
self.grind_2_derisk_1_stop_grinds_futures if self.is_futures_mode else self.grind_2_derisk_1_stop_grinds_spot
|
|
)
|
|
grind_2_derisk_1_profit_threshold = (
|
|
self.grind_2_derisk_1_profit_threshold_futures
|
|
if self.is_futures_mode
|
|
else self.grind_2_derisk_1_profit_threshold_spot
|
|
)
|
|
|
|
partial_sell = False
|
|
is_derisk_found = False # d de-risk
|
|
is_derisk_1 = False
|
|
is_derisk_1_found = False # d1 de-risk exit
|
|
derisk_1_order = None
|
|
derisk_1_reentry_order = None
|
|
derisk_1_sub_grind_count = 0
|
|
derisk_1_total_amount = 0.0
|
|
derisk_1_total_cost = 0.0
|
|
derisk_1_current_open_rate = 0.0
|
|
derisk_1_current_grind_stake = 0.0
|
|
derisk_1_current_grind_stake_profit = 0.0
|
|
derisk_1_is_sell_found = False
|
|
derisk_1_reentry_found = False
|
|
derisk_1_buy_orders = []
|
|
derisk_1_distance_ratio = 0.0
|
|
grind_1_sub_grind_count = 0
|
|
grind_1_total_amount = 0.0
|
|
grind_1_total_cost = 0.0
|
|
grind_1_current_open_rate = 0.0
|
|
grind_1_current_grind_stake = 0.0
|
|
grind_1_current_grind_stake_profit = 0.0
|
|
grind_1_is_sell_found = False
|
|
grind_1_found = False
|
|
grind_1_buy_orders = []
|
|
grind_1_distance_ratio = 0.0
|
|
grind_2_sub_grind_count = 0
|
|
grind_2_total_amount = 0.0
|
|
grind_2_total_cost = 0.0
|
|
grind_2_current_open_rate = 0.0
|
|
grind_2_current_grind_stake = 0.0
|
|
grind_2_current_grind_stake_profit = 0.0
|
|
grind_2_is_sell_found = False
|
|
grind_2_found = False
|
|
grind_2_buy_orders = []
|
|
grind_2_distance_ratio = 0.0
|
|
grind_3_sub_grind_count = 0
|
|
grind_3_total_amount = 0.0
|
|
grind_3_total_cost = 0.0
|
|
grind_3_current_open_rate = 0.0
|
|
grind_3_current_grind_stake = 0.0
|
|
grind_3_current_grind_stake_profit = 0.0
|
|
grind_3_is_sell_found = False
|
|
grind_3_found = False
|
|
grind_3_buy_orders = []
|
|
grind_3_distance_ratio = 0.0
|
|
grind_4_sub_grind_count = 0
|
|
grind_4_total_amount = 0.0
|
|
grind_4_total_cost = 0.0
|
|
grind_4_current_open_rate = 0.0
|
|
grind_4_current_grind_stake = 0.0
|
|
grind_4_current_grind_stake_profit = 0.0
|
|
grind_4_is_sell_found = False
|
|
grind_4_found = False
|
|
grind_4_buy_orders = []
|
|
grind_4_distance_ratio = 0.0
|
|
grind_5_sub_grind_count = 0
|
|
grind_5_total_amount = 0.0
|
|
grind_5_total_cost = 0.0
|
|
grind_5_current_open_rate = 0.0
|
|
grind_5_current_grind_stake = 0.0
|
|
grind_5_current_grind_stake_profit = 0.0
|
|
grind_5_is_sell_found = False
|
|
grind_5_found = False
|
|
grind_5_buy_orders = []
|
|
grind_5_distance_ratio = 0.0
|
|
grind_6_sub_grind_count = 0
|
|
grind_6_total_amount = 0.0
|
|
grind_6_total_cost = 0.0
|
|
grind_6_current_open_rate = 0.0
|
|
grind_6_current_grind_stake = 0.0
|
|
grind_6_current_grind_stake_profit = 0.0
|
|
grind_6_is_sell_found = False
|
|
grind_6_found = False
|
|
grind_6_buy_orders = []
|
|
grind_6_distance_ratio = 0.0
|
|
grind_1_derisk_1_sub_grind_count = 0
|
|
grind_1_derisk_1_total_amount = 0.0
|
|
grind_1_derisk_1_total_cost = 0.0
|
|
grind_1_derisk_1_current_open_rate = 0.0
|
|
grind_1_derisk_1_current_grind_stake = 0.0
|
|
grind_1_derisk_1_current_grind_stake_profit = 0.0
|
|
grind_1_derisk_1_is_sell_found = False
|
|
grind_1_derisk_1_found = False
|
|
grind_1_derisk_1_buy_orders = []
|
|
grind_1_derisk_1_distance_ratio = 0.0
|
|
grind_2_derisk_1_sub_grind_count = 0
|
|
grind_2_derisk_1_total_amount = 0.0
|
|
grind_2_derisk_1_total_cost = 0.0
|
|
grind_2_derisk_1_current_open_rate = 0.0
|
|
grind_2_derisk_1_current_grind_stake = 0.0
|
|
grind_2_derisk_1_current_grind_stake_profit = 0.0
|
|
grind_2_derisk_1_is_sell_found = False
|
|
grind_2_derisk_1_found = False
|
|
grind_2_derisk_1_buy_orders = []
|
|
grind_2_derisk_1_distance_ratio = 0.0
|
|
for order in reversed(filled_orders):
|
|
if (order.ft_order_side == "sell") and (order is not filled_orders[0]):
|
|
order_tag = ""
|
|
if has_order_tags:
|
|
if order.ft_order_tag is not None:
|
|
order_tag = order.ft_order_tag
|
|
if not is_derisk_1 and order_tag == "d1":
|
|
derisk_1_sub_grind_count += 1
|
|
derisk_1_total_amount += order.safe_filled
|
|
derisk_1_total_cost += order.safe_filled * order.safe_price
|
|
derisk_1_buy_orders.append(order.id)
|
|
if not derisk_1_reentry_found and not is_derisk_1:
|
|
derisk_1_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
derisk_1_reentry_found = True
|
|
derisk_1_reentry_order = order
|
|
elif not grind_1_derisk_1_is_sell_found and order_tag == "dl1":
|
|
grind_1_derisk_1_sub_grind_count += 1
|
|
grind_1_derisk_1_total_amount += order.safe_filled
|
|
grind_1_derisk_1_total_cost += order.safe_filled * order.safe_price
|
|
grind_1_derisk_1_buy_orders.append(order.id)
|
|
if not grind_1_derisk_1_found:
|
|
grind_1_derisk_1_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_1_derisk_1_found = True
|
|
elif not grind_2_derisk_1_is_sell_found and order_tag == "dl2":
|
|
grind_2_derisk_1_sub_grind_count += 1
|
|
grind_2_derisk_1_total_amount += order.safe_filled
|
|
grind_2_derisk_1_total_cost += order.safe_filled * order.safe_price
|
|
grind_2_derisk_1_buy_orders.append(order.id)
|
|
if not grind_2_derisk_1_found:
|
|
grind_2_derisk_1_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_2_derisk_1_found = True
|
|
elif not grind_6_is_sell_found and order_tag == "gd6":
|
|
grind_6_sub_grind_count += 1
|
|
grind_6_total_amount += order.safe_filled
|
|
grind_6_total_cost += order.safe_filled * order.safe_price
|
|
grind_6_buy_orders.append(order.id)
|
|
if not grind_6_found:
|
|
grind_6_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_6_found = True
|
|
elif not grind_5_is_sell_found and order_tag == "gd5":
|
|
grind_5_sub_grind_count += 1
|
|
grind_5_total_amount += order.safe_filled
|
|
grind_5_total_cost += order.safe_filled * order.safe_price
|
|
grind_5_buy_orders.append(order.id)
|
|
if not grind_5_found:
|
|
grind_5_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_5_found = True
|
|
elif not grind_4_is_sell_found and order_tag == "gd4":
|
|
grind_4_sub_grind_count += 1
|
|
grind_4_total_amount += order.safe_filled
|
|
grind_4_total_cost += order.safe_filled * order.safe_price
|
|
grind_4_buy_orders.append(order.id)
|
|
if not grind_4_found:
|
|
grind_4_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_4_found = True
|
|
elif not grind_3_is_sell_found and order_tag == "gd3":
|
|
grind_3_sub_grind_count += 1
|
|
grind_3_total_amount += order.safe_filled
|
|
grind_3_total_cost += order.safe_filled * order.safe_price
|
|
grind_3_buy_orders.append(order.id)
|
|
if not grind_3_found:
|
|
grind_3_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_3_found = True
|
|
elif not grind_2_is_sell_found and order_tag == "gd2":
|
|
grind_2_sub_grind_count += 1
|
|
grind_2_total_amount += order.safe_filled
|
|
grind_2_total_cost += order.safe_filled * order.safe_price
|
|
grind_2_buy_orders.append(order.id)
|
|
if not grind_2_found:
|
|
grind_2_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_2_found = True
|
|
elif not grind_1_is_sell_found and order_tag not in [
|
|
"r",
|
|
"d1",
|
|
"dl1",
|
|
"dl2",
|
|
"g1",
|
|
"g2",
|
|
"g3",
|
|
"g4",
|
|
"g5",
|
|
"g6",
|
|
"sg1",
|
|
"sg2",
|
|
"sg3",
|
|
"sg4",
|
|
"sg5",
|
|
"sg6",
|
|
"gd2",
|
|
"gd3",
|
|
"gd4",
|
|
"gd5",
|
|
"gd6",
|
|
"gm0",
|
|
"gmd0",
|
|
]:
|
|
grind_1_sub_grind_count += 1
|
|
grind_1_total_amount += order.safe_filled
|
|
grind_1_total_cost += order.safe_filled * order.safe_price
|
|
grind_1_buy_orders.append(order.id)
|
|
if not grind_1_found:
|
|
grind_1_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_1_found = True
|
|
elif order.ft_order_side == "buy":
|
|
if (
|
|
order is filled_exits[-1]
|
|
and (order.safe_remaining * exit_rate / (trade.leverage if self.is_futures_mode else 1.0)) > min_stake
|
|
):
|
|
partial_sell = True
|
|
break
|
|
order_tag = ""
|
|
if has_order_tags:
|
|
if order.ft_order_tag is not None:
|
|
sell_order_tag = order.ft_order_tag
|
|
order_mode = sell_order_tag.split(" ", 1)
|
|
if len(order_mode) > 0:
|
|
order_tag = order_mode[0]
|
|
if order_tag in ["dl1", "ddl1"]:
|
|
grind_1_derisk_1_is_sell_found = True
|
|
elif order_tag in ["dl2", "ddl2"]:
|
|
grind_2_derisk_1_is_sell_found = True
|
|
elif order_tag in ["gd6", "dd6"]:
|
|
grind_6_is_sell_found = True
|
|
elif order_tag in ["gd5", "dd5"]:
|
|
grind_5_is_sell_found = True
|
|
if order_tag in ["gd4", "dd4"]:
|
|
grind_4_is_sell_found = True
|
|
elif order_tag in ["gd3", "dd3"]:
|
|
grind_3_is_sell_found = True
|
|
elif order_tag in ["gd2", "dd2"]:
|
|
grind_2_is_sell_found = True
|
|
elif order_tag in ["d1"]:
|
|
if not is_derisk_1_found:
|
|
is_derisk_1_found = True
|
|
is_derisk_1 = True
|
|
derisk_1_order = order
|
|
elif order_tag in ["p", "r", "d", "dd0", "partial_exit", "force_exit", ""]:
|
|
if order_tag in ["d"]:
|
|
is_derisk_found = True
|
|
is_derisk = True
|
|
grind_1_is_sell_found = True
|
|
grind_2_is_sell_found = True
|
|
grind_3_is_sell_found = True
|
|
grind_4_is_sell_found = True
|
|
grind_5_is_sell_found = True
|
|
grind_6_is_sell_found = True
|
|
grind_1_derisk_1_is_sell_found = True
|
|
grind_2_derisk_1_is_sell_found = True
|
|
elif order_tag not in [
|
|
"dl1",
|
|
"ddl1",
|
|
"dl2",
|
|
"ddl2",
|
|
"g1",
|
|
"g2",
|
|
"g3",
|
|
"g4",
|
|
"g5",
|
|
"g6",
|
|
"sg1",
|
|
"sg2",
|
|
"sg3",
|
|
"sg4",
|
|
"sg5",
|
|
"sg6",
|
|
"gd2",
|
|
"gd3",
|
|
"gd4",
|
|
"gd5",
|
|
"gd6",
|
|
"dd2",
|
|
"dd3",
|
|
"dd4",
|
|
"dd5",
|
|
"dd6",
|
|
"gm0",
|
|
"gmd0",
|
|
]:
|
|
grind_1_is_sell_found = True
|
|
|
|
if derisk_1_sub_grind_count > 0:
|
|
derisk_1_current_open_rate = derisk_1_total_cost / derisk_1_total_amount
|
|
derisk_1_current_grind_stake = derisk_1_total_amount * exit_rate * (1 + trade.fee_close)
|
|
derisk_1_current_grind_stake_profit = derisk_1_total_cost - derisk_1_current_grind_stake
|
|
if grind_1_sub_grind_count > 0:
|
|
grind_1_current_open_rate = grind_1_total_cost / grind_1_total_amount
|
|
grind_1_current_grind_stake = grind_1_total_amount * exit_rate * (1 + trade.fee_close)
|
|
grind_1_current_grind_stake_profit = grind_1_total_cost - grind_1_current_grind_stake
|
|
if grind_2_sub_grind_count > 0:
|
|
grind_2_current_open_rate = grind_2_total_cost / grind_2_total_amount
|
|
grind_2_current_grind_stake = grind_2_total_amount * exit_rate * (1 + trade.fee_close)
|
|
grind_2_current_grind_stake_profit = grind_2_total_cost - grind_2_current_grind_stake
|
|
if grind_3_sub_grind_count > 0:
|
|
grind_3_current_open_rate = grind_3_total_cost / grind_3_total_amount
|
|
grind_3_current_grind_stake = grind_3_total_amount * exit_rate * (1 + trade.fee_close)
|
|
grind_3_current_grind_stake_profit = grind_3_total_cost - grind_3_current_grind_stake
|
|
if grind_4_sub_grind_count > 0:
|
|
grind_4_current_open_rate = grind_4_total_cost / grind_4_total_amount
|
|
grind_4_current_grind_stake = grind_4_total_amount * exit_rate * (1 + trade.fee_close)
|
|
grind_4_current_grind_stake_profit = grind_4_total_cost - grind_4_current_grind_stake
|
|
if grind_5_sub_grind_count > 0:
|
|
grind_5_current_open_rate = grind_5_total_cost / grind_5_total_amount
|
|
grind_5_current_grind_stake = grind_5_total_amount * exit_rate * (1 + trade.fee_close)
|
|
grind_5_current_grind_stake_profit = grind_5_total_cost - grind_5_current_grind_stake
|
|
if grind_6_sub_grind_count > 0:
|
|
grind_6_current_open_rate = grind_6_total_cost / grind_6_total_amount
|
|
grind_6_current_grind_stake = grind_6_total_amount * exit_rate * (1 + trade.fee_close)
|
|
grind_6_current_grind_stake_profit = grind_6_total_cost - grind_6_current_grind_stake
|
|
if grind_1_derisk_1_sub_grind_count > 0:
|
|
grind_1_derisk_1_current_open_rate = grind_1_derisk_1_total_cost / grind_1_derisk_1_total_amount
|
|
grind_1_derisk_1_current_grind_stake = grind_1_derisk_1_total_amount * exit_rate * (1 + trade.fee_close)
|
|
grind_1_derisk_1_current_grind_stake_profit = grind_1_derisk_1_total_cost - grind_1_derisk_1_current_grind_stake
|
|
if grind_2_derisk_1_sub_grind_count > 0:
|
|
grind_2_derisk_1_current_open_rate = grind_2_derisk_1_total_cost / grind_2_derisk_1_total_amount
|
|
grind_2_derisk_1_current_grind_stake = grind_2_derisk_1_total_amount * exit_rate * (1 + trade.fee_close)
|
|
grind_2_derisk_1_current_grind_stake_profit = grind_2_derisk_1_total_cost - grind_2_derisk_1_current_grind_stake
|
|
|
|
num_open_grinds = (
|
|
grind_1_sub_grind_count
|
|
+ grind_2_sub_grind_count
|
|
+ grind_3_sub_grind_count
|
|
+ grind_4_sub_grind_count
|
|
+ grind_5_sub_grind_count
|
|
+ grind_6_sub_grind_count
|
|
+ grind_1_derisk_1_sub_grind_count
|
|
+ grind_2_derisk_1_sub_grind_count
|
|
)
|
|
grinds_total_stake_profit = (
|
|
derisk_1_current_grind_stake_profit
|
|
+ grind_1_derisk_1_current_grind_stake_profit
|
|
+ grind_2_derisk_1_current_grind_stake_profit
|
|
+ grind_1_current_grind_stake_profit
