import copy import logging import pathlib import rapidjson import numpy as np import talib.abstract as ta import pandas as pd from freqtrade.strategy.interface import IStrategy from freqtrade.strategy import merge_informative_pair from pandas import DataFrame, Series from functools import reduce from freqtrade.persistence import Trade, Order from datetime import datetime, timedelta import time from typing import Optional import warnings log = logging.getLogger(__name__) # log.setLevel(logging.DEBUG) warnings.simplefilter(action="ignore", category=pd.errors.PerformanceWarning) ############################################################################################################# ## NostalgiaForInfinityX8 by iterativ ## ## https://github.com/iterativv/NostalgiaForInfinity ## ## ## ## Strategy for Freqtrade https://github.com/freqtrade/freqtrade ## ## ## ############################################################################################################# ## GENERAL RECOMMENDATIONS ## ## ## ## For optimal performance, suggested to use between 6 and 12 open trades, with unlimited stake. ## ## A pairlist with 40 to 80 pairs. Volume pairlist works well. ## ## Prefer stable coin (USDT, USDC etc) pairs, instead of BTC or ETH pairs. ## ## Highly recommended to blacklist leveraged tokens (*BULL, *BEAR, *UP, *DOWN etc). ## ## Ensure that you don't override any variables in you config.json. Especially ## ## the timeframe (must be 5m). ## ## use_exit_signal must set to true (or not set at all). ## ## exit_profit_only must set to false (or not set at all). ## ## ignore_roi_if_entry_signal must set to true (or not set at all). ## ## ## ############################################################################################################# ## DONATIONS ## ## ## ## BTC: bc1qvflsvddkmxh7eqhc4jyu5z5k6xcw3ay8jl49sk ## ## ETH (ERC20): 0x83D3cFb8001BDC5d2211cBeBB8cB3461E5f7Ec91 ## ## BEP20/BSC (USDT, ETH, BNB, ...): 0x86A0B21a20b39d16424B7c8003E4A7e12d78ABEe ## ## TRC20/TRON (USDT, TRON, ...): TTAa9MX6zMLXNgWMhg7tkNormVHWCoq8Xk ## ## ## ## Patreon: https://www.patreon.com/iterativ ## ## ## ## REFERRAL LINKS ## ## ## ## Kucoin: https://www.kucoin.com/r/af/QBSSS5J2 (20% lifetime discount on trading fees) ## ## Gate: https://www.gate.com/share/NFINFITY (20% lifetime discount on trading fees) ## ## ByBit: https://partner.bybit.com/b/nfi ## ## ByBit.EU: https://partner.bybit.eu/b/NFINFINITY ## ## Bitget: https://bonus.bitget.com/nfinfinity (lifetime 20% +10% extra spot rebate) ## ## Kraken: https://proinvite.kraken.com/rrru/hn3g8qxg (lifetime 20% cashback) ## ## MEXC: https://promote.mexc.com/b/nfinfinity (10% discount on trading fees) ## ## OKX: https://www.okx.com/join/11749725931 (20% discount on trading fees) ## ## HTX: https://www.htx.com/invite/en-us/1f?invite_code=ubpt2223 (signup bonuses) ## ## Bitvavo: https://bitvavo.com/invite?a=D22103A4BC (no fees for the first € 10000) ## ## Binance: https://www.binance.com/join?ref=C68K26A9 (20% discount on trading fees) ## ## BitMart: https://www.bitmart.com/invite/nfinfinity (20% lifetime discount on trading fees) ## ############################################################################################################# class NostalgiaForInfinityX8(IStrategy): INTERFACE_VERSION = 3 def version(self) -> str: return "v18.0.184" stoploss = -0.99 # Trailing stoploss (not used) trailing_stop = False trailing_only_offset_is_reached = True trailing_stop_positive = 0.01 trailing_stop_positive_offset = 0.03 use_custom_stoploss = False stoploss_on_exchange = False # Optimal timeframe for the strategy. timeframe = "5m" info_timeframes = ["15m", "1h", "4h", "1d"] # BTC informatives # btc_info_timeframes = ["5m", "15m", "1h", "4h", "1d"] # btc_info_timeframes = ["1h", "4h", "1d"] btc_info_timeframes = ["4h"] stable_stake_currencies = frozenset( ("USDT", "BUSD", "USDC", "DAI", "TUSD", "FDUSD", "PAX", "USD", "EUR", "GBP", "TRY") ) informative_ohlcv_columns = frozenset(("open", "high", "low", "close", "volume")) # Backtest Age Filter emulation has_bt_agefilter = False bt_min_age_days = 3 # Exchange Downtime protection has_downtime_protection = False # Do you want to use the hold feature? (with hold-trades.json) hold_support_enabled = True # Run "populate_indicators()" only for new candle. process_only_new_candles = True # These values can be overridden in the "ask_strategy" section in the config. use_exit_signal = True exit_profit_only = False ignore_roi_if_entry_signal = True # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 800 # Number of cores to use for pandas_ta indicators calculations num_cores_indicators_calc = 0 # Long Normal mode tags long_normal_mode_tags = ["1", "2", "3", "4", "5", "6", "7", "8", "9", "10", "11", "12", "13"] # Long Pump mode tags long_pump_mode_tags = ["21", "22", "23", "24", "25", "26"] # Long Quick mode tags long_quick_mode_tags = ["41", "42", "43", "44", "45", "46", "47", "48", "49", "50", "51", "52", "53"] # Long rebuy mode tags long_rebuy_mode_tags = ["61", "62", "63", "64", "65", "68"] # Long high profit mode tags long_high_profit_mode_tags = ["81", "82"] # Long rapid mode tags long_rapid_mode_tags = ["101", "102", "103", "104", "105", "106", "107", "108", "109", "110"] # Long grind mode tags long_grind_mode_tags = ["120"] # Long btc mode tags long_btc_mode_tags = ["121"] # Long top coins mode tags long_top_coins_mode_tags = ["141", "142", "143", "144", "145"] # Long scalp mode tags long_scalp_mode_tags = [ "161", "162", "163", "164", "165", "166", "167", "168", "169", "170", "171", "172", "173", "174", ] long_rebuy_grind_mode_tags = long_rebuy_mode_tags + long_grind_mode_tags long_scalp_rebuy_grind_mode_tags = long_scalp_mode_tags + long_rebuy_mode_tags + long_grind_mode_tags long_rapid_rebuy_grind_mode_tags = long_rapid_mode_tags + long_rebuy_mode_tags + long_grind_mode_tags long_rapid_rebuy_grind_scalp_mode_tags = ( long_rapid_mode_tags + long_rebuy_mode_tags + long_grind_mode_tags + long_scalp_mode_tags ) long_adjust_mode_tags = ( long_normal_mode_tags + long_pump_mode_tags + long_quick_mode_tags + long_high_profit_mode_tags + long_rapid_mode_tags + long_top_coins_mode_tags + long_scalp_mode_tags ) long_known_mode_tags = ( long_normal_mode_tags + long_pump_mode_tags + long_quick_mode_tags + long_rebuy_mode_tags + long_high_profit_mode_tags + long_rapid_mode_tags + long_grind_mode_tags + long_btc_mode_tags + long_top_coins_mode_tags + long_scalp_mode_tags ) long_normal_mode_name = "long_normal" long_pump_mode_name = "long_pump" long_quick_mode_name = "long_quick" long_rebuy_mode_name = "long_rebuy" long_high_profit_mode_name = "long_hp" long_rapid_mode_name = "long_rapid" long_grind_mode_name = "long_grind" long_btc_mode_name = "long_btc" long_top_coins_mode_name = "long_tc" long_scalp_mode_name = "long_scalp" # Shorting # Short normal mode tags short_normal_mode_tags = ["501", "502", "505", "506"] # Short Pump mode tags short_pump_mode_tags = ["521", "522", "523", "524", "525", "526"] # Short Quick mode tags short_quick_mode_tags = ["541", "542", "543", "544", "545", "546", "547", "548", "549", "550"] # Short rebuy mode tags short_rebuy_mode_tags = ["561", "562", "563"] # Short mode tags short_high_profit_mode_tags = ["581", "582"] # Short rapid mode tags short_rapid_mode_tags = ["601", "602", "603", "604", "605", "606", "607", "608", "609", "610"] # Short grind mode tags short_grind_mode_tags = ["620"] # Short top coins mode tags short_top_coins_mode_tags = ["641", "642"] # Short scalp mode tags short_scalp_mode_tags = ["661", "662", "663", "664", "665", "666", "667", "670", "669", "671"] short_rebuy_grind_mode_tags = short_rebuy_mode_tags + short_grind_mode_tags short_scalp_rebuy_grind_mode_tags = short_scalp_mode_tags + short_rebuy_mode_tags + short_grind_mode_tags short_rapid_rebuy_grind_mode_tags = short_rapid_mode_tags + short_rebuy_mode_tags + short_grind_mode_tags short_adjust_mode_tags = ( short_normal_mode_tags + short_pump_mode_tags + short_quick_mode_tags + short_high_profit_mode_tags + short_rapid_mode_tags + short_top_coins_mode_tags + short_scalp_mode_tags ) short_known_mode_tags = ( short_normal_mode_tags + short_pump_mode_tags + short_quick_mode_tags + short_rebuy_mode_tags + short_high_profit_mode_tags + short_rapid_mode_tags + short_grind_mode_tags + short_top_coins_mode_tags + short_scalp_mode_tags ) short_exit_known_mode_tags = ( short_normal_mode_tags + short_pump_mode_tags + short_quick_mode_tags + short_rebuy_mode_tags + short_high_profit_mode_tags + short_rapid_mode_tags + short_grind_mode_tags + short_top_coins_mode_tags + short_scalp_mode_tags ) short_normal_mode_name = "short_normal" short_pump_mode_name = "short_pump" short_quick_mode_name = "short_quick" short_rebuy_mode_name = "short_rebuy" short_high_profit_mode_name = "short_hp" short_rapid_mode_name = "short_rapid" short_top_coins_mode_name = "short_tc" short_scalp_mode_name = "short_scalp" is_futures_mode = False futures_mode_leverage = 3.0 futures_mode_leverage_rebuy_mode = 3.0 futures_mode_leverage_grind_mode = 3.0 # Optional direction/mode overrides. None preserves the existing leverage selection. futures_mode_leverage_long = None futures_mode_leverage_long_rebuy_mode = None futures_mode_leverage_long_grind_mode = None futures_mode_leverage_short = None futures_mode_leverage_short_rebuy_mode = None futures_mode_leverage_short_grind_mode = None # Limit the number of long/short trades for futures (0 for no limit) futures_max_open_trades_long = 0 futures_max_open_trades_short = 0 # Based on the the first entry (regardless of rebuys) stop_threshold_spot = 0.10 stop_threshold_futures = 0.10 stop_threshold_doom_spot = 0.20 stop_threshold_doom_futures = 0.20 stop_threshold_spot_rebuy = 1.0 stop_threshold_futures_rebuy = 1.0 stop_threshold_rapid_spot = 0.20 stop_threshold_rapid_futures = 0.20 stop_threshold_scalp_spot = 0.20 stop_threshold_scalp_futures = 0.20 # user specified fees to be used for profit calculations custom_fee_open_rate = None custom_fee_close_rate = None # Rebuy mode minimum number of free slots rebuy_mode_min_free_slots = 2 # Position adjust feature position_adjustment_enable = True # Grinding feature grinding_enable = True derisk_enable = True stops_enable = True doom_stops_enable = True u_e_stops_enable = False # Grinding grinding_v1_max_stake = 1.0 # ratio of first entry derisk_use_grind_stops = True grind_1_stop_grinds_spot = -0.06 grind_1_profit_threshold_spot = 0.018 grind_1_stakes_spot = [0.24, 0.26, 0.28] grind_1_sub_thresholds_spot = [-0.12, -0.16, -0.20] grind_1_stop_grinds_futures = -0.06 grind_1_profit_threshold_futures = 0.018 grind_1_stakes_futures = [0.24, 0.26, 0.28] grind_1_sub_thresholds_futures = [-0.12, -0.16, -0.20] grind_2_stop_grinds_spot = -0.06 grind_2_profit_threshold_spot = 0.018 grind_2_stakes_spot = [0.20, 0.24, 0.28] grind_2_sub_thresholds_spot = [-0.12, -0.16, -0.20] grind_2_stop_grinds_futures = -0.06 grind_2_profit_threshold_futures = 0.018 grind_2_stakes_futures = [0.20, 0.24, 0.28] grind_2_sub_thresholds_futures = [-0.12, -0.16, -0.20] grind_3_stop_grinds_spot = -0.06 grind_3_profit_threshold_spot = 0.018 grind_3_stakes_spot = [0.20, 0.22, 0.24] grind_3_sub_thresholds_spot = [-0.12, -0.16, -0.20] grind_3_stop_grinds_futures = -0.06 grind_3_profit_threshold_futures = 0.018 grind_3_stakes_futures = [0.20, 0.22, 0.24] grind_3_sub_thresholds_futures = [-0.12, -0.16, -0.20] grind_4_stop_grinds_spot = -0.06 grind_4_profit_threshold_spot = 0.018 grind_4_stakes_spot = [0.20, 0.22, 0.24] grind_4_sub_thresholds_spot = [-0.12, -0.16, -0.20] grind_4_stop_grinds_futures = -0.06 grind_4_profit_threshold_futures = 0.018 grind_4_stakes_futures = [0.20, 0.22, 0.24] grind_4_sub_thresholds_futures = [-0.12, -0.16, -0.20] grind_5_stop_grinds_spot = -0.06 grind_5_profit_threshold_spot = 0.048 grind_5_stakes_spot = [0.20, 0.22, 0.24] grind_5_sub_thresholds_spot = [-0.12, -0.16, -0.20] grind_5_stop_grinds_futures = -0.06 grind_5_profit_threshold_futures = 0.048 grind_5_stakes_futures = [0.20, 0.22, 0.24] grind_5_sub_thresholds_futures = [-0.12, -0.16, -0.20] grind_6_stop_grinds_spot = -0.06 grind_6_profit_threshold_spot = 0.018 grind_6_stakes_spot = [0.10, 0.11, 0.12, 0.13, 0.14, 0.15, 0.16, 0.17, 0.18] grind_6_sub_thresholds_spot = [-0.03, -0.08, -0.10, -0.12, -0.14, -0.16, -0.18, -0.20, -0.22] grind_6_stop_grinds_futures = -0.06 grind_6_profit_threshold_futures = 0.018 grind_6_stakes_futures = [0.10, 0.11, 0.12, 0.13, 0.14, 0.15, 0.16, 0.17, 0.18] grind_6_sub_thresholds_futures = [-0.03, -0.08, -0.10, -0.12, -0.14, -0.16, -0.18, -0.20, -0.22] grind_1_derisk_1_stop_grinds_spot = -0.06 grind_1_derisk_1_profit_threshold_spot = 0.018 grind_1_derisk_1_stakes_spot = [0.20, 0.24, 0.28] grind_1_derisk_1_sub_thresholds_spot = [-0.12, -0.16, -0.20] grind_1_derisk_1_stop_grinds_futures = -0.06 grind_1_derisk_1_profit_threshold_futures = 0.018 grind_1_derisk_1_stakes_futures = [0.20, 0.24, 0.28] grind_1_derisk_1_sub_thresholds_futures = [-0.12, -0.16, -0.20] grind_2_derisk_1_stop_grinds_spot = -0.06 grind_2_derisk_1_profit_threshold_spot = 0.018 grind_2_derisk_1_stakes_spot = [0.20, 0.24, 0.28] grind_2_derisk_1_sub_thresholds_spot = [-0.12, -0.16, -0.20] grind_2_derisk_1_stop_grinds_futures = -0.06 grind_2_derisk_1_profit_threshold_futures = 0.018 grind_2_derisk_1_stakes_futures = [0.20, 0.24, 0.28] grind_2_derisk_1_sub_thresholds_futures = [-0.12, -0.16, -0.20] grinds_stop_spot = -0.12 grinds_stop_futures = -0.12 # Non rebuy modes regular_mode_stake_multiplier_spot = [1.0] regular_mode_stake_multiplier_futures = [1.0] regular_mode_use_grind_stops = False regular_mode_rebuy_stakes_spot = [0.10, 0.10, 0.10] regular_mode_rebuy_thresholds_spot = [-0.12, -0.14, -0.16] regular_mode_grind_1_stakes_spot = [0.22, 0.24, 0.26] regular_mode_grind_1_thresholds_spot = [-0.06, -0.10, -0.12] regular_mode_grind_1_stop_grinds_spot = -0.20 regular_mode_grind_1_profit_threshold_spot = 0.018 regular_mode_grind_2_stakes_spot = [0.14, 0.20, 0.26] regular_mode_grind_2_thresholds_spot = [-0.04, -0.10, -0.12] regular_mode_grind_2_stop_grinds_spot = -0.20 regular_mode_grind_2_profit_threshold_spot = 0.018 regular_mode_grind_3_stakes_spot = [0.18, 0.20, 0.22] regular_mode_grind_3_thresholds_spot = [-0.03, -0.10, -0.12] regular_mode_grind_3_stop_grinds_spot = -0.20 regular_mode_grind_3_profit_threshold_spot = 0.018 regular_mode_grind_4_stakes_spot = [0.18, 0.20, 0.22] regular_mode_grind_4_thresholds_spot = [-0.03, -0.10, -0.12] regular_mode_grind_4_stop_grinds_spot = -0.20 regular_mode_grind_4_profit_threshold_spot = 0.018 regular_mode_grind_5_stakes_spot = [0.18, 0.20, 0.22] regular_mode_grind_5_thresholds_spot = [-0.03, -0.10, -0.12] regular_mode_grind_5_stop_grinds_spot = -0.20 regular_mode_grind_5_profit_threshold_spot = 0.048 regular_mode_grind_6_stakes_spot = [0.05, 0.057, 0.065, 0.074, 0.084, 0.095, 0.107, 0.121, 0.137] regular_mode_grind_6_thresholds_spot = [-0.025, -0.05, -0.06, -0.07, -0.08, -0.09, -0.10, -0.11, -0.12] regular_mode_grind_6_stop_grinds_spot = -0.20 regular_mode_grind_6_profit_threshold_spot = 0.018 regular_mode_derisk_1_spot = -0.24 regular_mode_derisk_1_spot_old = -0.80 regular_mode_derisk_1_reentry_spot = -0.08 regular_mode_derisk_spot = -0.24 regular_mode_derisk_spot_old = -1.60 regular_mode_derisk_1_scalp_mode_spot = -0.05 regular_mode_rebuy_stakes_futures = [0.10, 0.10, 0.10] regular_mode_rebuy_thresholds_futures = [-0.12, -0.14, -0.16] regular_mode_grind_1_stakes_futures = [0.22, 0.24, 0.26] regular_mode_grind_1_thresholds_futures = [-0.06, -0.10, -0.12] regular_mode_grind_1_stop_grinds_futures = -0.20 regular_mode_grind_1_profit_threshold_futures = 0.018 regular_mode_grind_2_stakes_futures = [0.14, 0.20, 0.26] regular_mode_grind_2_thresholds_futures = [-0.04, -0.10, -0.12] regular_mode_grind_2_stop_grinds_futures = -0.20 regular_mode_grind_2_profit_threshold_futures = 0.018 regular_mode_grind_3_stakes_futures = [0.18, 0.20, 0.22] regular_mode_grind_3_thresholds_futures = [-0.03, -0.10, -0.12] regular_mode_grind_3_stop_grinds_futures = -0.20 regular_mode_grind_3_profit_threshold_futures = 0.018 regular_mode_grind_4_stakes_futures = [0.18, 0.20, 0.22] regular_mode_grind_4_thresholds_futures = [-0.03, -0.10, -0.12] regular_mode_grind_4_stop_grinds_futures = -0.20 regular_mode_grind_4_profit_threshold_futures = 0.018 regular_mode_grind_5_stakes_futures = [0.18, 0.20, 0.22] regular_mode_grind_5_thresholds_futures = [-0.03, -0.10, -0.12] regular_mode_grind_5_stop_grinds_futures = -0.20 regular_mode_grind_5_profit_threshold_futures = 0.048 regular_mode_grind_6_stakes_futures = [0.05, 0.057, 0.065, 0.074, 0.084, 0.095, 0.107, 0.121, 0.137] regular_mode_grind_6_thresholds_futures = [-0.025, -0.05, -0.06, -0.07, -0.08, -0.09, -0.10, -0.11, -0.12] regular_mode_grind_6_stop_grinds_futures = -0.20 regular_mode_grind_6_profit_threshold_futures = 0.018 regular_mode_derisk_1_futures = -0.60 regular_mode_derisk_1_futures_old = -0.80 regular_mode_derisk_1_reentry_futures = -0.08 # without leverage regular_mode_derisk_futures = -0.60 regular_mode_derisk_futures_old = -1.20 regular_mode_derisk_1_scalp_mode_futures = -0.05 # Grinding v2 grinding_v2_max_stake = 1.0 # ratio of first entry grinding_v2_max_grinds_and_buybacks = 20 # current open grinding_v2_derisk_level_1_enable = True grinding_v2_derisk_level_1_spot = [-0.06, -0.15] grinding_v2_derisk_level_1_futures = [-0.18, -0.35] grinding_v2_derisk_level_2_enable = True grinding_v2_derisk_level_2_spot = [-0.08, -0.18] grinding_v2_derisk_level_2_futures = [-0.24, -0.54] grinding_v2_derisk_level_3_enable = True grinding_v2_derisk_level_3_spot = [-0.10, -0.20] grinding_v2_derisk_level_3_futures = [-0.30, -0.60] grinding_v2_derisk_level_1_stake_spot = 0.20 grinding_v2_derisk_level_1_stake_futures = 0.20 grinding_v2_derisk_level_2_stake_spot = 0.30 grinding_v2_derisk_level_2_stake_futures = 0.30 grinding_v2_derisk_level_3_stake_spot = 0.50 grinding_v2_derisk_level_3_stake_futures = 0.50 grinding_v2_derisk_global_enable = False grinding_v2_derisk_global_spot = -0.10 grinding_v2_derisk_global_futures = -0.30 grinding_v2_grind_1_enable = True grinding_v2_grind_1_stakes_spot = [0.20, 0.22, 0.24, 0.26, 0.28] grinding_v2_grind_1_thresholds_spot = [-0.06, -0.07, -0.08, -0.09, -0.10] grinding_v2_grind_1_stakes_futures = [0.20, 0.22, 0.24, 0.26, 0.28] grinding_v2_grind_1_thresholds_futures = [-0.06, -0.07, -0.08, -0.09, -0.10] grinding_v2_grind_1_profit_threshold_spot = 0.02 grinding_v2_grind_1_profit_threshold_futures = 0.02 grinding_v2_grind_1_use_derisk = True grinding_v2_grind_1_derisk_spot = -0.26 grinding_v2_grind_1_derisk_futures = -0.26 grinding_v2_grind_2_enable = True grinding_v2_grind_2_stakes_spot = [0.10, 0.12, 0.14, 0.16, 0.18] grinding_v2_grind_2_thresholds_spot = [-0.06, -0.07, -0.08, -0.09, -0.10] grinding_v2_grind_2_stakes_futures = [0.10, 0.12, 0.14, 0.16, 0.18] grinding_v2_grind_2_thresholds_futures = [-0.06, -0.07, -0.08, -0.09, -0.10] grinding_v2_grind_2_profit_threshold_spot = 0.02 grinding_v2_grind_2_profit_threshold_futures = 0.02 grinding_v2_grind_2_use_derisk = True grinding_v2_grind_2_derisk_spot = -0.26 grinding_v2_grind_2_derisk_futures = -0.26 grinding_v2_grind_3_enable = True grinding_v2_grind_3_stakes_spot = [0.10, 0.12, 0.14, 0.16, 0.18] grinding_v2_grind_3_thresholds_spot = [-0.06, -0.07, -0.08, -0.09, -0.10] grinding_v2_grind_3_stakes_futures = [0.10, 0.12, 0.14, 0.16, 0.18] grinding_v2_grind_3_thresholds_futures = [-0.06, -0.07, -0.08, -0.09, -0.10] grinding_v2_grind_3_profit_threshold_spot = 0.02 grinding_v2_grind_3_profit_threshold_futures = 0.02 grinding_v2_grind_3_use_derisk = True grinding_v2_grind_3_derisk_spot = -0.26 grinding_v2_grind_3_derisk_futures = -0.26 grinding_v2_grind_4_enable = True grinding_v2_grind_4_stakes_spot = [0.05, 0.06, 0.07, 0.08, 0.09, 0.10, 0.11] grinding_v2_grind_4_thresholds_spot = [-0.06, -0.07, -0.09, -0.12, -0.16, -0.21, -0.27] grinding_v2_grind_4_stakes_futures = [0.05, 0.06, 0.07, 0.08, 0.09, 0.10, 0.11] grinding_v2_grind_4_thresholds_futures = [-0.06, -0.07, -0.09, -0.12, -0.16, -0.21, -0.27] grinding_v2_grind_4_profit_threshold_spot = 0.10 grinding_v2_grind_4_profit_threshold_futures = 0.10 grinding_v2_grind_4_use_derisk = True grinding_v2_grind_4_derisk_spot = -0.26 grinding_v2_grind_4_derisk_futures = -0.26 grinding_v2_grind_5_enable = True grinding_v2_grind_5_stakes_spot = [0.05, 0.06, 0.07, 0.08, 0.09, 0.10, 0.11] grinding_v2_grind_5_thresholds_spot = [-0.06, -0.07, -0.09, -0.12, -0.16, -0.21, -0.27] grinding_v2_grind_5_stakes_futures = [0.05, 0.06, 0.07, 0.08, 0.09, 0.10, 0.11] grinding_v2_grind_5_thresholds_futures = [-0.06, -0.07, -0.09, -0.12, -0.16, -0.21, -0.27] grinding_v2_grind_5_profit_threshold_spot = 0.10 grinding_v2_grind_5_profit_threshold_futures = 0.10 grinding_v2_grind_5_use_derisk = True grinding_v2_grind_5_derisk_spot = -0.26 grinding_v2_grind_5_derisk_futures = -0.26 grinding_v2_buyback_1_enable = True grinding_v2_buyback_1_stake_spot = 0.10 grinding_v2_buyback_1_stake_futures = 0.10 grinding_v2_buyback_1_distance_ratio_spot = -0.06 grinding_v2_buyback_1_distance_ratio_futures = -0.06 grinding_v2_buyback_1_profit_threshold_spot = 0.05 grinding_v2_buyback_1_profit_threshold_futures = 0.05 grinding_v2_buyback_1_use_derisk = True grinding_v2_buyback_1_derisk_spot = -0.26 grinding_v2_buyback_1_derisk_futures = -0.26 grinding_v2_buyback_2_enable = True grinding_v2_buyback_2_stake_spot = 0.10 grinding_v2_buyback_2_stake_futures = 0.10 grinding_v2_buyback_2_distance_ratio_spot = -0.12 grinding_v2_buyback_2_distance_ratio_futures = -0.12 grinding_v2_buyback_2_profit_threshold_spot = 0.05 grinding_v2_buyback_2_profit_threshold_futures = 0.05 grinding_v2_buyback_2_use_derisk = True grinding_v2_buyback_2_derisk_spot = -0.26 grinding_v2_buyback_2_derisk_futures = -0.26 grinding_v2_buyback_3_enable = True grinding_v2_buyback_3_stake_spot = 0.10 grinding_v2_buyback_3_stake_futures = 0.10 grinding_v2_buyback_3_distance_ratio_spot = -0.16 grinding_v2_buyback_3_distance_ratio_futures = -0.16 grinding_v2_buyback_3_profit_threshold_spot = 0.05 grinding_v2_buyback_3_profit_threshold_futures = 0.05 grinding_v2_buyback_3_use_derisk = True grinding_v2_buyback_3_derisk_spot = -0.26 grinding_v2_buyback_3_derisk_futures = -0.26 # System v3 system_v3_name = "system_v3" system_v3_1_name = "system_v3_1" system_v3_2_name = "system_v3_2" system_name_use = system_v3_2_name system_v3_max_stake = 1.0 # ratio of first entry system_v3_1_max_stake = 3.0 # ratio of first entry system_v3_stop_threshold_doom_spot = 0.14 system_v3_stop_threshold_doom_futures = 0.35 system_v3_stop_threshold_spot_rebuy = 0.70 system_v3_stop_threshold_futures_rebuy = 1.75 system_v3_stop_threshold_rapid_spot = 0.14 system_v3_stop_threshold_rapid_futures = 0.35 system_v3_stop_threshold_scalp_spot = 0.14 system_v3_stop_threshold_scalp_futures = 0.35 system_v3_1_stop_threshold_doom_spot = 0.24 system_v3_1_stop_threshold_doom_futures = 0.70 system_v3_1_stop_threshold_spot_rebuy = 0.47 system_v3_1_stop_threshold_futures_rebuy = 1.40 system_v3_1_stop_threshold_rapid_spot = 0.24 system_v3_1_stop_threshold_rapid_futures = 0.70 system_v3_1_stop_threshold_scalp_spot = 0.24 system_v3_1_stop_threshold_scalp_futures = 0.70 system_v3_2_stops_enable = False system_v3_2_stop_threshold_doom_spot = 0.12 system_v3_2_stop_threshold_doom_futures = 0.35 system_v3_2_stop_threshold_spot_rebuy = 0.48 system_v3_2_stop_threshold_futures_rebuy = 1.40 system_v3_2_stop_threshold_rapid_spot = 0.12 system_v3_2_stop_threshold_rapid_futures = 0.35 system_v3_2_stop_threshold_scalp_spot = 0.12 system_v3_2_stop_threshold_scalp_futures = 0.35 system_v3_1_stake_multiplier = 0.50 system_v3_1_rebuy_stakes_spot = [0.5, 0.5] system_v3_1_rebuy_stakes_futures = [0.5, 0.5] system_v3_1_rebuy_thresholds_spot = [-0.25, -0.16, -0.16, -0.20] system_v3_1_rebuy_thresholds_futures = [-0.25, -0.16, -0.16, -0.20] system_v3_derisk_level_1_enable = True system_v3_derisk_level_1_spot = [-0.04, -0.06] system_v3_derisk_level_1_futures = [-0.12, -0.18] system_v3_derisk_level_1_stake_spot = 0.10 system_v3_derisk_level_1_stake_futures = 0.10 system_v3_derisk_level_2_enable = True system_v3_derisk_level_2_spot = [-0.06, -0.08] system_v3_derisk_level_2_futures = [-0.18, -0.24] system_v3_derisk_level_2_stake_spot = 0.10 system_v3_derisk_level_2_stake_futures = 0.10 system_v3_derisk_level_3_enable = True system_v3_derisk_level_3_spot = [-0.08, -0.10] system_v3_derisk_level_3_futures = [-0.24, -0.30] system_v3_derisk_level_3_stake_spot = 0.10 system_v3_derisk_level_3_stake_futures = 0.10 system_v3_2_stake_multiplier = 1.0 system_v3_2_derisk_level_1_enable = True system_v3_2_derisk_level_1_spot = [-0.06, -0.12] system_v3_2_derisk_level_1_futures = [-0.18, -0.35] system_v3_2_derisk_level_1_stake_spot = 0.20 system_v3_2_derisk_level_1_stake_futures = 0.20 system_v3_2_derisk_level_2_enable = True system_v3_2_derisk_level_2_spot = [-0.08, -0.18] system_v3_2_derisk_level_2_futures = [-0.24, -0.54] system_v3_2_derisk_level_2_stake_spot = 0.30 system_v3_2_derisk_level_2_stake_futures = 0.30 system_v3_2_derisk_level_3_enable = True system_v3_2_derisk_level_3_spot = [-0.10, -0.20] system_v3_2_derisk_level_3_futures = [-0.30, -0.60] system_v3_2_derisk_level_3_stake_spot = 0.50 system_v3_2_derisk_level_3_stake_futures = 0.50 system_v3_2_derisk_level_4_enable = False system_v3_2_derisk_level_4_spot = [-0.02, -0.08] system_v3_2_derisk_level_4_futures = [-0.06, -0.24] system_v3_2_derisk_level_4_stake_spot = 1.0 system_v3_2_derisk_level_4_stake_futures = 1.0 system_v3_grind_1_enable = True system_v3_grind_1_stakes_spot = [0.20, 0.20, 0.20, 0.20, 0.20] system_v3_grind_1_thresholds_spot = [-0.06, -0.07, -0.08, -0.09, -0.10] system_v3_grind_1_stakes_futures = [0.20, 0.20, 0.20, 0.20, 0.20] system_v3_grind_1_thresholds_futures = [-0.06, -0.07, -0.08, -0.09, -0.10] system_v3_grind_1_profit_threshold_spot = 0.025 system_v3_grind_1_profit_threshold_futures = 0.025 system_v3_grind_1_use_derisk = True system_v3_grind_1_derisk_spot = -0.22 system_v3_grind_1_derisk_futures = -0.22 system_v3_grind_2_enable = True system_v3_grind_2_stakes_spot = [0.10, 0.12, 0.14, 0.16, 0.18] system_v3_grind_2_thresholds_spot = [-0.06, -0.07, -0.08, -0.09, -0.10] system_v3_grind_2_stakes_futures = [0.10, 0.12, 0.14, 0.16, 0.18] system_v3_grind_2_thresholds_futures = [-0.06, -0.07, -0.08, -0.09, -0.10] system_v3_grind_2_profit_threshold_spot = 0.035 system_v3_grind_2_profit_threshold_futures = 0.035 system_v3_grind_2_use_derisk = True system_v3_grind_2_derisk_spot = -0.22 system_v3_grind_2_derisk_futures = -0.22 system_v3_grind_3_enable = True system_v3_grind_3_stakes_spot = [0.10, 0.12, 0.14, 0.16, 0.18] system_v3_grind_3_thresholds_spot = [-0.06, -0.07, -0.08, -0.09, -0.10] system_v3_grind_3_stakes_futures = [0.10, 0.12, 0.14, 0.16, 0.18] system_v3_grind_3_thresholds_futures = [-0.06, -0.07, -0.08, -0.09, -0.10] system_v3_grind_3_profit_threshold_spot = 0.04 system_v3_grind_3_profit_threshold_futures = 0.04 system_v3_grind_3_use_derisk = True system_v3_grind_3_derisk_spot = -0.22 system_v3_grind_3_derisk_futures = -0.22 system_v3_grind_4_enable = True system_v3_grind_4_stakes_spot = [0.05, 0.06, 0.07, 0.08, 0.09] system_v3_grind_4_thresholds_spot = [-0.06, -0.07, -0.08, -0.09, -0.10] system_v3_grind_4_stakes_futures = [0.05, 0.06, 0.07, 0.08, 0.09] system_v3_grind_4_thresholds_futures = [-0.06, -0.07, -0.08, -0.09, -0.10] system_v3_grind_4_profit_threshold_spot = 0.05 system_v3_grind_4_profit_threshold_futures = 0.05 system_v3_grind_4_use_derisk = True system_v3_grind_4_derisk_spot = -0.22 system_v3_grind_4_derisk_futures = -0.22 system_v3_grind_5_enable = True system_v3_grind_5_stakes_spot = [0.05, 0.06, 0.07, 0.08, 0.09] system_v3_grind_5_thresholds_spot = [-0.06, -0.07, -0.08, -0.09, -0.10] system_v3_grind_5_stakes_futures = [0.05, 0.06, 0.07, 0.08, 0.09] system_v3_grind_5_thresholds_futures = [-0.06, -0.07, -0.08, -0.09, -0.10] system_v3_grind_5_profit_threshold_spot = 0.06 system_v3_grind_5_profit_threshold_futures = 0.06 system_v3_grind_5_use_derisk = True system_v3_grind_5_derisk_spot = -0.22 system_v3_grind_5_derisk_futures = -0.22 system_v3_buyback_1_enable = False system_v3_buyback_1_stake_spot = 1.00 system_v3_buyback_1_stake_futures = 1.00 system_v3_buyback_1_distance_ratio_negative_spot = -0.04 system_v3_buyback_1_distance_ratio_negative_futures = -0.04 system_v3_buyback_1_distance_ratio_positive_spot = 0.02 system_v3_buyback_1_distance_ratio_positive_futures = 0.02 # system_v3_buyback_1_profit_threshold_spot = 0.05 # system_v3_buyback_1_profit_threshold_futures = 0.05 system_v3_buyback_1_use_derisk = True system_v3_buyback_1_derisk_spot = -0.08 system_v3_buyback_1_derisk_futures = -0.08 # System v4 system_v4_name = "system_v4" system_name_use = system_v4_name system_v4_max_stake = 1.0 # ratio of first entry system_v4_stake_multiplier = 1.0 system_v4_grind_entry_before_derisk_enable = True system_v4_grind_entry_before_derisk_distance = 0.02 # unleveraged price move from the grind average # Bad-trade exits. Enable for new v4 trades without changing older open trades. system_v4_bad_trade_exit_enable = True legacy_system_bad_trade_exit_enable = False # Also assess a losing residual when realized gains keep the whole trade nonnegative. inclusive_bad_trade_exit_enable = False bad_trade_controller_structure_break_exit_enable = True bad_trade_controller_structure_break_ema_gap_pct = 35.0 bad_trade_controller_structure_break_min_adverse_move_pct = 25.0 bad_trade_controller_stale_exit_enable = True bad_trade_controller_stale_min_age_days = 14.0 bad_trade_controller_stale_max_daily_range_pct = 7.0 bad_trade_controller_stale_min_adverse_move_pct = 10.0 # De-risk hold. A position that reaches a de-risk level while its own daily trend is still intact # is usually an overshoot that comes back; one that reaches it during a real daily breakdown is # not. Measured on the seven-year gms0 baseline with the ladder's real fires: the one fire the # rule holds (DOGE 2024-04-05, ROC_9_1d -1.3) recovered and the year closes +$617; the fires it # lets through include Black Thursday (ADA 2020-03-13, ROC_9_1d -52), where holding on a washed-out # 15m instead turned a +$21 exit into a -$1,827 stop. Every year without a fire is bit-identical. # The fast readings (RSI_14_15m, CMF_20_1h) were measured and rejected: they fire hardest exactly # when they are most wrong, inside a crash. The short side is the mirror (the coin not ripping up). bad_trade_controller_derisk_hold_enable = False bad_trade_controller_derisk_hold_short_enable = False bad_trade_controller_derisk_hold_roc_9_1d = -10.0 # Capitulation add gate. Past the near end of the de-risk range, no grind add while the 4h is at # capitulation. Rebuilding every loss slice by slice over six years, adds made there lose (long # -$382 / short -$749 across 108 slices) while adds made in an orderly decline pay (+$15,559 # across 503), and capitulation is where the runaway stake growth happens (INJ 58 adds, 28x). # Short side mirrors the threshold (100 - value). bad_trade_controller_capitulation_add_gate_enable = False bad_trade_controller_capitulation_add_gate_mfi_14_4h = 30.0 system_v4_stops_enable = False system_v4_stop_threshold_doom_spot = 0.14 system_v4_stop_threshold_doom_futures = 0.35 system_v4_stop_threshold_spot_rebuy = 0.70 system_v4_stop_threshold_futures_rebuy = 1.75 system_v4_stop_threshold_rapid_spot = 0.14 system_v4_stop_threshold_rapid_futures = 0.35 system_v4_stop_threshold_scalp_spot = 0.14 system_v4_stop_threshold_scalp_futures = 0.35 system_v4_derisk_level_1_enable = True system_v4_derisk_level_1_spot = [-0.06, -0.12] system_v4_derisk_level_1_futures = [-0.18, -0.35] system_v4_derisk_level_1_stake_spot = 0.20 system_v4_derisk_level_1_stake_futures = 0.20 system_v4_derisk_level_2_enable = True system_v4_derisk_level_2_spot = [-0.08, -0.18] system_v4_derisk_level_2_futures = [-0.24, -0.54] system_v4_derisk_level_2_stake_spot = 0.30 system_v4_derisk_level_2_stake_futures = 0.30 system_v4_derisk_level_3_enable = True system_v4_derisk_level_3_spot = [-0.10, -0.20] system_v4_derisk_level_3_futures = [-0.30, -0.60] system_v4_derisk_level_3_stake_spot = 0.50 system_v4_derisk_level_3_stake_futures = 0.50 system_v4_derisk_level_3_liquidation_enable = True system_v4_derisk_level_3_liquidation_distance = 0.05 system_v4_derisk_level_4_enable = False system_v4_derisk_level_4_spot = [-0.02, -0.08] system_v4_derisk_level_4_futures = [-0.06, -0.24] system_v4_derisk_level_4_stake_spot = 1.0 system_v4_derisk_level_4_stake_futures = 1.0 system_v4_grind_1_enable = True system_v4_grind_1_stakes_spot = [0.20, 0.20, 0.20, 0.20, 0.20] system_v4_grind_1_thresholds_spot = [-0.06, -0.07, -0.08, -0.09, -0.10] system_v4_grind_1_stakes_futures = [0.20, 0.20, 0.20, 0.20, 0.20] system_v4_grind_1_thresholds_futures = [-0.06, -0.07, -0.08, -0.09, -0.10] system_v4_grind_1_profit_threshold_spot = 0.025 system_v4_grind_1_profit_threshold_futures = 0.025 system_v4_grind_1_use_derisk = True system_v4_grind_1_derisk_spot = -0.22 system_v4_grind_1_derisk_futures = -0.22 system_v4_grind_2_enable = True system_v4_grind_2_stakes_spot = [0.10, 0.12, 0.14, 0.16, 0.18] system_v4_grind_2_thresholds_spot = [-0.06, -0.07, -0.08, -0.09, -0.10] system_v4_grind_2_stakes_futures = [0.10, 0.12, 0.14, 0.16, 0.18] system_v4_grind_2_thresholds_futures = [-0.06, -0.07, -0.08, -0.09, -0.10] system_v4_grind_2_profit_threshold_spot = 0.035 system_v4_grind_2_profit_threshold_futures = 0.035 system_v4_grind_2_use_derisk = True system_v4_grind_2_derisk_spot = -0.22 system_v4_grind_2_derisk_futures = -0.22 system_v4_grind_3_enable = True system_v4_grind_3_stakes_spot = [0.10, 0.12, 0.14, 0.16, 0.18] system_v4_grind_3_thresholds_spot = [-0.06, -0.07, -0.08, -0.09, -0.10] system_v4_grind_3_stakes_futures = [0.10, 0.12, 0.14, 0.16, 0.18] system_v4_grind_3_thresholds_futures = [-0.06, -0.07, -0.08, -0.09, -0.10] system_v4_grind_3_profit_threshold_spot = 0.04 system_v4_grind_3_profit_threshold_futures = 0.04 system_v4_grind_3_use_derisk = True system_v4_grind_3_derisk_spot = -0.22 system_v4_grind_3_derisk_futures = -0.22 system_v4_grind_4_enable = True system_v4_grind_4_stakes_spot = [0.05, 0.06, 0.07, 0.08, 0.09] system_v4_grind_4_thresholds_spot = [-0.06, -0.07, -0.08, -0.09, -0.10] system_v4_grind_4_stakes_futures = [0.05, 0.06, 0.07, 0.08, 0.09] system_v4_grind_4_thresholds_futures = [-0.06, -0.07, -0.08, -0.09, -0.10] system_v4_grind_4_profit_threshold_spot = 0.05 system_v4_grind_4_profit_threshold_futures = 0.05 system_v4_grind_4_use_derisk = True system_v4_grind_4_derisk_spot = -0.22 system_v4_grind_4_derisk_futures = -0.22 system_v4_grind_5_enable = True system_v4_grind_5_stakes_spot = [0.05, 0.06, 0.07, 0.08, 0.09] system_v4_grind_5_thresholds_spot = [-0.06, -0.07, -0.08, -0.09, -0.10] system_v4_grind_5_stakes_futures = [0.05, 0.06, 0.07, 0.08, 0.09] system_v4_grind_5_thresholds_futures = [-0.06, -0.07, -0.08, -0.09, -0.10] system_v4_grind_5_profit_threshold_spot = 0.06 system_v4_grind_5_profit_threshold_futures = 0.06 system_v4_grind_5_use_derisk = True system_v4_grind_5_derisk_spot = -0.22 system_v4_grind_5_derisk_futures = -0.22 system_v4_grind_5_liquidation_rescue_enable = True system_v4_grind_5_liquidation_rescue_threshold = 0.05 system_v4_grind_5_liquidation_rescue_max_stake = 0.50 system_v4_buyback_1_enable = False system_v4_buyback_1_stake_spot = 1.00 system_v4_buyback_1_stake_futures = 1.00 system_v4_buyback_1_distance_ratio_negative_spot = -0.04 system_v4_buyback_1_distance_ratio_negative_futures = -0.04 system_v4_buyback_1_distance_ratio_positive_spot = 0.02 system_v4_buyback_1_distance_ratio_positive_futures = 0.02 # system_v4_buyback_1_profit_threshold_spot = 0.05 # system_v4_buyback_1_profit_threshold_futures = 0.05 system_v4_buyback_1_use_derisk = True system_v4_buyback_1_derisk_spot = -0.08 system_v4_buyback_1_derisk_futures = -0.08 # Rebuy mode rebuy_mode_stake_multiplier = 0.35 rebuy_mode_derisk_spot = -0.60 rebuy_mode_derisk_futures = -0.60 rebuy_mode_stakes_spot = [1.0, 1.0] rebuy_mode_stakes_futures = [1.0, 1.0] rebuy_mode_thresholds_spot = [-0.08, -0.10] rebuy_mode_thresholds_futures = [-0.08, -0.10] # Rebuy mode v3 system_v3_rebuy_mode_stake_multiplier = 0.25 system_v3_rebuy_mode_derisk_spot = -0.48 system_v3_rebuy_mode_derisk_futures = -1.40 system_v3_rebuy_mode_stakes_spot = [1.0, 1.0, 1.0, 1.0] system_v3_rebuy_mode_stakes_futures = [1.0, 1.0, 1.0, 1.0] system_v3_rebuy_mode_thresholds_spot = [-0.08, -0.12, -0.16, -0.20] system_v3_rebuy_mode_thresholds_futures = [-0.08, -0.12, -0.16, -0.20] # Rebuy mode v4 system_v4_rebuy_mode_stake_multiplier = 0.25 system_v4_rebuy_mode_derisk_spot = -0.48 system_v4_rebuy_mode_derisk_futures = -1.40 system_v4_rebuy_mode_stakes_spot = [1.0, 1.0, 1.0, 1.0] system_v4_rebuy_mode_stakes_futures = [1.0, 1.0, 1.0, 1.0] system_v4_rebuy_mode_thresholds_spot = [-0.08, -0.12, -0.16, -0.20] system_v4_rebuy_mode_thresholds_futures = [-0.08, -0.12, -0.16, -0.20] # Rapid mode rapid_mode_stake_multiplier_spot = [0.75] rapid_mode_stake_multiplier_futures = [0.75] # Scalp mode min_free_slots_scalp_mode = 1 # 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 = [ "AAVE", "ADA", "ALGO", "APE", "APT", "ARB", "ATOM", "AVAX", "BCH", "BNB", "BTC", "CAKE", "CRV", "DOGE", "DYDX", "ETC", "ETH", "FIL", "GALA", "HBAR", "HYPE", "ICP", "INJ", "IOTA", "JUP", "KAS", "LDO", "LINK", "LTC", "NEAR", "NEO", "OP", "POL", "RENDER", "RUNE", "SAND", "SEI", "SOL", "SUI", "THETA", "TIA", "TON", "TRX", "UNI", "VET", "XLM", "XMR", "XRP", "XTZ", "ZEC", ] btc_mode_max_slots = 0 btc_mode_coins = [ "BTC", ] # Top coins mode coins top_coins_mode_coins = [ "1INCH", "AAVE", "ADA", "ALGO", "APE", "APT", "ARB", "ATOM", "AVAX", "BCH", "BNB", "BTC", "CAKE", "CRV", "DASH", "DOGE", "DOT", "DYDX", "ETC", "ETH", "FIL", "GALA", "HBAR", "HYPE", "ICP", "INJ", "IOTA", "JUP", "KAS", "LDO", "LINK", "LTC", "NEAR", "NEO", "ONDO", "OP", "POL", "RENDER", "RUNE", "SAND", "SEI", "SOL", "SUI", "THETA", "TIA", "TRX", "UNI", "VET", "WLD", "XLM", "XMR", "XRP", "XTZ", "ZEC", ] # 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 = 0.02 # 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_7_enable": False, "long_entry_condition_8_enable": False, "long_entry_condition_9_enable": False, "long_entry_condition_10_enable": False, "long_entry_condition_11_enable": False, "long_entry_condition_21_enable": True, "long_entry_condition_41_enable": True, "long_entry_condition_42_enable": True, "long_entry_condition_43_enable": True, "long_entry_condition_44_enable": True, "long_entry_condition_45_enable": True, "long_entry_condition_46_enable": True, "long_entry_condition_47_enable": True, "long_entry_condition_48_enable": False, "long_entry_condition_61_enable": True, "long_entry_condition_62_enable": True, "long_entry_condition_63_enable": True, "long_entry_condition_64_enable": True, "long_entry_condition_65_enable": True, "long_entry_condition_68_enable": False, "long_entry_condition_101_enable": True, "long_entry_condition_102_enable": True, "long_entry_condition_103_enable": True, "long_entry_condition_104_enable": True, "long_entry_condition_105_enable": False, "long_entry_condition_120_enable": True, "long_entry_condition_121_enable": False, "long_entry_condition_141_enable": True, "long_entry_condition_142_enable": True, "long_entry_condition_143_enable": True, "long_entry_condition_144_enable": True, "long_entry_condition_145_enable": True, "long_entry_condition_146_enable": False, "long_entry_condition_161_enable": True, "long_entry_condition_162_enable": True, "long_entry_condition_163_enable": True, "long_entry_condition_164_enable": False, "long_entry_condition_165_enable": False, "long_entry_condition_166_enable": False, "long_entry_condition_167_enable": False, "long_entry_condition_168_enable": False, "long_entry_condition_169_enable": False, "long_entry_condition_170_enable": False, "long_entry_condition_171_enable": False, "long_entry_condition_172_enable": False, "long_entry_condition_173_enable": False, "long_entry_condition_174_enable": False, "long_entry_condition_192_enable": False, "long_entry_condition_193_enable": False, } 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_505_enable": False, "short_entry_condition_506_enable": False, # "short_entry_condition_541_enable": True, "short_entry_condition_542_enable": True, "short_entry_condition_543_enable": False, "short_entry_condition_544_enable": False, "short_entry_condition_545_enable": False, "short_entry_condition_546_enable": False, "short_entry_condition_548_enable": False, "short_entry_condition_561_enable": False, "short_entry_condition_562_enable": True, "short_entry_condition_563_enable": False, "short_entry_condition_592_enable": False, "short_entry_condition_593_enable": False, # "short_entry_condition_603_enable": True, "short_entry_condition_605_enable": False, # "short_entry_condition_641_enable": True, # "short_entry_condition_642_enable": True, # "short_entry_condition_661_enable": True, "short_entry_condition_662_enable": False, "short_entry_condition_663_enable": False, "short_entry_condition_664_enable": False, "short_entry_condition_665_enable": False, "short_entry_condition_666_enable": False, "short_entry_condition_667_enable": False, "short_entry_condition_669_enable": False, "short_entry_condition_670_enable": False, "short_entry_condition_671_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: # A list of parameters that can be changed through the config. NFI_SAFE_PARAMETERS = [ "num_cores_indicators_calc", "custom_fee_open_rate", "custom_fee_close_rate", "futures_mode_leverage", "futures_mode_leverage_rebuy_mode", "futures_mode_leverage_grind_mode", "futures_mode_leverage_long", "futures_mode_leverage_long_rebuy_mode", "futures_mode_leverage_long_grind_mode", "futures_mode_leverage_short", "futures_mode_leverage_short_rebuy_mode", "futures_mode_leverage_short_grind_mode", "futures_max_open_trades_long", "futures_max_open_trades_short", "stop_threshold_doom_spot", "stop_threshold_doom_futures", "stop_threshold_rapid_spot", "stop_threshold_rapid_futures", "stop_threshold_scalp_spot", "stop_threshold_scalp_futures", "derisk_enable", "stops_enable", "regular_mode_derisk_1_spot", "regular_mode_derisk_spot", "regular_mode_derisk_1_futures", "regular_mode_derisk_futures", "grind_mode_max_slots", "grind_mode_coins", "max_slippage", "system_v4_bad_trade_exit_enable", "legacy_system_bad_trade_exit_enable", "inclusive_bad_trade_exit_enable", "bad_trade_controller_structure_break_exit_enable", "bad_trade_controller_structure_break_ema_gap_pct", "bad_trade_controller_structure_break_min_adverse_move_pct", "bad_trade_controller_stale_exit_enable", "bad_trade_controller_stale_min_age_days", "bad_trade_controller_stale_max_daily_range_pct", "bad_trade_controller_stale_min_adverse_move_pct", "bad_trade_controller_derisk_hold_enable", "bad_trade_controller_derisk_hold_short_enable", "bad_trade_controller_derisk_hold_roc_9_1d", "bad_trade_controller_capitulation_add_gate_enable", "bad_trade_controller_capitulation_add_gate_mfi_14_4h", ] exchange_config = config["exchange"] if "ccxt_config" not in exchange_config: exchange_config["ccxt_config"] = {} if "ccxt_async_config" not in exchange_config: exchange_config["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, }, } exchange_config["ccxt_config"]["options"] = options exchange_config["ccxt_async_config"]["options"] = options super().__init__(config) strategy_config = self.config if ("exit_profit_only" in strategy_config and strategy_config["exit_profit_only"]) or ( "sell_profit_only" in strategy_config and strategy_config["sell_profit_only"] ): self.exit_profit_only = True # Advanced configuration mode. Allows to change any parameter. is_config_advanced_mode = "nfi_advanced_mode" in strategy_config and strategy_config["nfi_advanced_mode"] == True if is_config_advanced_mode: log.warning("The advanced configuration mode is enabled. I hope you know what you are doing.") # Configuration from the nfi_parameters block. New config style. nfi_parameters = strategy_config.get("nfi_parameters") if type(nfi_parameters) is dict: for nfi_param in nfi_parameters: if nfi_param in ["long_entry_signal_params", "short_entry_signal_params"]: continue if (nfi_param in NFI_SAFE_PARAMETERS or is_config_advanced_mode) and hasattr(self, nfi_param): log.info( f'Parameter {nfi_param} changed from "{getattr(self, nfi_param)}" to "{nfi_parameters[nfi_param]}".' ) setattr(self, nfi_param, nfi_parameters[nfi_param]) else: log.warning(f"Invalid or unsafe parameter: {nfi_param}.") self.update_signals_from_config(nfi_parameters) # Parameter settings. Backward compatibility with the old configuration style. for nfi_param in NFI_SAFE_PARAMETERS: if (nfi_param in strategy_config) and hasattr(self, nfi_param): setattr(self, nfi_param, strategy_config[nfi_param]) if self.target_profit_cache is None: bot_name = "" if "bot_name" in strategy_config: bot_name = strategy_config["bot_name"] + "-" exchange_name = strategy_config["exchange"]["name"] runmode_value = strategy_config["runmode"].value self.target_profit_cache = Cache( strategy_config["user_data_dir"] / ( "nfix8-profit_max-" + bot_name + exchange_name + "-" + strategy_config["stake_currency"] + ("-(backtest)" if (runmode_value == "backtest") else "") + ("-(hyperopt)" if (runmode_value == "hyperopt") else "") + ".json" ) ) else: exchange_name = strategy_config["exchange"]["name"] # OKX, Kraken provides a lower number of candle data per API call if exchange_name in ["okx", "okex"]: self.startup_candle_count = 480 elif exchange_name == "kraken": self.startup_candle_count = 710 elif exchange_name == "bybit": self.startup_candle_count = 199 elif exchange_name == "bitget": self.startup_candle_count = 499 elif exchange_name == "bingx": self.startup_candle_count = 499 if ("trading_mode" in strategy_config) and (strategy_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() # Parameter settings. Backward compatibility with the old configuration style. self.update_signals_from_config(strategy_config) # Plot configuration for FreqUI # --------------------------------------------------------------------------------------------- @property def plot_config(self): plot_config = {} plot_config["main_plot"] = { "EMA_12": {"color": "LightGreen"}, "EMA_26": {"color": "Yellow"}, "EMA_50": {"color": "DodgerBlue"}, "EMA_200": {"color": "DarkRed"}, } plot_config["subplots"] = { "long_pump_protection": {"global_protections_long_pump": {"color": "green"}}, "long_dump_protection": {"global_protections_long_dump": {"color": "red"}}, } return plot_config # 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: remove_profit_target = self._remove_profit_target derisk_enable = self.derisk_enable is_futures_mode = self.is_futures_mode long_rapid_mode_tags = self.long_rapid_mode_tags long_rebuy_mode_tags = self.long_rebuy_mode_tags long_rebuy_grind_mode_tags = self.long_rebuy_grind_mode_tags long_scalp_mode_tags = self.long_scalp_mode_tags long_scalp_rebuy_grind_mode_tags = self.long_scalp_rebuy_grind_mode_tags trade_leverage = trade.leverage select_filled_orders = trade.select_filled_orders is_backtest = self.is_backtest_mode() is_system_v3, is_system_v3_1, is_system_v3_2 = self.get_system_version_flags(trade) is_system_v4 = self.is_system_v4(trade) 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 = select_filled_orders(trade.entry_side) filled_exits = select_filled_orders(trade.exit_side) first_filled_entry = filled_entries[0] has_order_tags = hasattr(first_filled_entry, "ft_order_tag") for order in filled_exits: order_tag = "" if has_order_tags: if order.ft_order_tag is not None: order_tag = order.ft_order_tag.partition(" ")[0] if order_tag in ["d", "d1", "derisk_level_1", "derisk_level_2", "derisk_level_3"]: is_derisk = True break if not is_derisk: is_derisk = trade.amount < (first_filled_entry.safe_filled * 0.95) if previous_sell_reason in [f"exit_{mode_name}_stoploss_doom", f"exit_{mode_name}_stoploss"]: # return right away for system v3 if is_system_v3 or is_system_v3_1 or is_system_v3_2 or is_system_v4: return True, previous_sell_reason is_rapid_mode = all(c in long_rapid_mode_tags for c in enter_tags) is_rebuy_mode = all(c in long_rebuy_mode_tags for c in enter_tags) or ( any(c in long_rebuy_mode_tags for c in enter_tags) and all(c in long_rebuy_grind_mode_tags for c in enter_tags) ) is_scalp_mode = all(c in long_scalp_mode_tags for c in enter_tags) or ( any(c in long_scalp_mode_tags for c in enter_tags) and all(c in long_scalp_rebuy_grind_mode_tags for c in enter_tags) ) if profit_init_ratio > 0.0: # profit is over the threshold, don't exit remove_profit_target(pair) return False, None elif is_derisk: remove_profit_target(pair) return False, None elif 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: remove_profit_target(pair) return False, None elif ( not derisk_enable and not is_rapid_mode and not is_rebuy_mode and not is_scalp_mode and ( profit_init_ratio <= -(self.stop_threshold_doom_futures if is_futures_mode else self.stop_threshold_doom_spot) ) ): return True, previous_sell_reason elif ( not derisk_enable and is_rapid_mode and ( profit_init_ratio <= -(self.stop_threshold_rapid_futures if is_futures_mode else self.stop_threshold_rapid_spot) ) ): return True, previous_sell_reason elif ( not derisk_enable and is_rebuy_mode and ( profit_init_ratio <= -(self.stop_threshold_futures_rebuy if is_futures_mode else self.stop_threshold_spot_rebuy) ) ): return True, previous_sell_reason elif ( not derisk_enable and is_scalp_mode and ( profit_init_ratio <= -(self.stop_threshold_scalp_futures if is_futures_mode else self.stop_threshold_scalp_spot) ) ): return True, previous_sell_reason elif previous_sell_reason == f"exit_{mode_name}_stoploss_u_e": if profit_init_ratio > 0.0: # profit is over the threshold, don't exit remove_profit_target(pair) return False, None elif is_derisk: 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 == f"exit_profit_{mode_name}_max": if profit_init_ratio < -0.08: # profit is under the threshold, cancel it remove_profit_target(pair) return False, None last_rsi_14 = last_candle["RSI_14"] previous_rsi_14 = previous_candle_1["RSI_14"] last_cmf_20 = last_candle["CMF_20"] last_cmf_20_1h = last_candle["CMF_20_1h"] last_cmf_20_4h = last_candle["CMF_20_4h"] last_roc_9_4h = last_candle["ROC_9_4h"] last_cmf_20_gt_0 = last_cmf_20 > 0.0 last_cmf_20_1h_gt_0 = last_cmf_20_1h > 0.0 last_cmf_20_4h_gt_0 = last_cmf_20_4h > 0.0 last_rsi_14_gt_50 = last_rsi_14 > 50.0 last_rsi_14_lt_50 = last_rsi_14 < 50.0 last_roc_9_4h_gt_40 = last_roc_9_4h > 40.0 last_roc_9_4h_lt_neg_40 = last_roc_9_4h < -40.0 if trade.is_short: is_scalp_mode = all(c in self.short_scalp_mode_tags for c in enter_tags) if is_scalp_mode: if 0.001 <= profit_init_ratio < 0.01: if profit_init_ratio < (previous_profit - 0.008): return True, f"exit_profit_{mode_name}_t_0_1" elif 0.01 <= profit_init_ratio < 0.02: if profit_init_ratio < (previous_profit - 0.01): return True, f"exit_profit_{mode_name}_t_1_1" elif 0.02 <= profit_init_ratio < 0.03: if profit_init_ratio < (previous_profit - 0.01): return True, f"exit_profit_{mode_name}_t_2_1" elif 0.03 <= profit_init_ratio < 0.04: if profit_init_ratio < (previous_profit - 0.015): return True, f"exit_profit_{mode_name}_t_3_1" elif 0.04 <= profit_init_ratio < 0.05: if profit_init_ratio < (previous_profit - 0.015): return True, f"exit_profit_{mode_name}_t_4_1" elif 0.05 <= profit_init_ratio < 0.06: if profit_init_ratio < (previous_profit - 0.015): return True, f"exit_profit_{mode_name}_t_5_1" elif 0.06 <= profit_init_ratio < 0.07: if profit_init_ratio < (previous_profit - 0.015): return True, f"exit_profit_{mode_name}_t_6_1" elif 0.07 <= profit_init_ratio < 0.08: if profit_init_ratio < (previous_profit - 0.02): return True, f"exit_profit_{mode_name}_t_7_1" elif 0.08 <= profit_init_ratio < 0.09: if profit_init_ratio < (previous_profit - 0.02): return True, f"exit_profit_{mode_name}_t_8_1" elif 0.09 <= profit_init_ratio < 0.10: if profit_init_ratio < (previous_profit - 0.02): return True, f"exit_profit_{mode_name}_t_9_1" elif 0.10 <= profit_init_ratio < 0.11: if profit_init_ratio < (previous_profit - 0.025): return True, f"exit_profit_{mode_name}_t_10_1" elif 0.11 <= profit_init_ratio < 0.12: if profit_init_ratio < (previous_profit - 0.025): return True, f"exit_profit_{mode_name}_t_11_1" elif 0.12 <= profit_init_ratio: if profit_init_ratio < (previous_profit - 0.025): return True, f"exit_profit_{mode_name}_t_12_1" else: if 0.001 <= profit_init_ratio < 0.01: if profit_init_ratio < (previous_profit - 0.020): return True, f"exit_profit_{mode_name}_t_0_1" elif 0.01 <= profit_init_ratio < 0.02: if profit_init_ratio < (previous_profit - 0.025): return True, f"exit_profit_{mode_name}_t_1_1" elif 0.02 <= profit_init_ratio < 0.03: if profit_init_ratio < (previous_profit - 0.025): return True, f"exit_profit_{mode_name}_t_2_1" elif 0.03 <= profit_init_ratio < 0.04: if profit_init_ratio < (previous_profit - 0.030): return True, f"exit_profit_{mode_name}_t_3_1" elif 0.04 <= profit_init_ratio < 0.05: if profit_init_ratio < (previous_profit - 0.035): return True, f"exit_profit_{mode_name}_t_4_1" elif 0.05 <= profit_init_ratio < 0.06: if profit_init_ratio < (previous_profit - 0.040): return True, f"exit_profit_{mode_name}_t_5_1" elif 0.06 <= profit_init_ratio < 0.07: if profit_init_ratio < (previous_profit - 0.045): return True, f"exit_profit_{mode_name}_t_6_1" elif 0.07 <= profit_init_ratio < 0.08: if profit_init_ratio < (previous_profit - 0.050): return True, f"exit_profit_{mode_name}_t_7_1" elif 0.08 <= profit_init_ratio < 0.09: if profit_init_ratio < (previous_profit - 0.055): return True, f"exit_profit_{mode_name}_t_8_1" elif 0.09 <= profit_init_ratio < 0.10: if profit_init_ratio < (previous_profit - 0.060): return True, f"exit_profit_{mode_name}_t_9_1" elif 0.10 <= profit_init_ratio < 0.11: if profit_init_ratio < (previous_profit - 0.065): return True, f"exit_profit_{mode_name}_t_10_1" elif 0.11 <= profit_init_ratio < 0.12: if profit_init_ratio < (previous_profit - 0.070): return True, f"exit_profit_{mode_name}_t_11_1" elif 0.12 <= profit_init_ratio: if profit_init_ratio < (previous_profit - 0.075): return True, f"exit_profit_{mode_name}_t_12_1" else: is_scalp_mode = all(c in long_scalp_mode_tags for c in enter_tags) if is_scalp_mode: if 0.001 <= profit_init_ratio < 0.01: if profit_init_ratio < (previous_profit - 0.008): return True, f"exit_profit_{mode_name}_t_0_1" elif 0.01 <= profit_init_ratio < 0.02: if profit_init_ratio < (previous_profit - 0.01): return True, f"exit_profit_{mode_name}_t_1_1" elif 0.02 <= profit_init_ratio < 0.03: if profit_init_ratio < (previous_profit - 0.01): return True, f"exit_profit_{mode_name}_t_2_1" elif 0.03 <= profit_init_ratio < 0.04: if profit_init_ratio < (previous_profit - 0.015): return True, f"exit_profit_{mode_name}_t_3_1" elif 0.04 <= profit_init_ratio < 0.05: if profit_init_ratio < (previous_profit - 0.015): return True, f"exit_profit_{mode_name}_t_4_1" elif 0.05 <= profit_init_ratio < 0.06: if profit_init_ratio < (previous_profit - 0.015): return True, f"exit_profit_{mode_name}_t_5_1" elif 0.06 <= profit_init_ratio < 0.07: if profit_init_ratio < (previous_profit - 0.015): return True, f"exit_profit_{mode_name}_t_6_1" elif 0.07 <= profit_init_ratio < 0.08: if profit_init_ratio < (previous_profit - 0.02): return True, f"exit_profit_{mode_name}_t_7_1" elif 0.08 <= profit_init_ratio < 0.09: if profit_init_ratio < (previous_profit - 0.02): return True, f"exit_profit_{mode_name}_t_8_1" elif 0.09 <= profit_init_ratio < 0.10: if profit_init_ratio < (previous_profit - 0.02): return True, f"exit_profit_{mode_name}_t_9_1" elif 0.10 <= profit_init_ratio < 0.11: if profit_init_ratio < (previous_profit - 0.025): return True, f"exit_profit_{mode_name}_t_10_1" elif 0.11 <= profit_init_ratio < 0.12: if profit_init_ratio < (previous_profit - 0.025): return True, f"exit_profit_{mode_name}_t_11_1" elif 0.12 <= profit_init_ratio: if profit_init_ratio < (previous_profit - 0.025): return True, f"exit_profit_{mode_name}_t_12_1" else: if 0.001 <= profit_init_ratio < 0.01: if profit_init_ratio < (previous_profit - 0.020): return True, f"exit_profit_{mode_name}_t_0_1" elif 0.01 <= profit_init_ratio < 0.02: if profit_init_ratio < (previous_profit - 0.025): return True, f"exit_profit_{mode_name}_t_1_1" elif 0.02 <= profit_init_ratio < 0.03: if profit_init_ratio < (previous_profit - 0.025): return True, f"exit_profit_{mode_name}_t_2_1" elif 0.03 <= profit_init_ratio < 0.04: if profit_init_ratio < (previous_profit - 0.030): return True, f"exit_profit_{mode_name}_t_3_1" elif 0.04 <= profit_init_ratio < 0.05: if profit_init_ratio < (previous_profit - 0.035): return True, f"exit_profit_{mode_name}_t_4_1" elif 0.05 <= profit_init_ratio < 0.06: if profit_init_ratio < (previous_profit - 0.040): return True, f"exit_profit_{mode_name}_t_5_1" elif 0.06 <= profit_init_ratio < 0.07: if profit_init_ratio < (previous_profit - 0.045): return True, f"exit_profit_{mode_name}_t_6_1" elif 0.07 <= profit_init_ratio < 0.08: if profit_init_ratio < (previous_profit - 0.050): return True, f"exit_profit_{mode_name}_t_7_1" elif 0.08 <= profit_init_ratio < 0.09: if profit_init_ratio < (previous_profit - 0.055): return True, f"exit_profit_{mode_name}_t_8_1" elif 0.09 <= profit_init_ratio < 0.10: if profit_init_ratio < (previous_profit - 0.060): return True, f"exit_profit_{mode_name}_t_9_1" elif 0.10 <= profit_init_ratio < 0.11: if profit_init_ratio < (previous_profit - 0.065): return True, f"exit_profit_{mode_name}_t_10_1" elif 0.11 <= profit_init_ratio < 0.12: if profit_init_ratio < (previous_profit - 0.070): return True, f"exit_profit_{mode_name}_t_11_1" elif 0.12 <= profit_init_ratio: if profit_init_ratio < (previous_profit - 0.075): return True, f"exit_profit_{mode_name}_t_12_1" else: return False, None return False, None # Filled Order Snapshot # --------------------------------------------------------------------------------------------- def filled_order_snapshot(self, trade: "Trade") -> tuple: filled_orders = trade.select_filled_orders() filled_entries = [] filled_exits = [] append_entry = filled_entries.append append_exit = filled_exits.append entry_side = trade.entry_side exit_side = trade.exit_side for order in filled_orders: order_side = order.ft_order_side if order_side == entry_side: append_entry(order) elif order_side == exit_side: append_exit(order) return filled_orders, filled_entries, filled_exits @staticmethod def _bad_trade_controller_ema_gap_and_adverse_move( trade: "Trade", current_rate: float, last_candle, filled_entries: "Orders" ) -> tuple: """Return position-signed daily EMA gap and adverse move from the first filled entry.""" ema_50_1d = last_candle.get("EMA_50_1d") ema_200_1d = last_candle.get("EMA_200_1d") if ( ema_50_1d is None or ema_200_1d is None or not np.isfinite(ema_50_1d) or not np.isfinite(ema_200_1d) or ema_200_1d <= 0.0 ): daily_ema_gap_pct = None else: daily_ema_gap_pct = (ema_50_1d / ema_200_1d - 1.0) * 100.0 if trade.is_short: daily_ema_gap_pct = -daily_ema_gap_pct if not filled_entries: return daily_ema_gap_pct, None first_entry_rate = filled_entries[0].safe_price if first_entry_rate is None or not np.isfinite(first_entry_rate) or first_entry_rate <= 0.0: return daily_ema_gap_pct, None first_entry_adverse_move_pct = ( ((current_rate - first_entry_rate) if trade.is_short else (first_entry_rate - current_rate)) / first_entry_rate * 100.0 ) return daily_ema_gap_pct, first_entry_adverse_move_pct def _bad_trade_controller_exit_reason( self, trade: "Trade", current_time: "datetime", current_rate: float, last_candle, filled_entries: "Orders", ) -> Optional[str]: """Return a structure-break or stale-position exit reason.""" daily_ema_gap_pct, first_entry_adverse_move_pct = self._bad_trade_controller_ema_gap_and_adverse_move( trade, current_rate, last_candle, filled_entries ) if first_entry_adverse_move_pct is None or not np.isfinite(first_entry_adverse_move_pct): return None if ( self.bad_trade_controller_structure_break_exit_enable and daily_ema_gap_pct is not None and daily_ema_gap_pct <= -self.bad_trade_controller_structure_break_ema_gap_pct and first_entry_adverse_move_pct >= self.bad_trade_controller_structure_break_min_adverse_move_pct ): return f"exit_bad_trade_broken_{first_entry_adverse_move_pct:.0f}pct" daily_range_pct_14_1d = last_candle.get("RANGE_PCT_14_1d") trade_age_days = (current_time - trade.open_date_utc).total_seconds() / 86400.0 if ( self.bad_trade_controller_stale_exit_enable and daily_range_pct_14_1d is not None and np.isfinite(daily_range_pct_14_1d) and daily_range_pct_14_1d < self.bad_trade_controller_stale_max_daily_range_pct and first_entry_adverse_move_pct >= self.bad_trade_controller_stale_min_adverse_move_pct and trade_age_days >= self.bad_trade_controller_stale_min_age_days ): return f"exit_bad_trade_abandon_{trade_age_days:.0f}d" return None def _bad_trade_controller_derisk_hold(self, last_candle, is_short: bool = False) -> bool: """Hold a de-risk level only while the daily trend is still intact (mirror for shorts).""" enabled = ( self.bad_trade_controller_derisk_hold_short_enable if is_short else self.bad_trade_controller_derisk_hold_enable ) if not enabled or last_candle is None: return False roc_9_1d = last_candle.get("ROC_9_1d") if roc_9_1d is None or not np.isfinite(roc_9_1d): return False bound = self.bad_trade_controller_derisk_hold_roc_9_1d return (roc_9_1d < -bound) if is_short else (roc_9_1d > bound) def _bad_trade_controller_capitulation(self, last_candle, is_short: bool = False) -> bool: """True while the 4h is at capitulation, where a grind add has been measured to lose.""" if not self.bad_trade_controller_capitulation_add_gate_enable or last_candle is None: return False mfi_14_4h = last_candle.get("MFI_14_4h") if mfi_14_4h is None or not np.isfinite(mfi_14_4h): return False bound = self.bad_trade_controller_capitulation_add_gate_mfi_14_4h return (mfi_14_4h > 100.0 - bound) if is_short else (mfi_14_4h < bound) def _grind_entry_before_derisk( self, is_short: bool, rate: float, grind_open_rate: float, derisk_threshold: float, use_derisk: bool ) -> bool: if not (self.system_v4_grind_entry_before_derisk_enable and use_derisk and grind_open_rate > 0.0): return False distance = self.system_v4_grind_entry_before_derisk_distance if is_short: in_range = grind_open_rate * (1 - derisk_threshold - distance) <= rate < grind_open_rate * (1 - derisk_threshold) else: in_range = grind_open_rate * (1 + derisk_threshold) < rate <= grind_open_rate * (1 + derisk_threshold + distance) if in_range: self._grind_entry_tag = "g_pre_derisk" return in_range def trade_order_state(self, trade: "Trade") -> tuple: orders = trade.orders last_order = orders[-1] if orders else None return ( len(orders), getattr(last_order, "id", None), getattr(last_order, "status", None), getattr(last_order, "filled", None), ) def cache_backtest_profit_snapshot( self, trade: "Trade", current_time: "datetime", exit_rate: float, filled_orders: "Orders", filled_entries: "Orders", filled_exits: "Orders", profit_values: tuple, ) -> None: if not self.is_backtest_mode(): return trade_key = trade.id if trade.id is not None else id(trade) self._backtest_profit_snapshot = ( trade_key, current_time, exit_rate, self.trade_order_state(trade), filled_orders, filled_entries, filled_exits, profit_values, ) def backtest_profit_snapshot(self, trade: "Trade", current_time: "datetime", exit_rate: float) -> tuple | None: if not self.is_backtest_mode(): return None snapshot = getattr(self, "_backtest_profit_snapshot", None) if snapshot is None: return None ( snapshot_trade_id, snapshot_time, snapshot_exit_rate, snapshot_order_state, filled_orders, filled_entries, filled_exits, profit_values, ) = snapshot trade_key = trade.id if trade.id is not None else id(trade) if ( snapshot_trade_id == trade_key and snapshot_time == current_time and snapshot_exit_rate == exit_rate and snapshot_order_state == self.trade_order_state(trade) ): return filled_orders, filled_entries, filled_exits, profit_values return None def profit_or_order_snapshot(self, trade: "Trade", current_time: "datetime", exit_rate: float) -> tuple: profit_snapshot = self.backtest_profit_snapshot(trade, current_time, exit_rate) if profit_snapshot is not None: return profit_snapshot filled_orders, filled_entries, filled_exits = self.filled_order_snapshot(trade) return filled_orders, filled_entries, filled_exits, 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. """ custom_fee_open_rate = self.custom_fee_open_rate custom_fee_close_rate = self.custom_fee_close_rate is_futures_mode = self.is_futures_mode fee_open_rate = trade.fee_open if custom_fee_open_rate is None else custom_fee_open_rate fee_close_rate = trade.fee_close if custom_fee_close_rate is None else custom_fee_close_rate total_amount = 0.0 total_stake = 0.0 total_profit = 0.0 if trade.is_short: fee_open_multiplier = 1 - fee_open_rate fee_close_multiplier = 1 + fee_close_rate for entry_order in filled_entries: filled = entry_order.safe_filled entry_stake = filled * entry_order.safe_price * fee_open_multiplier total_amount += filled total_stake += entry_stake total_profit += entry_stake for exit_order in filled_exits: filled = exit_order.safe_filled exit_stake = filled * exit_order.safe_price * fee_close_multiplier total_amount -= filled total_profit -= exit_stake current_stake = total_amount * exit_rate * fee_close_multiplier total_profit -= current_stake else: fee_open_multiplier = 1 + fee_open_rate fee_close_multiplier = 1 - fee_close_rate for entry_order in filled_entries: filled = entry_order.safe_filled entry_stake = filled * entry_order.safe_price * fee_open_multiplier total_amount += filled total_stake += entry_stake total_profit -= entry_stake for exit_order in filled_exits: filled = exit_order.safe_filled exit_stake = filled * exit_order.safe_price * fee_close_multiplier total_amount -= filled total_profit += exit_stake current_stake = total_amount * exit_rate * fee_close_multiplier total_profit += current_stake if is_futures_mode and trade.funding_fees is not None: 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].safe_filled * filled_entries[0].safe_price) return total_profit, total_profit_ratio, current_profit_ratio, init_profit_ratio @staticmethod def scale_stakes_for_min_stake(stakes, slice_amount, min_stake, stake_leverage, trade_leverage): if (slice_amount * stakes[0] / stake_leverage) >= min_stake: return stakes multi = min_stake / slice_amount / stakes[0] * trade_leverage return [stake * multi for stake in stakes] # Custom Exit # --------------------------------------------------------------------------------------------- def custom_exit( self, pair: str, trade: "Trade", current_time: "datetime", current_rate: float, current_profit: float, **kwargs ): trade_is_short = trade.is_short long_normal_mode_tags = self.long_normal_mode_tags long_pump_mode_tags = self.long_pump_mode_tags long_quick_mode_tags = self.long_quick_mode_tags long_rebuy_mode_tags = self.long_rebuy_mode_tags long_rebuy_grind_mode_tags = self.long_rebuy_grind_mode_tags long_high_profit_mode_tags = self.long_high_profit_mode_tags long_rapid_mode_tags = self.long_rapid_mode_tags long_rapid_rebuy_grind_scalp_mode_tags = self.long_rapid_rebuy_grind_scalp_mode_tags long_grind_mode_tags = self.long_grind_mode_tags long_btc_mode_tags = self.long_btc_mode_tags long_top_coins_mode_tags = self.long_top_coins_mode_tags long_scalp_mode_tags = self.long_scalp_mode_tags long_scalp_rebuy_grind_mode_tags = self.long_scalp_rebuy_grind_mode_tags long_known_mode_tags = self.long_known_mode_tags short_normal_mode_tags = self.short_normal_mode_tags short_pump_mode_tags = self.short_pump_mode_tags short_quick_mode_tags = self.short_quick_mode_tags short_rebuy_mode_tags = self.short_rebuy_mode_tags short_high_profit_mode_tags = self.short_high_profit_mode_tags short_rapid_mode_tags = self.short_rapid_mode_tags short_top_coins_mode_tags = self.short_top_coins_mode_tags short_scalp_mode_tags = self.short_scalp_mode_tags short_scalp_rebuy_grind_mode_tags = self.short_scalp_rebuy_grind_mode_tags short_exit_known_mode_tags = self.short_exit_known_mode_tags calc_total_profit = self.calc_total_profit cache_backtest_profit_snapshot = self.cache_backtest_profit_snapshot filled_order_snapshot = self.filled_order_snapshot long_exit_normal = self.long_exit_normal long_exit_pump = self.long_exit_pump long_exit_quick = self.long_exit_quick short_exit_normal = self.short_exit_normal df, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) if len(df) < 2: return None last_candle = df.iloc[-1] previous_candle_1 = df.iloc[-2] enter_tag = "empty" if hasattr(trade, "enter_tag"): trade_enter_tag = trade.enter_tag if trade_enter_tag is not None: enter_tag = trade_enter_tag enter_tags = enter_tag.split() filled_orders, filled_entries, filled_exits = filled_order_snapshot(trade) profit_stake = 0.0 profit_ratio = 0.0 profit_current_stake_ratio = 0.0 profit_init_ratio = 0.0 profit_values = calc_total_profit(trade, filled_entries, filled_exits, current_rate) profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio = profit_values cache_backtest_profit_snapshot( trade, current_time, current_rate, filled_orders, filled_entries, filled_exits, profit_values ) system_version = trade.get_custom_data(key="system_version") bad_trade_exit_enable = ( self.system_v4_bad_trade_exit_enable if system_version == self.system_v4_name else self.legacy_system_bad_trade_exit_enable ) if bad_trade_exit_enable and ( profit_stake < 0.0 or (self.inclusive_bad_trade_exit_enable and current_profit < 0.0) ): bad_trade_exit_reason = self._bad_trade_controller_exit_reason( trade, current_time, current_rate, last_candle, filled_entries ) if bad_trade_exit_reason is not None: return f"{bad_trade_exit_reason} ( {enter_tag})" # Signal 192 (Quad pullback long) tight doom stop: every 192 loss bottoms at a # 11.8-14% price drop (the shared 0.35 doom threshold) while winners' max adverse # excursion sits below 9.63% price. Scoping 192's doom to -0.30 margin (~10% price # at 3x, ~30% at 1x) flips the tag net-positive. NOTE: this fires on ANY trade # carrying 192 as one of several tags, and it returns before long_exit_normal, so # for 192 it pre-empts the de-risk ladder (measured on a gms0 replica with derisk # off; production runs derisk on, where the ladder exists for exactly this zone). # On spot the -0.30 is looser than the existing doom thresholds (0.12 spot / 0.35 # futures) and effectively never binds. if "192" in enter_tags and current_profit <= -0.30: return f"exit_long_normal_stoploss_doom ( {enter_tag})" max_profit = 0.0 max_loss = 0.0 # Long Normal mode if any(c in long_normal_mode_tags for c in enter_tags): sell, signal_name = long_exit_normal( pair, current_rate, profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio, max_profit, max_loss, filled_orders, filled_entries, filled_exits, last_candle, previous_candle_1, 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 long_pump_mode_tags for c in enter_tags): sell, signal_name = long_exit_pump( pair, current_rate, profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio, max_profit, max_loss, filled_orders, filled_entries, filled_exits, last_candle, previous_candle_1, 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 long_quick_mode_tags for c in enter_tags): sell, signal_name = long_exit_quick( pair, current_rate, profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio, max_profit, max_loss, filled_orders, filled_entries, filled_exits, last_candle, previous_candle_1, 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 long_rebuy_mode_tags for c in enter_tags) or ( any(c in long_rebuy_mode_tags for c in enter_tags) and all(c in long_rebuy_grind_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, 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 long_high_profit_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_orders, filled_entries, filled_exits, last_candle, previous_candle_1, 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 long_rapid_mode_tags for c in enter_tags) or ( any(c in long_rapid_mode_tags for c in enter_tags) and all(c in long_rapid_rebuy_grind_scalp_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, 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 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, trade, current_time, enter_tags, ) if sell and (signal_name is not None): return f"{signal_name} ( {enter_tag})" # Long btc mode if all(c in long_btc_mode_tags for c in enter_tags): sell, signal_name = self.long_exit_btc( 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, 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 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_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade, current_time, enter_tags, ) if sell and (signal_name is not None): return f"{signal_name} ( {enter_tag})" # Long scalp mode if all(c in long_scalp_mode_tags for c in enter_tags) or ( any(c in long_scalp_mode_tags for c in enter_tags) and all(c in long_scalp_rebuy_grind_mode_tags for c in enter_tags) ): sell, signal_name = self.long_exit_scalp( 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, 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 short_normal_mode_tags for c in enter_tags): sell, signal_name = short_exit_normal( pair, current_rate, profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio, max_profit, max_loss, filled_orders, filled_entries, filled_exits, last_candle, previous_candle_1, 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 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_orders, filled_entries, filled_exits, last_candle, previous_candle_1, 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 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_orders, filled_entries, filled_exits, last_candle, previous_candle_1, 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 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, 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 short_high_profit_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_orders, filled_entries, filled_exits, last_candle, previous_candle_1, 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 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, trade, current_time, enter_tags, ) if sell and (signal_name is not None): return f"{signal_name} ( {enter_tag})" # Short Top Coins mode if any(c in short_top_coins_mode_tags for c in enter_tags): sell, signal_name = self.short_exit_top_coins( pair, current_rate, profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio, max_profit, max_loss, filled_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade, current_time, enter_tags, ) if sell and (signal_name is not None): return f"{signal_name} ( {enter_tag})" # Short scalp mode if all(c in short_scalp_mode_tags for c in enter_tags) or ( any(c in short_scalp_mode_tags for c in enter_tags) and all(c in short_scalp_rebuy_grind_mode_tags for c in enter_tags) ): sell, signal_name = self.short_exit_scalp( 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, trade, current_time, enter_tags, ) if sell and (signal_name is not None): return f"{signal_name} ( {enter_tag})" # Trades not opened by X8 if not trade_is_short and (not any(c in long_known_mode_tags for c in enter_tags)): # use normal mode for such trades sell, signal_name = long_exit_normal( pair, current_rate, profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio, max_profit, max_loss, filled_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade, current_time, enter_tags, ) if sell and (signal_name is not None): return f"{signal_name} ( {enter_tag})" # Trades not opened by X8 if trade_is_short and (not any(c in short_exit_known_mode_tags for c in enter_tags)): # use normal mode for such trades sell, signal_name = short_exit_normal( pair, current_rate, profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio, max_profit, max_loss, filled_orders, filled_entries, filled_exits, last_candle, previous_candle_1, 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: long_rebuy_mode_tags = self.long_rebuy_mode_tags long_rebuy_grind_mode_tags = self.long_rebuy_grind_mode_tags system_v3_rebuy_mode_stake_multiplier = self.system_v3_rebuy_mode_stake_multiplier system_v3_name = self.system_v3_name system_v3_2_name = self.system_v3_2_name system_v3_2_stake_multiplier = self.system_v3_2_stake_multiplier system_v3_1_name = self.system_v3_1_name system_v3_1_stake_multiplier = self.system_v3_1_stake_multiplier system_v4_rebuy_mode_stake_multiplier = self.system_v4_rebuy_mode_stake_multiplier system_v4_name = self.system_v4_name system_v4_stake_multiplier = self.system_v4_stake_multiplier long_rapid_mode_tags = self.long_rapid_mode_tags short_rebuy_mode_tags = self.short_rebuy_mode_tags short_rebuy_grind_mode_tags = self.short_rebuy_grind_mode_tags short_rapid_mode_tags = self.short_rapid_mode_tags long_rapid_rebuy_grind_mode_tags = self.long_rapid_rebuy_grind_mode_tags long_grind_mode_tags = self.long_grind_mode_tags long_btc_mode_tags = self.long_btc_mode_tags short_rapid_rebuy_grind_mode_tags = self.short_rapid_rebuy_grind_mode_tags short_grind_mode_tags = self.short_grind_mode_tags enter_tags = (entry_tag or "empty").split() is_futures_mode = self.is_futures_mode system_name_use = self.system_name_use system_name_is_v3 = system_name_use == system_v3_name system_name_is_v3_1 = system_name_use == system_v3_1_name system_name_is_v3_2 = system_name_use == system_v3_2_name system_name_is_v4 = system_name_use == system_v4_name grind_mode_stake_multiplier_futures = self.grind_mode_stake_multiplier_futures grind_mode_stake_multiplier_spot = self.grind_mode_stake_multiplier_spot rapid_mode_stake_multiplier_futures = self.rapid_mode_stake_multiplier_futures rapid_mode_stake_multiplier_spot = self.rapid_mode_stake_multiplier_spot regular_mode_stake_multiplier_futures = self.regular_mode_stake_multiplier_futures regular_mode_stake_multiplier_spot = self.regular_mode_stake_multiplier_spot grind_mode_stake_multipliers = ( grind_mode_stake_multiplier_futures if is_futures_mode else grind_mode_stake_multiplier_spot ) rapid_mode_stake_multipliers = ( rapid_mode_stake_multiplier_futures if is_futures_mode else rapid_mode_stake_multiplier_spot ) regular_mode_stake_multipliers = ( regular_mode_stake_multiplier_futures if is_futures_mode else regular_mode_stake_multiplier_spot ) def scaled_stake(stake_multiplier: float) -> float: stake = proposed_stake * stake_multiplier return stake if (min_stake is None) or (stake > min_stake) else min_stake if side == "long": # Rebuy mode if all(c in long_rebuy_mode_tags for c in enter_tags) or ( any(c in long_rebuy_mode_tags for c in enter_tags) and all(c in long_rebuy_grind_mode_tags for c in enter_tags) ): if system_name_is_v4: return scaled_stake(system_v4_rebuy_mode_stake_multiplier) else: return scaled_stake(system_v3_rebuy_mode_stake_multiplier) # Rapid mode if system_name_is_v3 and ( all(c in long_rapid_mode_tags for c in enter_tags) or ( any(c in long_rapid_mode_tags for c in enter_tags) and all(c in long_rapid_rebuy_grind_mode_tags for c in enter_tags) ) ): return scaled_stake(rapid_mode_stake_multipliers[0]) # Grind mode elif all(c in long_grind_mode_tags for c in enter_tags): for item in grind_mode_stake_multipliers: stake = proposed_stake * item if (min_stake is None) or (stake > min_stake): return stake # Btc mode elif all(c in long_btc_mode_tags for c in enter_tags): return proposed_stake * grind_mode_stake_multipliers[0] else: if system_name_is_v4: return scaled_stake(system_v4_stake_multiplier) elif system_name_is_v3_2: return scaled_stake(system_v3_2_stake_multiplier) elif system_name_is_v3_1: return scaled_stake(system_v3_1_stake_multiplier) else: return scaled_stake(regular_mode_stake_multipliers[0]) else: # Rebuy mode if all(c in short_rebuy_mode_tags for c in enter_tags) or ( any(c in short_rebuy_mode_tags for c in enter_tags) and all(c in short_rebuy_grind_mode_tags for c in enter_tags) ): if system_name_is_v4: return scaled_stake(system_v4_rebuy_mode_stake_multiplier) else: return scaled_stake(system_v3_rebuy_mode_stake_multiplier) # Grind mode elif all(c in short_grind_mode_tags for c in enter_tags): for item in grind_mode_stake_multipliers: stake = proposed_stake * item if (min_stake is None) or (stake > min_stake): return stake # Rapid mode if system_name_is_v3 and ( all(c in short_rapid_mode_tags for c in enter_tags) or ( any(c in short_rapid_mode_tags for c in enter_tags) and all(c in short_rapid_rebuy_grind_mode_tags for c in enter_tags) ) ): return scaled_stake(rapid_mode_stake_multipliers[0]) else: if system_name_is_v4: return scaled_stake(system_v4_stake_multiplier) elif system_name_is_v3_2: return scaled_stake(system_v3_2_stake_multiplier) elif system_name_is_v3_1: return