|
|
+ grind_2_current_grind_stake_profit
|
|
+ grind_3_current_grind_stake_profit
|
|
+ grind_4_current_grind_stake_profit
|
|
+ grind_5_current_grind_stake_profit
|
|
+ grind_6_current_grind_stake_profit
|
|
)
|
|
grinds_total_amount = (
|
|
derisk_1_total_amount
|
|
+ grind_1_derisk_1_total_amount
|
|
+ grind_2_derisk_1_total_amount
|
|
+ grind_1_total_amount
|
|
+ grind_2_total_amount
|
|
+ grind_3_total_amount
|
|
+ grind_4_total_amount
|
|
+ grind_5_total_amount
|
|
+ grind_6_total_amount
|
|
)
|
|
|
|
# Sell remaining if partial fill on exit
|
|
if partial_sell:
|
|
order = filled_exits[-1]
|
|
sell_amount = order.safe_remaining * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Exit (remaining) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {order.safe_remaining} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
order_tag = "p"
|
|
if has_order_tags:
|
|
if order.ft_order_tag is not None:
|
|
order_tag = order.ft_order_tag
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
if is_grind_mode and (
|
|
(filled_entries[0].safe_filled * (trade.stake_amount / trade.amount) - (min_stake * 1.5)) > min_stake
|
|
):
|
|
is_first_entry_exit_found = False
|
|
for order in filled_orders:
|
|
if order.ft_order_side == "sell":
|
|
order_tag = ""
|
|
if has_order_tags:
|
|
if order.ft_order_tag is not None:
|
|
sell_order_tag = order.ft_order_tag
|
|
order_mode = sell_order_tag.split(" ", 1)
|
|
if len(order_mode) > 0:
|
|
order_tag = order_mode[0]
|
|
else:
|
|
# no order tag support, assume the first exit is for the first buy
|
|
is_first_entry_exit_found = True
|
|
if order_tag in ["gm0", "gmd0"]:
|
|
is_first_entry_exit_found = True
|
|
break
|
|
if not is_first_entry_exit_found:
|
|
first_entry = filled_entries[0]
|
|
first_entry_distance_ratio = -(exit_rate - first_entry.safe_price) / first_entry.safe_price
|
|
# First entry exit
|
|
if first_entry_distance_ratio > (
|
|
(self.grind_mode_first_entry_profit_threshold_spot + fee_open_rate + fee_close_rate)
|
|
if self.is_futures_mode
|
|
else (self.grind_mode_first_entry_profit_threshold_spot + fee_open_rate + fee_close_rate)
|
|
):
|
|
sell_amount = first_entry.safe_filled * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = -(exit_rate - first_entry.safe_price) / first_entry.safe_price
|
|
coin_amount = sell_amount / exit_rate
|
|
self.dp.send_msg(
|
|
f"Grinding exit (gm0) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {coin_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (gm0) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {coin_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gm0"
|
|
for grind_entry_id in grind_1_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
# First entry de-risk
|
|
if first_entry_distance_ratio < (
|
|
self.grind_mode_first_entry_stop_threshold_spot
|
|
if self.is_futures_mode
|
|
else self.grind_mode_first_entry_stop_threshold_spot
|
|
):
|
|
sell_amount = first_entry.safe_filled * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = -(exit_rate - first_entry.safe_price) / first_entry.safe_price
|
|
coin_amount = sell_amount / exit_rate
|
|
self.dp.send_msg(
|
|
f"Grinding de-risk (gmd0) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {coin_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding de-risk (gmd0) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {coin_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gmd0"
|
|
for grind_entry_id in grind_1_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
is_short_grind_entry = self.short_grind_entry(last_candle, previous_candle, slice_profit, True)
|
|
|
|
# Grinding derisk 1
|
|
# Buy
|
|
if (
|
|
has_order_tags
|
|
and is_derisk_1
|
|
and not derisk_1_reentry_found
|
|
and (not partial_sell)
|
|
and (grind_1_derisk_1_sub_grind_count < grind_1_derisk_1_max_sub_grinds)
|
|
):
|
|
if (
|
|
(
|
|
(
|
|
(grind_1_derisk_1_sub_grind_count > 0)
|
|
and -grind_1_derisk_1_distance_ratio < grind_1_derisk_1_sub_thresholds[grind_1_derisk_1_sub_grind_count]
|
|
)
|
|
or ((is_derisk or is_derisk_calc) and grind_1_derisk_1_sub_grind_count == 0)
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit > 0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit > 0.06)
|
|
)
|
|
# and ((num_open_grinds == 0) or (slice_profit > 0.03))
|
|
and (
|
|
is_short_grind_entry
|
|
or (
|
|
(grind_1_derisk_1_sub_grind_count > 0)
|
|
and (
|
|
is_short_grind_entry
|
|
or (
|
|
(last_candle["RSI_3"] < 94.0)
|
|
and (last_candle["AROOND_14_15m"] < 25.0)
|
|
and (last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["close"] > (last_candle["EMA_26"] * 1.006))
|
|
)
|
|
)
|
|
)
|
|
)
|
|
):
|
|
buy_amount = (
|
|
slice_amount
|
|
* grind_1_derisk_1_stakes[grind_1_derisk_1_sub_grind_count]
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_1_derisk_1_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_1_derisk_1_current_open_rate) / grind_1_derisk_1_current_open_rate
|
|
grind_profit_stake = grind_1_derisk_1_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (dl1) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_derisk_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (dl1) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_derisk_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "dl1"
|
|
if has_order_tags:
|
|
return buy_amount, order_tag
|
|
else:
|
|
return buy_amount
|
|
|
|
# Sell
|
|
if grind_1_derisk_1_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_1_derisk_1_current_open_rate) / grind_1_derisk_1_current_open_rate
|
|
if grind_profit > (grind_1_derisk_1_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_1_derisk_1_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (dl1) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_derisk_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (dl1) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_derisk_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "dl1"
|
|
for grind_entry_id in grind_1_derisk_1_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grind stop
|
|
if (
|
|
(grind_1_derisk_1_sub_grind_count > 0)
|
|
# and (
|
|
# (-(exit_rate - grind_1_derisk_1_current_open_rate) / grind_1_derisk_1_current_open_rate)
|
|
# < grind_1_derisk_1_stop_grinds
|
|
# )
|
|
and (grind_1_derisk_1_current_grind_stake_profit < (slice_amount * grind_1_derisk_1_stop_grinds))
|
|
and (is_derisk or is_derisk_calc)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell_amount = grind_1_derisk_1_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_1_derisk_1_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
(-(exit_rate - grind_1_derisk_1_current_open_rate) / grind_1_derisk_1_current_open_rate)
|
|
if grind_1_derisk_1_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (ddl1) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_derisk_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (ddl1) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_derisk_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "ddl1"
|
|
for grind_entry_id in grind_1_derisk_1_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grinding derisk 2
|
|
# Buy
|
|
if (
|
|
has_order_tags
|
|
and is_derisk_1
|
|
and not derisk_1_reentry_found
|
|
and (not partial_sell)
|
|
and (grind_2_derisk_1_sub_grind_count < grind_2_derisk_1_max_sub_grinds)
|
|
):
|
|
if (
|
|
(
|
|
(
|
|
(grind_2_derisk_1_sub_grind_count > 0)
|
|
and -grind_2_derisk_1_distance_ratio < grind_2_derisk_1_sub_thresholds[grind_2_derisk_1_sub_grind_count]
|
|
)
|
|
or ((is_derisk or is_derisk_calc) and grind_2_derisk_1_sub_grind_count == 0)
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit > 0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit > 0.06)
|
|
)
|
|
# and ((num_open_grinds == 0) or (slice_profit > 0.03))
|
|
and (
|
|
is_short_grind_entry
|
|
or (
|
|
(grind_2_derisk_1_sub_grind_count > 0)
|
|
and (
|
|
is_short_grind_entry
|
|
or (
|
|
(last_candle["RSI_3"] < 94.0)
|
|
and (last_candle["AROOND_14_15m"] < 25.0)
|
|
and (last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["close"] > (last_candle["EMA_26"] * 1.006))
|
|
)
|
|
)
|
|
)
|
|
)
|
|
):
|
|
buy_amount = (
|
|
slice_amount
|
|
* grind_2_derisk_1_stakes[grind_2_derisk_1_sub_grind_count]
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_2_derisk_1_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_2_derisk_1_current_open_rate) / grind_2_derisk_1_current_open_rate
|
|
grind_profit_stake = grind_2_derisk_1_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (dl2) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_2_derisk_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (dl2) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_2_derisk_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "dl2"
|
|
if has_order_tags:
|
|
return buy_amount, order_tag
|
|
else:
|
|
return buy_amount
|
|
|
|
# Sell
|
|
if grind_2_derisk_1_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_2_derisk_1_current_open_rate) / grind_2_derisk_1_current_open_rate
|
|
if grind_profit > (grind_2_derisk_1_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_2_derisk_1_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (dl2) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_derisk_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (dl2) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_derisk_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "dl2"
|
|
for grind_entry_id in grind_2_derisk_1_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grind stop
|
|
if (
|
|
(grind_2_derisk_1_sub_grind_count > 0)
|
|
# and (
|
|
# (-(exit_rate - grind_2_derisk_1_current_open_rate) / grind_2_derisk_1_current_open_rate)
|
|
# < grind_2_derisk_1_stop_grinds
|
|
# )
|
|
and (grind_2_derisk_1_current_grind_stake_profit < (slice_amount * grind_2_derisk_1_stop_grinds))
|
|
and (is_derisk or is_derisk_calc)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell_amount = grind_2_derisk_1_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_2_derisk_1_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
(-(exit_rate - grind_2_derisk_1_current_open_rate) / grind_2_derisk_1_current_open_rate)
|
|
if grind_2_derisk_1_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (ddl2) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_derisk_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (ddl2) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_derisk_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "ddl2"
|
|
for grind_entry_id in grind_2_derisk_1_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grinding 1
|
|
# Buy
|
|
if (not partial_sell) and (grind_1_sub_grind_count < grind_1_max_sub_grinds):
|
|
if (
|
|
(
|
|
((grind_1_sub_grind_count > 0) and -grind_1_distance_ratio < grind_1_sub_thresholds[grind_1_sub_grind_count])
|
|
or ((is_derisk or is_derisk_calc) and grind_1_sub_grind_count == 0)
|
|
or (is_grind_mode and grind_1_sub_grind_count == 0)
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit > 0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit > 0.06)
|
|
)
|
|
# and ((num_open_grinds == 0) or (slice_profit > 0.03))
|
|
and is_short_grind_entry
|
|
):
|
|
buy_amount = (
|
|
slice_amount * grind_1_stakes[grind_1_sub_grind_count] / (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_1_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate
|
|
grind_profit_stake = grind_1_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (gd1) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (gd1) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd1"
|
|
if has_order_tags:
|
|
return buy_amount, order_tag
|
|
else:
|
|
return buy_amount
|
|
|
|
if (
|
|
self.is_futures_mode
|
|
and has_order_tags
|
|
and (not partial_sell)
|
|
and slice_profit > (0.65 / trade.leverage)
|
|
and (is_derisk or is_derisk_calc or is_grind_mode)
|
|
and (grind_1_sub_grind_count < grind_1_max_sub_grinds)
|
|
):
|
|
buy_amount = (
|
|
slice_amount * grind_1_stakes[grind_1_sub_grind_count] / (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_1_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate
|
|
grind_profit_stake = grind_1_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (gd1) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (gd1) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd1"
|
|
if has_order_tags:
|
|
return buy_amount, order_tag
|
|
else:
|
|
return buy_amount
|
|
|
|
# Sell
|
|
if grind_1_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate
|
|
if grind_profit > (grind_1_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_1_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (gd1) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (gd1) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd1"
|
|
for grind_entry_id in grind_1_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_1_sub_grind_count > 0)
|
|
# and ((-(exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate) < grind_1_stop_grinds)
|
|
and (grind_1_current_grind_stake_profit < (slice_amount * grind_1_stop_grinds))
|
|
and (is_derisk or is_derisk_calc or is_grind_mode)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell_amount = grind_1_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_1_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
(-(exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate)
|
|
if grind_1_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (dd1) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (dd1) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "dd1"
|
|
for grind_entry_id in grind_1_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grinding 2
|
|
# Buy
|
|
if has_order_tags and (not partial_sell) and (grind_2_sub_grind_count < grind_2_max_sub_grinds):
|
|
if (
|
|
(
|
|
((grind_2_sub_grind_count > 0) and -grind_2_distance_ratio < grind_2_sub_thresholds[grind_2_sub_grind_count])
|
|
or ((is_derisk or is_derisk_calc) and grind_2_sub_grind_count == 0)
|
|
or (is_grind_mode and grind_2_sub_grind_count == 0)
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit > 0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit > 0.06)
|
|
)
|
|
# and ((num_open_grinds == 0) or (slice_profit > 0.03))
|
|
and is_short_grind_entry
|
|
):
|
|
buy_amount = (
|
|
slice_amount * grind_2_stakes[grind_2_sub_grind_count] / (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_2_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate
|
|
grind_profit_stake = grind_2_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (gd2) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_2_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (gd2) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_2_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd2"
|
|
if has_order_tags:
|
|
return buy_amount, order_tag
|
|
else:
|
|
return buy_amount
|
|
|
|
# Sell
|
|
if grind_2_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate
|
|
if grind_profit > (grind_2_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_2_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (gd2) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (gd2) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd2"
|
|
for grind_entry_id in grind_2_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_2_sub_grind_count > 0)
|
|
# and ((-(exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate) < grind_2_stop_grinds)
|
|
and (grind_2_current_grind_stake_profit < (slice_amount * grind_2_stop_grinds))
|
|
and (is_derisk or is_derisk_calc or is_grind_mode)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell_amount = grind_2_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_2_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
(-(exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate)
|
|
if grind_2_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (dd2) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (dd2) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "dd2"
|
|
for grind_entry_id in grind_2_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grinding 3
|
|
# Buy
|
|
if has_order_tags and (not partial_sell) and (grind_3_sub_grind_count < grind_3_max_sub_grinds):
|
|
if (
|
|
(
|
|
((grind_3_sub_grind_count > 0) and -grind_3_distance_ratio < grind_3_sub_thresholds[grind_3_sub_grind_count])
|
|
or ((is_derisk or is_derisk_calc) and grind_3_sub_grind_count == 0)
|
|
or (is_grind_mode and grind_3_sub_grind_count == 0)
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit > 0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit > 0.06)
|
|
)
|
|
# and ((num_open_grinds == 0) or (slice_profit > 0.03))
|
|
and is_short_grind_entry
|
|
):
|
|
buy_amount = (
|
|
slice_amount * grind_3_stakes[grind_3_sub_grind_count] / (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_3_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate
|
|
grind_profit_stake = grind_3_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (gd3) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_3_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (gd3) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_3_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd3"
|
|
if has_order_tags:
|
|
return buy_amount, order_tag
|
|
else:
|
|
return buy_amount
|
|
|
|
# Sell
|
|
if grind_3_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate
|
|
if grind_profit > (grind_3_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_3_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (gd3) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (gd3) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd3"
|
|
for grind_entry_id in grind_3_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_3_sub_grind_count > 0)
|
|
# and ((-(exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate) < grind_3_stop_grinds)
|
|
and (grind_3_current_grind_stake_profit < (slice_amount * grind_3_stop_grinds))
|
|
and (is_derisk or is_derisk_calc or is_grind_mode)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell_amount = grind_3_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_3_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
(-(exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate)
|
|
if grind_3_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (dd3) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (dd3) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "dd3"
|
|
for grind_entry_id in grind_3_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grinding 4
|
|
# Buy
|
|
if has_order_tags and (not partial_sell) and (grind_4_sub_grind_count < grind_4_max_sub_grinds):
|
|
if (
|
|
(
|
|
((grind_4_sub_grind_count > 0) and -grind_4_distance_ratio < grind_4_sub_thresholds[grind_4_sub_grind_count])
|
|
or ((is_derisk or is_derisk_calc) and grind_4_sub_grind_count == 0)
|
|
or (is_grind_mode and grind_4_sub_grind_count == 0)
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit > 0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit > 0.06)
|
|
)
|
|
# and ((num_open_grinds == 0) or (slice_profit > 0.03))
|
|
and (
|
|
(is_short_grind_entry)
|
|
or (
|
|
(slice_profit > 0.04)
|
|
and (last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["RSI_3"] < 90.0)
|
|
and (last_candle["RSI_3_15m"] < 90.0)
|
|
and (last_candle["RSI_3_1h"] < 85.0)
|
|
and (last_candle["RSI_3_4h"] < 85.0)
|
|
and (last_candle["AROOND_14"] < 25.0)
|
|
and (last_candle["close"] > (last_candle["EMA_20"] * 1.012))
|
|
)
|
|
)
|
|
):
|
|
buy_amount = (
|
|
slice_amount * grind_4_stakes[grind_4_sub_grind_count] / (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_4_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate
|
|
grind_profit_stake = grind_4_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (gd4) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_4_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (gd4) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_4_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd4"
|
|
if has_order_tags:
|
|
return buy_amount, order_tag
|
|
else:
|
|
return buy_amount
|
|
|
|
# Sell
|
|
if grind_4_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate
|
|
if grind_profit > (grind_4_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_4_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (gd4) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (gd4) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd4"
|
|
for grind_entry_id in grind_4_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_4_sub_grind_count > 0)
|
|
# and ((-(exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate) < grind_4_stop_grinds)
|
|
and (grind_4_current_grind_stake_profit < (slice_amount * grind_4_stop_grinds))
|
|
and (is_derisk or is_derisk_calc or is_grind_mode)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell_amount = grind_4_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_4_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
(-(exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate)
|
|
if grind_4_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (dd4) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (dd4) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "dd4"
|
|
for grind_entry_id in grind_4_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grinding 5
|
|
# Buy
|
|
if has_order_tags and (not partial_sell) and (grind_5_sub_grind_count < grind_5_max_sub_grinds):
|
|
if (
|
|
(
|
|
((grind_5_sub_grind_count > 0) and -grind_5_distance_ratio < grind_5_sub_thresholds[grind_5_sub_grind_count])
|
|
or ((is_derisk or is_derisk_calc) and grind_5_sub_grind_count == 0)
|
|
or (is_grind_mode and grind_5_sub_grind_count == 0)
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit > 0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit > 0.06)
|
|
)
|
|
# and ((num_open_grinds == 0) or (slice_profit > 0.03))
|
|
and is_short_grind_entry
|
|
):
|
|
buy_amount = (
|
|
slice_amount * grind_5_stakes[grind_5_sub_grind_count] / (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_5_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate
|
|
grind_profit_stake = grind_5_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (gd5) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_5_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (gd5) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_5_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd5"
|
|
if has_order_tags:
|
|
return buy_amount, order_tag
|
|
else:
|
|
return buy_amount
|
|
|
|
# Sell
|
|
if grind_5_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate
|
|
if grind_profit > (grind_5_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_5_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (gd5) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (gd5) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd5"
|
|
for grind_entry_id in grind_5_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_5_sub_grind_count > 0)
|
|
# and ((-(exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate) < grind_5_stop_grinds)
|
|
and (grind_5_current_grind_stake_profit < (slice_amount * grind_5_stop_grinds))
|
|
and (is_derisk or is_derisk_calc or is_grind_mode)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell_amount = grind_5_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_5_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
(-(exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate)
|
|
if grind_5_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (dd5) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (dd5) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "dd5"
|
|
for grind_entry_id in grind_5_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grinding 6
|
|
# Buy
|
|
if has_order_tags and (not partial_sell) and (grind_6_sub_grind_count < grind_6_max_sub_grinds):
|
|
if (
|
|
(
|
|
((grind_6_sub_grind_count > 0) and -grind_6_distance_ratio < grind_6_sub_thresholds[grind_6_sub_grind_count])
|
|
or ((is_derisk or is_derisk_calc) and grind_6_sub_grind_count == 0)
|
|
or (is_grind_mode and grind_6_sub_grind_count == 0)
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit > 0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit > 0.06)
|
|
)
|
|
# and ((num_open_grinds == 0) or (slice_profit > 0.03))
|
|
and (
|
|
(is_short_grind_entry)
|
|
or (
|
|
(last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["RSI_3"] < 90.0)
|
|
and (last_candle["RSI_3_15m"] < 90.0)
|
|
and (last_candle["RSI_3_1h"] < 90.0)
|
|
and (last_candle["RSI_3_4h"] < 90.0)
|
|
and (last_candle["AROOND_14"] < 25.0)
|
|
and (last_candle["close"] > (last_candle["EMA_20"] * 1.012))
|
|
)
|
|
)
|
|
):
|
|
buy_amount = (
|
|
slice_amount * grind_6_stakes[grind_6_sub_grind_count] / (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_6_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_6_current_open_rate) / grind_6_current_open_rate
|
|
grind_profit_stake = grind_6_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (gd6) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_6_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (gd6) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_6_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd6"
|
|
if has_order_tags:
|
|
return buy_amount, order_tag
|
|
else:
|
|
return buy_amount
|
|
|
|
# Sell
|
|
if grind_6_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_6_current_open_rate) / grind_6_current_open_rate
|
|