scaled_stake(system_v3_1_stake_multiplier) else: return scaled_stake(regular_mode_stake_multipliers[0]) return proposed_stake # Order filled Callback # --------------------------------------------------------------------------------------------- def order_filled(self, pair: str, trade: Trade, order: Order, current_time: datetime, **kwargs) -> None: # Backtesting calls this before closing the trade; live trading calls it after. if not trade.is_open or ( self.is_backtest_mode() and order.ft_order_side == trade.exit_side and order.safe_amount_after_fee == trade.amount ): self._remove_profit_target(pair) # Check if it's the first entry system_name_use = self.system_name_use system_v3_2_name = self.system_v3_2_name system_v3_1_name = self.system_v3_1_name system_v3_name = self.system_v3_name system_v4_name = self.system_v4_name set_custom_data = trade.set_custom_data if trade.nr_of_successful_entries == 1 and trade.nr_of_successful_exits == 0: if system_name_use == system_v4_name: set_custom_data(key="system_version", value=system_v4_name) elif system_name_use == system_v3_2_name: set_custom_data(key="system_version", value=system_v3_2_name) elif system_name_use == system_v3_1_name: set_custom_data(key="system_version", value=system_v3_1_name) elif system_name_use == system_v3_name: set_custom_data(key="system_version", value=system_v3_name) # set initial data for the trade trade.set_custom_data(key="grind_1_cluster_max_profit_stake", value=0.0) trade.set_custom_data(key="grind_1_cluster_max_profit_rate", value=0.0) trade.set_custom_data(key="grind_2_cluster_max_profit_stake", value=0.0) trade.set_custom_data(key="grind_2_cluster_max_profit_rate", value=0.0) trade.set_custom_data(key="grind_3_cluster_max_profit_stake", value=0.0) trade.set_custom_data(key="grind_3_cluster_max_profit_rate", value=0.0) trade.set_custom_data(key="grind_4_cluster_max_profit_stake", value=0.0) trade.set_custom_data(key="grind_4_cluster_max_profit_rate", value=0.0) trade.set_custom_data(key="grind_5_cluster_max_profit_stake", value=0.0) trade.set_custom_data(key="grind_5_cluster_max_profit_rate", value=0.0) if system_name_use == system_v3_2_name or system_name_use == system_v4_name: filled_entries = trade.select_filled_orders(trade.entry_side) order_tag = order.ft_order_tag if order_tag is None: return None order_mode = order_tag.split(" ", 1) order_tags = [] if len(order_mode) > 0: order_mode = order_mode[0] order_tags = order_tag.split(" ") if len(order_tags) > 1: order_tags = order_tags[1:] if order_mode in ["derisk_level_1"]: trade.set_custom_data(key="derisk_level_1", value=True) elif order_mode in ["derisk_level_2"]: trade.set_custom_data(key="derisk_level_2", value=True) elif order_mode in ["derisk_level_3"]: trade.set_custom_data(key="derisk_level_3", value=True) # elif order_mode in ["grind_1_entry"]: elif order_mode in ["grind_1_exit"]: trade.set_custom_data(key="grind_1_cluster_max_profit_stake", value=0.0) trade.set_custom_data(key="grind_1_cluster_max_profit_rate", value=0.0) elif order_mode in ["grind_1_derisk"]: trade.set_custom_data(key="grind_1_cluster_max_profit_stake", value=0.0) trade.set_custom_data(key="grind_1_cluster_max_profit_rate", value=0.0) elif order_mode in ["grind_2_exit"]: trade.set_custom_data(key="grind_2_cluster_max_profit_stake", value=0.0) trade.set_custom_data(key="grind_2_cluster_max_profit_rate", value=0.0) elif order_mode in ["grind_2_derisk"]: trade.set_custom_data(key="grind_2_cluster_max_profit_stake", value=0.0) trade.set_custom_data(key="grind_2_cluster_max_profit_rate", value=0.0) elif order_mode in ["grind_3_exit"]: trade.set_custom_data(key="grind_3_cluster_max_profit_stake", value=0.0) trade.set_custom_data(key="grind_3_cluster_max_profit_rate", value=0.0) elif order_mode in ["grind_3_derisk"]: trade.set_custom_data(key="grind_3_cluster_max_profit_stake", value=0.0) trade.set_custom_data(key="grind_3_cluster_max_profit_rate", value=0.0) elif order_mode in ["grind_4_exit"]: trade.set_custom_data(key="grind_4_cluster_max_profit_stake", value=0.0) trade.set_custom_data(key="grind_4_cluster_max_profit_rate", value=0.0) elif order_mode in ["grind_4_derisk"]: trade.set_custom_data(key="grind_4_cluster_max_profit_stake", value=0.0) trade.set_custom_data(key="grind_4_cluster_max_profit_rate", value=0.0) elif order_mode in ["grind_5_exit"]: trade.set_custom_data(key="grind_5_cluster_max_profit_stake", value=0.0) trade.set_custom_data(key="grind_5_cluster_max_profit_rate", value=0.0) elif order_mode in ["grind_5_derisk"]: trade.set_custom_data(key="grind_5_cluster_max_profit_stake", value=0.0) trade.set_custom_data(key="grind_5_cluster_max_profit_rate", value=0.0) return None # 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, ): # ========================================================================= # FAST EXIT # ========================================================================= if not self.position_adjustment_enable: return None # ========================================================================= # BASIC TRADE STATE # ========================================================================= trade_is_short = trade.is_short enter_tag = "empty" if hasattr(trade, "enter_tag"): trade_enter_tag = trade.enter_tag if trade_enter_tag is not None: enter_tag = trade_enter_tag enter_tags = enter_tag.split() # ========================================================================= # SYSTEM VERSION # ========================================================================= is_backtest = self.is_backtest_mode() is_system_v3, is_system_v3_1, is_system_v3_2 = self.get_system_version_flags(trade) is_system_v3_family = is_system_v3 or is_system_v3_1 or is_system_v3_2 is_system_v4 = self.is_system_v4(trade) if is_backtest: is_v2_date = True else: is_v2_date = trade.open_date_utc.replace(tzinfo=None) >= datetime(2025, 2, 13) # ========================================================================= # ARGS # ========================================================================= args = ( 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, ) # ========================================================================= # LONG # ========================================================================= if not trade_is_short: # ----------------------------------------------------------------------- # REBUY MODE # ----------------------------------------------------------------------- is_long_rebuy = all(c in self.long_rebuy_mode_tags for c in enter_tags) if not is_long_rebuy: is_long_rebuy = any(c in self.long_rebuy_mode_tags for c in enter_tags) and all( c in self.long_rebuy_grind_mode_tags for c in enter_tags ) if is_long_rebuy: if is_system_v4: return self.long_rebuy_adjust_trade_position_v4(*args) elif is_system_v3_family: return self.long_rebuy_adjust_trade_position_v3(*args) return self.long_rebuy_adjust_trade_position(*args) # ----------------------------------------------------------------------- # LONG MODE CLASSIFICATION # ----------------------------------------------------------------------- is_long_grind_mode = all(c in self.long_grind_mode_tags for c in enter_tags) is_long_btc_mode = all(c in self.long_btc_mode_tags for c in enter_tags) # ----------------------------------------------------------------------- # V4 GRIND # ----------------------------------------------------------------------- if is_system_v4: if not is_long_grind_mode and not is_long_btc_mode: is_long_adjust_mode = any(c in self.long_adjust_mode_tags for c in enter_tags) is_long_known_mode = any(c in self.long_known_mode_tags for c in enter_tags) if is_long_adjust_mode or not is_long_known_mode: return self.long_grind_adjust_trade_position_v4(*args) # --------------------------------------------------------------------- # LEGACY GRIND # --------------------------------------------------------------------- elif is_long_grind_mode or is_long_btc_mode or not is_v2_date: return self.long_grind_adjust_trade_position(*args) # ----------------------------------------------------------------------- # V3 GRIND # ----------------------------------------------------------------------- if is_system_v3_family: if not is_long_grind_mode and not is_long_btc_mode: is_long_adjust_mode = any(c in self.long_adjust_mode_tags for c in enter_tags) is_long_known_mode = any(c in self.long_known_mode_tags for c in enter_tags) if is_long_adjust_mode or not is_long_known_mode: return self.long_grind_adjust_trade_position_v3(*args) # --------------------------------------------------------------------- # LEGACY GRIND # --------------------------------------------------------------------- elif is_long_grind_mode or is_long_btc_mode or not is_v2_date: return self.long_grind_adjust_trade_position(*args) # ----------------------------------------------------------------------- # V2 / LEGACY ROUTING # ----------------------------------------------------------------------- if is_long_grind_mode or is_long_btc_mode or not is_v2_date: return self.long_grind_adjust_trade_position(*args) is_long_adjust_mode = any(c in self.long_adjust_mode_tags for c in enter_tags) is_long_known_mode = any(c in self.long_known_mode_tags for c in enter_tags) if is_long_adjust_mode or not is_long_known_mode: return self.long_grind_adjust_trade_position_v2(*args) # ========================================================================= # SHORT # ========================================================================= else: # ----------------------------------------------------------------------- # REBUY MODE # ----------------------------------------------------------------------- is_short_rebuy = all(c in self.short_rebuy_mode_tags for c in enter_tags) if not is_short_rebuy: is_short_rebuy = any(c in self.short_rebuy_mode_tags for c in enter_tags) and all( c in self.short_rebuy_grind_mode_tags for c in enter_tags ) if is_short_rebuy: if is_system_v4: return self.short_rebuy_adjust_trade_position_v4(*args) if is_system_v3_family: return self.short_rebuy_adjust_trade_position_v3(*args) return self.short_rebuy_adjust_trade_position(*args) # ----------------------------------------------------------------------- # SHORT MODE CLASSIFICATION # ----------------------------------------------------------------------- is_short_grind_mode = all(c in self.short_grind_mode_tags for c in enter_tags) # ----------------------------------------------------------------------- # V4 GRIND # ----------------------------------------------------------------------- if is_system_v4: if not is_short_grind_mode: is_short_adjust_mode = any(c in self.short_adjust_mode_tags for c in enter_tags) is_short_known_mode = any(c in self.short_known_mode_tags for c in enter_tags) if is_short_adjust_mode or not is_short_known_mode: return self.short_grind_adjust_trade_position_v4(*args) # --------------------------------------------------------------------- # LEGACY GRIND # --------------------------------------------------------------------- elif is_short_grind_mode or not is_v2_date: return self.short_grind_adjust_trade_position(*args) # ----------------------------------------------------------------------- # V3 GRIND # ----------------------------------------------------------------------- if is_system_v3_family: if not is_short_grind_mode: is_short_adjust_mode = any(c in self.short_adjust_mode_tags for c in enter_tags) is_short_known_mode = any(c in self.short_known_mode_tags for c in enter_tags) if is_short_adjust_mode or not is_short_known_mode: return self.short_grind_adjust_trade_position_v3(*args) # --------------------------------------------------------------------- # LEGACY GRIND # --------------------------------------------------------------------- elif is_short_grind_mode or not is_v2_date: return self.short_grind_adjust_trade_position(*args) # ----------------------------------------------------------------------- # V2 / LEGACY ROUTING # ----------------------------------------------------------------------- if is_short_grind_mode or not is_v2_date: return self.short_grind_adjust_trade_position(*args) is_short_adjust_mode = any(c in self.short_adjust_mode_tags for c in enter_tags) is_short_known_mode = any(c in self.short_known_mode_tags for c in enter_tags) if is_short_adjust_mode or not is_short_known_mode: return self.short_grind_adjust_trade_position_v2(*args) return None def notification_msg( self, msg_type: str, tag: str, pair: str, rate: float, stake_amount: float, profit_stake: float, profit_ratio: float, grind_profit_stake: float = None, grind_profit_pct: float = None, stake_currency: str = None, coin_amount: float = None, ) -> str: """ Generate a formatted notification message for trade events. This function is designed to standardize trade-related notifications such as grinding entries, exits, stop-losses, buybacks, and re-entries. It builds a Markdown-formatted message with emojis for readability. Parameters ---------- msg_type : str Type of notification. Must be one of: - "grinding-entry" - "grinding-exit" - "grinding-derisk" - "grinding-stop" - "buyback-entry" - "buyback-exit" - "buyback-derisk" - "re-entry" - "de-risk" - "rebuy-derisk" - "rebuy" tag : str Identifier or label for the trade step (e.g., "g1", "dl1"). pair : str Pair (e.g., "BTC/USDT"). rate : float Entry or exit rate for the trade. stake_amount : float Amount of stake used in the trade. profit_stake : float Profit expressed in stake currency. profit_ratio : float Profit ratio (decimal form, e.g. 0.05 = 5%). grind_profit_stake : float, optional Grind profit expressed in stake currency (default: None). grind_profit_pct : float, optional Grind profit ratio (decimal form, e.g. 0.02 = 2%) (default: None). stake_currency : str, optional Symbol of the stake currency (e.g., "USDT"). If None, only numeric values are shown. coin_amount : float, optional Amount of base coins involved in the trade (e.g., exit/stop cases). Returns ------- str A formatted multi-line string with trade details. Example: ``` ✅ **Grinding entry:** `(dl1)` 🏦 **Exchange:** `Binance` 🪙 **Pair:** `BTC/USDT` 〽️ **Rate:** `20000.0` 💰 **Stake amount:** `100.00 USDT` 💵 **Profit (stake):** `5.00 USDT` 💸 **Profit (percent):** `5.00%` 💶 **Grind profit (stake):** `2.00 USDT` 💸 **Grind profit (percent):** `2.00%` ``` Notes ----- - The function uses Markdown formatting (e.g., **bold**, `inline code`) for compatibility with Discord, Telegram, etc. - If `grind_profit_stake` or `grind_profit_pct` are not provided, the related fields are omitted. - If `stake_currency` is provided, it will be appended to amounts. """ # Skip in backtesting / hyperopt if self.is_backtest_mode(): return "" # Headers for different message types header_labels = { "grinding-entry": "✅ ​**Grinding entry:** ", "grinding-exit": "❎​ ​**Grinding exit:** ", "grinding-derisk": "❌​​ ​**Grinding de-risk:** ", "grinding-stop": "❌ ​**Grinding stop exit:** ", "buyback-entry": "✅ ​**Buyback entry:** ", "buyback-exit": "❎​​ ​**Buyback exit:** ", "buyback-derisk": "❌​​ ​**Buyback de-risk:** ", "re-entry": "✅ ​**Re-entry:** ", "de-risk": "❌​​ ​**De-risk:** ", "rebuy-derisk": "❌​​ ​**Rebuy de-risk:** ", "rebuy": "✅ ​**Rebuy:** ", } # Start with the header header_label = header_labels.get(msg_type, None) msg = None if header_label is None else f"{header_label}`({tag})`\n" # Add exchange information exchange_name = getattr(self, "config", {}).get("exchange", {}).get("name", "Unknown").capitalize() msg += f"🏦 **Exchange:** `{exchange_name}`\n" # Common fields msg += ( f"🪙 **Pair:** `{pair}`\n" f"〽️ **Rate:** `{rate}`\n" f"💰 **Stake amount:** `{stake_amount:.2f}{'' if stake_currency is None else ' ' + stake_currency}`\n" ) # Add coin amount if available (exit/stop cases) if coin_amount is not None: msg += f"🪙 **Coin amount:** `{coin_amount}`\n" # Profit section profit_pct = profit_ratio * 100 msg += ( f"💵 **Profit (stake):** `{profit_stake:.2f}{'' if stake_currency is None else ' ' + stake_currency}`\n" f"💸 **Profit (percent):** `{profit_pct:.2f}%`\n" ) # Grind profit calculation if grind_profit_stake is not None and grind_profit_stake != 0: msg += f"💶 **Grind profit (stake):** `{grind_profit_stake:.2f}{'' if stake_currency is None else ' ' + stake_currency}`\n" if grind_profit_pct is not None and grind_profit_pct != 0: msg += f"💸 **Grind profit (percent):** `{(grind_profit_pct * 100.0):.2f}%`" return msg def btc_informative_pair(self) -> str: stake_currency = self.config["stake_currency"] is_futures = self.config.get("trading_mode") in ("futures", "margin") if stake_currency in self.stable_stake_currencies: return f"BTC/{stake_currency}:{stake_currency}" if is_futures else f"BTC/{stake_currency}" return "BTC/USDT:USDT" if is_futures else "BTC/USDT" def prepare_informative_merge(self, informative: DataFrame, keep_ohlcv=None) -> DataFrame: if informative.empty: return informative keep_ohlcv = keep_ohlcv or () keep_cols = [ column for column in informative.columns if column == "date" or column not in self.informative_ohlcv_columns or column in keep_ohlcv ] return informative[keep_cols] # Informative Pairs # --------------------------------------------------------------------------------------------- def informative_pairs(self): # get access to all pairs available in whitelist. pairs = self.dp.current_whitelist() # Use set to automatically avoid duplicates informative_pairs = set() # Assign tf to each pair so they can be downloaded and cached for strategy. for info_timeframe in self.info_timeframes: informative_pairs.update((pair, info_timeframe) for pair in pairs) btc_info_pair = self.btc_informative_pair() informative_pairs.update((btc_info_pair, btc_info_timeframe) for btc_info_timeframe in self.btc_info_timeframes) # BTC on 5m: cascade guard, shared by every entry condition that reads it informative_pairs.add((btc_info_pair, self.timeframe)) return list(informative_pairs) @staticmethod def chaikin_money_flow(high, low, close, volume, timeperiod=20): hl_range = high - low mfm = np.zeros_like(close, dtype=np.float64) valid = hl_range != 0 mfm[valid] = ((close[valid] - low[valid]) - (high[valid] - close[valid])) / hl_range[valid] mfv = mfm * volume stacked = np.vstack([mfv, volume]) stacked_clean = np.nan_to_num(stacked, nan=0.0) csum = np.cumsum(stacked_clean, axis=1) csum[:, timeperiod:] -= csum[:, :-timeperiod] out = np.full(stacked.shape, np.nan, dtype=np.float64) out[:, timeperiod - 1 :] = csum[:, timeperiod - 1 :] mfv_sum, vol_sum = out[0], out[1] vol_sum = np.where(vol_sum == 0, np.nan, vol_sum) return mfv_sum / vol_sum @staticmethod def fast_pct_change(arr: np.ndarray) -> np.ndarray: """ Compute the percentage change between consecutive values. The first element is set to NaN. Division-by-zero cases also return NaN instead of producing invalid or infinite values. """ arr = np.asarray(arr, dtype=np.float64) out = np.full(arr.shape, np.nan, dtype=np.float64) prev = arr[:-1] np.divide((arr[1:] - prev), prev, out=out[1:], where=prev != 0) out[1:] *= 100.0 return out @staticmethod def obv_change_pct(obv: np.ndarray) -> np.ndarray: """Measure OBV movement relative to the magnitude of its previous value.""" obv = np.asarray(obv, dtype=np.float64) out = np.full(obv.shape, np.nan, dtype=np.float64) prev = obv[:-1] valid = np.isfinite(prev) & np.isfinite(obv[1:]) & (prev != 0) np.divide(obv[1:] - prev, np.abs(prev), out=out[1:], where=valid) out[1:] *= 100.0 return out @staticmethod def stochrsi_k(rsi_14: np.ndarray, ta_min: np.ndarray, ta_max: np.ndarray, ta_sma: np.ndarray) -> np.ndarray: """ Calculate the %K line of the Stochastic RSI. Stochastic RSI normalizes RSI values relative to their recent 14-period range, then applies a 3-period SMA smoothing. Periods where the RSI range is zero are marked as NaN to prevent invalid values from producing misleading momentum signals. """ rsi_min = ta_min(rsi_14, timeperiod=14) rsi_max = ta_max(rsi_14, timeperiod=14) denom = rsi_max - rsi_min denom = np.where(denom == 0, np.nan, denom) stochrsi = ((rsi_14 - rsi_min) / denom) * 100.0 return ta_sma(stochrsi, timeperiod=3) @staticmethod def calc_kst(close: np.ndarray, ta_roc, ta_sma) -> tuple[np.ndarray, np.ndarray]: roc10 = ta_roc(close, 10) roc15 = ta_roc(close, 15) roc20 = ta_roc(close, 20) roc30 = ta_roc(close, 30) kst1 = ta_sma(roc10, 10) kst2 = ta_sma(roc15, 10) kst3 = ta_sma(roc20, 10) kst4 = ta_sma(roc30, 15) kst_main = kst1 + (2.0 * kst2) + (3.0 * kst3) + (4.0 * kst4) kst_signal = ta_sma(kst_main, 9) return kst_main, kst_signal @staticmethod def validate_indicators(df: pd.DataFrame, columns: list[str], pair: str, timeframe: str) -> None: expected_len = len(df) for col in columns: # Missing column if col not in df.columns: log.warning(f"[{pair}] [{timeframe}] Missing column: {col}") continue series = df[col] # Length check if len(series) != expected_len: log.warning(f"[{pair}] [{timeframe}] {col} length mismatch: {len(series)} != {expected_len}") # Dtype check if not pd.api.types.is_numeric_dtype(series): log.warning(f"[{pair}] [{timeframe}] {col} non-numeric dtype: {series.dtype}") continue arr = series.to_numpy(copy=False) # Empty array protection if arr.size == 0: log.warning(f"[{pair}] [{timeframe}] {col} empty array") continue # Inf check inf_count = np.isinf(arr).sum() if inf_count: log.warning(f"[{pair}] [{timeframe}] {col} contains {inf_count} inf values") # NaN diagnostics nan_count = np.isnan(arr).sum() if nan_count == expected_len: log.warning(f"[{pair}] [{timeframe}] {col} is ALL NaN") elif nan_count: nan_pct = (nan_count / expected_len) * 100.0 if nan_pct > 50.0: log.warning(f"[{pair}] [{timeframe}] {col} has {nan_pct:.1f}% NaN") else: log.debug("[%s] [%s] %s NaNs: %s (%.1f%%)", pair, timeframe, col, nan_count, nan_pct) @staticmethod def np_shift(arr, periods): out = np.empty_like(arr) out[:periods] = np.nan out[periods:] = arr[:-periods] return out # Informative 1d Timeframe Indicators # --------------------------------------------------------------------------------------------- def informative_1d_indicators(self, metadata: dict, info_timeframe) -> DataFrame: debug_time = False if debug_time: tik = time.perf_counter() dp = self.dp fast_pct_change = self.fast_pct_change stochrsi_k_func = self.stochrsi_k chaikin_money_flow = self.chaikin_money_flow ta_rsi = ta.RSI ta_aroon = ta.AROON ta_roc = ta.ROC ta_min = ta.MIN ta_max = ta.MAX ta_sma = ta.SMA ta_stochf = ta.STOCHF ta_mfi = ta.MFI ta_willr = ta.WILLR assert dp, "DataProvider is required for multiple timeframes." # Get dataframe metadata_pair = metadata["pair"] informative_1d = dp.get_pair_dataframe(pair=metadata_pair, timeframe=info_timeframe) # Empty dataframe protection if informative_1d.empty: return informative_1d # ========================================================================= # BASE DATA # ========================================================================= close_np = informative_1d["close"].to_numpy(copy=False) high_np = informative_1d["high"].to_numpy(copy=False) low_np = informative_1d["low"].to_numpy(copy=False) open_np = informative_1d["open"].to_numpy(copy=False) volume_np = informative_1d["volume"].to_numpy(copy=False) # ========================================================================= # CORE INDICATORS # ========================================================================= rsi_3 = ta_rsi(close_np, timeperiod=3) rsi_14 = ta_rsi(close_np, timeperiod=14) aroon_down, aroon_up = ta_aroon(high_np, low_np, timeperiod=14) # ========================================================================= # STOCH # ========================================================================= _, stoch_k = ta_stochf(high_np, low_np, close_np, fastk_period=14, fastd_period=3, fastd_matype=0) stochrsi_k = stochrsi_k_func(rsi_14, ta_min, ta_max, ta_sma) # ========================================================================= # MONEY FLOW # ========================================================================= mfi_14 = ta_mfi(high_np, low_np, close_np, volume_np, timeperiod=14) cmf_20 = chaikin_money_flow(high_np, low_np, close_np, volume_np, timeperiod=20) # ========================================================================= # MOMENTUM # ========================================================================= willr_14 = ta_willr(high_np, low_np, close_np, timeperiod=14) roc_2 = ta_roc(close_np, timeperiod=2) roc_7 = ta_roc(close_np, timeperiod=7) roc_9 = ta_roc(close_np, timeperiod=9) # ========================================================================= # RSI CHANGE % # ========================================================================= rsi3_change = fast_pct_change(rsi_3) # ========================================================================= # CANDLE % # ========================================================================= open_safe = np.where(open_np == 0, np.nan, open_np) change_pct = ((close_np - open_np) / open_safe) * 100.0 # ========================================================================= # WICK % # ========================================================================= max_oc = np.maximum(open_np, close_np) min_oc = np.minimum(open_np, close_np) max_oc_calc = np.where(max_oc == 0, np.nan, max_oc) min_oc_calc = np.where(min_oc == 0, np.nan, min_oc) top_wick_pct = ((high_np - max_oc) / max_oc_calc) * 100.0 bot_wick_pct = np.abs(((low_np - min_oc) / min_oc_calc) * 100.0) # ========================================================================= # HIGH / LOW ROLLING # ========================================================================= high_max_6 = ta_max(high_np, timeperiod=6) high_max_12 = ta_max(high_np, timeperiod=12) high_max_20 = ta_max(high_np, timeperiod=20) high_max_30 = ta_max(high_np, timeperiod=30) low_min_6 = ta_min(low_np, timeperiod=6) low_min_12 = ta_min(low_np, timeperiod=12) low_min_20 = ta_min(low_np, timeperiod=20) low_min_30 = ta_min(low_np, timeperiod=30) bad_trade_exit_indicators = {} if self.system_v4_bad_trade_exit_enable or self.legacy_system_bad_trade_exit_enable: nonzero_low_np = np.where(low_np == 0.0, np.nan, low_np) daily_range_pct_np = (high_np - low_np) / nonzero_low_np * 100.0 bad_trade_exit_indicators = { "EMA_50": ta.EMA(close_np, timeperiod=50), "EMA_200": ta.EMA(close_np, timeperiod=200), "RANGE_PCT_14": ta_sma(daily_range_pct_np, timeperiod=14), } # ========================================================================= # ASSIGN DATAFRAME # ========================================================================= new_cols = pd.DataFrame( { "RSI_3": rsi_3, "RSI_14": rsi_14, "STOCHk_14_3_3": stoch_k, "STOCHRSIk_14_14_3_3": stochrsi_k, "MFI_14": mfi_14, "CMF_20": cmf_20, "WILLR_14": willr_14, "AROONU_14": aroon_up, "AROOND_14": aroon_down, "ROC_2": roc_2, "ROC_7": roc_7, "ROC_9": roc_9, "RSI_3_change_pct": rsi3_change, "change_pct": change_pct, "top_wick_pct": top_wick_pct, "bot_wick_pct": bot_wick_pct, "high_max_6": high_max_6, "high_max_12": high_max_12, "high_max_20": high_max_20, "high_max_30": high_max_30, "low_min_6": low_min_6, "low_min_12": low_min_12, "low_min_20": low_min_20, "low_min_30": low_min_30, **bad_trade_exit_indicators, }, index=informative_1d.index, ) informative_1d = pd.concat([informative_1d, new_cols], axis=1, copy=False) # Enable ONLY during debugging debug = False if debug: debug_cols = [ "RSI_3", "RSI_14", "STOCHk_14_3_3", "STOCHRSIk_14_14_3_3", "MFI_14", "CMF_20", "WILLR_14", "AROONU_14", "AROOND_14", "ROC_2", "ROC_7", "ROC_9", "RSI_3_change_pct", "change_pct", "top_wick_pct", "bot_wick_pct", "high_max_6", "high_max_12", "high_max_20", "high_max_30", "low_min_6", "low_min_12", "low_min_20", "low_min_30", ] if bad_trade_exit_indicators: debug_cols.extend(["EMA_50", "EMA_200", "RANGE_PCT_14"]) self.validate_indicators(df=informative_1d, columns=debug_cols, pair=metadata_pair, timeframe=info_timeframe) # ========================================================================= # LOGGING # ========================================================================= if debug_time: tok = time.perf_counter() log.debug("[%s] informative_1d_indicators took: %.4f seconds.", metadata_pair, tok - tik) return informative_1d # Informative 4h Timeframe Indicators # --------------------------------------------------------------------------------------------- def informative_4h_indicators(self, metadata: dict, info_timeframe) -> DataFrame: debug_time = False if debug_time: tik = time.perf_counter() dp = self.dp fast_pct_change = self.fast_pct_change stochrsi_k_func = self.stochrsi_k chaikin_money_flow = self.chaikin_money_flow calc_kst = self.calc_kst np_shift = self.np_shift ta_rsi = ta.RSI ta_aroon = ta.AROON ta_sma = ta.SMA ta_roc = ta.ROC ta_ema = ta.EMA ta_max = ta.MAX ta_min = ta.MIN ta_bbands = ta.BBANDS ta_stochf = ta.STOCHF ta_mfi = ta.MFI ta_willr = ta.WILLR ta_ultosc = ta.ULTOSC ta_cci = ta.CCI ta_adx = ta.ADX ta_plus_di = ta.PLUS_DI ta_minus_di = ta.MINUS_DI assert dp, "DataProvider is required for multiple timeframes." # Get dataframe metadata_pair = metadata["pair"] informative_4h = dp.get_pair_dataframe(pair=metadata_pair, timeframe=info_timeframe) # Empty dataframe protection if informative_4h.empty: return informative_4h # ========================================================================= # BASE DATA # ========================================================================= close_np = informative_4h["close"].to_numpy(copy=False) high_np = informative_4h["high"].to_numpy(copy=False) low_np = informative_4h["low"].to_numpy(copy=False) open_np = informative_4h["open"].to_numpy(copy=False) volume_np = informative_4h["volume"].to_numpy(copy=False) # ========================================================================= # CORE INDICATORS # ========================================================================= rsi_3 = ta_rsi(close_np, timeperiod=3) rsi_14 = ta_rsi(close_np, timeperiod=14) aroon_down, aroon_up = ta_aroon(high_np, low_np, timeperiod=14) bb_upper_20, _, bb_lower_20 = ta_bbands(close_np, timeperiod=20, nbdevup=2.0, nbdevdn=2.0, matype=0) bbp_20 = (close_np - bb_lower_20) / np.where(bb_upper_20 - bb_lower_20 == 0, np.nan, bb_upper_20 - bb_lower_20) # ========================================================================= # STOCH # ========================================================================= _, stoch_k = ta_stochf(high_np, low_np, close_np, fastk_period=14, fastd_period=3, fastd_matype=0) stochrsi_k = stochrsi_k_func(rsi_14, ta_min, ta_max, ta_sma) # ========================================================================= # KST # ========================================================================= kst_main, kst_signal = calc_kst(close_np, ta_roc, ta_sma) # ========================================================================= # MONEY FLOW # ========================================================================= mfi_14 = ta_mfi(high_np, low_np, close_np, volume_np, timeperiod=14) cmf_20 = chaikin_money_flow(high_np, low_np, close_np, volume_np, timeperiod=20) # ========================================================================= # MOMENTUM # ========================================================================= ema_12 = ta_ema(close_np, timeperiod=12) sma_200 = ta_sma(close_np, timeperiod=200) # SMA_200 below where it was 6 candles back = the slow trend is rolling over. sma_200_prev = np_shift(sma_200, 6) sma_200_dec_6 = sma_200 < sma_200_prev sma_200_inc_6 = sma_200 > sma_200_prev ema_50 = ta_ema(close_np, timeperiod=50) ema_100 = ta_ema(close_np, timeperiod=100) ema_200 = ta_ema(close_np, timeperiod=200) willr_14 = ta_willr(high_np, low_np, close_np, timeperiod=14) uo = ta_ultosc(high_np, low_np, close_np) roc_2 = ta_roc(close_np, timeperiod=2) roc_9 = ta_roc(close_np, timeperiod=9) cci_20 = ta_cci(high_np, low_np, close_np, timeperiod=20) # ========================================================================= # CHANGE % # ========================================================================= rsi_3_change = fast_pct_change(rsi_3) rsi_14_change = fast_pct_change(rsi_14) stochrsi_change = fast_pct_change(stochrsi_k) cci_change = fast_pct_change(cci_20) # ========================================================================= # CANDLE % # ========================================================================= open_safe = np.where(open_np == 0, np.nan, open_np) change_pct = ((close_np - open_np) / open_safe) * 100.0 # ========================================================================= # WICK % # ========================================================================= max_oc = np.maximum(open_np, close_np) max_oc_calc = np.where(max_oc == 0, np.nan, max_oc) top_wick_pct = ((high_np - max_oc) / max_oc_calc) * 100.0 # ========================================================================= # ROLLING # ========================================================================= high_max_6 = ta_max(high_np, timeperiod=6) high_max_12 = ta_max(high_np, timeperiod=12) high_max_24 = ta_max(high_np, timeperiod=24) low_min_12 = ta_min(low_np, timeperiod=12) low_min_24 = ta_min(low_np, timeperiod=24) # ADX/DMI — trend strength + direction (signals 7/505 experimental; NFI's first ADX use) adx_14 = ta_adx(high_np, low_np, close_np, timeperiod=14) plus_di_14 = ta_plus_di(high_np, low_np, close_np, timeperiod=14) minus_di_14 = ta_minus_di(high_np, low_np, close_np, timeperiod=14) # ========================================================================= # ASSIGN DATAFRAME # ========================================================================= new_cols = pd.DataFrame( { "RSI_3": rsi_3, "RSI_14": rsi_14, "ADX_14": adx_14, "PLUS_DI_14": plus_di_14, "MINUS_DI_14": minus_di_14, "AROONU_14": aroon_up, "AROOND_14": aroon_down, "BBP_20_2.0": bbp_20, "STOCHk_14_3_3": stoch_k, "STOCHRSIk_14_14_3_3": stochrsi_k, "KST_10_15_20_30_10_10_10_15": kst_main, "KSTs_9": kst_signal, "MFI_14": mfi_14, "CMF_20": cmf_20, "EMA_12": ema_12, "EMA_50": ema_50, "EMA_100": ema_100, "EMA_200": ema_200, "SMA_200_dec_6": sma_200_dec_6, "SMA_200_inc_6": sma_200_inc_6, "WILLR_14": willr_14, "UO_7_14_28": uo, "ROC_2": roc_2, "ROC_9": roc_9, "CCI_20": cci_20, "STOCHRSIk_14_14_3_3_change_pct": stochrsi_change, "CCI_20_change_pct": cci_change, "RSI_3_change_pct": rsi_3_change, "RSI_14_change_pct": rsi_14_change, "change_pct": change_pct, "top_wick_pct": top_wick_pct, "high_max_6": high_max_6, "high_max_12": high_max_12, "high_max_24": high_max_24, "low_min_12": low_min_12, "low_min_24": low_min_24, }, index=informative_4h.index, ) informative_4h = pd.concat([informative_4h, new_cols], axis=1, copy=False) # Enable ONLY during debugging debug = False if debug: debug_cols = [ "RSI_3", "RSI_14", "AROONU_14", "AROOND_14", "STOCHk_14_3_3", "STOCHRSIk_14_14_3_3", "KST_10_15_20_30_10_10_10_15", "KSTs_9", "MFI_14", "CMF_20", "EMA_12", "EMA_50", "EMA_100", "EMA_200", "WILLR_14", "UO_7_14_28", "ROC_2", "ROC_9", "CCI_20", "STOCHRSIk_14_14_3_3_change_pct", "CCI_20_change_pct", "RSI_3_change_pct", "RSI_14_change_pct", "OBV_change_pct", "change_pct", "high_max_6", "high_max_12", "high_max_24", "low_min_12", "low_min_24", ] self.validate_indicators(df=informative_4h, columns=debug_cols, pair=metadata_pair, timeframe=info_timeframe) # ========================================================================= # LOGGING # ========================================================================= if debug_time: tok = time.perf_counter() log.debug("[%s] informative_4h_indicators took: %.4f seconds.", metadata_pair, tok - tik) return informative_4h # Informative 1h Timeframe Indicators # --------------------------------------------------------------------------------------------- def informative_1h_indicators(self, metadata: dict, info_timeframe) -> DataFrame: debug_time = False if debug_time: tik = time.perf_counter() dp = self.dp fast_pct_change = self.fast_pct_change stochrsi_k_func = self.stochrsi_k chaikin_money_flow = self.chaikin_money_flow calc_kst = self.calc_kst np_shift = self.np_shift ta_rsi = ta.RSI ta_bbands = ta.BBANDS ta_aroon = ta.AROON ta_sma = ta.SMA ta_roc = ta.ROC ta_ema = ta.EMA ta_willr = ta.WILLR ta_max = ta.MAX ta_min = ta.MIN ta_stochf = ta.STOCHF ta_mfi = ta.MFI ta_cci = ta.CCI ta_ultosc = ta.ULTOSC assert dp, "DataProvider is required for multiple timeframes." # ========================================================================= # GET DATAFRAME # ========================================================================= metadata_pair = metadata["pair"] informative_1h = dp.get_pair_dataframe(pair=metadata_pair, timeframe=info_timeframe) # Empty dataframe protection if informative_1h.empty: informative_1h["s174_event"] = Series(index=informative_1h.index, dtype=float) return informative_1h # ========================================================================= # BASE DATA # ========================================================================= close_np = informative_1h["close"].to_numpy(copy=False) high_np = informative_1h["high"].to_numpy(copy=False) low_np = informative_1h["low"].to_numpy(copy=False) open_np = informative_1h["open"].to_numpy(copy=False) volume_np = informative_1h["volume"].to_numpy(copy=False) # ========================================================================= # CORE INDICATORS # ========================================================================= rsi_3 = ta_rsi(close_np, timeperiod=3) rsi_14 = ta_rsi(close_np, timeperiod=14) bb_upper, bb_middle, bb_lower = ta_bbands(close_np, timeperiod=20, nbdevup=2.0, nbdevdn=2.0, matype=0) bb_middle_safe = np.where(bb_middle == 0, np.nan, bb_middle) aroon_down, aroon_up = ta_aroon(high_np, low_np, timeperiod=14) # ========================================================================= # STOCH # ========================================================================= _, stoch_k = ta_stochf(high_np, low_np, close_np, fastk_period=14, fastd_period=3, fastd_matype=0) stochrsi_k = stochrsi_k_func(rsi_14, ta_min, ta_max, ta_sma) # ========================================================================= # KST # ========================================================================= kst_main, kst_signal = calc_kst(close_np, ta_roc, ta_sma) # ========================================================================= # MONEY FLOW # ========================================================================= mfi_14 = ta_mfi(high_np, low_np, close_np, volume_np, timeperiod=14) cmf_20 = chaikin_money_flow(high_np, low_np, close_np, volume_np, timeperiod=20) # ========================================================================= # MOMENTUM # ========================================================================= ema_12 = ta_ema(close_np, timeperiod=12) ema_200 = ta_ema(close_np, timeperiod=200) sma_16 = ta_sma(close_np, timeperiod=16) sma_200 = ta_sma(close_np, timeperiod=200) # SMA_200 below where it was 12 candles back = the slow trend is rolling over. sma_200_prev = np_shift(sma_200, 12) sma_200_dec_12 = sma_200 < sma_200_prev sma_200_inc_12 = sma_200 > sma_200_prev willr_14 = ta_willr(high_np, low_np, close_np, timeperiod=14) willr_84 = ta_willr(high_np, low_np, close_np, timeperiod=84) uo = ta_ultosc(high_np, low_np, close_np) roc_2 = ta_roc(close_np, timeperiod=2) roc_9 = ta_roc(close_np, timeperiod=9) cci_20 = ta_cci(high_np, low_np, close_np, timeperiod=20) # ========================================================================= # CHANGE % # ========================================================================= rsi_3_change = fast_pct_change(rsi_3) rsi_14_change = fast_pct_change(rsi_14) cci_change = fast_pct_change(cci_20) # ========================================================================= # CANDLE % # ========================================================================= open_safe = np.where(open_np == 0, np.nan, open_np) change_pct = ((close_np - open_np) / open_safe) * 100.0 # ========================================================================= # ROLLING # ========================================================================= high_max_6 = ta_max(high_np, timeperiod=6) high_max_12 = ta_max(high_np, timeperiod=12) high_max_24 = ta_max(high_np, timeperiod=24) low_min_6 = ta_min(low_np, timeperiod=6) low_min_12 = ta_min(low_np, timeperiod=12) low_min_24 = ta_min(low_np, timeperiod=24) new_cols = pd.DataFrame( { "RSI_3": rsi_3, "RSI_14": rsi_14, "RSI_3_change_pct": rsi_3_change, "RSI_14_change_pct": rsi_14_change, "EMA_12": ema_12, "EMA_200": ema_200, "SMA_200_dec_12": sma_200_dec_12, "SMA_200_inc_12": sma_200_inc_12, "SMA_16": sma_16, "BBL_20_2.0": bb_lower, "BBU_20_2.0": bb_upper, "BBB_20_2.0": ((bb_upper - bb_lower) / bb_middle_safe) * 100.0, "MFI_14": mfi_14, "CMF_20": cmf_20, "WILLR_14": willr_14, "WILLR_84": willr_84, "AROONU_14": aroon_up, "AROOND_14": aroon_down, "STOCHk_14_3_3": stoch_k, "STOCHRSIk_14_14_3_3": stochrsi_k, "KST_10_15_20_30_10_10_10_15": kst_main, "KSTs_9": kst_signal, "UO_7_14_28": uo, "ROC_2": roc_2, "ROC_9": roc_9, "CCI_20": cci_20, "CCI_20_change_pct": cci_change, "change_pct": change_pct, "high_max_6": high_max_6, "high_max_12": high_max_12, "high_max_24": high_max_24, "low_min_6": low_min_6, "low_min_12": low_min_12, "low_min_24": low_min_24, }, index=informative_1h.index, ) # Closed-hour 20-candle breakout after a strictly narrower prior NR4 candle. prices = informative_1h[["open", "high", "low", "close", "volume"]] valid = ( prices.notna().all(axis=1) & ~prices.isin([np.inf, -np.inf]).any(axis=1) & (prices > 0).all(axis=1) & (informative_1h["high"] >= informative_1h[["open", "close", "low"]].max(axis=1)) & (informative_1h["low"] <= informative_1h[["open", "close"]].min(axis=1)) ) contiguous = informative_1h["date"].diff().eq(timedelta(hours=1)) ready = valid.rolling(21, min_periods=21).sum().eq(21) & contiguous.rolling(20, min_periods=20).sum().eq(20) previous_close = informative_1h["close"].shift(1) true_range = DataFrame( { "range": informative_1h["high"] - informative_1h["low"], "high_gap": (informative_1h["high"] - previous_close).abs(), "low_gap": (informative_1h["low"] - previous_close).abs(), } ).max(axis=1) atr = true_range.ewm(alpha=1 / 20, adjust=False, min_periods=20).mean().shift(1) prior_high = informative_1h["high"].rolling(20, min_periods=20).max().shift(1) state = ready & np.isfinite(atr) & (atr > 0) & (informative_1h["close"] > prior_high) hourly_range = informative_1h["high"] - informative_1h["low"] prior_range = hourly_range.shift(1) nr4 = (prior_range > 0) & (prior_range < hourly_range.shift(2).rolling(3, min_periods=3).min()) # 0/1 like the rest of the pattern columns, so a NaN the merge leaves behind reads as false new_cols["s174_event"] = (state & ~state.shift(1, fill_value=False) & nr4).astype(float) informative_1h = pd.concat([informative_1h, new_cols], axis=1, copy=False) # Enable ONLY during debugging debug = False if debug: debug_cols = [ "RSI_3", "RSI_14", "RSI_3_change_pct", "RSI_14_change_pct", "EMA_12", "EMA_200", "SMA_16", "BBL_20_2.0", "BBU_20_2.0", "BBB_20_2.0", "MFI_14", "CMF_20", "WILLR_14", "WILLR_84", "AROONU_14", "AROOND_14", "STOCHk_14_3_3", "STOCHRSIk_14_14_3_3", "KST_10_15_20_30_10_10_10_15", "KSTs_9", "UO_7_14_28", "ROC_2", "ROC_9", "CCI_20", "CCI_20_change_pct", "change_pct", "high_max_6", "high_max_12", "high_max_24", "low_min_6", "low_min_12", "low_min_24", ] self.validate_indicators(df=informative_1h, columns=debug_cols, pair=metadata_pair, timeframe=info_timeframe) # ========================================================================= # LOGGING # ========================================================================= if debug_time: tok = time.perf_counter() log.debug("[%s] informative_1h_indicators took: %.4f seconds.", metadata_pair, tok - tik) return informative_1h # Informative 15m Timeframe Indicators # --------------------------------------------------------------------------------------------- def informative_15m_indicators(self, metadata: dict, info_timeframe) -> DataFrame: debug_time = False if debug_time: tik = time.perf_counter() dp = self.dp fast_pct_change = self.fast_pct_change stochrsi_k_func = self.stochrsi_k chaikin_money_flow = self.chaikin_money_flow obv_change_pct = self.obv_change_pct ta_rsi = ta.RSI ta_aroon = ta.AROON ta_ema = ta.EMA ta_min = ta.MIN ta_max = ta.MAX ta_sma = ta.SMA ta_stochf = ta.STOCHF ta_mfi = ta.MFI ta_willr = ta.WILLR ta_ultosc = ta.ULTOSC ta_obv = ta.OBV ta_roc = ta.ROC ta_cci = ta.CCI assert dp, "DataProvider is required for multiple timeframes." # ========================================================================= # GET DATAFRAME # ========================================================================= metadata_pair = metadata["pair"] informative_15m = dp.get_pair_dataframe(pair=metadata_pair, timeframe=info_timeframe) # Empty dataframe protection if informative_15m.empty: return informative_15m # ========================================================================= # BASE DATA # ========================================================================= close_np = informative_15m["close"].to_numpy(copy=False) high_np = informative_15m["high"].to_numpy(copy=False) low_np = informative_15m["low"].to_numpy(copy=False) open_np = informative_15m["open"].to_numpy(copy=False) volume_np = informative_15m["volume"].to_numpy(copy=False) # ========================================================================= # CORE INDICATORS # ========================================================================= rsi_3 = ta_rsi(close_np, timeperiod=3) rsi_14 = ta_rsi(close_np, timeperiod=14) aroon_down, aroon_up = ta_aroon(high_np, low_np, timeperiod=14) # ========================================================================= # STOCH # ========================================================================= _, stoch_k = ta_stochf(high_np, low_np, close_np, fastk_period=14, fastd_period=3, fastd_matype=0) stochrsi_k = stochrsi_k_func(rsi_14, ta_min, ta_max, ta_sma) # ========================================================================= # MONEY FLOW # ========================================================================= mfi_14 = ta_mfi(high_np, low_np, close_np, volume_np, timeperiod=14) cmf_20 = chaikin_money_flow(high_np, low_np, close_np, volume_np, timeperiod=20) # ========================================================================= # MOMENTUM # ========================================================================= ema_12 = ta_ema(close_np, timeperiod=12) ema_20 = ta_ema(close_np, timeperiod=20) ema_26 = ta_ema(close_np, timeperiod=26) ema_50 = ta_ema(close_np, timeperiod=50) ema_200 = ta_ema(close_np, timeperiod=200) willr_14 = ta_willr(high_np, low_np, close_np, timeperiod=14) uo = ta_ultosc(high_np, low_np, close_np) obv = ta_obv(close_np, volume_np) roc_9 = ta_roc(close_np, timeperiod=9) cci_20 = ta_cci(high_np, low_np, close_np, timeperiod=20) # ========================================================================= # CHANGE % # ========================================================================= rsi_3_change = fast_pct_change(rsi_3) rsi_14_change = fast_pct_change(rsi_14) uo_change = fast_pct_change(uo) obv_change = obv_change_pct(obv) cci_change = fast_pct_change(cci_20) # ========================================================================= # CANDLE % # ========================================================================= open_safe = np.where(open_np == 0, np.nan, open_np) change_pct = ((close_np - open_np) / open_safe) * 100.0 new_cols = pd.DataFrame( { "RSI_3": rsi_3, "RSI_14": rsi_14, "RSI_3_change_pct": rsi_3_change, "RSI_14_change_pct": rsi_14_change, "EMA_12": ema_12, "EMA_20": ema_20, "EMA_26": ema_26, "EMA_50": ema_50, "EMA_200": ema_200, "MFI_14": mfi_14, "CMF_20": cmf_20, "WILLR_14": willr_14, "AROONU_14": aroon_up, "AROOND_14": aroon_down, "STOCHk_14_3_3": stoch_k, "STOCHRSIk_14_14_3_3": stochrsi_k, "UO_7_14_28": uo, "UO_7_14_28_change_pct": uo_change, "OBV_change_pct": obv_change, "ROC_9": roc_9, "CCI_20": cci_20, "CCI_20_change_pct": cci_change, "change_pct": change_pct, }, index=informative_15m.index, ) informative_15m = pd.concat([informative_15m, new_cols], axis=1, copy=False) # Enable ONLY during debugging debug = False if debug: debug_cols = [ "RSI_3", "RSI_14", "RSI_3_change_pct", "RSI_14_change_pct", "EMA_12", "EMA_20", "EMA_26", "EMA_50", "EMA_200", "MFI_14", "CMF_20", "WILLR_14", "AROONU_14", "AROOND_14", "STOCHk_14_3_3", "STOCHRSIk_14_14_3_3", "UO_7_14_28", "UO_7_14_28_change_pct", "OBV_change_pct", "ROC_9", "CCI_20", "CCI_20_change_pct", "change_pct", ] self.validate_indicators(df=informative_15m, columns=debug_cols, pair=metadata_pair, timeframe=info_timeframe) # ========================================================================= # LOGGING # ========================================================================= if debug_time: tok = time.perf_counter() log.debug("[%s] informative_15m_indicators took: %.4f seconds.", metadata_pair, tok - tik) return informative_15m @staticmethod def run_index(key: np.ndarray) -> tuple: """Start index and run id of each run of equal keys (key must be sorted).""" change = np.empty(key.size, dtype=bool) change[0] = True change[1:] = key[1:] != key[:-1] return np.flatnonzero(change), np.cumsum(change) - 1 # Coin Pair Base Timeframe Indicators # --------------------------------------------------------------------------------------------- def base_tf_5m_indicators(self, metadata: dict, df: DataFrame) -> DataFrame: debug_time = False if debug_time: tik = time.perf_counter() metadata_pair = metadata["pair"] fast_pct_change = self.fast_pct_change stochrsi_k_func = self.stochrsi_k chaikin_money_flow = self.chaikin_money_flow calc_kst = self.calc_kst np_shift = self.np_shift obv_change_pct = self.obv_change_pct ta_rsi = ta.RSI ta_bbands = ta.BBANDS ta_aroon = ta.AROON ta_sma = ta.SMA ta_roc = ta.ROC ta_willr = ta.WILLR ta_ema = ta.EMA ta_max = ta.MAX ta_min = ta.MIN ta_stochf = ta.STOCHF ta_obv = ta.OBV ta_mfi = ta.MFI ta_sum = ta.SUM ta_stddev = ta.STDDEV # ========================================================================= # BASE DATA # ========================================================================= close_np = df["close"].to_numpy(copy=False) high_np = df["high"].to_numpy(copy=False) low_np = df["low"].to_numpy(copy=False) open_np = df["open"].to_numpy(copy=False) volume_np = df["volume"].to_numpy(copy=False) # ========================================================================= # CORE INDICATORS # ========================================================================= rsi_3 = ta_rsi(close_np, timeperiod=3) rsi_4 = ta_rsi(close_np, timeperiod=4) rsi_14 = ta_rsi(close_np, timeperiod=14) rsi_20 = ta_rsi(close_np, timeperiod=20) bb_upper_20, bb_middle_20, bb_lower_20 = ta_bbands(close_np, timeperiod=20, nbdevup=2.0, nbdevdn=2.0, matype=0) bb_middle_20_safe = np.where(bb_middle_20 == 0, np.nan, bb_middle_20) bb_above_mask = close_np > bb_upper_20 bb_below_mask = close_np < bb_lower_20 idx = np.arange(close_np.size) last_false_above_idx = np.maximum.accumulate(np.where(bb_above_mask, -1, idx)) bb_above_count = idx - last_false_above_idx last_false_below_idx = np.maximum.accumulate(np.where(bb_below_mask, -1, idx)) bb_below_count = idx - last_false_below_idx bb_upper_40, bb_middle_40, bb_lower_40 = ta_bbands(close_np, timeperiod=40, nbdevup=2.0, nbdevdn=2.0, matype=0) aroon_down, aroon_up = ta_aroon(high_np, low_np, timeperiod=14) bbb_20 = ((bb_upper_20 - bb_lower_20) / bb_middle_20_safe) * 100.0 bbd_40 = np.abs(bb_middle_40 - bb_lower_40) bbt_40 = np.abs(close_np - bb_lower_40) # ========================================================================= # STOCH RSI # ========================================================================= stochrsi_k = stochrsi_k_func(rsi_14, ta_min, ta_max, ta_sma) # ========================================================================= # KST # ========================================================================= kst_main, kst_signal = calc_kst(close_np, ta_roc, ta_sma) # ========================================================================= # MONEY FLOW # ========================================================================= mfi_14 = ta_mfi(high_np, low_np, close_np, volume_np, timeperiod=14) cmf_20 = chaikin_money_flow(high_np, low_np, close_np, volume_np, timeperiod=20) # ========================================================================= # MOMENTUM # ========================================================================= ema_9 = ta_ema(close_np, timeperiod=9) ema_12 = ta_ema(close_np, timeperiod=12) ema_16 = ta_ema(close_np, timeperiod=16) ema_20 = ta_ema(close_np, timeperiod=20) ema_26 = ta_ema(close_np, timeperiod=26) ema_50 = ta_ema(close_np, timeperiod=50) ema_100 = ta_ema(close_np, timeperiod=100) ema_200 = ta_ema(close_np, timeperiod=200) sma_9 = ta_sma(close_np, timeperiod=9) sma_16 = ta_sma(close_np, timeperiod=16) sma_21 = ta_sma(close_np, timeperiod=21) sma_30 = ta_sma(close_np, timeperiod=30) sma_200 = ta_sma(close_np, timeperiod=200) # SMA_200 below where it was 24 candles back = the slow trend is rolling over. sma_200_prev = np_shift(sma_200, 24) sma_200_dec_24 = sma_200 < sma_200_prev sma_200_inc_24 = sma_200 > sma_200_prev willr_14 = ta_willr(high_np, low_np, close_np, timeperiod=14) willr_480 = ta_willr(high_np, low_np, close_np, timeperiod=480) roc_2 = ta_roc(close_np, timeperiod=2) roc_9 = ta_roc(close_np, timeperiod=9) obv = ta_obv(close_np, volume_np) # ========================================================================= # CHANGE % # ========================================================================= rsi_14_change = fast_pct_change(rsi_14) obv_change = obv_change_pct(obv) # ========================================================================= # CANDLE % # ========================================================================= open_safe = np.where(open_np == 0, np.nan, open_np) change_pct = ((close_np - open_np) / open_safe) * 100.0 # ========================================================================= # Close delta # ========================================================================= close_delta = np.empty_like(close_np, dtype=np.float64) close_delta[0] = np.nan close_delta[1:] = np.abs(np.diff(close_np)) # ========================================================================= # Rolling values # ========================================================================= close_max_6 = ta_max(close_np, timeperiod=6) close_max_12 = ta_max(close_np, timeperiod=12) close_max_48 = ta_max(close_np, timeperiod=48) close_min_6 = ta_min(close_np, timeperiod=6) close_min_12 = ta_min(close_np, timeperiod=12) close_min_48 = ta_min(close_np, timeperiod=48) num_empty_288 = ta_sum((volume_np <= 0).astype(np.float64), timeperiod=288) # ========================================================================= # Leviathan volume/CVD-imitation columns # ========================================================================= vol_ema_20 = ta_ema(volume_np, timeperiod=20) vol_std_20 = ta_stddev(volume_np, timeperiod=20, nbdev=1.0) * np.sqrt(20.0 / 19.0) large_bubble_thr = vol_ema_20 + 3.0 * vol_std_20 hl_range = high_np - low_np body = np.abs(close_np - open_np) hl_range_safe = np.where(hl_range == 0.0, np.nan, hl_range) cvd_buy_vol = volume_np * (close_np - low_np) / hl_range_safe cvd_sell_vol = volume_np * (high_np - close_np) / hl_range_safe # ========================================================================= # QUAD ROTATION STOCHASTICS + pivot windows (signals 192/193 long, 592/593 short — experimental) # ========================================================================= quad_s93 = ta_stochf(high_np, low_np, close_np, fastk_period=9, fastd_period=3, fastd_matype=0)[0] quad_s143 = ta_stochf(high_np, low_np, close_np, fastk_period=14, fastd_period=3, fastd_matype=0)[0] quad_s44 = ta_stochf(high_np, low_np, close_np, fastk_period=4, fastd_period=4, fastd_matype=0)[0] quad_s6010 = ta_stochf(high_np, low_np, close_np, fastk_period=60, fastd_period=10, fastd_matype=0)[0] quad_low_min_12 = ta_min(low_np, timeperiod=12) quad_high_max_12 = ta_max(high_np, timeperiod=12) quad_s93_min_12 = ta_min(quad_s93, timeperiod=12) quad_s93_max_12 = ta_max(quad_s93, timeperiod=12) # ========================================================================= # 4H OPENING RANGE (UTC day) — signals 164/662 (experimental, Data Trader port) # ========================================================================= _HOUR_NS = 3_600_000_000_000 _DAY_NS = 86_400_000_000_000 _t_ns = df["date"].dt.tz_localize(None).to_numpy().astype("datetime64[ns]").view("int64") _day_key = _t_ns // _DAY_NS _hour_of_day = (_t_ns - _day_key * _DAY_NS) // _HOUR_NS _or_first4h = _hour_of_day < 4 _day_starts, _day_id = self.run_index(_day_key) _day_h = np.fmax.reduceat(np.where(_or_first4h, high_np, np.nan), _day_starts) _day_l = np.fmin.reduceat(np.where(_or_first4h, low_np, np.nan), _day_starts) orange_h_col = np.where(_or_first4h, np.nan, _day_h[_day_id]) orange_l_col = np.where(_or_first4h, np.nan, _day_l[_day_id]) # ========================================================================= # SQUEEZE MOMENTUM (LazyBear) — signals 166/664 (experimental): BB inside Keltner = coil # ========================================================================= _sq_ma = ta_sma(close_np, timeperiod=20) _sq_rng = ta_sma(hl_range, timeperiod=20) _sq_kc_u = _sq_ma + 1.5 * _sq_rng _sq_kc_l = _sq_ma - 1.5 * _sq_rng sqz_on_col = ((bb_lower_20 > _sq_kc_l) & (bb_upper_20 < _sq_kc_u)).astype(np.float64) sqz_cnt24_col = ta_sum(sqz_on_col, timeperiod=24) # ========================================================================= # Engulfing candle pattern — signals 167/665 (experimental): opposite-color body engulf # ========================================================================= _eng_po = np.empty_like(open_np) _eng_pc = np.empty_like(close_np) _eng_po[0] = _eng_pc[0] = np.nan _eng_po[1:] = open_np[:-1] _eng_pc[1:] = close_np[:-1] engulf_bull_col = ( (_eng_pc < _eng_po) & (close_np > open_np) & (close_np >= _eng_po) & (open_np <= _eng_pc) ).astype(float) engulf_bear_col = ( (_eng_pc > _eng_po) & (close_np < open_np) & (close_np <= _eng_po) & (open_np >= _eng_pc) ).astype(float) # ========================================================================= # Swing-failure pattern (SFP) — signals 168/666 (experimental): sweep & reclaim of the prior 48-candle extreme # ========================================================================= _sfp_prev_low = np_shift(ta_min(low_np, timeperiod=48), 1) _sfp_prev_high = np_shift(ta_max(high_np, timeperiod=48), 1) sfp_bull_col = ((low_np < _sfp_prev_low) & (close_np > _sfp_prev_low)).astype(float) sfp_bear_col = ((high_np > _sfp_prev_high) & (close_np < _sfp_prev_high)).astype(float) # ========================================================================= # 1h inside-bar breakout — signals 169/667 (experimental): source insists on 1h+ candles # ========================================================================= _t_ns = df["date"].dt.tz_localize(None).to_numpy().astype("datetime64[ns]").view("int64") _hr_starts, _ib_codes = self.run_index(_t_ns // _HOUR_NS) _ib_hh = np.fmax.reduceat(high_np, _hr_starts) _ib_ll = np.fmin.reduceat(low_np, _hr_starts) _ib_flag = np.zeros(len(_ib_hh), dtype=np.float64) _ib_flag[1:] = (_ib_hh[1:] < _ib_hh[:-1]) & (_ib_ll[1:] > _ib_ll[:-1]) _ib_mh = np.full(len(_ib_hh), np.nan, dtype=np.float64) _ib_ml = np.full(len(_ib_hh), np.nan, dtype=np.float64) _ib_mh[1:] = _ib_hh[:-1] _ib_ml[1:] = _ib_ll[:-1] _ib_prev_codes = _ib_codes - 1 _ib_valid = _ib_prev_codes >= 0 ib_ready_col = np.zeros(len(df), dtype=np.float64) ib_mother_h_col = np.full(len(df), np.nan, dtype=np.float64) ib_mother_l_col = np.full(len(df), np.nan, dtype=np.float64) ib_ready_col[_ib_valid] = _ib_flag[_ib_prev_codes[_ib_valid]] ib_mother_h_col[_ib_valid] = _ib_mh[_ib_prev_codes[_ib_valid]] ib_mother_l_col[_ib_valid] = _ib_ml[_ib_prev_codes[_ib_valid]] # ========================================================================= # Crash-bounce hunter — signal 170 (experimental): rolling 24h return for capitulation context # ========================================================================= roc_288_col = ta_roc(close_np, timeperiod=288) _vol_ma = ta_sma(volume_np, timeperiod=288) vol_rel_col = np.divide(volume_np, _vol_ma, out=np.full_like(_vol_ma, np.nan), where=_vol_ma > 0) # ========================================================================= # Pump hunter — signal 171 (experimental): rolling 24h return + relative volume + first-fire dedup # ========================================================================= _ph_prev_max = np_shift(close_max_48, 1) _ph_cross = ((close_np > _ph_prev_max) & (_eng_pc <= _ph_prev_max)).astype(float) _ph_h12 = np_shift(quad_high_max_12, 1) _ph_l12 = np_shift(quad_low_min_12, 1) ph_cross_cnt12_col = ta_sum(_ph_cross, timeperiod=12) _ph_low288 = ta_min(low_np, timeperiod=288) ph_base_pos_col = ( np.divide(close_np - _ph_low288, close_np, out=np.full_like(close_np, np.nan), where=close_np > 0) * 100.0 ) ph_pre_tight_col = ( np.divide(_ph_h12 - _ph_l12, close_np, out=np.full_like(close_np, np.nan), where=close_np > 0) * 100.0 ) # ========================================================================= # Marubozu — signals 172/670 (experimental): full-body candle = pure momentum ignition # ========================================================================= _mrb_rng = hl_range _mrb_body_ratio = np.divide(body, _mrb_rng, out=np.zeros_like(_mrb_rng), where=_mrb_rng > 0) _mrb_body_pct = np.divide(body, close_np, out=np.zeros_like(close_np), where=close_np > 0) mrb_bull_col = ((close_np > open_np) & (_mrb_body_ratio > 0.9) & (_mrb_body_pct > 0.005)).astype(float) mrb_bear_col = ((close_np < open_np) & (_mrb_body_ratio > 0.9) & (_mrb_body_pct > 0.005)).astype(float) # ========================================================================= # Dump hunter — signal 669 (experimental): mirror of the pump hunter (171) # ========================================================================= dh_prev_min_col = np_shift(close_min_48, 1) _pb_body = body _pb_lower = np.minimum(open_np, close_np) - low_np _pb_upper = high_np - np.maximum(open_np, close_np) _pb_body_safe = np.where(_pb_body > 0, _pb_body, np.nan) hammer_col = ( (_pb_lower > 2.0 * _pb_body_safe) & (_pb_upper < 0.5 * _pb_body_safe) & (_pb_lower > close_np * 0.004) ).astype(float) star_col = ( (_pb_upper > 2.0 * _pb_body_safe) & (_pb_lower < 0.5 * _pb_body_safe) & (_pb_upper > close_np * 0.004) ).astype(float) # ========================================================================= # Donchian 7-day channel — signals 8/506 (experimental): turtle-style macro breakout # ========================================================================= dc_high_7d_col = np_shift(ta_max(close_np, timeperiod=2016), 1) dc_low_7d_col = np_shift(ta_min(close_np, timeperiod=2016), 1) # ========================================================================= # Assign dataframes # ========================================================================= new_cols = pd.DataFrame( { "RSI_3": rsi_3, "RSI_4": rsi_4, "IB_READY": ib_ready_col, "IB_MOTHER_H": ib_mother_h_col, "IB_MOTHER_L": ib_mother_l_col, "ROC_288": roc_288_col, "VOL_REL": vol_rel_col, "PH_CROSS_CNT_12": ph_cross_cnt12_col, "PH_BASE_POS": ph_base_pos_col, "PH_PRE_TIGHT": ph_pre_tight_col, "MRB_BULL": mrb_bull_col, "MRB_BEAR": mrb_bear_col, "DH_PREV_MIN": dh_prev_min_col, "PB_HAMMER": hammer_col, "PB_STAR": star_col, "DC_HIGH_7D": dc_high_7d_col, "DC_LOW_7D": dc_low_7d_col, "ENGULF_BULL": engulf_bull_col, "ENGULF_BEAR": engulf_bear_col, "SFP_BULL": sfp_bull_col, "SFP_BEAR": sfp_bear_col, "RSI_14": rsi_14, "RSI_20": rsi_20, "RSI_14_change_pct": rsi_14_change, "EMA_9": ema_9, "EMA_12": ema_12, "EMA_16": ema_16, "EMA_20": ema_20, "EMA_26": ema_26, "EMA_50": ema_50, "EMA_100": ema_100, "EMA_200": ema_200, "SMA_9": sma_9, "SMA_16": sma_16, "SMA_21": sma_21, "SMA_30": sma_30, "SMA_200": sma_200, "SMA_200_dec_24": sma_200_dec_24, "SMA_200_inc_24": sma_200_inc_24, "BBL_20_2.0": bb_lower_20, "BBU_20_2.0": bb_upper_20, "BBB_20_2.0": bbb_20, "BBL_40_2.0": bb_lower_40, "BBD_40_2.0": bbd_40, "BBT_40_2.0": bbt_40, "BB_ABOVE_COUNT": bb_above_count, "BB_BELOW_COUNT": bb_below_count, "MFI_14": mfi_14, "CMF_20": cmf_20, "WILLR_14": willr_14, "WILLR_480": willr_480, "AROONU_14": aroon_up, "AROOND_14": aroon_down, "STOCHRSIk_14_14_3_3": stochrsi_k, "KST_10_15_20_30_10_10_10_15": kst_main, "KSTs_9": kst_signal, "ROC_2": roc_2, "ROC_9": roc_9, "change_pct": change_pct, "OBV_change_pct": obv_change, "close_delta": close_delta, "close_max_6": close_max_6, "close_max_12": close_max_12, "close_max_48": close_max_48, "close_min_6": close_min_6, "close_min_12": close_min_12, "close_min_48": close_min_48, "num_empty_288": num_empty_288, "LARGE_BUBBLE_THR": large_bubble_thr, "CVD_BUY_VOL": cvd_buy_vol, "CVD_SELL_VOL": cvd_sell_vol, "ORANGE_H": orange_h_col, "ORANGE_L": orange_l_col, "SQZ_ON": sqz_on_col, "SQZ_CNT_24": sqz_cnt24_col, "STOCH_9_3": quad_s93, "STOCH_14_3": quad_s143, "STOCH_4_4": quad_s44, "STOCH_60_10": quad_s6010, "QUAD_LOW_MIN_12": quad_low_min_12, "QUAD_HIGH_MAX_12": quad_high_max_12, "QUAD_S93_MIN_12": quad_s93_min_12, "QUAD_S93_MAX_12": quad_s93_max_12, }, index=df.index, ) df = pd.concat([df, new_cols], axis=1, copy=False) # Enable ONLY during debugging debug = False if debug: debug_cols = [ "RSI_3", "RSI_4", "RSI_14", "RSI_20", "RSI_14_change_pct", "EMA_9", "EMA_12", "EMA_16", "EMA_20", "EMA_26", "EMA_50", "EMA_100", "EMA_200", "SMA_9", "SMA_16", "SMA_21", "SMA_30", "SMA_200", "BBL_20_2.0", "BBU_20_2.0", "BBB_20_2.0", "BBL_40_2.0", "BBD_40_2.0", "BBT_40_2.0", "MFI_14", "CMF_20", "WILLR_14", "WILLR_480", "AROONU_14", "AROOND_14", "STOCHRSIk_14_14_3_3", "KST_10_15_20_30_10_10_10_15", "KSTs_9", "ROC_2", "ROC_9", "change_pct", "close_delta", "close_max_6", "close_max_12", "close_max_48", "close_min_6", "close_min_12", "close_min_48", "num_empty_288", "LARGE_BUBBLE_THR", "CVD_BUY_VOL", "CVD_SELL_VOL", ] self.validate_indicators(df=df, columns=debug_cols, pair=metadata_pair, timeframe=self.timeframe) # ========================================================================= # GLOBAL PROTECTIONS # ========================================================================= if not self.config["runmode"].value in ("live", "dry_run"): df["bt_agefilter_ok"] = False df.loc[df.index > (12 * 24 * self.bt_min_age_days), "bt_agefilter_ok"] = True else: df["live_data_ok"] = ta_min(volume_np, timeperiod=72) > 0 # ========================================================================= # LOGGING # ========================================================================= if debug_time: tok = time.perf_counter() log.debug("[%s] base_tf_5m_indicators took: %.4f seconds.", metadata_pair, tok - tik) return df # BTC Informative 1d Timeframe Indicators # --------------------------------------------------------------------------------------------- def btc_informative_1d_indicators(self, btc_pair: str, btc_info_timeframe: str) -> DataFrame: debug_time = False if debug_time: tik = time.perf_counter() dp = self.dp assert dp, "DataProvider is required for multiple timeframes." # ========================================================================= # GET DATAFRAME # ========================================================================= btc_informative_1d = dp.get_pair_dataframe(pair=btc_pair, timeframe=btc_info_timeframe) # Empty dataframe protection if btc_informative_1d.empty: return btc_informative_1d # ========================================================================= # BASE DATA # ========================================================================= close_np = btc_informative_1d["close"].to_numpy(copy=False) # high_np = btc_informative_1d["high"].to_numpy(copy=False) # low_np = btc_informative_1d["low"].to_numpy(copy=False) # open_np = btc_informative_1d["open"].to_numpy(copy=False) # volume_np = btc_informative_1d["volume"].to_numpy(copy=False) # ========================================================================= # MOMENTUM # ========================================================================= ema_200 = ta.EMA(close_np, timeperiod=200) new_cols = pd.DataFrame( { "BTC_EMA_200": ema_200, }, index=btc_informative_1d.index, ) btc_informative_1d = pd.concat([btc_informative_1d, new_cols], axis=1, copy=False) # Enable ONLY during debugging debug = False if debug: debug_cols = [ "BTC_EMA_200", ] self.validate_indicators(df=btc_informative_1d, columns=debug_cols, pair=btc_pair, timeframe=btc_info_timeframe) # ========================================================================= # LOGGING # ========================================================================= if debug_time: tok = time.perf_counter() log.debug("[%s] btc_informative_1d_indicators took: %.4f seconds.", btc_pair, tok - tik) return btc_informative_1d # BTC Informative 4h Timeframe Indicators # --------------------------------------------------------------------------------------------- def btc_informative_4h_indicators(self, btc_pair: str, btc_info_timeframe: str) -> DataFrame: debug_time = False if debug_time: tik = time.perf_counter() dp = self.dp assert dp, "DataProvider is required for multiple timeframes." # ========================================================================= # GET DATAFRAME # ========================================================================= btc_informative_4h = dp.get_pair_dataframe(pair=btc_pair, timeframe=btc_info_timeframe) # Empty dataframe protection if btc_informative_4h.empty: return btc_informative_4h # ========================================================================= # BASE DATA # ========================================================================= close_np = btc_informative_4h["close"].to_numpy(copy=False) # high_np = btc_informative_4h["high"].to_numpy(copy=False) # low_np = btc_informative_4h["low"].to_numpy(copy=False) # open_np = btc_informative_4h["open"].to_numpy(copy=False) # volume_np = btc_informative_4h["volume"].to_numpy(copy=False) # ========================================================================= # CORE INDICATORS # ========================================================================= rsi_14 = ta.RSI(close_np, timeperiod=14) new_cols = pd.DataFrame( { "BTC_ROC_1": ta.ROC(close_np, timeperiod=1), "BTC_RSI_14": rsi_14, }, index=btc_informative_4h.index, ) btc_informative_4h = pd.concat([btc_informative_4h, new_cols], axis=1, copy=False) # Enable ONLY during debugging debug = False if debug: debug_cols = [ "BTC_RSI_14", ] self.validate_indicators(df=btc_informative_4h, columns=debug_cols, pair=btc_pair, timeframe=btc_info_timeframe) # ========================================================================= # LOGGING # ========================================================================= if debug_time: tok = time.perf_counter() log.debug("[%s] btc_informative_4h_indicators took: %.4f seconds.", btc_pair, tok - tik) return btc_informative_4h # BTC Informative 1h Timeframe Indicators # --------------------------------------------------------------------------------------------- def btc_informative_1h_indicators(self, btc_pair: str, btc_info_timeframe: str) -> DataFrame: debug_time = False if debug_time: tik = time.perf_counter() dp = self.dp assert dp, "DataProvider is required for multiple timeframes." # ========================================================================= # GET DATAFRAME # ========================================================================= btc_informative_1h = dp.get_pair_dataframe(pair=btc_pair, timeframe=btc_info_timeframe) # Empty dataframe protection if btc_informative_1h.empty: return btc_informative_1h # ========================================================================= # BASE DATA # ========================================================================= close_np = btc_informative_1h["close"].to_numpy(copy=False) # high_np = btc_informative_1h["high"].to_numpy(copy=False) # low_np = btc_informative_1h["low"].to_numpy(copy=False) # open_np = btc_informative_1h["open"].to_numpy(copy=False) # volume_np = btc_informative_1h["volume"].to_numpy(copy=False) # ========================================================================= # CORE INDICATORS # ========================================================================= rsi_14 = ta.RSI(close_np, timeperiod=14) # ========================================================================= # MOMENTUM # ========================================================================= ema_20 = ta.EMA(close_np, timeperiod=20) roc_3 = ta.ROC(close_np, timeperiod=3) new_cols = pd.DataFrame( { "BTC_RSI_14": rsi_14, "BTC_EMA_20": ema_20, "BTC_ROC_3": roc_3, }, index=btc_informative_1h.index, ) btc_informative_1h = pd.concat([btc_informative_1h, new_cols], axis=1, copy=False) # Enable ONLY during debugging debug = False if debug: debug_cols = [ "BTC_RSI_14", "BTC_EMA_20", "BTC_ROC_3", ] self.validate_indicators(df=btc_informative_1h, columns=debug_cols, pair=btc_pair, timeframe=btc_info_timeframe) # ========================================================================= # LOGGING # ========================================================================= if debug_time: tok = time.perf_counter() log.debug("[%s] btc_informative_1h_indicators took: %.4f seconds.", btc_pair, tok - tik) return btc_informative_1h # BTC Informative 15m Timeframe Indicators # --------------------------------------------------------------------------------------------- def btc_informative_15m_indicators(self, btc_pair: str, btc_info_timeframe: str) -> DataFrame: debug_time = False if debug_time: tik = time.perf_counter() dp = self.dp assert dp, "DataProvider is required for multiple timeframes." # ========================================================================= # GET DATAFRAME # ========================================================================= btc_informative_15m = dp.get_pair_dataframe(pair=btc_pair, timeframe=btc_info_timeframe) # Empty dataframe protection if btc_informative_15m.empty: return btc_informative_15m # ========================================================================= # BASE DATA # ========================================================================= close_np = btc_informative_15m["close"].to_numpy(copy=False) # high_np = btc_informative_15m["high"].to_numpy(copy=False) # low_np = btc_informative_15m["low"].to_numpy(copy=False) # open_np = btc_informative_15m["open"].to_numpy(copy=False) # volume_np = btc_informative_15m["volume"].to_numpy(copy=False) # ========================================================================= # CORE INDICATORS # ========================================================================= rsi_14 = ta.RSI(close_np, timeperiod=14) # ========================================================================= # MOMENTUM # ========================================================================= ema_20 = ta.EMA(close_np, timeperiod=20) roc_3 = ta.ROC(close_np, timeperiod=3) new_cols = pd.DataFrame( { "BTC_RSI_14": rsi_14, "BTC_EMA_20": ema_20, "BTC_ROC_3": roc_3, }, index=btc_informative_15m.index, ) btc_informative_15m = pd.concat([btc_informative_15m, new_cols], axis=1, copy=False) # Enable ONLY during debugging debug = False if debug: debug_cols = [ "BTC_RSI_14", "BTC_EMA_20", "BTC_ROC_3", ] self.validate_indicators(df=btc_informative_15m, columns=debug_cols, pair=btc_pair, timeframe=btc_info_timeframe) # ========================================================================= # LOGGING # ========================================================================= if debug_time: tok = time.perf_counter() log.debug("[%s] btc_informative_15m_indicators took: %.4f seconds.", btc_pair, tok - tik) return btc_informative_15m # BTC Informative 5m Timeframe Indicators # --------------------------------------------------------------------------------------------- def btc_informative_5m_indicators(self, btc_pair: str, btc_info_timeframe: str) -> DataFrame: debug_time = False if debug_time: tik = time.perf_counter() dp = self.dp assert dp, "DataProvider is required for multiple timeframes." # ========================================================================= # GET DATAFRAME # ========================================================================= btc_informative_5m = dp.get_pair_dataframe(pair=btc_pair, timeframe=btc_info_timeframe) # Empty dataframe protection if btc_informative_5m.empty: return btc_informative_5m # ========================================================================= # BASE DATA # ========================================================================= close_np = btc_informative_5m["close"].to_numpy(copy=False) # high_np = btc_informative_5m["high"].to_numpy(copy=False) # low_np = btc_informative_5m["low"].to_numpy(copy=False) # open_np = btc_informative_5m["open"].to_numpy(copy=False) # volume_np = btc_informative_5m["volume"].to_numpy(copy=False) # ========================================================================= # CORE INDICATORS # ========================================================================= rsi_14 = ta.RSI(close_np, timeperiod=14) # ========================================================================= # MOMENTUM # ========================================================================= ema_20 = ta.EMA(close_np, timeperiod=20) roc_3 = ta.ROC(close_np, timeperiod=3) new_cols = pd.DataFrame( { "BTC_RSI_14": rsi_14, "BTC_EMA_20": ema_20, "BTC_ROC_3": roc_3, }, index=btc_informative_5m.index, ) btc_informative_5m = pd.concat([btc_informative_5m, new_cols], axis=1, copy=False) # Enable ONLY during debugging debug = False if debug: debug_cols = [ "BTC_RSI_14", "BTC_EMA_20", "BTC_ROC_3", ] self.validate_indicators(df=btc_informative_5m, columns=debug_cols, pair=btc_pair, timeframe=btc_info_timeframe) # ========================================================================= # LOGGING # ========================================================================= if debug_time: tok = time.perf_counter() log.debug("[%s] btc_informative_5m_indicators took: %.4f seconds.", btc_pair, tok - tik) return btc_informative_5m # 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 Indicator Switch Case # --------------------------------------------------------------------------------------------- def btc_info_switcher(self, btc_pair: str, btc_info_timeframe) -> DataFrame: # if btc_info_timeframe == "1d": # return self.btc_informative_1d_indicators(btc_pair, btc_info_timeframe) if btc_info_timeframe == "4h": return self.btc_informative_4h_indicators(btc_pair, btc_info_timeframe) # elif btc_info_timeframe == "1h": # return self.btc_informative_1h_indicators(btc_pair, btc_info_timeframe) # elif btc_info_timeframe == "15m": # return self.btc_informative_15m_indicators(btc_pair, btc_info_timeframe) # elif btc_info_timeframe == "5m": # return self.btc_informative_5m_indicators(btc_pair, btc_info_timeframe) 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: debug = False debug_time = True if debug_time: tik = time.perf_counter() base_timeframe = self.timeframe prepare_informative_merge = self.prepare_informative_merge metadata_pair = metadata["pair"] # ============================================================ # BTC CASCADE GUARD: return of the last closed BTC candle # ============================================================ btc_5m_df = self.dp.get_pair_dataframe(pair=self.btc_informative_pair(), timeframe=self.timeframe) if btc_5m_df is not None and not btc_5m_df.empty and "close" in btc_5m_df.columns: # the candles may carry "date" as a column, not as the index btc_dates = btc_5m_df["date"] if "date" in btc_5m_df.columns else pd.Series(pd.DatetimeIndex(btc_5m_df.index)) btc_roc = (btc_5m_df["close"] / btc_5m_df["close"].shift(1) - 1.0).to_numpy() * 100.0 btc_5m_roc = pd.Series(btc_roc, index=pd.DatetimeIndex(btc_dates)) base_dates = df["date"] if "date" in df.columns else pd.Series(pd.DatetimeIndex(df.index)) labels = pd.DatetimeIndex(base_dates) - pd.Timedelta(minutes=5) aligned = btc_5m_roc.reindex(labels) if float(aligned.isna().mean()) > 0.5 and not getattr(self, "_btc5m_warned", False): log.warning("btc_roc_1_5m unaligned: %.1f%% NaN", float(aligned.isna().mean()) * 100) self._btc5m_warned = True # no BTC data never blocks: the guard does not invent a block df["btc_roc_1_5m"] = aligned.fillna(100.0).to_numpy() else: df["btc_roc_1_5m"] = 100.0 # ============================================================ # BTC INFORMATIVE (BATCH PREPARATION) # ============================================================ btc_info_pair = self.btc_informative_pair() btc_info_timeframes = self.btc_info_timeframes btc_info_switcher = self.btc_info_switcher btc_frames = {} for btc_tf in btc_info_timeframes: btc_df = btc_info_switcher(btc_info_pair, btc_tf) if btc_df.empty: continue btc_df = prepare_informative_merge(btc_df) btc_frames[btc_tf] = btc_df # ============================================================ # INFO TF (BATCH PREPARATION) # ============================================================ info_timeframes = self.info_timeframes info_switcher = self.info_switcher info_frames = {} for info_tf in info_timeframes: info_df = info_switcher(metadata, info_tf) if info_df.empty: continue keep_ohlcv = {"open", "close"} if info_tf == "15m" else set() info_df = prepare_informative_merge(info_df, keep_ohlcv) info_frames[info_tf] = info_df # ============================================================ # BTC MERGE # ============================================================ for tf, frame in btc_frames.items(): df = merge_informative_pair(df, frame, base_timeframe, tf, ffill=False) # BTC date is not needed. only info_tf needs it because of add_informative_ready (not yet implemented) validation(Current PR not affected by this). col = f"date_{tf}" if col in df.columns: df = df.drop(columns=col) # ============================================================ # NORMAL INFORMATIVE MERGE # ============================================================ for tf, frame in info_frames.items(): df = merge_informative_pair(df, frame, base_timeframe, tf, ffill=False) # ============================================================ # FINAL FILL ONLY AFTER ALL MERGES # ============================================================ df = df.ffill() # ============================================================ # POST-FFILL VALIDATION # ============================================================ if debug: groups = { "INFO": self.info_timeframes, "BTC": self.btc_info_timeframes, } for source, tfs in groups.items(): for tf in tfs: if source == "BTC": tf_cols = [c for c in df.columns if c.startswith("BTC_") and c.endswith(f"_{tf}")] else: tf_cols = [c for c in df.columns if not c.startswith("BTC_") and c.endswith(f"_{tf}")] if not tf_cols: continue recent = df[tf_cols].tail(500) total_nans = recent.isna().sum().sum() if total_nans > 0: log.warning("[%s] %s %s recent500 contains %s NaNs", metadata_pair, source, tf, total_nans) else: log.info("[%s] %s %s merge OK", metadata_pair, source, tf) # ============================================================ # BASE TF (LAST) # ============================================================ df = self.base_tf_5m_indicators(metadata, df) # ============================================================ # FINAL INDICATOR VALIDATION # ============================================================ if debug: recent = df.tail(500) final_nan = recent.isna().sum() final_nan = final_nan[final_nan > 0] if not final_nan.empty: log.warning( "[%s] Unexpected indicator NaNs in recent candles:\n%s", metadata_pair, final_nan.sort_values(ascending=False).to_string(), ) if debug_time: tok_before_protections = time.perf_counter() # np_view = lambda c: df[c].to_numpy(copy=False) # np_shift = self.np_shift # protection_rsi_3 = np_view("RSI_3") # protection_rsi_3_15m = np_view("RSI_3_15m") # protection_rsi_3_1h = np_view("RSI_3_1h") # protection_rsi_3_4h = np_view("RSI_3_4h") # protection_rsi_3_1d = np_view("RSI_3_1d") # protection_rsi_14_1h = np_view("RSI_14_1h") # protection_rsi_14_4h = np_view("RSI_14_4h") # protection_rsi_14_1d = np_view("RSI_14_1d") # protection_cci_20_1h = np_view("CCI_20_1h") # protection_cci_20_4h = np_view("CCI_20_4h") # protection_rsi_14_15m = np_view("RSI_14_15m") # protection_stochrsik_14_14_3_3_15m = np_view("STOCHRSIk_14_14_3_3_15m") # protection_stochrsik_14_14_3_3_1d = np_view("STOCHRSIk_14_14_3_3_1d") # protection_aroonu_14_15m = np_view("AROONU_14_15m") # protection_cmf_20_15m = np_view("CMF_20_15m") # protection_aroonu_14_4h = np_view("AROONU_14_4h") # protection_roc_9_1d = np_view("ROC_9_1d") # protection_aroonu_14_1h = np_view("AROONU_14_1h") # protection_stochrsik_14_14_3_3_1h = np_view("STOCHRSIk_14_14_3_3_1h") # protection_stochrsik_14_14_3_3_4h = np_view("STOCHRSIk_14_14_3_3_4h") # protection_roc_9_4h = np_view("ROC_9_4h") # protection_cmf_20_1d = np_view("CMF_20_1d") # protection_roc_9_15m = np_view("ROC_9_15m") # protection_roc_9_1h = np_view("ROC_9_1h") # protection_cmf_20_1h = np_view("CMF_20_1h") # protection_cmf_20_4h = np_view("CMF_20_4h") # protection_aroonu_14_1d = np_view("AROONU_14_1d") # protection_mfi_14_1d = np_view("MFI_14_1d") # protection_roc_2_1d = np_view("ROC_2_1d") # protection_mfi_14_1h = np_view("MFI_14_1h") # protection_mfi_14_4h = np_view("MFI_14_4h") # protection_stochk_14_3_3_1h = np_view("STOCHk_14_3_3_1h") # protection_stochk_14_3_3_4h = np_view("STOCHk_14_3_3_4h") # protection_cci_20_change_pct_4h = np_view("CCI_20_change_pct_4h") # protection_change_pct_4h = np_view("change_pct_4h") # protection_change_pct_4h_shift_48 = np_shift(protection_change_pct_4h, 48) # protection_top_wick_pct_4h = np_view("top_wick_pct_4h") # protection_change_pct_1d = np_view("change_pct_1d") # protection_change_pct_1d_shift_288 = np_shift(protection_change_pct_1d, 288) # protection_top_wick_pct_1d = np_view("top_wick_pct_1d") # protection_top_wick_pct_1d_shift_288 = np_shift(protection_top_wick_pct_1d, 288) # protection_high_max_6_1d = np_view("high_max_6_1d") # protection_low_min_6_1d = np_view("low_min_6_1d") # protection_close = np_view("close") # protection_high_max_6_4h = np_view("high_max_6_4h") # protection_high_max_12_1d = np_view("high_max_12_1d") # protection_low_min_12_1d = np_view("low_min_12_1d") # protection_high_max_24_4h = np_view("high_max_24_4h") # protection_high_max_30_1d = np_view("high_max_30_1d") # protection_low_min_30_1d = np_view("low_min_30_1d") # protection_close_max_48 = np_view("close_max_48") # protection_high_max_12_1h = np_view("high_max_12_1h") # protection_high_max_20_1d = np_view("high_max_20_1d") # protection_cci_20_15m = np_view("CCI_20_15m") # protection_aroond_14_4h = np_view("AROOND_14_4h") # protection_aroond_14_1d = np_view("AROOND_14_1d") # protection_willr_14_4h = np_view("WILLR_14_4h") # protection_willr_14_15m = np_view("WILLR_14_15m") # protection_stochk_14_3_3_15m = np_view("STOCHk_14_3_3_15m") # protection_willr_14_1h = np_view("WILLR_14_1h") # protection_mfi_14_15m = np_view("MFI_14_15m") # protection_cci_20_change_pct_1h = np_view("CCI_20_change_pct_1h") # protection_willr_14_1d = np_view("WILLR_14_1d") # protection_aroond_14_1h = np_view("AROOND_14_1h") # protection_stochk_14_3_3_1d = np_view("STOCHk_14_3_3_1d") # protection_uo_7_14_28_15m = np_view("UO_7_14_28_15m") # protection_uo_7_14_28_change_pct_15m = np_view("UO_7_14_28_change_pct_15m") # protection_uo_7_14_28_1h = np_view("UO_7_14_28_1h") # protection_uo_7_14_28_4h = np_view("UO_7_14_28_4h") # protection_roc_2_4h = np_view("ROC_2_4h") # protection_aroond_14_15m = np_view("AROOND_14_15m") # # Reused protection comparison masks # aroonu_14_15m_lt_30 = protection_aroonu_14_15m < 30.0 # aroonu_14_15m_lt_40 = protection_aroonu_14_15m < 40.0 # aroonu_14_15m_lt_50 = protection_aroonu_14_15m < 50.0 # aroonu_14_15m_lt_60 = protection_aroonu_14_15m < 60.0 # aroonu_14_15m_lt_70 = protection_aroonu_14_15m < 70.0 # aroonu_14_1h_lt_100 = protection_aroonu_14_1h < 100.0 # aroonu_14_1h_lt_20 = protection_aroonu_14_1h < 20.0 # aroonu_14_1h_lt_25 = protection_aroonu_14_1h < 25.0 # aroonu_14_1h_lt_30 = protection_aroonu_14_1h < 30.0 # aroonu_14_1h_lt_40 = protection_aroonu_14_1h < 40.0 # aroonu_14_1h_lt_50 = protection_aroonu_14_1h < 50.0 # aroonu_14_1h_lt_60 = protection_aroonu_14_1h < 60.0 # aroonu_14_1h_lt_70 = protection_aroonu_14_1h < 70.0 # aroonu_14_1h_lt_75 = protection_aroonu_14_1h < 75.0 # aroonu_14_1h_lt_80 = protection_aroonu_14_1h < 80.0 # aroonu_14_1h_lt_85 = protection_aroonu_14_1h < 85.0 # aroonu_14_1h_lt_90 = protection_aroonu_14_1h < 90.0 # aroonu_14_4h_lt_100 = protection_aroonu_14_4h < 100.0 # aroonu_14_4h_lt_20 = protection_aroonu_14_4h < 20.0 # aroonu_14_4h_lt_25 = protection_aroonu_14_4h < 25.0 # aroonu_14_4h_lt_30 = protection_aroonu_14_4h < 30.0 # aroonu_14_4h_lt_40 = protection_aroonu_14_4h < 40.0 # aroonu_14_4h_lt_50 = protection_aroonu_14_4h < 50.0 # aroonu_14_4h_lt_60 = protection_aroonu_14_4h < 60.0 # aroonu_14_4h_lt_70 = protection_aroonu_14_4h < 70.0 # aroonu_14_4h_lt_75 = protection_aroonu_14_4h < 75.0 # aroonu_14_4h_lt_80 = protection_aroonu_14_4h < 80.0 # aroonu_14_4h_lt_85 = protection_aroonu_14_4h < 85.0 # aroonu_14_4h_lt_90 = protection_aroonu_14_4h < 90.0 # cmf_20_15m_gt_neg_0 = protection_cmf_20_15m > -0.0 # cmf_20_15m_gt_neg_010 = protection_cmf_20_15m > -0.10 # cmf_20_15m_gt_neg_015 = protection_cmf_20_15m > -0.15 # cmf_20_15m_gt_neg_02 = protection_cmf_20_15m > -0.2 # cmf_20_15m_gt_neg_020 = protection_cmf_20_15m > -0.20 # cmf_20_15m_gt_neg_025 = protection_cmf_20_15m > -0.25 # cmf_20_15m_gt_neg_03 = protection_cmf_20_15m > -0.3 # cmf_20_15m_gt_neg_030 = protection_cmf_20_15m > -0.30 # cmf_20_15m_gt_neg_035 = protection_cmf_20_15m > -0.35 # cmf_20_15m_gt_neg_040 = protection_cmf_20_15m > -0.40 # cmf_20_15m_gt_neg_05 = protection_cmf_20_15m > -0.5 # cmf_20_15m_gt_neg_050 = protection_cmf_20_15m > -0.50 # cmf_20_1h_gt_neg_0 = protection_cmf_20_1h > -0.0 # cmf_20_1h_gt_neg_010 = protection_cmf_20_1h > -0.10 # cmf_20_1h_gt_neg_015 = protection_cmf_20_1h > -0.15 # cmf_20_1h_gt_neg_02 = protection_cmf_20_1h > -0.2 # cmf_20_1h_gt_neg_020 = protection_cmf_20_1h > -0.20 # cmf_20_1h_gt_neg_025 = protection_cmf_20_1h > -0.25 # cmf_20_1h_gt_neg_03 = protection_cmf_20_1h > -0.3 # cmf_20_1h_gt_neg_030 = protection_cmf_20_1h > -0.30 # cmf_20_1h_gt_neg_04 = protection_cmf_20_1h > -0.4 # cmf_20_1h_gt_neg_040 = protection_cmf_20_1h > -0.40 # cmf_20_1h_gt_neg_05 = protection_cmf_20_1h > -0.5 # cmf_20_4h_gt_neg_0 = protection_cmf_20_4h > -0.0 # cmf_20_4h_gt_neg_01 = protection_cmf_20_4h > -0.1 # cmf_20_4h_gt_neg_010 = protection_cmf_20_4h > -0.10 # cmf_20_4h_gt_neg_015 = protection_cmf_20_4h > -0.15 # cmf_20_4h_gt_neg_02 = protection_cmf_20_4h > -0.2 # cmf_20_4h_gt_neg_020 = protection_cmf_20_4h > -0.20 # cmf_20_4h_gt_neg_025 = protection_cmf_20_4h > -0.25 # cmf_20_4h_gt_neg_03 = protection_cmf_20_4h > -0.3 # cmf_20_4h_gt_neg_030 = protection_cmf_20_4h > -0.30 # cmf_20_4h_gt_neg_035 = protection_cmf_20_4h > -0.35 # cmf_20_4h_gt_neg_04 = protection_cmf_20_4h > -0.4 # cmf_20_4h_gt_neg_040 = protection_cmf_20_4h > -0.40 # cmf_20_4h_gt_neg_05 = protection_cmf_20_4h > -0.5 # roc_9_1d_lt_100 = protection_roc_9_1d < 100.0 # roc_9_1d_lt_15 = protection_roc_9_1d < 15.0 # roc_9_1d_lt_150 = protection_roc_9_1d < 150.0 # roc_9_1d_lt_20 = protection_roc_9_1d < 20.0 # roc_9_1d_lt_200 = protection_roc_9_1d < 200.0 # roc_9_1d_lt_25 = protection_roc_9_1d < 25.0 # roc_9_1d_lt_250 = protection_roc_9_1d < 250.0 # roc_9_1d_lt_30 = protection_roc_9_1d < 30.0 # roc_9_1d_lt_40 = protection_roc_9_1d < 40.0 # roc_9_1d_lt_50 = protection_roc_9_1d < 50.0 # roc_9_1d_lt_60 = protection_roc_9_1d < 60.0 # roc_9_1d_lt_70 = protection_roc_9_1d < 70.0 # roc_9_1d_lt_75 = protection_roc_9_1d < 75.0 # roc_9_1d_lt_80 = protection_roc_9_1d < 80.0 # roc_9_1h_gt_neg_10 = protection_roc_9_1h > -10.0 # roc_9_1h_gt_neg_15 = protection_roc_9_1h > -15.0 # roc_9_1h_gt_neg_20 = protection_roc_9_1h > -20.0 # roc_9_1h_gt_neg_25 = protection_roc_9_1h > -25.0 # roc_9_1h_gt_neg_30 = protection_roc_9_1h > -30.0 # roc_9_1h_gt_neg_50 = protection_roc_9_1h > -50.0 # roc_9_1h_gt_neg_60 = protection_roc_9_1h > -60.0 # roc_9_1h_lt_10 = protection_roc_9_1h < 10.0 # roc_9_1h_lt_15 = protection_roc_9_1h < 15.0 # roc_9_1h_lt_20 = protection_roc_9_1h < 20.0 # roc_9_1h_lt_30 = protection_roc_9_1h < 30.0 # roc_9_1h_lt_40 = protection_roc_9_1h < 40.0 # roc_9_1h_lt_50 = protection_roc_9_1h < 50.0 # roc_9_1h_lt_70 = protection_roc_9_1h < 70.0 # roc_9_1h_lt_80 = protection_roc_9_1h < 80.0 # roc_9_4h_gt_neg_10 = protection_roc_9_4h > -10.0 # roc_9_4h_gt_neg_15 = protection_roc_9_4h > -15.0 # roc_9_4h_gt_neg_20 = protection_roc_9_4h > -20.0 # roc_9_4h_gt_neg_25 = protection_roc_9_4h > -25.0 # roc_9_4h_gt_neg_30 = protection_roc_9_4h > -30.0 # roc_9_4h_gt_neg_35 = protection_roc_9_4h > -35.0 # roc_9_4h_gt_neg_40 = protection_roc_9_4h > -40.0 # roc_9_4h_gt_neg_50 = protection_roc_9_4h > -50.0 # roc_9_4h_gt_neg_60 = protection_roc_9_4h > -60.0 # roc_9_4h_gt_neg_70 = protection_roc_9_4h > -70.0 # roc_9_4h_lt_10 = protection_roc_9_4h < 10.0 # roc_9_4h_lt_100 = protection_roc_9_4h < 100.0 # roc_9_4h_lt_120 = protection_roc_9_4h < 120.0 # roc_9_4h_lt_130 = protection_roc_9_4h < 130.0 # roc_9_4h_lt_15 = protection_roc_9_4h < 15.0 # roc_9_4h_lt_20 = protection_roc_9_4h < 20.0 # roc_9_4h_lt_25 = protection_roc_9_4h < 25.0 # roc_9_4h_lt_250 = protection_roc_9_4h < 250.0 # roc_9_4h_lt_30 = protection_roc_9_4h < 30.0 # roc_9_4h_lt_300 = protection_roc_9_4h < 300.0 # roc_9_4h_lt_35 = protection_roc_9_4h < 35.0 # roc_9_4h_lt_40 = protection_roc_9_4h < 40.0 # roc_9_4h_lt_50 = protection_roc_9_4h < 50.0 # roc_9_4h_lt_60 = protection_roc_9_4h < 60.0 # roc_9_4h_lt_70 = protection_roc_9_4h < 70.0 # roc_9_4h_lt_75 = protection_roc_9_4h < 75.0 # roc_9_4h_lt_80 = protection_roc_9_4h < 80.0 # rsi_14_15m_gt_70 = protection_rsi_14_15m > 70.0 # rsi_14_15m_gt_80 = protection_rsi_14_15m > 80.0 # rsi_14_15m_gt_85 = protection_rsi_14_15m > 85.0 # rsi_14_15m_gt_90 = protection_rsi_14_15m > 90.0 # rsi_14_15m_gt_95 = protection_rsi_14_15m > 95.0 # rsi_14_1h_gt_70 = protection_rsi_14_1h > 70.0 # rsi_14_1h_gt_75 = protection_rsi_14_1h > 75.0 # rsi_14_1h_gt_80 = protection_rsi_14_1h > 80.0 # rsi_14_1h_gt_85 = protection_rsi_14_1h > 85.0 # rsi_14_1h_gt_90 = protection_rsi_14_1h > 90.0 # rsi_14_1h_gt_95 = protection_rsi_14_1h > 95.0 # rsi_14_4h_gt_60 = protection_rsi_14_4h > 60.0 # rsi_14_4h_gt_70 = protection_rsi_14_4h > 70.0 # rsi_14_4h_gt_80 = protection_rsi_14_4h > 80.0 # rsi_14_4h_gt_90 = protection_rsi_14_4h > 90.0 # rsi_14_4h_gt_95 = protection_rsi_14_4h > 95.0 # rsi_3_15m_lt_70 = protection_rsi_3_15m < 70.0 # rsi_3_15m_lt_75 = protection_rsi_3_15m < 75.0 # rsi_3_15m_lt_80 = protection_rsi_3_15m < 80.0 # rsi_3_15m_lt_85 = protection_rsi_3_15m < 85.0 # rsi_3_15m_lt_90 = protection_rsi_3_15m < 90.0 # rsi_3_1d_gt_10 = protection_rsi_3_1d > 10.0 # rsi_3_1d_gt_15 = protection_rsi_3_1d > 15.0 # rsi_3_1d_gt_20 = protection_rsi_3_1d > 20.0 # rsi_3_1d_gt_25 = protection_rsi_3_1d > 25.0 # rsi_3_1d_gt_3 = protection_rsi_3_1d > 3.0 # rsi_3_1d_gt_30 = protection_rsi_3_1d > 30.0 # rsi_3_1d_gt_35 = protection_rsi_3_1d > 35.0 # rsi_3_1d_gt_40 = protection_rsi_3_1d > 40.0 # rsi_3_1d_gt_45 = protection_rsi_3_1d > 45.0 # rsi_3_1d_gt_5 = protection_rsi_3_1d > 5.0 # rsi_3_1d_gt_50 = protection_rsi_3_1d > 50.0 # rsi_3_1d_gt_55 = protection_rsi_3_1d > 55.0 # rsi_3_1d_gt_60 = protection_rsi_3_1d > 60.0 # rsi_3_1d_gt_65 = protection_rsi_3_1d > 65.0 # rsi_3_1h_gt_20 = protection_rsi_3_1h > 20.0 # rsi_3_1h_gt_25 = protection_rsi_3_1h > 25.0 # rsi_3_1h_gt_35 = protection_rsi_3_1h > 35.0 # rsi_3_1h_gt_40 = protection_rsi_3_1h > 40.0 # rsi_3_1h_gt_45 = protection_rsi_3_1h > 45.0 # rsi_3_1h_gt_50 = protection_rsi_3_1h > 50.0 # rsi_3_1h_gt_55 = protection_rsi_3_1h > 55.0 # rsi_3_1h_lt_60 = protection_rsi_3_1h < 60.0 # rsi_3_1h_lt_70 = protection_rsi_3_1h < 70.0 # rsi_3_1h_lt_75 = protection_rsi_3_1h < 75.0 # rsi_3_1h_lt_80 = protection_rsi_3_1h < 80.0 # rsi_3_1h_lt_85 = protection_rsi_3_1h < 85.0 # rsi_3_1h_lt_90 = protection_rsi_3_1h < 90.0 # rsi_3_4h_gt_20 = protection_rsi_3_4h > 20.0 # rsi_3_4h_gt_25 = protection_rsi_3_4h > 25.0 # rsi_3_4h_gt_30 = protection_rsi_3_4h > 30.0 # rsi_3_4h_gt_35 = protection_rsi_3_4h > 35.0 # rsi_3_4h_gt_40 = protection_rsi_3_4h > 40.0 # rsi_3_4h_gt_45 = protection_rsi_3_4h > 45.0 # rsi_3_4h_gt_50 = protection_rsi_3_4h > 50.0 # rsi_3_4h_gt_55 = protection_rsi_3_4h > 55.0 # rsi_3_4h_gt_65 = protection_rsi_3_4h > 65.0 # stochrsi_k_15m_lt_10 = protection_stochrsik_14_14_3_3_15m < 10.0 # stochrsi_k_15m_lt_20 = protection_stochrsik_14_14_3_3_15m < 20.0 # stochrsi_k_15m_lt_30 = protection_stochrsik_14_14_3_3_15m < 30.0 # stochrsi_k_15m_lt_40 = protection_stochrsik_14_14_3_3_15m < 40.0 # stochrsi_k_15m_lt_50 = protection_stochrsik_14_14_3_3_15m < 50.0 # stochrsi_k_15m_lt_60 = protection_stochrsik_14_14_3_3_15m < 60.0 # stochrsi_k_15m_lt_70 = protection_stochrsik_14_14_3_3_15m < 70.0 # stochrsi_k_15m_lt_80 = protection_stochrsik_14_14_3_3_15m < 80.0 # stochrsi_k_15m_lt_90 = protection_stochrsik_14_14_3_3_15m < 90.0 # stochrsi_k_1h_lt_15 = protection_stochrsik_14_14_3_3_1h < 15.0 # stochrsi_k_1h_lt_20 = protection_stochrsik_14_14_3_3_1h < 20.0 # stochrsi_k_1h_lt_30 = protection_stochrsik_14_14_3_3_1h < 30.0 # stochrsi_k_1h_lt_40 = protection_stochrsik_14_14_3_3_1h < 40.0 # stochrsi_k_1h_lt_50 = protection_stochrsik_14_14_3_3_1h < 50.0 # stochrsi_k_1h_lt_60 = protection_stochrsik_14_14_3_3_1h < 60.0 # stochrsi_k_1h_lt_70 = protection_stochrsik_14_14_3_3_1h < 70.0 # stochrsi_k_1h_lt_80 = protection_stochrsik_14_14_3_3_1h < 80.0 # stochrsi_k_1h_lt_85 = protection_stochrsik_14_14_3_3_1h < 85.0 # stochrsi_k_1h_lt_90 = protection_stochrsik_14_14_3_3_1h < 90.0 # stochrsi_k_4h_lt_10 = protection_stochrsik_14_14_3_3_4h < 10.0 # stochrsi_k_4h_lt_15 = protection_stochrsik_14_14_3_3_4h < 15.0 # stochrsi_k_4h_lt_20 = protection_stochrsik_14_14_3_3_4h < 20.0 # stochrsi_k_4h_lt_30 = protection_stochrsik_14_14_3_3_4h < 30.0 # stochrsi_k_4h_lt_40 = protection_stochrsik_14_14_3_3_4h < 40.0 # stochrsi_k_4h_lt_50 = protection_stochrsik_14_14_3_3_4h < 50.0 # stochrsi_k_4h_lt_60 = protection_stochrsik_14_14_3_3_4h < 60.0 # stochrsi_k_4h_lt_70 = protection_stochrsik_14_14_3_3_4h < 70.0 # stochrsi_k_4h_lt_80 = protection_stochrsik_14_14_3_3_4h < 80.0 # stochrsi_k_4h_lt_85 = protection_stochrsik_14_14_3_3_4h < 85.0 # stochrsi_k_4h_lt_90 = protection_stochrsik_14_14_3_3_4h < 90.0 # # Reused long-global RSI comparison masks # rsi_14_15m_lt_30 = protection_rsi_14_15m < 30.0 # rsi_14_1h_lt_40 = protection_rsi_14_1h < 40.0 # rsi_14_4h_lt_50 = protection_rsi_14_4h < 50.0 # rsi_14_15m_lt_40 = protection_rsi_14_15m < 40.0 # rsi_14_4h_lt_40 = protection_rsi_14_4h < 40.0 # rsi_14_1h_lt_30 = protection_rsi_14_1h < 30.0 # rsi_14_1h_lt_50 = protection_rsi_14_1h < 50.0 # rsi_3_15m_gt_20 = protection_rsi_3_15m > 20.0 # rsi_3_15m_gt_15 = protection_rsi_3_15m > 15.0 # rsi_3_15m_gt_10 = protection_rsi_3_15m > 10.0 # rsi_3_15m_gt_25 = protection_rsi_3_15m > 25.0 # rsi_14_4h_lt_30 = protection_rsi_14_4h < 30.0 # rsi_3_15m_gt_30 = protection_rsi_3_15m > 30.0 # rsi_3_1h_gt_30 = protection_rsi_3_1h > 30.0 # rsi_14_15m_lt_20 = protection_rsi_14_15m < 20.0 # rsi_3_4h_gt_60 = protection_rsi_3_4h > 60.0 # rsi_3_15m_gt_5 = protection_rsi_3_15m > 5.0 # rsi_3_15m_gt_35 = protection_rsi_3_15m > 35.0 # rsi_3_15m_gt_40 = protection_rsi_3_15m > 40.0 # rsi_3_15m_gt_45 = protection_rsi_3_15m > 45.0 # rsi_3_1h_gt_5 = protection_rsi_3_1h > 5.0 # rsi_3_1h_gt_10 = protection_rsi_3_1h > 10.0 # rsi_3_1h_gt_15 = protection_rsi_3_1h > 15.0 # rsi_3_1h_gt_60 = protection_rsi_3_1h > 60.0 # rsi_3_1h_gt_65 = protection_rsi_3_1h > 65.0 # rsi_3_4h_gt_3 = protection_rsi_3_4h > 3.0 # rsi_3_4h_gt_5 = protection_rsi_3_4h > 5.0 # rsi_3_4h_gt_10 = protection_rsi_3_4h > 10.0 # rsi_3_4h_gt_15 = protection_rsi_3_4h > 15.0 # rsi_14_4h_lt_20 = protection_rsi_14_4h < 20.0 # rsi_14_4h_lt_60 = protection_rsi_14_4h < 60.0 # rsi_14_4h_lt_70 = protection_rsi_14_4h < 70.0 # rsi_14_4h_lt_80 = protection_rsi_14_4h < 80.0 # rsi_14_1h_lt_20 = protection_rsi_14_1h < 20.0 # rsi_14_1h_lt_60 = protection_rsi_14_1h < 60.0 # rsi_14_1h_lt_70 = protection_rsi_14_1h < 70.0 # rsi_14_15m_lt_50 = protection_rsi_14_15m < 50.0 # # Global protections Long # # Reused protection RSI and ROC masks # rsi_3_15m_gt_3 = protection_rsi_3_15m > 3.0 # rsi_3_4h_lt_80 = protection_rsi_3_4h < 80.0 # rsi_3_4h_lt_90 = protection_rsi_3_4h < 90.0 # roc_9_1d_gt_neg_50 = protection_roc_9_1d > -50.0 # top_wick_pct_1d_lt_10 = protection_top_wick_pct_1d < 10.0 # rsi_3_4h_lt_70 = protection_rsi_3_4h < 70.0 # aroonu_14_15m_lt_20 = protection_aroonu_14_15m < 20.0 # aroonu_14_15m_lt_25 = protection_aroonu_14_15m < 25.0 # rsi_3_4h_lt_60 = protection_rsi_3_4h < 60.0 # rsi_3_gt_10 = protection_rsi_3 > 10.0 # rsi_14_15m_lt_10 = protection_rsi_14_15m < 10.0 # roc_9_1d_gt_neg_40 = protection_roc_9_1d > -40.0 # change_pct_1d_lt_10 = protection_change_pct_1d < 10.0 # top_wick_pct_1d_lt_20 = protection_top_wick_pct_1d < 20.0 # rsi_3_1h_gt_3 = protection_rsi_3_1h > 3.0 # rsi_3_gt_5 = protection_rsi_3 > 5.0 # roc_9_1d_gt_neg_30 = protection_roc_9_1d > -30.0 # change_pct_1d_gt_neg_10 = protection_change_pct_1d > -10.0 # change_pct_1d_lt_30 = protection_change_pct_1d < 30.0 # cci_20_4h_lt_neg_200 = protection_cci_20_4h < -200.0 # cci_20_1h_gt_250 = protection_cci_20_1h > 250.0 # top_wick_pct_1d_lt_25 = protection_top_wick_pct_1d < 25.0 # stochrsik_14_14_3_3_1h_gt_70 = protection_stochrsik_14_14_3_3_1h > 70.0 # roc_9_1d_gt_neg_15 = protection_roc_9_1d > -15.0 # change_pct_1d_lt_50 = protection_change_pct_1d < 50.0 # cci_20_4h_gt_200 = protection_cci_20_4h > 200.0 # cci_20_15m_gt_250 = protection_cci_20_15m > 250.0 # aroonu_14_15m_lt_80 = protection_aroonu_14_15m < 80.0 # rsi_3_15m_lt_95 = protection_rsi_3_15m < 95.0 # rsi_14_4h_lt_75 = protection_rsi_14_4h < 75.0 # rsi_14_4h_lt_45 = protection_rsi_14_4h < 45.0 # rsi_14_1h_lt_35 = protection_rsi_14_1h < 35.0 # rsi_14_1d_gt_50 = protection_rsi_14_1d > 50.0 # rsi_14_15m_lt_25 = protection_rsi_14_15m < 25.0 # roc_9_1d_gt_neg_25 = protection_roc_9_1d > -25.0 # roc_9_15m_lt_10 = protection_roc_9_15m < 10.0 # cmf_20_1d_gt_neg_0_20 = protection_cmf_20_1d > -0.20 # change_pct_1d_gt_neg_20 = protection_change_pct_1d > -20.0 # cci_20_1h_lt_neg_250 = protection_cci_20_1h < -250.0 # aroond_14_4h_lt_50 = protection_aroond_14_4h < 50.0 # willr_14_4h_gt_neg_10 = protection_willr_14_4h > -10.0 # top_wick_pct_4h_lt_10 = protection_top_wick_pct_4h < 10.0 # top_wick_pct_1d_lt_50 = protection_top_wick_pct_1d < 50.0 # stochrsik_14_14_3_3_4h_gt_80 = protection_stochrsik_14_14_3_3_4h > 80.0 # stochrsik_14_14_3_3_4h_gt_60 = protection_stochrsik_14_14_3_3_4h > 60.0 df["protections_long_global"] = True df["global_protections_long_pump"] = True df["global_protections_long_dump"] = True df["protections_long_rebuy"] = True # Global protections Short df["protections_short_global"] = True df["global_protections_short_pump"] = True df["global_protections_short_dump"] = True df["protections_short_rebuy"] = True if debug_time: tok_after_protections = time.perf_counter() tok_total = time.perf_counter() log.debug( f"[{metadata_pair}] " f"populate_indicators pre-protections: " f"{tok_before_protections - tik:0.4f}s | " f"protections: " f"{tok_after_protections - tok_before_protections:0.4f}s | " f"total: " f"{tok_total - tik:0.4f}s" ) 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: # Force Entry if entry_tag == "force_entry": return True # Mode Validation entry_tags = (entry_tag or "empty").split() is_long_side = side == "long" is_short_side = side == "short" long_grind_mode_tags = self.long_grind_mode_tags long_top_coins_mode_tags = self.long_top_coins_mode_tags long_scalp_mode_tags = self.long_scalp_mode_tags if all(c in long_grind_mode_tags for c in entry_tags): return self._handle_grind_mode(pair, current_time) if all(c in long_top_coins_mode_tags for c in entry_tags): return self._handle_top_coins_mode(pair, current_time) if all(c in long_scalp_mode_tags for c in entry_tags): return self._handle_scalp_mode(pair, current_time) # Long/Short Slot Validation (only in futures mode) if self.is_futures_mode: max_side_trades = 0 if is_long_side: max_side_trades = self.futures_max_open_trades_long elif is_short_side: max_side_trades = self.futures_max_open_trades_short if max_side_trades != 0: open_trades = Trade.get_trades_proxy(is_open=True) side_trades = sum(1 for t in open_trades if t.trade_direction == side) if side_trades >= max_side_trades: log.info( f"[{current_time}] Cancelling entry for {pair} due to {side} trades reaching the max limit of {max_side_trades}." ) return False max_slippage = self.max_slippage # Slippage Validation df, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) if len(df) >= 1: last_candle = df.iloc[-1] last_close = last_candle["close"] if (is_long_side and rate > last_close) or (is_short_side and rate < last_close): slippage = (rate / last_close) - 1.0 if (is_long_side and slippage < max_slippage) or (is_short_side and slippage > -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 def _handle_grind_mode(self, pair: str, current_time: datetime) -> bool: grind_mode_coins = self.grind_mode_coins grind_mode_max_slots = self.grind_mode_max_slots long_grind_mode_tags = self.long_grind_mode_tags is_pair_grind_mode = pair.partition("/")[0] in grind_mode_coins if not is_pair_grind_mode: log.info(f"[{current_time}] Cancelling entry for {pair} due to not being in grind mode coins list.") return False open_trades = Trade.get_trades_proxy(is_open=True) num_open_grind_mode = sum( 1 for t in open_trades if t.enter_tag and t.enter_tag.strip() and all(c in long_grind_mode_tags for c in t.enter_tag.split()) ) if num_open_grind_mode >= grind_mode_max_slots: log.info(f"[{current_time}] Cancelling entry for {pair} due to grind mode slots limit reached.") return False return True def _handle_top_coins_mode(self, pair: str, current_time: datetime) -> bool: is_pair_top_coins_mode = pair.partition("/")[0] in self.top_coins_mode_coins if not is_pair_top_coins_mode: log.info(f"[{current_time}] Cancelling entry for {pair} due to not being in top coins list.") return False return True def _handle_scalp_mode(self, pair: str, current_time: datetime) -> bool: current_free_slots = self.config["max_open_trades"] - Trade.get_open_trade_count() if current_free_slots < self.min_free_slots_scalp_mode: log.info(f"[{current_time}] Cancelling entry for {pair} due to insufficient free slots.") 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: trade_realized_profit = trade.realized_profit trade_stake_amount = trade.stake_amount trade_is_short = trade.is_short trade_liquidation_price = trade.liquidation_price is_backtest = self.is_backtest_mode() # 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.info(f"[{current_time}] Cancelling {exit_reason} exit for {pair}") is_liquidation = False if self.is_futures_mode and is_backtest: if (trade_is_short and rate > trade_liquidation_price) or ( not trade_is_short and rate < trade_liquidation_price ): is_liquidation = True if not is_liquidation: return False if self.exit_profit_only: profit = 0.0 if trade_realized_profit != 0.0: profit = trade.calculate_profit(rate).total_profit / trade_stake_amount else: profit = trade.calc_profit_ratio(rate) if profit < self.exit_profit_offset: return False return True # Check Entry Timeout # --------------------------------------------------------------------------------------------- def check_entry_timeout(self, pair: str, trade: Trade, order: Order, current_time: datetime, **kwargs) -> bool: ob = self.dp.orderbook(pair, 1) bids = ob["bids"][0][0] asks = ob["asks"][0][0] # Cancel order if price is more than 3% difference. if trade.is_short: if asks < order.price * 0.97: return True else: if bids > order.price * 1.03: return True return False # Check Exit Timeout # --------------------------------------------------------------------------------------------- def check_exit_timeout(self, pair: str, trade: Trade, order: Order, current_time: datetime, **kwargs) -> bool: # If force exit skip the check if order.ft_order_tag is not None and order.ft_order_tag == "force_exit": return False ob = self.dp.orderbook(pair, 1) bids = ob["bids"][0][0] asks = ob["asks"][0][0] # Cancel order if price is more than 3% difference. if trade.is_short: if bids > order.price * 1.03: return True else: if asks < order.price * 0.97: return True return False # 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 or "empty").split() if side == "long": if all(c in self.long_rebuy_mode_tags for c in enter_tags): leverage_override = self.futures_mode_leverage_long_rebuy_mode elif all(c in self.long_grind_mode_tags for c in enter_tags): leverage_override = self.futures_mode_leverage_long_grind_mode else: leverage_override = self.futures_mode_leverage_long else: if all(c in self.short_rebuy_mode_tags for c in enter_tags): leverage_override = self.futures_mode_leverage_short_rebuy_mode elif all(c in self.short_grind_mode_tags for c in enter_tags): leverage_override = self.futures_mode_leverage_short_grind_mode else: leverage_override = self.futures_mode_leverage_short if leverage_override is not None: return leverage_override long_rebuy_mode_tags = self.long_rebuy_mode_tags long_grind_mode_tags = self.long_grind_mode_tags if all(c in long_rebuy_mode_tags for c in enter_tags): return self.futures_mode_leverage_rebuy_mode elif all(c in 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: Optional[float], trade_leverage: Optional[float] = None) -> float: if self.is_futures_mode and self.config["exchange"]["name"] in ("binance", "bybit", "krakenfutures"): min_futures_stake = 5.0 / (trade_leverage if trade_leverage is not None else self.futures_mode_leverage) if (min_stake is None) or (min_stake < min_futures_stake): min_stake = min_futures_stake return min_stake if min_stake is not None else 0.0 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 is_system_v3(self, trade: Trade) -> bool: """Check if the current system is v3""" return trade.get_custom_data(key="system_version") == self.system_v3_name def is_system_v3_1(self, trade: Trade) -> bool: """Check if the current system is v3_1""" return trade.get_custom_data(key="system_version") == self.system_v3_1_name def is_system_v3_2(self, trade: Trade) -> bool: """Check if the current system is v3_2""" return trade.get_custom_data(key="system_version") == self.system_v3_2_name def is_system_v4(self, trade: Trade) -> bool: """Check if the current system is v4""" return trade.get_custom_data(key="system_version") == self.system_v4_name def get_system_version_flags(self, trade: Trade) -> tuple[bool, bool, bool]: """Check the current system version flags with one custom-data lookup.""" system_version = trade.get_custom_data(key="system_version") return ( system_version == self.system_v3_name, system_version == self.system_v3_1_name, system_version == self.system_v3_2_name, ) def has_valid_entry_conditions( self, trade: Trade, exit_rate: float, last_candle, previous_candle, filled_orders=None ) -> bool: """Check if there are valid entry conditions""" if filled_orders is None: filled_orders = trade.select_filled_orders() if not filled_orders: return False last_filled_price = filled_orders[-1].safe_price slice_profit = (exit_rate - last_filled_price) / last_filled_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 # Update signals (enable/disable) from config # --------------------------------------------------------------------------------------------- def update_signals_from_config(self, config): # Update long entry signal parameters (if they exist in the config) if hasattr(self, "long_entry_signal_params") and "long_entry_signal_params" in config: long_entry_signal_params = self.long_entry_signal_params config_long_entry_signal_params = config["long_entry_signal_params"] for condition_key in long_entry_signal_params: if condition_key in config_long_entry_signal_params: long_entry_signal_params[condition_key] = config_long_entry_signal_params[condition_key] # Update short entry signal parameters (if they exist in the config) if hasattr(self, "short_entry_signal_params") and "short_entry_signal_params" in config: short_entry_signal_params = self.short_entry_signal_params config_short_entry_signal_params = config["short_entry_signal_params"] for condition_key in short_entry_signal_params: if condition_key in config_short_entry_signal_params: short_entry_signal_params[condition_key] = config_short_entry_signal_params[condition_key] # 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): target_profit_cache = self.target_profit_cache if target_profit_cache is not None: target_profit_cache.data.pop(pair, None) 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): hold_trades_cache = self.hold_trades_cache if 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) hold_trades_cache = HoldsCache(hold_trades_config_file) self.hold_trades_cache = hold_trades_cache if hold_trades_cache: hold_trades_cache.load() # Should Hold Trade # --------------------------------------------------------------------------------------------- def _should_hold_trade(self, trade: "Trade", rate: float, sell_reason: str) -> bool: calc_total_profit = self.calc_total_profit trade_id = trade.id trade_pair = trade.pair 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() hold_trades_cache = self.hold_trades_cache if not hold_trades_cache: # Cache hasn't been setup, likely because the corresponding file does not exist, sell return False hold_trades_data = hold_trades_cache.data if not hold_trades_data: # We have no pairs we want to hold until profit, sell return False # By default, no hold should be done hold_trade = False profit_values = None def get_profit_values(): nonlocal profit_values if profit_values is None: filled_entries = trade.select_filled_orders(trade.entry_side) filled_exits = trade.select_filled_orders(trade.exit_side) profit_values = calc_total_profit(trade, filled_entries, filled_exits, rate) return profit_values for hold_key_name, hold_key in (("trade_ids", trade_id), ("trade_pairs", trade_pair)): hold_targets: dict = hold_trades_data.get(hold_key_name) if not hold_targets or hold_key not in hold_targets: continue trade_profit_ratio = hold_targets[hold_key] current_profit_ratio = get_profit_values()[3] 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 trade 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 trade 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: debug = False if debug: tik = time.perf_counter() config = self.config long_entry_signal_params = self.long_entry_signal_params short_entry_signal_params = self.short_entry_signal_params top_coins_mode_coins = self.top_coins_mode_coins long_entry_conditions = [] short_entry_conditions = [] entry_tags = np.full(len(df), "", dtype=object) df.loc[:, "enter_long"] = 0 df.loc[:, "enter_short"] = 0 np_view = lambda c: df[c].to_numpy(copy=False) np_shift = self.np_shift rsi_3_1h = np_view("RSI_3_1h") rsi_3_15m = np_view("RSI_3_15m") rsi_3_4h = np_view("RSI_3_4h") roc_7_1d = np_view("ROC_7_1d") roc_9_1d = np_view("ROC_9_1d") aroonu_14_4h = np_view("AROONU_14_4h") aroonu_14_4h_shift_48 = np_shift(aroonu_14_4h, 48) roc_9_4h = np_view("ROC_9_4h") roc_9_4h_shift_48 = np_shift(roc_9_4h, 48) aroonu_14_1h = np_view("AROONU_14_1h") stochrsi_k_4h = np_view("STOCHRSIk_14_14_3_3_4h") stochrsi_k_1h = np_view("STOCHRSIk_14_14_3_3_1h") aroonu_14_1d = np_view("AROONU_14_1d") rsi_3_1d = np_view("RSI_3_1d") aroonu_14_15m = np_view("AROONU_14_15m") roc_9_1h = np_view("ROC_9_1h") stochrsi_k_15m = np_view("STOCHRSIk_14_14_3_3_15m") stochrsi_k_1d = np_view("STOCHRSIk_14_14_3_3_1d") rsi_3 = np_view("RSI_3") close = np_view("close") high_px = np_view("high") low_px = np_view("low") orange_h = np_view("ORANGE_H") orange_l = np_view("ORANGE_L") willr_14_4h = np_view("WILLR_14_4h") btc_roc_1_5m = np_view("btc_roc_1_5m") btc_roc_1_4h = np_view("BTC_ROC_1_4h") stoch_k_4h = np_view("STOCHk_14_3_3_4h") sqz_on = np_view("SQZ_ON") sqz_cnt_24 = np_view("SQZ_CNT_24") stoch_9_3 = np_view("STOCH_9_3") stoch_14_3 = np_view("STOCH_14_3") stoch_4_4 = np_view("STOCH_4_4") stoch_60_10 = np_view("STOCH_60_10") quad_low_min_12 = np_view("QUAD_LOW_MIN_12") quad_high_max_12 = np_view("QUAD_HIGH_MAX_12") quad_s93_min_12 = np_view("QUAD_S93_MIN_12") quad_s93_max_12 = np_view("QUAD_S93_MAX_12") bbp_20_2_0_4h = np_view("BBP_20_2.0_4h") obv_change_pct = np_view("OBV_change_pct") open_rate = np_view("open") roc_9_15m = np_view("ROC_9_15m") rsi_14_4h = np_view("RSI_14_4h") rsi_14_4h_shift_48 = np_shift(rsi_14_4h, 48) roc_2_1d = np_view("ROC_2_1d") uo_7_14_28_4h = np_view("UO_7_14_28_4h") willr_84_1h = np_view("WILLR_84_1h") mfi_14 = np_view("MFI_14") volume = np_view("volume") large_bubble_thr = np_view("LARGE_BUBBLE_THR") cvd_buy_vol = np_view("CVD_BUY_VOL") cvd_sell_vol = np_view("CVD_SELL_VOL") # Reused entry Series and comparison masks aroond_14 = np_view("AROOND_14") aroond_14_15m = np_view("AROOND_14_15m") aroond_14_1h = np_view("AROOND_14_1h") aroond_14_4h = np_view("AROOND_14_4h") aroonu_14 = np_view("AROONU_14") bbb_20_2_0 = np_view("BBB_20_2.0") bbb_20_2_0_1h = np_view("BBB_20_2.0_1h") bbl_20_2_0 = np_view("BBL_20_2.0") bbu_20_2_0 = np_view("BBU_20_2.0") _bb_rng = bbu_20_2_0 - bbl_20_2_0 bbp_20_2_0 = np.divide(close - bbl_20_2_0, _bb_rng, out=np.full_like(_bb_rng, np.nan), where=_bb_rng != 0) # 1h band position for confluence signals (67/70/71 family) bbl_20_2_0_1h = np_view("BBL_20_2.0_1h") bbu_20_2_0_1h = np_view("BBU_20_2.0_1h") _bb_rng_1h = bbu_20_2_0_1h - bbl_20_2_0_1h bbp_20_2_0_1h = np.divide( close - bbl_20_2_0_1h, _bb_rng_1h, out=np.full_like(_bb_rng_1h, np.nan), where=_bb_rng_1h != 0 ) cci_20_change_pct_1h = np_view("CCI_20_change_pct_1h") cci_20_1h = np_view("CCI_20_1h") cci_20_4h = np_view("CCI_20_4h") cci_20_change_pct_4h = np_view("CCI_20_change_pct_4h") change_pct_1d = np_view("change_pct_1d") change_pct_1d_shift_288 = np_shift(change_pct_1d, 288) change_pct_1h = np_view("change_pct_1h") change_pct_1h_shift_12 = np_shift(change_pct_1h, 12) change_pct_4h = np_view("change_pct_4h") change_pct_4h_shift_48 = np_shift(change_pct_4h, 48) close_max_12 = np_view("close_max_12") close_max_48 = np_view("close_max_48") cmf_20 = np_view("CMF_20") cmf_20_15m = np_view("CMF_20_15m") cmf_20_1d = np_view("CMF_20_1d") cmf_20_1h = np_view("CMF_20_1h") cmf_20_4h = np_view("CMF_20_4h") ema_12 = np_view("EMA_12") ema_12_shift_1 = np_shift(ema_12, 1) ema_12_15m = np_view("EMA_12_15m") ema_12_15m_shift_1 = np_shift(ema_12_15m, 1) ema_12_4h = np_view("EMA_12_4h") ema_20 = np_view("EMA_20") ema_26 = np_view("EMA_26") ema_26_shift_1 = np_shift(ema_26, 1) ema_26_15m = np_view("EMA_26_15m") ema_26_15m_shift_1 = np_shift(ema_26_15m, 1) ema_50_15m = np_view("EMA_50_15m") ema_200_15m = np_view("EMA_200_15m") ema_200 = np_view("EMA_200") ema_200_1h = np_view("EMA_200_1h") ema_200_4h = np_view("EMA_200_4h") ema_200_1d = np_view("EMA_200_1d") ema_12_1h = np_view("EMA_12_1h") # pattern column, 0/1 like the rest, so a NaN the merge leaves behind reads as false s174_event_1h = np_view("s174_event_1h") # the NR4 break fires on the hour it closes, so the row has to be that hour's last 5m candle s174_hour_closed = df["date"].eq(df["date_1h"] + timedelta(minutes=55)).to_numpy() ema_9 = np_view("EMA_9") high_max_12_1d = np_view("high_max_12_1d") high_max_12_4h = np_view("high_max_12_4h") high_max_20_1d = np_view("high_max_20_1d") high_max_24_4h = np_view("high_max_24_4h") high_max_30_1d = np_view("high_max_30_1d") high_max_6_1d = np_view("high_max_6_1d") high_max_6_4h = np_view("high_max_6_4h") low_min_12_1d = np_view("low_min_12_1d") low_min_24_4h = np_view("low_min_24_4h") mfi_14_15m = np_view("MFI_14_15m") mfi_14_1h = np_view("MFI_14_1h") num_empty_288 = np_view("num_empty_288") protections_long_global = np_view("protections_long_global") protections_short_global = np_view("protections_short_global") global_protections_long_pump = np_view("global_protections_long_pump") global_protections_long_dump = np_view("global_protections_long_dump") engulf_bull = np_view("ENGULF_BULL") engulf_bear = np_view("ENGULF_BEAR") sfp_bull = np_view("SFP_BULL") sfp_bear = np_view("SFP_BEAR") ib_ready = np_view("IB_READY") ib_mother_h = np_view("IB_MOTHER_H") ib_mother_l = np_view("IB_MOTHER_L") roc_288 = np_view("ROC_288") vol_rel = np_view("VOL_REL") ph_cross_cnt_12 = np_view("PH_CROSS_CNT_12") ph_base_pos = np_view("PH_BASE_POS") ph_pre_tight = np_view("PH_PRE_TIGHT") mrb_bull = np_view("MRB_BULL") mrb_bear = np_view("MRB_BEAR") dh_prev_min = np_view("DH_PREV_MIN") pb_hammer = np_view("PB_HAMMER") pb_star = np_view("PB_STAR") adx_14_4h = np_view("ADX_14_4h") plus_di_14_4h = np_view("PLUS_DI_14_4h") minus_di_14_4h = np_view("MINUS_DI_14_4h") dc_high_7d = np_view("DC_HIGH_7D") dc_low_7d = np_view("DC_LOW_7D") global_protections_short_pump = np_view("global_protections_short_pump") global_protections_short_dump = np_view("global_protections_short_dump") roc_2 = np_view("ROC_2") roc_9 = np_view("ROC_9") rsi_14 = np_view("RSI_14") rsi_14_15m = np_view("RSI_14_15m") rsi_14_1d = np_view("RSI_14_1d") rsi_14_1h = np_view("RSI_14_1h") rsi_14_1h_shift_12 = np_shift(rsi_14_1h, 12) rsi_20 = np_view("RSI_20") rsi_20_shift_1 = np_shift(rsi_20, 1) rsi_3_change_pct_1h = np_view("RSI_3_change_pct_1h") rsi_3_change_pct_4h = np_view("RSI_3_change_pct_4h") rsi_4 = np_view("RSI_4") sma_16 = np_view("SMA_16") sma_21 = np_view("SMA_21") sma_21_shift_1 = np_shift(sma_21, 1) sma_200 = np_view("SMA_200") sma_200_shift_1 = np_shift(sma_200, 1) stochrsi_k = np_view("STOCHRSIk_14_14_3_3") top_wick_pct_1d = np_view("top_wick_pct_1d") top_wick_pct_1d_shift_288 = np_shift(top_wick_pct_1d, 288) willr_14 = np_view("WILLR_14") willr_14_1h = np_view("WILLR_14_1h") obv_change_pct_15m = np_view("OBV_change_pct_15m") high_max_6_1h = np_view("high_max_6_1h") high_max_12_1h = np_view("high_max_12_1h") high_max_24_1h = np_view("high_max_24_1h") sma_16_1h = np_view("SMA_16_1h") ema_16 = np_view("EMA_16") ema_20_15m = np_view("EMA_20_15m") ema_50 = np_view("EMA_50") open_15m = np_view("open_15m") top_wick_pct_4h = np_view("top_wick_pct_4h") low_min_6_1d = np_view("low_min_6_1d") willr_14_15m = np_view("WILLR_14_15m") close_15m = np_view("close_15m") change_pct = np_view("change_pct") low_min_20_1d = np_view("low_min_20_1d") low_min_24_1h = np_view("low_min_24_1h") low_min_6_1h = np_view("low_min_6_1h") sma_9 = np_view("SMA_9") mfi_14_4h = np_view("MFI_14_4h") cci_20_change_pct_15m = np_view("CCI_20_change_pct_15m") close_min_6 = np_view("close_min_6") close_min_12 = np_view("close_min_12") close_min_48 = np_view("close_min_48") uo_7_14_28_1h = np_view("UO_7_14_28_1h") rsi_14_change_pct = np_view("RSI_14_change_pct") range_pct_14_1d = np_view("RANGE_PCT_14_1d") mfi_14_1d = np_view("MFI_14_1d") rsi_14_change_pct_15m = np_view("RSI_14_change_pct_15m") rsi_3_change_pct_1d = np_view("RSI_3_change_pct_1d") rsi_14_change_pct_1h = np_view("RSI_14_change_pct_1h") roc_2_1h = np_view("ROC_2_1h") roc_2_4h = np_view("ROC_2_4h") change_pct_15m = np_view("change_pct_15m") cci_20_15m = np_view("CCI_20_15m") aroond_14_1d = np_view("AROOND_14_1d") bot_wick_pct_1d = np_view("bot_wick_pct_1d") low_min_12_1h = np_view("low_min_12_1h") low_min_30_1d = np_view("low_min_30_1d") rsi_14_change_pct_4h = np_view("RSI_14_change_pct_4h") stochk_14_3_3_15m = np_view("STOCHk_14_3_3_15m") stochk_14_3_3_1h = np_view("STOCHk_14_3_3_1h") uo_7_14_28_15m = np_view("UO_7_14_28_15m") stochk_14_3_3_4h = np_view("STOCHk_14_3_3_4h") stochk_14_3_3_1d = np_view("STOCHk_14_3_3_1d") willr_14_1d = np_view("WILLR_14_1d") uo_7_14_28_change_pct_15m = np_view("UO_7_14_28_change_pct_15m") stochrsi_k_change_pct_4h = np_view("STOCHRSIk_14_14_3_3_change_pct_4h") willr_480 = np_view("WILLR_480") rsi_3_change_pct_15m = np_view("RSI_3_change_pct_15m") close_max_6 = np_view("close_max_6") bbd_40_2_0 = np_view("BBD_40_2.0") bbt_40_2_0 = np_view("BBT_40_2.0") bbl_40_2_0 = np_view("BBL_40_2.0") close_shift_1 = np_shift(close, 1) bbl_40_2_0_shift_1 = np_shift(bbl_40_2_0, 1) close_delta = np_view("close_delta") rsi_3_gt_3 = rsi_3 > 3.0 rsi_3_gt_5 = rsi_3 > 5.0 rsi_3_gt_10 = rsi_3 > 10.0 rsi_3_gt_15 = rsi_3 > 15.0 rsi_3_15m_gt_3 = rsi_3_15m > 3.0 rsi_3_15m_gt_5 = rsi_3_15m > 5.0 rsi_3_15m_gt_10 = rsi_3_15m > 10.0 rsi_3_15m_gt_15 = rsi_3_15m > 15.0 rsi_3_15m_gt_20 = rsi_3_15m > 20.0 rsi_3_15m_gt_25 = rsi_3_15m > 25.0 rsi_3_15m_gt_30 = rsi_3_15m > 30.0 rsi_3_15m_gt_35 = rsi_3_15m > 35.0 rsi_3_15m_gt_40 = rsi_3_15m > 40.0 rsi_3_15m_gt_45 = rsi_3_15m > 45.0 rsi_3_15m_gt_50 = rsi_3_15m > 50.0 rsi_3_15m_gt_55 = rsi_3_15m > 55.0 rsi_3_1h_gt_3 = rsi_3_1h > 3.0 rsi_3_1h_gt_5 = rsi_3_1h > 5.0 rsi_3_1h_gt_10 = rsi_3_1h > 10.0 rsi_3_1h_gt_15 = rsi_3_1h > 15.0 rsi_3_1h_gt_20 = rsi_3_1h > 20.0 rsi_3_1h_gt_25 = rsi_3_1h > 25.0 rsi_3_1h_gt_30 = rsi_3_1h > 30.0 rsi_3_1h_gt_35 = rsi_3_1h > 35.0 rsi_3_1h_gt_40 = rsi_3_1h > 40.0 rsi_3_1h_gt_45 = rsi_3_1h > 45.0 rsi_3_1h_gt_50 = rsi_3_1h > 50.0 rsi_3_1h_gt_55 = rsi_3_1h > 55.0 rsi_3_1h_gt_60 = rsi_3_1h > 60.0 rsi_3_1h_gt_65 = rsi_3_1h > 65.0 rsi_3_4h_gt_3 = rsi_3_4h > 3.0 rsi_3_4h_gt_5 = rsi_3_4h > 5.0 rsi_3_4h_gt_10 = rsi_3_4h > 10.0 rsi_3_4h_gt_15 = rsi_3_4h > 15.0 rsi_3_4h_gt_20 = rsi_3_4h > 20.0 rsi_3_4h_gt_25 = rsi_3_4h > 25.0 rsi_3_4h_gt_30 = rsi_3_4h > 30.0 rsi_3_4h_gt_35 = rsi_3_4h > 35.0 rsi_3_4h_gt_40 = rsi_3_4h > 40.0 rsi_3_4h_gt_45 = rsi_3_4h > 45.0 rsi_3_4h_gt_50 = rsi_3_4h > 50.0 rsi_3_4h_gt_55 = rsi_3_4h > 55.0 rsi_3_4h_gt_60 = rsi_3_4h > 60.0 rsi_3_4h_gt_65 = rsi_3_4h > 65.0 rsi_3_1d_gt_3 = rsi_3_1d > 3.0 rsi_3_1d_gt_5 = rsi_3_1d > 5.0 rsi_3_1d_gt_10 = rsi_3_1d > 10.0 rsi_3_1d_gt_15 = rsi_3_1d > 15.0 rsi_3_1d_gt_20 = rsi_3_1d > 20.0 rsi_3_1d_gt_25 = rsi_3_1d > 25.0 rsi_3_1d_gt_30 = rsi_3_1d > 30.0 rsi_3_1d_gt_35 = rsi_3_1d > 35.0 rsi_3_1d_gt_40 = rsi_3_1d > 40.0 rsi_3_1d_gt_45 = rsi_3_1d > 45.0 rsi_3_1d_gt_50 = rsi_3_1d > 50.0 rsi_3_1d_gt_55 = rsi_3_1d > 55.0 rsi_3_1d_gt_60 = rsi_3_1d > 60.0 rsi_3_1d_gt_65 = rsi_3_1d > 65.0 rsi_3_lt_40 = rsi_3 < 40.0 rsi_3_lt_46 = rsi_3 < 46.0 rsi_3_lt_50 = rsi_3 < 50.0 rsi_3_lt_90 = rsi_3 < 90.0 rsi_3_lt_95 = rsi_3 < 95.0 rsi_3_lt_97 = rsi_3 < 97.0 rsi_3_lt_98 = rsi_3 < 98.0 rsi_3_15m_lt_50 = rsi_3_15m < 50.0 rsi_3_15m_lt_55 = rsi_3_15m < 55.0 rsi_3_15m_lt_60 = rsi_3_15m < 60.0 rsi_3_15m_lt_70 = rsi_3_15m < 70.0 rsi_3_15m_lt_75 = rsi_3_15m < 75.0 rsi_3_15m_lt_80 = rsi_3_15m < 80.0 rsi_3_15m_lt_85 = rsi_3_15m < 85.0 rsi_3_15m_lt_90 = rsi_3_15m < 90.0 rsi_3_15m_lt_95 = rsi_3_15m < 95.0 rsi_3_15m_lt_97 = rsi_3_15m < 97.0 rsi_3_1h_lt_40 = rsi_3_1h < 40.0 rsi_3_1h_lt_50 = rsi_3_1h < 50.0 rsi_3_1h_lt_55 = rsi_3_1h < 55.0 rsi_3_1h_lt_60 = rsi_3_1h < 60.0 rsi_3_1h_lt_65 = rsi_3_1h < 65.0 rsi_3_1h_lt_70 = rsi_3_1h < 70.0 rsi_3_1h_lt_75 = rsi_3_1h < 75.0 rsi_3_1h_lt_80 = rsi_3_1h < 80.0 rsi_3_1h_lt_85 = rsi_3_1h < 85.0 rsi_3_1h_lt_90 = rsi_3_1h < 90.0 rsi_3_1h_lt_95 = rsi_3_1h < 95.0 rsi_3_4h_lt_40 = rsi_3_4h < 40.0 rsi_3_4h_lt_50 = rsi_3_4h < 50.0 rsi_3_4h_lt_60 = rsi_3_4h < 60.0 rsi_3_4h_lt_70 = rsi_3_4h < 70.0 rsi_3_4h_lt_75 = rsi_3_4h < 75.0 rsi_3_4h_lt_80 = rsi_3_4h < 80.0 rsi_3_4h_lt_85 = rsi_3_4h < 85.0 rsi_3_4h_lt_90 = rsi_3_4h < 90.0 rsi_3_4h_lt_95 = rsi_3_4h < 95.0 rsi_3_1d_lt_35 = rsi_3_1d < 35.0 rsi_3_1d_lt_80 = rsi_3_1d < 80.0 rsi_3_1d_lt_90 = rsi_3_1d < 90.0 rsi_3_1d_lt_95 = rsi_3_1d < 95.0 rsi_14_15m_lt_30 = rsi_14_15m < 30.0 rsi_14_15m_lt_35 = rsi_14_15m < 35.0 rsi_14_15m_lt_40 = rsi_14_15m < 40.0 rsi_14_15m_lt_50 = rsi_14_15m < 50.0 rsi_14_1h_gt_20 = rsi_14_1h > 20.0 rsi_14_1h_gt_65 = rsi_14_1h > 65.0 rsi_14_1h_lt_30 = rsi_14_1h < 30.0 rsi_14_1h_lt_40 = rsi_14_1h < 40.0 rsi_14_1h_lt_50 = rsi_14_1h < 50.0 rsi_14_1h_lt_80 = rsi_14_1h < 80.0 rsi_14_4h_gt_20 = rsi_14_4h > 20.0 rsi_14_4h_gt_30 = rsi_14_4h > 30.0 rsi_14_4h_gt_40 = rsi_14_4h > 40.0 rsi_14_4h_gt_50 = rsi_14_4h > 50.0 rsi_14_4h_gt_60 = rsi_14_4h > 60.0 rsi_14_4h_gt_80 = rsi_14_4h > 80.0 rsi_14_4h_lt_30 = rsi_14_4h < 30.0 rsi_14_4h_lt_40 = rsi_14_4h < 40.0 rsi_14_4h_lt_50 = rsi_14_4h < 50.0 rsi_14_4h_lt_68 = rsi_14_4h < 68.0 rsi_14_4h_lt_70 = rsi_14_4h < 70.0 rsi_14_4h_lt_75 = rsi_14_4h < 75.0 rsi_14_4h_lt_80 = rsi_14_4h < 80.0 rsi_14_1d_gt_10 = rsi_14_1d > 10.0 rsi_14_1d_gt_40 = rsi_14_1d > 40.0 rsi_14_1d_gt_45 = rsi_14_1d > 45.0 rsi_14_1d_gt_50 = rsi_14_1d > 50.0 rsi_14_1d_gt_60 = rsi_14_1d > 60.0 rsi_14_1d_lt_40 = rsi_14_1d < 40.0 rsi_14_1d_lt_50 = rsi_14_1d < 50.0 rsi_14_1d_lt_60 = rsi_14_1d < 60.0 rsi_14_1d_lt_70 = rsi_14_1d < 70.0 rsi_14_1d_lt_75 = rsi_14_1d < 75.0 rsi_14_1d_lt_80 = rsi_14_1d < 80.0 aroond_14_lt_25 = aroond_14 < 25.0 aroond_14_gt_75 = aroond_14 > 75.0 aroond_14_15m_lt_25 = aroond_14_15m < 25.0 aroond_14_15m_lt_50 = aroond_14_15m < 50.0 aroond_14_15m_lt_70 = aroond_14_15m < 70.0 aroond_14_15m_lt_80 = aroond_14_15m < 80.0 aroond_14_1h_lt_25 = aroond_14_1h < 25.0 aroond_14_1h_lt_50 = aroond_14_1h < 50.0 aroond_14_1h_lt_70 = aroond_14_1h < 70.0 aroond_14_4h_lt_25 = aroond_14_4h < 25.0 aroond_14_4h_lt_40 = aroond_14_4h < 40.0 aroond_14_4h_lt_50 = aroond_14_4h < 50.0 aroond_14_4h_lt_70 = aroond_14_4h < 70.0 aroond_14_4h_lt_80 = aroond_14_4h < 80.0 aroond_14_4h_lt_85 = aroond_14_4h < 85.0 aroonu_14_gt_75 = aroonu_14 > 75.0 aroonu_14_15m_gt_0 = aroonu_14_15m > 0.0 aroonu_14_15m_gt_10 = aroonu_14_15m > 10.0 aroonu_14_15m_gt_20 = aroonu_14_15m > 20.0 aroonu_14_15m_gt_30 = aroonu_14_15m > 30.0 aroonu_14_15m_gt_40 = aroonu_14_15m > 40.0 aroonu_14_15m_gt_50 = aroonu_14_15m > 50.0 aroonu_14_15m_gt_60 = aroonu_14_15m > 60.0 aroonu_14_1h_gt_0 = aroonu_14_1h > 0.0 aroonu_14_1h_gt_10 = aroonu_14_1h > 10.0 aroonu_14_1h_gt_20 = aroonu_14_1h > 20.0 aroonu_14_1h_gt_30 = aroonu_14_1h > 30.0 aroonu_14_1h_gt_40 = aroonu_14_1h > 40.0 aroonu_14_1h_gt_60 = aroonu_14_1h > 60.0 aroonu_14_4h_gt_0 = aroonu_14_4h > 0.0 aroonu_14_4h_gt_10 = aroonu_14_4h > 10.0 aroonu_14_4h_gt_20 = aroonu_14_4h > 20.0 aroonu_14_4h_gt_30 = aroonu_14_4h > 30.0 aroonu_14_4h_gt_50 = aroonu_14_4h > 50.0 aroonu_14_4h_gt_70 = aroonu_14_4h > 70.0 aroonu_14_4h_gt_80 = aroonu_14_4h > 80.0 aroonu_14_1d_gt_0 = aroonu_14_1d > 0.0 aroonu_14_1d_gt_10 = aroonu_14_1d > 10.0 aroonu_14_1d_gt_20 = aroonu_14_1d > 20.0 aroonu_14_1d_gt_30 = aroonu_14_1d > 30.0 aroonu_14_1d_gt_50 = aroonu_14_1d > 50.0 aroonu_14_lt_25 = aroonu_14 < 25.0 aroonu_14_lt_30 = aroonu_14 < 30.0 aroonu_14_15m_lt_20 = aroonu_14_15m < 20.0 aroonu_14_15m_lt_25 = aroonu_14_15m < 25.0 aroonu_14_15m_lt_30 = aroonu_14_15m < 30.0 aroonu_14_15m_lt_40 = aroonu_14_15m < 40.0 aroonu_14_15m_lt_50 = aroonu_14_15m < 50.0 aroonu_14_15m_lt_60 = aroonu_14_15m < 60.0 aroonu_14_15m_lt_70 = aroonu_14_15m < 70.0 aroonu_14_15m_lt_75 = aroonu_14_15m < 75.0 aroonu_14_15m_lt_80 = aroonu_14_15m < 80.0 aroonu_14_15m_lt_85 = aroonu_14_15m < 85.0 aroonu_14_15m_lt_90 = aroonu_14_15m < 90.0 aroonu_14_15m_lt_100 = aroonu_14_15m < 100.0 aroonu_14_1h_lt_20 = aroonu_14_1h < 20.0 aroonu_14_1h_lt_25 = aroonu_14_1h < 25.0 aroonu_14_1h_lt_30 = aroonu_14_1h < 30.0 aroonu_14_1h_lt_40 = aroonu_14_1h < 40.0 aroonu_14_1h_lt_50 = aroonu_14_1h < 50.0 aroonu_14_1h_lt_60 = aroonu_14_1h < 60.0 aroonu_14_1h_lt_70 = aroonu_14_1h < 70.0 aroonu_14_1h_lt_75 = aroonu_14_1h < 75.0 aroonu_14_1h_lt_80 = aroonu_14_1h < 80.0 aroonu_14_1h_lt_85 = aroonu_14_1h < 85.0 aroonu_14_1h_lt_90 = aroonu_14_1h < 90.0 aroonu_14_1h_lt_100 = aroonu_14_1h < 100.0 aroonu_14_4h_lt_20 = aroonu_14_4h < 20.0 aroonu_14_4h_lt_30 = aroonu_14_4h < 30.0 aroonu_14_4h_lt_40 = aroonu_14_4h < 40.0 aroonu_14_4h_lt_50 = aroonu_14_4h < 50.0 aroonu_14_4h_lt_60 = aroonu_14_4h < 60.0 aroonu_14_4h_lt_70 = aroonu_14_4h < 70.0 aroonu_14_4h_lt_75 = aroonu_14_4h < 75.0 aroonu_14_4h_lt_80 = aroonu_14_4h < 80.0 aroonu_14_4h_lt_85 = aroonu_14_4h < 85.0 aroonu_14_4h_lt_90 = aroonu_14_4h < 90.0 aroonu_14_4h_lt_100 = aroonu_14_4h < 100.0 aroonu_14_1d_lt_30 = aroonu_14_1d < 30.0 aroonu_14_1d_lt_40 = aroonu_14_1d < 40.0 aroonu_14_1d_lt_50 = aroonu_14_1d < 50.0 aroonu_14_1d_lt_60 = aroonu_14_1d < 60.0 aroonu_14_1d_lt_70 = aroonu_14_1d < 70.0 aroonu_14_1d_lt_75 = aroonu_14_1d < 75.0 aroonu_14_1d_lt_80 = aroonu_14_1d < 80.0 aroonu_14_1d_lt_85 = aroonu_14_1d < 85.0 aroonu_14_1d_lt_90 = aroonu_14_1d < 90.0 aroonu_14_1d_lt_100 = aroonu_14_1d < 100.0 cmf_20_15m_gt_neg_0_10 = cmf_20_15m > -0.10 cmf_20_15m_gt_neg_0_20 = cmf_20_15m > -0.20 cmf_20_15m_gt_neg_0_30 = cmf_20_15m > -0.30 cmf_20_15m_gt_neg_0_35 = cmf_20_15m > -0.35 cmf_20_15m_gt_neg_0_40 = cmf_20_15m > -0.40 cmf_20_15m_gt_neg_0_50 = cmf_20_15m > -0.50 cmf_20_15m_lt_0_10 = cmf_20_15m < 0.10 cmf_20_15m_lt_0_20 = cmf_20_15m < 0.20 cmf_20_15m_lt_0_30 = cmf_20_15m < 0.30 cmf_20_1h_gt_neg_0_10 = cmf_20_1h > -0.10 cmf_20_1h_gt_neg_0_20 = cmf_20_1h > -0.20 cmf_20_1h_gt_neg_0_25 = cmf_20_1h > -0.25 cmf_20_1h_gt_neg_0_30 = cmf_20_1h > -0.30 cmf_20_1h_gt_neg_0_40 = cmf_20_1h > -0.40 cmf_20_1h_lt_0_10 = cmf_20_1h < 0.10 cmf_20_1h_lt_0_20 = cmf_20_1h < 0.20 cmf_20_1h_lt_0_30 = cmf_20_1h < 0.30 cmf_20_4h_gt_neg_0_0 = cmf_20_4h > -0.0 cmf_20_4h_gt_neg_0_10 = cmf_20_4h > -0.10 cmf_20_4h_gt_neg_0_20 = cmf_20_4h > -0.20 cmf_20_4h_gt_neg_0_25 = cmf_20_4h > -0.25 cmf_20_4h_gt_neg_0_30 = cmf_20_4h > -0.30 cmf_20_4h_gt_neg_0_35 = cmf_20_4h > -0.35 cmf_20_4h_gt_neg_0_40 = cmf_20_4h > -0.40 cmf_20_4h_gt_neg_0_50 = cmf_20_4h > -0.50 cmf_20_4h_lt_0_15 = cmf_20_4h < 0.15 cmf_20_1d_gt_neg_0_0 = cmf_20_1d > -0.0 cmf_20_1d_gt_neg_0_10 = cmf_20_1d > -0.10 cmf_20_1d_gt_neg_0_20 = cmf_20_1d > -0.20 cmf_20_1d_gt_neg_0_25 = cmf_20_1d > -0.25 cmf_20_1d_gt_neg_0_30 = cmf_20_1d > -0.30 cmf_20_1d_gt_neg_0_40 = cmf_20_1d > -0.40 cmf_20_1d_gt_neg_0_50 = cmf_20_1d > -0.50 cmf_20_1d_lt_0_10 = cmf_20_1d < 0.10 stochrsi_k_lt_20 = stochrsi_k < 20.0 stochrsi_k_lt_30 = stochrsi_k < 30.0 stochrsi_k_gt_80 = stochrsi_k > 80.0 stochrsi_k_15m_gt_10 = stochrsi_k_15m > 10.0 stochrsi_k_15m_gt_20 = stochrsi_k_15m > 20.0 stochrsi_k_15m_gt_30 = stochrsi_k_15m > 30.0 stochrsi_k_15m_gt_40 = stochrsi_k_15m > 40.0 stochrsi_k_15m_gt_50 = stochrsi_k_15m > 50.0 stochrsi_k_15m_gt_60 = stochrsi_k_15m > 60.0 stochrsi_k_15m_gt_70 = stochrsi_k_15m > 70.0 stochrsi_k_15m_gt_80 = stochrsi_k_15m > 80.0 stochrsi_k_15m_gt_90 = stochrsi_k_15m > 90.0 stochrsi_k_4h_gt_10 = stochrsi_k_4h > 10.0 stochrsi_k_4h_gt_20 = stochrsi_k_4h > 20.0 stochrsi_k_4h_gt_30 = stochrsi_k_4h > 30.0 stochrsi_k_4h_gt_40 = stochrsi_k_4h > 40.0 stochrsi_k_4h_gt_50 = stochrsi_k_4h > 50.0 stochrsi_k_4h_gt_60 = stochrsi_k_4h > 60.0 stochrsi_k_4h_gt_70 = stochrsi_k_4h > 70.0 stochrsi_k_4h_gt_75 = stochrsi_k_4h > 75.0 stochrsi_k_4h_gt_80 = stochrsi_k_4h > 80.0 stochrsi_k_4h_gt_90 = stochrsi_k_4h > 90.0 stochrsi_k_15m_lt_20 = stochrsi_k_15m < 20.0 stochrsi_k_15m_lt_30 = stochrsi_k_15m < 30.0 stochrsi_k_15m_lt_40 = stochrsi_k_15m < 40.0 stochrsi_k_15m_lt_50 = stochrsi_k_15m < 50.0 stochrsi_k_15m_lt_60 = stochrsi_k_15m < 60.0 stochrsi_k_15m_lt_70 = stochrsi_k_15m < 70.0 stochrsi_k_15m_lt_80 = stochrsi_k_15m < 80.0 stochrsi_k_1h_gt_10 = stochrsi_k_1h > 10.0 stochrsi_k_1h_gt_20 = stochrsi_k_1h > 20.0 stochrsi_k_1h_gt_30 = stochrsi_k_1h > 30.0 stochrsi_k_1h_gt_40 = stochrsi_k_1h > 40.0 stochrsi_k_1h_gt_50 = stochrsi_k_1h > 50.0 stochrsi_k_1h_gt_60 = stochrsi_k_1h > 60.0 stochrsi_k_1h_gt_70 = stochrsi_k_1h > 70.0 stochrsi_k_1h_gt_75 = stochrsi_k_1h > 75.0 stochrsi_k_1h_gt_80 = stochrsi_k_1h > 80.0 stochrsi_k_1h_gt_90 = stochrsi_k_1h > 90.0 stochrsi_k_1h_lt_20 = stochrsi_k_1h < 20.0 stochrsi_k_1h_lt_30 = stochrsi_k_1h < 30.0 stochrsi_k_1h_lt_40 = stochrsi_k_1h < 40.0 stochrsi_k_1h_lt_50 = stochrsi_k_1h < 50.0 stochrsi_k_1h_lt_60 = stochrsi_k_1h < 60.0 stochrsi_k_1h_lt_70 = stochrsi_k_1h < 70.0 stochrsi_k_1h_lt_80 = stochrsi_k_1h < 80.0 stochrsi_k_1h_lt_90 = stochrsi_k_1h < 90.0 stochrsi_k_4h_lt_10 = stochrsi_k_4h < 10.0 stochrsi_k_4h_lt_20 = stochrsi_k_4h < 20.0 stochrsi_k_4h_lt_30 = stochrsi_k_4h < 30.0 stochrsi_k_4h_lt_40 = stochrsi_k_4h < 40.0 stochrsi_k_4h_lt_50 = stochrsi_k_4h < 50.0 stochrsi_k_4h_lt_60 = stochrsi_k_4h < 60.0 stochrsi_k_4h_lt_70 = stochrsi_k_4h < 70.0 stochrsi_k_4h_lt_80 = stochrsi_k_4h < 80.0 stochrsi_k_4h_lt_90 = stochrsi_k_4h < 90.0 stochrsi_k_1d_gt_10 = stochrsi_k_1d > 10.0 stochrsi_k_1d_gt_20 = stochrsi_k_1d > 20.0 stochrsi_k_1d_gt_30 = stochrsi_k_1d > 30.0 stochrsi_k_1d_gt_40 = stochrsi_k_1d > 40.0 stochrsi_k_1d_gt_50 = stochrsi_k_1d > 50.0 stochrsi_k_1d_gt_60 = stochrsi_k_1d > 60.0 stochrsi_k_1d_gt_70 = stochrsi_k_1d > 70.0 stochrsi_k_1d_lt_20 = stochrsi_k_1d < 20.0 stochrsi_k_1d_lt_30 = stochrsi_k_1d < 30.0 stochrsi_k_1d_lt_40 = stochrsi_k_1d < 40.0 stochrsi_k_1d_lt_50 = stochrsi_k_1d < 50.0 stochrsi_k_1d_lt_60 = stochrsi_k_1d < 60.0 stochrsi_k_1d_lt_70 = stochrsi_k_1d < 70.0 stochrsi_k_1d_lt_80 = stochrsi_k_1d < 80.0 stochrsi_k_1d_lt_90 = stochrsi_k_1d < 90.0 roc_9_1h_lt_10 = roc_9_1h < 10.0 roc_9_1h_gt_neg_50 = roc_9_1h > -50.0 roc_9_1h_gt_neg_40 = roc_9_1h > -40.0 roc_9_1h_gt_neg_30 = roc_9_1h > -30.0 roc_9_1h_gt_neg_25 = roc_9_1h > -25.0 roc_9_1h_gt_neg_20 = roc_9_1h > -20.0 roc_9_1h_gt_neg_15 = roc_9_1h > -15.0 roc_9_1h_gt_neg_10 = roc_9_1h > -10.0 roc_9_1h_lt_15 = roc_9_1h < 15.0 roc_9_1h_lt_20 = roc_9_1h < 20.0 roc_9_1h_lt_25 = roc_9_1h < 25.0 roc_9_1h_lt_30 = roc_9_1h < 30.0 roc_9_1h_lt_40 = roc_9_1h < 40.0 roc_9_1h_lt_50 = roc_9_1h < 50.0 roc_9_1h_lt_60 = roc_9_1h < 60.0 roc_9_1h_lt_80 = roc_9_1h < 80.0 roc_9_1h_lt_100 = roc_9_1h < 100.0 roc_9_4h_gt_neg_30 = roc_9_4h > -30.0 roc_9_4h_gt_neg_70 = roc_9_4h > -70.0 roc_9_4h_gt_neg_50 = roc_9_4h > -50.0 roc_9_4h_gt_neg_40 = roc_9_4h > -40.0 roc_9_4h_gt_neg_35 = roc_9_4h > -35.0 roc_9_4h_gt_neg_25 = roc_9_4h > -25.0 roc_9_4h_gt_neg_15 = roc_9_4h > -15.0 roc_9_4h_gt_neg_10 = roc_9_4h > -10.0 roc_9_4h_gt_neg_20 = roc_9_4h > -20.0 roc_9_4h_lt_5 = roc_9_4h < 5.0 roc_9_4h_lt_10 = roc_9_4h < 10.0 roc_9_4h_lt_15 = roc_9_4h < 15.0 roc_9_4h_lt_20 = roc_9_4h < 20.0 roc_9_4h_lt_25 = roc_9_4h < 25.0 roc_9_4h_lt_30 = roc_9_4h < 30.0 roc_9_4h_lt_40 = roc_9_4h < 40.0 roc_9_4h_lt_50 = roc_9_4h < 50.0 roc_9_4h_lt_60 = roc_9_4h < 60.0 roc_9_4h_lt_70 = roc_9_4h < 70.0 roc_9_4h_lt_80 = roc_9_4h < 80.0 roc_9_4h_lt_100 = roc_9_4h < 100.0 roc_9_1d_gt_neg_50 = roc_9_1d > -50.0 roc_9_1d_gt_neg_100 = roc_9_1d > -100.0 roc_9_1d_gt_neg_80 = roc_9_1d > -80.0 roc_9_1d_gt_neg_70 = roc_9_1d > -70.0 roc_9_1d_gt_neg_60 = roc_9_1d > -60.0 roc_9_1d_gt_neg_25 = roc_9_1d > -25.0 roc_9_1d_gt_neg_15 = roc_9_1d > -15.0 roc_9_1d_gt_neg_10 = roc_9_1d > -10.0 roc_9_1d_gt_neg_40 = roc_9_1d > -40.0 roc_9_1d_gt_neg_30 = roc_9_1d > -30.0 roc_9_1d_gt_neg_20 = roc_9_1d > -20.0 roc_9_1d_gt_0 = roc_9_1d > 0.0 roc_9_1d_gt_25 = roc_9_1d > 25.0 roc_9_1d_gt_30 = roc_9_1d > 30.0 roc_9_1d_lt_0 = roc_9_1d < 0.0 roc_9_1d_lt_10 = roc_9_1d < 10.0 roc_9_1d_lt_15 = roc_9_1d < 15.0 roc_9_1d_lt_20 = roc_9_1d < 20.0 roc_9_1d_lt_25 = roc_9_1d < 25.0 roc_9_1d_lt_30 = roc_9_1d < 30.0 roc_9_1d_lt_35 = roc_9_1d < 35.0 roc_9_1d_lt_40 = roc_9_1d < 40.0 roc_9_1d_lt_50 = roc_9_1d < 50.0 roc_9_1d_lt_60 = roc_9_1d < 60.0 roc_9_1d_lt_70 = roc_9_1d < 70.0 roc_9_1d_lt_80 = roc_9_1d < 80.0 roc_9_1d_lt_100 = roc_9_1d < 100.0 roc_9_1d_lt_150 = roc_9_1d < 150.0 roc_9_1d_lt_200 = roc_9_1d < 200.0 cci_20_change_pct_1h_gt_neg_0 = cci_20_change_pct_1h > -0.0 cci_20_change_pct_1h_lt_neg_0 = cci_20_change_pct_1h < -0.0 cci_20_change_pct_1h_lt_0 = cci_20_change_pct_1h < 0.0 cci_20_change_pct_4h_lt_neg_0 = cci_20_change_pct_4h < -0.0 cci_20_change_pct_4h_lt_0 = cci_20_change_pct_4h < 0.0 change_pct_1d_gt_neg_50 = change_pct_1d > -50.0 change_pct_1d_gt_neg_30 = change_pct_1d > -30.0 change_pct_1d_gt_neg_20 = change_pct_1d > -20.0 change_pct_1d_gt_neg_15 = change_pct_1d > -15.0 change_pct_1d_gt_neg_10 = change_pct_1d > -10.0 change_pct_1d_gt_neg_5 = change_pct_1d > -5.0 change_pct_1d_lt_10 = change_pct_1d < 10.0 change_pct_1d_lt_15 = change_pct_1d < 15.0 change_pct_1d_lt_25 = change_pct_1d < 25.0 change_pct_1d_lt_30 = change_pct_1d < 30.0 change_pct_1d_lt_40 = change_pct_1d < 40.0 change_pct_1d_lt_50 = change_pct_1d < 50.0 top_wick_pct_1d_lt_8 = top_wick_pct_1d < 8.0 top_wick_pct_1d_lt_10 = top_wick_pct_1d < 10.0 top_wick_pct_1d_lt_15 = top_wick_pct_1d < 15.0 top_wick_pct_1d_lt_20 = top_wick_pct_1d < 20.0 top_wick_pct_1d_lt_25 = top_wick_pct_1d < 25.0 top_wick_pct_1d_lt_30 = top_wick_pct_1d < 30.0 top_wick_pct_1d_lt_50 = top_wick_pct_1d < 50.0 # comparison masks used only by the breakout family (65) bbb_20_2_0_1h_gt_20 = bbb_20_2_0_1h > 20.0 obv_change_pct_15m_lt_50 = obv_change_pct_15m < 50.0 roc_9_15m_lt_20 = roc_9_15m < 20.0 rsi_14_change_pct_gt_0 = rsi_14_change_pct > 0.0 rsi_3_change_pct_1d_gt_neg_20 = rsi_3_change_pct_1d > -20.0 is_backtest = self.dp.runmode.value in ["backtest", "hyperopt", "plot", "webserver"] # the number of free slots current_free_slots = config["max_open_trades"] if not is_backtest: current_free_slots = config["max_open_trades"] - Trade.get_open_trade_count() # Grind mode pair_coin = metadata["pair"].partition("/")[0] num_open_long_grind_mode = 0 is_pair_long_grind_mode = pair_coin 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 = pair_coin in top_coins_mode_coins is_pair_short_top_coins_mode = pair_coin in top_coins_mode_coins # if BTC/ETH stake is_btc_stake = 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 long_entry_signal_params: long_entry_condition_index = int(enabled_long_entry_signal.rsplit("_", 2)[1]) if long_entry_signal_params[enabled_long_entry_signal]: # Long Entry Conditions Starts Here # ----------------------------------------------------------------------------------------- long_entry_logic = [] long_entry_logic.append(True) # Condition #1 - Normal mode (Long). if long_entry_condition_index == 1: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m & 15m & 1h down move ((rsi_3_gt_3) | (rsi_3_15m_gt_3) | (rsi_3_change_pct_1h > -50.0)) # 5m & 15m & 1h down move, 1d high & overbought & ((rsi_3_gt_3) | (rsi_3_15m_gt_5) | (rsi_3_1h_gt_15) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_20)) # 5m & 15m down move, 5h high & ((rsi_3_gt_3) | (rsi_3_15m_gt_5) | (rsi_14_4h < 60.0)) # 5m & 15m down move, 4h high & ((rsi_3_gt_3) | (rsi_3_15m_gt_10) | aroonu_14_4h_lt_100) # 5m & 1h down move & ((rsi_3_gt_3) | (rsi_3_1h_gt_5)) # 5m & 1h down move, 15m still not low enough & ((rsi_3_gt_5) | (rsi_3_1h_gt_10) | (aroonu_14_15m_lt_30)) # 5m & 1h down move, 4h high & ((rsi_3_gt_3) | (rsi_3_1h_gt_25) | (stochrsi_k_4h_lt_80)) # 15m & 1h down move, 1d still high & (rsi_3_15m_gt_3 | (rsi_3_1h_gt_3) | (stochrsi_k_1d_lt_50)) # 5m & 1h down move, 15m still not low enough & ((rsi_3_gt_3) | (rsi_3_1h_gt_15) | (aroonu_14_15m_lt_30)) # 5m & 4h down move, 4h high & ((rsi_3_gt_3) | (rsi_3_4h_gt_25) | aroonu_14_4h_lt_70) # 5m down move, 15m high & ((rsi_3_gt_3) | (aroonu_14_15m_lt_80)) # 5m down move, 1h high, 4h overbought & ((rsi_3_gt_3) | (stochrsi_k_1h_lt_80) | (roc_9_4h_lt_20)) # 5m & 1h & 4h down move, 4h high & ((rsi_3_gt_5) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_55) | (aroonu_14_4h_lt_80)) # 5m & 4h down move, 4h high & ((rsi_3_gt_5) | (rsi_3_4h_gt_35) | (aroonu_14_4h_lt_70)) # 15m down move, 1h downtrend, 1h high & ((rsi_3_15m > 1.0) | (cmf_20_1h_gt_neg_0_10) | (aroonu_14_1h_lt_70)) # 15m & 1h & 4h down move 1d still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_3) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_50)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_5) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_70)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_15)) # 15m & 1h & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_10)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (aroonu_14_1h_lt_50)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (aroonu_14_1d_lt_100)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (stochrsi_k_1h_lt_40)) # 15m & 1h & 4h & 1d down move & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_15)) # 15m & 1h & 1d down move, 1d still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_50)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_20) | (aroonu_14_15m_lt_40)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_20) | (aroonu_14_1h_lt_70)) # 15m & 1h down move, 1d high & overbought & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_25) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_30)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_30) | (aroonu_14_1h_lt_80)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_35) | (stochrsi_k_4h_lt_50)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_70)) # 15m & 1h & 1d down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_45) | (rsi_3_1d_gt_45) | (stochrsi_k_4h_lt_80)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_45) | (aroonu_14_1h_lt_80)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_15) | (stochrsi_k_1d_lt_90)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_60)) # 15m & 4h down move, 1d downtrend & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_30) | (roc_9_1d_gt_neg_50)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_50)) # 15m down move, 15m downtrend & ((rsi_3_15m_gt_3) | (cmf_20_15m_gt_neg_0_40) | (roc_9_15m > -20.0)) # 15m down move, 15m still high, 15m downtrend & ((rsi_3_15m_gt_3) | (aroonu_14_15m_lt_40) | (roc_9_15m > -20.0)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_3) | (aroonu_14_1h_lt_85) | (aroonu_14_4h_lt_90)) # 15m down move, 4h high, 15m downtrend & ((rsi_3_15m_gt_3) | (aroonu_14_4h_lt_70) | (roc_9_15m > -20.0)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_3) | (aroonu_14_4h_lt_85) | (roc_9_1d_lt_100)) # 15m down move, 1h high, 4h overbought & ((rsi_3_15m_gt_3) | (stochrsi_k_1h_lt_90) | (roc_9_4h_lt_10)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_3) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_30)) # 15m down move, drop in last half hour, 15m downtrend & ((rsi_3_15m_gt_3) | (close > (close_max_6 * 0.75)) | (roc_9_15m > -20.0)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_5) | (aroonu_14_1h_lt_50)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_5) | (aroonu_14_4h_lt_70)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_5) | (roc_9_1d_lt_40)) # 15m & 1h & 4h & 1d down move, 1h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_35) | (aroonu_14_1h_lt_70)) # 5m & 1h down move, 1h overbought & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_60) | (roc_9_1h_lt_40)) # 15m & 4h down move, 1d still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_5) | (stochrsi_k_1d_lt_40)) # 15m & 4h down move, 1d downtrend & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_5) | (roc_9_1d_gt_neg_20)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_50)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_15) | (stochrsi_k_1d_lt_60)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_30) | (stochrsi_k_15m_lt_50)) # 15m & 1d down move, 15m still high, 1h high & ((rsi_3_15m_gt_5) | (rsi_3_1d_gt_30) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_100)) # 15m down move, 15m still high, 1h high, 1d downtrend & ((rsi_3_15m_gt_5) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_80) | (roc_9_1d_gt_neg_20)) # 15m down move, 15m & 4h still high & ((rsi_3_15m_gt_5) | (aroonu_14_15m_lt_50) | (aroonu_14_4h_lt_60)) # 15m down move, 15m still high, 1d overbought & ((rsi_3_15m_gt_5) | (aroonu_14_15m_lt_50) | (roc_9_1d_lt_80)) # 15m down move, 15m high & ((rsi_3_15m_gt_5) | (aroonu_14_15m_lt_80)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_5) | (aroonu_14_4h_lt_60) | (roc_9_1d_lt_80)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (stochrsi_k_1h_lt_40)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (stochrsi_k_4h_lt_70)) # 15m & 1h & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_30) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_20)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (roc_9_1d_gt_neg_40)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_14_4h_lt_80)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (aroonu_14_15m_lt_50)) # 15m & 1h down move, 15m still high, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (aroonu_14_15m_lt_50) | (aroonu_14_4h_lt_80)) # 15m & 1h down move, 4h overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (roc_9_4h_lt_80)) # 15m & 1h & 4h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_55) | (rsi_3_4h_gt_55) | (stochrsi_k_1h_lt_90)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_1h_lt_75)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_50)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_40)) # 15m & 4h down move, 4h downtrend & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (roc_9_4h_gt_neg_20)) # 15m & 4h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_25) | (roc_9_1d_lt_30)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (aroonu_14_1h_lt_85)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_90)) # 15m & 1d down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_50) | (stochrsi_k_1d_lt_80)) # 15m & 1d down move, 1h & 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_60) | (aroonu_14_1h_lt_60) | (aroonu_14_1d_lt_100)) # 15m down move & downtrend, 4h high & ((rsi_3_15m_gt_10) | (cmf_20_15m_gt_neg_0_30) | (aroonu_14_4h_lt_100)) # 15m down move, 15m & 4h high & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_80)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_90) | (roc_9_1h_lt_20)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_90) | (roc_9_1d_gt_neg_40)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_100) | (roc_9_1d_lt_80)) # 15m down move, 1h high, 4h downtrend & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_lt_70) | (roc_9_4h_gt_neg_25)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_lt_70) | roc_9_1d_gt_neg_50) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_lt_90) | (roc_9_1h_lt_20)) # 15m down move, 1h & 1d overbought & ((rsi_3_15m_gt_10) | (roc_9_1h_lt_10) | (roc_9_1d_lt_80)) # 15m down move, 4h high & ((rsi_3_15m_gt_10) | (roc_9_4h_lt_60)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (aroonu_14_1h_lt_80)) # 15m & 1h down move, 4h high & overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_80)) # 15m down move, 15m still high, 4h overbought & ((rsi_3_15m_gt_15) | (rsi_14_15m_lt_50) | (roc_9_4h_lt_50)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_80) | (aroonu_14_1h_lt_90)) # 15m & 1h & 4h & 1d down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_65) | (aroonu_14_4h_lt_80)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_35) | (aroonu_14_15m_lt_40)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_100) | (aroonu_14_4h_lt_100)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_100) | (roc_9_1h_lt_20)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_25) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_10)) # 15m down move, 1d overbought & ((rsi_3_15m_gt_30) | (roc_9_1d_lt_80)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_40) | (rsi_3_4h_gt_45) | (stochrsi_k_15m_lt_70)) # 1h & 4h down move, 4h downtrend & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (roc_9_4h_gt_neg_10)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_15) | (aroonu_14_1h_lt_50)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_15) | (aroonu_14_1d_lt_90)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_25) | (aroonu_14_1d_lt_100)) # 1h & 1d down move, 4h still high & ((rsi_3_1h_gt_3) | (rsi_3_1d_gt_15) | (stochrsi_k_4h_lt_50)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_5) | (roc_9_1d_lt_10)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_10) | (aroonu_14_4h_lt_40)) # 1h & 4h down move, 1h downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_10) | (cmf_20_1h_gt_neg_0_30)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_40)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_30)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_50) | aroonu_14_4h_lt_70) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_5) | rsi_3_4h_gt_20 | (roc_9_1d_lt_40)) # 1h & 1d down move, 1d downtrend & ((rsi_3_1h_gt_5) | (rsi_3_1d_gt_5) | (roc_9_1d_gt_neg_30)) # 1h down move, 1h still high, 4h high & ((rsi_3_1h_gt_5) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_90)) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_5) | (aroonu_14_1d_lt_90) | (roc_9_4h_gt_neg_30)) # 1h & 4h down move, 15m still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_15m_lt_30)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_50)) # 1h & 4h & 1d down move, 4h downtrend, 1d still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_25) | (rsi_14_4h_gt_30) | (aroonu_14_1d_lt_40)) # 1h & 4h down move, 1h & 1d high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_25) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_100)) # 1h & 1d down move, 4h high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_20) | (aroonu_14_4h_lt_80)) # 1h down move, 4h high & ((rsi_3_1h_gt_10) | (rsi_14_4h_lt_75)) # 1h down move, 15m downtrend, 1d high & ((rsi_3_1h_gt_10) | (cmf_20_15m_gt_neg_0_40) | (aroonu_14_1d_lt_70)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_10)) # 1h down move, 4h overbought & ((rsi_3_1h_gt_10) | (roc_9_4h_lt_50)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_40)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_80)) # 1h & 4h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_50)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_25) | (roc_9_1d_lt_40)) # 1h & 4h down move, 1h & 1d high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_30) | (aroonu_14_1h_lt_60) | (aroonu_14_1d_lt_100)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_70) | (roc_9_1d_gt_neg_20)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_70) | roc_9_1d_lt_50) # 1h down move, 1h high & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_80)) # 1h down mve, 4h high, 1d overbought & ((rsi_3_1h_gt_15) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_30)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_40)) # 1h down move, 1h & 4h downtrend & ((rsi_3_1h_gt_15) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_30)) # 1h & 4h down move, 4h overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_50) | (roc_9_4h_lt_80)) # 1h down move, 1h still high, 4h downtrend & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_40) | (roc_9_4h_gt_neg_30)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_20) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_200)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_20) | (aroonu_14_4h_lt_90) | (roc_9_1d_lt_60)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_20) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_50)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_20) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_80)) # 1h & 4h down move, 1h still high, 4h high & overbought & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_55) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_40)) # 1h down move, 1h high, 15n downtrend & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_70) | (roc_9_15m > -20.0)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_50) | (roc_9_1d_lt_40)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_25) | (roc_9_4h_lt_80) | (roc_9_1d_lt_100)) # 1h & 4h down move, 4h downtrend & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (roc_9_4h_gt_neg_20)) # 1h & 4h down move, 1d high, 1d downtrend & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_50) | (aroonu_14_1d_lt_80) | (roc_9_1d_gt_neg_30)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_35) | (aroonu_14_4h_lt_90) | (roc_9_1d_gt_neg_20)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_35) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_80)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_35) | (roc_9_4h_lt_40) | (roc_9_1d_lt_80)) # 1h & 4h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_40) | (rsi_3_4h_gt_60) | (stochrsi_k_1h_lt_70) | (roc_9_1d_lt_50)) # 1h down move, 1h downtrend, 1h high & ((rsi_3_1h_gt_40) | (cmf_20_1h_gt_neg_0_25) | (aroonu_14_1h_lt_90)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_100)) # 1h down move, 1h high, 15m downtrend & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_80) | (roc_9_15m > -15.0)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_80) | (roc_9_1d_lt_100)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_40) | (aroonu_14_4h_lt_70) | (roc_9_1d_gt_neg_50)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_80) | (roc_9_4h_lt_20)) # 1h & 4h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_45) | (rsi_3_4h_gt_45) | (aroonu_14_4h_lt_90) | (roc_9_1d_lt_30)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100)) # 1h down move, 1h high & overbought & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_90) | (roc_9_1h_lt_20)) # 1h down move, 1h still high, 4h high & ((rsi_3_1h_gt_60) | (aroonu_14_1h_lt_50) | (rsi_14_4h < 90.0)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_40)) # 4h & 1d down move, 1d still high, 1d downtrend & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_30) | (stochrsi_k_1d_lt_40) | (roc_9_4h_gt_neg_10)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_5) | (roc_9_4h_gt_neg_30) | (roc_9_1d_gt_neg_40)) # 4h & 1d down move, 4h still not low enough & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_15) | (aroonu_14_4h_lt_20)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_25) | (stochrsi_k_1d_lt_50)) # 4h down move, 4h still high & ((rsi_3_4h_gt_10) | (aroonu_14_4h_lt_50)) # 4h down move, 1d high & ((rsi_3_4h_gt_10) | (aroonu_14_1d_lt_100)) # 4h down move, 1h high, 1d downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_60) | (roc_9_1d_gt_neg_40)) # 4h down move, 4h still not low enough, 1d downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_4h_lt_30) | (roc_9_1d_gt_neg_20)) # 4h down move, 1h & 4h downtrend & ((rsi_3_4h_gt_10) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_30)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_15) | (roc_9_4h_gt_neg_20) | (roc_9_4h_gt_neg_30)) # 4h down move, 1d high & overbought & (rsi_3_4h_gt_20 | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_80)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_25) | (aroonu_14_4h_lt_50) | (roc_9_1d_gt_neg_40)) # 4h down move, 4h high, 1d overbought & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_50)) # 4h down move, 1d overbought & ((rsi_3_4h_gt_45) | (roc_9_1d_lt_80)) # 4h down move, 4h high, 1d overbought & ((rsi_3_4h_gt_50) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_40)) # 4h down move, 1h high, 1d overbought & ((rsi_3_4h_gt_60) | (stochrsi_k_1h_lt_90) | (roc_9_1d_lt_60)) # 1d down move, 1h high, 4h & 1d downtrend & ((rsi_3_1d_gt_5) | (stochrsi_k_1h_lt_70) | (roc_9_4h_gt_neg_40) | (roc_9_1d_gt_neg_50)) # 1d down move, 1h high, 1d downtrend & ((rsi_3_1d_gt_5) | (stochrsi_k_1h_lt_90) | (roc_9_1d_gt_neg_20)) # 1d down move, 1h still high, 4h high & ((rsi_3_1d_gt_20) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_90)) # 1d down move, 1h & 4h high & ((rsi_3_1d_gt_25) | aroonu_14_1h_lt_80 | (aroonu_14_4h_lt_90)) # 1d down move, 1d high & ((rsi_3_1d_gt_40) | (aroonu_14_1d_lt_80)) # 1d down move, 4h still high, 1d overbought & ((rsi_3_1d_gt_50) | (aroonu_14_4h_lt_50) | (roc_9_1d_lt_200)) # 1d down move, 1d high & overbought & ((rsi_3_1d_gt_60) | (aroonu_14_1d_lt_80) | roc_9_1d_lt_50) # 1h down move, 4h high, 1d overbought & ((rsi_3_change_pct_1h > -75.0) | (aroonu_14_4h_lt_90) | (roc_9_1d_lt_100)) # 15m & 1h & 4h downtrend & ((cmf_20_15m_gt_neg_0_30) | (cmf_20_1h_gt_neg_0_30) | (cmf_20_4h_gt_neg_0_30)) # 15m high, 1d overbought & ((aroonu_14_15m_lt_70) | (roc_9_1d_lt_80)) # 1h still high, 1h & 4h downtrend & ((aroonu_14_1h_lt_40) | (roc_9_1h_gt_neg_20) | (roc_9_4h_gt_neg_30)) # 1h & 4h high & overbought & ((aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_90) | (roc_9_1h_lt_10) | (roc_9_4h_lt_20)) # 1h & 4h high, 1h overbought & ((aroonu_14_1h_lt_85) | (aroonu_14_4h_lt_90) | (roc_9_1h_lt_20)) # 1h high, 1h & 4h overbought & ((aroonu_14_1h_lt_85) | (roc_9_1h_lt_10) | (roc_9_1d_lt_30)) # 1h high, 1h overbought, 1d downtrend & ((aroonu_14_1h_lt_85) | (roc_9_1h_lt_20) | (roc_9_1d_gt_neg_40)) # 4h & 1d high, 1d overbought & ((aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_50)) # 4h high, 1h downtrend & ((aroonu_14_4h_lt_80) | (roc_9_1h_gt_neg_15)) # 4h high & 1h & 4h overbought & ((aroonu_14_4h_lt_80) | (roc_9_1h_lt_40) | (roc_9_4h_lt_80)) # 4h high, 1d downtrend & ((aroonu_14_4h_lt_80) | (roc_9_1d_gt_neg_40)) # 1d high, 4h downtrend, 1d overbought & ((aroonu_14_1d_lt_85) | (roc_9_4h_gt_neg_25) | (roc_9_1d_lt_50)) # 1d high, 1h & 4h downtrend & ((aroonu_14_1d_lt_90) | (roc_9_1h_gt_neg_10) | (roc_9_4h_gt_neg_20)) # 1d high, 4h & 1d overbought & ((aroonu_14_1d_lt_90) | (roc_9_4h_lt_40) | (roc_9_1d_lt_80)) # 1h high, 4h overbought & ((stochrsi_k_1h_lt_80) | (roc_9_4h_lt_80)) # 4h high, 1h downtrend & ((stochrsi_k_4h_lt_70) | (roc_9_1h_gt_neg_15)) # 4h high, 1d downtrend & ((stochrsi_k_4h_lt_70) | (roc_9_1d_gt_neg_40)) # 4h high & 1h & 4h overbought & ((stochrsi_k_4h_lt_80) | (roc_9_1h_lt_40) | (roc_9_4h_lt_80)) # 5m down move, 15m still not low enough, 1h high & ((roc_2 > -10.0) | (aroonu_14_15m_lt_30) | aroonu_14_1h_lt_80) # 5m down move, 15m still high & ((roc_2 > -10.0) | (aroonu_14_15m_lt_50)) # 5m down move, 15m & 1h down move, 15m still high & ((roc_9 > -15.0) | (rsi_3_15m_gt_5) | (rsi_3_1h_gt_35) | (aroonu_14_15m_lt_50)) # 5m down move, 4h down move, 15m downtrend, 1h high & ((roc_9 > -15.0) | (rsi_3_4h_gt_45) | (cmf_20_15m_gt_neg_0_30) | (aroonu_14_1h_lt_60)) # 1h downtrend, 4h high & overbought & ((roc_9_1h_gt_neg_25) | aroonu_14_4h_lt_80 | (roc_9_4h_lt_80)) # 1h & 4h overbought, 1d downtrend & ((roc_9_1h_lt_20) | (roc_9_4h_lt_20) | (roc_9_1d_gt_neg_40)) # 1d P&D, 1d downtrend & ((change_pct_1d_gt_neg_5) | (change_pct_1d_shift_288 < 30.0) | (cmf_20_1d_gt_neg_0_0)) # 1d green with top wick, 1h down move & ((change_pct_1d < 20.0) | (top_wick_pct_1d_lt_15) | rsi_3_1h_gt_20) # 1d green with top wick, 4h high & ((change_pct_1d_lt_25) | (top_wick_pct_1d_lt_25) | aroonu_14_4h_lt_80) # 1d green, 1h down move, 1d downtrend & ((change_pct_1d_lt_40) | (rsi_3_1h_gt_25) | (cmf_20_1d_gt_neg_0_20)) # 1d green with top wick, 4h overbought & ((change_pct_1d_lt_50) | (top_wick_pct_1d_lt_30) | (roc_9_4h_lt_80)) # 1d top wick, 1h & 4h down move, 1d high & ((top_wick_pct_1d_lt_20) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (aroonu_14_1d_lt_100)) # big drop in the last hour, 15m downtrend & ((close > (close_max_12 * 0.65)) | (cmf_20_15m_gt_neg_0_50)) # big drop in the last 6 hours, 1h down move, 1h high & ((close > (high_max_6_1h * 0.60)) | rsi_3_1h_gt_20 | (aroonu_14_1h_lt_60)) # big drop in the last 24 hours, 1h still high & ((close > (high_max_24_1h * 0.40)) | (stochrsi_k_1h < 45.0)) # big drop in the last 4 days, 1h high & ((close > (high_max_24_4h * 0.20)) | aroonu_14_1h_lt_70) # big drop in the last 20 days, 1d high, 1d downtrend & ((close > (high_max_20_1d * 0.20)) | (stochrsi_k_1d_lt_70) | (roc_9_1d_gt_neg_15)) # the daily low is not fresh at all, the hour has stopped falling, the 15m oscillator # is up and the hourly one is below mid-band: a market turning, not breaking & ((aroond_14_1d > 0.0) | (roc_2_1h > -2.5) | (uo_7_14_28_15m > 42.0) | (uo_7_14_28_1h < 46.0)) # the daily low is recent, 4h money flow clearly negative, the base money flow already # at zero and a squeeze behind it: the sell-off is finished and coiling & ((aroond_14_1d > 50.0) | (cmf_20_4h < -0.1) | (mfi_14 > 5.0) | (sqz_cnt_24 > 4.0)) # daily money flow rich, the base RSI already low, the daily RSI_3 snapping up and the # hourly stochastic off its floor: nothing left underneath on any timeframe & ((mfi_14_1d < 60.0) | (rsi_14 < 28.0) | (rsi_3_change_pct_1d < 50.0) | (stochk_14_3_3_1h > 15.0)) # daily money flow negative while the base RSI is dropping, the 15m is not selling and # the hour is red: the day is already priced in (4 losses, free in all three years) & ( (cmf_20_1d < -0.05) | (rsi_14_change_pct < -10.0) | (rsi_3_change_pct_15m > -70.0) | (change_pct_1h < -1.0) ) # the daily RSI is not strong, the 15m RSI_3 is not washed, the hourly oscillator is # below mid-band and the hour is flat: a quiet market with no leg to sell (3 losses) & ((rsi_14_1d < 55.0) | (rsi_3_15m > 15.0) | (uo_7_14_28_1h < 46.0) | (change_pct_1h > -2.0)) # daily money flow rich, the hour barely down, the 4h nowhere near its low and the day # up more than 2%: shorting strength on every timeframe at once (3 losses) & ((mfi_14_1d < 60.0) | (roc_9_1h > -2.0) | (willr_14_4h < -40.0) | (change_pct_1d > 2.0)) # no daily high behind it, base money flow drained, a loose pre-break base and the 15m # no longer falling: a tired market, not a breaking one (4 losses, all in 2022) & ((aroonu_14_1d > 0.0) | (mfi_14 > 15.0) | (ph_pre_tight > 1.0) | (roc_9_15m > -1.0)) # no daily high, the daily RSI_3 is washed, hourly RSI_3 snapping up and the 15m # oscillator off its floor: the daily leg is finished (4 losses) & ((aroonu_14_1d > 0.0) | (rsi_3_1d > 40.0) | (rsi_3_change_pct_1h < -20.0) | (stochrsi_k_15m > 10.0)) ) # Logic long_entry_logic.append( (ema_26 > ema_12) & ((ema_26 - ema_12) > (open_rate * 0.034)) & ((ema_26_shift_1 - ema_12_shift_1) > (open_rate / 100.0)) & (close < (bbl_20_2_0 * 0.999)) ) # Condition #2 - Normal mode (Long). if long_entry_condition_index == 2: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m & 1h down move, 1h still not low enough ((rsi_3_gt_3) | (rsi_3_1h_gt_10) | (aroonu_14_1h_lt_30)) # 5m & 1h down move, 1d high & ((rsi_3_gt_3) | (rsi_3_1h_gt_20) | (aroonu_14_1d_lt_100)) # 5m & 1h down move, 1h still high & ((rsi_3_gt_3) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_50)) # 5m & 1h down move, 1d high & ((rsi_3_gt_3) | (rsi_3_1h_gt_35) | (aroonu_14_1d_lt_100)) # 5m & 4h down move, 15m still not low enough & ((rsi_3_gt_3) | (rsi_3_4h_gt_3) | (stochrsi_k_15m_lt_30)) # 5m & 4h down move, 1d downtrend & ((rsi_3_gt_3) | (rsi_3_4h_gt_15) | (roc_9_1d_gt_neg_30)) # 5m & 4h & 1d down move, 4h still high & ((rsi_3_gt_3) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (rsi_14_4h_lt_40)) # 5m & 4h down move, 4h high & ((rsi_3_gt_3) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_80)) # 5m & 4h down move, 15m still high & ((rsi_3_gt_5) | (rsi_3_4h_gt_25) | (stochrsi_k_15m_lt_50)) # 5m & 1d down move, 1h still high & ((rsi_3_gt_3) | (rsi_3_1d_gt_10) | (aroonu_14_1h_lt_40)) # 5m & 1d down move, 1h still high & ((rsi_3_gt_3) | (rsi_3_1d_gt_10) | (stochrsi_k_1h_lt_50)) # 5m & 1d down move, 1d downtrend & ((rsi_3_gt_3) | (rsi_3_1d_gt_15) | (cmf_20_1d_gt_neg_0_25)) # 5m & 1d down move, 15m still high & ((rsi_3_gt_3) | (rsi_3_1d_gt_20) | (stochrsi_k_15m_lt_40)) # 5m down move, 1h high & ((rsi_3_gt_3) | (aroonu_14_1h_lt_80)) # 5m down move, 4h high, 1d overbought & ((rsi_3_gt_3) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_30)) # 5m down move, 4h high & overbought & ((rsi_3_gt_3) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_20)) # 5m down move, 4h & 1d overbought & ((rsi_3_gt_3) | (roc_9_4h_lt_20) | (roc_9_1d_lt_40)) # 5m down move, 1d downtrend & ((rsi_3_gt_3) | (roc_9_1d_gt_neg_40)) # 5m & 15m down move, 15m still high & ((rsi_3_gt_5) | (rsi_3_15m_gt_10) | (stochrsi_k_15m_lt_40)) # 5m & 15m down move, 1h high & ((rsi_3_gt_5) | (rsi_3_15m_gt_30) | (stochrsi_k_1h_lt_80)) # 5m & 4h down move, 1d downtrend & ((rsi_3_gt_5) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_20)) # 5m & 4h down move, 4h still not low enough & ((rsi_3_gt_5) | (rsi_3_4h_gt_15) | (stochrsi_k_4h < 20.0)) # 5m down move, 4h high, 1h overbought & ((rsi_3_gt_10) | aroonu_14_4h_lt_100 | (roc_9_1h_lt_30)) # 15m & 1h down move, 1h still high & ((rsi_3_15m > 1.0) | (rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_40)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_3) | (rsi_3_4h_gt_15)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_3) | (aroonu_14_4h_lt_50)) # 15m & 1h down move, 15m downtrend & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_5) | (cmf_20_15m_gt_neg_0_30)) # 15m & 1h down move, 15m still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_5) | (aroonu_14_15m_lt_30)) # 15m & 1h down move, 1h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_5) | (aroonu_14_1h_lt_25)) # 15m & 1h down move, 1h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_5) | (stochrsi_k_1h_lt_30)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_10)) # 15m & 1h & 4h down move, 4h still not low enough, 1d still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_20) | (rsi_14_1d_lt_50)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (stochrsi_k_1h_lt_30)) # 15m & 1h down move, 1d downtrend & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (roc_9_1d_gt_neg_40)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_45) | (stochrsi_k_1d_lt_60)) # 15m & 1h down move, 15m downtrend & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (cmf_20_15m_gt_neg_0_40)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (stochrsi_k_4h_lt_50)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_20) | (aroonu_14_1h_lt_70)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_20) | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_60)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_30) | (aroonu_14_1h_lt_60)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_70)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_35) | (aroonu_14_1h_lt_40)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_35) | (stochrsi_k_1d_lt_70)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_70)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_40) | (stochrsi_k_4h_lt_80)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_45) | (aroonu_14_1h_lt_85)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_80)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_5) | (rsi_14_4h_lt_30)) # 15m & 4h down move, 4h downtrend & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_5) | (cmf_20_4h_gt_neg_0_35)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_10) | (aroonu_14_1d_lt_70)) # 15m & 4h down move, 1d downtrend & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_20)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_30) | (stochrsi_k_4h < 40.0)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_50)) # 15m down move, 15m still not low enough, 1h high & ((rsi_3_15m_gt_3) | (aroonu_14_15m_lt_20) | (stochrsi_k_1h_lt_60)) # 15m down move, 15m still not low enough, 1h still high & ((rsi_3_15m_gt_3) | (aroonu_14_15m_lt_30) | (stochrsi_k_1h_lt_50)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_3) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_20)) # 15m down move, 4h still high, 15m downtrend & ((rsi_3_15m_gt_3) | (aroonu_14_4h_lt_40) | (cmf_20_15m_gt_neg_0_35)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_3) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_30)) # 15m down move, 4h & 1d downtrend & ((rsi_3_15m_gt_3) | (roc_9_4h_gt_neg_30) | (roc_9_1d_gt_neg_50)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_5) | (rsi_3_4h_gt_10)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_5) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_70)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_10) | (rsi_14_4h_lt_40)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_10) | (aroonu_14_1h_lt_40)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_10) | (aroonu_14_4h_lt_100)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_15) | (stochrsi_k_4h_lt_60)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_60)) # 15m & 1h & 4h & 1d down move, 1h still not low enough & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_40) | (stochrsi_k_1h_lt_30)) # 15m & 1h & 4h down move, 1h still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_40) | (aroonu_14_1h_lt_50)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_40) | (stochrsi_k_4h_lt_80)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_45) | (aroonu_14_1h_lt_80)) # 15m & 4h down move, 1d still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_5) | (stochrsi_k_1d_lt_40)) # 15m & 4h down move, 15m still not low enough & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_30)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_lt_70)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_15) | (aroonu_14_15m_lt_40)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_15) | (stochrsi_k_1h_lt_50)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_15) | (stochrsi_k_4h_lt_50)) # 15m & 4h & 1d down move, 1d still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_50)) # 15m & 4h down move, 1d overbought & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_20) | (roc_9_1d_lt_10)) # 15m & 4h & 1d down move, 4h still not low enough & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_40) | (aroonu_14_4h_lt_30)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_45) | (aroonu_14_4h_lt_40)) # 15m & 1d down move, 15m still not low enough & ((rsi_3_15m_gt_5) | (rsi_3_1d_gt_10) | (aroonu_14_15m_lt_30)) # 15m & 1d down move, 1h high & ((rsi_3_15m_gt_5) | (rsi_3_1d_gt_40) | (stochrsi_k_1h_lt_90)) # 15m down move, 15m downtrend, 4h still not low enough & ((rsi_3_15m_gt_5) | (cmf_20_15m_gt_neg_0_30) | (stochrsi_k_4h < 30.0)) # 15m down move, 15m still not low enough, 4h high & ((rsi_3_15m_gt_5) | (aroonu_14_15m_lt_20) | (stochrsi_k_4h_lt_70)) # 15m down move, 15m stil high, 1h still high & ((rsi_3_15m_gt_5) | (aroonu_14_15m_lt_40) | (stochrsi_k_1h_lt_50)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_5) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_20)) # 15m down move, 15m still not low enough, 1h still high & ((rsi_3_15m_gt_5) | (stochrsi_k_15m_lt_20) | (stochrsi_k_1h_lt_50)) # 15m down move, 1h still high, 4h overbought & ((rsi_3_15m_gt_5) | (stochrsi_k_1h_lt_50) | (roc_9_4h_lt_30)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_5) | (stochrsi_k_1h_lt_80) | (roc_9_1h_lt_20)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (stochrsi_k_15m_lt_50)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (aroonu_14_1h_lt_50)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (aroonu_14_4h_lt_60)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (stochrsi_k_1d_lt_70)) # 15m & 1h & 4h & 1d down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_40) | (roc_9_1d_lt_10)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (aroonu_14_1h_lt_80)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_70)) # 15m & 1h & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (stochrsi_k_1d_lt_70)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (aroonu_14_4h_lt_75)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (aroonu_14_4h_lt_50)) # 15m & 1h down move, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (roc_9_1d_gt_neg_50)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (roc_9_1d_lt_30)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_35) | (rsi_14_4h_lt_50)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_60)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_70)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_40) | (stochrsi_k_4h_lt_80)) # 15m & 1h & 1d down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_45) | (rsi_3_1d_gt_45) | (aroonu_14_1h_lt_70) | (roc_9_1d_gt_neg_10)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_70)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_80)) # 16m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_55) | (stochrsi_k_1h_lt_70)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_55) | (stochrsi_k_4h_lt_90)) # 15m & 1h & 4h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_60) | (rsi_3_4h_gt_60) | (aroonu_14_1h_lt_70)) # 15m & 1h & 4h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_60) | (rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_70)) # 15m & 4h & 1d down move, 1d still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_30) | (stochrsi_k_1d_lt_50)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_4h_lt_30)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_lt_80)) # 15m & 4h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (roc_9_1d_lt_20)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_30)) # 15m & 4h down move, 1h high, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_25) | (stochrsi_k_1h_lt_60) | (roc_9_1d_lt_10)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (aroonu_14_1d_lt_90)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (stochrsi_k_1d_lt_90)) # 15m & 4h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (roc_9_1d_lt_30)) # 15m & 4h & 1d down move, 1d high & overbought & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_50) | (rsi_3_1d_gt_50) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_20)) # 15m & 4h down move, 4h overbought & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_55) | (roc_9_4h_lt_50)) # 15m & 1d down move, 1d still high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_10) | (rsi_14_1d_lt_40)) # 15m & 1d down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_10) | (stochrsi_k_1h_lt_90)) # 15m & 1d down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_15) | (stochrsi_k_4h_lt_90)) # 15m & 1d down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_70)) # 15m & 1d down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_25) | (stochrsi_k_1d_lt_70)) # 15m down move, 15m downtrend, 1h high & ((rsi_3_15m_gt_10) | (cmf_20_15m_gt_neg_0_40) | (aroonu_14_1h_lt_80)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_80) | (roc_9_1d_lt_20)) # 15m down move, 4h & 1d high & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_70) | aroonu_14_1d_lt_100) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_10)) # 15m down move, 15m still not low enough, 4h high & ((rsi_3_15m_gt_10) | (stochrsi_k_15m_lt_20) | (aroonu_14_4h_lt_70)) # 15m down move, 15m sill high, 4h high & ((rsi_3_15m_gt_10) | (stochrsi_k_15m_lt_40) | (aroonu_14_4h_lt_60)) # 15m down move, 4h high, 1d downtrend & ((rsi_3_15m_gt_10) | (stochrsi_k_4h_lt_80) | (roc_9_1d_gt_neg_30)) # 15m & 1h & 4h down move, 4h still high, 1d still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_40) | (stochrsi_k_1d_lt_50)) # 15m & 1h down move, 4h downtrend & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (roc_9_4h_gt_neg_20)) # 15m & 1h & 4h & 1d down move, 4h still not low enough & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (stochrsi_k_4h_lt_30)) # 15m & 1h down move, 1h still high, 1d downtrend & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (aroonu_14_1h_lt_50) | (roc_9_1d_gt_neg_50)) # 15m & 1h down move, 1h downtrend & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (cmf_20_1h_gt_neg_0_30)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (roc_9_1d_lt_100)) # 15m & 1h & 4h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_60) | (aroonu_14_1h_lt_60)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (aroonu_14_4h_lt_80)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_70)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_40) | (aroonu_14_1d_lt_90)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_45) | (stochrsi_k_4h_lt_70)) # 15m & 1h & 4h down move, 1h high, 1d overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_50) | (rsi_3_4h_gt_50) | (aroonu_14_1h_lt_80) | (roc_9_1d_lt_30)) # 15m & 1h down move, 4h high & overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_55) | (aroonu_14_4h_lt_60) | (roc_9_4h_lt_30)) # 15m & 1h down move, 1h high, 4h & 1d overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_90) | (roc_9_4h_lt_10) | (roc_9_1d_lt_20)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_1h_lt_70)) # 15m & 4h down move, 4h downtrend & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (roc_9_4h_gt_neg_20)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_90)) # 15m & 1d down move, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_15) | (aroonu_14_1h_lt_40)) # 15m & 1d down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_30) | (aroonu_14_4h_lt_90)) # 15m down move, 15m still not low enough, 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_25) | (aroonu_14_4h_lt_60)) # 15m down move, 15m still not low enough, 1h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_30) | (aroonu_14_1h_lt_70)) # 15m down move, 15m & 4h still high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_40) | (aroonu_14_4h_lt_40)) # 15m down move, 1h still high, 4h overbought & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_50) | (roc_9_4h_lt_60)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_90)) # 15m down move, 1h & 1d high & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_90)) # 15m down move, 4h high, 4h downtrend & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_60) | (roc_9_4h_gt_neg_20)) # 15m down move, 4h & 1d high & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_75) | (aroonu_14_1d_lt_100)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_10)) # 15m down move, 15m still high, 1d overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_15m_lt_50) | (roc_9_1d_lt_100)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_1h_lt_90) | (roc_9_1h_lt_10)) # 15m down move, 4h still high, 1d high & overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_4h_lt_40) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_20)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_4h_lt_70) | (roc_9_1d_lt_10)) # 15m & 1h & 4h & 1d down move, 15m downtrend & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (cmf_20_15m_gt_neg_0_40)) # 15m & 1h down move, 15m still not low enough & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (aroonu_14_15m_lt_30)) # 15m & 1h down move, 4h overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (roc_9_4h_lt_50)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (stochrsi_k_15m_lt_80)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (stochrsi_k_4h_lt_80)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_30) | (aroonu_14_1h_lt_70)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_90)) # 15m & 1h & 4h down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_40) | (aroonu_14_1h_lt_90)) # 15m & 1h down move, 4h & 1d high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_40) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_100)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_45) | (stochrsi_k_1h_lt_80)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_20) | (stochrsi_k_1h_lt_80)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_80)) # 15m & 4h down move, 4h high, 1d high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_45) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_30)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_80)) # 15m down move, 1h & 1d high & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_80) | (aroonu_14_1d_lt_80)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_80) | (roc_9_1h_lt_20)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_90) | (roc_9_1d_gt_neg_30)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_lt_70) | (roc_9_1d_lt_100)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_lt_80) | (roc_9_1d_gt_neg_20)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_lt_90) | (roc_9_1h_lt_10)) # 15m & 1h & 4h & 1d down move, 4h still high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_30) | (rsi_14_4h_lt_40)) # 15m & 1h & 4h down move, 15m still not low enough, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_60) | (aroonu_14_15m_lt_30) | (aroonu_14_4h_lt_70)) # 15m & 1h & 4h down move, 15m still high, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_55) | (aroonu_14_15m_lt_40) | (stochrsi_k_4h_lt_60)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_40) | (roc_9_1d_lt_80)) # 15m & 4h down move, 1h overbought & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_35) | (roc_9_1h_lt_100)) # 15m & 1d down move, 4h & 1d still high & ((rsi_3_15m_gt_25) | (rsi_3_1d_gt_30) | (stochrsi_k_4h_lt_40) | (stochrsi_k_1d_lt_40)) # 15m down move, 15m still not low enough, 1h high & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_20) | (stochrsi_k_1h_lt_90)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_25) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_25) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_50)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_25) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_50)) # 15m down move, 4h high, 1h overbought & ((rsi_3_15m_gt_25) | (aroonu_14_4h_lt_80) | (roc_9_1h_lt_50)) # 15m & 1h & 4h down move, 1d high, 4h still not low enough & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (aroonu_14_1d_lt_100) | (stochrsi_k_4h_lt_30)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_30) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_50)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_30) | (stochrsi_k_1h_lt_80) | (roc_9_1d_gt_neg_20)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_30) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_30)) # 15m down move, 1h high, 4h overbought & ((rsi_3_15m_gt_35) | (aroonu_14_1h_lt_80) | (roc_9_4h_lt_80)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_35) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_50)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_35) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_20)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_35) | (stochrsi_k_1h_lt_80) | (roc_9_1d_lt_80)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_40) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_40)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h > 1.0) | (rsi_3_4h_gt_15) | (roc_9_1d_gt_neg_10)) # 1h down move, 15m downtrend, 1h still high & ((rsi_3_1h_gt_3) | (cmf_20_15m_gt_neg_0_40) | (aroonu_14_1h_lt_40)) # 1h & 4h down move, 15m downtrend & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_3) | (roc_9_15m > -30.0)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_5) | (aroonu_14_4h_lt_40)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_lt_40)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_15) | (rsi_14_4h_lt_40)) # 1h & 4h down move, 1h still not low enough & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_20) | (aroonu_14_1h_lt_20)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_80)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_25) | (roc_9_1d_lt_10)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_70)) # 1h & 1d down move, 15m still high & ((rsi_3_1h_gt_3) | (rsi_3_1d_gt_10) | (stochrsi_k_15m_lt_50)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_5) | (stochrsi_k_4h < 40.0)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_5) | (stochrsi_k_1d_lt_50)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_5) | (roc_9_1d_gt_neg_30)) # 1h % 4h down move, 4h downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_10) | (cmf_20_4h_gt_neg_0_30)) # 1h & 4h & 1d down move, 1d still high, 1h downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_50) | (roc_9_1h_gt_neg_20)) # 1h & 4h & 1d down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_70) | (roc_9_1h_gt_neg_10)) # 1h & 4h & 1d down move, 1d still high, 1d overbought & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_45) | (rsi_3_1d_gt_45) | (aroonu_14_1d_lt_50) | (roc_9_1d_lt_10)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_50)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_70)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_15) | (aroonu_14_1h_lt_50)) # 1h & 4h down move, 4h downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_15) | (roc_9_4h_gt_neg_30)) # 1h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_5) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_50)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_15)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_1d_lt_40)) # 1h & 4h down move, 1h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_20)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_20)) # 1h & 4h & 1d down move, 4h downtrend, 1d still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_25) | (rsi_14_4h_gt_30) | (aroonu_14_1d_lt_40)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (stochrsi_k_15m_lt_70)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (roc_9_1d_gt_neg_40)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_50)) # 1h & 1d down move, 15m still high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_15) | (stochrsi_k_15m_lt_40)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_35) | (rsi_14_4h_lt_40)) # 1h down move, 1h still not low enough 1d overbought & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_30) | (roc_9_1d_lt_100)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (rsi_14_1d_lt_60)) # 1h & 4h down move, 1h still not low enough & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_1h_lt_20)) # 1h & 4h down move, 15m still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_15m_lt_50)) # 1h & 4h down move, 4h downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (roc_9_4h_gt_neg_20)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_15) | rsi_3_4h_gt_20 | (rsi_14_4h_lt_40)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_25) | (stochrsi_k_4h < 30.0)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_30) | (stochrsi_k_1d_lt_80)) # 1h & 4h down move, 4h downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_30) | (roc_9_4h_gt_neg_30)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_40) | aroonu_14_4h_lt_70) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_50)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_80)) # 1h & 1d down move, 1d overbought & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_35) | (roc_9_1d_lt_10)) # 1h down move, 1h still high, 1d downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_40) | (roc_9_1d_gt_neg_40)) # 1h down move, 4h high, 1d high & ((rsi_3_1h_gt_15) | (aroonu_14_4h_lt_60) | (aroonu_14_1d_lt_100)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_15) | (aroonu_14_4h_lt_60) | roc_9_1d_lt_50) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_15) | (stochrsi_k_4h < 60.0) | (roc_9_4h_lt_10)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_15) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_40)) # 1h down move, 4h & 1d downtrend & ((rsi_3_1h_gt_15) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (roc_9_1d_lt_20)) # 1h & 4h & 1d down move, 1h stil high, 1d downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_40) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_50)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_85)) # 1h & 1d down move, 1h still high & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_30) | (stochrsi_k_1h_lt_50)) # 1h down move, 1h high, 4h downtrend & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_70) | (roc_9_4h_gt_neg_10)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_10)) # 1h down move, 1h high, 1h still not low enough & ((rsi_3_1h_gt_20) | (aroonu_14_1d_lt_80) | (stochrsi_k_1h_lt_20)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_20) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_20)) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_20) | (stochrsi_k_1d_lt_80) | (roc_9_4h_gt_neg_20)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_60)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (roc_9_1d_gt_neg_30)) # 1h & 4h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_50)) # 1h & 1d down move, 1h high, 4h downtrend & ((rsi_3_1h_gt_25) | (rsi_3_1d_gt_25) | (stochrsi_k_1h_lt_70) | (roc_9_4h_gt_neg_20)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_90)) # 1h down move, 1h high & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_85)) # 1h down move, 4h high, 4h downtrend & ((rsi_3_1h_gt_25) | (aroonu_14_4h_lt_70) | (cmf_20_4h_gt_neg_0_50)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_25) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_40)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_25) | (roc_9_4h_lt_30) | (roc_9_1d_lt_100)) # 1h & 4h down move, 4h downtrend & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (roc_9_4h_gt_neg_20)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_100)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_10)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_30)) # 1h down move, 4h downtrend, 1d overbought & ((rsi_3_1h_gt_30) | (roc_9_4h_gt_neg_30) | (roc_9_1d_lt_200)) # 1h down move, 4h & 1d downtrend & ((rsi_3_1h_gt_30) | (roc_9_4h_gt_neg_25) | (roc_9_1d_gt_neg_60)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_35) | (stochrsi_k_1h_lt_40)) # 1h down move, 1h still high, 4h downtrend & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_50) | (roc_9_4h_gt_neg_20)) # 1h down move, 1h high, 4h high & overbought & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_10)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_70) | (roc_9_1d_gt_neg_25)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_35) | (aroonu_14_4h_lt_85) | (roc_9_4h_lt_100)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_35) | (aroonu_14_4h_lt_85) | (roc_9_1d_lt_100)) # 1h down move, 1d high, 4h overbought & ((rsi_3_1h_gt_35) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_40)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_50) | (roc_9_1d_lt_200)) # 1h & 4h & 1d down move, 1d overbought & ((rsi_3_1h_gt_40) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_60) | (roc_9_1d_lt_40)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_80) | (aroonu_14_1d_lt_80)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_80) | (roc_9_1d_lt_10)) # 1h down move, 4h still high, 1d overbought & ((rsi_3_1h_gt_40) | (aroonu_14_4h_lt_40) | (roc_9_1d_lt_100)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_45) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_100)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_45) | (rsi_3_4h_gt_60) | (stochrsi_k_1h_lt_80)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_45) | (rsi_3_4h_gt_65) | (roc_9_1d_lt_200)) # 1h down move, 1h high, 1d high & overbought & ((rsi_3_1h_gt_45) | (stochrsi_k_1h_lt_60) | (stochrsi_k_1d_lt_70) | (roc_9_1d_lt_40)) # 1h down move, 1h high, 1d high & overbought & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_60)) # 1h down move, 1h high & overbought & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_80) | (roc_9_1h_lt_10)) # 1h down move, 4h high, 1h overbought & ((rsi_3_1h_gt_50) | (aroonu_14_4h_lt_85) | (roc_9_1h_lt_20)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_50) | (stochrsi_k_4h < 60.0) | (roc_9_1d_gt_neg_60)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_100)) # 1h down move, 1h & 4h overbought & ((rsi_3_1h_gt_50) | (roc_9_1h_lt_10) | (roc_9_4h_lt_100)) # 1h down move, 1h high & overbought & ((rsi_3_1h_gt_55) | (aroonu_14_1h_lt_90) | (roc_9_1h_lt_10)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_55) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_10)) # 1h down move, 1h high & overbought & ((rsi_3_1h_gt_55) | (stochrsi_k_1h_lt_80) | (roc_9_1h_lt_10)) # 4h & 1d down move, 4h still not low enough & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_15) | (aroonu_14_4h_lt_20)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_15) | (aroonu_14_1d_lt_40)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_20) | (stochrsi_k_1d_lt_40)) # 4h & 1d down move, 1d downtrend & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_15) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h still high, 1d high & ((rsi_3_4h_gt_5) | (aroonu_14_4h_lt_50) | (aroonu_14_1d_lt_100)) # 4h down move, 15m still high & ((rsi_3_4h_gt_5) | (stochrsi_k_15m_lt_50)) # 4h & 1d down move, 1h still not low enough & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_10) | (stochrsi_k_1h_lt_20)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_15) | (stochrsi_k_1d_lt_40)) # 4h & 1d down move, 1d downtrend & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_20) | (roc_9_1d_gt_neg_25)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_35) | (aroonu_14_1d_lt_100)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_45) | (stochrsi_k_1d_lt_80)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_45) | (roc_9_1d_lt_10)) # 4h down move, 1d still high, 1d downtrend & ((rsi_3_4h_gt_10) | (aroonu_14_1d_lt_40) | (roc_9_1d_gt_neg_20)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_10) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_40)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_4h < 40.0) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_60)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_50) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 4h still high & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (stochrsi_k_4h < 40.0)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (stochrsi_k_1d_lt_80)) # 4h down move, 1h high, 1d downtrend & ((rsi_3_4h_gt_15) | (aroonu_14_1h_lt_90) | (roc_9_1d_gt_neg_10)) # 4h down move, 4h still high, 4h downtrend & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_50) | (roc_9_4h_gt_neg_20)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_20) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_50)) # 4h & 1d down move, 1h high & overbought & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_35) | (aroonu_14_1h_lt_80) | (roc_9_1h_lt_10)) # 4h & 1d down move, 1h high & overbought & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_35) | (stochrsi_k_1h_lt_70) | (roc_9_1h_lt_10)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_40) | (roc_9_1d_lt_30)) # 4h down move, 4h still high, 1d overbought & ((rsi_3_4h_gt_25) | (aroonu_14_4h_lt_40) | (roc_9_1d_lt_100)) # 4h down move, 4h still high. 4h downtrend & ((rsi_3_4h_gt_25) | (aroonu_14_4h_lt_50) | (cmf_20_4h_gt_neg_0_40)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_25) | (aroonu_14_4h_lt_50) | (roc_9_1d_gt_neg_40)) # 4h down move, 4h high, 4h downtrend & ((rsi_3_4h_gt_25) | (aroonu_14_4h_lt_70) | (roc_9_4h_gt_neg_30)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_30) | (rsi_3_1d_gt_60) | (roc_9_1d_lt_60)) # 4h down move, 1d downtrend & ((rsi_3_4h_gt_30) | (roc_9_1d_gt_neg_50)) # 4h down move, 4h & 1d overbought & ((rsi_3_4h_gt_35) | (roc_9_4h_lt_30) | (roc_9_1d_lt_200)) # 4h down move, 1h high, 1d overbought & ((rsi_3_4h_gt_40) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_40)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_40) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100)) # 4h down move, 4h still high, 1d overbought & ((rsi_3_4h_gt_40) | (stochrsi_k_4h < 40.0) | roc_9_1d_lt_50) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_70) | (roc_9_1d_gt_neg_60)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_40) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_100)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_45) | (rsi_3_1d_gt_45) | (aroonu_14_1d_lt_100)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_45) | (aroonu_14_4h_lt_70) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_50) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_10)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_50) | (aroonu_14_1d_lt_85) | (roc_9_1d_lt_80)) # 4h down move, 1d high, 4h overbought & ((rsi_3_4h_gt_55) | (stochrsi_k_1d_lt_90) | (roc_9_4h_lt_10)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_60) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_20)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_60) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_200)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_80) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h & 1d overbought & ((rsi_3_4h_gt_60) | (roc_9_4h_lt_20) | (roc_9_1d_lt_20)) # 4h down move, 4h overbought & ((rsi_3_4h_gt_60) | (roc_9_4h_lt_60)) # 1d down move, 1d high, 1d downtrend & ((rsi_3_1d_gt_5) | (aroonu_14_1d_lt_80) | (roc_9_1d_gt_neg_20)) # 1d down move, 1h & 4h still not low enough & ((rsi_3_1d_gt_5) | (stochrsi_k_1h_lt_20) | (stochrsi_k_4h < 20.0)) # 1d down move, 1h & 4h high & ((rsi_3_1d_gt_10) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_90)) # 1d down move, 1h high & ((rsi_3_1d_gt_10) | (aroonu_14_1h_lt_70)) # 1d down move, 1h high, 1d downtrend & ((rsi_3_1d_gt_10) | (stochrsi_k_1h_lt_80) | (roc_9_1d_gt_neg_20)) # 1d down move, 1h overbought, 1d downtrend & ((rsi_3_1d_gt_15) | (roc_9_1h_lt_20) | (roc_9_1d_gt_neg_50)) # 1d down move, 1h high, 1d downtrend & ((rsi_3_1d_gt_20) | (stochrsi_k_1h_lt_90) | (roc_9_1d_gt_neg_10)) # 1d down move, 1h high, 1d overbought & ((rsi_3_1d_gt_25) | aroonu_14_1h_lt_70 | (roc_9_1d_lt_25)) # 1d down move, 1d still high, 1d downtrend & ((rsi_3_1d_gt_25) | (stochrsi_k_1d_lt_50) | (roc_9_1d_gt_neg_20)) # 1d down move, 1h high & overbought & ((rsi_3_1d_gt_40) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_80)) # 1d down move, 4h high & overbought & ((rsi_3_1d_gt_45) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_60)) # 1d down move, 1d still high, 4h still high & ((rsi_3_1d_gt_50) | (rsi_14_1d_lt_50) | (stochrsi_k_4h_lt_50)) # 1d downtrend, 1d high & overbought & ((cmf_20_1d_gt_neg_0_40) | (aroonu_14_1d_lt_85) | (roc_9_1d_lt_20)) # 1h high, 4h & 1d overbought & (aroonu_14_1h_lt_70 | (roc_9_4h_lt_50) | (roc_9_1d_lt_200)) # 1h & 4h high, 1d overbought & (aroonu_14_1h_lt_70 | (aroonu_14_4h_lt_90) | (roc_9_1d_lt_50)) # 1h & 4h high, 1d downtrend & (aroonu_14_1h_lt_70 | (aroonu_14_4h_lt_100) | (roc_9_1d_gt_neg_40)) # 1h high, 4h & 1d downtrend & (aroonu_14_1h_lt_70 | (roc_9_4h_gt_neg_30) | roc_9_1d_gt_neg_50) # 1h & 4h high, 1h overbought & (aroonu_14_1h_lt_80 | (aroonu_14_4h_lt_90) | (roc_9_1h_lt_30)) # 1h & 4high, 1d downtrend & (aroonu_14_1h_lt_80 | aroonu_14_4h_lt_100 | (roc_9_1d_gt_neg_20)) # 1h & 4h high, 1d overbought & (aroonu_14_1h_lt_80 | aroonu_14_4h_lt_100 | (roc_9_1d_lt_80)) # 1h & 1d high, 1d overbought & (aroonu_14_1h_lt_80 | aroonu_14_1d_lt_100 | (roc_9_1d_lt_30)) # 1h high, 1d downtrend & (aroonu_14_1h_lt_80 | (roc_9_1d_gt_neg_40)) # 1h & 4h high, 1d overbought & ((aroonu_14_1h_lt_90) | aroonu_14_4h_lt_100 | (roc_9_1d_lt_30)) # 1h high, 4h & 1d overbought & ((aroonu_14_1h_lt_90) | (roc_9_4h_lt_40) | (roc_9_1d_lt_40)) # 4h still high, 5m downtrend & ((aroonu_14_4h_lt_40) | (roc_9 > -40.0)) # 4h high & overbought & ((aroonu_14_4h_lt_70) | (roc_9_4h_lt_80)) # 4h & 1d high, 1d overbought & ((aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_40)) # 4h high, 1h & 4h overbought & ((aroonu_14_4h_lt_100) | (roc_9_1h_lt_10) | (roc_9_4h_lt_20)) # 1d high, 1d downtrend & ((aroonu_14_1d_lt_80) | (roc_9_1d_gt_neg_30)) # 1d high, 1h & 4h downtrend & ((aroonu_14_1d_lt_85) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_50)) # 1d high, 4h & 1d overbought & ((aroonu_14_1d_lt_85) | (roc_9_4h_lt_60) | (roc_9_1d_lt_60)) # 1d high, 1h & 4h down move & ((aroonu_14_1d_lt_100) | (roc_9_1h_lt_25) | (roc_9_4h_lt_60)) # 15m high, 1d overbought & ((stochrsi_k_15m_lt_70) | (roc_9_1d_lt_60)) # 1h high, 1d downtrend & ((stochrsi_k_1h_lt_70) | (roc_9_1d_gt_neg_50)) # 1h high, 1d overbought & ((stochrsi_k_1h_lt_70) | (roc_9_1d_lt_40)) # 1h high, 4h downtrend & ((stochrsi_k_1h_lt_80) | (roc_9_4h_gt_neg_20)) # 1h high, 4h overbought & ((stochrsi_k_1h_lt_80) | (roc_9_4h_lt_80)) # 4h high, 1h & 4h overbought & ((stochrsi_k_4h < 80.0) | (roc_9_1h_lt_10) | (roc_9_4h_lt_20)) # 1d high, 1h & 1d overbought & ((stochrsi_k_1d_lt_80) | (roc_9_1h_lt_10) | (roc_9_1d_lt_80)) # 1d high, 4h & 1d overbought & ((stochrsi_k_1d_lt_80) | (roc_9_4h_lt_60) | (roc_9_1d_lt_60)) # 1d top wick, 1h & 4h down move, 1d high & ((top_wick_pct_1d_lt_20) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (aroonu_14_1d_lt_100)) # big drop in last hough, 4h down move, 1h still not low enough & ((close > (close_max_12 * 0.90)) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_30)) # big drop in the last 20 days, 1d high, 1d downtrend & ((close > (high_max_20_1d * 0.20)) | (stochrsi_k_1d_lt_70) | (roc_9_1d_gt_neg_15)) # drop in last 20 days, 1h high, 1d downtrend & ((close > (high_max_20_1d * 0.20)) | (aroonu_14_1h_lt_70) | (roc_9_1d_gt_neg_70)) # drop in last 20 days. 4h high & ((close > (high_max_20_1d * 0.10)) | (stochrsi_k_4h_lt_90)) ) # Logic long_entry_logic.append( # (df["RSI_3"] > 5.0) (aroonu_14_lt_30) & (stochrsi_k_lt_30) # & (rsi_3_15m > 5.0) & (aroonu_14_15m_lt_50) & (close < (ema_20 * 0.948)) ) # Condition #3 - Normal mode (Long). if long_entry_condition_index == 3: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m & 4h down move, 1h still high ((rsi_3_gt_5) | (rsi_3_4h_gt_15) | (stochrsi_k_1h_lt_50)) # 5m down move, 15m high, 1d overbought & ((rsi_3_gt_5) | (aroonu_14_15m_lt_70) | (roc_9_1d_lt_40)) # 5m down move, 15m still high, 1d downtrend & ((rsi_3_gt_5) | (stochrsi_k_15m_lt_50) | (roc_9_1d_gt_neg_20)) # 5m down move, 1h still high, 4h downtrend & ((rsi_3_gt_5) | (stochrsi_k_1h_lt_50) | (roc_9_4h_gt_neg_10)) # 5m down move, 1h high. 1d downtrend & ((rsi_3_gt_5) | (stochrsi_k_1h_lt_80) | (roc_9_1d_gt_neg_30)) # 5m down move, 15m & 1h high & ((rsi_3_gt_10) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100)) # 5m down move, 15m & 1d high & ((rsi_3_gt_10) | (aroonu_14_15m_lt_70) | aroonu_14_1d_lt_100) # 5m down move, 1h & 1d high & ((rsi_3_gt_15) | (aroonu_14_1h_lt_80) | (aroonu_14_1d_lt_90)) # 15m & 1h dowbn move, 1d high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_25) | (stochrsi_k_1d_lt_90)) # 15m & 1d down move, 1h high & ((rsi_3_15m_gt_5) | (rsi_3_1d_gt_15) | (stochrsi_k_1h_lt_60)) # 15m & 1h & 4h down move, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (roc_9_1d_gt_neg_50)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_35) | (aroonu_14_15m_lt_50)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_40)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_15m_lt_50)) # 15m down move, 15m still high, 1h high & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_40) | (stochrsi_k_1h_lt_90)) # 15m down move, 15m still high, 1h high & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_50) | (stochrsi_k_1h_lt_80)) # 15m down move, 15m still high, 1d overbought & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_50) | (roc_9_1d_lt_100)) # 15m down move, 15m high, 1d overbought & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_60) | roc_9_1d_lt_50) # 15m down move, 4h high, 1d downtrend & ((rsi_3_15m_gt_10) | (stochrsi_k_4h_lt_80) | (roc_9_1d_gt_neg_20)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_35) | (aroonu_14_4h_lt_50)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_60)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_45) | (stochrsi_k_1h_lt_80)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_50) | (aroonu_14_1h_lt_75)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | aroonu_14_4h_lt_70) # 15m & 4h down move, 1d downtrend & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (roc_9_1d > -30.0)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_15m_lt_50)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_15) | rsi_3_4h_gt_20 | aroonu_14_1d_lt_100) # 15m & 1d down move, 15m high & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_15) | (aroonu_14_15m_lt_70)) # 15m down move, 4h downtrend. 15m high & ((rsi_3_15m_gt_15) | (cmf_20_4h_gt_neg_0_30) | (aroonu_14_15m_lt_60)) # 15m down move, 15m still high, 1h still high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_50)) # 15m down move, 15m high, 4h downtrend & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_60) | (roc_9_4h_gt_neg_20)) # 15m down move, 15m high, 1d downtrend & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_60) | (roc_9_1d_gt_neg_70)) # 15m down move, 15m high, 1d overbought & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_60) | (roc_9_1d_lt_100)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_70) | aroonu_14_1h_lt_70) # 15m down move, 15m & 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_70) | aroonu_14_4h_lt_70) # 15m down move, 15m & 1d high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_70) | aroonu_14_1d_lt_100) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_70) | (stochrsi_k_4h_lt_80)) # 15m down move, 15m high, 1d overbought & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_70) | roc_9_1d_lt_50) # 15m down move, 4h high, 1d downtrend & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_50) | (roc_9_1d_gt_neg_40)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_1h_lt_80) | (roc_9_1d_lt_20)) # 15m down move, 4h & 1d overbought & ((rsi_3_15m_gt_15) | (roc_9_4h_lt_25) | (roc_9_1d_lt_100)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (aroonu_14_1h_lt_40)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_45) | (aroonu_14_1h_lt_85)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_45) | aroonu_14_4h_lt_80) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_45) | aroonu_14_1d_lt_100) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_20) | rsi_3_4h_gt_20 | (aroonu_14_15m_lt_60)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_30) | (aroonu_14_15m_lt_75)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_30) | (stochrsi_k_1d_lt_90)) # 15m & 4h down move, 4h still high, 4h downtrend & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_40) | (roc_9_4h_gt_neg_10)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_70)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_25) | (stochrsi_k_15m_lt_50)) # 15m & 1d down move, 1h still high & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_25) | (stochrsi_k_1h_lt_50)) # 15m & 1d down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_40) | (aroonu_14_1h_lt_90)) # 15m &1d down move, 1d overbought & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_50) | (roc_9_1d_lt_20)) # 15m & 1d down move, 4h high, 4h & 1d overbought & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_60) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_20) | (roc_9_1d_lt_30)) # 15m down move, 15m still not low enough, 4h overbought & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_30) | (roc_9_4h_lt_60)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_40) | (stochrsi_k_4h_lt_90)) # 15m down move, 15m still high, 1h high & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_100)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_50) | aroonu_14_4h_lt_70) # 15m down move, 15m still high, 1d overbought & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_50) | roc_9_1d_lt_50) # 15m down move, 15m high, 4h downtrend & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_60) | (roc_9_4h_gt_neg_40)) # 15m down move, 15m high, 4h overbought & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_60) | (roc_9_4h_lt_10)) # 15m down move, 15m high, 4h overbought & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_70) | (roc_9_4h_lt_20)) # 15m down move, 15m high, 4h downtrend & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_70) | (roc_9_4h_gt_neg_10)) # 15m down move, 15m high, 1d downtrend & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_70) | (roc_9_1d_gt_neg_20)) # 15m down move, 15m high, 1d overbought & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_70) | roc_9_1d_lt_50) # 15m down move, 1h high, 4h overbought & ((rsi_3_15m_gt_20) | aroonu_14_1h_lt_80 | (roc_9_4h_lt_20)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_20) | aroonu_14_4h_lt_70 | (roc_9_4h_lt_50)) # 15m down move, 1h high, 4h downtrend & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_lt_60) | (roc_9_4h_gt_neg_20)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_lt_80) | (roc_9_1d_lt_30)) # 15m down move, 1h high & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_lt_90)) # 15m down move, 4h still high, 1d downtrend & ((rsi_3_15m_gt_20) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_20)) # 15m down move, 4h high, 1d downtrend & ((rsi_3_15m_gt_20) | (stochrsi_k_4h_lt_80) | (roc_9_1d_gt_neg_30)) # 15m down move, 4h & 1d overbought & ((rsi_3_15m_gt_20) | (roc_9_4h_lt_25) | (roc_9_1d_lt_100)) # 15m & 1h down move, 15m still not low enough, 1h still high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (stochrsi_k_15m_lt_20) | (stochrsi_k_1h_lt_50)) # 15m & 1h & 4h down move, 15m still not low enough, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_15m_lt_30) | (aroonu_14_4h_lt_60)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_30) | (aroonu_14_15m_lt_70)) # 15m & 1h & 4h down move, 15m still high, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_50) | (rsi_3_4h_gt_60) | (aroonu_14_15m_lt_40) | (stochrsi_k_4h_lt_80)) # 15m & 4h & 1d down move, 15m & 1d high & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_60) | (aroonu_14_15m_lt_70) | (aroonu_14_1d_lt_70)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_40) | (aroonu_14_15m_lt_75)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_50) | (aroonu_14_1h_lt_100)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_60) | (aroonu_14_1h_lt_100)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_80)) # 15m & 1d down move, 1d high & ((rsi_3_15m_gt_25) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_75)) # 15m & 1d down move, 1d high & ((rsi_3_15m_gt_25) | (rsi_3_1d_gt_45) | (aroonu_14_1d_lt_90)) # 15m down move, 15m high, 4h downtrend & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_70) | (roc_9_4h_gt_neg_20)) # 15m down move, 15m high, 4h overbought & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_70) | (roc_9_4h_lt_10)) # 15m down move, 15m high, 1d overbought & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_70) | (roc_9_1d_lt_60)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_25) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_70)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_25) | (aroonu_14_1h_lt_70) | (roc_9_4h_gt_neg_10)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_25) | (aroonu_14_1h_lt_90) | (roc_9_1d_lt_20)) # 15m down move, 4h high, 1d high & ((rsi_3_15m_gt_25) | (aroonu_14_4h_lt_60) | (stochrsi_k_1d_lt_90)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_25) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_10)) # 15m down move, 15m still high, 1h still high & ((rsi_3_15m_gt_25) | (stochrsi_k_15m_lt_50) | (aroonu_14_1h_lt_50)) # 15m down move, 1h high, 4h high & ((rsi_3_15m_gt_25) | (stochrsi_k_1h_lt_70) | (aroonu_14_4h_lt_100)) # 15m down move, 4h & 1d overbought & ((rsi_3_15m_gt_25) | (roc_9_4h_lt_50) | (roc_9_1d_lt_50)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_30) | (aroonu_14_1h_lt_80)) # 15m & 1h down move, 4h & 1d downtrend & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_35) | (roc_9_4h_gt_neg_30) | (roc_9_1d_gt_neg_50)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_30) | (roc_9_1d_lt_40)) # 15m & 1h & 4h down move, 15m & 1d high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_50) | (aroonu_14_15m_lt_70) | (aroonu_14_1d_lt_70)) # 15m & 1h & 4h down move, 15m high, 4h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_55) | (rsi_3_4h_gt_60) | (aroonu_14_15m_lt_50) | (aroonu_14_4h_lt_70)) # 15m & 1h down move, 15m high, 1h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_55) | (aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_100)) # 15m & 1h down move, 15m still high, 1d overbought & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_55) | (stochrsi_k_15m_lt_40) | (roc_9_1d_lt_30)) # 15m & 4h & 1d down move, 15m high, 1d high & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_35) | (aroonu_14_15m_lt_70) | (stochrsi_k_1d_lt_70)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_35) | (aroonu_14_4h_lt_70)) # 15m & 1d down move, 15m still high, 1h high & ((rsi_3_15m_gt_30) | (rsi_3_1d_gt_35) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_90)) # 15m down move, 1d high, 15m high & ((rsi_3_15m_gt_30) | (rsi_14_1d_lt_70) | (aroonu_14_15m_lt_70)) # 15m down move, 15m high, 1d downtrend & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_60) | (roc_9_1d_gt_neg_40)) # 15m down move, 15m high, 15m downtrend & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_70) | (cmf_20_15m_gt_neg_0_30)) # 15m down move, 15m high, 4h & 1d downtrend & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_70) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_10)) # 15m down move, 15m high, 1d overbought & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_70) | (roc_9_1d_lt_70)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_30) | (aroonu_14_1h_lt_100) | (roc_9_1d_lt_30)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_30) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_60)) # 15m down move, 15m high, 4h overbought & ((rsi_3_15m_gt_30) | (stochrsi_k_15m_lt_70) | (roc_9_4h_lt_70)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_30) | (stochrsi_k_1h_lt_90) | (roc_9_1d_lt_50)) # 15m & 1h down move, 15m still high, 1h high & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_40) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_90)) # 15m & 1h & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_60) | (rsi_3_4h_gt_60) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_30)) # 15m & 4h & 1d down move, 4h still high, 15m high & ((rsi_3_15m_gt_35) | (rsi_3_4h_gt_50) | (rsi_3_1d_gt_60) | (rsi_14_4h_lt_50) | (aroonu_14_15m_lt_70)) # 15m down move, 15m high, 4h high & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_60) | (stochrsi_k_4h_lt_90)) # 15m down move, 15m high, 4h overbought & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_70) | (roc_9_4h_lt_80)) # 15m down move, 1h high, 4h overbought & ((rsi_3_15m_gt_35) | (aroonu_14_1h_lt_90) | (roc_9_4h_lt_100)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_35) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_200)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_35) | (stochrsi_k_1h_lt_90) | roc_9_1d_gt_neg_50) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_35) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_20)) # 15m & 1h down move, 15m still high, 1h high & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_55) | (aroonu_14_15m_lt_50) | (stochrsi_k_1h_lt_80)) # 15m down move, 15m high, 1h high, 1d downtrend & ((rsi_3_15m_gt_40) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_60) | (roc_9_1d_gt_neg_20)) # 15m down move, 15m high, 1d high & overbought & ((rsi_3_15m_gt_40) | (aroonu_14_15m_lt_70) | (aroonu_14_1d_lt_85) | (rsi_3_1d_gt_35)) # 15m down move, 15m high, 1h downtrend & ((rsi_3_15m_gt_40) | (aroonu_14_15m_lt_70) | (roc_9_1h_gt_neg_20)) # 15m down move, 15m & 4h high & ((rsi_3_15m_gt_40) | (aroonu_14_15m_lt_75) | (aroonu_14_4h_lt_75)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_40) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_30)) # 1h & 4h down move, 15m still high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_50)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_4h_lt_50)) # 1h down move, 4h still high, 4h downtrend & ((rsi_3_1h_gt_10) | (aroonu_14_4h_lt_40) | (roc_9_4h_gt_neg_20)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_10) | aroonu_14_4h_lt_70 | (roc_9_4h_lt_20)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (rsi_14_1d_lt_60)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_15m_lt_70)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_50)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_15) | rsi_3_4h_gt_20 | (roc_9_1d_gt_neg_30)) # 1h & 1d down move, 1d overbought & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_35) | (roc_9_1d_lt_10)) # 1h & 1d down move, 1d overbought & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_60) | (roc_9_1d_lt_40)) # 1h down move, 1h still not low enough, 1d downtrend & ((rsi_3_1h_gt_15) | (stochrsi_k_1h_lt_30) | (roc_9_1d_gt_neg_30)) # 1h & 4h & 1d down move, 1h stil high, 1d downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_40) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_25) | (aroonu_14_1d_lt_80)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_25) | (roc_9_1d_lt_30)) # 1h & 4h & 1d down move, 1h still high, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_45) | (aroonu_14_1h_lt_50) | (aroonu_14_1d_lt_80)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_20) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_100)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_80)) # 1h & 4h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_50)) # 1h & 1d down move, 1d still high & ((rsi_3_1h_gt_25) | (rsi_3_1d_gt_40) | (stochrsi_k_1d_lt_50)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_20)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_25) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_20)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_25) | (stochrsi_k_4h_lt_60) | (roc_9_1d_gt_neg_20)) # 1h down move, 4h downtrend, 1d overbought & ((rsi_3_1h_gt_25) | (roc_9_4h_gt_neg_40) | roc_9_1d_lt_50) # 1h & 4h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_20)) # 1h down move, 15m & 1h still high & ((rsi_3_1h_gt_30) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_50)) # 1h down move, 1h still high, 1 & 1d downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_40) | (roc_9_1h_gt_neg_20) | (roc_9_1d_gt_neg_50)) # 1h down move, 1h still high 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_50) | (roc_9_1d_lt_200)) # 1h down move, 1h high, 4h downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_60) | (roc_9_4h_gt_neg_20)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_30)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_60) | (roc_9_4h_lt_20)) # 1h down move, 4h & 1h overbought & ((rsi_3_1h_gt_30) | (roc_9_4h_lt_30) | (roc_9_1d_lt_40)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_35) | (rsi_3_1d_gt_35) | (aroonu_14_1h_lt_75)) # 1h down move, 15m still high, 4h high & ((rsi_3_1h_gt_35) | (aroonu_14_15m_lt_40) | aroonu_14_4h_lt_80) # 1h down move, 15m still high, 4h high & ((rsi_3_1h_gt_35) | (aroonu_14_15m_lt_40) | (stochrsi_k_4h_lt_70)) # 1h down move, 15m still high, 4h high & ((rsi_3_1h_gt_35) | (aroonu_14_15m_lt_50) | aroonu_14_4h_lt_70) # 1h down move, 15m & 1d high & ((rsi_3_1h_gt_35) | (aroonu_14_15m_lt_60) | (aroonu_14_1d_lt_80)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_35) | aroonu_14_1h_lt_70 | (stochrsi_k_4h_lt_90)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_35) | aroonu_14_1h_lt_80 | (aroonu_14_1d_lt_90)) # 1h down move, 1h downtrend, 4h overbought & ((rsi_3_1h_gt_35) | (cmf_20_1h_gt_neg_0_30) | (roc_9_4h_lt_20)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_35) | aroonu_14_1h_lt_70 | (roc_9_1d_gt_neg_80)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_35) | aroonu_14_1h_lt_80 | roc_9_1d_lt_50) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_35) | (stochrsi_k_4h_lt_80) | roc_9_1d_gt_neg_50) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_40) | (rsi_3_4h_gt_50) | (stochrsi_k_1h_lt_70)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_40) | (rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_60)) # 1h down move, 15m still high, 4h downtrend & ((rsi_3_1h_gt_40) | (stochrsi_k_15m_lt_40) | (roc_9_4h_gt_neg_15)) # 1h down move, 15m still high, 1d overbought & ((rsi_3_1h_gt_40) | (aroonu_14_15m_lt_50) | roc_9_1d_lt_50) # 1h down move, 15m & 4h high & ((rsi_3_1h_gt_40) | (aroonu_14_15m_lt_70) | aroonu_14_4h_lt_70) # 1h down move, 1h still high, 4h high & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_50) | (stochrsi_k_4h_lt_80)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_50) | (roc_9_1d_lt_100)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_20)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_85) | (roc_9_1d_gt_neg_60)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_90) | (aroonu_14_4h_lt_100)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_80) | (cmf_20_1d_gt_neg_0_20)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_40) | (roc_9_4h_lt_10) | (roc_9_1d_lt_50)) # 1h down move, 15m high, 4h overbought & ((rsi_3_1h_gt_45) | (aroonu_14_15m_lt_70) | (roc_9_4h_lt_30)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_100) | (roc_9_4h_lt_20)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_45) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_20)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_45) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_40)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_45) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_30)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_45) | (stochrsi_k_1h_lt_40) | (roc_9_1d_lt_200)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_45) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_10)) # 1h & 4h & 1d down move, 1h high, 1d overbought & ((rsi_3_1h_gt_50) | (rsi_3_4h_gt_60) | (rsi_3_1d_gt_60) | (aroonu_14_1h_lt_80) | (roc_9_1d_lt_60)) # 1h down move, 15m & 1h high & ((rsi_3_1h_gt_50) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_80) | (roc_9_4h_lt_10)) # 1h down move, 4h still high, 1d overbought & ((rsi_3_1h_gt_50) | (aroonu_14_4h_lt_50) | (roc_9_1d_lt_200)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_50) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_50)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_80) | (aroonu_14_4h_lt_100)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_70) | (roc_9_4h_lt_10)) # 1h & 4h down move, 15m & 4h high & ((rsi_3_1h_gt_55) | (rsi_3_4h_gt_60) | (stochrsi_k_15m_lt_60) | (stochrsi_k_4h_lt_70)) # 1h down move, 1h high, 1d high & ((rsi_3_1h_gt_55) | (stochrsi_k_1h_lt_70) | (aroonu_14_1d_lt_100)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_55) | (stochrsi_k_1h_lt_80) | (roc_9_1d_gt_neg_30)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_55) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_100)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_80) | (roc_9_1d_lt_100)) # 1h down move, 15m & 1h high & ((rsi_3_1h_gt_65) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100)) # 1h down move, 1h high & overbought & ((rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_80) | (roc_9_1h_lt_10)) # 4h down move, 1h still high, 1d downtrend & ((rsi_3_4h_gt_3) | (stochrsi_k_1h_lt_40) | (roc_9_1d_gt_neg_30)) # 4h down move, 1h still high, 4h downtrend & ((rsi_3_4h_gt_3) | (stochrsi_k_1h_lt_50) | (roc_9_4h_gt_neg_30)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_3) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 4h down move, 15m high, 1h still high & ((rsi_3_4h_gt_5) | (aroonu_14_15m_lt_70) | (stochrsi_k_1h_lt_50)) # 4h down move, 15m high & ((rsi_3_4h_gt_5) | (stochrsi_k_15m_lt_70)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_5) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_20) | (stochrsi_k_1d_lt_50)) # 4h & 1d down move, 1d downtrend & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_20) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 4h still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_30) | (stochrsi_k_4h_lt_50)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_35) | (stochrsi_k_1d_lt_40)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_50) | (aroonu_14_1d_lt_80)) # 4h down move, 15m still not low enough, 1d downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_30) | (roc_9_1d_gt_neg_40)) # 4h down move, 15m high, 4h downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_60) | (roc_9_4h_gt_neg_50)) # 4h down move, 15m high & ((rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_70)) # 4h & 1d down move, 15m high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_35) | (stochrsi_k_15m_lt_70)) # 4h & 1d down move, 4h high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_35) | (stochrsi_k_4h_lt_70)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_40) | (aroonu_14_1d_lt_70)) # 4h down move, 15m still high, 1h high & ((rsi_3_4h_gt_15) | (aroonu_14_15m_lt_50) | (stochrsi_k_1h_lt_60)) # 4h down move, 15m & 1d high & ((rsi_3_4h_gt_15) | (aroonu_14_15m_lt_70) | (aroonu_14_1d_lt_80)) # 4h down move, 15m high & ((rsi_3_4h_gt_15) | (stochrsi_k_15m_lt_80)) # 4h down move, 1d high & ((rsi_3_4h_gt_15) | (stochrsi_k_1d_lt_80)) # 4h down move, 1h & 4h downtrend & ((rsi_3_4h_gt_15) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_30)) # 4h & 1d down move, 1h still high & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (aroonu_14_1h_lt_40)) # 4h & 1d down move, 15m high & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (stochrsi_k_15m_lt_70)) # 4h & 1d down move, 4h & 1d downtrend & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_40) | (roc_9_4h_gt_neg_30) | (roc_9_1d_gt_neg_40)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_55) | (roc_9_1d_lt_50)) # 4h down move, 15m & 4h still high & ((rsi_3_4h_gt_20) | (aroonu_14_15m_lt_50) | (aroonu_14_4h_lt_50)) # 4h down move, 15m high, 1d high & ((rsi_3_4h_gt_20) | (aroonu_14_15m_lt_70) | (stochrsi_k_1d_lt_70)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_20) | (aroonu_14_4h_lt_50) | (roc_9_1d_gt_neg_40)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_20) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_10)) # 4h down move, 15m high, 4h downtrend & ((rsi_3_4h_gt_20) | (stochrsi_k_15m_lt_80) | (roc_9_4h_gt_neg_50)) # 4h down move, 1h high, 1d downtrend & ((rsi_3_4h_gt_20) | (stochrsi_k_1h_lt_60) | (roc_9_1d_gt_neg_40)) # 4h down move, 4h still not low enough, 4h downtrend & ((rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_30) | (roc_9_4h_gt_neg_10)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_60) | (roc_9_1d_gt_neg_60)) # 4h & 1d down move, 4h high & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_4h_lt_90)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_40) | (roc_9_1d_lt_30)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_45) | (aroonu_14_1d_lt_80)) # 4h & 1d down move, 15m high, 1d overbought & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_60) | (aroonu_14_15m_lt_70) | (roc_9_1d_lt_10)) # 4h down move, 15m still high, 1h high & ((rsi_3_4h_gt_25) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_100)) # 4h down move, 15m & 4h still high & ((rsi_3_4h_gt_25) | (aroonu_14_15m_lt_50) | (aroonu_14_4h_lt_50)) # 4h down move, 15m high, 1d overbought & ((rsi_3_4h_gt_25) | (aroonu_14_15m_lt_70) | (roc_9_1d_lt_100)) # 4h down move, 1h high, 1d overbought & ((rsi_3_4h_gt_25) | (aroonu_14_1h_lt_90) | (roc_9_1d_lt_50)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_25) | (aroonu_14_4h_lt_60) | (aroonu_14_1d_lt_100)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_25) | (aroonu_14_4h_lt_60) | (roc_9_1d_gt_neg_70)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_25) | (aroonu_14_4h_lt_70) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h high, 1d overbought & ((rsi_3_4h_gt_25) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_40)) # 4h down move, 15m still high, 4h still high, 1d downtrend & ((rsi_3_4h_gt_25) | (stochrsi_k_15m_lt_50) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_20)) # 4h down move, 1h still high, 1d overbought & ((rsi_3_4h_gt_25) | (stochrsi_k_1h_lt_50) | (roc_9_1d_lt_100)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_80) | roc_9_1d_gt_neg_50) # 4h down move, 1h high, 1h downtrend & ((rsi_3_4h_gt_30) | (aroonu_14_1h_lt_70) | (roc_9_1h_gt_neg_10)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_30) | (rsi_3_1d > 50.0) | (roc_9_1d_lt_100)) # 4h down move, 1d downtrend, 1d overbought & ((rsi_3_4h_gt_30) | (cmf_20_1d_gt_neg_0_30) | (roc_9_1d_lt_40)) # 4h down move, 15m high, 4h high & ((rsi_3_4h_gt_30) | (aroonu_14_15m_lt_60) | (aroonu_14_4h_lt_90)) # 4h down move, 1h high, 1d downtrend & ((rsi_3_4h_gt_30) | (aroonu_14_1h_lt_90) | (roc_9_1d_gt_neg_20)) # 4h down move, 1h high, 1d downtrend & ((rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_80) | (roc_9_1d_gt_neg_40)) # 4h down move, 1h high, 1d overbought & ((rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_90) | (roc_9_1d_lt_50)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_30) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_10)) # 4h down move, 15m still high, 1h high & ((rsi_3_4h_gt_35) | (aroonu_14_15m_lt_40) | (stochrsi_k_1h_lt_90)) # 4h down move, 15m still high, 4h high & ((rsi_3_4h_gt_35) | (aroonu_14_15m_lt_50) | (aroonu_14_4h_lt_80)) # 4h down move, 15m high, 1h high & ((rsi_3_4h_gt_35) | (aroonu_14_15m_lt_70) | (stochrsi_k_1h_lt_70)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_35) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100)) # 4h down move, 1d high, 1d downtrend & ((rsi_3_4h_gt_35) | (stochrsi_k_1d_lt_60) | (roc_9_1d_gt_neg_30)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_35) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_40)) # 4h & 1d down move, 15m & 1h high & ((rsi_3_4h_gt_40) | (rsi_3_1d_gt_45) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_90)) # 4h down move, 15m still high, 1d overbought & ((rsi_3_4h_gt_40) | (aroonu_14_15m_lt_50) | (roc_9_1d_lt_50)) # 4h down move, 15m high, 4h still high, 1d downtrend & ((rsi_3_4h_gt_40) | (aroonu_14_15m_lt_70) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_30)) # 4h down move, 15m high, 1d overbought & ((rsi_3_4h_gt_40) | (aroonu_14_15m_lt_70) | (roc_9_1d_lt_200)) # 4h down move, 1h & 4h high & ((rsi_3_4h_gt_40) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_80)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_40) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_20)) # 4h down move, 15m high, 1h high & ((rsi_3_4h_gt_40) | (stochrsi_k_15m_lt_70) | (aroonu_14_1h_lt_100)) # 4h down move, 1h high, 1d overbought & ((rsi_3_4h_gt_40) | (stochrsi_k_1h_lt_70) | (roc_9_1d_lt_60)) # 4h down move, 4h & 1d overbought & ((rsi_3_4h_gt_40) | (roc_9_4h_lt_10) | (roc_9_1d_lt_30)) # 4h down move, 15m still high, 4h high & ((rsi_3_4h_gt_45) | (aroonu_14_15m_lt_40) | (aroonu_14_4h_lt_90)) # 45 down move, 15m high, 1h high & ((rsi_3_4h_gt_45) | (aroonu_14_15m_lt_70) | (stochrsi_k_1h_lt_70)) # 4h down move, 15m high, 4h high & ((rsi_3_4h_gt_45) | (aroonu_14_15m_lt_70) | (stochrsi_k_4h_lt_70)) # 4h down move, 4h high, 1d overbought & ((rsi_3_4h_gt_45) | (aroonu_14_4h_lt_60) | (roc_9_1d_lt_100)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_45) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_30)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_45) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_30)) # 4h down move, 1d high, 1d downtrend & ((rsi_3_4h_gt_45) | (aroonu_14_1d_lt_80) | (roc_9_1d_gt_neg_15)) # 4h down move, 1d high, 4h overbought & ((rsi_3_4h_gt_45) | (aroonu_14_1d_lt_90) | (roc_9_4h_lt_10)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_45) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_20)) # 4h down move, 4h & 1d overbought & ((rsi_3_4h_gt_45) | (roc_9_4h_lt_30) | (roc_9_1d_lt_200)) # 4h down move, 15m & 1h high & ((rsi_3_4h_gt_50) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100)) # 4h down move, 4h still high, 1h high & ((rsi_3_4h_gt_50) | (aroonu_14_4h_lt_40) | (stochrsi_k_1h_lt_70)) # 4h down move, 4h high, 1d overbought & ((rsi_3_4h_gt_50) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_40)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_50) | (aroonu_14_1d_lt_85) | (roc_9_1d_lt_80)) # 4h down move, 1d high, 4h overbought & ((rsi_3_4h_gt_50) | (aroonu_14_1d_lt_90) | (roc_9_4h_lt_10)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_60) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h downtrend, 1d overbought & ((rsi_3_4h_gt_50) | (roc_9_4h_gt_neg_20) | (roc_9_1d_lt_20)) # 4h down move, 1h high, 4h overbought & ((rsi_3_4h_gt_55) | (aroonu_14_1h_lt_100) | (roc_9_4h_lt_20)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_55) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_20)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_55) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_60)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_55) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10)) # 4h down move, 15m high, 1h high & ((rsi_3_4h_gt_60) | (aroonu_14_15m_lt_60) | (stochrsi_k_1h_lt_90)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_60) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_30)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h & 1d overbought & ((rsi_3_4h_gt_60) | (roc_9_4h_lt_30) | roc_9_1d_lt_50) # 4h down move, 15m high, 4h high & ((rsi_3_4h_gt_65) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_90)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_65) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_10)) # 1d down move, 4h & 1d downtrend & ((rsi_3_1d_gt_3) | (roc_9_4h_gt_neg_40) | (roc_9_1d_gt_neg_50)) # 1d down move, 15m still high, 4h high & ((rsi_3_1d_gt_10) | (aroonu_14_15m_lt_70) | (stochrsi_k_4h_lt_80)) # 1d down move, 4h & 1d downtrend & ((rsi_3_1d_gt_10) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_60)) # 1d down move, 4h & 1d downtrend & ((rsi_3_1d_gt_10) | (roc_9_4h_gt_neg_30) | roc_9_1d_gt_neg_50) # 1d down move, 1h high, 1d downtrend & ((rsi_3_1d_gt_15) | (aroonu_14_1h_lt_85) | (roc_9_1d_gt_neg_30)) # 1d down move, 4h & 1d downtrend & ((rsi_3_1d_gt_15) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_40)) # 1d down move, 15m high, 1h high & ((rsi_3_1d_gt_20) | (aroonu_14_15m_lt_60) | (stochrsi_k_1h_lt_80)) # 1d down move, 15m high, 1h high & ((rsi_3_1d_gt_20) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100)) # 1d down move, 4h high, 4h downtrend & ((rsi_3_1d_gt_20) | (stochrsi_k_4h_lt_70) | (roc_9_4h_gt_neg_20)) # 1d down move, 15m high, 4h high & ((rsi_3_1d_gt_25) | (aroonu_14_15m_lt_70) | (stochrsi_k_4h_lt_80)) # 1d down move, 15m high, 4h downtrend & ((rsi_3_1d_gt_25) | (aroonu_14_15m_lt_70) | (roc_9_4h_gt_neg_30)) # 1d down move, 1h & 1d high & ((rsi_3_1d_gt_25) | (aroonu_14_1h_lt_80) | (aroonu_14_1d_lt_80)) # 1d down move, 15m high & ((rsi_3_1d_gt_25) | (stochrsi_k_15m_lt_80)) # 1d down move, 1d still high, 1d downtrend & ((rsi_3_1d_gt_25) | (stochrsi_k_1d_lt_50) | (roc_9_1d_gt_neg_20)) # 1d down move, 1d high & overbought & ((rsi_3_1d_gt_30) | (aroonu_14_1d_lt_60) | (roc_9_1d_lt_10)) # 1d down move, 1h high, 1d downtrend & ((rsi_3_1d_gt_30) | (stochrsi_k_1h_lt_70) | (roc_9_1d_lt_20)) # 1d down move, 1h & 1d high & ((rsi_3_1d_gt_35) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_90)) # 1d down move, 1h high, 1d overbought & ((rsi_3_1d_gt_40) | (aroonu_14_1h_lt_90) | (roc_9_1d_lt_80)) # 1d down move, 1d high & overbought & ((rsi_3_1d_gt_40) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_30)) # 1d down move, 1d high & overbought & ((rsi_3_1d_gt_40) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_10)) # 1d down move, 1h high, 1d overbought & ((rsi_3_1d_gt_40) | (stochrsi_k_1h_lt_70) | (roc_9_1d_lt_50)) # 15m still high, 4h high, 1d overbought & ((aroonu_14_15m_lt_50) | (rsi_14_4h < 60.0) | (roc_9_1d_lt_70)) # 15m still high, 1h downtrend, 4h overbought & ((aroonu_14_15m_lt_50) | (roc_9_1h_gt_neg_10) | (roc_9_4h_lt_40)) # 15m high, 4h high & overbought & ((aroonu_14_15m_lt_60) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_20)) # 15m & 4h high, 1d overbought & ((aroonu_14_15m_lt_60) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_10)) # 15m high, 15m & 4h overbought & ((aroonu_14_15m_lt_60) | (roc_9_15m < 10.0) | (roc_9_4h_lt_20)) # 15m high, 4h downtrend & ((aroonu_14_15m_lt_60) | (roc_9_4h_gt_neg_30)) # 15m & 1h & 4h high & ((aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100) | (aroonu_14_4h_lt_100)) # 15m & 4h & 1d high & ((aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_90)) # 15m & 4h high, 4h overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_10)) # 15m & 4h high, 1d downtrend & ((aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_70) | (roc_9_1d_gt_neg_20)) # 15m & 1d high, 1d overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_100)) # 15m high, 4h downtrend, 1d overbought & ((aroonu_14_15m_lt_70) | (roc_9_4h_gt_neg_30) | (roc_9_1d_lt_200)) # 4h down move, 1h still high, 1d downtrend & ((rsi_3_4h_gt_15) | (aroonu_14_1h_lt_40) | (roc_9_1d_gt_neg_50)) # 1h & 4h high, 4h overbought & (aroonu_14_1h_lt_80 | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_10)) # 1h high, 1d high & overbought & ((aroonu_14_1h_lt_90) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_30)) # 1h high, 4h downtrend & ((aroonu_14_1h_lt_90) | (roc_9_4h_gt_neg_20)) # 1h high, 4h & 1d overbought & ((aroonu_14_1h_lt_90) | (roc_9_4h_lt_10) | (roc_9_1d_lt_20)) # 4h & 1d high, 4h overbought & (aroonu_14_4h_lt_80 | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_10)) # 4h & 1d high, 1d downtrend & (aroonu_14_4h_lt_80 | (aroonu_14_1d_lt_100) | (roc_9_1d_gt_neg_20)) # 1d high, 4h & 1d downtrend & ((aroonu_14_1d_lt_80) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 1d high, 1h & 4h downtrend & ((aroonu_14_1d_lt_85) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_50)) # 1d high, 4h downtrend & ((aroonu_14_1d_lt_85) | (roc_9_4h_gt_neg_30)) # 1d high, 4h downtrend, 1d overbought & ((aroonu_14_1d_lt_85) | (roc_9_4h_gt_neg_30) | (roc_9_1d_lt_70)) # 1d high, 4h & 1d overbought & (aroonu_14_1d_lt_100 | (roc_9_4h_lt_30) | (roc_9_1d_lt_40)) # 15m & 1h high, 1d overbought & ((stochrsi_k_15m_lt_70) | (stochrsi_k_1h_lt_70) | roc_9_1d_lt_50) # 15m & 1d high & ((stochrsi_k_15m < 90.0) | (stochrsi_k_1d_lt_90)) # 1h high, 4h & 1d downtrend & ((stochrsi_k_1h_lt_60) | (roc_9_4h_gt_neg_30) | (roc_9_1d_gt_neg_30)) # 1h high, 4h downtrend & ((stochrsi_k_1h_lt_70) | (roc_9_4h_gt_neg_30)) # 1h high, 1d downtrend & ((stochrsi_k_1h_lt_70) | (roc_9_1d_gt_neg_20)) # 4h high, 4h overbought, 1d downtrend & ((stochrsi_k_4h_lt_90) | (roc_9_4h_lt_20) | (roc_9_1d_gt_neg_20)) # 1d still high, 4h & 1d downtrend & ((stochrsi_k_1d_lt_50) | (roc_9_4h_gt_neg_30) | (roc_9_1d_gt_neg_30)) # 1d P&D, 4h downtrend & ((change_pct_1d_gt_neg_50) | (change_pct_1d_shift_288 < 50.0) | (rsi_3_4h_gt_15)) # 1d P&D, 15m high & ((change_pct_1d_gt_neg_20) | (change_pct_1d_shift_288 < 20.0) | (aroonu_14_15m_lt_70)) # 1d red with top wick, 4h high & ((change_pct_1d_gt_neg_20) | (top_wick_pct_1d_lt_20) | aroonu_14_4h_lt_80) # 1d red, previous 1d top wick, 15m high & ((change_pct_1d_gt_neg_10) | (top_wick_pct_1d_shift_288 < 40.0) | (aroonu_14_15m_lt_70)) # 1d green with top wick, 4h overbought & ((change_pct_1d_lt_15) | (top_wick_pct_1d_lt_15) | (roc_9_4h_lt_20)) # 1d green, 15m down move, 1h high & ((change_pct_1d_lt_50) | (rsi_3_15m_gt_25) | aroonu_14_1h_lt_70) # 1d green, 4h down move, 4h still high & ((change_pct_1d_lt_40) | (rsi_3_4h_gt_35) | (aroonu_14_4h_lt_40)) # 1d top wick, 4h down move, 1d overbought & ((top_wick_pct_1d_lt_50) | (rsi_3_4h_gt_35) | (roc_9_1d_lt_60)) # big drop in the last 20 days, 1d high, 1d downtrend & ((close > (high_max_20_1d * 0.20)) | (stochrsi_k_1d_lt_70) | (roc_9_1d_gt_neg_15)) ) # Logic long_entry_logic.append( (rsi_20 < rsi_20_shift_1) & (rsi_4 < 45.0) & (rsi_14 > 30.0) & (aroonu_14 < 20.0) & (stochrsi_k_lt_20) & (close < sma_16 * 0.965) & (close < sma_16_1h * 0.985) ) # Condition #4 - Normal mode (Long). if long_entry_condition_index == 4: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( rsi_3_15m_gt_3 # 5m & 1h down move, 1d still high & ((rsi_3_gt_3) | (rsi_3_1h_gt_3) | (aroonu_14_1d_lt_40)) # 5m & 1h & 4h down move & ((rsi_3_gt_3) | (rsi_3_1h_gt_5) | (rsi_3_4h_gt_10)) # 5m & 1h down move, 1h still not low enough & ((rsi_3_gt_3) | (rsi_3_1h_gt_10) | (aroonu_14_1h_lt_30)) # 5m & 1h down move, 1d high & ((rsi_3_gt_3) | (rsi_3_1h_gt_15) | (aroonu_14_1d_lt_80)) # 5m & 1h down move, 1d high & ((rsi_3_gt_3) | rsi_3_1h_gt_20 | aroonu_14_1d_lt_100) # 5m & 1h down move, 1h high & ((rsi_3_gt_3) | (rsi_3_1h_gt_50) | aroonu_14_1h_lt_70) # 5m & 1h down move, 1h still high & ((rsi_3_gt_3) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_50)) # 5m & 1h down move, 1d downtrend & ((rsi_3_gt_3) | (rsi_3_4h_gt_15) | (roc_9_1d > -30.0)) # 5m & 4h down move, 4h high & ((rsi_3_gt_3) | (rsi_3_4h_gt_25) | aroonu_14_4h_lt_70) # 5m & 1d down move, 15m still high & ((rsi_3_gt_3) | (rsi_3_1d_gt_20) | (stochrsi_k_15m_lt_40)) # 5m down move, 1h high, 4h overbought & ((rsi_3_gt_3) | (stochrsi_k_1h_lt_80) | (roc_9_4h_lt_20)) # 5m down move, 1d overbought & ((rsi_3_gt_3) | (roc_9_1d_lt_80)) # 5m & 1h & 4h down move & ((rsi_3_gt_5) | (rsi_3_1h_gt_5) | (rsi_3_4h_gt_5)) # 5m & 4h down move, 15m still high & ((rsi_3_gt_5) | (rsi_3_4h_gt_25) | (stochrsi_k_15m_lt_50)) # 5m down move, 4h high, 1h overbought & ((rsi_3_gt_10) | aroonu_14_4h_lt_100 | (roc_9_1h_lt_30)) # 15m & 1h down move, 1d still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_5) | (aroonu_14_1d_lt_40)) # 15m & 1h down move, 1d still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_10) | (aroonu_14_1d_lt_50)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_40)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (roc_9_1d_lt_50)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_40) | (stochrsi_k_4h_lt_70)) # 15m & 1h & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_45) | (rsi_3_4h_gt_45) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_50)) # 15m & 1h & 4h down move, 1h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_45) | (rsi_3_4h_gt_65) | (aroonu_14_1h_lt_80)) # 15m & 4h down move, 1d overbought & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_15) | (roc_9_1d_lt_70)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_30) | aroonu_14_1d_lt_100) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_5) | aroonu_14_1h_lt_70 | (roc_9_1h_lt_10)) # 15m down move, 1h & 1d high & ((rsi_3_15m_gt_5) | (roc_9_1h_lt_10) | (roc_9_1d_lt_40)) # 15m & 1h & 4h down move, 1h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_30)) # 15m & 1h down move, 15m stil high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (stochrsi_k_15m_lt_50)) # 15m & 1h down move, 4h downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (roc_9_4h_gt_neg_40)) # 15m & 1h & 4h & 1d down move, 1d still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_30) | (rsi_14_1d_lt_50)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (aroonu_14_4h_lt_70)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_70)) # 15m & 1h & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_90)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (roc_9_1d_lt_40)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (aroonu_14_1h_lt_80)) # 15m & 1h & 4h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_55) | (aroonu_14_1h_lt_60)) # 15m & 1h & 4h down move, 1h high, 1d overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_50) | (rsi_3_4h_gt_50) | (aroonu_14_1h_lt_80) | (roc_9_1d_lt_30)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_100)) # 15m down move, 4h & 1d high & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_100)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_lt_70) | (roc_9_1d_gt_neg_50)) # 15m down move, 1h high & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_lt_80)) # 15m & 1h & 4h down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_1d_lt_70)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_40) | (stochrsi_k_1d_lt_70)) # 15m & 1h down move, 1h still high, 1d downtrend & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (aroonu_14_1h_lt_50) | (roc_9_1d_gt_neg_50)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_40)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_1d_lt_80)) # 15m & 4h & 1d down move, 1d high & overbought & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_50)) # 15m & 4h down move, 4h & 1d high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100)) # 15m down move, 1h & 4h high, 4h & 1d overbought & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_10) | (roc_9_1d_lt_10)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_20)) # 15m down move, 15m high & ((rsi_3_15m_gt_15) | (stochrsi_k_15m_lt_80)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_10)) # 15m down move, 4h & 1d downtrend & ((rsi_3_15m_gt_15) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_40)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (aroonu_14_1h_lt_70)) # 15m & 1h down move, 1d high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_35) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_100)) # 15m & 1h & 4h & 1d down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (stochrsi_k_1h_lt_70)) # 15m & 1h & 4h down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_45) | (rsi_3_4h_gt_45) | (stochrsi_k_1h_lt_80)) # 15m & 1d down move, 1h high, 1h & 1d overbought & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_60) | (aroonu_14_1h_lt_80) | (roc_9_1h_lt_20) | (roc_9_1d_lt_20)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_20) | (aroonu_14_4h_lt_90) | (roc_9_1d_lt_100)) # 15m down move, 4h high, 1h overbought & ((rsi_3_15m_gt_20) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_30)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_lt_90) | (roc_9_1h_lt_10)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_80)) # 15m down move, 4h high, 4h overbought & ((rsi_3_15m_gt_25) | (aroonu_14_4h_lt_60) | (roc_9_4h_lt_50)) # 15m & 1h & 4h down move, 4h still high, 4h downtrend & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_50) | (roc_9_4h_gt_neg_10)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (aroonu_14_4h_lt_85)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_30) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_100)) # 15m & 1h down move, 4h high & overbought & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_40) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_30)) # 15m & 1h down move, 4h high & overbought & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_40) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_30)) # 15m & 1h down move, 4h overbought & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_50) | (roc_9_4h_lt_50)) # 1h & 4h down move & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_3)) # 1h & 4h down move, 15m downtrend & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_3) | (roc_9_15m > -30.0)) # 1h & 4h down move, 15m downtrend & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (cmf_20_15m_gt_neg_0_40)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_20) | (stochrsi_k_1d_lt_70)) # 1h down move, 1h high, 4h high & ((rsi_3_1h_gt_3) | (aroonu_14_1h_lt_70) | (stochrsi_k_4h_lt_80)) # 1h down move, 15m still high & ((rsi_3_1h_gt_3) | (stochrsi_k_15m_lt_50)) # 1h down move, 1h still high, 4h overbought & ((rsi_3_1h_gt_3) | (stochrsi_k_1h_lt_50) | (roc_9_4h_lt_20)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_5) | (rsi_3_1d_gt_20)) # 1h & 4h down move, 1h downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_5) | (roc_9_1h_gt_neg_20)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_40)) # 1h & 4h & 1d down move, 1d still high, 1d overbought & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_45) | (rsi_3_1d_gt_45) | (aroonu_14_1d_lt_50) | (roc_9_1d_lt_10)) # 1h down move, 4h high, 1h downtrend & ((rsi_3_1h_gt_5) | (stochrsi_k_4h_lt_70) | (roc_9_1h_gt_neg_40)) # 1h down move, 4h high, 1h downtrend & ((rsi_3_1h_gt_5) | (stochrsi_k_4h_lt_70) | (cmf_20_1h_gt_neg_0_40)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_5) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_20)) # 1h down move, 1d overbought & ((rsi_3_1h_gt_5) | (roc_9_1d_lt_100)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_15)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (rsi_14_4h_lt_40)) # 1h & 4h down move, 1h downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (roc_9_1h_gt_neg_20)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_1h_lt_50)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_35) | (rsi_14_4h_lt_40)) # 1h & 3h down move, 1d high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_40) | (aroonu_14_1d_lt_80)) # 1h & 4h down move, 1d high & overbought & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_50) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_100)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_45) | (aroonu_14_1d_lt_70)) # 1h down move, 4h high & ((rsi_3_1h_gt_10) | (aroonu_14_4h_lt_85)) # 1h down move, 1d high, 15m downtrend & ((rsi_3_1h_gt_10) | (aroonu_14_1d_lt_70) | (roc_9_15m > -50.0)) # 1h down move, 4h & 1d downtrend & ((rsi_3_1h_gt_10) | (roc_9_4h_gt_neg_15) | (roc_9_1d_gt_neg_30)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (rsi_14_4h_lt_40)) # 1h & 4h down move, 1h still not low enough & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_1h_lt_20)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_30)) # 1h & 1d down move, 1d still high & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_20) | (stochrsi_k_1d_lt_40)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_80)) # 1h down move, 1h still high, 4h downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_40) | (roc_9_4h_gt_neg_30)) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_90) | (roc_9_4h_gt_neg_20)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_15) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_40)) # 1h & 4h down move, 4h & 1d overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_60) | (roc_9_4h_lt_10) | (roc_9_1d_lt_30)) # 1h down move, 1h still high, 4h downtrend & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_50) | (roc_9_4h_gt_neg_50)) # 1h down move, 1h high & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_80)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (roc_9_1d_lt_20)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_50) | (roc_9_1d_lt_40)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_70)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_30)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_200)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (roc_9_1d_lt_40)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (stochrsi_k_15m_lt_80)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_50) | (stochrsi_k_1h_lt_70)) # 1h down move, 15m still high, 1h high & ((rsi_3_1h_gt_30) | (stochrsi_k_15m_lt_40) | (aroonu_14_1h_lt_60)) # 1h down move, 1h still high, 4h high & ((rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_40) | (stochrsi_k_4h_lt_70)) # 1h down move, 4h & 1d downtrend & ((rsi_3_1h_gt_30) | (roc_9_4h_gt_neg_25) | (roc_9_1d_gt_neg_60)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_30) | (roc_9_4h_lt_20) | (roc_9_1d_lt_100)) # 1h & 4h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 1d high, 1d downtrend & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_50) | (aroonu_14_1d_lt_80) | (roc_9_1d_gt_neg_30)) # 1h & 4h & 1d down move, 1h & 4h still high & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_35) | (stochrsi_k_1h_lt_50) | (stochrsi_k_4h_lt_50)) # 1h down move, 1h high, 4h high & overbought & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_10)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_20)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_35) | (aroonu_14_4h_lt_85) | (roc_9_1d_lt_100)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_50) | (roc_9_1d_lt_200)) # 1h down move, 1h high, 4h downtrend & ((rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_70) | (roc_9_4h_gt_neg_20)) # 1h down move, 4h & 1d high & overbought & ((rsi_3_1h_gt_40) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_10) | (roc_9_1d_lt_30)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_80) | (roc_9_4h_lt_20)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_60) | (roc_9_1d_gt_neg_60)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_40)) # 1h down move, 1h high & overbought & ((rsi_3_1h_gt_55) | (stochrsi_k_1h_lt_80) | (roc_9_1h_lt_10)) # 1h down move, 1h high, 4h high & overbought & ((rsi_3_1h_gt_60) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_40)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_60) | (roc_9_4h_lt_30) | (roc_9_1d_lt_60)) # 4h & 1d down move, 4h still not low enough & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_15) | (aroonu_14_4h_lt_20)) # 4h down move, 4h high, 4h downtrend & ((rsi_3_4h_gt_3) | (aroonu_14_4h_lt_50) | (roc_9_4h_gt_neg_40)) # 4h down move, 1h & 4h downtrend & ((rsi_3_4h_gt_3) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_30)) # 4h & 1d down move, 1h still not low enough & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_10) | (stochrsi_k_1h_lt_30)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_45) | (aroonu_14_1d_lt_70)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_5) | (roc_9_4h_gt_neg_15) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 1h still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_10) | (aroonu_14_1h_lt_40)) # 4h & 1d down move, 1h high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_15) | (stochrsi_k_1h_lt_70)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_40)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_25) | (stochrsi_k_1d_lt_50)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_60)) # 4h & 1d down move, 4h high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_25) | (aroonu_14_4h_lt_70)) # 4h down move, 4h still high, 1h downtrend & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_50) | (roc_9_1h_gt_neg_20)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_15) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_20)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_20) | (aroonu_14_4h_lt_50) | (roc_9_1d_gt_neg_10)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_20) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_80)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_20) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_50) | (roc_9_1d_gt_neg_40)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_40) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_200)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_45) | (aroonu_14_4h_lt_70) | (roc_9_1d_gt_neg_30)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_45) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_100)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_60) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_10)) # 4h down move, 4h & 1d overbought & ((rsi_3_4h_gt_60) | (roc_9_4h_lt_20) | (roc_9_1d_lt_20)) # 4h up move, 1d downtrend, 4h high & ((rsi_3_4h_lt_90) | (cmf_20_1d_gt_neg_0_25) | (aroonu_14_4h_lt_100)) # 1d down move, 4h high & overbought & ((rsi_3_1d_gt_20) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_10)) # 1d down move, 1h high, 1d downtrend & ((rsi_3_1d_gt_20) | (stochrsi_k_1h_lt_90) | (roc_9_1d_gt_neg_20)) # 1d down move, 1h high, 4h high & overbought & ((rsi_3_1d_gt_30) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_20)) # 1h still high, 4h & 1d downtrend & ((aroonu_14_1h_lt_40) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_40)) # 1h & 4h high & overbought & ((aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_30) | (roc_9_4h_lt_30)) # 1h & 4h high, 1h overbought & ((aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_80)) # 1h high, 1d overbought & ((aroonu_14_1h_lt_70) | (roc_9_1d_lt_70)) # 1h & 4h high, 1h overbought & ((aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_90) | (roc_9_1h_lt_30)) # 1h & 4h high & overbought & ((aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_20) | (roc_9_4h_lt_20)) # 1h & 1d high, 1h overbought & ((aroonu_14_1h_lt_80) | (aroonu_14_1d_lt_90) | (roc_9_1h_lt_30)) # 4h still not low enough, 4h & 1d downtrend & ((aroonu_14_4h_lt_30) | (roc_9_4h_gt_neg_40) | (roc_9_1d_gt_neg_40)) # 4h still high, 5m downtrend & ((aroonu_14_4h_lt_40) | (roc_9 > -40.0)) # 4h high, 4h & 1d overbought & ((aroonu_14_4h_lt_60) | (roc_9_4h_lt_30) | (roc_9_1d_lt_50)) # 4h & 1d high, 4h overbought & ((aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_50)) # 4h high, 1h & 1d overbought & ((aroonu_14_4h_lt_100) | (roc_9_1h_lt_30) | (roc_9_1d_lt_100)) # 4h high, 1h & 4h high & ((aroonu_14_4h_lt_100) | (roc_9_1h_lt_50) | (roc_9_4h_lt_100)) # 1d high, 4h & 1d downtrend & ((aroonu_14_1d_lt_70) | (roc_9_4h_gt_neg_40) | (roc_9_1d_gt_neg_40)) # 1d high, 1h & 1d overbought & ((aroonu_14_1d_lt_80) | (roc_9_1h_lt_30) | (roc_9_1d_lt_200)) # 1d high, 4h & 1d overbought & ((aroonu_14_1d_lt_90) | (roc_9_4h_lt_20) | roc_9_1d_lt_50) # 1h high, 4h overbought & ((stochrsi_k_1h_lt_80) | (roc_9_4h_lt_80)) # 4h & 1d overbought & ((roc_9_4h_lt_100) | (roc_9_1d_lt_200)) # 5m red, 1h & 4h down move & ((change_pct > -5.0) | (rsi_3_1h_gt_5) | (rsi_3_4h_gt_5)) # 1d top wick, 1h & 4h down move, 1d high & ((top_wick_pct_1d_lt_20) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (aroonu_14_1d_lt_100)) # big drop in last hough, 4h down move, 1h still not low enough & ((close > (close_max_12 * 0.90)) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_30)) # big drop in the last 20 days, 1d high, 1d downtrend & ((close > (high_max_20_1d * 0.20)) | (stochrsi_k_1d_lt_70) | (roc_9_1d_gt_neg_15)) # drop in last 20 days, 1h high, 1d downtrend & ((close > (high_max_20_1d * 0.20)) | aroonu_14_1h_lt_70 | (roc_9_1d_gt_neg_70)) ) # Logic long_entry_logic.append( (aroonu_14_lt_25) & (aroonu_14_15m_lt_25) & (close < (ema_9 * 0.946)) & (close < (ema_20 * 0.960)) ) # Condition #5 - Normal mode (Long). if long_entry_condition_index == 5: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( (rsi_3_15m_gt_20) # 5m & 1h down move, 1h still not low enough & ((rsi_3_gt_3) | (rsi_3_1h_gt_10) | (aroonu_14_1h_lt_30)) # 5m & 1h down move, 1d high & ((rsi_3_gt_3) | (rsi_3_1h_gt_20) | (aroonu_14_1d_lt_100)) # 5m & 1h down move, 1h still high & ((rsi_3_gt_3) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_50)) # 5m & 4h down move, 15m still high & ((rsi_3_gt_3) | (rsi_3_4h_gt_3) | (stochrsi_k_15m_lt_40)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_60)) # 15m & 1h & 4h & 1d down move, 4h still high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_30) | (rsi_14_4h_lt_40)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_50)) # 1h & 4h down move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (stochrsi_k_4h_lt_80)) # 15m & 1h down move, 4h overbought & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_30) | (roc_9_4h_lt_70)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_80)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_50) | (aroonu_14_1h_lt_85)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_55) | (stochrsi_k_1h_lt_80)) # 15m & 1d down move, 1d high, 4h downtrend & ((rsi_3_15m_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_80) | (roc_9_4h_gt_neg_40)) # 15m down move, 15m stil not low enough, 4h high & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_30) | (aroonu_14_4h_lt_60)) # 15m down move, 15m high, 1h high & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_60) | (stochrsi_k_1h_lt_70)) # 15m down move, 1h & 4h overbought & ((rsi_3_15m_gt_25) | (roc_9_1h_lt_40) | (roc_9_4h_lt_40)) # 15m down move, 4h & 1d overbought & ((rsi_3_15m_gt_25) | (roc_9_4h_lt_10) | (roc_9_1d_lt_50)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_80)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_30) | (aroonu_14_1h_lt_85)) # 15m & 1h & 4h down move, 4h still high, 4h downtrend & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_50) | (roc_9_4h_gt_neg_10)) # 15m & 1h down move, 1h still high, 4h high & overbought & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_10)) # 15m down move, 15m still high, 1d high & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_50) | (stochrsi_k_1d_lt_70)) # 15m down move, 15m high, 4h high & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_60) | (stochrsi_k_4h_lt_70)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_30) | (aroonu_14_1h_lt_85) | (aroonu_14_4h_lt_100)) # 15m down move, 4h & 1d high & ((rsi_3_15m_gt_30) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100)) # 15m down move, 4h high, 1h downtrend & ((rsi_3_15m_gt_30) | (aroonu_14_4h_lt_85) | (roc_9_1h_gt_neg_40)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_30) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_25)) # 15m & 1h & 1d down move, 15m high, 4h high & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_40) | (rsi_3_1d_gt_45) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_90)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_35) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_80)) # 15m down move, 15m high, 4h overbought & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_70) | (roc_9_4h_lt_10)) # 15m down move, 1h high, 4h overbought & ((rsi_3_15m_gt_35) | (aroonu_14_1h_lt_85) | (roc_9_4h_lt_80)) # 15m down move, 4h high, 1h overbought & ((rsi_3_15m_gt_35) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_20)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_100)) # 15m down move, 15m still high, 1h high & ((rsi_3_15m_gt_45) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_85)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_5) | (aroonu_14_1d_lt_70)) # 1h & 4h & 1d down move, 1d still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_5) | (rsi_3_1d_gt_50) | (stochrsi_k_1d_lt_50)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (aroonu_14_4h_lt_40)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (roc_9_1d_lt_15)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_15) | (stochrsi_k_4h_lt_20)) # 1h & 4h down move, 4h downtrend & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_15) | (roc_9_4h_gt_neg_40)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_25) | (roc_9_1d_gt_neg_50)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_3) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_80)) # 1h & 4h down move, 1h downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_20) | (roc_9_1h_gt_neg_15)) # 1h & 4h down move, 4h high & overbought & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_10)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_4h_lt_50)) # 1h & 4h down move, 15m still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_50)) # 1h & 4h down move, 1h downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (roc_9_1h_gt_neg_20)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_15)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (stochrsi_k_15m_lt_70)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_60)) # 1h & 4h down move, 1h still high, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_25) | (stochrsi_k_1h_lt_40) | (roc_9_1d_gt_neg_30)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_30) | (roc_9_1d_lt_100)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_40)) # 1h down move, 4h downtrend. 4h still not low enough & ((rsi_3_1h_gt_10) | (roc_9_4h_gt_neg_20) | (aroonu_14_4h_lt_30)) # 1h down move, 15m still high, 4h high & ((rsi_3_1h_gt_10) | (aroonu_14_15m_lt_40) | (stochrsi_k_4h_lt_90)) # 1h down move, 15m high, 4h downtrend & ((rsi_3_1h_gt_10) | (aroonu_14_15m_lt_70) | (roc_9_4h_gt_neg_10)) # 1h down move, 1h still high, 15m downtrend & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_40) | (cmf_20_15m_gt_neg_0_30)) # 1h down move, 1d high, 4h overbought & ((rsi_3_1h_gt_10) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_20)) # 1h down move, 1h still high, 1d downtrend & ((rsi_3_1h_gt_10) | (stochrsi_k_1h_lt_50) | (roc_9_1d_gt_neg_40)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_10) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_30)) # 1h & 4h & 1d down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_55) | (aroonu_14_1d_lt_90)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_1h_lt_50)) # 1h & 4h down move, 1h still not low enough & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_1h_lt_30)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_4h_lt_30)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (roc_9_1d_gt_neg_40)) # 1h & 4h down move, 4h still high, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_40) | (aroonu_14_1d_lt_100)) # 1h & 4h down move, 1h still high, 1d downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_35) | (aroonu_14_1h_lt_40) | (roc_9_1d_gt_neg_40)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_100)) # 1h & 1d down move, 4h high & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_15) | (stochrsi_k_4h_lt_80)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_15) | (aroonu_14_4h_lt_60) | roc_9_1d_lt_50) # 1h down move, 4h high, 1d high & ((rsi_3_1h_gt_15) | (aroonu_14_4h_lt_80) | (stochrsi_k_1d_lt_80)) # 1h down move, 1d high, 1d downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_70) | (roc_9_1d_gt_neg_20)) # 1h down move, 1d high, 4h overbought & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_60)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_10)) # 1h down move, 1h downtrend, 1d overbought & ((rsi_3_1h_gt_15) | (roc_9_1h_gt_neg_30) | (roc_9_1d_lt_80)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_15) | (roc_9_4h_lt_10) | (roc_9_1d_lt_60)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_70)) # 1h & 4h & 1d down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_50)) # 1h & 4h down move, 4h high, 1h downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_70) | (roc_9_1h_gt_neg_20)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_30) | (roc_9_1d_lt_100)) # 1h & 4h down move, 4h high and overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_35) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_30)) # 1h & 4h & 1d down move, 1d high, 1d downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_1d_lt_85) | (roc_2_1d > -30.0)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_80)) # 1h & 4h down move, 1h still high, 1d downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_45) | (aroonu_14_1h_lt_40) | (roc_9_1d_gt_neg_50)) # 1h & 1d down move, 1h still high & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_30) | (stochrsi_k_1h_lt_50)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (aroonu_14_15m_lt_70)) # 1h & 4h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_100)) # 1h down move, 4h downtrend, 4h high & ((rsi_3_1h_gt_25) | (cmf_20_4h_gt_neg_0_50) | (aroonu_14_4h_lt_70)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_25) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_30)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_25) | (stochrsi_k_4h_lt_80) | (roc_9_1d_gt_neg_30)) # 1h & 4h & 1d down move, 1h still not low enough, 1d downtrend & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_1h_lt_30) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_85)) # 1h & 4h down move, 4h & 1d high, 4h overbought & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_65) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_30)) # 1h down move, 1h still high, 1h & 1d downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_40) | (roc_9_1h_gt_neg_10) | (roc_9_1d_gt_neg_50)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_85)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_20)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_30)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_100)) # 1h down move, 15m still high, 1h high & ((rsi_3_1h_gt_30) | (stochrsi_k_15m_lt_40) | (aroonu_14_1h_lt_60)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_70) | (roc_9_1d_gt_neg_40)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_90) | (roc_9_1d_gt_neg_50)) # 1h down move, 4h downtrend, 1d over & ((rsi_3_1h_gt_30) | (roc_9_4h_gt_neg_30) | (roc_9_1d_lt_50)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_50) | (roc_9_1d_lt_20)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_70) | (roc_9_1d_gt_neg_25)) # 1h down move, 1h high, 4h downtrend & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_80) | (roc_9_4h_gt_neg_20)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_50) | (roc_9_1d_lt_200)) # 1h down move, 15m high, 1h high & ((rsi_3_1h_gt_40) | (aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_70)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_40) | (roc_9_1d_lt_100)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_30)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_80) | (roc_9_4h_lt_20)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1d_lt_80) | roc_9_1d_lt_50) # 1h down move, 1h & 4h overbought & ((rsi_3_1h_gt_40) | (roc_9_1h_lt_20) | (roc_9_4h_lt_20)) # 1h down move, 1h overbought & ((rsi_3_1h_gt_40) | (roc_9_1h_lt_30)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_45) | (rsi_3_4h_gt_65) | (roc_9_1d_lt_200)) # 1h down move, 15m still high, 1h high & ((rsi_3_1h_gt_45) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_85)) # 1h down move, 1h & 4h high, 1h overbought & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_90) | (roc_9_1h_lt_20)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_80) | (roc_9_4h_lt_50)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_45) | (stochrsi_k_1h_lt_70) | roc_9_1d_lt_50) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_90) | (roc_9_1d_gt_neg_30)) # 1h down move, 4h high, 1h overbought & ((rsi_3_1h_gt_50) | (aroonu_14_4h_lt_90) | (roc_9_1h_lt_40)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_50) | (aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_60) | (roc_9_1d_gt_neg_60)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_50) | (roc_9_4h_lt_20) | (roc_9_1d_lt_80)) # 1h down move, 15m high, 1h high & ((rsi_3_1h_gt_55) | (aroonu_14_15m_lt_60) | (stochrsi_k_1h_lt_80)) # 1h down move, 1h high & overbought & ((rsi_3_1h_gt_55) | (stochrsi_k_1h_lt_60) | (roc_9_1d_lt_10)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_60) | (roc_9_4h_lt_10) | (roc_9_1d_lt_40)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_60) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_40)) # 4h & 1d down move, 4h downtrend & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_10) | (roc_9_4h_gt_neg_20)) # 4h & 1d down move, 1h still not low enough & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_10) | (stochrsi_k_1h_lt_30)) # 4h & 1d down move, 1d downtrend & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_20) | (roc_9_1h_gt_neg_50)) # 4h & 1d down move, 1d still high, 1d downtrend & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_30) | (stochrsi_k_1d_lt_40) | (roc_9_4h_gt_neg_10)) # 4h down move, 1d high, 4h downtrend & ((rsi_3_4h_gt_5) | (aroonu_14_1d_lt_80) | (roc_9_4h_gt_neg_10)) # 4h & 1d down move, 15m high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_15) | (stochrsi_k_15m_lt_80)) # 4h & 1d down move, 1d downtrend & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_15) | (roc_9_1d_gt_neg_15)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_25) | (stochrsi_k_1d_lt_50)) # 4h & 1d down move, 1h & 1d downtrend & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_30) | (roc_9_1h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 4h still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_40) | (stochrsi_k_4h_lt_40)) # 4h down move, 15m downtrend, 1d high & ((rsi_3_4h_gt_10) | (cmf_20_15m_gt_neg_0_30) | (aroonu_14_1d_lt_80)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_10) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_20)) # 4h down move, 15m still high, 1d downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_50) | (roc_9_1d_gt_neg_25)) # 4h down move, 15m high & ((rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_80)) # 4h down move, 1h high, 1d downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_70) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h downtrend, 1d overbought & ((rsi_3_4h_gt_10) | (roc_9_4h_gt_neg_20) | (roc_9_1d_lt_40)) # 4h & 1d down move, 4h downtrend & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_20) | (roc_9_4h_gt_neg_40)) # 4h down move, 1h high, 1d downtrend & ((rsi_3_4h_gt_15) | (aroonu_14_1h_lt_90) | (roc_9_1d_gt_neg_10)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_15) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_20)) # 4h down move, 1h & 4h downtrend, 1d overbought & ((rsi_3_4h_gt_15) | (roc_9_1h_gt_neg_20) | (roc_9_4h_gt_neg_30) | (roc_9_1d_lt_20)) # 4h down move, 1h & 4h downtrend & ((rsi_3_4h_gt_15) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_30)) # 4h & 1ddown move, 1d high & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_80)) # 4h & 1d down move, 1h still high, 4h still high & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_40) | (aroonu_14_4h_lt_50)) # 4h & 1d down move, 1d still high, 1d downtrend & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_50) | (roc_9_1d_gt_neg_10)) # 4h down move, 1d high, 1d downtrend & ((rsi_3_4h_gt_20) | (aroonu_14_1d_lt_80) | (roc_9_1d_gt_neg_30)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_20) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_70)) # 4h down move, 1h & 4h still high, 1h downtrend & ((rsi_3_4h_gt_25) | (aroonu_14_1h_lt_40) | (aroonu_14_4h_lt_40) | (roc_9_1h_gt_neg_25)) # 4h down move, 4h still high. 4h downtrend & ((rsi_3_4h_gt_25) | (aroonu_14_4h_lt_50) | (cmf_20_4h_gt_neg_0_40)) # 4h down move, 15m still high, 4h & 1d downtrend & ((rsi_3_4h_gt_20) | (aroonu_14_15m_lt_50) | (roc_9_4h_gt_neg_40) | (roc_9_1d_gt_neg_50)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_60) | (roc_9_1d_gt_neg_70)) # 4h down move, 1h high, 4h downtrend & ((rsi_3_4h_gt_30) | (aroonu_14_1h_lt_70) | (roc_9_4h_gt_neg_10)) # 4h down move, 1h high, 1d downtrend & ((rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_60) | (roc_9_1d_gt_neg_40)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_40) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_80)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_35) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_50) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_10)) # 4h down move, 4h high, 1d overbought & ((rsi_3_4h_gt_50) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_40)) # 4h down move, 4h & 1d overbought & ((rsi_3_4h_gt_50) | (roc_9_4h_lt_10) | (roc_9_1d_lt_40)) # 4h up move, 1d downtrend, 4h high & ((rsi_3_4h_lt_90) | (cmf_20_1d_gt_neg_0_25) | (aroonu_14_4h_lt_100)) # 1d down move, 1d high, 1d downtrend & ((rsi_3_1d_gt_10) | (aroonu_14_1d_lt_70) | (roc_9_1d_gt_neg_10)) # 1d down move, 1h still low, 4h high, 4h downtrend & ((rsi_3_1d_gt_20) | (stochrsi_k_1h_lt_40) | (stochrsi_k_4h_lt_70) | (roc_9_4h_gt_neg_10)) # 1d down move, 1h high, 1d downtrend & ((rsi_3_1d_gt_20) | (stochrsi_k_1h_lt_70) | (roc_9_1d_gt_neg_80)) # 1d down move, 1h high, 1d downtrend & ((rsi_3_1d_gt_20) | (stochrsi_k_1h_lt_90) | (roc_9_1d_gt_neg_20)) # 1d down move, 1h high, 4h downtrend & ((rsi_3_1d_gt_30) | (stochrsi_k_1h_lt_90) | (roc_9_4h_gt_neg_30)) # 15m & 1h & 4h downtrend & ((cmf_20_15m_gt_neg_0_30) | (cmf_20_1h_gt_neg_0_30) | (cmf_20_4h_gt_neg_0_30)) # 1d downtrend, 1d high & overbought & ((cmf_20_1d_gt_neg_0_40) | (aroonu_14_1d_lt_85) | (roc_9_1d_lt_20)) # 15m not low enough, 1h & 4h downtrend & ((aroonu_14_15m_lt_20) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_50)) # 15m high, 1h high & overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_85) | (roc_9_1h_lt_10)) # 1h & 1d high, 1h & 1d overbought & ((aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_90) | (roc_9_1h_lt_20) | (roc_9_1d_lt_200)) # 1h & 4h high, 4h overbought & ((aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_10)) # 1h & 1d high, 1d overbought & ((aroonu_14_1h_lt_80) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_200)) # 1h high, 1h overbought & ((aroonu_14_1h_lt_80) | (roc_9_1h_lt_10)) # 1h high, 4h & 1d downtrend & ((aroonu_14_1h_lt_80) | (roc_9_4h_gt_neg_40) | (roc_9_1d_gt_neg_40)) # 4h still high, 5m downtrend & ((aroonu_14_4h_lt_40) | (roc_9 > -40.0)) # 4h high, 4h & 1d overbought & ((aroonu_14_4h_lt_70) | (roc_9_4h_lt_60) | (roc_9_1d_lt_80)) # 4h & 1d high, 4h overbought & ((aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_80)) # 4h & 1d high, 1d overbought & ((aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_80)) # 4h high, 1h & 4h overbought & ((aroonu_14_4h_lt_85) | (roc_9_1h_lt_80) | (roc_9_4h_lt_80)) # 4h high, 4h & 1d overbought & ((aroonu_14_4h_lt_85) | (roc_9_4h_lt_10) | (roc_9_1d_lt_40)) # 4h & 1d high, 4h overbought & ((aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_40)) # 4h high, 1h & 1d overbought & ((aroonu_14_4h_lt_100) | (roc_9_1h_lt_40) | (roc_9_1d_lt_100)) # 4h high, 4h & 1d overbought & ((aroonu_14_4h_lt_100) | (roc_9_4h_lt_20) | (roc_9_1d_lt_80)) # 1d high, 1h & 4h down move & ((aroonu_14_1d_lt_100) | (roc_9_1h_lt_25) | (roc_9_4h_lt_60)) # 1d high, 1h downtrend, 1d overbought & ((aroonu_14_1d_lt_100) | (roc_9_1h_gt_neg_30) | (roc_9_1d_lt_100)) # 1d high, 4h & 1d overbought & ((aroonu_14_1d_lt_100) | (roc_9_4h_lt_20) | (roc_9_1d_lt_80)) # 1d high, 1d downtrend & ((aroonu_14_1d_lt_80) | (roc_9_1d_gt_neg_40)) # 15m high, 4h & 1d downtrend & ((stochrsi_k_15m_lt_70) | (roc_9_4h_gt_neg_30) | (roc_9_1d_gt_neg_30)) # 1h high, 4h & 1d downtrend & ((stochrsi_k_1h_lt_80) | (roc_9_4h_gt_neg_40) | (roc_9_1d_gt_neg_40)) # 1h high, 4h & 1d overbought & ((stochrsi_k_1h_lt_90) | (roc_9_4h_lt_20) | (roc_9_1d_lt_100)) # 4h high, 1h overbought, 1d downtrend & ((stochrsi_k_4h_lt_80) | (roc_9_1h_lt_40) | (roc_9_1d_gt_neg_70)) # 4h high, 4h & 1d overbought & ((stochrsi_k_4h_lt_80) | (roc_9_4h_lt_80) | (roc_9_1d_lt_100)) # 4h high, 1h & 4h overbought & ((stochrsi_k_4h_lt_90) | (roc_9_1h_lt_10) | (roc_9_4h_lt_80)) # 4h high, 1h & 4h overbought & ((stochrsi_k_4h_lt_90) | (roc_9_1h_lt_20) | (roc_9_4h_lt_50)) # 1d high, 4h & 1d overbought & ((stochrsi_k_1d_lt_90) | (roc_9_4h_lt_40) | (roc_9_1d_lt_100)) # 1d P&D, dh downtrend & ((change_pct_1d_gt_neg_50) | (change_pct_1d_shift_288 < 50.0) | (rsi_3_4h_gt_15)) # big drop in the last 20 days, 1d high, 1d downtrend & ((close > (high_max_20_1d * 0.20)) | (stochrsi_k_1d_lt_70) | (roc_9_1d_gt_neg_15)) # drop in last 20 days, 1h high, 1d downtrend & ((close > (high_max_20_1d * 0.20)) | aroonu_14_1h_lt_70 | (roc_9_1d_gt_neg_70)) # drop in last 20 days. 4h high & ((close > (high_max_20_1d * 0.10)) | (stochrsi_k_4h_lt_90)) ) # Logic long_entry_logic.append( (rsi_3_lt_50) & (aroonu_14_lt_25) & (stochrsi_k_lt_30) & (ema_26 > ema_12) & ((ema_26 - ema_12) > (open_rate * 0.020)) & ((ema_26_shift_1 - ema_12_shift_1) > (open_rate / 100.0)) ) # Condition #6 - Normal mode (Long). if long_entry_condition_index == 6: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m & 15m down move, 15m still high ((rsi_3_gt_3) | (rsi_3_15m_gt_10) | (stochrsi_k_15m_lt_40)) # 5m & 15m down move, 15m still high & ((rsi_3_gt_3) | (rsi_3_15m_gt_15) | (aroonu_14_15m_lt_40)) # 5m & 15m down move, 1d downtrend & ((rsi_3_gt_3) | (rsi_3_15m_gt_15) | (roc_9_1d_gt_neg_20)) # 5m & 15m down move, 1d downtrend & ((rsi_3_gt_3) | (rsi_3_15m_gt_25) | (roc_9_1d_gt_neg_30)) # 5m & 1h down move, 1h still not low enough & ((rsi_3_gt_3) | rsi_3_1h_gt_20 | (aroonu_14_1h_lt_30)) # 5m & 1h down move, 1h still high & ((rsi_3_gt_3) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_50)) # 5m & 4h down move, 4h still high & ((rsi_3_gt_3) | (rsi_3_4h_gt_15) | (stochrsi_k_4h_lt_50)) # 5m & 4h & 1d down move & ((rsi_3_gt_3) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_35)) # 5m & 4h & 1d down move, 4h still high & ((rsi_3_gt_3) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (rsi_14_4h_lt_40)) # 5m & 4h down move, 4h high & ((rsi_3_gt_3) | (rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_70)) # 5m & 4h down move, 4h still high & ((rsi_3_gt_3) | (rsi_3_4h_gt_55) | (aroonu_14_4h_lt_50)) # 5m & 1d down move, 15m still high & ((rsi_3_gt_3) | (rsi_3_1d_gt_20) | (stochrsi_k_15m_lt_40)) # 5m down move, 4h & 1d overbought & ((rsi_3_gt_3) | (roc_9_4h_lt_20) | (roc_9_1d_lt_40)) # 5m & 1h down move, 4h high & ((rsi_3_gt_5) | (rsi_3_1h_gt_40) | (aroonu_14_4h_lt_60)) # 5m & 1h down move, 1h high & ((rsi_3_gt_5) | (rsi_3_1h_gt_60) | (aroonu_14_1h_lt_80)) # 5m & 4h down move, 1d downtrend & ((rsi_3_gt_5) | (rsi_3_4h_gt_5) | (roc_9_1d_gt_neg_20)) # 5m & 4h down move, 4h still high & ((rsi_3_gt_5) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_40)) # 5m & 4h down move, 15m still high & ((rsi_3_gt_5) | (rsi_3_4h_gt_25) | (stochrsi_k_15m_lt_50)) # 5m & 4h down move, 1d overbought & ((rsi_3_gt_5) | (rsi_3_4h_gt_30) | (roc_9_1d_lt_60)) # 5m & 4h down move, 4h high & ((rsi_3_gt_5) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_80)) # 5m down move, 15m still not low enough, 4h high & ((rsi_3_gt_5) | (aroonu_14_15m_lt_20) | (stochrsi_k_4h_lt_70)) # 5m down move, 1h & 1d high & ((rsi_3_gt_5) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_100)) # 5m down move, 4h high & overbought & ((rsi_3_gt_5) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_25)) # 5m down move, 1h high & ((rsi_3_gt_5) | (stochrsi_k_1h_lt_80)) # 5m & 1d down move, 1d still high & ((rsi_3_gt_10) | (rsi_3_1d_gt_15) | (stochrsi_k_1d_lt_40)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_20) | (aroonu_14_1h_lt_50)) # 15m & 1h down move, 4h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_20) | (aroonu_14_4h_lt_20)) # 15m & 1h & 4h down move, 1d downtrend & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_25) | (rsi_14_4h_lt_40) | (roc_9_1d_gt_neg_10)) # 15m & 1h down move, 1h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_25) | (aroonu_14_1h_lt_20)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_25) | (stochrsi_k_4h_lt_40)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_40) | (aroonu_14_4h_lt_70)) # 15m & 4h down move, 1h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_30)) # 15m & 4h down move, 1d downtrend & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_15) | (roc_9_1d_gt_neg_10)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_20)) # 15m & 4h down move, 15m still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_30) | (aroonu_14_15m_lt_25)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_40)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_45) | (stochrsi_k_1h_lt_60)) # 15m & 1d down move, 15m still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_1d_gt_10) | (aroonu_14_15m_lt_30)) # 15m & 1d down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_1d_gt_55) | (stochrsi_k_4h_lt_70)) # 1h & 1d downtrend, 1d high & ((rsi_3_15m_gt_3) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_10)) # 15m & 1h & 4h & 1d down move, 1h still not low enough & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_35) | (aroonu_14_1h_lt_20)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_45) | (rsi_3_1d_gt_65) | (aroonu_14_1d_lt_70)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_25) | (aroonu_14_1h_lt_60)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_40)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_25) | (stochrsi_k_4h_lt_30)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (aroonu_14_4h_lt_90)) # 15m & 1h & 4h down move, 15m downtrend & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_50) | (cmf_20_15m_gt_neg_0_30)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_55) | (aroonu_14_4h_lt_100)) # 15m & 4h down move, 15m still not low enough & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_20) | (aroonu_14_15m_lt_30)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_60)) # 15m down move, 15m still high, 1h still high & ((rsi_3_15m_gt_5) | (aroonu_14_15m_lt_30) | (stochrsi_k_1h_lt_50)) # 15m down move, 1h still high, 1d high & ((rsi_3_15m_gt_5) | (stochrsi_k_1h_lt_40) | (aroonu_14_1d_lt_70)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_5) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_90)) # 15m down move, 15m & 1h still not low enough & ((rsi_3_15m_gt_5) | (stochrsi_k_15m_lt_30) | (stochrsi_k_1h_lt_30)) # 15m & 1h & 4h & 1d down move, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_50) | (roc_9_1d_gt_neg_20)) # 15m & 1h & 4h down move, 15m still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (stochrsi_k_15m_lt_30)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (aroonu_14_4h_lt_40)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_60)) # 15m & 1h & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_30)) # 15m & 1h & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (stochrsi_k_1d_lt_70)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (aroonu_14_4h_lt_50)) # 15m & 1h & 4h down move, 1h still not low enough, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_35) | (aroonu_14_1h_lt_30) | (aroonu_14_4h_lt_40)) # 15m & 1h & 4h & 1d down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_45) | (rsi_14_4h_lt_40)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_70)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_60)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (roc_9_1d_lt_30)) # 15m & 1h down move, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (roc_9_1d_gt_neg_40)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_35) | (aroonu_14_1h_lt_50)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_40)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_45) | (stochrsi_k_1h_lt_40)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_45) | (roc_9_1d_lt_150)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_80)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_55) | (stochrsi_k_1h_lt_60)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_65) | (aroonu_14_1h_lt_80)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_1d_lt_80)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_4h_lt_30)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_lt_70)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_15) | (rsi_14_1d_lt_60)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_40)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_90)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_1h_lt_50)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_40)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_1d_lt_90)) # 15m & 4h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (roc_9_1d_lt_20)) # 15m & 4h down move, 4h downtrend & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_25) | (cmf_20_4h_gt_neg_0_30)) # 15m & 4h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_25) | (roc_9_1d_lt_30)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_50)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_45) | aroonu_14_4h_lt_70) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_75)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_80)) # 15m & 1d down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_10) | (stochrsi_k_1h_lt_40)) # 15m & 1d down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_75)) # 15m & 1d down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1d > 50.0) | (roc_9_1d_lt_20)) # 15m down move, 15m downtrend, 4h still high & ((rsi_3_15m_gt_10) | (cmf_20_15m_gt_neg_0_40) | (stochrsi_k_4h_lt_50)) # 15m down move, 1h downtrend, 4h still high & ((rsi_3_15m_gt_10) | (cmf_20_1h_gt_neg_0_30) | (stochrsi_k_4h_lt_40)) # 15m down move, 15m still not low enough, 4h high & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_30) | (aroonu_14_4h_lt_60)) # 15m down move, 15m still high, 1h still high & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_40) | (stochrsi_k_1h_lt_50)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_20)) # 15m down move, 1h still not low enough, 1d overbought & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_lt_30) | (roc_9_1d_lt_100)) # 15m down move, 1h still high, 4h downtrend & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_lt_50) | (roc_9_4h_gt_neg_20)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_10) | (stochrsi_k_4h_lt_70) | (roc_9_4h_lt_10)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_10) | (stochrsi_k_4h_lt_70) | (roc_9_1d_lt_10)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_15)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (aroonu_14_1h_lt_40)) # 15m & 1h down move, 1h downtrend & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (cmf_20_1h_gt_neg_0_30)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (aroonu_14_1h_lt_50)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | aroonu_14_4h_lt_70) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_40)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (roc_9_1d_lt_100)) # 15m & 1h & 4h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_60) | (aroonu_14_1h_lt_60)) # 15m & 1h & 1d down move, 4h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (rsi_3_1d_gt_35) | (stochrsi_k_4h_lt_40)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (stochrsi_k_1d_lt_80)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_50) | (aroonu_14_4h_lt_100)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_55) | (aroonu_14_1h_lt_90)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_90)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_20) | (stochrsi_k_15m_lt_50)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_60)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_35) | (aroonu_14_4h_lt_60)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_70)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_40) | aroonu_14_4h_lt_80) # 15m & 4h down move, 1d overbought & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_40) | (roc_9_1d_lt_40)) # 15m & 4h down move, 1d overbought & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_45) | (roc_9_1d_lt_80)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_55) | (stochrsi_k_4h_lt_70)) # 15m & 1d down move, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_15) | (stochrsi_k_1h_lt_30)) # 15m & 1d down move, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_20) | (stochrsi_k_1h_lt_50)) # 15m & 1d down move, 1d overbought & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_30) | (roc_9_1d_lt_10)) # 15m down move, 15m still not low enough, 1h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_25) | (stochrsi_k_1h_lt_80)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_40) | (aroonu_14_4h_lt_70)) # 15m down move, 1h still high, 1d overbought & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_50) | (roc_9_1d_lt_80)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_90)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_85)) # 15m down move, 1h & 1d high & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_70)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_85) | (stochrsi_k_4h_lt_90)) # 15m down move, 4h high, 4h downtrend & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_60) | (roc_9_4h_gt_neg_20)) # 15m down move, 4h & 1d high & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_30)) # 15m down move, 4h high, 1h overbought & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_90) | (roc_9_1h_lt_25)) # 15m down move, 4h high, 1h overbought & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_10)) # 15m down move, 1h still high, 4h overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_1h_lt_50) | (roc_9_4h_lt_10)) # 15m down move, 1h high, 4h downtrend & ((rsi_3_15m_gt_15) | (stochrsi_k_1h_lt_80) | (roc_9_4h_gt_neg_20)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_20)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_4h_lt_90) | (roc_9_1d_lt_30)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (stochrsi_k_1h_lt_20)) # 15m & 1h & 4h down move, 15m & 1h still high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_40)) # 15m & 1h & 4h down move, 15m still high, 1d overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_45) | (aroonu_14_15m_lt_40) | (roc_9_1d_lt_10)) # 15m & 1h down move, 1d downtrend & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_30) | (roc_9_1d_gt_neg_30)) # 15m & 1h down move, 1h overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_50) | (roc_9_1h_lt_10)) # 15m & 1h & 4h down move, 1h still not low enough & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_30)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (stochrsi_k_4h_lt_80)) # 15m & 1h & 4h down move, 15m & 1h still high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_45) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_50)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_35) | (aroonu_14_1d_lt_100)) # 15m & 1h & 4h & 1d down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (stochrsi_k_4h_lt_70)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_45) | (aroonu_14_1h_lt_70)) # 15m & 1h & 4h down move, 4h & 1d overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_50) | (rsi_3_4h_gt_60) | (roc_9_4h_lt_10) | (roc_9_1d_lt_20)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_60) | (aroonu_14_1h_lt_90)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_60) | (stochrsi_k_4h_lt_90)) # 15m & 4h & 1d down move & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_20)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_20) | (stochrsi_k_1d_lt_90)) # 15m & 4h down move, 4h still high, 1d downtrend & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_20)) # 15m & 4h down move, 4h still high, 4h downtrend & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_40) | (roc_9_4h_gt_neg_10)) # 15m & 4h & 1d down move, 4h still high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (stochrsi_k_4h_lt_50)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_45) | (stochrsi_k_1d_lt_90)) # 15m & 1d down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_20) | (aroonu_14_1h_lt_70)) # 15m & 1d down move, 15m still high & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_30) | (stochrsi_k_15m_lt_50)) # 15m down move, 15m still not low enough, 1h high & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_25) | (stochrsi_k_1h_lt_90)) # 15m down move, 15m still high, 1h high & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_70)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_40) | (aroonu_14_4h_lt_70)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_80)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_80) | (roc_9_1d_lt_10)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_20) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_30)) # 15m down move, 4h high, 1h overbought & ((rsi_3_15m_gt_20) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_30)) # 15m down move, 1d high, 4h downtrend & ((rsi_3_15m_gt_20) | (aroonu_14_1d_lt_90) | (roc_9_4h_gt_neg_20)) # 15m down move, 1d high, 4h overbought & ((rsi_3_15m_gt_20) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_20)) # 15m down move, 1d high, 1d overbought & ((rsi_3_15m_gt_20) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_20)) # 15m down move, 15m high, 4h downtrend & ((rsi_3_15m_gt_20) | (stochrsi_k_15m_lt_60) | (roc_9_4h_gt_neg_50)) # 15 down move, 1h high, 1d overbought & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_lt_70) | (roc_9_1d_lt_10)) # 15m down move, 4h high, 15m downtrend & ((rsi_3_15m_gt_20) | (stochrsi_k_4h_lt_70) | (cmf_20_15m_gt_neg_0_40)) # 15m & 1h & 4h down move, 1h still not low enough, 4h still high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_35) | (stochrsi_k_1h_lt_30) | (stochrsi_k_4h_lt_40)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (stochrsi_k_15m_lt_70)) # 15m & 1h & 4h & 1d down move, 4h still high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (stochrsi_k_4h_lt_40)) # 15m & 1h & 4h down move, 4h still high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_50)) # 15m & 1h & 4h down move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_70)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_40) | (stochrsi_k_1d_lt_90)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_40) | (roc_9_1d_lt_80)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_50) | (aroonu_14_1h_lt_85)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_60) | (aroonu_14_4h_lt_100)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_60) | (stochrsi_k_4h_lt_90)) # 15m & 4h & 1d down move, 15m still not low enough & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_45) | (aroonu_14_15m_lt_30)) # 15m & 4h down move, 4h overbought & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_55) | (roc_9_4h_lt_30)) # 15m & 1d down move, 1h high & ((rsi_3_15m_gt_25) | (rsi_3_1d_gt_25) | aroonu_14_1h_lt_80) # 15m down move, 15m still not low enough, 1h high & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_25) | (stochrsi_k_1h_lt_90)) # 15m down move, 15m still high, 1h high & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_40) | (stochrsi_k_1h_lt_80)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_25) | (aroonu_14_1h_lt_60) | (roc_9_1d_lt_60)) # 15m down move, 1h high, 4h overbought & ((rsi_3_15m_gt_25) | aroonu_14_1h_lt_70 | (roc_9_4h_lt_40)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_25) | (aroonu_14_1h_lt_85) | aroonu_14_4h_lt_100) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_25) | (aroonu_14_1h_lt_90) | (aroonu_14_4h_lt_90)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_25) | aroonu_14_4h_lt_70 | (roc_9_4h_lt_50)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_25) | aroonu_14_4h_lt_80 | (roc_9_1d_lt_100)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_25) | (stochrsi_k_1h_lt_70) | (roc_9_1d_gt_neg_20)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_25) | (stochrsi_k_1h_lt_90) | (roc_9_1h_lt_20)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_25) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_10)) # 15m & 1h down move, 4h still high, 1d high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_40) | (stochrsi_k_1d_lt_70)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_35) | (aroonu_14_1h_lt_80)) # 15m & 1h down move, 4h & 1d downtrend & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_35) | (roc_9_4h_gt_neg_30) | (roc_9_1d_gt_neg_50)) # 15m & 1h & 4h down move, 4h still high, 4h downtrend & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_50) | (roc_9_4h_gt_neg_10)) # 15m & 1h & 4h down move, 1h still high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_60) | (stochrsi_k_1h_lt_50)) # 15m & 1h & 4h down move, 1h still high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_50) | (rsi_3_4h_gt_50) | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_55) | (stochrsi_k_1h_lt_80)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_30) | (stochrsi_k_15m_lt_70)) # 15m & 1d down move, 1h & 1d high & ((rsi_3_15m_gt_30) | (rsi_3_1d_gt_30) | (stochrsi_k_1h_lt_70) | (stochrsi_k_1d_lt_80)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_30) | (aroonu_14_1h_lt_90) | (roc_9_1h_lt_10)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_40) | (aroonu_14_4h_lt_85)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_30) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_40)) # 15m down move, 15m still high, 4h high & overbought & ((rsi_3_15m_gt_30) | (stochrsi_k_15m_lt_40) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_30) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_40)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_70)) # 15m & 1h down move, 4h high & overbought & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_45) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_30)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_65) | (aroonu_14_1h_lt_80)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_35) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_80)) # 15m & 1d down move, 1d high & overbought & ((rsi_3_15m_gt_35) | (rsi_3_1d_gt_65) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_20)) # 15m down move, 15m still not low enough, 1h high & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_25) | aroonu_14_1h_lt_80) # 15m down move, 15m still not low enough, 1h high & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_25) | (stochrsi_k_1h_lt_80)) # 15m down move, 1m still high, 4h overbought & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_40) | (roc_9_4h_lt_50)) # 15m down move, 1h high, 4h overbought & ((rsi_3_15m_gt_35) | (aroonu_14_1h_lt_80) | (roc_9_4h_lt_10)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_35) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_70)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_35) | (stochrsi_k_1h_lt_90) | (roc_9_1h_lt_40)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_40) | aroonu_14_4h_lt_100) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_40) | (rsi_3_4h_gt_45) | (stochrsi_k_1h_lt_90)) # 15m down move, 15m still high, 1d high & ((rsi_3_15m_gt_40) | (stochrsi_k_15m_lt_40) | (roc_9_1d_lt_100)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_40) | aroonu_14_4h_lt_100 | (roc_9_4h_lt_40)) # 15m down move, 1h high, 4h overbought & ((rsi_3_15m_gt_50) | (stochrsi_k_1h_lt_80) | (roc_9_4h_lt_40)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_15) | (stochrsi_k_1d_lt_70)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_5) | (stochrsi_k_4h_lt_40)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_30) | aroonu_14_4h_lt_70) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_4h_lt_50)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | aroonu_14_4h_lt_70) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (roc_9_1d_gt_neg_40)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_30) | (aroonu_14_1h_lt_50)) # 1h & 4h down move, 15m still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_40) | (stochrsi_k_15m_lt_30)) # 1h down move, 1d high, 1d downtrend & ((rsi_3_1h_gt_10) | (aroonu_14_1d_lt_70) | (roc_9_1d_gt_neg_20)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_10) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_40)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_15m_lt_70)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_30)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (roc_9_1d_gt_neg_30)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_35) | (aroonu_14_1h_lt_70)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_50)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_10)) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_90) | (roc_9_4h_gt_neg_20)) # 1h & 4h & 1d down move, 1h stil high, 1d downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_40) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_70)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_50) | (stochrsi_k_1d_lt_60)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_60) | roc_9_1d_lt_50) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_20)) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_20) | (stochrsi_k_1d_lt_80) | (roc_9_4h_gt_neg_20)) # 1h down move, 4h downtrend, 1d overbought & ((rsi_3_1h_gt_20) | (roc_9_4h_gt_neg_10) | (roc_9_1d_lt_20)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_40)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (stochrsi_k_15m_lt_70)) # 1h down move, 4h downtrend, 4h high & ((rsi_3_1h_gt_25) | (cmf_20_4h_gt_neg_0_50) | aroonu_14_4h_lt_70) # 1h down move, 1h still high, 1d high & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_40) | (aroonu_14_1d_lt_90)) # 1h down move, 1h still high, 4h overbought & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_50) | (roc_9_4h_lt_60)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_25) | (aroonu_14_4h_lt_40) | (roc_9_1d_lt_100)) # 1h down move, 1d still high, 1d downtrend & ((rsi_3_1h_gt_25) | (stochrsi_k_1d_lt_50) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_35) | (rsi_14_1d_lt_80)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_60)) # 1h & 4h & 1d down move, 1d still high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_50) | (rsi_3_1d_gt_60) | (stochrsi_k_1d_lt_50)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_80)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_1h_lt_60)) # 1h down move, 4h & 1d down move & ((rsi_3_1h_gt_30) | aroonu_14_4h_lt_70 | aroonu_14_1d_lt_100) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_85) | (roc_9_4h_lt_80)) # 1h down move, 1d still high, 1d downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_1d_lt_40) | (roc_9_1d_gt_neg_20)) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_1d_lt_100) | (roc_9_4h_gt_neg_30)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_30) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_20)) # 1h down move, 4h & 1d downtrend & ((rsi_3_1h_gt_30) | (roc_9_4h_gt_neg_25) | (roc_9_1d_gt_neg_60)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_35) | (rsi_3_1d_gt_35) | (aroonu_14_1h_lt_75)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_60) | aroonu_14_4h_lt_70) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_35) | aroonu_14_4h_lt_70 | (roc_9_1d_gt_neg_30)) # 1h down move, 1d high, 4h overbought & ((rsi_3_1h_gt_35) | (aroonu_14_1d_lt_90) | (roc_9_4h_lt_40)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_35) | (roc_9_4h_lt_10) | (roc_9_1d_lt_50)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_35) | (rsi_3_1d_gt_45) | (aroonu_14_1d_lt_90)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_40) | (rsi_3_4h_gt_50) | (stochrsi_k_1h_lt_60)) # 1h & 1d down move, 1h high & overbought & ((rsi_3_1h_gt_40) | (rsi_3_1d_gt_50) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_10)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_60) | (roc_9_1d_lt_40)) # 1h down move, 1h still high, 1d high & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_50) | (aroonu_14_1d_lt_85)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_50) | (roc_9_1d_lt_20)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_30)) # 1h down move, 1h high, 15m downtrend & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_80) | (roc_9_15m > -15.0)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1d_lt_80) | roc_9_1d_lt_50) # 1h down move, 1d high, 4h overbought & ((rsi_3_1h_gt_40) | (stochrsi_k_1d_lt_90) | (roc_9_4h_lt_20)) # 1h down move, 1h overbought & ((rsi_3_1h_gt_40) | (roc_9_1h_lt_30)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_45) | (rsi_3_4h_gt_65) | (roc_9_1d_lt_200)) # 1h down move, 1h still not low enough, 1d downtrend & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_30) | (roc_9_1d_gt_neg_25)) # 1h down move, 1h high, 1d high & overbought & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_20)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_45) | (stochrsi_k_1h_lt_40) | (roc_9_1d_lt_100)) # 1h down move, 4h high, 1h overbought & ((rsi_3_1h_gt_50) | (aroonu_14_4h_lt_85) | (roc_9_1h_lt_20)) # 1h down move, 1d high, 4h overbought & ((rsi_3_1h_gt_50) | (aroonu_14_1d_lt_90) | (roc_9_4h_lt_20)) # 1h down move, 1h high & overbought & ((rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_80) | (roc_9_1h_lt_10)) # 1h down move, 1h & 4h overbought & ((rsi_3_1h_gt_50) | (roc_9_1h_lt_10) | (roc_9_4h_lt_100)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_50) | (roc_9_4h_lt_20) | (roc_9_1d_lt_20)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_55) | (rsi_3_4h_gt_55) | (stochrsi_k_1h_lt_70)) # 1h & 1d down move, 1h & 1d high & ((rsi_3_1h_gt_55) | (rsi_3_1d_gt_55) | (aroonu_14_1h_lt_60) | (aroonu_14_1d_lt_90)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_55) | (aroonu_14_1h_lt_80) | (roc_9_4h_lt_10)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_55) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_10)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_60) | (rsi_3_1d_gt_60) | (aroonu_14_1h_lt_70)) # 1h down move, 4 high, 1h overbought & ((rsi_3_1h_gt_60) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_10)) # 1h down move, 1d high, 1h overbought & ((rsi_3_1h_gt_60) | (aroonu_14_1d_lt_90) | (roc_9_1h_lt_10)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_70) | (roc_9_1d_gt_neg_10)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_80) | (roc_9_1d_lt_100)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_65) | aroonu_14_1h_lt_70 | (roc_9_4h_lt_25)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_90) | (roc_9_1d_lt_20)) # 4h & 1d down move, 1d still high, 4h downtrend & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_25) | (rsi_14_1d_lt_40) | (roc_9_4h_gt_neg_10)) # 4h down move, 1h still not low enough, 4h downtrend & ((rsi_3_4h_gt_3) | (aroonu_14_1h_lt_20) | (roc_9_4h_gt_neg_10)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_3) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_10)) # 4h & 1d down move, 15m still high & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_25) | (stochrsi_k_15m_lt_40)) # 4h & 1d down move, 1h still not low enough & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_10) | (stochrsi_k_1h_lt_20)) # 4h & 1d down move, 1d downtrend & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_15) | (roc_9_1d_gt_neg_40)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_20) | (stochrsi_k_1d_lt_50)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_35) | (aroonu_14_1d_lt_100)) # 4h & 1d down move, 1d still not low enough, 1d high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_45) | (rsi_14_4h_lt_30) | (aroonu_14_1d_lt_80)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_45) | (roc_9_1d_lt_10)) # 4h down move, 15m high & ((rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_70)) # 4h & 1d down move, 4h high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_25) | (aroonu_14_4h_lt_70)) # 4h & 1d down move, 1h still high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_30) | (stochrsi_k_1h_lt_40)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_70)) # 4h & 1d down move, 1d downtrend & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_25) | (roc_9_1d_gt_neg_15)) # 4h & 1d down move, 4h still high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_50) | (stochrsi_k_4h_lt_40)) # 4h down move, 1d still high, 4h still not low enough & ((rsi_3_4h_gt_15) | (rsi_14_1d_lt_40) | (stochrsi_k_4h_lt_30)) # 4h down move, 4h still not low enough, 1d downtrend & ((rsi_3_4h_gt_15) | (stochrsi_k_4h_lt_20) | (roc_9_1d_gt_neg_20)) # 4h down move, 1h & 4h downtrend & ((rsi_3_4h_gt_15) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_30)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_60)) # 4h & 1d down move, 4h still high & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (stochrsi_k_4h_lt_40)) # 4h & 1d down move, 1h still not low enough, 4h still high & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (stochrsi_k_1h_lt_30) | (stochrsi_k_4h_lt_40)) # 4h & 1d down move, 4h & 1d downtrend & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_40) | (roc_9_4h_gt_neg_30) | (roc_9_1d_gt_neg_40)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_45) | (roc_9_1d_lt_40)) # 4h down move, 15m high & ((rsi_3_4h_gt_20) | (stochrsi_k_15m_lt_80)) # 4h down move, 1h high, 4h downtrend & ((rsi_3_4h_gt_20) | (stochrsi_k_1h_lt_70) | (roc_9_4h_gt_neg_20)) # 4h & 1d down move, 4h high & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_4h_lt_90)) # 4h down move, 4h still high, 4h downtrend & ((rsi_3_4h_gt_25) | (aroonu_14_4h_lt_50) | (cmf_20_4h_gt_neg_0_40)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_70) | (roc_9_1d_gt_neg_30)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_30) | (rsi_3_1d_gt_50) | (aroonu_14_1d_lt_90)) # 4h down move, 1h high, 1h downtrend & ((rsi_3_4h_gt_30) | (aroonu_14_1h_lt_70) | (roc_9_1h_gt_neg_10)) # 4h down move, 1h high, 4h downtrend & ((rsi_3_4h_gt_30) | (aroonu_14_1h_lt_70) | (roc_9_4h_gt_neg_10)) # 4h down move, 1h still high, 1d overbought & ((rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_40) | (roc_9_1d_lt_30)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_35) | (rsi_3_1d_gt_50) | (roc_9_1d_lt_100)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_35) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_45) | (aroonu_14_4h_lt_70) | (roc_9_1d_gt_neg_30)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_40) | (rsi_3_1d_gt_60) | (aroonu_14_1d_lt_100)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_70) | (roc_9_1d_gt_neg_60)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_45) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_20)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_60) | (roc_9_4h_lt_20)) # 4h down move, 4h high, 1d overbought & ((rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_80) | (roc_9_1d_lt_10)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_50) | aroonu_14_4h_lt_80 | (roc_9_4h_lt_10)) # 4h down move, 1h high, 1d downtrend & ((rsi_3_4h_gt_50) | (stochrsi_k_1h_lt_80) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_55) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_20)) # 4h down move, 4h high, 1d overbought & ((rsi_3_4h_gt_55) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_100)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_55) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_60)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_60) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_70)) # 4h down move, 1d high, 4h overbought & ((rsi_3_4h_gt_60) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_10)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_60) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_200)) # 4h down move, 4h still high, 4h overbought & ((rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_50) | (roc_9_4h_lt_10)) # 4h down move, 4h high, 1d overbought & ((rsi_3_4h_gt_65) | (aroonu_14_4h_lt_75) | (roc_9_1d_lt_30)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_65) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_20)) # 4h up move, 1d downtrend, 4h high & ((rsi_3_4h_lt_90) | (cmf_20_1d_gt_neg_0_25) | (aroonu_14_4h_lt_100)) # 1d down move, 1d still not low enough, 1d downtrend & ((rsi_3_1d_gt_5) | (aroonu_14_1d < 20.0) | (roc_9_1d_gt_neg_20)) # 1d down move, 15m still high & ((rsi_3_1d_gt_5) | (stochrsi_k_15m_lt_40)) # 1d down move, 1h & 4h still not low enough & ((rsi_3_1d_gt_5) | (stochrsi_k_1h_lt_20) | (stochrsi_k_4h_lt_20)) # 1d down move, 1h high & ((rsi_3_1d_gt_10) | (aroonu_14_1h_lt_70)) # 1d down move, 4h downtrend, 4h high & ((rsi_3_1d_gt_20) | (cmf_20_4h_gt_neg_0_25) | (aroonu_14_4h_lt_70)) # 1d down move, 1d still high, 1d downtrend & ((rsi_3_1d_gt_25) | (stochrsi_k_1d_lt_50) | (roc_9_1d_gt_neg_20)) # 1d down move, 15m still high, 1h & 4h high & ((rsi_3_1d_gt_30) | (rsi_14_15m_lt_50) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 1d down move, 4h & 1d high & ((rsi_3_1d_gt_40) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100)) # 1d down move, 1d high & overbought & ((rsi_3_1d_gt_40) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_10)) # 1d down move, 1h high, 1d overbought & ((rsi_3_1d_gt_60) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_100)) # 4h downtrend, 4h high & over & ((cmf_20_4h_gt_neg_0_10) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_30)) # 15m still high, 4h high, 1h overbought & ((aroonu_14_15m_lt_40) | (aroonu_14_4h_lt_85) | (roc_9_1h_lt_20)) # 15m still high, 4h high, 1h overbought & ((aroonu_14_15m_lt_40) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_20)) # 4h down move, 1h still high, 1d downtrend & ((rsi_3_4h_gt_15) | (aroonu_14_1h_lt_40) | (roc_9_1d_gt_neg_50)) # 1h high, 4h high & overbought & (aroonu_14_1h_lt_80 | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_30)) # 1h & 4h high, 1h overbought & (aroonu_14_1h_lt_80 | (aroonu_14_4h_lt_90) | (roc_9_1h_lt_30)) # 1h & 4h & 1d high & (aroonu_14_1h_lt_80 | (aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100)) # 1h & 4h high, 1d overbought & (aroonu_14_1h_lt_80 | (aroonu_14_4h_lt_100) | (roc_9_1d_lt_30)) # 1h high, 1h overbought & (aroonu_14_1h_lt_80 | (roc_9_1h_lt_10)) # 1h & 1d high, 4h overbought & (aroonu_14_1h_lt_80 | aroonu_14_1d_lt_100 | (roc_9_4h_lt_10)) # 1h high, 1h & 4h overbought & (aroonu_14_1h_lt_80 | (roc_9_1h_lt_10) | (roc_9_4h_lt_10)) # 1h high, 1h overbought, 1d downtrend & (aroonu_14_1h_lt_80 | (roc_9_1h_lt_50) | roc_9_1d_gt_neg_50) # 1h high, 4h &1d overbought & ((aroonu_14_1h_lt_85) | (roc_9_4h_lt_30) | (roc_9_1d_lt_30)) # 1h high, 4h & 1d overbought & ((aroonu_14_1h_lt_90) | (roc_9_4h_lt_10) | (roc_9_1d_lt_15)) # 4h & 1d high, 4h overbought & (aroonu_14_4h_lt_70 | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_50)) # 4h & 1d high, 1d overbought & (aroonu_14_4h_lt_70 | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_20)) # 4h high, 1h & 4h & 1d overbought & ((aroonu_14_4h_lt_80) | (roc_9_1h_lt_10) | (roc_9_4h_lt_20) | (roc_9_1d_lt_50)) # 4h & 1d high, 4h overbought & ((aroonu_14_4h_lt_90) | aroonu_14_1d_lt_100 | (roc_9_4h_lt_30)) # 4h high, 4h overbought, 1d downtrend & ((aroonu_14_4h_lt_90) | (roc_9_4h_lt_20) | (roc_9_1d_gt_neg_40)) # 1d high, 4h & 1d overbought & ((aroonu_14_1d_lt_70) | (roc_9_4h_lt_30) | (roc_9_1d_lt_200)) # 1d high, 1h & 1d overbought & ((aroonu_14_1d_lt_80) | (roc_9_1h_lt_20) | roc_9_1d_lt_50) # 1d high, 1d downtrend & ((aroonu_14_1d_lt_80) | (roc_9_1d_gt_neg_30)) # 1d high, 1h & 4h downtrend & ((aroonu_14_1d_lt_85) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_50)) # 1d high, 1h & 1d overbought & ((aroonu_14_1d_lt_90) | (roc_9_1h_lt_10) | roc_9_1d_lt_50) # 1d high, 4h & 1d overbought & (aroonu_14_1d_lt_100 | (roc_9_4h_lt_10) | (roc_9_1d_lt_20)) # 15m still not low enough, 4h high, 1d overbought & ((stochrsi_k_15m_lt_30) | aroonu_14_4h_lt_100 | (roc_9_1d_lt_30)) # 15m still high, 4h high & overbought & ((stochrsi_k_15m_lt_40) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_30)) # 1h high, 1d overbought & ((stochrsi_k_1h_lt_70) | (roc_9_1d_lt_40)) # 1h high, 1h overbought, 4h downtrend & ((stochrsi_k_1h_lt_80) | (roc_9_1h_lt_10) | (roc_9_4h_gt_neg_10)) # 1h high, 4h & 1d downtrend & ((stochrsi_k_1h_lt_80) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_80)) # 1h down move, 1h & 1d overbought & ((stochrsi_k_1h_lt_90) | (roc_9_1h_lt_10) | roc_9_1d_lt_50) # 1h high & overbought & ((stochrsi_k_1h_lt_90) | (roc_9_1h_lt_40)) # 4h high, 1h & 4h overbought & ((stochrsi_k_4h_lt_70) | (roc_9_1h_lt_10) | (roc_9_4h_lt_20)) # 4h high, 1h & 1d overbought & ((stochrsi_k_4h_lt_70) | (roc_9_1h_lt_20) | (roc_9_1d_lt_200)) # 4h high, 4h & 1d overbought & ((stochrsi_k_4h_lt_80) | (roc_9_4h_lt_30) | (roc_9_1d_lt_30)) # 4h high, 1d downtrend & ((stochrsi_k_4h_lt_80) | roc_9_1d_gt_neg_50) # 4h high, 1h & 1d overbought & ((stochrsi_k_4h_lt_90) | (roc_9_1h_lt_20) | (roc_9_1d_lt_20)) # 4h high, 4h & 1d overbought & ((stochrsi_k_4h_lt_90) | (roc_9_4h_lt_10) | (roc_9_1d_lt_10)) # 1d hihg, 1h & 1d overbought & ((stochrsi_k_1d_lt_90) | (roc_9_1h_lt_30) | (roc_9_1d_lt_100)) # 1d P&D, dh downtrend & ((change_pct_1d_gt_neg_50) | (change_pct_1d_shift_288 < 50.0) | (rsi_3_4h_gt_15)) # big drop in last hough, 4h down move, 1h still not low enough & ((close > (close_max_12 * 0.90)) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_30)) # big drop in the last 20 days, 1d high, 1d downtrend & ((close > (high_max_20_1d * 0.20)) | (stochrsi_k_1d_lt_70) | (roc_9_1d_gt_neg_15)) # drop in last 20 days, 1h high, 1d downtrend & ((close > (high_max_20_1d * 0.20)) | aroonu_14_1h_lt_70 | (roc_9_1d_gt_neg_70)) # drop in last 20 days. 4h high & ((close > (high_max_20_1d * 0.10)) | (stochrsi_k_4h_lt_90)) ) # Logic long_entry_logic.append( (rsi_20 < rsi_20_shift_1) & (rsi_3_lt_46) & (aroonu_14_lt_25) & (stochrsi_k_lt_20) & (aroonu_14_15m_lt_50) & (close < sma_16 * 0.960) ) # Condition #7 - ADX trend-birth (Long, experimental, RAW — 4h trend ignition; big-win lane). if long_entry_condition_index == 7: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m down move, 15m down move, 1h washed out, 4h up move ((rsi_3 > 30.0) | (rsi_3_15m_gt_50) | (rsi_3_4h_lt_95) | (stochrsi_k_1h_gt_75)) # 5m hot, 15m trend absent, hour overbought & ((rsi_3_lt_50) | (aroonu_14_15m_gt_40) | (rsi_3_1h_lt_80)) # 5m money leaving, 15m up move & ((mfi_14 > 25.0) | (rsi_3_15m_lt_70)) # 5m downtrend, 1d RSI low & up move & washed out & uptrend & ( (aroonu_14_gt_75) | (rsi_14_1d_gt_60) | (rsi_3_1d < 75.0) | (stochrsi_k_1d > 80.0) | (aroonu_14_1d < 5.0) ) # 5m uptrend, 15m uptrend & washed out, 1h down move, 1d down move & ( (aroonu_14_lt_25) | (rsi_3_1h_gt_65) | (aroonu_14_15m_lt_60) | (rsi_3_1d > 80.0) | (stochrsi_k_15m > 65.0) ) # 5m uptrend, 15m washed out, 1h still high & downtrend & up move & ( (aroonu_14_lt_25) | (stochrsi_k_1h_lt_70) | (aroonu_14_1h > 80.0) | (rsi_3_1h_lt_80) | (stochrsi_k_15m_gt_60) ) # 5m uptrend, 1h uptrend, 4h still high, 1d down