if grind_profit > (grind_6_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_6_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (gd6) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_6_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (gd6) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_6_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "gd6"
|
|
for grind_entry_id in grind_6_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_6_sub_grind_count > 0)
|
|
# and ((-(exit_rate - grind_6_current_open_rate) / grind_6_current_open_rate) < grind_6_stop_grinds)
|
|
and (grind_6_current_grind_stake_profit < (slice_amount * grind_6_stop_grinds))
|
|
and (is_derisk or is_derisk_calc or is_grind_mode)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell_amount = grind_6_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_6_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
(-(exit_rate - grind_6_current_open_rate) / grind_6_current_open_rate)
|
|
if grind_6_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (dd6) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_6_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (dd6) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_6_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "dd6"
|
|
for grind_entry_id in grind_6_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, order_tag
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
# De-risk 1 reentry
|
|
if (
|
|
is_derisk_1
|
|
and not derisk_1_reentry_found
|
|
and derisk_1_order is not None
|
|
and (
|
|
(-(current_rate - derisk_1_order.safe_price) / derisk_1_order.safe_price)
|
|
< (
|
|
self.regular_mode_derisk_1_reentry_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_derisk_1_reentry_spot
|
|
)
|
|
)
|
|
):
|
|
if (
|
|
(current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit > 0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit > 0.06)
|
|
)
|
|
# and ((num_open_grinds == 0) or (slice_profit > 0.03))
|
|
and (
|
|
# (last_candle["protections_short_rebuy"] == True)
|
|
# and (last_candle["protections_short_global"] == True)
|
|
(last_candle["global_protections_short_pump"] == True)
|
|
and (last_candle["global_protections_short_dump"] == True)
|
|
)
|
|
and is_short_grind_entry
|
|
):
|
|
buy_amount = derisk_1_order.safe_filled * derisk_1_order.safe_price
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if derisk_1_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - derisk_1_current_open_rate) / derisk_1_current_open_rate
|
|
grind_profit_stake = derisk_1_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Re-entry (d1) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({derisk_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Re-entry (d1) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({derisk_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "d1"
|
|
if has_order_tags:
|
|
return buy_amount, order_tag
|
|
else:
|
|
return buy_amount
|
|
|
|
# De-risk level 1
|
|
if (
|
|
has_order_tags
|
|
# and not is_derisk_1
|
|
and derisk_1_reentry_found
|
|
and derisk_1_reentry_order is not None
|
|
# and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 4, 5) or is_backtest)
|
|
and -derisk_1_distance_ratio
|
|
< (
|
|
(
|
|
self.regular_mode_derisk_1_reentry_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_derisk_1_reentry_spot
|
|
)
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
):
|
|
sell_amount = derisk_1_reentry_order.safe_filled * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
self.dp.send_msg(
|
|
f"De-risk (d1) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"De-risk (d1) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
return -ft_sell_amount, "d1"
|
|
|
|
return None
|
|
|
|
# Short Grinding Entry
|
|
# ---------------------------------------------------------------------------------------------
|
|
def short_grind_entry(
|
|
self, last_candle: Series, previous_candle: Series, slice_profit: float, is_derisk: bool
|
|
) -> float:
|
|
if (
|
|
(last_candle["protections_short_global"] == True)
|
|
and (last_candle["protections_short_rebuy"] == True)
|
|
and (last_candle["global_protections_short_pump"] == True)
|
|
and (last_candle["global_protections_short_dump"] == True)
|
|
and (
|
|
(last_candle["enter_short"] == True)
|
|
or (
|
|
(last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["RSI_3"] < 90.0)
|
|
and (last_candle["RSI_3_15m"] < 90.0)
|
|
and (last_candle["AROOND_14"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0)
|
|
and (last_candle["close"] > (last_candle["EMA_16"] * 1.012))
|
|
)
|
|
or (
|
|
(last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["RSI_3_15m"] < 95.0)
|
|
and (last_candle["RSI_3_1h"] < 95.0)
|
|
and (last_candle["RSI_3_4h"] < 95.0)
|
|
and (last_candle["EMA_12"] > last_candle["EMA_26"])
|
|
and ((last_candle["EMA_12"] - last_candle["EMA_26"]) > (last_candle["open"] * 0.030))
|
|
and ((previous_candle["EMA_12"] - previous_candle["EMA_26"]) > (last_candle["open"] / 100.0))
|
|
)
|
|
or (
|
|
(last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["RSI_3"] < 95.0)
|
|
and (last_candle["RSI_3_15m"] < 90.0)
|
|
and (last_candle["RSI_3_1h"] < 90.0)
|
|
and (last_candle["RSI_3_4h"] < 90.0)
|
|
and (last_candle["EMA_12"] > last_candle["EMA_26"])
|
|
and ((last_candle["EMA_12"] - last_candle["EMA_26"]) > (last_candle["open"] * 0.020))
|
|
and ((previous_candle["EMA_12"] - previous_candle["EMA_26"]) > (last_candle["open"] / 100.0))
|
|
)
|
|
or (
|
|
(last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["RSI_3"] < 84.0)
|
|
and (last_candle["AROOND_14_15m"] < 25.0)
|
|
and (last_candle["close"] > (last_candle["EMA_12"] * 1.016))
|
|
)
|
|
or (
|
|
(last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["RSI_3_15m"] < 90.0)
|
|
and (last_candle["RSI_3_1h"] < 90.0)
|
|
and (last_candle["RSI_3_4h"] < 90.0)
|
|
and (last_candle["AROONU_14_1h"] < last_candle["AROOND_14_1h"])
|
|
and (last_candle["AROONU_14_4h"] < last_candle["AROOND_14_4h"])
|
|
and (last_candle["close"] > (last_candle["EMA_26"] * 1.022))
|
|
and (last_candle["close"] > (last_candle["BBL_20_2.0"] * 1.001))
|
|
)
|
|
or (
|
|
(last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["RSI_3_1h"] < 80.0)
|
|
and (last_candle["RSI_3_4h"] < 80.0)
|
|
and (last_candle["RSI_14_1h"] > 20.0)
|
|
and (last_candle["RSI_14_4h"] > 40.0)
|
|
and (last_candle["AROONU_14"] < last_candle["AROOND_14"])
|
|
and (previous_candle["AROONU_14"] > previous_candle["AROOND_14"])
|
|
)
|
|
or (
|
|
(last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["RSI_3_15m"] < 85.0)
|
|
and (last_candle["RSI_3_1h"] < 80.0)
|
|
and (last_candle["RSI_3_4h"] < 80.0)
|
|
and (last_candle["RSI_14_1h"] > 20.0)
|
|
and (last_candle["RSI_14_4h"] > 40.0)
|
|
and (last_candle["KST_10_15_20_30_10_10_10_15"] < last_candle["KSTs_9"])
|
|
and (previous_candle["KST_10_15_20_30_10_10_10_15"] > previous_candle["KSTs_9"])
|
|
)
|
|
or (
|
|
is_derisk
|
|
and (last_candle["RSI_3"] < 80.0)
|
|
and (last_candle["RSI_3_15m"] < 80.0)
|
|
and (last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["AROOND_14"] < 25.0)
|
|
and (last_candle["AROOND_14_15m"] < 25.0)
|
|
and (last_candle["STOCHRSIk_14_14_3_3_15m"] > 50.0)
|
|
)
|
|
)
|
|
):
|
|
return True
|
|
|
|
return False
|
|
|
|
# Short Grinding Adjust Trade Position No De-Risk
|
|
# ---------------------------------------------------------------------------------------------
|
|
def short_adjust_trade_position_no_derisk(
|
|
self,
|
|
trade: Trade,
|
|
enter_tags,
|
|
current_time: datetime,
|
|
current_rate: float,
|
|
current_profit: float,
|
|
min_stake: Optional[float],
|
|
max_stake: float,
|
|
current_entry_rate: float,
|
|
current_exit_rate: float,
|
|
current_entry_profit: float,
|
|
current_exit_profit: float,
|
|
last_candle: Series,
|
|
previous_candle: Series,
|
|
filled_orders: "Orders",
|
|
filled_entries: "Orders",
|
|
filled_exits: "Orders",
|
|
exit_rate: float,
|
|
slice_amount: float,
|
|
slice_profit_entry: float,
|
|
slice_profit: float,
|
|
profit_ratio: float,
|
|
profit_stake: float,
|
|
profit_init_ratio: float,
|
|
current_stake_amount: float,
|
|
has_order_tags: bool,
|
|
**kwargs,
|
|
) -> tuple[Optional[float], str, bool]:
|
|
is_backtest = self.dp.runmode.value in ["backtest", "hyperopt"]
|
|
|
|
max_rebuy_sub_grinds = 0
|
|
regular_mode_rebuy_stakes = (
|
|
self.regular_mode_rebuy_stakes_futures.copy()
|
|
if self.is_futures_mode
|
|
else self.regular_mode_rebuy_stakes_spot.copy()
|
|
)
|
|
regular_mode_rebuy_sub_thresholds = (
|
|
self.regular_mode_rebuy_thresholds_futures if self.is_futures_mode else self.regular_mode_rebuy_thresholds_spot
|
|
)
|
|
if (slice_amount * regular_mode_rebuy_stakes[0] / trade.leverage) < min_stake:
|
|
multi = min_stake / slice_amount / regular_mode_rebuy_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(regular_mode_rebuy_stakes):
|
|
regular_mode_rebuy_stakes[i] *= multi
|
|
max_rebuy_sub_grinds = len(regular_mode_rebuy_stakes)
|
|
|
|
max_grind_1_sub_grinds = 0
|
|
regular_mode_grind_1_stakes = (
|
|
self.regular_mode_grind_1_stakes_futures.copy()
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_1_stakes_spot.copy()
|
|
)
|
|
regular_mode_grind_1_sub_thresholds = (
|
|
self.regular_mode_grind_1_thresholds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_1_thresholds_spot
|
|
)
|
|
if (slice_amount * regular_mode_grind_1_stakes[0] / trade.leverage) < min_stake:
|
|
multi = min_stake / slice_amount / regular_mode_grind_1_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(regular_mode_grind_1_stakes):
|
|
regular_mode_grind_1_stakes[i] *= multi
|
|
max_grind_1_sub_grinds = len(regular_mode_grind_1_stakes)
|
|
regular_mode_grind_1_stop_grinds = (
|
|
self.regular_mode_grind_1_stop_grinds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_1_stop_grinds_spot
|
|
)
|
|
regular_mode_grind_1_profit_threshold = (
|
|
self.regular_mode_grind_1_profit_threshold_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_1_profit_threshold_spot
|
|
)
|
|
|
|
max_grind_2_sub_grinds = 0
|
|
regular_mode_grind_2_stakes = (
|
|
self.regular_mode_grind_2_stakes_futures.copy()
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_2_stakes_spot.copy()
|
|
)
|
|
regular_mode_grind_2_sub_thresholds = (
|
|
self.regular_mode_grind_2_thresholds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_2_thresholds_spot
|
|
)
|
|
if (slice_amount * regular_mode_grind_2_stakes[0] / trade.leverage) < min_stake:
|
|
multi = min_stake / slice_amount / regular_mode_grind_2_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(regular_mode_grind_2_stakes):
|
|
regular_mode_grind_2_stakes[i] *= multi
|
|
max_grind_2_sub_grinds = len(regular_mode_grind_2_stakes)
|
|
regular_mode_grind_2_stop_grinds = (
|
|
self.regular_mode_grind_2_stop_grinds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_2_stop_grinds_spot
|
|
)
|
|
regular_mode_grind_2_profit_threshold = (
|
|
self.regular_mode_grind_2_profit_threshold_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_2_profit_threshold_spot
|
|
)
|
|
|
|
max_grind_3_sub_grinds = 0
|
|
regular_mode_grind_3_stakes = (
|
|
self.regular_mode_grind_3_stakes_futures.copy()
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_3_stakes_spot.copy()
|
|
)
|
|
regular_mode_grind_3_sub_thresholds = (
|
|
self.regular_mode_grind_3_thresholds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_3_thresholds_spot
|
|
)
|
|
if (slice_amount * regular_mode_grind_3_stakes[0] / trade.leverage) < min_stake:
|
|
multi = min_stake / slice_amount / regular_mode_grind_3_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(regular_mode_grind_3_stakes):
|
|
regular_mode_grind_3_stakes[i] *= multi
|
|
max_grind_3_sub_grinds = len(regular_mode_grind_3_stakes)
|
|
regular_mode_grind_3_stop_grinds = (
|
|
self.regular_mode_grind_3_stop_grinds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_3_stop_grinds_spot
|
|
)
|
|
regular_mode_grind_3_profit_threshold = (
|
|
self.regular_mode_grind_3_profit_threshold_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_3_profit_threshold_spot
|
|
)
|
|
|
|
max_grind_4_sub_grinds = 0
|
|
regular_mode_grind_4_stakes = (
|
|
self.regular_mode_grind_4_stakes_futures.copy()
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_4_stakes_spot.copy()
|
|
)
|
|
regular_mode_grind_4_sub_thresholds = (
|
|
self.regular_mode_grind_4_thresholds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_4_thresholds_spot
|
|
)
|
|
if (slice_amount * regular_mode_grind_4_stakes[0] / trade.leverage) < min_stake:
|
|
multi = min_stake / slice_amount / regular_mode_grind_4_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(regular_mode_grind_4_stakes):
|
|
regular_mode_grind_4_stakes[i] *= multi
|
|
max_grind_4_sub_grinds = len(regular_mode_grind_4_stakes)