move & up move & ( (aroonu_14_lt_30) | (aroonu_14_1h_lt_90) | (roc_9_1d > 0.0) | (rsi_3_1d < 65.0) | (stochrsi_k_4h < 75.0) ) # 5m uptrend & up move, 15m washed out, 1h uptrend & ((aroonu_14_lt_25) | (aroonu_14_1h_lt_60) | (rsi_3_lt_95) | (stochrsi_k_15m > 35.0)) # 5m still not low enough, 1h & 1d high & ((aroonu_14_lt_25) | (aroonu_14_1h_lt_80) | (stochrsi_k_1d_lt_60)) # 5m uptrend & down move, 15m downtrend, 4h uptrend & up move & ((aroonu_14_lt_25) | (aroonu_14_4h_lt_90) | (aroonu_14_15m_gt_10) | (rsi_3_4h_lt_90) | (rsi_3 > 90.0)) # 5m uptrend & down move, 15m up move, 4h uptrend & ((aroonu_14_lt_25) | (aroonu_14_4h_lt_90) | (rsi_3 > 20.0) | (rsi_3_15m_lt_50)) # 5m uptrend & up move, 15m down move & ((aroonu_14_lt_25) | (rsi_3_15m_gt_25) | (rsi_3 < 25.0)) # 5m still not low enough, 15m down move, 4h high & ((aroonu_14_lt_25) | (rsi_3_15m_gt_30) | (aroonu_14_4h_lt_100)) # 5m still not low enough, 15m down move, 1h still high & ((aroonu_14_lt_25) | (rsi_3_15m_gt_40) | (stochrsi_k_1h_lt_40)) # 5m low, 15m down move, 1h still not high & ((aroonu_14_lt_25) | (rsi_3_15m_gt_50) | (stochrsi_k_1h_lt_90)) # 5m still not low enough, 15m down move & high & ((aroonu_14_lt_25) | (rsi_3_15m_gt_55) | (stochrsi_k_15m_lt_80)) # 5m & 15m still not low enough, 1d down move & ((aroonu_14_lt_25) | (stochrsi_k_15m_lt_20) | (rsi_3_1d_gt_55)) # 5m still not low enough, 15m high, 4h down move & ((aroonu_14_lt_25) | (stochrsi_k_15m_lt_60) | (rsi_3_4h_gt_60)) # 5m uptrend & up move, 1h still high & down move, 1d down move & ((aroonu_14_lt_25) | (stochrsi_k_1h_lt_30) | (rsi_3_1h > 70.0) | (rsi_3_1d > 75.0) | (rsi_3 < 45.0)) # 5m still not low enough, 15m down move & ((aroonu_14_lt_25) | (stochrsi_k_lt_20) | (rsi_3_15m_gt_50)) # 5m still not low enough, 1h & 4h high & ((aroonu_14_lt_30) | (aroonu_14_1h_lt_90) | (stochrsi_k_4h_lt_90)) # 5m still not low enough, 15m down move, 1d high & ((aroonu_14_lt_30) | (rsi_3_15m_gt_50) | (stochrsi_k_1d_lt_80)) # 5m still not low enough, 15m & 1h down move & ((aroonu_14_lt_30) | (rsi_3_15m_gt_55) | (rsi_3_1h_gt_60)) # 5m still not low enough, 15m down move, 4h high & ((aroonu_14_lt_30) | (rsi_3_15m_gt_55) | (stochrsi_k_4h_lt_80)) # 5m & 1d still not low enough, 1d down move & ((aroonu_14_lt_30) | (rsi_3_1d_gt_65) | (aroonu_14_1d_lt_30)) # 5m still not low enough, 1d down move & still high & ((aroonu_14_lt_30) | (rsi_3_1d_gt_65) | (stochrsi_k_1d_lt_50)) # 5m still not low enough, 1h down move, 4h high & ((aroonu_14_lt_30) | (rsi_3_1h_gt_60) | (aroonu_14_4h_lt_100)) # 5m still not low enough, 15m high, 4h down move & ((aroonu_14_lt_30) | (stochrsi_k_15m_lt_60) | (rsi_3_4h_gt_65)) # 5m still not low enough, 1h & 1d still high & ((aroonu_14_lt_30) | (stochrsi_k_1h_lt_50) | (aroonu_14_1d_lt_40)) # 5m still not low enough, 1h high, 1d down move & ((aroonu_14_lt_30) | (stochrsi_k_1h_lt_80) | (rsi_3_1d_gt_60)) # 5m still not low enough, 15m high, 1d overbought & ((stochrsi_k_lt_20) | (aroonu_14_15m_lt_60) | (roc_9_1d_lt_10)) # 5m still not low enough, 4h high, 1d still high & ((stochrsi_k_lt_20) | (aroonu_14_4h_lt_100) | (stochrsi_k_1d_lt_50)) # 5m & 1d still not low enough, 15m down move & ((stochrsi_k_lt_20) | (rsi_3_15m_gt_50) | (aroonu_14_1d_lt_30)) # 5m still not low enough, 1h & 4h down move & ((stochrsi_k_lt_20) | (rsi_3_1h_gt_50) | (rsi_3_4h_gt_65)) # 5m still not low enough, 1h down move & high & ((stochrsi_k_lt_20) | (rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_80)) # 5m & 15m still not low enough, 1h high & ((stochrsi_k_lt_20) | (stochrsi_k_15m_lt_30) | (stochrsi_k_1h_lt_60)) # 5m still not low enough, 1h still high, 1d down move & ((stochrsi_k_lt_20) | (stochrsi_k_1h_lt_40) | (rsi_3_1d_gt_55)) # 5m still not low enough, 1h & 1d high & ((stochrsi_k_lt_20) | (stochrsi_k_1h_lt_90) | (stochrsi_k_1d_lt_80)) # 5m still not low enough, 15m & 1d high & ((stochrsi_k_lt_30) | (aroonu_14_15m_lt_80) | (aroonu_14_1d_lt_80)) # 5m & 1d still not low enough, 1d high & ((stochrsi_k_lt_30) | (aroonu_14_1d_lt_30) | (stochrsi_k_1d_lt_70)) # 5m still not low enough, 1d high & ((stochrsi_k_lt_30) | (aroonu_14_1d_lt_80) | (stochrsi_k_1d_lt_60)) # 5m still not low enough, 1h & 1d high & ((stochrsi_k_lt_30) | (aroonu_14_1h_lt_70) | (stochrsi_k_1d_lt_70)) # 5m not low after a day that already ran 40% & ((stochrsi_k_lt_30) | (roc_9_1d_lt_40)) # 5m still not low enough, 1h & 1d overbought & ((stochrsi_k_lt_30) | (roc_9_1h_lt_10) | (roc_9_1d_lt_15)) # 5m still not low enough, 15m down move, 1d high & ((stochrsi_k_lt_30) | (rsi_3_15m_gt_55) | (aroonu_14_1d_lt_60)) # 5m still not low enough, 15m down move, 4h high & ((stochrsi_k_lt_30) | (rsi_3_15m_gt_55) | (aroonu_14_4h_lt_100)) # 5m & 15m & 1h still not low enough & ((stochrsi_k_lt_30) | (stochrsi_k_15m_lt_30) | (stochrsi_k_1h_lt_30)) # 5m still not low enough, 1d high & overbought & ((stochrsi_k_lt_30) | (stochrsi_k_1d_lt_60) | (roc_9_1d_lt_0)) # 5m still not low enough, 1h high, 1d overbought & ((stochrsi_k_lt_30) | (stochrsi_k_1h_lt_60) | (roc_9_1d_lt_30)) # 5m still not low enough, 1h & 1d high & ((stochrsi_k_lt_30) | (stochrsi_k_1h_lt_80) | (stochrsi_k_1d_lt_70)) # 5m still not low enough, 1h & 4h high & ((stochrsi_k_lt_30) | (stochrsi_k_1h_lt_90) | (stochrsi_k_4h_lt_90)) # 15m down move, 4h overbought, 1d up move & still high & downtrend & ( (rsi_3_15m_gt_30) | (stochrsi_k_4h_lt_80) | (roc_9_1d < 5.0) | (stochrsi_k_1d < 25.0) | (aroonu_14_1d > 65.0) ) # 15m down move, 4h down move & overbought, 1d up move & washed out & ( (rsi_3_15m_gt_50) | (roc_9_1d_lt_0) | (stochrsi_k_1d > 35.0) | (rsi_3_4h > 85.0) | (stochrsi_k_4h_lt_80) ) # 15m down move & still high, 4h high & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_50) | (stochrsi_k_4h_lt_80)) # 15m down move, 1h up move & ((rsi_3_15m_gt_20) | (roc_9_1h_lt_10)) # 5m downtrend, 15m down move, 1h falling fast & ((rsi_3_15m_gt_20) | (rsi_14_change_pct_1h > -5.0) | (aroonu_14 > 0.0)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_80)) # 15m down move & still not low enough, 1h high & ((rsi_3_15m_gt_20) | (stochrsi_k_15m_lt_20) | (stochrsi_k_1h_lt_60)) # 15m down move & still not low enough, 1h overbought & ((rsi_3_15m_gt_30) | (stochrsi_k_15m_lt_20) | (roc_9_1h_lt_20)) # 5m down move, 15m down move, 1h downtrend & ((rsi_3_15m_gt_35) | (aroonu_14_1h_gt_20) | (rsi_3 > 30.0)) # 5m up move, 15m down move, 4h down move & ((rsi_3_15m_gt_35) | (rsi_3_4h_gt_60) | (rsi_3 < 10.0)) # 15m down move & still high, 1d high & ((rsi_3_15m_gt_40) | (aroonu_14_15m_lt_40) | (aroonu_14_1d_lt_75)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_40) | (aroonu_14_15m_lt_60) | (stochrsi_k_1h_lt_60)) # 15m & 1d down move, 1d still not low enough & ((rsi_3_15m_gt_40) | (aroonu_14_1d_lt_30) | (rsi_3_1d_gt_65)) # 15m & 1d down move, 4h high & ((rsi_3_15m_gt_40) | (aroonu_14_4h_lt_100) | (rsi_3_1d_gt_55)) # 15m down move, 1h money leaving & washed out & ((rsi_3_15m_gt_40) | (mfi_14_1h > 50.0) | (stochrsi_k_1h_gt_20)) # 5m up move, 15m down move, 1h up move & ((rsi_3_15m_gt_40) | (roc_9_1h_lt_10) | (rsi_3 < 45.0)) # 15m down move, 4h overbought, 1d still high & ((rsi_3_15m_gt_40) | (roc_9_4h_lt_5) | (aroonu_14_1d_lt_40)) # 15m spent after a 4h run already that large & ((rsi_3_15m_gt_40) | (roc_9_4h_lt_70)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_40) | (stochrsi_k_4h_lt_70)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_50) | (aroonu_14_1d_lt_80)) # 5m up move, 15m down move & uptrend, 1h down move, 4h up move & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_65) | (rsi_3_4h_lt_95) | (aroonu_14_15m < 45.0) | (rsi_3_lt_40)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_65) | (stochrsi_k_1d_lt_90)) # 5m up move, 15m down move, 1h up move & washed out & ((rsi_3_15m_gt_40) | (rsi_3_1h_lt_55) | (rsi_3_lt_40) | (stochrsi_k_1h_gt_75)) # 15m down move & still high, 1h high & ((rsi_3_15m_gt_40) | (stochrsi_k_15m_lt_40) | (aroonu_14_1h_lt_80)) # 15m down move & downtrend, 1d still high & downtrend & ((rsi_3_15m_gt_40) | (stochrsi_k_1d_lt_30) | (aroonu_14_15m_gt_10) | (aroonu_14_1d_gt_30)) # 15m down move, 4h high, 1d still not low enough & ((rsi_3_15m_gt_40) | (stochrsi_k_4h_lt_90) | (aroonu_14_1d_lt_30)) # 5m up move, 15m down move, 4h overbought & ((rsi_3_15m_gt_40) | (stochrsi_k_4h_lt_90) | (rsi_3 < 55.0)) # 5m still high & down move, 15m down move, 4h overbought & ((rsi_3_15m_gt_40) | (stochrsi_k_4h_lt_90) | (stochrsi_k < 25.0) | (rsi_3 > 30.0)) # 5m on the floor, 15m down move, 1h downtrend, 4h AROOND high & ((rsi_3_15m_gt_50) | (aroond_14_4h_lt_25) | (aroonu_14_1h_gt_60) | (stochrsi_k > 10.0)) # a 4h birth on a hot day after the 15m and 1h push has already died — the top of a one-day relief rip & ((rsi_3_15m_gt_50) | (aroonu_14_1h_gt_60) | (stochrsi_k_1h_gt_40) | (rsi_3_1d_lt_80)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_50) | (rsi_3_1h_gt_40) | (roc_9_1d_lt_10)) # 15m & 1h & 1d down move & ((rsi_3_15m_gt_50) | (rsi_3_1h_gt_60) | (rsi_3_1d_gt_55)) # 15m & 1h down move, 15m still not low enough & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_30) | (rsi_3_1h_gt_65)) # 15m & 1d down move, 15m still high & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_40) | (rsi_3_1d_gt_55)) # 15m down move & still high, 1d high & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_50) | (aroonu_14_1d_lt_60)) # 15m & 1d down move, 15m high & ((rsi_3_15m_gt_55) | (aroonu_14_15m_lt_80) | (rsi_3_1d_gt_65)) # 15m down move, 1h downtrend & ((rsi_3_15m_gt_55) | (aroonu_14_1h_gt_10)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_55) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_15)) # 15m & 1d down move, 1d overbought & ((rsi_3_15m_gt_55) | (rsi_3_1d_gt_65) | (roc_9_1d_lt_10)) # 15m down move & still not low enough, 1h high & ((rsi_3_15m_gt_55) | (stochrsi_k_15m_lt_30) | (stochrsi_k_1h_lt_90)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_55) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10)) # 5m down move, 15m up move, 1h down move & ((rsi_3_15m_lt_50) | (rsi_3_1h_gt_40) | (rsi_3 > 65.0)) # 5m down move, 15m up move & uptrend, 1h money coming in & ((rsi_3_15m_lt_55) | (mfi_14_1h < 80.0) | (rsi_3 > 35.0) | (aroonu_14_15m < 55.0)) # 15m up move & uptrend, 1h down move & downtrend & ((rsi_3_15m_lt_55) | (rsi_3_1h_gt_60) | (aroonu_14_1h > 15.0) | (aroonu_14_15m_lt_25)) # 15m up move, 1h down move & still high & ((rsi_3_15m_lt_60) | (rsi_3_1h_gt_55) | (stochrsi_k_1h < 55.0)) # 15m up move, 1h down move & ((rsi_3_15m_lt_75) | (rsi_3_1h_gt_45)) # daily RSI_3 tripled in one candle, 15m not holding it: a relief rip & ((rsi_14_15m > 60) | (rsi_3_change_pct_1d < 300)) # 15m uptrend & down move & still high, 4h overbought, 1d down move & ( (aroonu_14_15m_lt_30) | (stochrsi_k_4h_lt_90) | (rsi_3_15m_gt_25) | (stochrsi_k_15m < 10.0) | (rsi_3_1d > 75.0) ) # 5m down move, 15m uptrend, 1h still high, 1d washed out & up move & ( (aroonu_14_15m_lt_60) | (stochrsi_k_1h_lt_60) | (stochrsi_k_1d_gt_20) | (rsi_3_1d < 70.0) | (rsi_3 > 50.0) ) # 5m still high, 15m downtrend, 1h downtrend & ((aroonu_14_15m_gt_20) | (aroonu_14_1h_gt_40) | (stochrsi_k < 35.0)) # 15m down move & still not low enough, 1d downtrend & ((aroonu_14_15m_lt_20) | (rsi_3_15m_gt_50) | (roc_9_1d_gt_neg_15)) # 15m still not low enough, 1h down move, 4h high & ((aroonu_14_15m_lt_30) | (rsi_3_1h_gt_65) | (stochrsi_k_4h_lt_90)) # 15m still not low enough & still high, 1h high & ((aroonu_14_15m_lt_30) | (stochrsi_k_15m_lt_50) | (stochrsi_k_1h_lt_80)) # 15m still high, 4h high, 1d down move & ((aroonu_14_15m_lt_40) | (aroonu_14_4h_lt_100) | (rsi_3_1d_gt_55)) # 15m & 1h down move, 15m still high & ((aroonu_14_15m_lt_40) | (rsi_3_15m_gt_20) | (rsi_3_1h_gt_65)) # 15m & 1h still high, 1h down move & ((aroonu_14_15m_lt_40) | (rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_50)) # 15m still high, 1h down move, 1d downtrend & ((aroonu_14_15m_lt_40) | (rsi_3_1h_gt_65) | (roc_9_1d_gt_neg_10)) # 15m still high & still not low enough, 1h high & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_lt_30) | (stochrsi_k_1h_lt_90)) # 15m still high, 1h high, 1d down move & ((aroonu_14_15m_lt_40) | (stochrsi_k_1h_lt_90) | (rsi_3_1d_gt_60)) # 15m & 4h down move, 15m still high & ((aroonu_14_15m_lt_50) | (rsi_3_15m_gt_30) | (rsi_3_4h_gt_65)) # 15m & 1h down move, 15m still high & ((aroonu_14_15m_lt_50) | (rsi_3_15m_gt_50) | (rsi_3_1h_gt_40)) # 15m down move, 15m & 1h high & ((aroonu_14_15m_lt_60) | (rsi_3_15m_gt_40) | (aroonu_14_1h_lt_90)) # 15m & 4h high, 15m still not low enough & ((aroonu_14_15m_lt_60) | (stochrsi_k_15m_lt_20) | (stochrsi_k_4h_lt_90)) # 15m & 1d high, 15m still not low enough & ((aroonu_14_15m_lt_60) | (stochrsi_k_15m_lt_30) | (aroonu_14_1d_lt_75)) # 15m & 1h high & ((aroonu_14_15m_lt_60) | (stochrsi_k_15m_lt_60) | (stochrsi_k_1h_lt_70)) # 15m & 1h & 4h high & ((aroonu_14_15m_lt_60) | (stochrsi_k_1h_lt_90) | (stochrsi_k_4h_lt_90)) # 15m & 4h & 1d high & ((aroonu_14_15m_lt_60) | (stochrsi_k_4h_lt_90) | (stochrsi_k_1d_lt_60)) # 5m downtrend, 15m uptrend, 4h up move, 1d downtrend & ((aroonu_14_15m_lt_80) | (roc_9_4h_lt_5) | (aroonu_14 > 45.0) | (aroonu_14_1d > 45.0)) # 15m at its ceiling while the 4h is not strong & ((aroonu_14_15m_lt_80) | (rsi_3_4h_gt_65)) # 15m & 1h high, 15m still high & ((aroonu_14_15m_lt_80) | (stochrsi_k_15m_lt_40) | (stochrsi_k_1h_lt_70)) # 15m high, 1h down move & ((aroonu_14_15m_lt_80) | (stochrsi_k_15m_lt_60) | (rsi_3_1h_gt_60)) # 15m & 4h high, 1d overbought & ((aroonu_14_15m_lt_80) | (stochrsi_k_4h_lt_90) | (roc_9_1d_lt_15)) # 15m & 1h & 4h high & ((aroonu_14_15m_lt_90) | (aroonu_14_1h_lt_90) | (stochrsi_k_4h_lt_80)) # 15m washed out, 4h washed out, 1d RSI low & up move & downtrend & ( (stochrsi_k_15m_gt_30) | (rsi_14_1d_gt_60) | (rsi_3_1d < 75.0) | (aroonu_14_1d_gt_30) | (stochrsi_k_4h > 95.0) ) # 5m still high, 15m still high, 1h down move, 1d down move & downtrend & ( (stochrsi_k_15m_lt_40) | (rsi_3_1h_gt_65) | (rsi_3_1d > 75.0) | (aroonu_14_1d > 45.0) | (stochrsi_k < 35.0) ) # 15m still not low enough, 1h still high, 4h overbought & ((stochrsi_k_15m_lt_20) | (aroonu_14_1h_lt_50) | (roc_9_4h_lt_10)) # 15m still high, 1h down move & downtrend & ((stochrsi_k_15m_lt_20) | (rsi_3_1h_gt_55) | (aroonu_14_1h_gt_0)) # 15m still not low enough, 1h down move, 4h high & ((stochrsi_k_15m_lt_20) | (rsi_3_1h_gt_60) | (aroonu_14_4h_lt_90)) # 15m still not low enough, 1h down move, 1d still high & ((stochrsi_k_15m_lt_20) | (rsi_3_1h_gt_60) | (stochrsi_k_1d_lt_40)) # 15m still not low enough, 1h still high, 4h overbought & ((stochrsi_k_15m_lt_20) | (stochrsi_k_1h_lt_50) | (roc_9_4h_lt_10)) # 15m still not low enough, 1h & 1d high & ((stochrsi_k_15m_lt_20) | (stochrsi_k_1h_lt_70) | (aroonu_14_1d_lt_75)) # 15m still not low enough, 1h & 4h high & ((stochrsi_k_15m_lt_30) | (aroonu_14_1h_lt_75) | (stochrsi_k_4h_lt_80)) # 15m still high & uptrend, 1h down move & downtrend & ((stochrsi_k_15m_lt_30) | (rsi_3_1h_gt_60) | (aroonu_14_1h > 15.0) | (aroonu_14_15m_lt_25)) # 15m still high, 1h high, 1d overbought & ((stochrsi_k_15m_lt_40) | (aroonu_14_1h_lt_90) | (roc_9_1d_lt_0)) # 15m still high, 4h high, 1d overbought & ((stochrsi_k_15m_lt_40) | (aroonu_14_4h_lt_100) | (roc_9_1d_lt_15)) # 15m still high, 1h down move, 1d high & ((stochrsi_k_15m_lt_40) | (rsi_3_1h_gt_65) | (aroonu_14_1d_lt_80)) # 15m & 1h still high, 4h high & ((stochrsi_k_15m_lt_40) | (stochrsi_k_1h_lt_40) | (aroonu_14_4h_lt_80)) # 15m still high, 1h high, 1d overbought & ((stochrsi_k_15m_lt_40) | (stochrsi_k_1h_lt_80) | (roc_9_1d_lt_10)) # 15m & 1h still high, 1h down move & ((stochrsi_k_15m_lt_50) | (rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_50)) # 15m still high, 1h high, 1d still not low enough & ((stochrsi_k_15m_lt_50) | (stochrsi_k_1h_lt_60) | (stochrsi_k_1d_lt_30)) # 15m high, 1h down move, 1d still high & ((stochrsi_k_15m_lt_60) | (rsi_3_1h_gt_65) | (aroonu_14_1d_lt_40)) # 15m & 1h & 4h high & ((stochrsi_k_15m_lt_70) | (stochrsi_k_1h_lt_70) | (stochrsi_k_4h_lt_90)) # 15m high, 1d still high & ((stochrsi_k_15m_lt_80) | (aroonu_14_1d_lt_40) | (stochrsi_k_1d_lt_50)) # 15m high, 4h overbought, 1d still not low enough & ((stochrsi_k_15m_lt_80) | (roc_9_4h_lt_10) | (stochrsi_k_1d_lt_30)) # 15m & 4h high, 1d down move & ((stochrsi_k_15m_lt_80) | (stochrsi_k_4h_lt_90) | (rsi_3_1d_gt_65)) # 15m WILLR high & washed out & up move, 4h money coming in & ((willr_14_15m < -50.0) | (cmf_20_4h_lt_0_15) | (stochrsi_k_15m > 35.0) | (rsi_3_15m_lt_75)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_75)) # 5m uptrend, 1h down move, 4h uptrend & ((rsi_3_1h_gt_40) | (aroonu_14_4h_lt_90) | (aroonu_14_lt_25)) # 1h down move, 4h high, 1d still high & ((rsi_3_1h_gt_40) | (stochrsi_k_4h_lt_80) | (aroonu_14_1d_lt_40)) # 5m up move, 1h down move, 4h up move & ((rsi_3_1h_gt_45) | (roc_9_4h_lt_10) | (rsi_3 < 80.0)) # 1h down move & high, 1d overbought & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_80) | (roc_9_1d_lt_0)) # 5m up move & uptrend, 1h down move, 4h up move & ((rsi_3_1h_gt_55) | (roc_9_4h_lt_5) | (rsi_3 < 85.0) | (aroonu_14 < 5.0)) # 1h down move, 4h up move, 1d downtrend & ((rsi_3_1h_gt_60) | (roc_9_4h_lt_10) | (aroonu_14_1d_gt_0)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_60) | (rsi_3_4h_gt_65) | (stochrsi_k_1d_lt_80)) # 5m down move, 15m still high, 1h down move, 1d still high & down move & ((rsi_3_1h_gt_60) | (stochrsi_k_1d_lt_30) | (rsi_3 > 20.0) | (rsi_3_1d > 80.0) | (stochrsi_k_15m < 5.0)) # 1h down move, 1d still high & overbought & ((rsi_3_1h_gt_60) | (stochrsi_k_1d_lt_40) | (roc_9_1d_lt_15)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_65) | (stochrsi_k_4h_lt_90) | (stochrsi_k_1d_lt_70)) # 1h money leaving and not yet high & ((cmf_20_1h > -0.15) | (stochrsi_k_1h_lt_90)) # 1h down move, 1h & 4h high & ((aroonu_14_1h_lt_70) | (rsi_3_1h_gt_45) | (stochrsi_k_4h_lt_90)) # 1h down move & high, 1d still not low enough & ((aroonu_14_1h_lt_80) | (rsi_3_1h_gt_55) | (aroonu_14_1d_lt_30)) # 15m washed out, 1h uptrend, 4h overbought & downtrend & ((aroonu_14_1h_lt_90) | (stochrsi_k_4h_lt_90) | (aroonu_14_4h > 90.0) | (stochrsi_k_15m_gt_60)) # 5m downtrend, 15m still high, 1h still high, 1d down move & downtrend & ( (stochrsi_k_1h_lt_60) | (roc_9_1d > 25.0) | (aroonu_14 > 10.0) | (aroonu_14_1d > 60.0) | (stochrsi_k_15m < 15.0) ) # 1h high & overbought, 1d still high & ((stochrsi_k_1h_lt_80) | (roc_9_1h_lt_10) | (stochrsi_k_1d_lt_40)) # 1h overbought, 4h overbought, 1d downtrend & still high & ((stochrsi_k_1h_lt_80) | (stochrsi_k_4h_lt_90) | (aroonu_14_1d_gt_0) | (stochrsi_k_1d < 75.0)) # 1h & 1d overbought, 4h high & ((roc_9_1h_lt_10) | (stochrsi_k_4h_lt_90) | (roc_9_1d_lt_15)) # 4h high, 1d down move & still high & ((aroonu_14_4h_lt_100) | (rsi_3_1d_gt_65) | (aroonu_14_1d_lt_50)) # 4h high, 1d down move & still not low enough & ((stochrsi_k_4h_lt_80) | (rsi_3_1d_gt_60) | (aroonu_14_1d_lt_30)) # 1h downtrend, 4h overbought, 1d overbought & ((stochrsi_k_4h_lt_90) | (stochrsi_k_1d_lt_90) | (aroonu_14_1h_gt_40)) # 5m up move, 15m on the floor, 4h up move, 1d up move & downtrend & ((roc_9_4h_lt_10) | (roc_9_1d_lt_10) | (aroonu_14_1d_gt_30) | (stochrsi_k_15m > 15.0) | (rsi_3 < 25.0)) # day washed out while the 1d trend sits at its high & ((rsi_3_1d_gt_25) | (aroonu_14_1d_lt_75)) # day's momentum gone while the day is stretched & ((rsi_3_1d_gt_45) | (stochrsi_k_1d_lt_70)) # 5m base position high, 15m washed out, 1d RSI low & up move & downtrend & ( (ph_base_pos < 6.0) | (rsi_14_1d_gt_60) | (stochrsi_k_15m_gt_20) | (rsi_3_1d < 65.0) | (aroonu_14_1d_gt_30) ) # 5m quad s93 max 12 low, 15m washed out, 4h up move, 1d RSI low & up move & ( (quad_s93_max_12 > 95.0) | (rsi_14_1d_gt_60) | (rsi_3_1d < 70.0) | (roc_9_4h_lt_10) | (stochrsi_k_15m_gt_20) ) # 1h money leaving, 15m momentum fading & ((uo_7_14_28_change_pct_15m < 13) | (cmf_20_1h > -0.2)) ) # Logic long_entry_logic.append( # 4h ADX crossing UP through 20 = a trend being born (not yet mature) (adx_14_4h > 20.0) & (np_shift(adx_14_4h, 48) <= 20.0) # direction: bulls own it & (plus_di_14_4h > minus_di_14_4h) & (close > ema_200) # 5m washed out & (stoch_60_10 > 40.0) # the 4h regime has to agree: a bounce inside a collapse puts price over the 5m # EMA200 for minutes, which is where every loss in the crash window came from & (ema_12_4h > ema_200_4h) # 1d washed out & (rsi_14_1d_gt_50) & (stochk_14_3_3_1d > 40.0) ) # Condition #8 - Donchian 7-day breakout (Long, experimental — turtle-style; big-win lane). if long_entry_condition_index == 8: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) # Logic long_entry_logic.append( # first close above the prior 7-DAY high (macro breakout event) (close > open_rate) & (np_shift(close, 1) <= dc_high_7d) & (close > dc_high_7d) # not a one-candle spike fake, and the 4h is not already overheated & (((high_px - low_px) / close) < 0.025) & (roc_9_4h < 20.0) ) # Condition #9 - Momentum Continuation (Long, experimental). if long_entry_condition_index == 9: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( ((roc_9_1d > -5.0) | (rsi_3_1d > 40.0)) & ((roc_9_4h > -3.0) | (rsi_3_4h > 50.0)) & (roc_9_1d < 25.0) & (roc_9_4h < 15.0) & (roc_9_1h < 10.0) & (rsi_3 < 88.0) & (rsi_3_15m < 85.0) & (rsi_3_1h < 80.0) & (rsi_3_4h < 80.0) & (stochrsi_k < 90.0) & (stochrsi_k_1h < 85.0) & (stochrsi_k_4h < 85.0) & (willr_14 < -10.0) & (mfi_14 > 40.0) & (cmf_20 > -0.10) & (bbb_20_2_0 < 20.0) & (close < (close_max_48 * 0.985)) & ((rsi_3 > 10.0) | (rsi_3_1h > 20.0) | (roc_9_1d > 0.0)) & ((rsi_3_15m > 10.0) | (rsi_3_1h > 15.0) | (roc_9_4h > -5.0)) & ((rsi_3_1h > 20.0) | (rsi_3_4h > 25.0) | (aroonu_14_4h < 60.0)) & ((rsi_3_15m > 20.0) | (rsi_3_1h > 30.0) | (rsi_3_4h > 35.0)) # 1h already rolling over — continuation into a fading hour & ((willr_14_1h > -35.0) | (aroonu_14_4h > 60.0) | (rsi_3_1h > 65.0)) # washed-out daily + rolling 4h — the trend is already dead & ((rsi_3_1d > 40.0) | (roc_9_4h > 2.0) | (cci_20_4h > -20.0)) ) # Logic — full EMA-fan alignment, mature uptrend continuation long_entry_logic.append(((ema_9 - ema_50) / close * 100.0) > 0.5) long_entry_logic.append(rsi_14_1d > 50.0) long_entry_logic.append(rsi_3_1h < 80.0) long_entry_logic.append(cmf_20_1h > 0.0) long_entry_logic.append(close > ema_9) long_entry_logic.append(close > ema_12) long_entry_logic.append(close > ema_26) long_entry_logic.append(close > ema_50) long_entry_logic.append(close > ema_200) long_entry_logic.append(ema_9 > ema_26) long_entry_logic.append(ema_26 > ema_200) long_entry_logic.append(rsi_14 > 55.0) long_entry_logic.append(rsi_14 < 65.0) long_entry_logic.append(aroonu_14 > 75.0) long_entry_logic.append(rsi_14_1h > 50.0) long_entry_logic.append(rsi_14_1h < 70.0) long_entry_logic.append(rsi_14_4h > 48.0) long_entry_logic.append(rsi_14_4h < 68.0) long_entry_logic.append(bbp_20_2_0 > 0.55) long_entry_logic.append(bbp_20_2_0 < 0.85) long_entry_logic.append(obv_change_pct > 0.0) long_entry_logic.append(willr_14 > -40.0) long_entry_logic.append(willr_14 < -15.0) # Condition #10 - CCI Divergence + AROON Trend Birth (Long, experimental). if long_entry_condition_index == 10: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append(global_protections_long_pump == True) long_entry_logic.append(global_protections_long_dump == True) long_entry_logic.append(rsi_14_1d > 30.0) long_entry_logic.append(roc_9_1d > -20.0) long_entry_logic.append(rsi_14_4h > 25.0) long_entry_logic.append((ema_12_4h > ema_200_4h) | (rsi_14_4h > 35.0) | (roc_9_4h > -5.0)) long_entry_logic.append( ((rsi_3 > 3.0) | (rsi_3_15m > 5.0) | (rsi_3_1h > 10.0)) & ((rsi_3_15m > 5.0) | (rsi_3_1h > 15.0) | (aroonu_14_4h < 90.0)) & ((rsi_3_1h > 10.0) | (rsi_3_4h > 20.0) | (stochrsi_k_4h < 60.0)) & ((rsi_3_15m > 10.0) | (rsi_3_4h > 25.0) | (roc_9_1d > -10.0)) ) long_entry_logic.append((rsi_3_1d > 20.0) | (roc_2_1d > -3.0) | (cmf_20_1d > -0.10)) # deep daily outflow (distribution) with no washout — knife, not a dip long_entry_logic.append((cmf_20_1d > -0.30) | (rsi_3_1d > 65.0) | (roc_9_4h < -15.0)) # Logic — 1h CCI recovering from oversold + fresh 15m AROON upswing long_entry_logic.append(cci_20_1h < -50.0) long_entry_logic.append(cci_20_1h > -200.0) long_entry_logic.append(cci_20_change_pct_1h > 0.0) long_entry_logic.append(aroonu_14_15m > 50.0) long_entry_logic.append(aroonu_14 > 30.0) long_entry_logic.append(rsi_14 < 45.0) long_entry_logic.append(rsi_14 > 20.0) long_entry_logic.append(mfi_14 > 30.0) long_entry_logic.append(cmf_20_1h > -0.05) long_entry_logic.append(close < (close_max_48 * 0.95)) long_entry_logic.append(close > close_min_48) long_entry_logic.append(stochrsi_k < 30.0) # Condition #11 - MFI/CMF Double Divergence + BB Reversion (Long, experimental). if long_entry_condition_index == 11: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append(global_protections_long_pump == True) long_entry_logic.append(global_protections_long_dump == True) long_entry_logic.append(rsi_14_1d > 30.0) long_entry_logic.append(roc_9_1d > -20.0) long_entry_logic.append((ema_12_4h > ema_200_4h) | (rsi_14_4h > 40.0)) long_entry_logic.append( ((rsi_3 > 2.0) | (rsi_3_15m > 5.0) | (aroonu_14_1h < 80.0)) & ((rsi_3_15m > 5.0) | (rsi_3_1h > 10.0) | (roc_9_4h > -10.0)) & ((rsi_3_1h > 8.0) | (rsi_3_4h > 15.0) | (stochrsi_k_1d < 50.0)) & ((rsi_3_15m > 8.0) | (cmf_20_4h > -0.15) | (aroonu_14_4h < 70.0)) & ((rsi_3_4h > 15.0) | (roc_9_1d > -15.0)) ) long_entry_logic.append((rsi_14_1h > 22.0) | (rsi_14_4h > 25.0)) # post-pump slow bleed: daily still inflated while 4h drifts slightly # negative (0..-15) = distribution, not a dip; real dips wash out below -15 long_entry_logic.append((roc_9_1d < 25.0) | (roc_9_4h > 0.0) | (roc_9_4h < -15.0)) # Logic — MFI & CMF both positive (accumulation) at the BB lower band long_entry_logic.append(mfi_14 > 30.0) long_entry_logic.append(cmf_20 > 0.02) long_entry_logic.append(willr_14 < -80.0) long_entry_logic.append(willr_14_1h < -45.0) long_entry_logic.append(close < (bbl_20_2_0 * 1.015)) long_entry_logic.append(bbb_20_2_0 > 6.0) long_entry_logic.append(rsi_14 < 40.0) long_entry_logic.append(rsi_14 > 15.0) long_entry_logic.append(rsi_3 > 3.0) long_entry_logic.append(rsi_14_1h > 25.0) long_entry_logic.append(bbp_20_2_0_1h > 0.05) # Condition #21 - Pump mode (Long). if long_entry_condition_index == 21: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m down move, 4h high, 1h overbought ((rsi_3_gt_10) | aroonu_14_4h_lt_100 | (roc_9_1h_lt_30)) # 15m down move, 1h & 4h overbought & ((rsi_3_15m_gt_5) | (roc_9_1h_lt_25) | (roc_9_4h_lt_50)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_10) | rsi_3_1h_gt_20 | (roc_9_1d_lt_80)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_35) | aroonu_14_1h_lt_80) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_80)) # 15m & 1h down move, 4h overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_45) | (roc_9_4h_lt_50)) # 15m & 1h down move, 4h overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_60) | (roc_9_4h_lt_70)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_55) | (aroonu_14_4h_lt_90)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_80)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_lt_70) | roc_9_1d_gt_neg_50) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_10) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_30)) # 15m down move, 1d high, 1d downtrend & ((rsi_3_15m_gt_10) | (stochrsi_k_1d_lt_70) | (roc_9_1d_gt_neg_15)) # 15m & 1h down move, 4h overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_35) | (roc_9_4h_lt_100)) # 15m & 1d down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_35) | (aroonu_14_1h_lt_90)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_40) | aroonu_14_4h_lt_100) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_40) | aroonu_14_4h_lt_100) # 15m down move, 1h high, 4h overbought & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_60) | (roc_9_4h_lt_80)) # 15m down move, 4h high, 4h downtrend & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_90) | (cmf_20_4h_gt_neg_0_25)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_15) | (roc_9_1h_lt_30) | (roc_9_4h_lt_50)) # 15m down move, 4h & 1d overbought & ((rsi_3_15m_gt_15) | (roc_9_4h_lt_60) | (roc_9_1d_lt_80)) # 15m & 1h down move, 1h & 4h high, 1h overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_90) | (roc_9_1h_lt_10)) # 15m & 1h down move, 4h & 1d high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_50) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100)) # 15m & 1h down move, 4h high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_50) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_20)) # 15m & 1h down move, 4h high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_20)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_100)) # 15m down move, 4h high, 1h overbought & ((rsi_3_15m_gt_20) | (stochrsi_k_4h_lt_80) | (roc_9_1h_lt_10)) # 15m down move, 4h & 1d overbought & ((rsi_3_15m_gt_20) | (roc_9_4h_lt_80) | (roc_9_1d_lt_200)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (roc_9_1d_lt_80)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_55) | (aroonu_14_1h_lt_90)) # 15m down move, 15m still high, 1d downtrend & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_40) | (roc_9_1d_gt_neg_25)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_25) | (aroonu_14_1h_lt_90) | (aroonu_14_4h_lt_100)) # 15m down move, 4h high, 1h overbought & ((rsi_3_15m_gt_25) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_20)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_25) | (aroonu_14_4h_lt_100) | (roc_9_1d_lt_100)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_25) | (stochrsi_k_1h_lt_90) | (roc_9_1h_lt_20)) # 15m down move, 1h & 4h overbought & ((rsi_3_15m_gt_25) | (roc_9_1h_lt_40) | (roc_9_4h_lt_40)) # 15m & 4h & 1d down move, 4h & 1d high & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_50) | (rsi_3_1d_gt_55) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_30) | (aroonu_14_1h_lt_80) | (roc_9_1h_lt_20)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_30) | (stochrsi_k_4h_lt_90) | (roc_9_4h < 200.0)) # 15m down move, 1h & 4h overbought & ((rsi_3_15m_gt_30) | (roc_9_1h_lt_60) | (roc_9_4h_lt_80)) # 15m down move, 4h & 1d overbought & ((rsi_3_15m_gt_40) | (roc_9_4h_lt_100) | (roc_9_1d_lt_100)) # 1h down move, 4h overbought, 1d downtrend & ((rsi_3_1h_gt_15) | (roc_9_4h_lt_50) | (roc_9_1d > -30.0)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_20) | (roc_9_4h_lt_50) | aroonu_14_4h_lt_80) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_20) | (roc_9_4h_lt_50) | (stochrsi_k_1h_lt_40)) # 1h & 4h down move, 4h overbought & ((rsi_3_1h_gt_20) | (roc_9_4h_lt_50) | (roc_9_4h_lt_10)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_20) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_10)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_20) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_50)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_20) | (stochrsi_k_1h_lt_40) | (roc_9_4h_lt_10)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_20) | (roc_9_4h_lt_40) | (roc_9_1d_lt_100)) # 1h down move, 1d high, 4h overbought & ((rsi_3_1h_gt_25) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_60)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_30)) # 1h & 4h down move, 4h high & overbought & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_65) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_50)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_80) | (roc_9_1d_gt_neg_40)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_35) | (stochrsi_k_4h_lt_80) | roc_9_1d_gt_neg_50) # 1h down move, 1h & 1d overbought & ((rsi_3_1h_gt_40) | (roc_9_1h_lt_30) | (roc_9_1d_lt_60)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_80) | (roc_9_4h_lt_25)) # 1h down move, 4h high, 1h overbought & ((rsi_3_1h_gt_45) | (aroonu_14_4h_lt_90) | (roc_9_1h_lt_20)) # 1h down move, 4h high, 1h overbought & ((rsi_3_1h_gt_45) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_10)) # 1h down move, 1d high, 1d downtrend & ((rsi_3_1h_gt_45) | (aroonu_14_1d_lt_100) | (roc_9_1d_gt_neg_25)) # 1h down move, 1h high & overbought & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_90) | (roc_9_1h_lt_10)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_70) | (roc_9_1d_gt_neg_20)) # 1h down move, 1h & 1d overbought & ((rsi_3_1h_gt_50) | (roc_9_1h_lt_25) | (roc_9_1d_lt_200)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_55) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_40)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_55) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_70)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_60) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_100)) # 1h down move, 1h & 1d overbought & ((rsi_3_1h_gt_60) | (roc_9_1h_lt_10) | (roc_9_1d < 250.0)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_65) | (aroonu_14_1h_lt_80) | (roc_9_4h_lt_30)) # 1h down move, 1h overbought & ((rsi_3_1h_gt_65) | (roc_9_1h_lt_40)) # 4h down move, 1h high & overbought & ((rsi_3_4h_gt_3) | (aroonu_14_1h_lt_85) | (roc_9_1h_lt_60)) # 4h & 1d down move, 1h high & overbought & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_35) | (aroonu_14_1h_lt_80) | (roc_9_1h_lt_10)) # 4h & 1d down move, 1h high & overbought & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_35) | (stochrsi_k_1h_lt_70) | (roc_9_1h_lt_10)) # 1d down move, 4h high & overbought & ((rsi_3_1d_gt_5) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_50)) # 1d down move, 1h high & ((rsi_3_1d_gt_10) | aroonu_14_1h_lt_70) # 1d down move, 4h high, 1h overbought & ((rsi_3_1d_gt_20) | aroonu_14_4h_lt_100 | (roc_9_1h_lt_25)) # 1d down move, 4h high, 4h overbought & ((rsi_3_1d_gt_20) | aroonu_14_4h_lt_100 | (roc_9_4h_lt_40)) # 1d down move, 1h & 4h overbought & ((rsi_3_1d_gt_30) | (roc_9_1h_lt_30) | (roc_9_4h_lt_60)) # 1d down move, 4h high & overbought & ((rsi_3_1d_gt_35) | aroonu_14_4h_lt_100 | (roc_9_4h_lt_20)) # 1d down move, 1h & 4h high & ((rsi_3_1d_gt_40) | aroonu_14_1h_lt_80 | aroonu_14_4h_lt_100) # 1d down move, 4h & 1d high & ((rsi_3_1d_gt_40) | aroonu_14_4h_lt_70 | aroonu_14_1d_lt_100) # 1d down move, 4h high & overbought & ((rsi_3_1d_gt_45) | aroonu_14_4h_lt_80 | (roc_9_4h_lt_30)) # 1d down move, 1h high, 1d overbought & ((rsi_3_1d_gt_60) | (aroonu_14_1h_lt_75) | (roc_9_1d_lt_20)) # 1d down move, 1h & 4h high & ((rsi_3_1d_gt_65) | (aroonu_14_1h_lt_90) | aroonu_14_4h_lt_100) # 1d downtrend, 1d high & overbought & ((cmf_20_1d_gt_neg_0_40) | (aroonu_14_1d_lt_85) | (roc_9_1d_lt_20)) # 15m not low enough, 1h high, 1d overbought & ((aroonu_14_15m_lt_25) | (stochrsi_k_1h_lt_90) | (roc_9_1d_lt_200)) # 1h still high, 1h & 4h overbought & ((aroonu_14_1h_lt_50) | (roc_9_1h_lt_40) | (roc_9_4h_lt_40)) # 1h & 4h high, 4h overbought & (aroonu_14_1h_lt_70 | aroonu_14_4h_lt_100 | (roc_9_4h_lt_20)) # 1h & 4h high, 4h overbought & (aroonu_14_1h_lt_80 | aroonu_14_4h_lt_80 | (roc_9_4h_lt_30)) # 1h & 4h high, 1h overbought & (aroonu_14_1h_lt_80 | (aroonu_14_4h_lt_90) | (roc_9_1h_lt_30)) # 1h & 4h high, 1d overbought & (aroonu_14_1h_lt_80 | (aroonu_14_4h_lt_90) | (roc_9_1d_lt_100)) # 1h & 1d high, 4h overbought & ((aroonu_14_1h_lt_90) | (aroonu_14_1d_lt_90) | (roc_9_4h_lt_30)) # 1h & 4h high, 1h overbought & (aroonu_14_1h_lt_80 | (stochrsi_k_4h_lt_90) | (roc_9_1h_lt_10)) # 1h high & overbought & (aroonu_14_1h_lt_80 | (roc_9_1h_lt_80)) # 1h high, 1h & 4h overbought & (aroonu_14_1h_lt_80 | (roc_9_1h_lt_10) | (roc_9_4h_lt_10)) # 1h high, 4h overbought, 1d downtrend & (aroonu_14_1h_lt_80 | (roc_9_4h_lt_10) | roc_9_1d_gt_neg_50) # 1h & 4h high, 15m downtrend & ((aroonu_14_1h_lt_85) | (aroonu_14_4h_lt_85) | (roc_9_15m > -40.0)) # 1h & 4h high, 1h overbought & ((aroonu_14_1h_lt_90) | (aroonu_14_4h_lt_90) | (roc_9_1h_lt_10)) # 4h high, 1h overbought, 1d downtrend & (aroonu_14_4h_lt_80 | (roc_9_1h_lt_30) | (roc_9_1d > -30.0)) # 4h & 1d high, 4h downtrend & ((aroonu_14_4h_lt_85) | aroonu_14_1d_lt_100 | (cmf_20_4h_gt_neg_0_30)) # 4h & 1d high, 1h overbought & ((aroonu_14_4h_lt_85) | (aroonu_14_1d_lt_90) | (roc_9_1h_lt_20)) # 4h & 1d high, 4h overbought & ((aroonu_14_4h_lt_85) | (aroonu_14_1d_lt_90) | (roc_9_4h_lt_60)) # 4h high, 1h & 4h overbought & ((aroonu_14_4h_lt_85) | (roc_9_1h_lt_10) | (roc_9_4h_lt_20)) # 4h high, 1d high & overbought & ((aroonu_14_4h_lt_90) | aroonu_14_1d_lt_100 | (roc_9_1d_lt_30)) # 4h high, 1h & 4h overbought & ((aroonu_14_4h_lt_90) | (roc_9_1h_lt_40) | (roc_9_4h_lt_40)) # 4h high, 4h & 1d overbought & ((aroonu_14_4h_lt_90) | (roc_9_4h_lt_30) | (roc_9_1d_lt_100)) # 4h high, 1h & 4h overbought & (aroonu_14_4h_lt_100 | (roc_9_1h_lt_40) | (roc_9_4h_lt_80)) # 1d high, 1h & 4h overbought & (aroonu_14_1d_lt_100 | (roc_9_1h_lt_10) | (roc_9_4h_lt_20)) # 1h high, 1h & 4h overbought & ((stochrsi_k_1h_lt_60) | (roc_9_1h_lt_40) | (roc_9_4h_lt_40)) # 1h high, 1h overbought & ((stochrsi_k_1h_lt_80) | (roc_9_1h_lt_10)) # 1h high, 4h overbought. 1d downtrend & ((stochrsi_k_1h_lt_80) | (roc_9_4h_lt_40) | (cmf_20_1d_gt_neg_0_25)) # 4h high, 1h & 4h overbought & ((stochrsi_k_4h_lt_90) | (roc_9_1h_lt_10) | (roc_9_4h_lt_20)) # 4h high & 4h & 1d overbought & ((stochrsi_k_4h_lt_90) | (roc_9_4h_lt_20) | (roc_9_1d_lt_20)) # 1d high, 1h & 4h overbought & ((stochrsi_k_1d_lt_80) | (roc_9_1h_lt_10) | (roc_9_4h_lt_20)) # 1d hihg, 1h & 1d overbought & ((stochrsi_k_1d_lt_90) | (roc_9_1h_lt_30) | (roc_9_1d_lt_100)) # 1d high, 4h & 1d overbought & ((stochrsi_k_1d_lt_90) | (roc_9_4h_lt_40) | (roc_9_1d_lt_100)) ) # Logic long_entry_logic.append( (aroonu_14_lt_25) & (stochrsi_k_lt_20) & (aroonu_14_15m_lt_50) & (close < ema_16 * 0.960) & (((ema_50 - ema_200) / close * 100.0) > 6.0) ) # Condition #41 - Quick mode (Long). if long_entry_condition_index == 41: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m & 1d down move, 4h still high ((rsi_3_gt_15) | (rsi_3_1d_gt_30) | (aroonu_14_4h_lt_40)) # 15m & 1h down move, 1d still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_3) | (stochrsi_k_1d_lt_50)) # 15m & 1h down move, 1h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_5) | (stochrsi_k_1h_lt_30)) # 15m & 1h & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_20)) # 15m & 1h down move, 15m downtrend & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (cmf_20_15m_gt_neg_0_40)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (aroonu_14_4h_lt_80)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (stochrsi_k_1h_lt_40)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (stochrsi_k_4h_lt_60)) # 15m & 1h down move, 1d downtrend & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (roc_9_1d_gt_neg_20)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_20) | (aroonu_14_1h_lt_50)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_25) | (aroonu_14_1h_lt_60)) # 15m & 1h & 4h down move, 1h still not low enough, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_35) | (aroonu_14_1h_lt_30) | (aroonu_14_4h_lt_40)) # 15m & 1h down move, 1d still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_30) | (aroonu_14_1d_lt_50)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_70)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_30) | (stochrsi_k_1d_lt_90)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_35) | (aroonu_14_4h_lt_80)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_45) | (aroonu_14_1h_lt_85)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_45) | (stochrsi_k_1h < 75.0)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_5) | (aroonu_14_4h_lt_80)) # 15m & 4h & 1d down move, 1d still high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_40) | (stochrsi_k_1d_lt_50)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_50)) # 15m down move, 15m still high, 1d high & ((rsi_3_15m_gt_3) | (aroonu_14_15m_lt_40) | (aroonu_14_1d_lt_80)) # 15m down move, 15m still high, 1d downtrend & ((rsi_3_15m_gt_3) | (aroonu_14_15m_lt_50) | (roc_9_1d_gt_neg_20)) # 15m down move, 1h still high, 1d high & ((rsi_3_15m_gt_3) | (aroonu_14_1h_lt_50) | (aroonu_14_1d_lt_70)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_3) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_80)) # 15m down move, 4h & 1d high & ((rsi_3_15m_gt_3) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_3) | (stochrsi_k_1h_lt_80) | (stochrsi_k_4h_lt_80)) # 15m down move, 1h high, 4h overbought & ((rsi_3_15m_gt_3) | (stochrsi_k_1h_lt_90) | (roc_9_4h_lt_10)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_3) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_3) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_10)) # 15m down move, 4h & 1d downtrend & ((rsi_3_15m_gt_3) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 15m & 1h down move, 1d downtrend & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_5) | (roc_9_1d_gt_neg_10)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_10) | (aroonu_14_1d_lt_80)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_10) | (stochrsi_k_4h_lt_80)) # 15m & 1h & 4h & 1d down move, 4h still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (stochrsi_k_4h_lt_40)) # 15m & 1h & 4h down move, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_60)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (aroonu_14_1h_lt_70)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (aroonu_14_4h_lt_70)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_5) | (stochrsi_k_1h_lt_50)) # 15m & 4h down move, 1d downtrend & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_20)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_20) | (stochrsi_k_1h_lt_80)) # 15m & 4h down move, 1d downtrend & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_25) | (roc_9_1d_gt_neg_70)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_5) | (aroonu_14_1h_lt_100) | aroonu_14_4h_lt_100) # 15m down move, 1h still high, 1d downtrend & ((rsi_3_15m_gt_5) | (stochrsi_k_1h_lt_50) | (roc_9_1d_gt_neg_40)) # 5m down move, 4h high, 1d downtrend & ((rsi_3_15m_gt_5) | (stochrsi_k_4h_lt_80) | (roc_9_1d_gt_neg_40)) # 15m down move, 1h & 4h overbought & ((rsi_3_15m_gt_5) | (roc_9_1h_lt_25) | (roc_9_4h_lt_25)) # 15m down move, 4h & 1d overbought & ((rsi_3_15m_gt_5) | (roc_9_4h_lt_30) | (roc_9_1d_lt_100)) # 15m & 1h & 4h & 1d down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_55) | (rsi_3_1d_gt_60) | (aroonu_14_1h_lt_50)) # 15m & 1h & 1d down move, 1d still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (rsi_3_1d_gt_25) | (stochrsi_k_1d_lt_30)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (aroonu_14_1h_lt_70)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (stochrsi_k_1d_lt_70)) # 15m & 1h down move, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (roc_9_1d_gt_neg_30)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (aroonu_14_1h_lt_80)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (aroonu_14_4h_lt_100)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (stochrsi_k_4h_lt_70)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (roc_9_1d_lt_20)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (roc_9_1d_lt_30)) # 15m & 1h down move, 1h high, 4h high, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_35) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_90) | (roc_9_1d_lt_10)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_90)) # 15m & 1d down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_25) | (aroonu_14_4h_lt_100)) # 15m & 1d down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_25) | (stochrsi_k_4h_lt_80)) # 15m down move, 15m still high, 1d overbought & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_50) | (roc_9_1d_lt_30)) # 15m down move, 15m high & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_70)) # 15m down move, 1h high, 15m downtrend & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_80) | (roc_9_15m > -10.0)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_80) | (roc_9_1d_gt_neg_30)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_85) | (roc_9_1d_lt_40)) # 15m down move, 1h & 1d high & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_90) | aroonu_14_1d_lt_100) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_100) | aroonu_14_4h_lt_100) # 15m down move, 4h high, 1h downtrend & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_85) | (roc_9_1h_gt_neg_25)) # 15m down move, 4h & 1d high & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_100)) # 15m down move, 4h high, 15m downtrend & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_100) | (roc_9_15m > -30.0)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_10) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_60)) # 15m down move, 1d high, 1d downtrend & ((rsi_3_15m_gt_10) | (aroonu_14_1d_lt_85) | (cmf_20_1d_gt_neg_0_40)) # 15m down move, 1h high, 15m downtrend & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_lt_80) | (roc_9_15m > -10.0)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_lt_90) | (roc_9_1d_gt_neg_30)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_lt_90) | (roc_9_1d_lt_30)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_10) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_20)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (roc_9_1d_lt_30)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (aroonu_14_1d_lt_90)) # 15m & 1h & 1d down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (rsi_3_1d_gt_25) | (stochrsi_k_1h_lt_70)) # 15m & 1h down move, 15m still high, 1d high & overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_35) | (aroonu_14_15m_lt_50) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_30)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_35) | (aroonu_14_1h_lt_80)) # 15m & 1d down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_20) | (stochrsi_k_4h_lt_90)) # 15m & 1d down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_25) | (aroonu_14_4h_lt_100)) # 15m & 1d down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_50) | (aroonu_14_1d_lt_80)) # 15m down move, 15m still high, 1h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_90)) # 15m down move, 15m still high, 1h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_50) | (stochrsi_k_1h_lt_80)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100)) # 15m down move, 4h high, 4h downtrend & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_60) | (roc_9_4h_gt_neg_20)) # 15m down move, 4h & 1d high & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100)) # 15m down move, 1h high, 4h downtrend & ((rsi_3_15m_gt_15) | (stochrsi_k_1h_lt_70) | (roc_9_4h_gt_neg_30)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10)) # 15m down move, 4h high, 1d downtrend & ((rsi_3_15m_gt_15) | (stochrsi_k_4h_lt_80) | roc_9_1d_gt_neg_50) # 15m down move, 1d high, 4h overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_1d_lt_90) | (roc_9_4h_lt_40)) # 15m down move, 1h downtrend, 4h overbought & ((rsi_3_15m_gt_15) | (roc_9_1h_gt_neg_20) | (roc_9_4h_lt_80)) # 15m down move, 4h & 1d downtrend & ((rsi_3_15m_gt_15) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_40)) # 15m & 1h & 4h & 1d down move, 15m downtrend & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (cmf_20_15m_gt_neg_0_40)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (aroonu_14_1h_lt_70)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (roc_9_1d_lt_50)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (aroonu_14_1d_lt_100)) # 15m & 1h down move, 1h & 1d overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_50) | (roc_9_1h_lt_10) | (roc_9_1d_lt_40)) # 15m &4h down move, 4h still high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_50)) # 15m & 4h down move, 1d overbought & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_30) | (roc_9_1d_lt_50)) # 15m down move, 15m high, 1d overbought & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_70) | (roc_9_1d_lt_40)) # 15m down move, 1h high, 4h downtrend & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_80) | (roc_9_4h_gt_neg_15)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_100) | (roc_9_1h_lt_50)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_20) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_20)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_20) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_60)) # 15m & 1h down move, 15m still high, 1h high, 1d overbought & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_35) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_20)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_60)) # 15m & 1d down move, 1h high & ((rsi_3_15m_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_90)) # 15m & 1h & 4h down move, 15m & 1h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_60) | (aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_60)) # 15m down move, 15m high, 1h high & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_90)) # 15m down move, 15m high, 4h downtrend & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_60) | (roc_9_4h_gt_neg_20)) # 15m down move, 1h high, 4h overbought & ((rsi_3_15m_gt_25) | (aroonu_14_1h_lt_90) | (roc_9_4h_lt_30)) # 15m down move, 1h high, 4h overbought & ((rsi_3_15m_gt_25) | (aroonu_14_1h_lt_100) | (roc_9_4h_lt_15)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_25) | (aroonu_14_1h_lt_100) | (roc_9_1d_lt_20)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_25) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_10)) # 15m & 1h & 4h down move, 4h still high, 4h downtrend & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_50) | (roc_9_4h_gt_neg_10)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_30) | (aroonu_14_1h_lt_90) | (aroonu_14_4h_lt_90)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_3) | (stochrsi_k_1d_lt_50)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_25) | (aroonu_14_1h_lt_40)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_70)) # 1h down move, 15m & 1h downtrend & ((rsi_3_1h_gt_3) | (cmf_20_15m_gt_neg_0_30) | (cmf_20_1h_gt_neg_0_30)) # 1h down move, 1h still high, 1h downtrend & ((rsi_3_1h_gt_3) | (aroonu_14_1h_lt_50) | (roc_9_1h_gt_neg_20)) # 1h down move, 1h high & ((rsi_3_1h_gt_3) | (aroonu_14_1h_lt_70)) # 1h down move, 4h high & ((rsi_3_1h_gt_3) | (aroonu_14_4h_lt_70)) # 1h down move, 1d high & ((rsi_3_1h_gt_3) | (aroonu_14_1d_lt_70)) # 1h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_3) | (stochrsi_k_4h_lt_50) | (roc_9_1h_gt_neg_20)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_3) | (stochrsi_k_1d_lt_60) | (roc_9_1d_lt_20)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_20)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_10) | (roc_9_1d_lt_100)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_20)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_30) | (rsi_14_4h_lt_40)) # 1h & 4h down move, 1h downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_30) | (cmf_20_1h_gt_neg_0_30)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_70)) # 1h & 4h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_55) | (stochrsi_k_4h_lt_80) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 4h high & overbought & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_55) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_10)) # 1h & 1d down move, 1h still high & ((rsi_3_1h_gt_5) | (rsi_3_1d_gt_10) | (stochrsi_k_1h_lt_50)) # 1h down move, 1h high, 1d high & ((rsi_3_1h_gt_5) | (aroonu_14_1h_lt_70) | (stochrsi_k_1d_lt_80)) # 1h down move, 1h still high, 1h downtrend & ((rsi_3_1h_gt_5) | (aroonu_14_1h_lt_50) | (roc_9_1h_gt_neg_30)) # 1h down move, 4h still high, 1h downtrend & ((rsi_3_1h_gt_5) | (aroonu_14_4h_lt_50) | (roc_9_1h_gt_neg_30)) # 1h down move, 1d high, 1h downtrend & ((rsi_3_1h_gt_5) | (aroonu_14_1d_lt_85) | (roc_9_1h_gt_neg_50)) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_5) | (aroonu_14_1d_lt_90) | (roc_9_4h_gt_neg_30)) # 1h down move, 1d high, 1d downtrend & ((rsi_3_1h_gt_5) | (aroonu_14_1d_lt_100) | (roc_9_1d_gt_neg_20)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_5) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_20)) # 1h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_5) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_50)) # 1h down move, 1d high & ((rsi_3_1h_gt_5) | (stochrsi_k_1d_lt_90)) # 1h down move, 4h & 1d downtrend & ((rsi_3_1h_gt_5) | (roc_9_4h_gt_neg_25) | (roc_9_1d_gt_neg_50)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_15)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_1h_lt_80)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_1d_lt_80)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_4h_lt_50)) # 1h & 4h down move, 1d still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_lt_20)) # 1h & 4h down move, 4h downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (roc_9_4h_gt_neg_35)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 15m downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (roc_9_15m > -20.0)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_50)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (roc_9_1d_gt_neg_30)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_90)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_25) | (aroonu_14_1d_lt_80)) # 1h & 4h & 1d down move, 1h & 1d high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_1h_lt_60) | (aroonu_14_1d_lt_80)) # 1h & 4h & 1d down move, 1h high, 1d high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_55) | (rsi_3_1d_gt_65) | (aroonu_14_1h_lt_60) | (stochrsi_k_1d_lt_70)) # 1h & 4h down move, 4h high & overbought & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_55) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10)) # 1h & 1d down move, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_10) | (roc_9_1d_gt_neg_30)) # 1h & 1d down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_10) | (aroonu_14_4h_lt_40)) # 1h & 1d down move, 4h high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_15) | (stochrsi_k_4h_lt_70)) # 1h & 1d down move, 1h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_20) | (stochrsi_k_1h_lt_20)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_70)) # 1h & 1d down move, 1h downtrend & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_30) | (cmf_20_1h_gt_neg_0_40)) # 1h down move, 1d downtrend, 4h high & ((rsi_3_1h_gt_10) | (cmf_20_1d_gt_neg_0_30) | (stochrsi_k_4h_lt_90)) # 1h down move, 1h still high, 4h overbought & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_50) | (roc_9_4h_lt_20)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_60)) # 1h down move, 1h high, 1d high & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_60) | (stochrsi_k_1d_lt_90)) # 1h down move, 1d overbought & ((rsi_3_1h_gt_10) | roc_9_1d_lt_50) # 1h & 4h down move, 1h downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (roc_9_1h_gt_neg_15)) # 1h & 4h down move, 4h downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (roc_9_4h_gt_neg_25)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (roc_9_1d_gt_neg_70)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (rsi_14_4h_lt_40)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_70)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_100)) # 1h & 4h & 1d down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_35) | (aroonu_14_1d_lt_70)) # 1h & 1d down move, 1h still high & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_30) | (stochrsi_k_1h_lt_40)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_30) | (aroonu_14_1h_lt_80)) # 1h & 1d down move, 1h high, 1d overbought & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_50) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_20)) # 1h down move, 1h downtrend, 1h still high & ((rsi_3_1h_gt_15) | (cmf_20_1h_gt_neg_0_30) | (stochrsi_k_1h_lt_40)) # 1h down move, 1d downtrend, 1d high & ((rsi_3_1h_gt_15) | (cmf_20_1d_gt_neg_0_30) | (stochrsi_k_1d_lt_80)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_90)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_40)) # 1h down move, 1h high, 1h downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_80) | (cmf_20_1h_gt_neg_0_25)) # 1h down move, 1h high, 4h downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_80) | (roc_9_4h_gt_neg_30)) # 1h down move, 4h still high, 1d overbought & ((rsi_3_1h_gt_15) | (aroonu_14_4h_lt_50) | (roc_9_1d_lt_60)) # 1h down move, 4h high, 15m downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_4h_lt_85) | (roc_9_15m > -15.0)) # 1h down move, 4h high, 1h downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_4h_lt_85) | (roc_9_1h_gt_neg_30)) # 1h down move, 1d high, 4h overbought & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_10)) # 1h down move, 4h still not low enough, 1d downtrend & ((rsi_3_1h_gt_15) | (stochrsi_k_4h_lt_30) | (roc_9_1d > -30.0)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_15) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_100)) # 1h down move, 1h downtrend, 1d overbought & ((rsi_3_1h_gt_15) | (roc_9_1h_gt_neg_30) | (roc_9_1d_lt_35)) # 1h down move, 4h downtrend, 1d overbought & ((rsi_3_1h_gt_15) | (roc_9_4h_gt_neg_25) | (roc_9_1d_lt_100)) # 1h & 4h down move, 4h still high, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_50) | (aroonu_14_1d_lt_70)) # 1h & 4h down move, 4h still high, 1h downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_50) | (roc_9_1h_gt_neg_25)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_80)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_70)) # 1h & 1d down move, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_20) | (aroonu_14_4h_lt_90)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_70)) # 1h & 1d down move, 1h & 1d high & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_45) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_70)) # 1h & 1d down move, 4h overbought & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_30) | (roc_9_4h_lt_30)) # 1h down move, 1h still high, 4h high & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_90)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_100)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_20) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_60)) # 1h down move, 1h still high, 4h high & overbought & ((rsi_3_1h_gt_20) | (stochrsi_k_1h_lt_50) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_20) | (stochrsi_k_1h_lt_70) | (roc_9_4h_lt_10)) # 1h down move, 1d high, 1d downtrend & ((rsi_3_1h_gt_20) | (stochrsi_k_1d_lt_80) | roc_9_1d_gt_neg_50) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_20) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_40)) # 1h down move, 1h & 4h overbought & ((rsi_3_1h_gt_20) | (roc_9_1h_lt_20) | (roc_9_4h_lt_40)) # 1h down move, 4h & 1d downtrend & ((rsi_3_1h_gt_20) | (roc_9_4h_gt_neg_30) | (roc_9_1d_gt_neg_40)) # 1h & 4h & 1d down move, 15m still high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_15m_lt_50)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_40) | (roc_9_1d_lt_100)) # 1h & 1d down move, 1h high, 4h downtrend & ((rsi_3_1h_gt_25) | (rsi_3_1d_gt_25) | (stochrsi_k_1h_lt_70) | (roc_9_4h_gt_neg_20)) # 1h down move, 15m still high, 1h high & ((rsi_3_1h_gt_25) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_90)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_200)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_90)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_80) | (roc_9_4h_lt_20)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_85) | (roc_9_1d_lt_50)) # 1h down move, 4h high & ((rsi_3_1h_gt_25) | (aroonu_14_4h_lt_90)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_50) | (roc_9_1d_lt_40)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_25) | (stochrsi_k_4h_lt_80) | (roc_9_1d_gt_neg_40)) # 1h down move, 15m downtrend, 4h overbought & ((rsi_3_1h_gt_25) | (roc_9_15m > -25.0) | (roc_9_4h_lt_30)) # 1h down move, 1h & 1d downtrend & ((rsi_3_1h_gt_25) | (roc_9_1h_gt_neg_50) | roc_9_1d_gt_neg_50) # 1h down move, 1h downtrend, 4h overbought & ((rsi_3_1h_gt_25) | (roc_9_1h_gt_neg_25) | (roc_9_4h_lt_50)) # 1h down move, 1h & 4h overbought & ((rsi_3_1h_gt_25) | (roc_9_1h_lt_30) | (roc_9_4h_lt_100)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_1h_lt_90)) # 1h & 4h down move, 4h downtrend & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (roc_9_4h_gt_neg_20)) # 1h & 4h down move, 4h high, 1h downtrend & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_80) | (roc_9_1h_gt_neg_40)) # 1h down move, 1h downtrend, 1h high & ((rsi_3_1h_gt_30) | (cmf_20_1h_gt_neg_0_25) | (stochrsi_k_1h_lt_70)) # 1h down move, 4h downtrend, 4h high & ((rsi_3_1h_gt_30) | (cmf_20_4h_gt_neg_0_50) | (aroonu_14_4h_lt_100)) # 1h down move, 1h still high, 1h & 1d downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_40) | (roc_9_1h_gt_neg_10) | (roc_9_1d_gt_neg_50)) # 1h down move, 1h high & overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_70) | (roc_9_1h_lt_10)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_70) | (roc_9_1d_gt_neg_60)) # 1h down move, 4h high, 1h overbought & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_80) | (roc_9_1h_lt_50)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_90) | (roc_9_1d_gt_neg_30)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_100) | (roc_9_1d_lt_20)) # 1h down move, 1d high, 4h & 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1d_lt_80) | (roc_9_4h_lt_10) | (roc_9_1d_lt_20)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_30) | (roc_9_4h_lt_10) | (roc_9_1d_lt_50)) # 1h & 4h & 1d down move, 1h & 4h still high & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_35) | (stochrsi_k_1h_lt_50) | (stochrsi_k_4h_lt_50)) # 1h & 4h down move, 4h high, 1d high & overbought & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_20)) # 1h down move, 15m & 1h high & ((rsi_3_1h_gt_35) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100)) # 1h down move, 1h high, 4h downtrend & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_70) | (roc_9_4h_gt_neg_40)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_80) | (roc_9_1d_gt_neg_40)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_90) | (roc_9_4h_lt_10)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_35) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_200)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_35) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_20)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_35) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_30)) # 1h down move, 1h downtrend, 4h overbought & ((rsi_3_1h_gt_35) | (roc_9_1h_gt_neg_30) | (roc_9_4h_lt_100)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_35) | (roc_9_4h_lt_20) | (roc_9_1d_lt_70)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 1h down move, 1h high & overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_80) | (roc_9_1h_lt_10)) # 1h down move, 1h high, 1d high & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_85) | (roc_9_1d_lt_80)) # 1h down move, 1h high, 15m downtrend & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_90) | (roc_9_15m > -10.0)) # 1h down move, 1h high & overbought & ((rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_80) | (roc_9_1h_lt_10)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_40) | (roc_9_4h_lt_20) | (roc_9_1d_lt_100)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_40) | (roc_9_4h_lt_30) | (roc_9_1d_lt_40)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_100) | (roc_9_1d_lt_200)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_45) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_100)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_60) | (roc_9_1d_gt_neg_70)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_70) | (roc_9_1d_lt_100)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_60) | (roc_9_1d_gt_neg_60)) # 1h down move, 1h high & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_80)) # 1h down move, 1h overbought & ((rsi_3_1h_gt_60) | (roc_9_1h_lt_30)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_60) | (roc_9_4h_lt_30) | (roc_9_1d_lt_60)) # 4h & 1d down move, 1d still not low enough & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_30)) # 4h down move, 4h high, 1h downtrend & ((rsi_3_4h_gt_3) | (aroonu_14_4h_lt_70) | (roc_9_1h_gt_neg_40)) # 4h down move, 1h still high, 4h downtrend & ((rsi_3_4h_gt_3) | (stochrsi_k_1h_lt_50) | (roc_9_4h_gt_neg_30)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_50)) # 4h down move, 15m still high, 1d downtrend & ((rsi_3_4h_gt_5) | (aroonu_14_15m_lt_50) | (roc_9_1d_gt_neg_30)) # 4h & 1d down move, 1d downtrend & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_25) | roc_9_1d_gt_neg_50) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_10) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_80)) # 4h down move, 1h & 4h downtrend & ((rsi_3_4h_gt_10) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_30)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_10) | (stochrsi_k_1d_lt_70) | (roc_9_1d_lt_35)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_10) | (roc_9_4h_gt_neg_15) | (roc_9_1d > -35.0)) # 4h down move, 4h high, 1d high & overbought & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_40) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_20)) # 4h down move, 4h still high, 1d overbought & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_40) | (roc_9_1d_lt_40)) # 4h down move, 1h still not low enough, 1d downtrend & ((rsi_3_4h_gt_15) | (stochrsi_k_1h_lt_20) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (stochrsi_k_1d_lt_70)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_20) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_200)) # 4h down move, 15m & 1h high & ((rsi_3_4h_gt_20) | (stochrsi_k_15m_lt_70) | (stochrsi_k_1h_lt_80)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_20) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_30)) # 4h down move, 15m high, 1d overbought & ((rsi_3_4h_gt_25) | (aroonu_14_15m_lt_70) | (roc_9_1d_lt_100)) # 4h down move, 4h high & ((rsi_3_4h_gt_25) | (aroonu_14_4h_lt_80)) # 4h down move, 1d high, 1h downtrend & ((rsi_3_4h_gt_25) | (aroonu_14_1d_lt_100) | (roc_9_1h_gt_neg_40)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_50) | (roc_9_1d_gt_neg_40)) # 4h down move, 4h still high, 1d overbought & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_50) | (roc_9_1d_lt_200)) # 4h down move, 4h still not low enough, 1d overbought & ((rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_20) | (roc_9_1d_lt_60)) # 4h down move, 1d high, 1d downtrend & ((rsi_3_4h_gt_35) | (stochrsi_k_1d_lt_60) | (roc_9_1d_gt_neg_30)) # 1h & 4h down move, 1d high & overbought & ((rsi_3_1h_gt_45) | (rsi_3_4h_gt_55) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_50)) # 4h down move, 1h high, 1d overbought & ((rsi_3_4h_gt_45) | (aroonu_14_1h_lt_85) | roc_9_1d_lt_50) # 4h down move, 1d high, 1d downtrend & ((rsi_3_4h_gt_45) | (aroonu_14_1d_lt_80) | (roc_9_1d_gt_neg_15)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_45) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_25)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_50) | (rsi_14_4h_lt_40) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_50) | aroonu_14_4h_lt_80 | (roc_9_4h_lt_10)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h & 1d overbought & ((rsi_3_4h_gt_50) | (roc_9_4h_lt_10) | (roc_9_1d_lt_40)) # 1d down move, 4h still high, 1d downtrend & ((rsi_3_1d_gt_3) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_25)) # 1d down move, 1h & 4h high & ((rsi_3_1d_gt_10) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_90)) # 1d down move, 1d high, 1d downtrend & ((rsi_3_1d_gt_10) | (aroonu_14_1d_lt_70) | (roc_9_1d_gt_neg_40)) # 1d down move, 4h high, 1d downtrend & ((rsi_3_1d_gt_10) | (stochrsi_k_4h_lt_90) | (roc_9_1d_gt_neg_80)) # 1d down move, 1h & 4h high & ((rsi_3_1d_gt_15) | (aroonu_14_1h_lt_90) | aroonu_14_4h_lt_100) # 1d down move, 1h high, 1d downtrend & ((rsi_3_1d_gt_20) | (aroonu_14_1h_lt_100) | (roc_9_1d_gt_neg_30)) # 1d down move, 1h still high, 4h downtrend & ((rsi_3_1d_gt_25) | (stochrsi_k_1h_lt_50) | (roc_9_4h_gt_neg_30)) # 1d down move, 1h high & overbought & ((rsi_3_1d_gt_35) | (stochrsi_k_1h_lt_90) | (roc_9_1h_lt_10)) # 15m downtrend, 4h & 1d high & ((cmf_20_15m_gt_neg_0_30) | aroonu_14_4h_lt_80 | aroonu_14_1d_lt_100) # 15m & 1h high, 1h overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100) | (roc_9_1h_lt_50)) # 15m & 1d high, 1d overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_30)) # 1h & 4h high, 1h downtrend & (aroonu_14_1h_lt_70 | aroonu_14_4h_lt_100 | (cmf_20_1h_gt_neg_0_30)) # 1h high, 4h high, 1h overbought & (aroonu_14_1h_lt_70 | aroonu_14_4h_lt_100 | (roc_9_1h_lt_20)) # 1h & 1d high, 1h overbought & (aroonu_14_1h_lt_70 | (aroonu_14_1d_lt_70) | (roc_9_1h_lt_20)) # 1h high, 1d high & overbought & (aroonu_14_1h_lt_70 | aroonu_14_1d_lt_100 | (roc_9_1d_lt_200)) # 1h high, 1h & 1d overbought & (aroonu_14_1h_lt_70 | (roc_9_1h_lt_20) | (roc_9_1d_lt_200)) # 1h high, 4h downtrend, 1d overbought & (aroonu_14_1h_lt_70 | (roc_9_4h_gt_neg_40) | (roc_9_1d_lt_100)) # 1h high, 1h & 1d overbought & (aroonu_14_1h_lt_80 | (roc_9_1h_lt_20) | (roc_9_1d_lt_20)) # 1h high, 1h overbought, 1d downtrend & (aroonu_14_1h_lt_80 | (roc_9_1h_lt_30) | (roc_9_1d_gt_neg_40)) # 1h high, 4h & 1d overbought & (aroonu_14_1h_lt_80 | (roc_9_4h_lt_10) | (roc_9_1d_lt_40)) # 1h high, 4h & 1d downtrend & ((aroonu_14_1h_lt_85) | (roc_9_4h_gt_neg_20) | roc_9_1d_gt_neg_50) # 1h & 4h high, 1h overbought & ((aroonu_14_1h_lt_100) | aroonu_14_4h_lt_100 | (roc_9_1h_lt_10)) # 4h high, 4h & 1d overbought & ((aroonu_14_4h_lt_60) | (roc_9_4h_lt_30) | (roc_9_1d_lt_60)) # 4h & 1d high, 4h overbought & (aroonu_14_4h_lt_80 | aroonu_14_1d_lt_100 | (roc_9_4h_lt_30)) # 4h high, 4h & 1d overbought & (aroonu_14_4h_lt_80 | (roc_9_4h_lt_20) | (roc_9_1d_lt_20)) # 4h high, 15m downtrend, 4h overbought & (aroonu_14_4h_lt_100 | (roc_9_15m > -30.0) | (roc_9_4h_lt_30)) # 4h high, 1h & 4h overbought & (aroonu_14_4h_lt_100 | (roc_9_1h_lt_30) | (roc_9_4h_lt_70)) # 4h & 1d high, 1h overbought & (aroonu_14_4h_lt_100 | aroonu_14_1d_lt_100 | (roc_9_1h_lt_50)) # 1d still high, 4h & 1d downtrend & ((aroonu_14_1d_lt_50) | (roc_9_4h_gt_neg_50) | roc_9_1d_gt_neg_50) # 1d high, 1h & 4h downtrend & ((aroonu_14_1d_lt_85) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_50)) # 1d high, 4h downtrend, 1d overbought & ((aroonu_14_1d_lt_85) | (roc_9_4h_gt_neg_25) | roc_9_1d_lt_50) # 1d high, 4h & 1d overbought & ((aroonu_14_1d_lt_90) | (roc_9_4h_lt_10) | roc_9_1d_lt_50) # 1h high, 1d overbought & ((stochrsi_k_1h_lt_70) | (roc_9_1d_lt_40)) # 1h high, 4h overbought & ((stochrsi_k_1h_lt_80) | (roc_9_4h_lt_80)) # 1h high, 1h overbought, 4h downtrend & ((stochrsi_k_1h_lt_90) | (roc_9_1h_lt_10) | (roc_9_4h_gt_neg_15)) # 4h high, 1h & 4h overbought & ((stochrsi_k_4h_lt_90) | (roc_9_1h_lt_20) | (roc_9_4h_lt_50)) # 1d high, 4h & 1d overbought & ((stochrsi_k_1d_lt_90) | (roc_9_4h_lt_100) | (roc_9_1d_lt_100)) # 1d P&D, 4h overbought & ((change_pct_1d_gt_neg_10) | (change_pct_1d_shift_288 < 30.0) | (roc_9_4h_lt_10)) # big drop in last hough, 4h down move, 1h still not low enough & ((close > (close_max_12 * 0.90)) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_30)) # big drop in the last 20 days, 1d high, 1d downtrend & ((close > (high_max_20_1d * 0.20)) | (stochrsi_k_1d_lt_70) | (roc_9_1d_gt_neg_15)) ) # Logic long_entry_logic.append( (rsi_3_gt_5) & (rsi_14 < 36.0) & (aroonu_14_lt_25) & (aroond_14_gt_75) & (ema_9 < (ema_26 * 0.960)) ) # Condition #42 - Quick mode (Long). if long_entry_condition_index == 42: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m & 1h down move, 1d still high ((rsi_3_gt_3) | (rsi_3_1h_gt_3) | (stochrsi_k_1d_lt_40)) # 5m & 1h down move, 1d high & ((rsi_3_gt_3) | (rsi_3_1h_gt_25) | (stochrsi_k_1d_lt_70)) # 15m & 1h down move, 4h high & (rsi_3_15m_gt_3 | (rsi_3_1h_gt_3) | (stochrsi_k_4h_lt_70)) # 15m & 1h down move, 1h downtrend & (rsi_3_15m_gt_3 | (rsi_3_1h_gt_3) | (roc_9_1h_gt_neg_50)) # 15m & 1h down move, 1d still not low enough & (rsi_3_15m_gt_3 | (rsi_3_1h_gt_5) | (stochrsi_k_1d_lt_30)) # 15m & 1h down move, 4h still high & (rsi_3_15m_gt_3 | (rsi_3_1h_gt_10) | (aroonu_14_4h_lt_50)) # 15m & 1h down move, 1d high & (rsi_3_15m_gt_3 | (rsi_3_1h_gt_10) | (aroonu_14_1d_lt_60)) # 15m & 1h down move, 1h high & (rsi_3_15m_gt_3 | (rsi_3_1h_gt_15) | (aroonu_14_1h_lt_60)) # 15m & 4h down move, 4h still high & (rsi_3_15m_gt_3 | (rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_40)) # 15m & 4h down move, 1d still high & (rsi_3_15m_gt_3 | (rsi_3_4h_gt_15) | (aroonu_14_1d_lt_40)) # 15m & 1h down move, 1d downtrend & (rsi_3_15m_gt_3 | (rsi_3_1h_gt_15) | (roc_9_1d > -30.0)) # 15m down move, 4h still high, 1d downtrend & (rsi_3_15m_gt_3 | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_40)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_5) | rsi_3_4h_gt_20) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_5) | (aroonu_14_1h_lt_40)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_5) | (aroonu_14_1d_lt_70)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_15)) & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_70)) # 15m & 4h down move, 1h downtrend & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_10) | (roc_9_1h_gt_neg_20)) # 15m & 4h down move, 1d downtrend & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_10) | (roc_9_1d > -30.0)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_40)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (aroonu_14_4h_lt_70)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (aroonu_14_1d_lt_100)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (stochrsi_k_4h_lt_40)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (stochrsi_k_1d_lt_90)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (stochrsi_k_4h_lt_60)) # 15m & 1h down move, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (roc_9_1d_gt_neg_30)) # 15m & 1h & 4h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_70)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (aroonu_14_4h_lt_100)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (roc_9_1d_lt_10)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (stochrsi_k_1d_lt_90)) # 15m & 1d down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_10) | (stochrsi_k_4h_lt_40)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_4h_lt_40)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_1d_lt_70)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_30)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_1d_lt_80)) # 15m & 1h & 4h & 1d down move, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_35) | (aroonu_14_1h_lt_50)) # 15m & 1h & 4h down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_45) | (aroonu_14_1d_lt_70)) # 15m & 1h & 4h down move, 1h still high, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_65) | (aroonu_14_1h_lt_50) | (stochrsi_k_4h_lt_70)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (aroonu_14_1h_lt_70)) # 15m & 1h & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_45) | (aroonu_14_4h_lt_70)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (stochrsi_k_15m_lt_50)) # 15m & 1h & 4h down move, 4h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_50)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_15m_lt_50)) # 15m & 4h & 1d down move, 15m still high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (stochrsi_k_15m_lt_40)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_60)) # 15m & 1d down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_40) | (stochrsi_k_1d_lt_70)) # 15m down move, 15m high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_70)) # 15m & 1h & 4h down move, 4h high, 1d downtrend & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_30)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_70)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 15m & 1h down move, 1h still high, 1d overbought & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_30) | (aroonu_14_1h_lt_50) | (roc_9_1d_lt_40)) # 15m down move, 15m still not low enough, 1d downtrend & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_25) | (roc_9_1d_gt_neg_50)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_50) | (aroonu_14_4h_lt_80)) # 15m down move, 4h high, 1d downtrend & ((rsi_3_15m_gt_25) | (stochrsi_k_4h_lt_80) | (roc_9_1d_gt_neg_40)) # 15m down move, 4h high, 1d downtrend & ((rsi_3_15m_gt_25) | (stochrsi_k_4h_lt_90) | (roc_9_1d_gt_neg_10)) # 15m & 4h down move, 4h high, 1d downtrend & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_60) | (roc_9_1d_gt_neg_30)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_50) | (aroonu_14_4h_lt_80)) # 15m & 1h down move, 1h high, 4h high & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_80) | (stochrsi_k_4h_lt_80)) # 1h & 4h down move & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_3)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_15) | (aroonu_14_1d_lt_50)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_15) | (stochrsi_k_1d_lt_50)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_3) | rsi_3_4h_gt_20 | (aroonu_14_1h_lt_40)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_3) | rsi_3_4h_gt_20 | (stochrsi_k_4h_lt_30)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_25) | aroonu_14_4h_lt_70) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_25) | (aroonu_14_1d_lt_70)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_60)) # 1h down move, 1d high, 1d downtrend & ((rsi_3_1h_gt_3) | (aroonu_14_1d_lt_70) | (roc_9_1h_gt_neg_50)) # 1h & 4h down move, 15m still not low enough & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_5) | (stochrsi_k_15m_lt_20)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_5) | (roc_9_1d_gt_neg_30)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_15) | (aroonu_14_1d_lt_40)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_25) | aroonu_14_1h_lt_70) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_25) | (stochrsi_k_1d_lt_80)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_35) | (roc_9_1d_lt_40)) # 1h & 1d down move, 1h still high & ((rsi_3_1h_gt_5) | (rsi_3_1d_gt_5) | (aroonu_14_1h_lt_50)) # 1h down move, 4h high & ((rsi_3_1h_gt_5) | (aroonu_14_4h_lt_90)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_1d_lt_75)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_lt_80)) # 1h & 4h down move, 4h downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (roc_9_4h_gt_neg_20)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (roc_9_1d_lt_10)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (aroonu_14_1d_lt_80)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (stochrsi_k_4h_lt_20)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (roc_9_1d_gt_neg_40)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_1h_lt_40)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_70)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_90)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_25) | (roc_9_1d_lt_40)) # 1h & 4h & 1d down move, 15m high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_35) | (aroonu_14_1d_lt_50)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_35) | (aroonu_14_1d_lt_100)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_70)) # 1h & 1d down move, 1d still high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_10) | (stochrsi_k_1d_lt_50)) # 1h & 1d down move, 1d still high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_25) | (rsi_14_1d_lt_50)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_70)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_45) | (aroonu_14_1d_lt_70)) # 1h down move, 1h downtrend, 1h high & ((rsi_3_1h_gt_10) | (cmf_20_1h_gt_neg_0_30) | (aroonu_14_1h_lt_70)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_40) | (roc_9_1d_gt_neg_20)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_60) | aroonu_14_4h_lt_70) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_60) | (roc_9_1d_lt_20)) # 1h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_10) | (aroonu_14_4h_lt_40) | (roc_9_1d_gt_neg_40)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_10) | aroonu_14_4h_lt_70 | (roc_9_1d_gt_neg_20)) # 1h down move, 1d still high, 1d downtrend & ((rsi_3_1h_gt_10) | (aroonu_14_1d_lt_40) | (roc_9_1d_gt_neg_20)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_10) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_30)) # 1h down move, 15m high & ((rsi_3_1h_gt_10) | (stochrsi_k_15m_lt_80)) # 1h down move, 4h & 1d downtrend & ((rsi_3_1h_gt_10) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_40)) # 1h & 4h down move, 1d still high, 1d downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (rsi_14_1d_lt_40) | (roc_9_1d_gt_neg_15)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_50)) # 1h & 4h down move, 15m