|
|
regular_mode_grind_4_stop_grinds = (
|
|
self.regular_mode_grind_4_stop_grinds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_4_stop_grinds_spot
|
|
)
|
|
regular_mode_grind_4_profit_threshold = (
|
|
self.regular_mode_grind_4_profit_threshold_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_4_profit_threshold_spot
|
|
)
|
|
|
|
max_grind_5_sub_grinds = 0
|
|
regular_mode_grind_5_stakes = (
|
|
self.regular_mode_grind_5_stakes_futures.copy()
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_5_stakes_spot.copy()
|
|
)
|
|
regular_mode_grind_5_sub_thresholds = (
|
|
self.regular_mode_grind_5_thresholds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_5_thresholds_spot
|
|
)
|
|
if (slice_amount * regular_mode_grind_5_stakes[0] / trade.leverage) < min_stake:
|
|
multi = min_stake / slice_amount / regular_mode_grind_5_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(regular_mode_grind_5_stakes):
|
|
regular_mode_grind_5_stakes[i] *= multi
|
|
max_grind_5_sub_grinds = len(regular_mode_grind_5_stakes)
|
|
regular_mode_grind_5_stop_grinds = (
|
|
self.regular_mode_grind_5_stop_grinds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_5_stop_grinds_spot
|
|
)
|
|
regular_mode_grind_5_profit_threshold = (
|
|
self.regular_mode_grind_5_profit_threshold_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_5_profit_threshold_spot
|
|
)
|
|
|
|
max_grind_6_sub_grinds = 0
|
|
regular_mode_grind_6_stakes = (
|
|
self.regular_mode_grind_6_stakes_futures.copy()
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_6_stakes_spot.copy()
|
|
)
|
|
regular_mode_grind_6_sub_thresholds = (
|
|
self.regular_mode_grind_6_thresholds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_6_thresholds_spot
|
|
)
|
|
if (slice_amount * regular_mode_grind_6_stakes[0] / trade.leverage) < min_stake:
|
|
multi = min_stake / slice_amount / regular_mode_grind_6_stakes[0] * trade.leverage
|
|
for i, _ in enumerate(regular_mode_grind_6_stakes):
|
|
regular_mode_grind_6_stakes[i] *= multi
|
|
max_grind_6_sub_grinds = len(regular_mode_grind_6_stakes)
|
|
regular_mode_grind_6_stop_grinds = (
|
|
self.regular_mode_grind_6_stop_grinds_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_6_stop_grinds_spot
|
|
)
|
|
regular_mode_grind_6_profit_threshold = (
|
|
self.regular_mode_grind_6_profit_threshold_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_grind_6_profit_threshold_spot
|
|
)
|
|
|
|
partial_sell = False
|
|
is_derisk = False
|
|
is_derisk_1 = False
|
|
rebuy_sub_grind_count = 0
|
|
rebuy_total_amount = 0.0
|
|
rebuy_total_cost = 0.0
|
|
rebuy_current_open_rate = 0.0
|
|
rebuy_current_grind_stake = 0.0
|
|
rebuy_current_grind_stake_profit = 0.0
|
|
rebuy_is_sell_found = False
|
|
rebuy_found = False
|
|
rebuy_buy_orders = []
|
|
rebuy_distance_ratio = 0.0
|
|
grind_1_sub_grind_count = 0
|
|
grind_1_total_amount = 0.0
|
|
grind_1_total_cost = 0.0
|
|
grind_1_current_open_rate = 0.0
|
|
grind_1_current_grind_stake = 0.0
|
|
grind_1_current_grind_stake_profit = 0.0
|
|
grind_1_is_sell_found = False
|
|
grind_1_found = False
|
|
grind_1_buy_orders = []
|
|
grind_1_distance_ratio = 0.0
|
|
grind_2_sub_grind_count = 0
|
|
grind_2_total_amount = 0.0
|
|
grind_2_total_cost = 0.0
|
|
grind_2_current_open_rate = 0.0
|
|
grind_2_current_grind_stake = 0.0
|
|
grind_2_current_grind_stake_profit = 0.0
|
|
grind_2_is_sell_found = False
|
|
grind_2_found = False
|
|
grind_2_buy_orders = []
|
|
grind_2_distance_ratio = 0.0
|
|
grind_3_sub_grind_count = 0
|
|
grind_3_total_amount = 0.0
|
|
grind_3_total_cost = 0.0
|
|
grind_3_current_open_rate = 0.0
|
|
grind_3_current_grind_stake = 0.0
|
|
grind_3_current_grind_stake_profit = 0.0
|
|
grind_3_is_sell_found = False
|
|
grind_3_found = False
|
|
grind_3_buy_orders = []
|
|
grind_3_distance_ratio = 0.0
|
|
grind_4_sub_grind_count = 0
|
|
grind_4_total_amount = 0.0
|
|
grind_4_total_cost = 0.0
|
|
grind_4_current_open_rate = 0.0
|
|
grind_4_current_grind_stake = 0.0
|
|
grind_4_current_grind_stake_profit = 0.0
|
|
grind_4_is_sell_found = False
|
|
grind_4_found = False
|
|
grind_4_buy_orders = []
|
|
grind_4_distance_ratio = 0.0
|
|
grind_5_sub_grind_count = 0
|
|
grind_5_total_amount = 0.0
|
|
grind_5_total_cost = 0.0
|
|
grind_5_current_open_rate = 0.0
|
|
grind_5_current_grind_stake = 0.0
|
|
grind_5_current_grind_stake_profit = 0.0
|
|
grind_5_is_sell_found = False
|
|
grind_5_found = False
|
|
grind_5_buy_orders = []
|
|
grind_5_distance_ratio = 0.0
|
|
grind_6_sub_grind_count = 0
|
|
grind_6_total_amount = 0.0
|
|
grind_6_total_cost = 0.0
|
|
grind_6_current_open_rate = 0.0
|
|
grind_6_current_grind_stake = 0.0
|
|
grind_6_current_grind_stake_profit = 0.0
|
|
grind_6_is_sell_found = False
|
|
grind_6_found = False
|
|
grind_6_buy_orders = []
|
|
grind_6_distance_ratio = 0.0
|
|
for order in reversed(filled_orders):
|
|
if (order.ft_order_side == "sell") and (order is not filled_orders[0]):
|
|
order_tag = ""
|
|
if has_order_tags:
|
|
if order.ft_order_tag is not None:
|
|
order_tag = order.ft_order_tag
|
|
if not grind_1_is_sell_found and order_tag == "g1":
|
|
grind_1_sub_grind_count += 1
|
|
grind_1_total_amount += order.safe_filled
|
|
grind_1_total_cost += order.safe_filled * order.safe_price
|
|
grind_1_buy_orders.append(order.id)
|
|
if not grind_1_found:
|
|
grind_1_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_1_found = True
|
|
elif not grind_2_is_sell_found and order_tag == "g2":
|
|
grind_2_sub_grind_count += 1
|
|
grind_2_total_amount += order.safe_filled
|
|
grind_2_total_cost += order.safe_filled * order.safe_price
|
|
grind_2_buy_orders.append(order.id)
|
|
if not grind_2_found:
|
|
grind_2_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_2_found = True
|
|
elif not grind_3_is_sell_found and order_tag == "g3":
|
|
grind_3_sub_grind_count += 1
|
|
grind_3_total_amount += order.safe_filled
|
|
grind_3_total_cost += order.safe_filled * order.safe_price
|
|
grind_3_buy_orders.append(order.id)
|
|
if not grind_3_found:
|
|
grind_3_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_3_found = True
|
|
elif not grind_4_is_sell_found and order_tag == "g4":
|
|
grind_4_sub_grind_count += 1
|
|
grind_4_total_amount += order.safe_filled
|
|
grind_4_total_cost += order.safe_filled * order.safe_price
|
|
grind_4_buy_orders.append(order.id)
|
|
if not grind_4_found:
|
|
grind_4_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_4_found = True
|
|
elif not grind_5_is_sell_found and order_tag == "g5":
|
|
grind_5_sub_grind_count += 1
|
|
grind_5_total_amount += order.safe_filled
|
|
grind_5_total_cost += order.safe_filled * order.safe_price
|
|
grind_5_buy_orders.append(order.id)
|
|
if not grind_5_found:
|
|
grind_5_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_5_found = True
|
|
elif not grind_6_is_sell_found and order_tag == "g6":
|
|
grind_6_sub_grind_count += 1
|
|
grind_6_total_amount += order.safe_filled
|
|
grind_6_total_cost += order.safe_filled * order.safe_price
|
|
grind_6_buy_orders.append(order.id)
|
|
if not grind_6_found:
|
|
grind_6_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
grind_6_found = True
|
|
elif not rebuy_is_sell_found and order_tag not in [
|
|
"g1",
|
|
"g2",
|
|
"g3",
|
|
"g4",
|
|
"g5",
|
|
"g6",
|
|
"sg1",
|
|
"sg2",
|
|
"sg3",
|
|
"sg4",
|
|
"sg5",
|
|
"sg6",
|
|
"dl1",
|
|
"dl2",
|
|
"gd1",
|
|
"gd2",
|
|
"gd3",
|
|
"gd4",
|
|
"gd5",
|
|
"gd6",
|
|
"gm0",
|
|
"gmd0",
|
|
]:
|
|
rebuy_sub_grind_count += 1
|
|
rebuy_total_amount += order.safe_filled
|
|
rebuy_total_cost += order.safe_filled * order.safe_price
|
|
rebuy_buy_orders.append(order.id)
|
|
if not rebuy_found:
|
|
rebuy_distance_ratio = (exit_rate - order.safe_price) / order.safe_price
|
|
rebuy_found = True
|
|
elif order.ft_order_side == "buy":
|
|
if (
|
|
order is filled_exits[-1]
|
|
and (order.safe_remaining * exit_rate / (trade.leverage if self.is_futures_mode else 1.0)) > min_stake
|
|
):
|
|
partial_sell = True
|
|
break
|
|
order_tag = ""
|
|
if has_order_tags:
|
|
if order.ft_order_tag is not None:
|
|
sell_order_tag = order.ft_order_tag
|
|
order_mode = sell_order_tag.split(" ", 1)
|
|
if len(order_mode) > 0:
|
|
order_tag = order_mode[0]
|
|
if order_tag in ["g1", "sg1"]:
|
|
grind_1_is_sell_found = True
|
|
elif order_tag in ["g2", "sg2"]:
|
|
grind_2_is_sell_found = True
|
|
elif order_tag in ["g3", "sg3"]:
|
|
grind_3_is_sell_found = True
|
|
elif order_tag in ["g4", "sg4"]:
|
|
grind_4_is_sell_found = True
|
|
elif order_tag in ["g5", "sg5"]:
|
|
grind_5_is_sell_found = True
|
|
elif order_tag in ["g6", "sg6"]:
|
|
grind_6_is_sell_found = True
|
|
elif order_tag in ["d", "d1", "dd0", "ddl1", "ddl2", "dd1", "dd2", "dd3", "dd4", "dd5", "dd6"]:
|
|
is_derisk = True
|
|
if order_tag in ["d1"]:
|
|
is_derisk_1 = True
|
|
grind_1_is_sell_found = True
|
|
grind_2_is_sell_found = True
|
|
grind_3_is_sell_found = True
|
|
grind_4_is_sell_found = True
|
|
grind_5_is_sell_found = True
|
|
grind_6_is_sell_found = True
|
|
rebuy_is_sell_found = True
|
|
elif order_tag not in [
|
|
"p",
|
|
"g1",
|
|
"g2",
|
|
"g3",
|
|
"g4",
|
|
"g5",
|
|
"g6",
|
|
"sg1",
|
|
"sg2",
|
|
"sg3",
|
|
"sg4",
|
|
"sg5",
|
|
"sg6",
|
|
"dl1",
|
|
"dl2",
|
|
"gd1",
|
|
"gd2",
|
|
"gd3",
|
|
"gd4",
|
|
"gd5",
|
|
"gd6",
|
|
"gm0",
|
|
"gmd0",
|
|
]:
|
|
rebuy_is_sell_found = True
|
|
if not is_derisk:
|
|
start_amount = filled_orders[0].safe_filled
|
|
current_amount = 0.0
|
|
for order2 in filled_orders:
|
|
if order2.ft_order_side == "sell":
|
|
current_amount += order2.safe_filled
|
|
elif order2.ft_order_side == "buy":
|
|
current_amount -= order2.safe_filled
|
|
if order2 is order:
|
|
if current_amount < (start_amount * 0.95):
|
|
is_derisk = True
|
|
# found sells for all modes
|
|
if (
|
|
rebuy_is_sell_found
|
|
and grind_1_is_sell_found
|
|
and grind_2_is_sell_found
|
|
and grind_3_is_sell_found
|
|
and grind_4_is_sell_found
|
|
and grind_5_is_sell_found
|
|
and grind_6_is_sell_found
|
|
):
|
|
break
|
|
|
|
# The trade already de-risked
|
|
if is_derisk:
|
|
return None, "", is_derisk
|
|
if not has_order_tags and len(filled_exits) > 0:
|
|
return None, "", is_derisk
|
|
|
|
if rebuy_sub_grind_count > 0:
|
|
rebuy_current_open_rate = rebuy_total_cost / rebuy_total_amount
|
|
rebuy_current_grind_stake = rebuy_total_amount * exit_rate * (1 + trade.fee_close)
|
|
rebuy_current_grind_stake_profit = rebuy_total_cost - rebuy_current_grind_stake
|
|
if grind_1_sub_grind_count > 0:
|
|
grind_1_current_open_rate = grind_1_total_cost / grind_1_total_amount
|
|
grind_1_current_grind_stake = grind_1_total_amount * exit_rate * (1 + trade.fee_close)
|
|
grind_1_current_grind_stake_profit = grind_1_total_cost - grind_1_current_grind_stake
|
|
if grind_2_sub_grind_count > 0:
|
|
grind_2_current_open_rate = grind_2_total_cost / grind_2_total_amount
|
|
grind_2_current_grind_stake = grind_2_total_amount * exit_rate * (1 + trade.fee_close)
|
|
grind_2_current_grind_stake_profit = grind_2_total_cost - grind_2_current_grind_stake
|
|
if grind_3_sub_grind_count > 0:
|
|
grind_3_current_open_rate = grind_3_total_cost / grind_3_total_amount
|
|
grind_3_current_grind_stake = grind_3_total_amount * exit_rate * (1 + trade.fee_close)
|
|
grind_3_current_grind_stake_profit = grind_3_total_cost - grind_3_current_grind_stake
|
|
if grind_4_sub_grind_count > 0:
|
|
grind_4_current_open_rate = grind_4_total_cost / grind_4_total_amount
|
|
grind_4_current_grind_stake = grind_4_total_amount * exit_rate * (1 + trade.fee_close)
|
|
grind_4_current_grind_stake_profit = grind_4_total_cost - grind_4_current_grind_stake
|
|
if grind_5_sub_grind_count > 0:
|
|
grind_5_current_open_rate = grind_5_total_cost / grind_5_total_amount
|
|
grind_5_current_grind_stake = grind_5_total_amount * exit_rate * (1 + trade.fee_close)
|
|
grind_5_current_grind_stake_profit = grind_5_total_cost - grind_5_current_grind_stake
|
|
if grind_6_sub_grind_count > 0:
|
|
grind_6_current_open_rate = grind_6_total_cost / grind_6_total_amount
|
|
grind_6_current_grind_stake = grind_6_total_amount * exit_rate * (1 + trade.fee_close)
|
|
grind_6_current_grind_stake_profit = grind_6_current_grind_stake - grind_6_total_cost
|
|
|
|
num_open_grinds = (
|
|
grind_1_sub_grind_count
|
|
+ grind_2_sub_grind_count
|
|
+ grind_3_sub_grind_count
|
|
+ grind_4_sub_grind_count
|
|
+ grind_5_sub_grind_count
|
|
+ grind_6_sub_grind_count
|
|
)
|
|
|
|
is_derisk_mode = all(c in self.short_derisk_mode_tags for c in enter_tags)
|
|
|
|
fee_open_rate = trade.fee_open if self.custom_fee_open_rate is None else self.custom_fee_open_rate
|
|
fee_close_rate = trade.fee_close if self.custom_fee_close_rate is None else self.custom_fee_close_rate
|
|
|
|
# Sell remaining if partial fill on exit
|
|
if partial_sell:
|
|
order = filled_exits[-1]
|
|
sell_amount = order.safe_remaining * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Exit (remaining) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {order.safe_remaining} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
order_tag = "p"
|
|
if has_order_tags:
|
|
if order.ft_order_tag is not None:
|
|
order_tag = order.ft_order_tag
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
is_short_grind_entry = self.short_grind_entry(last_candle, previous_candle, slice_profit, False)
|
|
|
|
# Rebuy
|
|
if (not partial_sell) and (not rebuy_is_sell_found) and (rebuy_sub_grind_count < max_rebuy_sub_grinds):
|
|
if (
|
|
(0 <= rebuy_sub_grind_count < max_rebuy_sub_grinds)
|
|
and (slice_profit_entry < regular_mode_rebuy_sub_thresholds[rebuy_sub_grind_count])
|
|
and (
|
|
(-rebuy_distance_ratio if (rebuy_sub_grind_count > 0) else profit_init_ratio)
|
|
< (regular_mode_rebuy_sub_thresholds[rebuy_sub_grind_count])
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=12) > filled_orders[-1].order_filled_utc) or (slice_profit > 0.06))
|
|
and is_short_grind_entry
|
|
):
|
|
buy_amount = (
|
|
slice_amount
|
|
* regular_mode_rebuy_stakes[rebuy_sub_grind_count]
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount > max_stake:
|
|
buy_amount = max_stake
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None, "", is_derisk
|
|
self.dp.send_msg(
|
|
f"Rebuy (r) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Rebuy (r) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
order_tag = "r"
|
|
return buy_amount, order_tag, is_derisk
|
|
|
|
# Grinding g1
|
|
# Grinding entry
|
|
if has_order_tags and (not partial_sell) and (grind_1_sub_grind_count < max_grind_1_sub_grinds):
|
|
if (
|
|
(
|
|
(-grind_1_distance_ratio if (grind_1_sub_grind_count > 0) else profit_init_ratio)
|
|
< (regular_mode_grind_1_sub_thresholds[grind_1_sub_grind_count])
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit > 0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit > 0.06)
|
|
)
|
|
and ((num_open_grinds == 0) or (slice_profit > 0.03))
|
|
and is_short_grind_entry
|
|
):
|
|
buy_amount = (
|
|
slice_amount
|
|
* regular_mode_grind_1_stakes[grind_1_sub_grind_count]
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None, "", is_derisk
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_1_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate
|
|
grind_profit_stake = grind_1_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (g1) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (g1) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g1"
|
|
return buy_amount, order_tag, is_derisk
|
|
|
|
if (
|
|
self.is_futures_mode
|
|
and has_order_tags
|
|
and (not partial_sell)
|
|
and slice_profit > (0.65 / trade.leverage)
|
|
and (grind_1_sub_grind_count < max_grind_1_sub_grinds)
|
|
):
|
|
buy_amount = (
|
|
slice_amount
|
|
* regular_mode_grind_1_stakes[grind_1_sub_grind_count]
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None, "", is_derisk
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_1_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate
|
|
grind_profit_stake = grind_1_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (g1) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (g1) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g1"
|
|
return buy_amount, order_tag, is_derisk
|
|
|
|
# Grinding Exit
|
|
if has_order_tags and grind_1_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate
|
|
if grind_profit > (regular_mode_grind_1_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_1_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (g1) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (g1) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g1"
|
|
for grind_entry_id in grind_1_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_1_sub_grind_count > 0)
|
|
and self.regular_mode_use_grind_stops
|
|
and ((-(exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate) < regular_mode_grind_1_stop_grinds)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 4, 16) or is_backtest)
|
|
):
|
|
sell_amount = grind_1_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_1_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
(-(exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate)
|
|
if grind_1_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (sg1) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (sg1) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "sg1"
|
|
for grind_entry_id in grind_1_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grinding g2
|
|
# Grinding entry
|
|
if has_order_tags and (not partial_sell) and (grind_2_sub_grind_count < max_grind_2_sub_grinds):
|
|
if (
|
|
(
|
|
(-grind_2_distance_ratio if (grind_2_sub_grind_count > 0) else profit_init_ratio)
|
|
< (regular_mode_grind_2_sub_thresholds[grind_2_sub_grind_count])
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit > 0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit > 0.06)
|
|
)
|
|
and ((num_open_grinds == 0) or (slice_profit > 0.03))
|
|
and is_short_grind_entry
|
|
):
|
|
buy_amount = (
|
|
slice_amount
|
|
* regular_mode_grind_2_stakes[grind_2_sub_grind_count]
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None, "", is_derisk
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_2_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate
|
|
grind_profit_stake = grind_2_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (g2) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_2_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (g2) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_2_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g2"
|
|
return buy_amount, order_tag, is_derisk
|
|
|
|
# Grinding Exit
|
|
if has_order_tags and grind_2_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate
|
|
if grind_profit > (regular_mode_grind_2_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_2_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (g2) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (g2) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g2"
|
|
for grind_entry_id in grind_2_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_2_sub_grind_count > 0)
|
|
and self.regular_mode_use_grind_stops
|
|
and ((-(exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate) < regular_mode_grind_2_stop_grinds)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 4, 16) or is_backtest)
|
|
):
|
|
sell_amount = grind_2_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_2_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
(-(exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate)
|
|
if grind_2_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (sg2) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (sg2) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "sg2"
|
|
for grind_entry_id in grind_2_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grinding g3
|
|
# Grinding entry
|
|
if has_order_tags and (not partial_sell) and (grind_3_sub_grind_count < max_grind_3_sub_grinds):
|
|
if (
|
|
(
|
|
(-grind_3_distance_ratio if (grind_3_sub_grind_count > 0) else profit_init_ratio)
|
|
< (regular_mode_grind_3_sub_thresholds[grind_3_sub_grind_count])
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit > 0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit > 0.06)
|
|
)
|
|
and ((num_open_grinds == 0) or (slice_profit > 0.03))
|
|
and is_short_grind_entry
|
|
):
|
|
buy_amount = (
|
|
slice_amount
|
|
* regular_mode_grind_3_stakes[grind_3_sub_grind_count]
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None, "", is_derisk
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_3_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate
|
|
grind_profit_stake = grind_3_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (g3) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_3_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (g3) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_3_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g3"
|
|
return buy_amount, order_tag, is_derisk
|
|
|
|
# Grinding Exit
|
|
if has_order_tags and grind_3_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate
|
|
if grind_profit > (regular_mode_grind_3_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_3_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (g3) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (g3) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g3"
|
|
for grind_entry_id in grind_3_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_3_sub_grind_count > 0)
|
|
and self.regular_mode_use_grind_stops
|
|
and ((-(exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate) < regular_mode_grind_3_stop_grinds)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 4, 16) or is_backtest)
|
|
):
|
|
sell_amount = grind_3_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_3_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
(-(exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate)
|
|
if grind_3_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (sg3) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (sg3) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "sg3"
|
|
for grind_entry_id in grind_3_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grinding g4
|
|
# Grinding entry
|
|
if has_order_tags and (not partial_sell) and (grind_4_sub_grind_count < max_grind_4_sub_grinds):
|
|
if (
|
|
(
|
|
(-grind_4_distance_ratio if (grind_4_sub_grind_count > 0) else profit_init_ratio)
|
|
< (regular_mode_grind_4_sub_thresholds[grind_4_sub_grind_count])
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit > 0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit > 0.06)
|
|
)
|
|
and ((num_open_grinds == 0) or (slice_profit > 0.03))
|
|
and is_short_grind_entry
|
|
):
|
|
buy_amount = (
|
|
slice_amount
|
|
* regular_mode_grind_4_stakes[grind_4_sub_grind_count]
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None, "", is_derisk
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_4_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate
|
|
grind_profit_stake = grind_4_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (g4) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_4_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (g4) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_4_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g4"
|
|
return buy_amount, order_tag, is_derisk
|
|
|
|
# Grinding Exit
|
|
if has_order_tags and grind_4_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate
|
|
if grind_profit > (regular_mode_grind_4_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_4_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (g4) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (g4) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g4"
|
|
for grind_entry_id in grind_4_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_4_sub_grind_count > 0)
|
|
and self.regular_mode_use_grind_stops
|
|
and ((-(exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate) < regular_mode_grind_4_stop_grinds)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 4, 16) or is_backtest)
|
|
):
|
|
sell_amount = grind_4_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_4_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
(-(exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate)
|
|
if grind_4_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (sg4) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (sg4) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "sg4"
|
|
for grind_entry_id in grind_4_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grinding g5
|
|
# Grinding entry
|
|
if has_order_tags and (not partial_sell) and (grind_5_sub_grind_count < max_grind_5_sub_grinds):
|
|
if (
|
|
(
|
|
(-grind_5_distance_ratio if (grind_5_sub_grind_count > 0) else profit_init_ratio)
|
|
< (regular_mode_grind_5_sub_thresholds[grind_5_sub_grind_count])
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit > 0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit > 0.06)
|
|
)
|
|
and ((num_open_grinds == 0) or (slice_profit > 0.03))
|
|
and is_short_grind_entry
|
|
):
|
|
buy_amount = (
|
|
slice_amount
|
|
* regular_mode_grind_5_stakes[grind_5_sub_grind_count]
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None, "", is_derisk
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_5_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate
|
|
grind_profit_stake = grind_5_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (g5) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_5_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (g5) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_5_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g5"