still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_15m_lt_40)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_4h_lt_20)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_1d_lt_70)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_25) | (roc_9_1d_gt_neg_40)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_60)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_30) | (stochrsi_k_1d_lt_80)) # 1h & 4h down move, 4h overbought & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_35) | (roc_9_4h_lt_10)) # 1h & 4h down move, 1h & 1d high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_45) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_80)) # 1h & 1d down move, 4h high & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_20) | (stochrsi_k_4h_lt_60)) # 1h & 1d down move, 1d overbought & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_35) | (roc_9_1d_lt_10)) # 1h & 1d down move, 1d high & overbought & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_50) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_10)) # 1h down move, 1h downtrend, 1h high & ((rsi_3_1h_gt_15) | (cmf_20_1h_gt_neg_0_30) | (aroonu_14_1h_lt_70)) # 1h down move, 1h still high, 4h downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_40) | (roc_9_4h_gt_neg_30)) # 1h down move, 1h still high, 1d downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_50) | (roc_9_1d_gt_neg_40)) # 1h down move, 1d still high, 4h downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_50) | (roc_9_4h_gt_neg_20)) # 1h down move, 1d high, 1d downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_80) | (roc_9_1d_gt_neg_20)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_30)) # 1h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_15) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_30)) # 1h down move, 4h & 1d downtrend & ((rsi_3_1h_gt_15) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_1h_lt_70)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_100)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (stochrsi_k_15m_lt_60)) # 1h & 4h down move, 15m still not low enough, 1d still not low enough & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (stochrsi_k_15m_lt_30) | (stochrsi_k_1d_lt_30)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (roc_9_1d_lt_30)) # 1h & 4h & 1d down move, 15m still high, 1d downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (stochrsi_k_15m_lt_40) | (roc_9_1d_gt_neg_20)) # 1h & 4h & 1d down move, 1h still high, 15m still high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_35) | (aroonu_14_1h_lt_50) | (stochrsi_k_15m_lt_50)) # 1h & 4h & 1d down move, 1d high, 1d downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_1d_lt_85) | (roc_2_1d > -30.0)) # 1h & 4h down move, 1h still high, 1d downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_45) | (aroonu_14_1h_lt_40) | (roc_9_1d_gt_neg_50)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_80)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_20) | (stochrsi_k_1d_lt_60)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_100)) # 1h & 1d down move, 1d overbought & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_45) | (roc_9_1d_lt_20)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_60) | (roc_9_1d_lt_30)) # 1h down move, 1h high, 4h downtrend & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_70) | (roc_9_4h_gt_neg_20)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_20) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_30)) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_20) | (stochrsi_k_1d_lt_80) | (roc_9_4h_gt_neg_20)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (stochrsi_k_15m_lt_70)) # 1h & 4h & 1d down move, 1h still high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_40) | (aroonu_14_1h_lt_50)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_70)) # 1h & 4h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_50)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_80)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_25) | (rsi_3_1d_gt_45) | (stochrsi_k_1d_lt_80)) # 1h down move, 4h downtrend, 4h high & ((rsi_3_1h_gt_25) | (cmf_20_4h_gt_neg_0_50) | (aroonu_14_4h_lt_70)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_60) | (roc_9_1d_lt_50)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_60) | (roc_9_1d_gt_neg_40)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_25) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_10)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_25) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_200)) # 1h down move, 1d high, 4h overbought & ((rsi_3_1h_gt_25) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_10)) # 1h down move, 1h high & overbought & ((rsi_3_1h_gt_25) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_20)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_25) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_20)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (roc_9_1d_gt_neg_50)) # 1h & 4h & 1d down move, 4h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_50) | (aroonu_14_4h_lt_60)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_35) | (aroonu_14_15m_lt_80)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_75)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (stochrsi_k_15m_lt_80)) # 1h & 4h & 1d down move, 1h still high, 1d high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_45) | (rsi_3_1d_gt_45) | (aroonu_14_1h_lt_50) | (aroonu_14_1d_lt_80)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_80)) # 1h & 4h down move, 1d high, 1d downtrend & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_50) | (aroonu_14_1d_lt_80) | (roc_9_1d_gt_neg_30)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_80)) # 1h & 1d down move, 1d overbought & ((rsi_3_1h_gt_30) | (rsi_3_1d_gt_40) | (roc_9_1d_lt_50)) # 1h down move, 1h still high, 1 & 1d downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_40) | (roc_9_1h_gt_neg_20) | (roc_9_1d_gt_neg_50)) # 1h down move, 1h still high, 4h overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_40) | (roc_9_4h_lt_20)) # 1h down move, 4h high, 4h downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_70) | (cmf_20_4h_gt_neg_0_40)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_30)) # 1h down move, 1d high, 4h overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_10)) # 1h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_80)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_30) | (roc_9_4h_lt_10) | (roc_9_1d_lt_30)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_45) | (aroonu_14_15m_lt_90)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_45) | (aroonu_14_4h_lt_90)) # 1h down move, 15m high, 1d downtrend & ((rsi_3_1h_gt_35) | (aroonu_14_15m_lt_60) | (roc_9_1d_gt_neg_40)) # 1h down move, 1h still high, 1d high & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_50) | (aroonu_14_1d_lt_90)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_70) | aroonu_14_4h_lt_100) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_70) | aroonu_14_1d_lt_100) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_35) | (aroonu_14_4h_lt_90) | (roc_9_1d_gt_neg_20)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_35) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_10)) # 1h down move, 4h & 1d downtrend & ((rsi_3_1h_gt_35) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_60)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_40) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_20)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_40) | (stochrsi_k_4h_lt_60) | roc_9_1d_gt_neg_50) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_40) | (stochrsi_k_4h_lt_70) | (roc_9_4h_lt_40)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_45) | aroonu_14_4h_lt_80 | (roc_9_4h_lt_100)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_50) | aroonu_14_4h_lt_100 | (roc_9_4h_lt_40)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_50) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_20)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_60) | (roc_9_4h_lt_30) | (roc_9_1d_lt_100)) # 4h & 1d down move & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_15)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_25) | (stochrsi_k_1d_lt_60)) # 4h down move, 1h downtrend, 4h still high & ((rsi_3_4h_gt_3) | (cmf_20_1h_gt_neg_0_30) | (aroonu_14_4h_lt_40)) # 4h & 1d down move, 4h downtrend & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_15) | (roc_9_4h_gt_neg_10)) # 4h & 1d down move, 1d downtrend & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_15) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_40)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_20) | (stochrsi_k_1d_lt_50)) # 4h & 1d down move, 4h still not low enough & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_30) | (aroonu_14_4h_lt_20)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_70)) # 4h down move, 1h & 4h downtrend & ((rsi_3_4h_gt_5) | (roc_9_1h_gt_neg_15) | (roc_9_4h_gt_neg_20)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_5) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 15m still not low enough & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_10) | (aroonu_14_15m_lt_30)) # 4h & 1d down move, 15m still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_10) | (stochrsi_k_15m_lt_40)) # 4h & 1d down move, 1d downtrend & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_10) | (roc_9_1d_gt_neg_20)) # 15m & 1d down move, 15m still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_15) | (stochrsi_k_15m_lt_50)) # 4h & 1d down move, 4d & 1d downtrend & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_30) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 4h downtrend & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_30) | (roc_9_4h_gt_neg_20)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_45) | (roc_9_1d_lt_10)) # 4h & 1d down move, 4h still not low enough & ((rsi_3_4h_gt_10) | (rsi_3_1d > 50.0) | (stochrsi_k_4h_lt_20)) # 4h down move, 15m high, 1h downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_60) | (roc_9_1h_gt_neg_10)) # 4h down move, 15m high & ((rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_80)) # 4h down move, 4h still not low e nough, 1d downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_4h_lt_30) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h still high, 1d high & ((rsi_3_4h_gt_10) | (stochrsi_k_4h_lt_40) | (aroonu_14_1d_lt_80)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_10) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_40)) # 4h & 1d down move, 1d downtrend & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_15) | (roc_9_1d > -30.0)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_40)) # 15m & 1d down move, 15m high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_30) | (stochrsi_k_15m_lt_70)) # 4h & 1d down move, 4h still high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_30) | (stochrsi_k_4h_lt_50)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_35) | (rsi_14_1d_lt_50)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_45) | (roc_9_1d_lt_30)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_45) | (aroonu_14_1d_lt_50)) # 4h down move, 1h still high, 1d downtrend & ((rsi_3_4h_gt_15) | (aroonu_14_1h_lt_40) | roc_9_1d_gt_neg_50) # 4h down move, 1h high, 1d downtrend & ((rsi_3_4h_gt_15) | (aroonu_14_1h_lt_90) | (roc_9_1d > -30.0)) # 4h down move, 4h still high, 4h downtrend & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_40) | (roc_9_4h_gt_neg_20)) # 4h down move, 4h still high, 1d high & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_50) | (aroonu_14_1d_lt_70)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_50) | (roc_9_1d_gt_neg_20)) # 4h down move, 1h & 4h downtrend & ((rsi_3_4h_gt_15) | (roc_9_1h_gt_neg_40) | (roc_9_4h_gt_neg_40)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (stochrsi_k_1d_lt_80)) # 4h & 1d down move, 15m high & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_30) | (stochrsi_k_15m_lt_80)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_20) | (rsi_3_1d > 50.0) | (stochrsi_k_1d_lt_90)) # 4h down move, 15m high, 4h downtrend & ((rsi_3_4h_gt_20) | (aroonu_14_15m_lt_70) | (roc_9_4h_gt_neg_30)) # 4h down move, 4h high & ((rsi_3_4h_gt_20) | (aroonu_14_4h_lt_100)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_20) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_70)) # 4h down move, 1d high, 4h downtrend & ((rsi_3_4h_gt_20) | (aroonu_14_1d_lt_90) | (roc_9_4h_gt_neg_50)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_20) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_40)) # 4h down move, 15m high & ((rsi_3_4h_gt_20) | (stochrsi_k_15m_lt_70)) # 4h down move, 4h still not low enough, 1d downtrend & ((rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_30) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_20) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 4h down move, 1d high, 4h downtrend & ((rsi_3_4h_gt_20) | (stochrsi_k_1d_lt_80) | (roc_9_4h_gt_neg_20)) # 4h & 1d down move, 1h high & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_90)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_90)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_25) | (aroonu_14_4h_lt_40) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h high, 1h downtrend & ((rsi_3_4h_gt_25) | (aroonu_14_4h_lt_60) | (roc_9_1h_gt_neg_10)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_25) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_30)) # 4h down move, 1d high, 4h downtrend & ((rsi_3_4h_gt_25) | aroonu_14_1d_lt_100 | (roc_9_4h_gt_neg_20)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_70) | (roc_9_1d_gt_neg_20)) # 4h down move, 1d overbought & ((rsi_3_4h_gt_25) | (roc_9_1d_lt_100)) # 4h down move, 1h high, 4h downtrend & ((rsi_3_4h_gt_30) | (aroonu_14_1h_lt_60) | (roc_9_4h_gt_neg_10)) # 4h down move, 4h still high, 1d high & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_50) | (aroonu_14_1d_lt_100)) # 4h down move, 4h high, 1h downtrend & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_80) | (roc_9_1h_gt_neg_40)) # 4h down move, 4h high & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_100)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_30) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_60)) # 4h down move, 15m still high, 4h high & ((rsi_3_4h_gt_35) | (aroonu_14_15m_lt_50) | aroonu_14_4h_lt_80) # 4h down move, 1h high & ((rsi_3_4h_gt_35) | (aroonu_14_1h_lt_70)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_35) | (aroonu_14_4h_lt_80) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h high, 1d overbought & ((rsi_3_4h_gt_35) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_30)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_35) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_20)) # 4h down move, 4h still high, 1d overbought & ((rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_50) | (roc_9_1d_lt_200)) # 4h down move, 4h still high, 1d high & overbought & ((rsi_3_4h_gt_40) | (rsi_14_4h_lt_50) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_150)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_40) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100)) # 4h down move, 4h high, 1d overbought & ((rsi_3_4h_gt_40) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_20)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_40)) # 4h down move, 4h overbought, 1d downtrend & ((rsi_3_4h_gt_40) | (roc_9_4h_lt_10) | (roc_9_1d_gt_neg_40)) # 4h down move, 4h & 1d overbought & ((rsi_3_4h_gt_40) | (roc_9_4h_lt_60) | (roc_9_1d_lt_80)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_45) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100)) # 4h & 1d down move, 15m high, 1d high & ((rsi_3_4h_gt_50) | (rsi_3_1d_gt_55) | (aroonu_14_15m_lt_70) | (aroonu_14_1d_lt_80)) # 4h down move, 4h overbought & ((rsi_3_4h_gt_55) | (roc_9_4h_lt_30)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10)) # 1d down move, 1d high, 1d downtrend & ((rsi_3_1d_gt_15) | (aroonu_14_1d_lt_70) | (roc_9_1d_gt_neg_20)) # 1d down move, 1d still high & ((rsi_3_1d_gt_15) | (stochrsi_k_1d_lt_40)) # 1d down move, 4h & 1d downtrend & ((rsi_3_1d_gt_15) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_40)) # 1d down move, 15m high & ((rsi_3_1d_gt_20) | (aroonu_14_15m_lt_80)) # 1d down move, 4h high, 4h downtrend & ((rsi_3_1d_gt_20) | (aroonu_14_4h_lt_50) | (roc_9_4h_gt_neg_40)) # 1d down move, 1d high, 1d downtrend & ((rsi_3_1d_gt_25) | (aroonu_14_1d_lt_80) | (roc_9_1d_gt_neg_30)) # 1d down move, 1d still high, 1d downtrend & ((rsi_3_1d_gt_25) | (stochrsi_k_1d_lt_50) | (roc_9_1d_gt_neg_20)) # 1d down move, 4h & 1d high & ((rsi_3_1d_gt_30) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_90)) # 1d down move, 15m still high, 1h high & ((rsi_3_1d_gt_40) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_90)) # 1h & 4h downtrend, 4h high & ((cmf_20_1h_gt_neg_0_40) | (cmf_20_4h_gt_neg_0_40) | aroonu_14_4h_lt_80) # 4h & 1d downtrend, 1d high & ((cmf_20_4h_gt_neg_0_50) | (cmf_20_1d_gt_neg_0_50) | (aroonu_14_1d_lt_85)) # 15m & 1d high, 4h overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_20)) # 15m & 4h & 1d high & ((aroonu_14_15m_lt_80) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100)) # 15m & 4h high, 1d downtrend & ((aroonu_14_15m_lt_85) | (aroonu_14_4h_lt_85) | (roc_9_1d_gt_neg_20)) # 1h still high, 1h & 4h downtrend & ((aroonu_14_1h_lt_50) | (roc_9_1h_gt_neg_20) | (roc_9_4h_gt_neg_30)) # 1h & 4h high, 4h overbought & ((aroonu_14_1h_lt_80) | aroonu_14_4h_lt_100 | (roc_9_4h_lt_10)) # 4h high, 4h & 1d downtrend & ((aroonu_14_4h_lt_60) | (roc_9_4h_gt_neg_30) | (roc_9_1d_gt_neg_30)) # 4h & 1d high, 4h overbought & ((aroonu_14_4h_lt_70) | aroonu_14_1d_lt_100 | (roc_9_4h_lt_30)) # 4h & 1d high, 1d overbought & ((aroonu_14_4h_lt_70) | aroonu_14_1d_lt_100 | (roc_9_1d_lt_80)) # 4h high, 4h & 1d overbought & ((aroonu_14_4h_lt_90) | (roc_9_4h_lt_10) | (roc_9_1d_lt_10)) # 1d high, 4h & 1d overbought & ((aroonu_14_1d_lt_70) | (roc_9_4h_lt_30) | (roc_9_1d_lt_200)) # 1d high, 4h downtrend, 1d overbought & ((aroonu_14_1d_lt_85) | (roc_9_4h_gt_neg_20) | (roc_9_1d_lt_200)) # 1d high, 1h & 4h downtrend & ((aroonu_14_1d_lt_100) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_30)) # 1d high, 1h & 1d overbought & ((aroonu_14_1d_lt_100) | (roc_9_1h_lt_10) | (roc_9_1d_lt_30)) # 1d high, 4h & 1d overbought & ((aroonu_14_1d_lt_100) | (roc_9_4h_lt_30) | (roc_9_1d_lt_60)) # 15m still high, 1h & 4h downtrend & ((stochrsi_k_15m_lt_50) | (roc_9_1h_gt_neg_20) | (roc_9_4h_gt_neg_20)) # 4h high, 1h & 4h overbought & ((stochrsi_k_4h_lt_90) | (roc_9_1h_lt_20) | (roc_9_4h_lt_30)) # 4h high, 4h & 1d overbought & ((stochrsi_k_4h_lt_90) | (roc_9_4h_lt_20) | (roc_9_1d_lt_80)) # 1d still high, 4h & 1d downtrend & ((stochrsi_k_1d_lt_50) | (roc_9_4h_gt_neg_30) | (roc_9_1d_gt_neg_30)) # big drop in the last 20 days, 1d high, 1d downtrend & ((close > (high_max_20_1d * 0.20)) | (stochrsi_k_1d_lt_70) | (roc_9_1d_gt_neg_15)) ) # Logic long_entry_logic.append( (willr_14 < -50.0) & (stochrsi_k_lt_20) & (willr_84_1h < -70.0) & (stochrsi_k_1h_lt_20) & (bbb_20_2_0_1h > 16.0) & (close_max_48 >= (close * 1.10)) ) # Condition #43 - Quick mode (Long). if long_entry_condition_index == 43: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m & 15m down move, 15m still high ((rsi_3_gt_3) | (rsi_3_15m_gt_5) | (aroonu_14_15m_lt_40)) # 15m & 1h & 4h down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_55) | (stochrsi_k_4h_lt_60)) # 5m & 1h down move, 1h still not low enough & ((rsi_3_gt_3) | (rsi_3_1h_gt_10) | (aroonu_14_1h_lt_30)) # 5m & 1h down move, 1h still not low enough & ((rsi_3_gt_3) | (rsi_3_1h_gt_15) | (stochrsi_k_1h_lt_30)) # 5m & 1h down move, 4h high & ((rsi_3_gt_3) | (rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_60)) # 5m & 1d down move, 1d still not low enough & ((rsi_3_gt_3) | (rsi_3_1d_gt_15) | (aroonu_14_1d_lt_30)) # 5m down move, 1h & 4h high & ((rsi_3_gt_3) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100)) # 5m down move, 4h high & overbought & ((rsi_3_gt_3) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_20)) # 5m down move, 1d high & overbought & ((rsi_3_gt_3) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_100)) # 5m down move, 1h high, 4h overbought & ((rsi_3_gt_3) | (stochrsi_k_1h_lt_80) | (roc_9_4h_lt_20)) # 5m down move, 1d high & overbought & ((rsi_3_gt_3) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_20)) # 5m & 1h down move, 1d overbought & ((rsi_3_gt_5) | (rsi_3_1h_gt_25) | (roc_9_1d_lt_100)) # 5m & 1d down move, 1h high & ((rsi_3_gt_5) | (rsi_3_1d_gt_20) | (aroonu_14_1h_lt_90)) # 5m & 1h down move, 1h high & ((rsi_3_gt_10) | (rsi_3_1h_gt_15) | (aroonu_14_1h_lt_85)) # 15m & 1h down move & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_3)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_5) | (rsi_3_4h_gt_10)) # 15m & 1h & 1d down move & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (rsi_3_1d_gt_25)) # 15m & 1h down move, 1d still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (rsi_14_1d_lt_50)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (aroonu_14_15m_lt_50)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (aroonu_14_1d_lt_70)) # 15m & 1d down move, 1d overbought & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (roc_9_1d_lt_10)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (aroonu_14_1h_lt_40)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (aroonu_14_1d_lt_90)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (aroonu_14_4h_lt_70)) # 15m & 1h down move, 1d downtrend & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (roc_9_1d > -30.0)) # 15m & 1h & 4h down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_70)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_20) | (aroonu_14_15m_lt_70)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_30) | (aroonu_14_1h_lt_100)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_30) | (stochrsi_k_1d_lt_90)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_30) | (roc_9_1d_lt_200)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_40)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_45) | (aroonu_14_4h_lt_90)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_15) | (aroonu_14_1d_lt_50)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_20) | (aroonu_14_15m_lt_70)) # 15m & 4h down move, 1d overbought & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_35) | (roc_9_1d_lt_60)) # 15m & 1d down move, 1d still high & ((rsi_3_15m_gt_3) | (rsi_3_1d_gt_10) | (aroonu_14_1d_lt_40)) # 15m & 1d down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_1d_gt_20) | (stochrsi_k_4h_lt_50)) # 15m & 1d down move, 1d high & ((rsi_3_15m_gt_3) | (rsi_3_1d_gt_45) | (aroonu_14_1d_lt_70)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_3) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_100)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_3) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_40)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_3) | (stochrsi_k_1h_lt_80) | (roc_9_1d_gt_neg_20)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_3) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_40)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_3) | (stochrsi_k_4h_lt_80) | (roc_9_1d_lt_10)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_3) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_10)) # 15m down move, 1h downtrend, 4h overbought & ((rsi_3_15m_gt_3) | (roc_9_1h_gt_neg_30) | (roc_9_4h_lt_100)) # 15m down move, 4h & 1d downtrend & ((rsi_3_15m_gt_3) | (roc_9_4h_gt_neg_70) | (roc_9_1d_gt_neg_70)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_5) | (rsi_14_4h_lt_40)) # 15m & 1h down move, 1h still not low enough & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_15) | (stochrsi_k_1h_lt_20)) # 15m & 1h down move, 1d still high & ((rsi_3_15m_gt_5) | rsi_3_1h_gt_20 | (stochrsi_k_1d_lt_50)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_25) | (roc_9_1d_lt_70)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (aroonu_14_4h_lt_70)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_45) | (aroonu_14_1h_lt_80)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_50)) # 15m & 4h down move, 1h downtrend & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_10) | (roc_9_1h_gt_neg_20)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_15) | (stochrsi_k_15m_lt_50)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_50)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_70)) # 15m & 1d down move, 1h still high & ((rsi_3_15m_gt_5) | (rsi_3_1d_gt_20) | (stochrsi_k_1h_lt_50)) # 15m down move, 15m & 1h still high & ((rsi_3_15m_gt_5) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_50)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_5) | (aroonu_14_1h_lt_70) | (roc_9_1h_lt_10)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_5) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100)) # 15m down move, 1h high, 4h overbought & ((rsi_3_15m_gt_5) | (aroonu_14_1h_lt_80) | (roc_9_4h_lt_10)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_5) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_50)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_5) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_100)) # 15m down move, 1d still high, 1d downtrend & ((rsi_3_15m_gt_5) | (stochrsi_k_1d_lt_50) | (roc_9_1d_gt_neg_20)) # 15m down move, 1d downtrend & ((rsi_3_15m_gt_5) | (roc_9_1d_gt_neg_60)) # 15m down move, 1h & 1d high & ((rsi_3_15m_gt_5) | (roc_9_1h_lt_10) | (roc_9_1d_lt_40)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (aroonu_14_15m_lt_70)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (stochrsi_k_1h_lt_40)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (stochrsi_k_1d_lt_90)) # 15m & 1h down move, 4h downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (roc_9_4h_gt_neg_20)) # 15m & 1h down move, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (roc_9_1d_gt_neg_40)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_70)) # 15m & 1h & 4h & 1d down move, 1d still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_60) | (stochrsi_k_1h_lt_30)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (aroonu_14_15m_lt_50)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (aroonu_14_1h_lt_70)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (aroonu_14_1d_lt_80)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (roc_9_1d_lt_80)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (aroonu_14_4h_lt_90)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (stochrsi_k_4h_lt_80)) # 15m & 1h down move, 4h overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (roc_9_4h_lt_20)) # 15m & 1h & 4h down move, 15m still not low enough, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_60) | (aroonu_14_15m_lt_30) | (aroonu_14_4h_lt_70)) # 15m & 1h & 1d down move, 1d still high, 4h downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (rsi_3_1d_gt_30) | (stochrsi_k_1d_lt_50) | (roc_9_4h_gt_neg_20)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_60)) # 15m & 1h & 4h & 1d down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (stochrsi_k_1h_lt_70)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_40) | (aroonu_14_1d_lt_90)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_90)) # 15m & 1h & 4h down move, 4h high & overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_45) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_20)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_90)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_1d_lt_80)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_40)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_4h_lt_40)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_15) | (stochrsi_k_1h_lt_90)) # 15m & 4h down move, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_15) | (roc_9_1d_gt_neg_20)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_50)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_50) | aroonu_14_4h_lt_70) # 15m & 1d down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_20) | (stochrsi_k_4h_lt_70)) # 15m down move, 15m still high, 1d downtrend & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_40) | (roc_9_1d_gt_neg_30)) # 15m down move, 15m still high, 1d overbought & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_50) | (roc_9_1d_lt_30)) # 15m down move, 15m high, 1h high & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_80)) # 15m down move, 15m high, 4h downtrend & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_60) | (roc_9_4h_gt_neg_10)) # 15m down move, 15m high, 4h high & overbought & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_70) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_90) | (aroonu_14_4h_lt_100)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_90) | (roc_9_1d_gt_neg_40)) # 15m down move, 4h & 1d high & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_100)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_10) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_100)) # 15m down move, 4h still high, 1d overbought & ((rsi_3_15m_gt_10) | (stochrsi_k_4h_lt_50) | (roc_9_1d_lt_30)) # 15m down move, 4h & 1d overbought & ((rsi_3_15m_gt_10) | (roc_9_4h_lt_10) | (roc_9_1d_lt_200)) # 15m & 1h & 4h down move, 15m still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_15m_lt_40)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (aroonu_14_1h_lt_90)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (stochrsi_k_1d_lt_90)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (aroonu_14_1h_lt_100)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (aroonu_14_4h_lt_100)) # 15m & 4h down move, 4h still not low enough, 4h downtrend & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_30) | (roc_9_4h_gt_neg_20)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_70)) # 15m down move. 15m still high, 1h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_50) | (stochrsi_k_1h_lt_80)) # 15m down move, 15m & 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_100)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_80) | (roc_9_1d_lt_40)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_60) | (roc_9_4h_lt_30)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_200)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_100) | (roc_9_1d_lt_100)) # 15m down move, 1h high, 4h downtrend & ((rsi_3_15m_gt_15) | (stochrsi_k_1h_lt_70) | (roc_9_4h_gt_neg_30)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_25)) # 15m down move, 4h high, 1d downtrend & ((rsi_3_15m_gt_15) | (stochrsi_k_4h_lt_90) | (roc_9_1d_gt_neg_40)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_4h_lt_90) | (roc_9_1d_lt_30)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_100)) # 15m down move, 4h & 1d downtrend & ((rsi_3_15m_gt_15) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_40)) # 15m & 1h & 4h & 1d down move, 15m downtrend & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (cmf_20_15m_gt_neg_0_40)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_80)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (roc_9_1d_lt_100)) # 15m & 1h down move, 1h still high, 1d overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_50) | (roc_9_1d_lt_100)) # 15m & 1h down move, 1d high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_35) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_100)) # 15m & 1h & 4h down move, 4h still high, 4h downtrend & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_50) | (roc_9_4h_gt_neg_10)) # 15m & 1d down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_20) | (aroonu_14_4h_lt_90)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100)) # 15m down move, 1h high, 4h overbought & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_80) | (roc_9_4h_lt_10)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_80) | (roc_9_1d_lt_10)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_20) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_10)) # 15m & 1h & 4h down move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_70)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (stochrsi_k_15m_lt_70)) # 15m & 1h down move, 1h downtrend & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (roc_9_1h_gt_neg_30)) # 15m & 4h down move, 15m & 4h high & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_25) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_70)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_30) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_50)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_lt_40)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_40)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_15) | (aroonu_14_1d_lt_40)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_60)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_25) | (aroonu_14_1d_lt_70)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_25) | (roc_9_1d_lt_20)) # 1h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_3) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_10) | (aroonu_14_1h_lt_50)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_15) | (stochrsi_k_1d_lt_90)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_100)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_35) | (rsi_14_4h_lt_40)) # 1h & 4h down move, 1d high & overbought & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_60) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_20)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_5) | (aroonu_14_4h_lt_70) | (roc_9_1d_gt_neg_30)) # 1h down move, 1d high, 1h downtrend & ((rsi_3_1h_gt_5) | (aroonu_14_1d_lt_90) | (roc_9_1h_gt_neg_40)) # 1h down move, 4h & 1d downtrend & ((rsi_3_1h_gt_5) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_15)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (aroonu_14_1h_lt_60)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (aroonu_14_1d_lt_90)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (roc_9_1d > -30.0)) # 1h & 1d down move, 4h high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_15) | (stochrsi_k_4h_lt_70)) # 1h & 1d down move, 1d still high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_30) | (stochrsi_k_1d_lt_50)) # 1h down move, 15m downtrend, 1d high & ((rsi_3_1h_gt_10) | (cmf_20_15m_gt_neg_0_40) | (aroonu_14_1d_lt_70)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_80) | (roc_9_4h_lt_10)) # 1h down move, 1d high, 1d downtrend & ((rsi_3_1h_gt_10) | (aroonu_14_1d_lt_70) | (roc_9_1d_gt_neg_20)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_10) | (stochrsi_k_4h_lt_60) | (roc_9_1d > -30.0)) # 1h & 4h down move, 1h still not low enough & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_1h_lt_20)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_60)) # 1h & 4h down move, 1h downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (roc_9_1h_gt_neg_15)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (roc_9_1d_lt_10)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_15) | rsi_3_4h_gt_20 | (rsi_14_4h_lt_40)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_30) | (aroonu_14_1h_lt_70)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_40) | (aroonu_14_1d_lt_70)) # 1h & 1d down move, 1d still high & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_50)) # 1h down move, 1h still high, 1d downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_30) | (roc_9_1d > -30.0)) # 1h down move, 1h still high, 4h downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_40) | (roc_9_4h_gt_neg_30)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_15) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_10)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_50)) # 1h & 4h & 1d down move, 1d overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_50) | (rsi_3_1d_gt_50) | (roc_9_1d_lt_40)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_75)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_10)) # 1h down move, 1h high & overbought & ((rsi_3_1h_gt_20) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_100)) # 1h down move, 4h downtrend, 1d overbought & ((rsi_3_1h_gt_20) | (roc_9_4h_gt_neg_40) | (roc_9_1d_lt_50)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (aroonu_14_1d_lt_80)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (roc_9_1d_lt_20)) # 1h & 4h & 1d down move, 1d downtrend, 1d high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_45) | (cmf_20_1d_gt_neg_0_30) | (aroonu_14_1d_lt_70)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_80)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_60) | (roc_9_1d_gt_neg_40)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_90)) # 1h down move, 1h high & overbought & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_80) | (roc_9_1h_lt_10)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_80) | (roc_9_4h_lt_50)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_25) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_100)) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_25) | (aroonu_14_1d_lt_80) | (roc_9_4h_gt_neg_70)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_25) | (stochrsi_k_4h_lt_80) | (roc_9_1d_gt_neg_30)) # 1h down move, 4h & 1d downtrend & ((rsi_3_1h_gt_25) | (roc_9_4h_gt_neg_30) | (roc_9_1d_gt_neg_60)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (aroonu_14_1h_lt_70)) # 1h & 4h down move, 15m & 4h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_50) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_70)) # 1h down move, 1h still high, 1h & 1d downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_40) | (roc_9_1h_gt_neg_10) | (roc_9_1d_gt_neg_50)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_80) | (roc_9_1d_lt_10)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_40)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_30)) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_1d_lt_90) | (roc_9_4h_gt_neg_40)) # 1h down move, 1d high, 4h overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_30)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_30) | (roc_9_4h_lt_30) | (roc_9_1d_lt_200)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_35) | (aroonu_14_1d_lt_90)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_90) | (roc_9_1d_lt_80)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_100) | (aroonu_14_4h_lt_100)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_35) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_200)) # 1h down move, 1h high, 4h downtrend & ((rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_70) | (roc_9_4h_gt_neg_20)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_1h_lt_90)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_80) | (roc_9_1d_gt_neg_30)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_40) | (aroonu_14_4h_lt_70) | (roc_9_1d_gt_neg_50)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_40) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_40)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_40) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_20)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_80) | (roc_9_4h_lt_20)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_40) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_20)) # 1h & 4h down move, 4h high & overbought & ((rsi_3_1h_gt_45) | (rsi_3_4h_gt_45) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_10)) # 1h down move, 1h & 4h high, 1h overbought & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_90) | (roc_9_1h_lt_20)) # 1h down move, 1d high, 4h overbought & ((rsi_3_1h_gt_45) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_40)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_60) | (roc_9_1d_gt_neg_70)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_80) | (aroonu_14_1d_lt_100)) # 4h & 1d down move, 15m still high & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_15) | (stochrsi_k_15m_lt_40)) # 4h & 1d down move, 1h still not low enough & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_15) | (stochrsi_k_1h_lt_30)) # 4h down move, 4h still high & ((rsi_3_4h_gt_3) | (aroonu_14_4h_lt_50)) # 4h down move, 1h still high, 4h downtrend & ((rsi_3_4h_gt_3) | (stochrsi_k_1h_lt_50) | (roc_9_4h_gt_neg_30)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_30) | (stochrsi_k_1d_lt_40)) # 4h down move, 1h & 4h downtrend & ((rsi_3_4h_gt_5) | (roc_9_1h_gt_neg_10) | (roc_9_4h_gt_neg_10)) # 4h & 1d down move, 4h downtrend & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_10) | (roc_9_4h_gt_neg_20)) # 4h & 1d down move, 1d downtrend & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_10) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h still high & ((rsi_3_4h_gt_10) | (aroonu_14_4h_lt_50)) # 4h down move, 1d still high, 1d downtrend & ((rsi_3_4h_gt_10) | (aroonu_14_1d_lt_50) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h still not low enough, 1d downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_4h_lt_30) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_10) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_30)) # 4h & 1d down move, 1d still high, 1d downtrend & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_50) | (roc_9_1d_gt_neg_10)) # 4h down move, 1h still high & ((rsi_3_4h_gt_15) | (aroonu_14_1h_lt_50)) # 4h down move, 1h still high, 1d downtrend & ((rsi_3_4h_gt_15) | (stochrsi_k_1h_lt_50) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_15) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_20)) # 4h down move, 1h & 4h downtrend, 1d overbought & ((rsi_3_4h_gt_15) | (roc_9_1h_gt_neg_20) | (roc_9_4h_gt_neg_30) | (roc_9_1d_lt_20)) # 4h & 1d down move, 1d high, 4h downtrend & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_50) | (aroonu_14_1d_lt_80) | (roc_9_4h_gt_neg_30)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_20) | (aroonu_14_4h_lt_50) | (roc_9_1d_gt_neg_40)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_20) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_50)) # 4h & 1d down move, 1h high & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_90)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_50) | (roc_9_1d_gt_neg_40)) # 4h down move, 1d high, 1d downtrend & ((rsi_3_4h_gt_35) | (stochrsi_k_1d_lt_60) | (roc_9_1d_gt_neg_30)) # 4h down move, 1d high, 1d downtrend & ((rsi_3_4h_gt_45) | (aroonu_14_1d_lt_80) | (roc_9_1d_gt_neg_15)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_50) | (rsi_14_4h_lt_40) | (roc_9_1d_gt_neg_30)) # 1d down move, 1h & 1d downtrend & ((rsi_3_1d_gt_5) | (roc_9_1h_gt_neg_10) | (roc_9_1d_gt_neg_30)) # 1d down move, 4h high, 1d downtrend & ((rsi_3_1d_gt_15) | (stochrsi_k_4h_lt_70) | (roc_9_1d_gt_neg_70)) # 1d down move, 1h high & overbought & ((rsi_3_1d_gt_35) | (stochrsi_k_1h_lt_90) | (roc_9_1h_lt_10)) # 1d down move, 1h high & overbought & ((rsi_3_1d_gt_40) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_80)) # 4h downtrend, 1h & 4h high & ((cmf_20_4h_gt_neg_0_30) | aroonu_14_1h_lt_70 | aroonu_14_4h_lt_100) # 15m still high, 1h & 4h overbought & ((aroonu_14_15m_lt_50) | (roc_9_1h_lt_100) | (roc_9_4h_lt_100)) # 15m & 1d high, 1d overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_30)) # 1h still high, 4h & 1d downtrend & ((aroonu_14_1h_lt_40) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_40)) # 1h & 4h high, 1d downtrend & (aroonu_14_1h_lt_70 | aroonu_14_4h_lt_100 | (roc_9_1d_gt_neg_20)) # 1h & 4h high, 1d overbought & (aroonu_14_1h_lt_70 | aroonu_14_4h_lt_100 | (roc_9_1d_lt_20)) # 1h & 1d high, 1d overbought & (aroonu_14_1h_lt_70 | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_200)) # 1h high, 4h downtrend, 1d overbought & (aroonu_14_1h_lt_70 | (roc_9_4h_gt_neg_40) | (roc_9_1d_lt_100)) # 1h & 4h high, 4h overbought & (aroonu_14_1h_lt_80 | aroonu_14_4h_lt_100 | (roc_9_4h_lt_30)) # 1h high, 1d downtrend & (aroonu_14_1h_lt_80 | (roc_9_1d_gt_neg_60)) # 1h high, 1h & 4h overbought & ((aroonu_14_1h_lt_100) | (roc_9_1h_lt_100) | (roc_9_4h_lt_100)) # 4h & 1d high, 1d overbought & ((aroonu_14_4h_lt_60) | aroonu_14_1d_lt_100 | (roc_9_1d_lt_70)) # 4h high, 1h & 4h overbought & ((aroonu_14_4h_lt_85) | (roc_9_1h_lt_80) | (roc_9_4h_lt_80)) # 4h high, 1h downtrend, 4h overbought & ((aroonu_14_4h_lt_90) | (roc_9_1h_gt_neg_40) | (roc_9_4h_lt_100)) # 4h & 1d high, 4h overbought & ((aroonu_14_4h_lt_90) | aroonu_14_1d_lt_100 | (roc_9_4h_lt_100)) # 4h high, 1h & 4h overbought & ((aroonu_14_4h_lt_90) | (roc_9_1h_lt_10) | (roc_9_4h_lt_20)) # 4h & 1d high, 4h overbought & (aroonu_14_4h_lt_100 | aroonu_14_1d_lt_100 | (roc_9_4h_lt_30)) # 4h & 1d high, 1d overbought & (aroonu_14_4h_lt_100 | aroonu_14_1d_lt_100 | (roc_9_1d_lt_40)) # 1d high, 1h & 4h downtrend & (aroonu_14_1d_lt_100 | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_30)) # 1d high, 4h & 1d overbought & (aroonu_14_1d_lt_100 | (roc_9_4h_lt_20) | (roc_9_1d_lt_100)) # 1h high, 1d overbought & ((stochrsi_k_1h_lt_70) | (roc_9_1d_lt_40)) # 1h high, 4h overbought & ((stochrsi_k_1h_lt_80) | (roc_9_4h_lt_80)) # 1h high, 4h & 1d downtrend & ((stochrsi_k_1h < 85.0) | (roc_9_4h_gt_neg_70) | (roc_9_1d_gt_neg_70)) # 4h high, 4h overbought, 1d downtrend & ((stochrsi_k_4h_lt_70) | (roc_9_4h_lt_40) | (roc_9_1d_gt_neg_40)) # 4h high, 1h & 4h overbought & ((stochrsi_k_4h_lt_80) | (roc_9_1h_lt_40) | (roc_9_4h_lt_100)) # 1d high, 4h & 1d overbought & ((stochrsi_k_1d_lt_90) | (roc_9_4h_lt_20) | (roc_9_1d_lt_100)) # 1h & 4h overbought, 1d downtrend & ((roc_9_1h_lt_40) | (roc_9_4h_lt_50) | (roc_9_1d_gt_neg_30)) # big drop in last hough, 4h down move, 1h still not low enough & ((close > (close_max_12 * 0.90)) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_30)) # big drop in last hour, 15m high & ((close > (close_max_12 * 0.60)) | (aroonu_14_15m_lt_70)) # big drop in last hour, 4h high & ((close > (close_max_12 * 0.60)) | (aroonu_14_4h_lt_70)) # big drop in the last 20 days, 1d high, 1d downtrend & ((close > (high_max_20_1d * 0.20)) | (stochrsi_k_1d_lt_70) | (roc_9_1d_gt_neg_15)) ) # Logic long_entry_logic.append( (rsi_14 < 40.0) & (mfi_14 < 40.0) & (aroonu_14_lt_25) & (ema_26 > ema_12) & ((ema_26 - ema_12) > (open_rate * 0.024)) & ((ema_26_shift_1 - ema_12_shift_1) > (open_rate / 100.0)) & (close < (ema_20 * 0.960)) & (close < (bbl_20_2_0 * 0.999)) ) # Condition #44 - Quick mode (Long). if long_entry_condition_index == 44: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m & 1h & 4h down move ((rsi_3_gt_3) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_15)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_3) | (rsi_3_4h_gt_10)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_3) | (aroonu_14_1h_lt_60)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_5) | (rsi_3_4h_gt_10)) # 15m & 1h down move, 1d downtrend & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_5) | (roc_9_1d_gt_neg_30)) # 15m & 1h & 4h down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_55) | (stochrsi_k_4h_lt_60)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (aroonu_14_1d_lt_100)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_20) | (aroonu_14_1h_lt_80)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_10) | (aroonu_14_4h_lt_40)) # 15m & 4h down move, 15m downtrend & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_10) | (roc_9_15m > -30.0)) # 15m & 4h down move, 1h downtrend & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_10) | (roc_9_1h_gt_neg_20)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_15) | (aroonu_14_1h_lt_50)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_40) | (stochrsi_k_1h_lt_40)) # 15m down move, 1h still high, 1d overbought & ((rsi_3_15m_gt_3) | (aroonu_14_1h_lt_40) | (roc_9_1d_lt_70)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_3) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_100)) # 15m down move, 1h high & ((rsi_3_15m_gt_3) | (stochrsi_k_1h_lt_70)) # 15m down move, 4h high, 15m downtrend & ((rsi_3_15m_gt_3) | (stochrsi_k_4h_lt_70) | (roc_9_15m > -30.0)) # 15m & 1h & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_4h_lt_30)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_15) | (aroonu_14_1h_lt_70)) # 15m & 1h down move, 1h downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (roc_9_1h_gt_neg_20)) # 15m & 1h & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_25) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_20)) # 14m & 1h & 4h down move, 4h & 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100)) # 15m & 1h & 4h & 1d down move, 1d still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_50)) # 15m & 4h down move, 1h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_30)) # 15m down move, 4h overbought & ((rsi_3_15m_gt_10) | (roc_9_4h_lt_30)) # 15m & 1h & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_40)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_1d_lt_80)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_70)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_75)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_45) | (aroonu_14_4h_lt_90)) # 15m down move, 4h & 1d downtrend & ((rsi_3_15m_gt_15) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_40)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_25) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_100)) # 15m & 1h & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_10)) # 1h & 4h down move, 1h still not low enough & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_3) | (aroonu_14_1h_lt_20)) # 1h & 4h down move & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_5)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_10)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (stochrsi_k_4h_lt_30)) # 1h & 4h down move, 1h downtrend & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (cmf_20_1h_gt_neg_0_40)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (aroonu_14_1d_lt_50)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_lt_60)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_60)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_60)) # 1h & 4h & 1d down move, 1d still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (rsi_14_1d_lt_40)) # 1h & 4h down move, 1h & 4h still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_35) | (aroonu_14_1h_lt_40) | (aroonu_14_4h_lt_40)) # 1h & 1d down move, 15m & 1h downtrend & ((rsi_3_1h_gt_3) | (rsi_3_1d_gt_20) | (cmf_20_15m_gt_neg_0_35) | (cmf_20_1h_gt_neg_0_40)) # 1h down move, 1h & 4h still high & ((rsi_3_1h_gt_3) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_50)) # 1h down move, 1h still high, 1h downtrend & ((rsi_3_1h_gt_3) | (aroonu_14_1h_lt_50) | (roc_9_1h_gt_neg_20)) # 1h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_3) | (stochrsi_k_4h_lt_50) | (roc_9_1h_gt_neg_15)) # 1h downtrend, 4h high & ((rsi_3_1h_gt_3) | (stochrsi_k_4h_lt_70)) # 1h down move, 1h & 4h downtrend & ((rsi_3_1h_gt_3) | (roc_9_1h_gt_neg_20) | (roc_9_4h_gt_neg_20)) # 1h & 4h & 1d down move, 4h still not low enough & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_40) | (aroonu_14_4h_lt_20)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_10) | (aroonu_14_4h_lt_50)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_lt_90)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_30) | (rsi_14_4h_lt_40)) # 1h & 1d down move, 1d downtrend & ((rsi_3_1h_gt_5) | (rsi_3_1d_gt_5) | (roc_9_1d_gt_neg_20)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_5) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_70)) # 1h down move, 1h high & ((rsi_3_1h_gt_5) | (aroonu_14_1h_lt_60)) # 1h down move, 4h high & ((rsi_3_1h_gt_5) | (aroonu_14_4h_lt_70)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_5) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_30)) # 1h down move, 4h & 1d downtrend & ((rsi_3_1h_gt_5) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_25)) # 1h down move, 1d overbought & ((rsi_3_1h_gt_5) | (roc_9_1d_lt_100)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (rsi_14_4h_lt_40)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (aroonu_14_1h_lt_50)) # 1h & 4h & 1d down move, 1d high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_80)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_50)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (roc_9_1d_gt_neg_40)) # 1h & 4h down move, 1h downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (roc_9_1h_gt_neg_25)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_70)) # 1h & 4h & 1d down move, 4h still not low enough, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_4h_lt_20) | (roc_9_1d_gt_neg_30)) # 1h & 4h down move, 1d high & overbought & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_40) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_50)) # 1h & 4h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_40)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_60) | (aroonu_14_1h_lt_70)) # 1h & 1d down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_10) | (aroonu_14_4h_lt_40)) # 1h & 1d down move, 1h still high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_15) | (aroonu_14_1h_lt_50)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_40) | (aroonu_14_1h_lt_70)) # 1h down move, 1h still high, 4h downtrend & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_40) | (roc_9_4h_gt_neg_30)) # 1h down move, 1h still high, 1d high & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_50) | (aroonu_14_1d_lt_90)) # 1h down move, 1h high, 1h downtrend & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_60) | (roc_9_1h_gt_neg_10)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_70) | (roc_9_1d_gt_neg_30)) # 1h down move, 1h high & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_80)) # 1h down move, 4h still high, 15m downtrend & ((rsi_3_1h_gt_10) | (aroonu_14_4h_lt_50) | (cmf_20_15m_gt_neg_0_40)) # 1h down move, 4h still high, 4h downtrend & ((rsi_3_1h_gt_10) | (aroonu_14_4h_lt_50) | (roc_9_4h_gt_neg_30)) # 1h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_10) | (aroonu_14_4h_lt_50) | (roc_9_1d_gt_neg_30)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_10) | (aroonu_14_4h_lt_60) | (aroonu_14_1d_lt_100)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_10) | (aroonu_14_4h_lt_90) | (roc_9_1d_lt_100)) # 1h down move, 4h high & ((rsi_3_1h_gt_10) | (aroonu_14_4h_lt_100)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_10) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_60)) # 1h down move, 4h overbought & ((rsi_3_1h_gt_10) | (roc_9_4h_lt_10)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_10) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_20)) # 1h down move, 4h & 1d downtrend & ((rsi_3_1h_gt_10) | (roc_9_4h_gt_neg_30) | (roc_9_1d_gt_neg_50)) # 1h & 4h down move, 1d high & overbought & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_40)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_45) | (aroonu_14_4h_lt_80)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_50) | (roc_9_1d_gt_neg_40)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_60) | (aroonu_14_1d_lt_85)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_60) | (roc_9_1d > -30.0)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_60) | roc_9_1d_lt_50) # 1h down move, 1h high, 4h downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_70) | (roc_9_4h_gt_neg_10)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_15) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_100)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_100)) # 1h down move, 1h & 4h downtrend & ((rsi_3_1h_gt_15) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_30)) # 1h down move, 1h & 4h overbought & ((rsi_3_1h_gt_15) | (roc_9_4h_lt_10) | (roc_9_1d_lt_50)) # 1h down move, 1h & 4h overbought & ((rsi_3_1h_gt_15) | (roc_9_4h_lt_20) | (roc_9_1d_lt_20)) # 1h & 1d down move, 1h high, 1d overbought & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_50) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_20)) # 1h & 4h down move, 1h high, 1h downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_1h_lt_70) | (roc_9_1h_gt_neg_20)) # 1h & 4h down move, 4h still high, 1h downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_50) | (roc_9_1h_gt_neg_25)) # 1h & 4h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (stochrsi_k_1h_lt_60) | (roc_9_1d_gt_neg_30)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (stochrsi_k_1h_lt_80)) # 1h & 4h & 1d down move, 1d high & overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_50) | (stochrsi_k_1d_lt_70) | (roc_9_1d_lt_30)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_90)) # 1h down move, 1h still high, 4h downtrend & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_40) | (roc_9_4h_gt_neg_30)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_80) | (roc_9_1d_gt_neg_40)) # 1h down move, 4h & 1d downtrend & ((rsi_3_1h_gt_20) | (roc_9_4h_gt_neg_30) | (roc_9_1d_gt_neg_40)) # 1h & 4h & 1d down move, 5h still high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_35) | (stochrsi_k_4h_lt_50)) # 1h & 4h & 1d down move, 1d downtrend, 1d high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_45) | (cmf_20_1d_gt_neg_0_30) | (aroonu_14_1d_lt_70)) # 1h & 4h down ove, 4h high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_45) | (aroonu_14_4h_lt_90)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_80)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_25) | (aroonu_14_4h_lt_80) | (roc_9_1d_gt_neg_20)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_25) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_100)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_50) | (roc_9_1d_lt_40)) # 1h down move, 1h downtrend, 4h overbought & ((rsi_3_1h_gt_25) | (roc_9_1h_gt_neg_20) | (roc_9_4h_lt_20)) # 1h down move, 1d overbought & ((rsi_3_1h_gt_25) | (roc_9_1d_lt_200)) # 1h & 4h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_45) | (aroonu_14_4h_lt_60) | (roc_9_1d_lt_50)) # 1h down move, 1h still high, 1h & 1d downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_40) | (roc_9_1h_gt_neg_10) | (roc_9_1d_gt_neg_50)) # 1h down move, 4h high & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_100)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10)) # 4h down move, 4h still high, 1d high & ((rsi_3_4h_gt_3) | (aroonu_14_4h_lt_50) | (aroonu_14_1d_lt_100)) # 4h down move, 1d still high, 4h downtrend & ((rsi_3_4h_gt_3) | (stochrsi_k_1d_lt_50) | (roc_9_4h_gt_neg_30)) # 4h down move, 1d overbought & ((rsi_3_4h_gt_3) | (roc_9_1d_lt_200)) # 4h & 1d down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_35) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h still not low enough, 1h & 4h downtrend & ((rsi_3_4h_gt_5) | (aroonu_14_4h_lt_30) | (roc_9_1h_gt_neg_15) | (roc_9_4h_gt_neg_15)) # 4h down move, 1h still high & ((rsi_3_4h_gt_5) | (stochrsi_k_1h_lt_40)) # 4h down move, 1h & 4h downtrend & ((rsi_3_4h_gt_5) | (roc_9_1h_gt_neg_15) | (roc_9_4h_gt_neg_20)) # 4h down move, 4h downtrend & ((rsi_3_4h_gt_5) | (roc_9_4h_gt_neg_40)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_15) | (aroonu_14_1d_lt_50)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_15) | (stochrsi_k_1h_lt_50)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_80)) # 4h & 1d down move, 1h & 4h still not low enough & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_25) | (stochrsi_k_1h_lt_30) | (stochrsi_k_4h_lt_30)) # 4h & 1d down move, 1h high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_50) | (stochrsi_k_1h_lt_90)) # 4h down move, 1d high, 4h downtrend & ((rsi_3_4h_gt_10) | (aroonu_14_1d_lt_90) | (roc_9_4h_gt_neg_20)) # 4h down move, 1h & 4h downtrend & ((rsi_3_4h_gt_10) | (roc_9_1h_gt_neg_25) | (roc_9_4h_gt_neg_50)) # 4h down move, 1h & 4h downtrend & ((rsi_3_4h_gt_10) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_30)) # 4h down move, 4h still not low enough, 1d overbought & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_30) | (roc_9_1d_lt_50)) # 4h down move, 4h still high, 1h downtrend & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_50) | (roc_9_1h_gt_neg_25)) # 4h down move, 4h high & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_60)) # 4h down move, 4h still high, 1d overbought & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_40) | (roc_9_1d_lt_40)) # 15m down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_50) | (roc_9_1d_gt_neg_40)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_15) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_80)) # 4h & 1d down move, 4h high, 1h downtrend & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_4h_lt_60) | (roc_9_1h_gt_neg_20)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_50) | (roc_9_1d_gt_neg_40)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_30) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_30)) # 4h down move, 1h high & overbought & ((rsi_3_4h_gt_35) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_100)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_50) | (rsi_14_4h_lt_40) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h high, 1d overbought & ((rsi_3_4h_gt_50) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_40)) # 4h down move, 4h high & ((rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_70)) # 4h down move, 4h overbought & ((rsi_3_4h_gt_50) | (roc_9_4h_lt_60)) # 1d down move, 1h & 1d downtrend & ((rsi_3_1d_gt_5) | (roc_9_1h_gt_neg_10) | (roc_9_1d_gt_neg_30)) # 4h downtrend, 4h high & ((cmf_20_4h_gt_neg_0_50) | aroonu_14_4h_lt_70) # 1h & 1d high, 4h downtrend & ((aroonu_14_1h_lt_40) | (aroonu_14_1d_lt_70) | (roc_9_4h_gt_neg_20)) # 1h still high, 1h & 4h downtrend & ((aroonu_14_1h_lt_40) | (roc_9_1h_gt_neg_20) | (roc_9_4h_gt_neg_30)) # 1h & 4h high, 1d overbought & (aroonu_14_1h_lt_70 | aroonu_14_4h_lt_100 | (roc_9_1d_lt_20)) # 1h high, 4h & 1d downtrend & (aroonu_14_1h_lt_70 | (roc_9_4h_gt_neg_20) | roc_9_1d_gt_neg_50) # 1h high, 4h downtrend & (aroonu_14_1h_lt_70 | (roc_9_4h_gt_neg_40)) # 1h & 1d high, 1d overbought & (aroonu_14_1h_lt_80 | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_80)) # 1h & 1d high, 1h downtrend & (aroonu_14_1h_lt_80 | aroonu_14_1d_lt_100 | (roc_9_1h_gt_neg_20)) # 4h & 1d high, 1h downtrend & (aroonu_14_4h_lt_80 | aroonu_14_1d_lt_100 | (roc_9_1h_gt_neg_30)) # 4h & 1d high, 4h overbought & (aroonu_14_4h_lt_80 | aroonu_14_1d_lt_100 | (roc_9_4h_lt_40)) # 4h high, 1h downtrend & (aroonu_14_4h_lt_80 | (roc_9_1h_gt_neg_40)) # 4h high & overbought & (aroonu_14_4h_lt_80 | (roc_9_4h_lt_100)) # 4h high, 1d downtrend & (aroonu_14_4h_lt_80 | (roc_9_1d > -30.0)) # 1d still high, 1d downtrend & ((aroonu_14_1d_lt_50) | (roc_9_1d_gt_neg_30)) # 1d high, 15m downtrend & ((aroonu_14_1d_lt_70) | (roc_9_15m > -50.0)) # 1d high, 1h downtrend & ((aroonu_14_1d_lt_70) | (roc_9_1h > -70.0)) # 1d high, 4h downtrend & ((aroonu_14_1d_lt_80) | (roc_9_4h_gt_neg_70)) # 1d high, 4h downtrend & ((aroonu_14_1d_lt_90) | (roc_9_4h_gt_neg_40)) # 1d high & overbought & ((aroonu_14_1d_lt_90) | (roc_9_1d_lt_200)) # 1d high, 4h & 1d overbought & (aroonu_14_1d_lt_100 | (roc_9_4h_lt_20) | (roc_9_1d_lt_80)) # 1h still high, 4h & 1d downtrend & ((stochrsi_k_1h_lt_50) | (roc_9_4h_gt_neg_20) | roc_9_1d_gt_neg_50) # 1h high, 15m downtrend & ((stochrsi_k_1h_lt_70) | (roc_9_15m > -30.0)) # 4h high, 1d downtrend & ((stochrsi_k_4h_lt_70) | (roc_9_1d_gt_neg_70)) # 1d high, 1h downtrend & ((stochrsi_k_1d_lt_90) | (roc_9_1h_gt_neg_20)) # 1d high, 1d downtrend & ((stochrsi_k_1d_lt_60) | (roc_9_1d_gt_neg_30)) # 15m downtrend, 1d overbought & ((roc_9_15m > -60.0) | (roc_9_1d_lt_200)) # 1h downtrend, 1d overbought & ((roc_9_1h > -60.0) | (roc_9_1d_lt_200)) # big drop in the last 20 days, 1d high, 1d downtrend & ((close > (high_max_20_1d * 0.20)) | (stochrsi_k_1d_lt_70) | (roc_9_1d_gt_neg_15)) ) # Logic long_entry_logic.append( (rsi_3_lt_40) & (rsi_3_15m_lt_50) & (aroonu_14_15m_lt_25) & (stochrsi_k_15m_lt_20) & (ema_26_15m > ema_12_15m) & ((ema_26_15m - ema_12_15m) > (open_15m * 0.050)) & ((ema_26_15m_shift_1 - ema_12_15m_shift_1) > (open_15m / 100.0)) ) # Condition #45 - Quick mode (Long). if long_entry_condition_index == 45: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m & 15m down move, 4h still high ((rsi_3_gt_3) | (rsi_3_15m_gt_15) | (stochrsi_k_4h_lt_50)) # 15m & 1h down move, 1h still high & (rsi_3_15m_gt_3 | (rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_40)) # 5m & 4h & 1d down move & ((rsi_3_gt_3) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_20)) # 15m & 1h & 4h down move, 4h & 1d high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_45) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_60)) # 15m & 1h & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_35) | (rsi_3_4h_gt_45) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_20)) # 15m & 4h down move & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_10)) # 15m & 4h & 1d down move, 4h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (stochrsi_k_4h_lt_30)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_30) | (rsi_14_4h < 35.0)) # 15m down move, 4h still high, 15m downtrend & ((rsi_3_15m_gt_3) | (aroonu_14_4h_lt_40) | (cmf_20_15m_gt_neg_0_35)) # 15m & 1h down move & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_15)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_40) | (stochrsi_k_4h_lt_80)) # 15m down move, 1h still not low enough & ((rsi_3_15m_gt_5) | (aroonu_14_1h_lt_30)) # 15m down move, 4h high & ((rsi_3_15m_gt_5) | (aroonu_14_4h_lt_90)) # 15m & 1h & 1d down move & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (rsi_3_1d_gt_10)) # 15m & 1h & 1d down move, 1d still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (rsi_3_1d_gt_25) | (stochrsi_k_1d_lt_30)) # 15m & 1h & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_90)) # 15m & 1h & 4h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_40) | (stochrsi_k_1d_lt_80)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (roc_9_1d_lt_30)) # 15m & 1h & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_50) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_60)) # 15m & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_50)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_45) | (aroonu_14_1h_lt_80)) # 15m & 1h & 4h down move, 1h high, 1d overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_50) | (rsi_3_4h_gt_50) | (aroonu_14_1h_lt_80) | (roc_9_1d_lt_30)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_80)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_4h_lt_30)) # 15m & 4h & 1d down move, 1d high & overbought & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_40) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_20)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_lt_80)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_40)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_70) | (roc_9_1h_lt_10)) # 15m down move, 1h high, 4h overbought & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_20)) # 15m down move, 4h & 1d high & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_75) | (aroonu_14_1d_lt_100)) # 15m down move, 4h high, 1h overbought & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_10)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (aroonu_14_4h_lt_70)) # 15m & 1h down move, 4h high & overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_40) | (rsi_14_4h_lt_70) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_30)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_70) | (stochrsi_k_4h_lt_90)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_50)) # 15m & 4h down move, 4h high, 1d high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_60) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_60)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_40) | (roc_9_1d_lt_80)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_25) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_10)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_30) | aroonu_14_1h_lt_70) # 1h down move, 4h still not low enough & ((rsi_3_1h_gt_3) | (aroonu_14_4h_lt_30)) # 1h & 4h down move, 1h still not low enough & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_30) | (aroonu_14_1h_lt_20)) # 1h down move, 1h still not low enough & ((rsi_3_1h_gt_5) | (aroonu_14_1h_lt_30)) # 1h down move, 1h still not low enough & ((rsi_3_1h_gt_5) | (stochrsi_k_1h < 25.0)) # 1h & 4h down move & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_10) | rsi_3_4h_gt_20 | (stochrsi_k_4h_lt_30)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_50)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_30) | (rsi_14_4h_lt_40)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_60)) # 1h & 1d down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_10) | (aroonu_14_4h_lt_40)) # 1h & 1d down move, 5m moving down & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_15) | (roc_2 > -0.0)) # 1h & 1d down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_30) | (aroonu_14_4h_lt_50)) # 15m & 1d down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_30) | (stochrsi_k_1d_lt_70)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_30)) # 1h & 4h & 1d down move, 1h still high, 1d high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_40) | (aroonu_14_1d_lt_70)) # 1h down move, 1h still not low enough, 1d high & ((rsi_3_1h_gt_10) | (stochrsi_k_1h_lt_20) | (aroonu_14_1d_lt_85)) # 1h down move, 1h still not low enough & ((rsi_3_1h_gt_10) | (stochrsi_k_1h < 25.0)) # 1h down move, 4h high & ((rsi_3_1h_gt_10) | (aroonu_14_4h_lt_85)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_10) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_50)) # 1h down move, 1d overbought & ((rsi_3_1h_gt_10) | (roc_9_1d_lt_100)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_40)) # 1h & 4h down move, 4h still high, 4h downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_40) | (roc_9_4h_gt_neg_20)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (stochrsi_k_1d_lt_70)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_30)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_30) | (aroonu_14_1d_lt_100)) # 1h down move, 1h still high & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_50)) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_70) | (roc_9_4h_gt_neg_20)) # 1h down move, 1h still high & ((rsi_3_1h_gt_15) | (stochrsi_k_1h_lt_30)) # 1h & 4h down move, 4h still high, 1h downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_50) | (roc_9_1h_gt_neg_25)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (roc_9_1d_lt_20)) # 1h & 4h & 1d down move, 1d high, 1d downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_1d_lt_85) | (roc_2_1d > -30.0)) # 1h & 4h & 1d down move, 1d high & overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_50) | (stochrsi_k_1d_lt_70) | (roc_9_1d_lt_30)) # 1h down move, 4h high & ((rsi_3_1h_gt_20) | (aroonu_14_4h_lt_90)) # 1h down move, 4h still high & ((rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_50)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_60)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_70)) # 1h down move, 1h high & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_70)) # 1h down move, 4h high & ((rsi_3_1h_gt_25) | (stochrsi_k_4h_lt_80)) # 1h & 4h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_20)) # 1h & 1d down move, 1h still high & ((rsi_3_1h_gt_30) | (rsi_3_1d > 50.0) | (stochrsi_k_1h_lt_50)) # 1h down move, 4h high & ((rsi_3_1h_gt_30) | (rsi_14_4h_lt_80)) # 14 down move, 1h high & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_80)) # 1h down move, 4h high & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_80)) # 1h down move, 1d high, 4h & 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1d_lt_80) | (roc_9_4h_lt_10) | (roc_9_1d_lt_20)) # 1h down move, 4h high & ((rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_80)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_35) | (stochrsi_k_4h_lt_80) | (stochrsi_k_1d_lt_80)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_50) | (roc_9_1d_lt_50)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_90)) # 1h down move, 1h high, 1d high & overbought & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_100)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_70) | (aroonu_14_4h_lt_90)) # 4h down move, 1d high & ((rsi_3_4h_gt_5) | aroonu_14_1d_lt_100) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_25) | (stochrsi_k_1d_lt_50)) # 4h downmove, 4h still high & ((rsi_3_4h_gt_10) | (aroonu_14_4h_lt_40)) # 4h down move, 1h still high, 1d downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_40) | (roc_9_1d_gt_neg_20)) # 4h down move, 1h & 1d downtrend & ((rsi_3_4h_gt_10) | (roc_9_1h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_35) | (rsi_14_1d_lt_50)) # 4h down move, 1h still not low enough & ((rsi_3_4h_gt_15) | (aroonu_14_1h_lt_30)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_80)) # 4h down move, 4h still high, 1d high & ((rsi_3_4h_gt_20) | (aroonu_14_4h_lt_50) | (aroonu_14_1d_lt_100)) # 4h down move, 1d high & ((rsi_3_4h_gt_25) | (stochrsi_k_1d_lt_90)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_25) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100)) # 4h down move, 1h high & ((rsi_3_4h_gt_40) | (stochrsi_k_1h_lt_70)) # 4h down move, 4h still high & ((rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_50)) # 4h down move, 1h high & ((rsi_3_4h_gt_60) | (stochrsi_k_1h_lt_80)) # 4h down move, 4h high & ((rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_80)) # 1d down move, 1h still not low enough & ((rsi_3_1d_gt_5) | (stochrsi_k_1h_lt_30)) # 1d down move, 1h & 1d downtrend & ((rsi_3_1d_gt_5) | (roc_9_1h_gt_neg_10) | (roc_9_1d_gt_neg_30)) # 1d down move, 1h still not low enough & ((rsi_3_1d_gt_15) | (stochrsi_k_1h_lt_30)) # 1d down move, 4h still high, 4h downtrend & ((rsi_3_1d_gt_15) | (stochrsi_k_4h_lt_40) | (roc_9_4h_gt_neg_20)) # 1d down move, 4h still high & ((rsi_3_1d_gt_15) | (stochrsi_k_4h_lt_50)) # 1d down move, 1h high & overbought & ((rsi_3_1d_gt_35) | (stochrsi_k_1h_lt_90) | (roc_9_1h_lt_10)) # 15m still high, 1h & 4h high & ((rsi_14_15m_lt_40) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_90)) # 1h & 4h high, 4h overbought & (aroonu_14_1h_lt_70 | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_20)) # 4h high, 1d overbought & (aroonu_14_4h_lt_70 | (roc_9_1d_lt_80)) # 4h high, 1h & 1d downtrend & (aroonu_14_4h_lt_70 | (roc_9_1h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 4h high, 1h & 4h overbought & (aroonu_14_4h_lt_80 | (roc_9_1h_lt_10) | (roc_9_4h_lt_10)) # 4h high & overbought & ((aroonu_14_4h_lt_90) | (roc_9_4h_lt_80)) # 1d high, 4h & 1d downtrend & ((aroonu_14_1d_lt_80) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 1h high, 4h overbought & ((stochrsi_k_1h_lt_80) | (roc_9_4h_lt_80)) # 4h high, 1h & 1d downtrend & ((stochrsi_k_4h_lt_70) | (roc_9_1h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 4h high, 1h & 4h overbought & ((stochrsi_k_4h_lt_80) | (roc_9_1h_lt_10) | (roc_9_4h_lt_10)) # 4h high, 4h & 1d overbought & ((stochrsi_k_4h_lt_80) | (roc_9_4h_lt_30) | (roc_9_1d_lt_30)) # 1d top wick, 4h still high & ((top_wick_pct_1d < 40.0) | (aroonu_14_4h_lt_50)) # pump, 4h still high & ((((high_max_24_4h - low_min_24_4h) / low_min_24_4h) < 2.0) | (stochrsi_k_4h_lt_50)) # pump, drop but not yet near the previous lows & ( (((high_max_24_4h - low_min_24_4h) / low_min_24_4h) < 2.0) | (close > (high_max_6_4h * 0.75)) | (close < (low_min_24_4h * 1.25)) ) # pump, drop but not yet near the previous lows & ( (((high_max_12_1d - low_min_12_1d) / low_min_12_1d) < 2.0) | (close > (high_max_24_4h * 0.70)) | (close < (low_min_12_1d * 1.25)) ) # big drop in last hour & (close > (close_max_12 * 0.50)) # big drop in last hour, 1d down move & ((close > (close_max_12 * 0.80)) | (rsi_3_1d_gt_15)) # big drop in the last 12 hours, 4h still high & ((close > (high_max_12_1h * 0.50)) | (aroonu_14_4h_lt_50)) # big drop in the last 6 days, 1h still high & ((close > (high_max_6_1d * 0.25)) | (aroonu_14_1h_lt_50)) # big drop in the last 12 days, 1h down move & ((close > (high_max_12_1d * 0.45)) | (rsi_3_1h_gt_5)) # big drop in the last 12 days, 4h down move & ((close > (high_max_12_1d * 0.40)) | (rsi_3_4h_gt_15)) # big drop in the last 12 days, 1h still high & ((close > (high_max_12_1d * 0.25)) | (aroonu_14_1h_lt_75)) # big drop in the last 20 days, 1h down move & ((close > (high_max_20_1d * 0.35)) | (rsi_3_1h_gt_10)) # big drop in the last 20 days, 1h down move & ((close > (high_max_20_1d * 0.25)) | (rsi_3_1h_gt_15)) # big drop in the last 20 days, 1h down move & ((close > (high_max_20_1d * 0.10)) | rsi_3_1h_gt_20) # big drop in the last 20 days, 1d high, 1d downtrend & ((close > (high_max_20_1d * 0.20)) | (stochrsi_k_1d_lt_70) | (roc_9_1d_gt_neg_15)) # big drop in the last 30 days, 4h down move, 4h still high & ((close > (high_max_30_1d * 0.25)) | (rsi_3_4h_gt_45) | (rsi_14_4h_lt_40)) ) # Logic long_entry_logic.append( (rsi_3_lt_50) & (aroonu_14_15m_lt_25) & (stochrsi_k_15m_lt_20) & (close_15m < (ema_20_15m * 0.924)) ) # Condition #46 - Quick mode (Long). if long_entry_condition_index == 46: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m & 1h down move ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_5)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_40)) # 15m & 4h down move & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_10)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_40)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_50)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_30)) # 15m & 1h down move, 4h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (rsi_14_4h_lt_30)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (aroonu_14_1h_lt_40)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (stochrsi_k_4h_lt_40)) # 15m & 1h & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_50) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_100)) # 15m & 1h down move, 1h still high, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (aroonu_14_1h_lt_40) | (roc_9_1d_gt_neg_50)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_60) | (rsi_3_4h_gt_65) | (rsi_3_1d_gt_65) | (aroonu_14_1d_lt_80)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_15) | (stochrsi_k_1d_lt_90)) # 15m & 4h down move, 4h downtrend & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_15) | (roc_9_4h_gt_neg_20)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_50)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_30)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (stochrsi_k_1d_lt_90)) # 15m down move, 4h still high, 1d high & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_50) | (aroonu_14_1d_lt_90)) # 15m & 1h & 1d down move, 1d high & overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_1d_gt_45) | (aroonu_14_1d_lt_60) | (roc_9_1d_lt_20)) # 15m & 1h & 4h down move, 1d high, 1h downtrend & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_50) | (stochrsi_k_1d_lt_70) | (roc_9_1h_gt_neg_25)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (aroonu_14_4h_lt_60)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_1h_lt_40)) # 15m & 1h & 1d down move, 1h still not low enough, 1d high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (rsi_3_1d_gt_30) | (rsi_14_1h < 30.0) | (aroonu_14_1d_lt_80)) # 15m & 1h down move, 4h still high, 4h overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (aroonu_14_4h_lt_50) | (roc_9_4h_lt_10)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (aroonu_14_4h_lt_70)) # 15m down move, 1h & 4h still high & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_40) | (stochrsi_k_4h_lt_50)) # 15m & 1h & 4h & 1d down move, 4h still high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_40) | (aroonu_14_4h_lt_40)) # 15m & 1h & 4h down move, 1d high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (roc_9_1d_lt_70)) # 15m & 1h & 4h down move, 1h still high, 1d high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_40) | (aroonu_14_1h_lt_50) | (aroonu_14_1d_lt_80)) # 15m & 1h & 4h down move, 4h & 1d overbought & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_50) | (roc_9_4h_lt_10) | (roc_9_1d_lt_20)) # 15m & 1h & 4h & 1d down move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_60) | (aroonu_14_4h_lt_70)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_45) | (aroonu_14_4h_lt_85)) # 15m & 1h down move, 15m still not low enough & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_30) | (aroonu_14_15m < 15.0)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_35) | (aroonu_14_1h_lt_80)) # 15m & 1d down move, 15m still high, 1d downtrend & ((rsi_3_15m_gt_30) | (rsi_3_1d_gt_30) | (rsi_14_15m_lt_40) | (roc_9_1d_gt_neg_50)) # 15m & 1h & 1d down move, 1h high & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_35) | (rsi_3_1d_gt_35) | (aroonu_14_1h_lt_70)) # 1h down move, 1h still not low enough, 1d high & ((rsi_3_1h_gt_3) | (aroonu_14_1h_lt_20) | (aroonu_14_1d_lt_90)) # 