|
|
return buy_amount, order_tag, is_derisk
|
|
|
|
# Grinding Exit
|
|
if has_order_tags and grind_5_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate
|
|
if grind_profit > (regular_mode_grind_5_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_5_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (g5) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (g5) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g5"
|
|
for grind_entry_id in grind_5_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_5_sub_grind_count > 0)
|
|
and self.regular_mode_use_grind_stops
|
|
and ((-(exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate) < regular_mode_grind_5_stop_grinds)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 4, 16) or is_backtest)
|
|
):
|
|
sell_amount = grind_5_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_5_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
(-(exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate)
|
|
if grind_5_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (sg5) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (sg5) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "sg5"
|
|
for grind_entry_id in grind_5_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grinding g6
|
|
# Grinding entry
|
|
if has_order_tags and (not partial_sell) and (grind_6_sub_grind_count < max_grind_6_sub_grinds):
|
|
if (
|
|
(
|
|
(-grind_6_distance_ratio if (grind_6_sub_grind_count > 0) else profit_init_ratio)
|
|
< (regular_mode_grind_6_sub_thresholds[grind_6_sub_grind_count])
|
|
)
|
|
and (current_time - timedelta(minutes=10) > filled_entries[-1].order_filled_utc)
|
|
and ((current_time - timedelta(hours=2) > filled_orders[-1].order_filled_utc) or (slice_profit > 0.02))
|
|
and (
|
|
(num_open_grinds == 0)
|
|
or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc)
|
|
or (slice_profit > 0.06)
|
|
)
|
|
# and ((num_open_grinds == 0) or (slice_profit > 0.03))
|
|
and (is_short_grind_entry)
|
|
):
|
|
buy_amount = (
|
|
slice_amount
|
|
* regular_mode_grind_6_stakes[grind_6_sub_grind_count]
|
|
/ (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
if buy_amount > max_stake:
|
|
return None, "", is_derisk
|
|
grind_profit = 0.0
|
|
grind_profit_stake = 0.0
|
|
if grind_6_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_6_current_open_rate) / grind_6_current_open_rate
|
|
grind_profit_stake = grind_6_current_grind_stake_profit
|
|
self.dp.send_msg(
|
|
f"Grinding entry (g6) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_6_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding entry (g6) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_6_current_grind_stake_profit} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g6"
|
|
return buy_amount, order_tag, is_derisk
|
|
|
|
# Grinding Exit
|
|
if has_order_tags and grind_6_sub_grind_count > 0:
|
|
grind_profit = -(exit_rate - grind_6_current_open_rate) / grind_6_current_open_rate
|
|
if grind_profit > (regular_mode_grind_6_profit_threshold + fee_open_rate + fee_close_rate):
|
|
sell_amount = grind_6_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
self.dp.send_msg(
|
|
f"Grinding exit (g6) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_6_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
log.info(
|
|
f"Grinding exit (g6) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_6_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade.leverage} {self.config['stake_currency']})"
|
|
)
|
|
order_tag = "g6"
|
|
for grind_entry_id in grind_6_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# Grind stop
|
|
if (
|
|
(
|
|
(grind_6_sub_grind_count > 0)
|
|
and self.regular_mode_use_grind_stops
|
|
and ((-(exit_rate - grind_6_current_open_rate) / grind_6_current_open_rate) < regular_mode_grind_6_stop_grinds)
|
|
)
|
|
# temporary
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 4, 16) or is_backtest)
|
|
):
|
|
sell_amount = grind_6_total_amount * exit_rate / trade.leverage
|
|
if ((current_stake_amount / trade.leverage) - sell_amount) < (min_stake * 1.55):
|
|
sell_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
if grind_6_current_open_rate > 0.0:
|
|
grind_profit = (
|
|
(-(exit_rate - grind_6_current_open_rate) / grind_6_current_open_rate)
|
|
if grind_6_is_sell_found
|
|
else profit_ratio
|
|
)
|
|
self.dp.send_msg(
|
|
f"Grinding stop exit (sg6) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_6_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Grinding stop exit (sg6) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {grind_6_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%"
|
|
)
|
|
order_tag = "sg6"
|
|
for grind_entry_id in grind_6_buy_orders:
|
|
order_tag += " " + str(grind_entry_id)
|
|
return -ft_sell_amount, order_tag, is_derisk
|
|
|
|
# De-risk
|
|
if (
|
|
self.derisk_enable
|
|
and (
|
|
profit_stake
|
|
< (
|
|
slice_amount
|
|
* (
|
|
(self.regular_mode_derisk_futures if self.is_futures_mode else self.regular_mode_derisk_spot)
|
|
if (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
else (self.regular_mode_derisk_futures_old if self.is_futures_mode else self.regular_mode_derisk_spot_old)
|
|
)
|
|
/ trade.leverage
|
|
)
|
|
)
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
):
|
|
sell_amount = trade.amount * exit_rate / trade.leverage - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
self.dp.send_msg(
|
|
f"De-risk [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"De-risk [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
return -ft_sell_amount, "d", is_derisk
|
|
|
|
# De-risk level 1
|
|
if (
|
|
self.derisk_enable
|
|
and has_order_tags
|
|
and not is_derisk_1
|
|
and (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
and profit_stake
|
|
< (
|
|
slice_amount
|
|
* (
|
|
(
|
|
self.regular_mode_derisk_1_derisk_mode_futures
|
|
if self.is_futures_mode
|
|
else self.regular_mode_derisk_1_derisk_mode_spot
|
|
)
|
|
if is_derisk_mode
|
|
else (
|
|
(self.regular_mode_derisk_1_futures if self.is_futures_mode else self.regular_mode_derisk_1_spot)
|
|
if (trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or is_backtest)
|
|
else (
|
|
self.regular_mode_derisk_1_futures_old if self.is_futures_mode else self.regular_mode_derisk_1_spot_old
|
|
)
|
|
)
|
|
)
|
|
/ trade.leverage
|
|
)
|
|
):
|
|
sell_amount = trade.amount * exit_rate / trade.leverage - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
self.dp.send_msg(
|
|
f"De-risk (d1) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"De-risk (d1) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
return -ft_sell_amount, "d1", is_derisk
|
|
|
|
return None, "", is_derisk
|
|
|
|
# Short Rebuy Adjust Trade Position
|
|
# ---------------------------------------------------------------------------------------------
|
|
def short_rebuy_adjust_trade_position(
|
|
self,
|
|
trade: Trade,
|
|
enter_tags,
|
|
current_time: datetime,
|
|
current_rate: float,
|
|
current_profit: float,
|
|
min_stake: Optional[float],
|
|
max_stake: float,
|
|
current_entry_rate: float,
|
|
current_exit_rate: float,
|
|
current_entry_profit: float,
|
|
current_exit_profit: float,
|
|
**kwargs,
|
|
) -> Optional[float]:
|
|
# min/max stakes include leverage. The return amounts is before leverage.
|
|
min_stake /= trade.leverage
|
|
max_stake /= trade.leverage
|
|
df, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe)
|
|
if len(df) < 2:
|
|
return None
|
|
last_candle = df.iloc[-1].squeeze()
|
|
previous_candle = df.iloc[-2].squeeze()
|
|
|
|
filled_orders = trade.select_filled_orders()
|
|
filled_entries = trade.select_filled_orders(trade.entry_side)
|
|
filled_exits = trade.select_filled_orders(trade.exit_side)
|
|
count_of_entries = trade.nr_of_successful_entries
|
|
count_of_exits = trade.nr_of_successful_exits
|
|
|
|
if count_of_entries == 0:
|
|
return None
|
|
|
|
has_order_tags = False
|
|
if hasattr(filled_orders[0], "ft_order_tag"):
|
|
has_order_tags = True
|
|
|
|
# The first exit is de-risk (providing the trade is still open)
|
|
if count_of_exits > 0:
|
|
return self.short_grind_adjust_trade_position(
|
|
trade,
|
|
enter_tags,
|
|
current_time,
|
|
current_rate,
|
|
current_profit,
|
|
min_stake,
|
|
max_stake,
|
|
current_entry_rate,
|
|
current_exit_rate,
|
|
current_entry_profit,
|
|
current_exit_profit,
|
|
)
|
|
|
|
exit_rate = current_rate
|
|
if self.dp.runmode.value in ("live", "dry_run"):
|
|
ticker = self.dp.ticker(trade.pair)
|
|
if ("bid" in ticker) and ("ask" in ticker):
|
|
if trade.is_short:
|
|
if self.config["exit_pricing"]["price_side"] in ["ask", "other"]:
|
|
if ticker["ask"] is not None:
|
|
exit_rate = ticker["ask"]
|
|
else:
|
|
if self.config["exit_pricing"]["price_side"] in ["bid", "other"]:
|
|
if ticker["bid"] is not None:
|
|
exit_rate = ticker["bid"]
|
|
|
|
profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio = self.calc_total_profit(
|
|
trade, filled_entries, filled_exits, exit_rate
|
|
)
|
|
|
|
slice_amount = filled_entries[0].cost
|
|
slice_profit = (exit_rate - filled_orders[-1].safe_price) / filled_orders[-1].safe_price
|
|
slice_profit_entry = (exit_rate - filled_entries[-1].safe_price) / filled_entries[-1].safe_price
|
|
slice_profit_exit = (
|
|
((exit_rate - filled_exits[-1].safe_price) / filled_exits[-1].safe_price) if count_of_exits > 0 else 0.0
|
|
)
|
|
|
|
current_stake_amount = trade.amount * current_rate
|
|
|
|
is_rebuy = False
|
|
|
|
rebuy_mode_stakes = self.rebuy_mode_stakes_futures if self.is_futures_mode else self.rebuy_mode_stakes_spot
|
|
max_sub_grinds = len(rebuy_mode_stakes)
|
|
rebuy_mode_sub_thresholds = (
|
|
self.rebuy_mode_thresholds_futures if self.is_futures_mode else self.rebuy_mode_thresholds_spot
|
|
)
|
|
partial_sell = False
|
|
sub_grind_count = 0
|
|
total_amount = 0.0
|
|
total_cost = 0.0
|
|
current_open_rate = 0.0
|
|
current_grind_stake = 0.0
|
|
current_grind_stake_profit = 0.0
|
|
for order in reversed(filled_orders):
|
|
if (order.ft_order_side == "buy") and (order is not filled_orders[0]):
|
|
sub_grind_count += 1
|
|
total_amount += order.safe_filled
|
|
total_cost += order.safe_filled * order.safe_price
|
|
elif order.ft_order_side == "sell":
|
|
if (order.safe_remaining * exit_rate / (trade.leverage if self.is_futures_mode else 1.0)) > min_stake:
|
|
partial_sell = True
|
|
break
|
|
if sub_grind_count > 0:
|
|
current_open_rate = total_cost / total_amount
|
|
current_grind_stake = total_amount * exit_rate * (1 - trade.fee_close)
|
|
current_grind_stake_profit = current_grind_stake - total_cost
|
|
|
|
if (not partial_sell) and (sub_grind_count < max_sub_grinds):
|
|
if (
|
|
((0 <= sub_grind_count < max_sub_grinds) and (slice_profit_entry < rebuy_mode_sub_thresholds[sub_grind_count]))
|
|
and (last_candle["protections_short_global"] == True)
|
|
and (last_candle["protections_short_rebuy"] == True)
|
|
and (last_candle["global_protections_short_pump"] == True)
|
|
and (last_candle["global_protections_short_dump"] == True)
|
|
# and (
|
|
# (last_candle["close"] < (last_candle["close_min_12"] * 1.06))
|
|
# and (last_candle["close"] < (last_candle["close_min_24"] * 1.08))
|
|
# and (last_candle["close"] < (last_candle["close_min_48"] * 1.10))
|
|
# and (last_candle["close"] < (last_candle["low_min_24_1h"] * 1.12))
|
|
# and (last_candle["close"] < (last_candle["low_min_48_1h"] * 1.14))
|
|
# and (last_candle["btc_pct_close_min_72_5m"] > 0.03)
|
|
# and (last_candle["btc_pct_close_min_24_5m"] > 0.03)
|
|
# )
|
|
and (
|
|
(last_candle["RSI_3"] < 90.0)
|
|
and (last_candle["RSI_3_15m"] < 90.0)
|
|
and (last_candle["RSI_3_1h"] < 90.0)
|
|
and (last_candle["RSI_3_4h"] < 90.0)
|
|
and (last_candle["RSI_14"] > 64.0)
|
|
and (last_candle["close"] > (last_candle["EMA_26"] * 1.012))
|
|
)
|
|
):
|
|
buy_amount = (
|
|
slice_amount * rebuy_mode_stakes[sub_grind_count] / (trade.leverage if self.is_futures_mode else 1.0)
|
|
)
|
|
if buy_amount > max_stake:
|
|
buy_amount = max_stake
|
|
if buy_amount < (min_stake * 1.5):
|
|
buy_amount = min_stake * 1.5
|
|
self.dp.send_msg(
|
|
f"Rebuy (r) [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Rebuy (r) [{current_time}] [{trade.pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
if has_order_tags:
|
|
return buy_amount, "r"
|
|
else:
|
|
return buy_amount
|
|
|
|
if profit_stake < (
|
|
slice_amount * (self.rebuy_mode_derisk_futures if self.is_futures_mode else self.rebuy_mode_derisk_spot)
|
|
# / (trade.leverage if self.is_futures_mode else 1.0)
|
|
):
|
|
sell_amount = trade.amount * exit_rate / trade.leverage - (min_stake * 1.55)
|
|
ft_sell_amount = sell_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate
|
|
if sell_amount > min_stake and ft_sell_amount > min_stake:
|
|
grind_profit = 0.0
|
|
self.dp.send_msg(
|
|
f"Rebuy de-risk (d1) [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
log.info(
|
|
f"Rebuy de-risk (d1) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%"
|
|
)
|
|
if has_order_tags:
|
|
return -ft_sell_amount, "d1"
|
|
else:
|
|
return -ft_sell_amount
|
|
|
|
return None
|
|
|
|
###############################################################################################
|
|
|
|
# SHORT GRIND FUNCTIONS ENDS HERE
|
|
|
|
###############################################################################################
|
|
|
|
|
|
# +---------------------------------------------------------------------------+
|
|
# | Custom Indicators |
|
|
# +---------------------------------------------------------------------------+
|
|
|
|
|
|
# Range midpoint acts as Support
|
|
# ---------------------------------------------------------------------------------------------
|
|
def is_support(row_data) -> bool:
|
|
conditions = []
|
|
for row in range(len(row_data) - 1):
|
|
if row < len(row_data) // 2:
|
|
conditions.append(row_data[row] > row_data[row + 1])
|
|
else:
|
|
conditions.append(row_data[row] < row_data[row + 1])
|
|
result = reduce(lambda x, y: x & y, conditions)
|
|
return result
|
|
|
|
|
|
# Range midpoint acts as Resistance
|
|
# ---------------------------------------------------------------------------------------------
|
|
def is_resistance(row_data) -> bool:
|
|
conditions = []
|
|
for row in range(len(row_data) - 1):
|
|
if row < len(row_data) // 2:
|
|
conditions.append(row_data[row] < row_data[row + 1])
|
|
else:
|
|
conditions.append(row_data[row] > row_data[row + 1])
|
|
result = reduce(lambda x, y: x & y, conditions)
|
|
return result
|
|
|
|
|
|
# Elliot Wave Oscillator
|
|
# ---------------------------------------------------------------------------------------------
|
|
def ewo(df, ema1_length=5, ema2_length=35):
|
|
ema1 = ta.EMA(df, timeperiod=ema1_length)
|
|
ema2 = ta.EMA(df, timeperiod=ema2_length)
|
|
emadiff = (ema1 - ema2) / df["close"] * 100.0
|
|
return emadiff
|
|
|
|
|
|
# Pivot Points - 3 variants - daily recommended
|
|
# ---------------------------------------------------------------------------------------------
|
|
def pivot_points(df: DataFrame, mode="fibonacci") -> Series:
|
|
if mode == "simple":
|
|
hlc3_pivot = (df["high"] + df["low"] + df["close"]).shift(1) / 3
|
|
res1 = hlc3_pivot * 2 - df["low"].shift(1)
|
|
sup1 = hlc3_pivot * 2 - df["high"].shift(1)
|
|
res2 = hlc3_pivot + (df["high"] - df["low"]).shift()
|
|
sup2 = hlc3_pivot - (df["high"] - df["low"]).shift()
|
|
res3 = hlc3_pivot * 2 + (df["high"] - 2 * df["low"]).shift()
|
|
sup3 = hlc3_pivot * 2 - (2 * df["high"] - df["low"]).shift()
|
|
return hlc3_pivot, res1, res2, res3, sup1, sup2, sup3
|
|
elif mode == "fibonacci":
|
|
hlc3_pivot = (df["high"] + df["low"] + df["close"]).shift(1) / 3
|
|
hl_range = (df["high"] - df["low"]).shift(1)
|
|
res1 = hlc3_pivot + 0.382 * hl_range
|
|
sup1 = hlc3_pivot - 0.382 * hl_range
|
|
res2 = hlc3_pivot + 0.618 * hl_range
|
|
sup2 = hlc3_pivot - 0.618 * hl_range
|
|
res3 = hlc3_pivot + 1 * hl_range
|
|
sup3 = hlc3_pivot - 1 * hl_range
|
|
return hlc3_pivot, res1, res2, res3, sup1, sup2, sup3
|
|
elif mode == "DeMark":
|
|
demark_pivot_lt = df["low"] * 2 + df["high"] + df["close"]
|
|
demark_pivot_eq = df["close"] * 2 + df["low"] + df["high"]
|
|
demark_pivot_gt = df["high"] * 2 + df["low"] + df["close"]
|
|
demark_pivot = np.where(
|
|
(df["close"] < df["open"]),
|
|
demark_pivot_lt,
|
|
np.where((df["close"] > df["open"]), demark_pivot_gt, demark_pivot_eq),
|
|
)
|
|
dm_pivot = demark_pivot / 4
|
|
dm_res = demark_pivot / 2 - df["low"]
|
|
dm_sup = demark_pivot / 2 - df["high"]
|
|
return dm_pivot, dm_res, dm_sup
|
|
|
|
|
|
# Heikin Ashi candles
|
|
# ---------------------------------------------------------------------------------------------
|
|
def heikin_ashi(df, smooth_inputs=False, smooth_outputs=False, length=10):
|
|
df = df[["open", "close", "high", "low"]].copy().fillna(0)
|
|
if smooth_inputs:
|
|
df["open_s"] = ta.EMA(df["open"], timeframe=length)
|
|
df["high_s"] = ta.EMA(df["high"], timeframe=length)
|
|
df["low_s"] = ta.EMA(df["low"], timeframe=length)
|
|
df["close_s"] = ta.EMA(df["close"], timeframe=length)
|
|
|
|
open_ha = (df["open_s"].shift(1) + df["close_s"].shift(1)) / 2
|
|
high_ha = df.loc[:, ["high_s", "open_s", "close_s"]].max(axis=1)
|
|
low_ha = df.loc[:, ["low_s", "open_s", "close_s"]].min(axis=1)
|
|
close_ha = (df["open_s"] + df["high_s"] + df["low_s"] + df["close_s"]) / 4
|
|
else:
|
|
open_ha = (df["open"].shift(1) + df["close"].shift(1)) / 2
|
|
high_ha = df.loc[:, ["high", "open", "close"]].max(axis=1)
|
|
low_ha = df.loc[:, ["low", "open", "close"]].min(axis=1)
|
|
close_ha = (df["open"] + df["high"] + df["low"] + df["close"]) / 4
|
|
|
|
open_ha = open_ha.fillna(0)
|
|
high_ha = high_ha.fillna(0)
|
|
low_ha = low_ha.fillna(0)
|
|
close_ha = close_ha.fillna(0)
|
|
|
|
if smooth_outputs:
|
|
open_sha = ta.EMA(open_ha, timeframe=length)
|
|
high_sha = ta.EMA(high_ha, timeframe=length)
|
|
low_sha = ta.EMA(low_ha, timeframe=length)
|
|
close_sha = ta.EMA(close_ha, timeframe=length)
|
|
|
|
return open_sha, close_sha, low_sha
|
|
else:
|
|
return open_ha, close_ha, low_ha
|
|
|
|
|
|
# Peak Percentage Change
|
|
# ---------------------------------------------------------------------------------------------
|
|
def range_percent_change(self, df: DataFrame, method, length: int) -> float:
|
|
"""
|
|
Rolling Percentage Change Maximum across interval.
|
|
|
|
:param df: DataFrame The original OHLC df
|
|
:param method: High to Low / Open to Close
|
|
:param length: int The length to look back
|
|
"""
|
|
if method == "HL":
|
|
return (df["high"].rolling(length).max() - df["low"].rolling(length).min()) / df["low"].rolling(length).min()
|
|
elif method == "OC":
|
|
return (df["open"].rolling(length).max() - df["close"].rolling(length).min()) / df["close"].rolling(length).min()
|
|
else:
|
|
raise ValueError(f"Method {method} not defined!")
|
|
|
|
|
|
# Percentage distance to top peak
|
|
# ---------------------------------------------------------------------------------------------
|
|
def top_percent_change(self, df: DataFrame, length: int) -> float:
|
|
"""
|
|
Percentage change of the current close from the range maximum Open price
|
|
|
|
:param df: DataFrame The original OHLC df
|
|
:param length: int The length to look back
|
|
"""
|
|
if length == 0:
|
|
return (df["open"] - df["close"]) / df["close"]
|
|
else:
|
|
return (df["open"].rolling(length).max() - df["close"]) / df["close"]
|
|
|
|
|
|
# +---------------------------------------------------------------------------+
|
|
# | Classes |
|
|
# +---------------------------------------------------------------------------+
|
|
|
|
|
|
# Cache Class
|
|
# ---------------------------------------------------------------------------------------------
|
|
class Cache:
|
|
def __init__(self, path):
|
|
self.path = path
|
|
self.data = {}
|
|
self._mtime = None
|
|
self._previous_data = {}
|
|
try:
|
|
self.load()
|
|
except FileNotFoundError:
|
|
pass
|
|
|
|
@staticmethod
|
|
def rapidjson_load_kwargs():
|
|
return {"number_mode": rapidjson.NM_NATIVE, "parse_mode": rapidjson.PM_COMMENTS | rapidjson.PM_TRAILING_COMMAS}
|
|
|
|
@staticmethod
|
|
def rapidjson_dump_kwargs():
|
|
return {"number_mode": rapidjson.NM_NATIVE}
|
|
|
|
def load(self):
|
|
if not self._mtime or self.path.stat().st_mtime_ns != self._mtime:
|
|
self._load()
|
|
|
|
def save(self):
|
|
if self.data != self._previous_data:
|
|
self._save()
|
|
|
|
def process_loaded_data(self, data):
|
|
return data
|
|
|
|
def _load(self):
|
|
# This method only exists to simplify unit testing
|
|
with self.path.open("r") as rfh:
|
|
try:
|
|
data = rapidjson.load(rfh, **self.rapidjson_load_kwargs())
|
|
except rapidjson.JSONDecodeError as exc:
|
|
log.error("Failed to load JSON from %s: %s", self.path, exc)
|
|
else:
|
|
self.data = self.process_loaded_data(data)
|
|
self._previous_data = copy.deepcopy(self.data)
|
|
self._mtime = self.path.stat().st_mtime_ns
|
|
|
|
def _save(self):
|
|
# This method only exists to simplify unit testing
|
|
rapidjson.dump(self.data, self.path.open("w"), **self.rapidjson_dump_kwargs())
|
|
self._mtime = self.path.stat().st_mtime
|
|
self._previous_data = copy.deepcopy(self.data)
|
|
|
|
|
|
class HoldsCache(Cache):
|
|
@staticmethod
|
|
def rapidjson_load_kwargs():
|
|
return {
|
|
"number_mode": rapidjson.NM_NATIVE,
|
|
"parse_mode": rapidjson.PM_COMMENTS | rapidjson.PM_TRAILING_COMMAS,
|
|
"object_hook": HoldsCache._object_hook,
|
|
}
|
|
|
|
@staticmethod
|
|
def rapidjson_dump_kwargs():
|
|
return {
|
|
"number_mode": rapidjson.NM_NATIVE,
|
|
"mapping_mode": rapidjson.MM_COERCE_KEYS_TO_STRINGS,
|
|
}
|
|
|
|
def save(self):
|
|
raise RuntimeError("The holds cache does not allow programatical save")
|
|
|
|
def process_loaded_data(self, data):
|
|
trade_ids = data.get("trade_ids")
|
|
trade_pairs = data.get("trade_pairs")
|
|
|
|
if not trade_ids and not trade_pairs:
|
|
return data
|
|
|
|
open_trades = {}
|
|
for trade in Trade.get_trades_proxy(is_open=True):
|
|
open_trades[trade.id] = open_trades[trade.pair] = trade
|
|
|
|
r_trade_ids = {}
|
|
if trade_ids:
|
|
if isinstance(trade_ids, dict):
|
|
# New syntax
|
|
for trade_id, profit_ratio in trade_ids.items():
|
|
if not isinstance(trade_id, int):
|
|
log.error("The trade_id(%s) defined under 'trade_ids' in %s is not an integer", trade_id, self.path)
|
|
continue
|
|
if not isinstance(profit_ratio, float):
|
|
log.error(
|
|
"The 'profit_ratio' config value(%s) for trade_id %s in %s is not a float",
|
|
profit_ratio,
|
|
trade_id,
|
|
self.path,
|
|
)
|
|
if trade_id in open_trades:
|
|
formatted_profit_ratio = f"{profit_ratio * 100}%"
|
|
log.warning(
|
|
"The trade %s is configured to HOLD until the profit ratio of %s is met",
|
|
open_trades[trade_id],
|
|
formatted_profit_ratio,
|
|
)
|
|
r_trade_ids[trade_id] = profit_ratio
|
|
else:
|
|
log.warning(
|
|
"The trade_id(%s) is no longer open. Please remove it from 'trade_ids' in %s",
|
|
trade_id,
|
|
self.path,
|
|
)
|
|
else:
|
|
# Initial Syntax
|
|
profit_ratio = data.get("profit_ratio")
|
|
if profit_ratio:
|
|
if not isinstance(profit_ratio, float):
|
|
log.error("The 'profit_ratio' config value(%s) in %s is not a float", profit_ratio, self.path)
|
|
else:
|
|
profit_ratio = 0.005
|
|
formatted_profit_ratio = f"{profit_ratio * 100}%"
|
|
for trade_id in trade_ids:
|
|
if not isinstance(trade_id, int):
|
|
log.error("The trade_id(%s) defined under 'trade_ids' in %s is not an integer", trade_id, self.path)
|
|
continue
|
|
if trade_id in open_trades:
|
|
log.warning(
|
|
"The trade %s is configured to HOLD until the profit ratio of %s is met",
|
|
open_trades[trade_id],
|
|
formatted_profit_ratio,
|
|
)
|
|
r_trade_ids[trade_id] = profit_ratio
|
|
else:
|
|
log.warning(
|
|
"The trade_id(%s) is no longer open. Please remove it from 'trade_ids' in %s",
|
|
trade_id,
|
|
self.path,
|
|
)
|
|
|
|
r_trade_pairs = {}
|
|
if trade_pairs:
|
|
for trade_pair, profit_ratio in trade_pairs.items():
|
|
if not isinstance(trade_pair, str):
|
|
log.error("The trade_pair(%s) defined under 'trade_pairs' in %s is not a string", trade_pair, self.path)
|
|
continue
|
|
if "/" not in trade_pair:
|
|
log.error(
|
|
"The trade_pair(%s) defined under 'trade_pairs' in %s does not look like "
|
|
"a valid '<TOKEN_NAME>/<STAKE_CURRENCY>' formatted pair.",
|
|
trade_pair,
|
|
self.path,
|
|
)
|
|
continue
|
|
if not isinstance(profit_ratio, float):
|
|
log.error(
|
|
"The 'profit_ratio' config value(%s) for trade_pair %s in %s is not a float",
|
|
profit_ratio,
|
|
trade_pair,
|
|
self.path,
|
|
)
|
|
formatted_profit_ratio = f"{profit_ratio * 100}%"
|
|
if trade_pair in open_trades:
|
|
log.warning(
|
|
"The trade %s is configured to HOLD until the profit ratio of %s is met",
|
|
open_trades[trade_pair],
|
|
formatted_profit_ratio,
|
|
)
|
|
else:
|
|
log.warning(
|
|
"The trade pair %s is configured to HOLD until the profit ratio of %s is met",
|
|
trade_pair,
|
|
formatted_profit_ratio,
|
|
)
|
|
r_trade_pairs[trade_pair] = profit_ratio
|
|
|
|
r_data = {}
|
|
if r_trade_ids:
|
|
r_data["trade_ids"] = r_trade_ids
|
|
if r_trade_pairs:
|
|
r_data["trade_pairs"] = r_trade_pairs
|
|
return r_data
|
|
|
|
@staticmethod
|
|
def _object_hook(data):
|
|
_data = {}
|
|
for key, value in data.items():
|
|
try:
|
|
key = int(key)
|
|
except ValueError:
|
|
pass
|
|
_data[key] = value
|
|
return _data
|