1h & 4h down move & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_10)) # 1h & 4h down move, 4h downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_15) | (roc_9_4h_gt_neg_30)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_30)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_5) | (rsi_3_1d_gt_45) | (aroonu_14_1d_lt_80)) # 1h down move, 4h high & ((rsi_3_1h_gt_5) | (aroonu_14_4h_lt_70)) # 1h down move, 1d still high & ((rsi_3_1h_gt_5) | (stochrsi_k_1d_lt_50)) # 1h & 4h & 1d down move, 1d still not low enough, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_35) | (stochrsi_k_1d_lt_30) | (stochrsi_k_1d_lt_20)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (rsi_14_4h_lt_30)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_30) | (rsi_14_4h_lt_40)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_30)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_35) | (roc_9_1d_lt_50)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_45) | (aroonu_14_4h_lt_70)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_40)) # 1h & 1d down move, 4h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_25) | (stochrsi_k_4h_lt_30)) # 1h & 1d down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_30) | (aroonu_14_4h_lt_50)) # 1h & 1d down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_45) | (rsi_14_4h_lt_40)) # 1h down move, 1h still high & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_50)) # 1h down move, 4h still high, 1d high & ((rsi_3_1h_gt_10) | (aroonu_14_4h_lt_60) | (aroonu_14_1d_lt_90)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_10) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_30)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_10) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_10)) # 1h & 4h down move, 1d stll high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (rsi_14_1d_lt_40)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_30)) # 1h & 4h & 1d down move, 1d still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_35) | (aroonu_14_1d_lt_40)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_30)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (roc_9_1d_lt_50)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_25)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_30) | (stochrsi_k_1d_lt_80)) # 1h & 4h down move, 1h & 4h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_40) | (rsi_14_1h_lt_40) | (rsi_14_4h_lt_50)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_50)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_40)) # 1h & 4h & 1d down move, 1d high & overbought & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_60) | (rsi_3_1d_gt_60) | (aroonu_14_1d_lt_60) | (roc_9_1d_lt_20)) # 1h & 1d down move, 1d still high & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_15) | (aroonu_14_1d_lt_50)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_40) | roc_9_1d_lt_50) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_70) | (roc_9_4h_gt_neg_20)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_30)) # 1h down move, 4h high & ((rsi_3_1h_gt_15) | (stochrsi_k_4h_lt_70)) # 1h & 4h down move, 1h still not low enough & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_1h_lt_30)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_14_4h_lt_40)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_50)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (roc_9_1d_gt_neg_30)) # 1h & 4h down move, 4h still not low enough, 1d downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_35) | (rsi_14_4h_lt_30) | (roc_9_1d_gt_neg_40)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_35) | (aroonu_14_1d_lt_80)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_45) | (aroonu_14_4h < 65.0)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_70)) # 1h down move, 1h still high, 1d high & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_40) | (aroonu_14_1d_lt_90)) # 4h down move, 4h still high, 1d high & ((rsi_3_4h_gt_20) | (aroonu_14_4h_lt_50) | (aroonu_14_1d_lt_100)) # 1h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_25)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_50) | (stochrsi_k_1d_lt_80)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_35) | (aroonu_14_1h_lt_40)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_70)) # 1h & 4h & 1d down move, 1h still high, 1d high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_45) | (rsi_3_1d_gt_60) | (aroonu_14_1h_lt_40) | (aroonu_14_1d_lt_90)) # 1h down move, 15m still not low enough, 4h high & ((rsi_3_1h_gt_25) | (rsi_14_15m_lt_30) | (stochrsi_k_4h_lt_60)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_50)) # 1h down move, 1h high & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_60)) # 1h down move, 4h high & ((rsi_3_1h_gt_25) | (aroonu_14_4h_lt_80)) # 1h & 4h & 1d down move, 4h still high, 4h downtrend & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_4h_lt_40) | (roc_9_4h_gt_neg_30)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_30) | (rsi_3_1d_gt_45) | (aroonu_14_1d_lt_80)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_100) | (roc_9_1d_gt_neg_30)) # 1h down move, 4h high & ((rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_90)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_55) | (aroonu_14_4h_lt_80)) # 1h & 4h down move, 4h high, 1d high & overbought & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_65) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_20)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_65) | (stochrsi_k_4h_lt_90)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_90)) # 1h down move, 4h high, 4h downtrend & ((rsi_3_1h_gt_35) | (aroonu_14_4h_lt_70) | (cmf_20_4h_gt_neg_0_30)) # 1h down move, 1d high, 4h overbought & ((rsi_3_1h_gt_35) | (aroonu_14_1d_lt_90) | (roc_9_4h_lt_40)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_40) | (rsi_3_4h_gt_55) | (stochrsi_k_4h_lt_90)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_20)) # 1h & 1d down move, 1d downtrend, 1d high & ((rsi_3_1h_gt_45) | (rsi_3_1d_gt_55) | (cmf_20_1d_gt_neg_0_30) | (aroonu_14_1d_lt_80)) # 1h & 1d down move, 4h & 1d high, 4h overbought & ((rsi_3_1h_gt_45) | (rsi_3_1d_gt_55) | (stochrsi_k_4h_lt_80) | (stochrsi_k_1d_lt_80) | (roc_9_4h_lt_20)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 1h down move, 1h overbought & ((rsi_3_1h_gt_50) | (roc_9_1h_lt_40)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_70)) # 4h down move, 1h & 4h downtrend & ((rsi_3_4h_gt_5) | (roc_9_1h_gt_neg_15) | (roc_9_4h_gt_neg_20)) # 4h & 1d down move & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_20)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_10) | (rsi_3_1d > 50.0) | (aroonu_14_1d_lt_90)) # 4h down move, 4h & 1d still high & ((rsi_3_4h_gt_10) | (aroonu_14_4h_lt_50) | (aroonu_14_1d_lt_50)) # 4h & 1d down move, 1d low & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_25) | (cmf_20_1d_gt_neg_0_20)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_50)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_50) | (roc_9_1d_lt_40)) # 4h & 1d down move, 1d high & overbought & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_55) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_30)) # 4h down move, 4h still not low enough, 1d downtrend & ((rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_30) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_20) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 1d high & overbought & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_20)) # 4h down move, 4h high & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_90)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_35) | (aroonu_14_4h_lt_60) | (stochrsi_k_1d_lt_90)) # 4h down move, 1d high, 4h overbought & ((rsi_3_4h_gt_45) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_10)) # 4h down move, 4h overbought & ((rsi_3_4h_gt_60) | (roc_9_4h_lt_40)) # 1d down move, 4h & 1d downtrend & ((rsi_3_1d_gt_10) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 15m down move, 1d high, 1d downtrend & ((rsi_3_1d_gt_15) | (aroonu_14_1d_lt_70) | (roc_9_1d_gt_neg_40)) # 1d down move, 1d still high, 1d downtrend & ((rsi_3_1d_gt_20) | (aroonu_14_1d_lt_50) | (roc_9_1d_gt_neg_30)) # 1d down move, 1d high, 1d downtrend & ((rsi_3_1d_gt_25) | (aroonu_14_1d_lt_80) | (roc_9_1d_gt_neg_30)) # 1d down move, 1h high, 1h overbought, 1d downtrend & ((rsi_3_1d_gt_30) | (aroonu_14_1h_lt_70) | (roc_9_1h_lt_10) | (roc_9_1d_gt_neg_40)) # 4h & 1d downtrend, 1h high & ((cmf_20_4h_gt_neg_0_20) | (cmf_20_1d_gt_neg_0_30) | (aroonu_14_1h_lt_70)) # 4h & 1d downtrend, 1d high & ((cmf_20_4h_gt_neg_0_20) | (cmf_20_1d_gt_neg_0_30) | (aroonu_14_1d_lt_70)) # 4h & 1d high, 4h overbought & ((aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_20)) # 4h high, 1h overbought & ((aroonu_14_4h_lt_80) | (roc_9_1h_lt_40)) # 4h high, 4h overbought & ((aroonu_14_4h_lt_80) | (roc_9_4h_lt_40)) # 4h high, 1h overbought & ((stochrsi_k_4h_lt_70) | (roc_9_1h_lt_40)) # 4h high, 4h overbought & ((stochrsi_k_4h_lt_70) | (roc_9_4h_lt_40)) # 4h high, 4h overbought, 1d downtrend & ((stochrsi_k_4h_lt_90) | (roc_9_4h_lt_20) | (roc_9_1d_gt_neg_20)) # 1d green, 4h down move, 4h still high & ((change_pct_1d_lt_40) | (rsi_3_4h_gt_35) | (aroonu_14_4h_lt_40)) # 4h top wick, 1h down move, 1h still high & ((top_wick_pct_4h < 20.0) | (rsi_3_1h_gt_45) | (aroonu_14_1h_lt_50)) # pump, drop but not yet near the previous lows & ( (((high_max_6_1d - low_min_6_1d) / low_min_6_1d) < 2.0) | (close > (high_max_12_4h * 0.50)) | (close < (low_min_24_4h * 1.05)) ) # 1d overbought, drop but not yet near the previous lows & (roc_9_1d_lt_50 | (close > (high_max_6_1d * 0.70)) | (close < (low_min_12_1d * 1.25))) # 1d overbought, drop but not yet near the previous lows & ( (((high_max_12_1d - low_min_12_1d) / low_min_12_1d) < 2.5) | (close > (high_max_6_1d * 0.60)) | (close < (low_min_12_1d * 1.25)) ) # big drop in the last 2 days, 1d down move & ((close > (high_max_12_4h * 0.30)) | (rsi_3_1d_gt_30)) # big drop in the last 12 days, 1h down move & ((close > (high_max_12_1d * 0.30)) | rsi_3_1h_gt_20) # big drop in the last 12 days, 4h still high & ((close > (high_max_12_1d * 0.40)) | (stochrsi_k_4h_lt_50)) # big drop in the last 20 days, 1h down move & ((close > (high_max_20_1d * 0.40)) | (rsi_3_1h_gt_10)) # big drop in the last 20 days, 4h down move & ((close > (high_max_20_1d * 0.10)) | (rsi_3_4h_gt_25)) # big drop in the last 30 days, 4h down move & ((close > (high_max_30_1d * 0.40)) | (rsi_3_4h_gt_15)) # big drop in the last 30 days, 4h still not low enough & ((close > (high_max_30_1d * 0.25)) | (stochrsi_k_4h_lt_30)) ) # Logic long_entry_logic.append( (rsi_3_lt_40) & (rsi_3_15m_lt_50) & (willr_14_15m < -50.0) & (aroonu_14_15m_lt_25) & (stochrsi_k_15m_lt_20) & (willr_84_1h < -70.0) & (stochrsi_k_1h_lt_20) & (bbb_20_2_0_1h > 12.0) & (close_max_48 >= (close * 1.10)) ) # Condition #47 - Trend Reversal mode (Long). if long_entry_condition_index == 47: # --- Protections --- long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( ((rsi_3 > 5.0) | (rsi_3_1h > 10.0) | (aroonu_14_1h < 30.0)) & ((rsi_3 > 5.0) | (rsi_3_4h > 20.0) | (aroonu_14_4h < 40.0)) & ((rsi_3_15m > 5.0) | (rsi_3_1h > 5.0) | (rsi_3_4h > 10.0)) & ((rsi_3_15m > 10.0) | (rsi_3_1h > 25.0) | (aroonu_14_15m < 40.0)) & ((rsi_3_1h > 5.0) | (aroonu_14_1h < 20.0)) & ((rsi_3_1h > 10.0) | (rsi_3_4h > 15.0) | (rsi_14_4h < 40.0)) & ((rsi_3_4h > 15.0) | (aroonu_14_4h < 50.0) | (roc_9_1d > -30.0)) & ((roc_9_1d > -15.0) | (rsi_14_1h > 45.0)) & ((roc_9_1d > -10.0) | (rsi_14_4h > 40.0) | (cmf_20_1h > 0.0)) & ((rsi_14_1h > 40.0) | (bbp_20_2_0_4h > 0.20)) & ((rsi_3_1h > 30.0) | (rsi_3_1d > 20.0) | (rsi_14_1h > 45.0)) & ((cmf_20_1h > -0.10) | (cmf_20_4h > -0.10) | (rsi_14_1h > 50.0)) & ((close > (close_min_48 * 1.02)) | (rsi_14_4h > 40.0) | (rsi_3_1h > 40.0)) & ((willr_14_1h > -80.0) | (roc_9_1d > -8.0) | (cmf_20_4h > 0.0)) ######################################################################################################## # 15m down move, 15m high & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_100)) # 15m & 1h & 4h down move, 15m still high, 1h high & ((rsi_3_15m_gt_50) | (rsi_3_1h_gt_55) | (rsi_3_1d_gt_55) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_90)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_50) | (rsi_3_1h_gt_60) | (aroonu_14_15m_lt_100)) # 15m & 1h down move, 1h high, 1d still high & ((rsi_3_15m_gt_50) | (rsi_3_1h_gt_60) | (aroonu_14_1h_lt_80) | (stochrsi_k_1d_lt_50)) # 15m & 1h down move, 15m still high, 4h high & ((rsi_3_15m_gt_55) | (rsi_3_1h_gt_55) | (stochrsi_k_15m_lt_50) | (stochrsi_k_4h_lt_70)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_35) | (stochrsi_k_15m_lt_70)) # 1h & 1d down move, 1d overbought & ((rsi_3_1h_gt_30) | (rsi_3_1d_gt_40) | (roc_9_1d_lt_50)) # 1h & 1d down move, 1h high, 1d overbought & ((rsi_3_1h_gt_30) | (rsi_3_1d_gt_65) | (aroonu_14_1h_lt_60) | (roc_9_1d_lt_30)) # 1h & 1d down move, 15m still high, 1h high & ((rsi_3_1h_gt_30) | (rsi_3_1d_gt_60) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_100)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_80) | (aroonu_14_1d_lt_80)) # 1h & 4h down move, 15m & 4h high & ((rsi_3_1h_gt_40) | (rsi_3_4h_gt_40) | (stochrsi_k_15m_lt_50) | (stochrsi_k_4h_lt_50)) # 1h down move, 1h high, 1d high & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_100) | (stochrsi_k_1d_lt_80)) # 1h & 4h down move, 4h & 1d high & ((rsi_3_1h_gt_40) | (rsi_3_4h_gt_45) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100)) # 1h down move, 15m high, 1d overbought & ((rsi_3_1h_gt_40) | (aroonu_14_15m_lt_100) | (roc_9_1d_lt_20)) # 1h down move, 1h high, 1d high & ((rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_60) | (stochrsi_k_1d_lt_90)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_45) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_80)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_45) | (rsi_3_4h_gt_50) | (stochrsi_k_15m_lt_80)) # 1h & 4h down move, 1h high, 4h high & ((rsi_3_1h_gt_45) | (rsi_3_4h_gt_60) | (aroonu_14_1h_lt_80) | (stochrsi_k_1h_lt_60)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_45) | (rsi_3_1d_gt_45) | (aroonu_14_1h_lt_90)) # 1h & 1d down move, 15m high & ((rsi_3_1h_gt_45) | (rsi_3_1d_gt_50) | (aroonu_14_15m_lt_100)) # 1h down mov, 4h high & overbought & ((rsi_3_1h_gt_45) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10)) # 1h & 4h & 1d down move, 15m still high, 1h high & ((rsi_3_1h_gt_50) | (rsi_3_4h_gt_50) | (rsi_3_1d_gt_50) | (stochrsi_k_15m_lt_50) | (stochrsi_k_1h_lt_60)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_50) | (rsi_3_4h_gt_55) | (aroonu_14_1h_lt_80)) # 1h & 1d down move, 15m high, 1h high & ((rsi_3_1h_gt_50) | (rsi_3_1d_gt_50) | (aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_100)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_100)) # 1h down move, 1h high, 4h high & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_80) | (stochrsi_k_4h_lt_90)) # 1h down move, 4h & 1d high, 4h overbought & ((rsi_3_1h_gt_50) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_20)) # 1h down mov, 4h high & overbought & ((rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_40)) # 1h & 4h down move, 15m still high, 1h high & ((rsi_3_1h_gt_55) | (rsi_3_4h_gt_65) | (aroonu_14_15m_lt_40) | (stochrsi_k_1h_lt_80)) # 1h & 1d down move, 1h & 1d high & ((rsi_3_1h_gt_55) | (rsi_3_1d_gt_55) | (stochrsi_k_1h_lt_70) | (stochrsi_k_1d_lt_80)) # 1h & 1d down move, 4h high, 1d high & ((rsi_3_1h_gt_55) | (rsi_3_1d_gt_55) | (stochrsi_k_4h_lt_90) | (stochrsi_k_1d_lt_70)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_55) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_30)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_55) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100)) # 1h down move, 1h high, 1h & 4h overbought & ((rsi_3_1h_gt_55) | (aroonu_14_1h_lt_80) | (roc_9_1h_lt_10) | (roc_9_4h_lt_10)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_55) | (aroonu_14_1h_lt_90) | (roc_9_1d_gt_neg_20)) # 1h down move, 1h high, 4h high & overbought & ((rsi_3_1h_gt_55) | (aroonu_14_1h_lt_90) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_10)) # 1h down move, 1h high, 1d high & ((rsi_3_1h_gt_55) | (aroonu_14_1h_lt_90) | (stochrsi_k_1d_lt_90)) # 1h down move, 1h high, 4h high & ((rsi_3_1h_gt_55) | (aroonu_14_1h_lt_100) | (stochrsi_k_4h_lt_70)) # 1h & 4h down move, 1h high, 1d high & overbought & ((rsi_3_1h_gt_60) | (rsi_3_4h_gt_60) | (aroonu_14_1h_lt_80) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_10)) # 1h & 4h down move, 4h & 1d high & ((rsi_3_1h_gt_60) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_60) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_90)) # 1h & 4h down move, 4h & 1d high & ((rsi_3_1h_gt_60) | (rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_70) | (stochrsi_k_1d_lt_70)) # 1h & 4h down move, 1h high, 1d high & ((rsi_3_1h_gt_60) | (rsi_3_4h_gt_65) | (aroonu_14_1h_lt_80) | (stochrsi_k_1d_lt_90)) # 1h down move, 15m high, 1d high & ((rsi_3_1h_gt_65) | (stochrsi_k_15m_lt_60) | (stochrsi_k_1d_lt_90)) # 1h down move, 1h & 4h high, 1d high & ((rsi_3_1h_gt_60) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_70) | (stochrsi_k_1d_lt_80)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_60) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_30)) # 1h down move, 1h still high, 4h high & overbought & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_40) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_40)) # 1h & 1d down move, 1h high, 4h high & overbought & ((rsi_3_1h_gt_65) | (rsi_3_1d_gt_65) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_10)) # 1h down move, 15m still high, 1h high, 1d high & ((rsi_3_1h_gt_65) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_80) | (stochrsi_k_1d_lt_80)) # 1h down move, 1h high, 1d high & overbought & ((rsi_3_1h_gt_65) | (aroonu_14_1h_lt_80) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_20)) # 4h down move, 15m high & ((rsi_3_4h_gt_15) | (aroonu_14_15m_lt_100)) # 4h & 1d down move, 15m & 1h still high & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (stochrsi_k_15m_lt_50) | (stochrsi_k_1h_lt_50)) # 4h & 1d down move, 1d high & overbought & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_50) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_30)) # 4h & 1d down move, 1h high, 15m still high & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_80) | (stochrsi_k_15m_lt_40)) # 4h & 1d down move, 15m still high, 1h high & ((rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_90)) # 4h down move, 1h & 1d high & ((rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_80) | (stochrsi_k_1d_lt_80)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_35) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_15)) # 4h down move, 1d high, 4h & 1d overbought & ((rsi_3_4h_gt_35) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_10) | (roc_9_1d_lt_20)) # 4h down mov, 15m high, 4h overbought & ((rsi_3_4h_gt_35) | (stochrsi_k_15m_lt_80) | (roc_9_4h_lt_10)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_35) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_50)) # 4h & 1d down move, 1h & 1d high & ((rsi_3_4h_gt_40) | (rsi_3_1d_gt_60) | (aroonu_14_1h_lt_80) | (aroonu_14_1d_lt_80)) # 4h down move, 15m high, 4h high & ((rsi_3_4h_gt_40) | (aroonu_14_15m_lt_100) | (aroonu_14_4h_lt_70)) # 4h down move, 4h high, 1d overbought & ((rsi_3_4h_gt_50) | (aroonu_14_4h_lt_70) | (stochrsi_k_1d_lt_80)) # 4h down move, 4h high, 1d high & ((rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_70) | (stochrsi_k_1d_lt_90)) # 4h down move, 4h high, 1d overbought & ((rsi_3_4h_gt_55) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_15)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_60) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_30)) # 4h down mov, 4h high & overbought & ((rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_40)) # 4h down move, 1d high, 4h downtrend & ((rsi_3_4h_gt_60) | (stochrsi_k_1d_lt_90) | (roc_9_4h_gt_neg_20)) # 4h down move, 1h high, 4h overbought & ((rsi_3_4h_gt_65) | (aroonu_14_1h_lt_90) | (stochrsi_k_1h_lt_90) | (roc_9_4h_lt_15)) # 4h down move, 4h high & ((rsi_3_4h_gt_65) | (aroonu_14_4h_lt_80) | (stochrsi_k_4h_lt_80)) # 1d down move, 1h high & ((rsi_3_1d_gt_15) | (aroonu_14_1h_lt_70) | (stochrsi_k_1h_lt_70)) # 1d down move, 1h high, 4h high & ((rsi_3_1d_gt_20) | (aroonu_14_1h_lt_80) | (stochrsi_k_4h_lt_70)) # 1d down move, 1d downtrend, 1h high, 4h still high & ((rsi_3_1d_gt_30) | (cmf_20_1d_gt_neg_0_25) | (aroonu_14_1h_lt_80) | (stochrsi_k_4h_lt_40)) # 1d down move, 1h high & ((rsi_3_1d_gt_30) | (aroonu_14_1h_lt_90) | (stochrsi_k_1h_lt_90)) # 1d down move, 15m high, 1d high & ((rsi_3_1d_gt_35) | (aroonu_14_15m_lt_100) | (stochrsi_k_1d_lt_70)) # 1d down move, 1d high, 1h high & ((rsi_3_1d_gt_35) | (aroonu_14_1d_lt_70) | (stochrsi_k_1h_lt_80)) # 1d down move, 15m high, 1d high & ((rsi_3_1d_gt_45) | (aroonu_14_15m_lt_60) | (stochrsi_k_1d_lt_80)) # 1d down move, 1d downtrend, 1h high & ((rsi_3_1d_gt_50) | (cmf_20_1d_gt_neg_0_40) | (aroonu_14_1h_lt_80) | (stochrsi_k_1h_lt_90)) # 1d down move, 1h high, 1d high & ((rsi_3_1d_gt_55) | (aroonu_14_1h_lt_80) | (stochrsi_k_1d_lt_70)) # 1d down move, 1h & 4h high & ((rsi_3_1d_gt_65) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100)) # 1h downtrend, 4h high & ((cmf_20_1h_gt_neg_0_25) | (aroonu_14_4h_lt_80) | (stochrsi_k_4h_lt_70)) # 15m still high, 1h high & ((aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_90) | (stochrsi_k_1h_lt_80)) # 15m & 4h high & ((aroonu_14_15m_lt_100) | (aroonu_14_4h_lt_100)) # 15m high, 1h high & ((aroonu_14_15m_lt_100) | (stochrsi_k_1h_lt_90)) # 15m high, 4h high & ((aroonu_14_15m_lt_100) | (stochrsi_k_4h_lt_70)) # 1h high, 1h & 1d downtrend & ((aroonu_14_1h_lt_90) | (cmf_20_1h_gt_neg_0_30) | (cmf_20_1d_gt_neg_0_40)) # 1h & 4h high, 1h overbought & ((aroonu_14_1h_lt_90) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_10)) # 4h & 1d high, 4h & 1d overbought & ((stochrsi_k_4h_lt_80) | (stochrsi_k_1d_lt_80) | (roc_9_4h_lt_10) | (roc_9_1d_lt_20)) ) # --- Logic --- long_entry_logic.append( (rsi_14 > 40.0) & (rsi_14 < 65.0) & (rsi_14_15m > 35.0) & (rsi_14_1h > 35.0) & (rsi_14_1h < 60.0) & (aroonu_14 > 50.0) & (aroonu_14_15m > 25.0) & (stochrsi_k > 20.0) & (stochrsi_k < 80.0) & (roc_9_1d > -25.0) & (obv_change_pct > 0.0) & (ema_12 > ema_26) & (np_shift(ema_12, 3) < np_shift(ema_26, 3)) & (ema_12_4h < ema_200_4h) & (close > close_min_48) & (close < (close_max_48 * 0.97)) ) # Condition #48 - Market-order bubble on a 15m trend pullback (Long, experimental). if long_entry_condition_index == 48: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m & 15m down move, 1d high ((rsi_3_gt_15) | (rsi_3_15m_gt_10) | (stochrsi_k_1d_lt_70)) # 5m & 15m down move, 4h high & ((rsi_3_gt_15) | (rsi_3_15m_gt_30) | (stochrsi_k_4h_lt_80)) # 5m & 15m down move, 15m high & ((rsi_3_gt_15) | (rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_60)) # 5m & 4h down move, 1h still not low enough & ((rsi_3_gt_15) | (stochrsi_k_1h_lt_20) | (rsi_3_4h_gt_50)) # 5m & 4h down move, 1h still not low enough & ((rsi_3_gt_15) | (stochrsi_k_1h_lt_30) | (rsi_3_4h_gt_60)) # 5m still not low enough, 4h & 1d high & ((aroonu_14_lt_25) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_80)) # 5m & 1h still not low enough, 15m down move & ((aroonu_14_lt_25) | (rsi_3_15m_gt_20) | (aroonu_14_1h_lt_20)) # 5m still not low enough, 15m down move, 4h high & ((aroonu_14_lt_25) | (rsi_3_15m_gt_20) | (aroonu_14_4h_lt_70)) # 5m & 15m still not low enough, 15m down move & ((aroonu_14_lt_25) | (rsi_3_15m_gt_20) | (stochrsi_k_15m_lt_30)) # 5m still not low enough, 15m down move & high & ((aroonu_14_lt_25) | (rsi_3_15m_gt_40) | (stochrsi_k_15m_lt_60)) # 5m still not low enough, 1h down move & still high & ((aroonu_14_lt_25) | (rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_50)) # 5m still not low enough, 1h & 4h still high & ((aroonu_14_lt_25) | (stochrsi_k_1h_lt_40) | (stochrsi_k_4h_lt_40)) # 5m still not low enough, 15m down move & ((aroonu_14_lt_25) | (stochrsi_k_lt_30) | (rsi_3_15m_gt_50)) # 5m still not low enough, 4h & 1d high & ((aroonu_14_lt_30) | (aroonu_14_4h_lt_60) | (stochrsi_k_1d_lt_90)) # 5m still not low enough, 15m & 4h down move & ((aroonu_14_lt_30) | (rsi_3_15m_gt_50) | (rsi_3_4h_gt_50)) # 5m still not low enough, 15m still high, 1h down move & ((aroonu_14_lt_30) | (stochrsi_k_15m_lt_40) | (rsi_3_1h_gt_40)) # 5m still not low enough, 15m still high, 4h high & ((aroonu_14_lt_30) | (stochrsi_k_15m_lt_50) | (stochrsi_k_4h_lt_60)) # 5m still not low enough, 1h high, 1d overbought & ((aroonu_14_lt_30) | (stochrsi_k_1h_lt_60) | (roc_9_1d_lt_20)) # 5m still not low enough, 15m high & ((aroonu_14_lt_30) | (stochrsi_k_lt_30) | (stochrsi_k_15m_lt_80)) # 5m still not low enough, 15m high, 1d overbought & ((stochrsi_k_lt_20) | (aroonu_14_15m_lt_80) | (roc_9_1d_lt_10)) # 5m still not low enough, 1h & 4h high & ((stochrsi_k_lt_20) | (aroonu_14_1h_lt_60) | (stochrsi_k_4h_lt_60)) # 5m still not low enough, 1h & 1d high & ((stochrsi_k_lt_20) | (aroonu_14_1h_lt_80) | (stochrsi_k_1d_lt_90)) # 5m still not low enough, 15m & 1h down move & ((stochrsi_k_lt_20) | (rsi_3_15m_gt_10) | (rsi_3_1h_gt_20)) # 5m still not low enough, 15m down move & high & ((stochrsi_k_lt_20) | (rsi_3_15m_gt_30) | (aroonu_14_15m_lt_60)) # 5m still not low enough, 15m down move, 1d high & ((stochrsi_k_lt_20) | (rsi_3_15m_gt_30) | (aroonu_14_1d_lt_90)) # 5m still not low enough, 15m down move, 4h high & ((stochrsi_k_lt_20) | (rsi_3_15m_gt_50) | (stochrsi_k_4h_lt_80)) # 5m still not low enough, 1h down move & still high & ((stochrsi_k_lt_20) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_50)) # 5m still not low enough, 4h down move, 1d high & ((stochrsi_k_lt_20) | (rsi_3_4h_gt_40) | (stochrsi_k_1d_lt_80)) # 5m & 1h still not low enough, 4h still high & ((stochrsi_k_lt_20) | (stochrsi_k_1h_lt_30) | (stochrsi_k_4h_lt_50)) # 5m still not low enough, 4h still high, 1d high & ((stochrsi_k_lt_20) | (stochrsi_k_4h_lt_40) | (stochrsi_k_1d_lt_70)) # 5m still not low enough, 4h high, 1d overbought & ((stochrsi_k_lt_20) | (stochrsi_k_4h_lt_70) | (roc_9_1d_lt_60)) # 5m still not low enough, 4h high & overbought & ((stochrsi_k_lt_20) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_5)) # 5m still not low enough, 15m still high, 4h high & ((stochrsi_k_lt_30) | (aroonu_14_15m_lt_40) | (stochrsi_k_4h_lt_70)) # 5m still not low enough, 15m & 1d high & ((stochrsi_k_lt_30) | (aroonu_14_15m_lt_60) | (stochrsi_k_1d_lt_90)) # 5m & 1h still not low enough, 4h high & ((stochrsi_k_lt_30) | (aroonu_14_1h_lt_20) | (stochrsi_k_4h_lt_60)) # 5m still not low enough, 1h & 1d high & ((stochrsi_k_lt_30) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_80)) # 5m still not low enough, 4h high, 1d overbought & ((stochrsi_k_lt_30) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_20)) # 5m & 15m still not low enough, 15m down move & ((stochrsi_k_lt_30) | (rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_30)) # 5m still low, 15m momentum rising, 4h downtrend, 1d not at a new high & ((willr_14 > -50) | (rsi_14_change_pct_15m < 3) | (aroond_14_4h_lt_25) | (aroonu_14_1d > 95)) # 15m down move & still not low enough, 4h still high & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_20) | (stochrsi_k_4h_lt_50)) # 15m down move, 1h still not low enough, 1d overbought & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_20) | (roc_9_1d_lt_10)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_10) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_25)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_10) | (stochrsi_k_4h_lt_60) | (roc_9_1d_lt_15)) # 15m & 4h down move, 1h still not low enough & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_20) | (rsi_3_4h_gt_60)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_80)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_40)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_80)) # 15m & 4h down move, 1d overbought & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_60) | (roc_9_1d_lt_80)) # 15m down move, 4h still high, 1d overbought & ((rsi_3_15m_gt_20) | (stochrsi_k_4h_lt_40) | (roc_9_1d_lt_20)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_30) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_60)) # 15m & 1d down move, 1h still not low enough & ((rsi_3_15m_gt_30) | (aroonu_14_1h_lt_20) | (rsi_3_1d_gt_55)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_80)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_50)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_30) | (stochrsi_k_15m_lt_50) | (rsi_3_1h_gt_50)) # 15m & 1d down move, 15m high & ((rsi_3_15m_gt_30) | (stochrsi_k_15m_lt_60) | (rsi_3_1d_gt_65)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_40) | (aroonu_14_15m_lt_70) | (rsi_3_1h_gt_45)) # 15m down move, 1h high & still not low enough & ((rsi_3_15m_gt_40) | (aroonu_14_1h_lt_80) | (stochrsi_k_1h_lt_30)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_70)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_40) | (rsi_3_4h_gt_50) | (stochrsi_k_1d_lt_90)) # 15m & 1h down move, 15m still not low enough & ((rsi_3_15m_gt_50) | (aroonu_14_15m_lt_20) | (rsi_3_1h_gt_40)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_50) | (aroonu_14_1h_lt_50) | (rsi_3_4h_gt_50)) # 15m & 1h down move, 15m still not low enough & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_20) | (rsi_3_1h_gt_20)) # 15m down move & high, 1h still not low enough & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_20)) # 15m down move, 15m & 4h high & ((rsi_3_15m_gt_55) | (aroonu_14_15m_lt_60) | (stochrsi_k_4h_lt_90)) # 15m still not low enough, 1h & 1d high & ((aroonu_14_15m_lt_20) | (aroonu_14_1h_lt_60) | (aroonu_14_1d_lt_80)) # 15m still not low enough, 1h & 4h high & ((aroonu_14_15m_lt_20) | (aroonu_14_1h_lt_60) | (stochrsi_k_4h_lt_60)) # 15m still not low enough, 1h & 4h down move & ((aroonu_14_15m_lt_20) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_50)) # 15m still not low enough, 1h down move, 1d high & ((aroonu_14_15m_lt_20) | (rsi_3_1h_gt_50) | (aroonu_14_1d_lt_90)) # 15m still not low enough, 4h down move & high & ((aroonu_14_15m_lt_20) | (rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_90)) # 15m still not low enough, 1d high & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_lt_20) | (stochrsi_k_1d_lt_90)) # 15m still high, 1h still not low enough, 1d high & ((aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_20) | (stochrsi_k_1d_lt_80)) # 15m still high, 4h & 1d high & ((aroonu_14_15m_lt_40) | (aroonu_14_4h_lt_60) | (aroonu_14_1d_lt_80)) # 15m still high, 1h down move, 4h overbought & ((aroonu_14_15m_lt_40) | (rsi_3_1h_gt_30) | (roc_9_4h_lt_15)) # 15m & 1h high, 1h down move & ((aroonu_14_15m_lt_60) | (rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_80)) # 15m high, 1h still not low enough, 1d overbought & ((aroonu_14_15m_lt_60) | (stochrsi_k_1h_lt_30) | (roc_9_1d_lt_10)) # 15m high, 4h down move, 1d overbought & ((aroonu_14_15m_lt_80) | (rsi_3_4h_gt_40) | (roc_9_1d_lt_15)) # 15m & 4h high, 4h down move & ((aroonu_14_15m_lt_80) | (rsi_3_4h_gt_65) | (stochrsi_k_4h_lt_90)) # 15m high, 1h still high, 4h down move & ((aroonu_14_15m_lt_80) | (stochrsi_k_1h_lt_50) | (rsi_3_4h_gt_60)) # 15m still not low enough, 1h down move, 4h high & ((stochrsi_k_15m_lt_20) | (rsi_3_1h_gt_30) | (aroonu_14_4h_lt_60)) # 15m still not low enough, 1h down move, 1d overbought & ((stochrsi_k_15m_lt_20) | (rsi_3_1h_gt_40) | (roc_9_1d_lt_10)) # 15m still not low enough, 1h & 1d down move & ((stochrsi_k_15m_lt_20) | (rsi_3_1h_gt_40) | (rsi_3_1d_gt_60)) # 15m still not low enough, 4h down move & high & ((stochrsi_k_15m_lt_20) | (rsi_3_4h_gt_65) | (stochrsi_k_4h_lt_80)) # 15m still not low enough, 1h high, 4h still high & ((stochrsi_k_15m_lt_20) | (stochrsi_k_1h_lt_80) | (aroonu_14_4h_lt_40)) # 15m still not low enough, 4h & 1d high & ((stochrsi_k_15m_lt_20) | (stochrsi_k_4h_lt_90) | (aroonu_14_1d_lt_90)) # 15m still not low enough, 1d high & ((stochrsi_k_15m_lt_30) | (aroonu_14_1d_lt_90) | (stochrsi_k_1d_lt_90)) # 15m still not low enough, 4h & 1d high & ((stochrsi_k_15m_lt_30) | (aroonu_14_4h_lt_90) | (stochrsi_k_1d_lt_90)) # 15m still not low enough, 1h down move, 4h high & ((stochrsi_k_15m_lt_30) | (rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_80)) # 15m still not low enough, 4h down move, 1d high & ((stochrsi_k_15m_lt_30) | (rsi_3_4h_gt_50) | (stochrsi_k_1d_lt_90)) # 15m still high, 4h & 1d high & ((stochrsi_k_15m_lt_40) | (aroonu_14_4h_lt_60) | (stochrsi_k_1d_lt_80)) # 15m still high, 1h & 4h down move & ((stochrsi_k_15m_lt_40) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_40)) # 15m still high, 1h down move, 4h high & ((stochrsi_k_15m_lt_40) | (rsi_3_1h_gt_45) | (stochrsi_k_4h_lt_60)) # 15m still high, 1h down move, 4h high & ((stochrsi_k_15m_lt_50) | (rsi_3_1h_gt_50) | (aroonu_14_4h_lt_80)) # 15m high, 1h down move & still not low enough & ((stochrsi_k_15m_lt_60) | (rsi_3_1h_gt_30) | (aroonu_14_1h_lt_20)) # 15m high, 1h down move & still not low enough & ((stochrsi_k_15m_lt_60) | (rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_30)) # 15m high, 4h down move & still high & ((stochrsi_k_15m_lt_70) | (rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_50)) # 15m high, 1h still not low enough & ((stochrsi_k_15m_lt_80) | (aroonu_14_1h_lt_20) | (stochrsi_k_1h_lt_20)) # 15m & 1d high, 1h still high & ((stochrsi_k_15m_lt_80) | (aroonu_14_1h_lt_40) | (aroonu_14_1d_lt_80)) # 15m & 4h & 1d high & ((stochrsi_k_15m_lt_80) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_80)) # 1h down move & still not low enough, 1d overbought & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_20) | (roc_9_1d_lt_25)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_25) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_10)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_80) | (stochrsi_k_1d_lt_80)) # 1h down move & still not low enough, 4h high & ((rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_20) | (aroonu_14_4h_lt_80)) # 1h down move & still high, 1d overbought & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_40) | (roc_9_1d_lt_35)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_40) | (aroonu_14_1d_lt_60)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_35) | (stochrsi_k_4h_lt_80) | (stochrsi_k_1d_lt_70)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_80) | (rsi_3_1d_gt_55)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_40) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_60)) # 1h down move & still high, 4h high & ((rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_40) | (stochrsi_k_4h_lt_80)) # 1h still high, 4h down move & high & ((aroonu_14_1h_lt_40) | (rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_70)) # 1h & 4h high, 4h down move & ((aroonu_14_1h_lt_60) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_90)) # 1h & 1d high, 4h down move & ((aroonu_14_1h_lt_60) | (rsi_3_4h_gt_60) | (stochrsi_k_1d_lt_90)) # 1h high & still not low enough, 1d down move & ((aroonu_14_1h_lt_70) | (stochrsi_k_1h_lt_20) | (rsi_3_1d_gt_65)) # 1h & 4h & 1d high & ((aroonu_14_1h_lt_70) | (stochrsi_k_4h_lt_90) | (aroonu_14_1d_lt_80)) # 1h & 4h & 1d high & ((aroonu_14_1h_lt_90) | (stochrsi_k_4h_lt_60) | (aroonu_14_1d_lt_80)) # 1h still not low enough, 4h down move & high & ((stochrsi_k_1h_lt_20) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_90)) # 1h still not low enough, 4h down move & still high & ((stochrsi_k_1h_lt_20) | (rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_50)) # 1h still not low enough, 4h down move & high & ((stochrsi_k_1h_lt_30) | (rsi_3_4h_gt_65) | (stochrsi_k_4h_lt_70)) # 1h still high, 1d high & overbought & ((stochrsi_k_1h_lt_40) | (aroonu_14_1d_lt_60) | (roc_9_1d_lt_20)) # 1h still high, 4h high, 1d overbought & ((stochrsi_k_1h_lt_40) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_10)) # 1h still high, 4h down move, 1d high & ((stochrsi_k_1h_lt_40) | (rsi_3_4h_gt_50) | (aroonu_14_1d_lt_80)) # 1h still high, 4h & 1d down move & ((stochrsi_k_1h_lt_40) | (rsi_3_4h_gt_60) | (rsi_3_1d_gt_65)) # 1h still high, 4h down move & overbought & ((stochrsi_k_1h_lt_40) | (rsi_3_4h_gt_65) | (roc_9_4h_lt_5)) # 1h still high, 4h down move, 1d high & ((stochrsi_k_1h_lt_50) | (rsi_3_4h_gt_65) | (stochrsi_k_1d_lt_90)) # 1h still high, 4h & 1d high & ((stochrsi_k_1h_lt_50) | (stochrsi_k_4h_lt_70) | (aroonu_14_1d_lt_60)) # 1h & 4h high, 4h down move & ((stochrsi_k_1h_lt_70) | (rsi_3_4h_gt_65) | (aroonu_14_4h_lt_90)) # 4h down move & still high, 1d high & ((rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_40) | (stochrsi_k_1d_lt_90)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_50) | (aroonu_14_4h_lt_80) | (stochrsi_k_1d_lt_90)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_60) | (stochrsi_k_1d_lt_90)) # 4h & 1d high, 4h overbought & ((stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10) | (stochrsi_k_1d_lt_60)) ) # Logic long_entry_logic.append( # the 1d is rising and not floored — a 15m pullback inside a falling daily is a knife (roc_9_1d_gt_0) & (stochrsi_k_1d_gt_50) & (rsi_14_1d_gt_50) # 15m in an uptrend, price back at the 50 EMA but still above the 200 & (ema_50_15m > ema_200_15m) & (close <= (ema_50_15m * 1.002)) & (close > ema_200_15m) # a market-order bubble, and the buyers are the ones making it & (volume > large_bubble_thr) & (cvd_buy_vol > cvd_sell_vol) # 5m not high & (rsi_14 < 60.0) # 5m not extended & (change_pct < 0.35) ) # Condition #61 - Rebuy mode (Long). if long_entry_condition_index == 61: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m & 1h down move, 1h still not low enough ((rsi_3_gt_3) | (rsi_3_1h_gt_10) | (aroonu_14_1h_lt_30)) # 5m & 1h down move, 1d high & ((rsi_3_gt_3) | (rsi_3_1h_gt_20) | (aroonu_14_1d_lt_100)) # 5m & 4h down move, 4h high & ((rsi_3_gt_3) | (rsi_3_4h_gt_25) | aroonu_14_4h_lt_70) # 5m down move, 1d high & overbought & ((rsi_3_gt_3) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_100)) # 5m down move, 1d high & overbought & ((rsi_3_gt_3) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_20)) # 5m & 1h & 4h down move & ((rsi_3_gt_5) | (rsi_3_1h_gt_5) | (rsi_3_4h_gt_5)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_3) | (rsi_3_4h_gt_10)) # 15m & 1h & 4h down move, 1d still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_3) | (rsi_3_4h_gt_15) | (aroonu_14_1d_lt_50)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_3) | (rsi_14_4h_lt_40)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_3) | (aroonu_14_4h_lt_40)) # 15m & 1h down move, 4h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_5) | (stochrsi_k_4h_lt_20)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_3)) # 15m & 1h down move, 1d still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (rsi_14_1d_lt_50)) # 15m & 1h down move, 4h downtrend & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (cmf_20_4h_gt_neg_0_30)) # 15m & 1h down move, 1h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (aroonu_14_1h_lt_30)) # 15m & 1h down move, 1d still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (stochrsi_k_1d_lt_50)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (roc_9_1d_lt_40)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_20) | (roc_9_1d_lt_50)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_30) | (aroonu_14_1d_lt_80)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_40)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_45) | (aroonu_14_1h_lt_80)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_80)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_40) | (rsi_14_4h_lt_40)) # 15m down move, 15m downtrend. 4h high & ((rsi_3_15m_gt_3) | (cmf_20_15m_gt_neg_0_50) | (aroonu_14_4h_lt_60)) # 15m down move, 15m still not low enough & ((rsi_3_15m_gt_3) | (aroonu_14_15m_lt_30)) # 15m down move, 4h high & ((rsi_3_15m_gt_3) | (aroonu_14_4h_lt_80)) # 15m down move, 4h & 1d downtrend & ((rsi_3_15m_gt_3) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_20) | (stochrsi_k_1h_lt_40)) # 15m & 1h & 4h down move, 1h still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_80)) # 15m & 4h down move, 1h downtrend & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_10) | (roc_9_1h_gt_neg_20)) # 15m & 4h & 1d down move, 1h still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_15) | (stochrsi_k_1h_lt_50)) # 15m & 4h down move, 1d overbought & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_15) | (roc_9_1d_lt_70)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_20) | (stochrsi_k_1h_lt_80)) # 15m down move, 15m still low, 4h still high & ((rsi_3_15m_gt_5) | (aroonu_14_15m_lt_20) | (aroonu_14_4h_lt_50)) # 15m down move, 15m still high & ((rsi_3_15m_gt_5) | (aroonu_14_15m_lt_50)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_5) | (aroonu_14_1h_lt_70) | (roc_9_1h_lt_10)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_5) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_100)) # 15m down move, 1h & 1d high & ((rsi_3_15m_gt_5) | (roc_9_1h_lt_10) | (roc_9_1d_lt_40)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (stochrsi_k_1d_lt_70)) # 15m & 1h down move, 4h downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (roc_9_4h_gt_neg_50)) # 15m & 1h & 4h & 1d down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_60) | (aroonu_14_4h_lt_40)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (roc_9_1d_lt_80)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (aroonu_14_15m_lt_50)) # 15m & 1h down move, 4h overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (roc_9_4h_lt_50)) # 15m & 1h down move, 1h high, 4h high, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_35) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_90) | (roc_9_1d_lt_10)) # 15m & 1h & 4h down move, 1h high, 1d overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_50) | (rsi_3_4h_gt_50) | (aroonu_14_1h_lt_80) | (roc_9_1d_lt_30)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_4h_lt_30)) # 15m & 4h down move, 4h still high, 1d high & overbought & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_40) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_10)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_70)) # 15m & 4h down move, 4h overbought & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_55) | (roc_9_4h_lt_50)) # 15m down move, 15m still not low enough, 1d downtrend & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_30) | (roc_9_1d_gt_neg_30)) # 15m down move, 15m still high, 1d overbought & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_50) | (roc_9_1d_lt_30)) # 15m down move, 4h & 1d high & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_60) | (aroonu_14_1d_lt_100)) # 15m down move, 1d high, 1d downtrend & ((rsi_3_15m_gt_10) | (aroonu_14_1d_lt_85) | (cmf_20_1d_gt_neg_0_40)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_lt_90) | (roc_9_1h_lt_20)) # 15m down move, 4h high & ((rsi_3_15m_gt_10) | (stochrsi_k_4h_lt_70)) # 15m down move, 4h & 1d overbought & ((rsi_3_15m_gt_10) | (roc_9_4h_lt_10) | (roc_9_1d_lt_40)) # 15m & 1h & 4h down move, 4h still high, 1d still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_45) | (stochrsi_k_1d_lt_50)) # 15m & 1h & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_70)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (aroonu_14_15m_lt_60)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (stochrsi_k_1h_lt_50)) # 15m & 1h & 1d down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_80)) # 15m & 1h & 4h down move, 15m still high, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (aroonu_14_15m_lt_40) | (aroonu_14_4h_lt_80)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (aroonu_14_1h_lt_80)) # 15m & 1h down move, 15m still high, 1d high & overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_35) | (aroonu_14_15m_lt_50) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_30)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_35) | (aroonu_14_1h_lt_80)) # 15m & 4h down move, 15m still high, 1d high & overbought & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_40) | (aroonu_14_15m_lt_50) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_80)) # 15m down move, 15m still high, 1h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_80)) # 15m down move, 4h high, 4h downtrend & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_60) | (roc_9_4h_gt_neg_20)) # 15m down move, 1d high, 4h overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_1d_lt_90) | (roc_9_4h_lt_40)) # 15m down move, 1h & 4h overbought & ((rsi_3_15m_gt_15) | (roc_9_1h_lt_20) | (roc_9_4h_lt_40)) # 15m down move, 4h & 1d downtrend & ((rsi_3_15m_gt_15) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_40)) # 15m down move, 4h & 1d overbought & ((rsi_3_15m_gt_15) | (roc_9_4h_lt_20) | (roc_9_1d_lt_60)) # 15m & 1h & 4h & 1d down move, 15m downtrend & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (cmf_20_15m_gt_neg_0_40)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (aroonu_14_15m_lt_60)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (aroonu_14_1h_lt_70)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (aroonu_14_4h_lt_90)) # 15m & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_40) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_80)) # 15m down move, 1h high & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_90)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_20) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_20)) # 15m down move, 1h high & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_lt_80)) # 15m down move, 4h high & ((rsi_3_15m_gt_20) | (stochrsi_k_4h_lt_90)) # 15m & 1h & 4h down move, 15m still not low enough, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_60) | (aroonu_14_15m_lt_30) | (aroonu_14_4h_lt_70)) # 15m & 1h down move, 15m still high, 1h high, 1d overbought & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_35) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_20)) # 15m & 4h down move, 15m high, 1d high & overbought & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_25) | (aroonu_14_15m_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_80)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_25) | (aroonu_14_1h_lt_100) | (roc_9_1d_lt_20)) # 15m & 1h & 4h down move, 1d high, 4h still not low enough & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (aroonu_14_1d_lt_100) | (stochrsi_k_4h_lt_30)) # 15m & 1h & 4h down move, 4h still high, 4h downtrend & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_50) | (roc_9_4h_gt_neg_10)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_50) | (aroonu_14_1h_lt_100)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_50) | aroonu_14_4h_lt_100) # 15m down move, 15m high, 4h high & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_60) | (stochrsi_k_4h_lt_70)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_30) | (stochrsi_k_1h_lt_70) | (stochrsi_k_4h_lt_80)) # 1h & 4h down move & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_3)) # 1h & 4h & 1d down move, 1d still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_5) | (rsi_3_1d_gt_40) | (aroonu_14_1d_lt_40)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_5) | (stochrsi_k_4h_lt_20)) # 1h & 4h down move, 15m stil high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_50)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_lt_40)) # 1h down move, 1h still not low enough & ((rsi_3_1h_gt_3) | (aroonu_14_1h_lt_20)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_5) | (rsi_3_1d_gt_15)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_40)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_30)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_15) | (roc_9_1d_lt_40)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_30)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_5) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_70)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_5) | (aroonu_14_4h_lt_60) | (roc_9_1d_lt_10)) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_5) | (aroonu_14_1d_lt_90) | (roc_9_4h_gt_neg_30)) # 1h down move, 1d high, 1d downtrend & ((rsi_3_1h_gt_5) | (aroonu_14_1d_lt_100) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 1h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_20)) # 1h & 4h down move, 15m downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (roc_9_15m > -15.0)) # 1h & 3h down move, 4h downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (roc_9_4h_gt_neg_50)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (rsi_14_4h_lt_40)) # 1h & 4h down move, 15m still high, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_25) | (stochrsi_k_15m_lt_40) | (roc_9_1d_gt_neg_30)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_30) | (roc_9_1d_lt_80)) # 1h down move, 15m still high, 4h high & ((rsi_3_1h_gt_10) | (aroonu_14_15m_lt_40) | (stochrsi_k_4h_lt_90)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_10) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_100)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_10) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_10)) # 1h down move, 4h still high, 4d downtrend & ((rsi_3_1h_gt_10) | (stochrsi_k_4h_lt_50) | roc_9_1d_gt_neg_50) # 1h down move, 4h downtrend, 1d overbought & ((rsi_3_1h_gt_10) | (roc_9_4h_gt_neg_10) | (roc_9_1d_lt_40)) # 1h down move, 1d overbought & ((rsi_3_1h_gt_10) | (roc_9_1d_lt_100)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_80)) # 1h down move, 1d downtrend, 1d high & ((rsi_3_1h_gt_15) | (cmf_20_1d_gt_neg_0_30) | (stochrsi_k_1d_lt_80)) # 1h down move, 1h still high & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_50)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_15) | (aroonu_14_4h_lt_60) | (roc_9_1d_lt_50)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_15) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_90)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (roc_9_1d_lt_20)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_80)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_10)) # 1h down move, 1d high & overbought, 1h downtrend & ((rsi_3_1h_gt_20) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_200) | (roc_9_1h_gt_neg_20)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_40) | (roc_9_1d_lt_100)) # 1h & 4h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_45) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_100)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_90)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_50) | (roc_9_1d_lt_40)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_25) | (stochrsi_k_4h_lt_80) | (roc_9_1d_gt_neg_40)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_35) | (aroonu_14_1h_lt_75)) # 1h & 4h down move, 4h high, 1h downtrend & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_80) | (roc_9_1h_gt_neg_40)) # 1h & 4h down move, 15m & 4h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_50) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_70)) # 1h & 4h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_60) | (aroonu_14_1h_lt_80) | (roc_9_1d_gt_neg_50)) # 1h down move, 1h still high, 1h & 1d downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_40) | (roc_9_1h_gt_neg_10) | (roc_9_1d_gt_neg_50)) # 1h down move, 1d high, 4h & 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1d_lt_80) | (roc_9_4h_lt_10) | (roc_9_1d_lt_20)) # 1h down move, 1h high, 4h downtrend & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_80) | (roc_9_4h_gt_neg_40)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_50) | (roc_9_1d_lt_200)) # 1h down move, 1h high, 4h downtrend & ((rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_70) | (roc_9_4h_gt_neg_20)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_35) | (roc_9_4h_lt_20) | (roc_9_1d_lt_80)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_90)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_85) | (roc_9_1d_lt_80)) # 1h down move, 1h high, 4h downtrend & ((rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_80) | (roc_9_4h_gt_neg_20)) # 1h down move, 1h downtrend, 1h & 4h high & ((rsi_3_1h_gt_50) | (cmf_20_1h_gt_neg_0_40) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100)) # 1h down move, 1h high, 1h overbought & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_70) | (roc_9_1h_lt_25)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_60) | (roc_9_1d_gt_neg_60)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_60) | (roc_9_4h_lt_30) | (roc_9_1d_lt_60)) # 4h & 1d down move, 15m still high & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_15) | (stochrsi_k_15m_lt_40)) # 4h & 1d down move, 1h still not low enough & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_15) | (stochrsi_k_1h_lt_30)) # 4h & 1d down move, 1d still not low enough & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_30)) # 4h down move, 1d high & ((rsi_3_4h_gt_3) | (aroonu_14_1d_lt_90)) # 4h down move, 1h still high, 4h downtrend & ((rsi_3_4h_gt_3) | (stochrsi_k_1h_lt_50) | (roc_9_4h_gt_neg_30)) # 4h down move, 1d high & ((rsi_3_4h_gt_3) | (stochrsi_k_1d_lt_90)) # 4h down move, 1h & 4h downtrend & ((rsi_3_4h_gt_3) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_30)) # 4h down move, 1d overbought & ((rsi_3_4h_gt_3) | (roc_9_1d_lt_40)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_30) | (stochrsi_k_1d_lt_40)) # 4h down move, 4h downtrend, 4h still high & ((rsi_3_4h_gt_5) | (cmf_20_4h_gt_neg_0_20) | (aroonu_14_4h_lt_40)) # 4h & 1d down move, 1d downtrend & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_10) | (roc_9_1d_gt_neg_40)) # 4h down move, 1h high, 1d downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_60) | (roc_9_1d_gt_neg_40)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_60)) # 4h down move, 4h high, 1h downtrend & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_60) | (roc_9_1h_gt_neg_20)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_15) | aroonu_14_4h_lt_70 | (aroonu_14_1d_lt_70)) # 4h down move, 1h still not low enough, 1d downtrend & ((rsi_3_4h_gt_15) | (stochrsi_k_1h_lt_20) | (roc_9_1d_gt_neg_20)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_20) | (aroonu_14_1d_lt_80) | roc_9_1d_lt_50) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_25) | (aroonu_14_4h_lt_50) | (roc_9_1d_gt_neg_40)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_50) | (roc_9_1d_gt_neg_40)) # 4h down move, 4h high, 1d overbought & ((rsi_3_4h_gt_30) | aroonu_14_4h_lt_80 | roc_9_1d_lt_50) # 4h down move, 4h & 1d overbought & ((rsi_3_4h_gt_40) | (roc_9_4h_lt_10) | roc_9_1d_lt_50) # 4h down move, 1h high, 1d overbought & ((rsi_3_4h_gt_45) | (aroonu_14_1h_lt_85) | roc_9_1d_lt_50) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_50) | (rsi_14_4h_lt_40) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_50) | aroonu_14_4h_lt_80 | (roc_9_4h_lt_10)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_30)) # 1d down move, 1h still high, 1d downtrend & ((rsi_3_1d_gt_5) | (stochrsi_k_1h_lt_50) | (roc_9_1d_gt_neg_30)) # 1d down move, 1h high, 1d downtrend & ((rsi_3_1d_gt_10) | aroonu_14_1h_lt_80 | (roc_9_1d_gt_neg_10)) # 1d down move, 1d high, 1d downtrend & ((rsi_3_1d_gt_10) | (aroonu_14_1d_lt_70) | (roc_9_1d_gt_neg_40)) # 1d down move, 1h still low, 4h high, 4h downtrend & ((rsi_3_1d_gt_20) | (stochrsi_k_1h_lt_40) | (stochrsi_k_4h_lt_70) | (roc_9_4h_gt_neg_10)) # 1d down move, 1h high & overbought & ((rsi_3_1d_gt_35) | (stochrsi_k_1h_lt_90) | (roc_9_1h_lt_10)) # 1d downtrend, 1d high & overbought & ((cmf_20_1d_gt_neg_0_30) | (aroonu_14_1d_lt_85) | (roc_9_1d_lt_100)) # 15m high, 1h high & overbought & ((aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_85) | (roc_9_1h_lt_10)) # 1h high, 4h high, 1h overbought & (aroonu_14_1h_lt_70 | aroonu_14_4h_lt_100 | (roc_9_1h_lt_20)) # 1h & 1d high, 1h overbought & (aroonu_14_1h_lt_70 | (aroonu_14_1d_lt_70) | (roc_9_1h_lt_20)) # 1h & 4h high, 1d downtrend & ((aroonu_14_1h_lt_85) | aroonu_14_4h_lt_100 | (roc_9_1d_gt_neg_80)) # 4h still high, 5m downtrend & ((aroonu_14_4h_lt_40) | (roc_9 > -40.0)) # 4h high, 4h & 1d overbought & ((aroonu_14_4h_lt_60) | (roc_9_4h_lt_30) | (roc_9_1d_lt_60)) # 4h & 1d high, 4h overbought & (aroonu_14_4h_lt_80 | aroonu_14_1d_lt_100 | (roc_9_4h_lt_30)) # 4h & 1d high, 1d overbought & (aroonu_14_4h_lt_80 | aroonu_14_1d_lt_100 | roc_9_1d_lt_50) # 4h high, 4h & 1d overbought & (aroonu_14_4h_lt_80 | (roc_9_4h_lt_20) | (roc_9_1d_lt_20)) # 1d high, 1h & 4h downtrend & ((aroonu_14_1d_lt_85) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_50)) # 1d high, 1h & 1d overbought & ((aroonu_14_1d_lt_85) | (roc_9_1h_lt_20) | (roc_9_1d_lt_100)) # 1d high, 4h & 1d overbought & ((aroonu_14_1d_lt_90) | (roc_9_4h_lt_30) | (roc_9_1d_lt_60)) # 1h high, 1d overbought & ((stochrsi_k_1h_lt_70) | (roc_9_1d_lt_40)) # 4h high, 1h overbought, 1d downtrend & ((stochrsi_k_4h_lt_80) | (roc_9_1h_lt_40) | (roc_9_1d_gt_neg_70)) # 4h high, 1h & 4h overbought & ((stochrsi_k_4h_lt_90) | (roc_9_1h_lt_20) | (roc_9_4h_lt_50)) # 1h & 4h overbought & ((roc_9_1h_lt_100) | (roc_9_4h_lt_100)) # 5m red, 1h & 4h down move & ((change_pct > -5.0) | (rsi_3_1h_gt_5) | (rsi_3_4h_gt_5)) # big drop in last hough, 4h down move, 1h still not low enough & ((close > (close_max_12 * 0.90)) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_30)) # big drop in the last 20 days, 1d high, 1d downtrend & ((close > (high_max_20_1d * 0.20)) | (stochrsi_k_1d_lt_70) | (roc_9_1d_gt_neg_15)) ) # Logic long_entry_logic.append( (rsi_3_lt_50) & (aroonu_14_lt_25) & (stochrsi_k_lt_30) & (ema_26 > ema_12) & ((ema_26 - ema_12) > (open_rate * 0.030)) & ((ema_26_shift_1 - ema_12_shift_1) > (open_rate / 100.0)) ) # Condition #62 - Rebuy mode (Long). if long_entry_condition_index == 62: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m & 4h down move, 1d high ((rsi_3_gt_3) | (rsi_3_4h_gt_10) | (aroonu_14_1d_lt_90)) # 5m & 1d down move, 15m still high & ((rsi_3_gt_3) | (rsi_3_1d_gt_20) | (stochrsi_k_15m_lt_40)) # 5m & 1h down move, 1d high & overbought & ((rsi_3_gt_5) | (rsi_3_1h_gt_5) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_20)) # 5m & 4h down move, 15m still high & ((rsi_3_gt_5) | (rsi_3_4h_gt_25) | (stochrsi_k_15m_lt_50)) # 5m & 4h down move, 4h still not low enough & ((rsi_3_gt_5) | (rsi_3_4h_gt_15) | (stochrsi_k_4h_lt_20)) # 15m & 1h down move, 1h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (aroonu_14_1h_lt_20)) # 15m & 1h down move, 4h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (rsi_14_4h_lt_30)) # 15m & 1h & 4h down move, 1d high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_1d_lt_80)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (rsi_14_4h_lt_50)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_40)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_25) | (aroonu_14_4h_lt_50)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_3) | (aroonu_14_4h_lt_20)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_40)) # 15m & 1h down move, 1h still not low enough & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_10) | (stochrsi_k_1h_lt_20)) # 15m & 1h down move, 15m still not low enough & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_10) | (stochrsi_k_15m_lt_20)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_10) | (aroonu_14_4h_lt_40)) # 15m & 1h & 4h down move, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_70)) # 15m & 4h down move, 15m still not low enough & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_30)) # 15m & 4h down move, 1h downtrend & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_10) | (roc_9_1h_gt_neg_20)) # 15m & 4h down move, 1d overbought & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_10) | (roc_9_1d_lt_20)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_15) | (rsi_14_4h_lt_40)) # 15m & 1h & 4h down move, 1h still not low enough, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_30) | (rsi_14_1h_lt_30) | (rsi_14_4h_lt_40)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (stochrsi_k_4h_lt_40)) # 15m & 1h down move, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (roc_9_1d_gt_neg_20)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (aroonu_14_15m_lt_70)) # 15m & 1h down move, 1h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (aroonu_14_1h_lt_30)) # 15m & 1h & 4h & 1d down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_40) | (roc_9_1d_lt_10)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (aroonu_14_1h_lt_40)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (aroonu_14_1d_lt_100)) # 15m & 1h & 4h & 1d down move, 1d still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_40)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (aroonu_14_4h_lt_60)) # 15m & 1h & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_50) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_10)) # 15m & 1h & 4h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_70)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_35) | (aroonu_14_4h_lt_90)) # 15m & 4h down move, 15m still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_15) | (aroonu_14_15m_lt_20)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_1d_lt_90)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_30)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_1d_lt_70)) # 15m & 4h down move, 4h downtrend & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_25) | (cmf_20_4h_gt_neg_0_30)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (stochrsi_k_1d_lt_90)) # 15m & 4h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_40) | (roc_9_1d_lt_200)) # 15m & 1d down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_75)) # 15m down move, 4h high, 1d downtrend & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_70) | (roc_9_1d_gt_neg_25)) # 15m & 1h & 4h & 1d down move, 4h still not low enough & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_35) | (aroonu_14_4h_lt_30)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (aroonu_14_4h_lt_75)) # 15m & 1h & 4h & 1d down move, 4h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_50) | (rsi_3_1d_gt_50) | (stochrsi_k_4h_lt_40)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_50) | (aroonu_14_1d_lt_90)) # 15m & 1h & 1d down move, 1h still high, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_1h_lt_40) | (aroonu_14_4h_lt_90)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_60)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_40)) # 15m down move, 15m downtrend, 4h high & ((rsi_3_15m_gt_15) | (cmf_20_15m_gt_neg_0_30) | (aroonu_14_4h_lt_50)) # 15m down move, 15m still high, 4h overbought & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_40) | (roc_9_4h_lt_40)) # 15m down move, 4h & 1d high & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 15m & 4h down move, 1h downtrend, 15m still not low enough & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_20) | (cmf_20_1h_gt_neg_0_40) | (stochrsi_k_15m_lt_30)) # 15m & 4h down move, 4h high, 1d high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_45) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_30)) # 15m down move, 15m still not low enough, 1d overbought & ((rsi_3_15m_gt_20) | (stochrsi_k_15m_lt_30) | (roc_9_1d_lt_80)) # 15m & 1h & 4h & 1d down move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_60) | (aroonu_14_4h_lt_70)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_25) | (aroonu_14_15m_lt_70)) # 15m & 4h down move, 15m stil high & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_30) | (stochrsi_k_15m_lt_40)) # 15m down move, 15m still not low enough, 1d downtrend & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_25) | (roc_9_1d_gt_neg_50)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_50) | (aroonu_14_4h_lt_80)) # 15m & 1h & 4h down move, 15m still high, 4h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_45) | (aroonu_14_15m_lt_40) | (aroonu_14_4h_lt_80)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_50)) # 15m & 1h & 1d down move, 4h high & overbought & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_50) | (rsi_3_1d_gt_50) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_20)) # 15m & 1h & 1d down move, 4h high & overbought & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_50) | (rsi_3_1d_gt_50) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_10)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_35) | (aroonu_14_4h_lt_70)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_50) | (aroonu_14_4h_lt_80)) # 15m & 1h down move, 1h high, 4h high & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_80) | (stochrsi_k_4h_lt_80)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_lt_40)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_50)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_50) | aroonu_14_4h_lt_70) # 1h down move, 15m still not low enough & ((rsi_3_1h_gt_3) | (stochrsi_k_15m_lt_20)) # 1h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_3) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 15m still not low enough & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_5) | (stochrsi_k_15m_lt_30)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_5) | (stochrsi_k_4h_lt_30)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_10) | (aroonu_14_4h_lt_20)) # 1h & 4h down move, 4h downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_15) | (roc_9_4h_gt_neg_30)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_20) | (rsi_14_4h_lt_30)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_40)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_15)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_60)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_4h_lt_30)) # 1h & 4h down move, 1h downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (roc_9_1h_gt_neg_20)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (roc_9_1d_lt_10)) # 1h & 4h & 1d down move, 4h still high, 1d still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_30) | (rsi_14_4h_lt_40) | (stochrsi_k_1d_lt_50)) # 1h & 4h & 1d down move, 4h & 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_30) | (roc_9_4h_gt_neg_15) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_40)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_60)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_40)) # 1h & 4h down move, 1h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_35) | (aroonu_14_1h_lt_30)) # 1h & 4h down move, 1d high & overbought & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_40) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_100)) # 1h& 1d down move, 1h still high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_40)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_60) | (aroonu_14_1d_lt_80)) # 1h & 4h & 1d down move, 1d still high, 1d downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_35) | (aroonu_14_1d_lt_50) | (roc_9_1d_gt_neg_10)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (rsi_14_1d_lt_60)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_40)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_1d_lt_70)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_40)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (stochrsi_k_1d_lt_90)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_30) | (stochrsi_k_1d_lt_80)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_45) | (roc_9_1d_gt_neg_40)) # 1h & 1d down move, 4h high & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_15) | (stochrsi_k_4h_lt_80)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_15) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_100)) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_90) | (roc_9_4h_gt_neg_20)) # 1h & 4h down move, 4h & 1d still not low enough, 15m still not low enough & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_14_4h_lt_30) | (rsi_14_1d < 30.0) | (stochrsi_k_15m_lt_30)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_25) | (stochrsi_k_1d_lt_70)) # 1h & 4h & 1d down move, 1d high, 1d downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_1d_lt_85) | (roc_2_1d > -30.0)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_70)) # 1h & 4h down move, 4h overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_40) | (roc_9_4h_lt_10)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_45) | (aroonu_14_1d_lt_100)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_80)) # 1h down move, 1h high & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_70)) # 1h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_20) | (aroonu_14_4h_lt_40) | (roc_9_1d_gt_neg_20)) # 1h down move, 4h high & ((rsi_3_1h_gt_20) | (aroonu_14_4h_lt_85)) # 1h down move, 1h still not low enough, 4h stil high & ((rsi_3_1h_gt_20) | (stochrsi_k_1h_lt_20) | (aroonu_14_4h_lt_40)) # 1h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_40)) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_20) | (stochrsi_k_1d_lt_80) | (roc_9_4h_gt_neg_20)) # 1h down move, 4h high & ((rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_80)) # 1h & 4h down move, 1h still not low enough & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (stochrsi_k_1h_lt_20)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | roc_9_1d_lt_50) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_60)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_25) | (aroonu_14_4h_lt_60) | aroonu_14_1d_lt_100) # 1h down move, 4h high, 4h downtrend & ((rsi_3_1h_gt_25) | (aroonu_14_4h_lt_70) | (cmf_20_4h_gt_neg_0_50)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_25) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_10)) # 1h down move, 15m still high, 1d overbought & ((rsi_3_1h_gt_25) | (stochrsi_k_15m_lt_50) | (roc_9_1d_lt_30)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_50)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (roc_9_1d_lt_100)) # 1h & dh down move, 4h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_85)) # 1h down move, 4h & 1d downtrend & ((rsi_3_1h_gt_30) | (roc_9_4h_gt_neg_25) | (roc_9_1d_gt_neg_60)) # 1h down move, 4h & 1h overbought & ((rsi_3_1h_gt_30) | (roc_9_4h_lt_30) | (roc_9_1d_lt_40)) # 1h down move, 4h high, 4h downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_70) | (cmf_20_4h_gt_neg_0_40)) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_1d_lt_80) | (roc_9_4h_gt_neg_30)) # 1h down move, 1d high, 4h overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_20)) # 1h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_80)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_20)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_30) | (roc_9_4h_lt_10) | (roc_9_1d_lt_30)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_35) | (aroonu_14_1h_lt_50)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_80)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 1h down move, 1d high, 4h overbought & ((rsi_3_1h_gt_35) | (aroonu_14_1d_lt_90) | (roc_9_4h_lt_40)) # 1h & 4h down move, 1h & 4h high & ((rsi_3_1h_gt_40) | (rsi_3_4h_gt_45) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_80)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_40) | (stochrsi_k_4h_lt_70) | (roc_9_4h_lt_30)) # 1h & 1d down move, 4h & 1d high, 4h overbought & ((rsi_3_1h_gt_45) | (rsi_3_1d_gt_55) | (stochrsi_k_4h_lt_80) | (stochrsi_k_1d_lt_80) | (roc_9_4h_lt_20)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_45) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_100)) # 1h down move, 1h overbought & ((rsi_3_1h_gt_50) | (roc_9_1h_lt_40)) # 1h & 4h & 1d down move, 1d high & overbought & ((rsi_3_1h_gt_60) | (rsi_3_4h_gt_60) | (rsi_3_1d_gt_60) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_50)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_60) | (roc_9_4h_lt_30) | (roc_9_1d_lt_100)) # 4h down move, 1h & 4h downtrend & ((rsi_3_4h_gt_3) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_30)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_40)) # 4h & 1d down move, 4h still not low enough & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_30) | (aroonu_14_4h_lt_20)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_70)) # 4h down move, 1h high, 4h downtrend & ((rsi_3_4h_gt_5) | (aroonu_14_1h_lt_70) | (roc_9_4h_gt_neg_20)) # 4h down move, 4h high & ((rsi_3_4h_gt_5) | (aroonu_14_4h_lt_60)) # 4h & 1d down move, 1d still not low enough & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_15) | (aroonu_14_1d_lt_30)) # 4h & 1d down move, 1h & 4h & 1d downtrend & ( (rsi_3_4h_gt_10) | (rsi_3_1d_gt_30) | (roc_9_1h_gt_neg_10) | (roc_9_4h_gt_neg_15) | (roc_9_1d_gt_neg_25) ) # 4h down move, 15m still high & ((rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_40)) # 4h down move, 1d still high, 1d downtrend & ((rsi_3_4h_gt_15) | (rsi_14_1d_lt_40) | (roc_9_1d_gt_neg_15)) # 4h down move, 1h downtrend, 1d downtrend & ((rsi_3_4h_gt_15) | (cmf_20_1h_gt_neg_0_40) | (roc_9_1d_gt_neg_20)) # 4h down move, 15m high, 1d overbought & ((rsi_3_4h_gt_15) | (aroonu_14_15m_lt_70) | (roc_9_1d_lt_100)) # 4h down move, 4h still high, 4h downtrend & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_40) | (roc_9_4h_gt_neg_20)) # 4h down move, 15m still not low enough, 1d downtrend & ((rsi_3_4h_gt_15) | (stochrsi_k_15m_lt_30) | (roc_9_1d_gt_neg_20)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_15) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_20)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_45) | (roc_9_1d_lt_40)) # 4h down move, 15m high, 4h downtrend & ((rsi_3_4h_gt_20) | (aroonu_14_15m_lt_70) | (roc_9_4h_gt_neg_30)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_20) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_30)) # 4h & 1d down move, 4h & 1d high & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_45) | (roc_9_1d_lt_10)) # 4h down move, 15m high, 4h high & ((rsi_3_4h_gt_25) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_80)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_25) | (aroonu_14_4h_lt_40) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h still high, 4h downtrend & ((rsi_3_4h_gt_25) | (aroonu_14_4h_lt_50) | (cmf_20_4h_gt_neg_0_40)) # 4h down move, 4h high, 1d high & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_70) | (stochrsi_k_1d_lt_80)) # 4h down move, 1d still high, 1d downtrend & ((rsi_3_4h_gt_30) | (aroonu_14_1d_lt_40) | (roc_9_1d_gt_neg_20)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_30) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_20)) # 4h down move, 4h still not low enough, 1d overbought & ((rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_20) | (roc_9_1d_lt_40)) # 4h down move, 1h high & ((rsi_3_4h_gt_35) | (aroonu_14_1h_lt_70)) # 4h down move, 1d high, 1d overbought, 4h downtrend & ((rsi_3_4h_gt_40) | (rsi_14_1d_lt_70) | (roc_9_1d_lt_200) | (roc_9_4h_gt_neg_10)) # 4h down move, 4h still high, 1d high & overbought & ((rsi_3_4h_gt_40) | (rsi_14_4h_lt_50) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_150)) # 4h down move, 15m & 4h still high & ((rsi_3_4h_gt_40) | (stochrsi_k_15m_lt_50) | (stochrsi_k_4h_lt_50)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_40) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_200)) # 4h down move, 4h high & ((rsi_3_4h_gt_40) | (aroonu_14_4h_lt_100)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_50) | (rsi_14_4h_lt_40) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h overbought & ((rsi_3_4h_gt_55) | (roc_9_4h_lt_30)) # 4h down move, 4h overbought & ((rsi_3_4h_gt_60) | (roc_9_4h_lt_40)) # 1d down move, 4h high, 1d downtrend & ((rsi_3_1d_gt_10) | (stochrsi_k_4h_lt_90) | (roc_9_1d_gt_neg_50)) # 1d down move, 4h & 1d downtrend & ((rsi_3_1d_gt_10) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_30)) # 1d down move, 1d high, 1d downtrend & ((rsi_3_1d_gt_15) | (aroonu_14_1d_lt_70) | (roc_9_1d_gt_neg_20)) # 1d down move, 4h & 1d downtrend & ((rsi_3_1d_gt_15) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_40)) # 1d down move, 15m still high, 1h high & ((rsi_3_1d_gt_40) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_90)) # 4h & 1d downtrend, 1d high & ((cmf_20_4h_gt_neg_0_50) | (cmf_20_1d_gt_neg_0_50) | (aroonu_14_1d_lt_85)) # 4h still not low enough, 4h & 1d downtrend & ((aroonu_14_4h_lt_30) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_25)) # 4h & 1d high, 4h overbought & (aroonu_14_4h_lt_70 | aroonu_14_1d_lt_100 | (roc_9_4h_lt_30)) # 4h & 1d high, 1d overbought & (aroonu_14_4h_lt_70 | aroonu_14_1d_lt_100 | (roc_9_1d_lt_80)) # 4h high, 1h & 4h overbought & (aroonu_14_4h_lt_80 | (roc_9_1h_lt_40) | (roc_9_4h_lt_40)) # 1d high, 4h downtrend, 1d overbought & ((aroonu_14_1d_lt_85) | (roc_9_4h_gt_neg_20) | (roc_9_1d_lt_200)) # 1d high, 4h & 1d overbought & ((aroonu_14_1d_lt_90) | (roc_9_4h_lt_30) | (roc_9_1d_lt_60)) # 4h high, 1h & 4h overbought & ((stochrsi_k_4h_lt_70) | (roc_9_1h_lt_40) | (roc_9_4h_lt_40)) # 4h high, 4h & 1d overbought & ((stochrsi_k_4h_lt_80) | (roc_9_4h_lt_20) | (roc_9_1d_lt_20)) # 1d green, 4h down move, 4h still high & ((change_pct_1d_lt_40) | (rsi_3_4h_gt_35) | (aroonu_14_4h_lt_40)) ) # Logic long_entry_logic.append( (rsi_3_lt_40) & (aroonu_14_lt_30) & (stochrsi_k_lt_20) & (stochrsi_k_15m_lt_70) & (willr_84_1h < -70.0) & (stochrsi_k_1h_lt_30) & (bbb_20_2_0_1h > 12.0) & (close_max_48 >= (close * 1.10)) ) # Condition #63 - Rebuy mode (Long). if long_entry_condition_index == 63: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( (rsi_3_15m_gt_5) # 5m & 1h down move, 1h still not low enough & ((rsi_3_gt_3) | (rsi_3_1h_gt_10) | (aroonu_14_1h_lt_30)) # 5m & 1d down move, 1d downtrend & ((rsi_3_gt_3) | (rsi_3_1d_gt_15) | (cmf_20_1d_gt_neg_0_25)) # 5m down move, 1h high, 4h overbought & ((rsi_3_gt_3) | (stochrsi_k_1h_lt_80) | (roc_9_4h_lt_20)) # 5m down move, 1d high & overbought & ((rsi_3_gt_3) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_20)) # 15m & 1h down move, 1h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (stochrsi_k_1h_lt_30)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_70)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_50)) # 15m & 1h & 4h down move, 4h still high, 4h downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_35) | (aroonu_14_4h_lt_50) | (roc_9_4h_gt_neg_10)) # 15m & 1h down move 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_40)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (aroonu_14_15m_lt_50)) # 15m & 1h & 1d down move, 1d still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (rsi_3_1d_gt_30) | (stochrsi_k_1d_lt_50)) # 15m & 1h down move 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 4h overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (roc_9_4h_lt_10)) # 15m & 1h & 4h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_50) | (stochrsi_k_1h_lt_70)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_90)) # 15m & 1d down move, 1h high & overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_80) | (roc_9_1h_lt_10)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_4h_lt_30)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_lt_80)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_15) | (stochrsi_k_4h_lt_30)) # 15m & 4h down move, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_15) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 15m still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (aroonu_14_15m_lt_50)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_80)) # 15m & 1d down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_10) | (aroonu_14_1d_lt_70)) # 15m & 1d down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_75)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_50) | aroonu_14_4h_lt_80) # 15m down move, 1h still high, 1d overbought & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_50) | (roc_9_1d_lt_60)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_60) | (roc_9_1d_lt_60)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_10) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_20)) # 15m down move, 1d high, 4h overbought & ((rsi_3_15m_gt_10) | (stochrsi_k_1d_lt_90) | (roc_9_4h_lt_10)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_15)) # 15m & 1h & 4h & 1d down move, 4h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_50) | (rsi_3_1d_gt_50) | (stochrsi_k_4h_lt_40)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (aroonu_14_1h_lt_70)) # 15m & 4h & 1h down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_35) | (stochrsi_k_1d_lt_80)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_25) | (aroonu_14_15m_lt_40)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_35) | (stochrsi_k_1d_lt_90)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_35) | (aroonu_14_15m_lt_60)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_35) | (aroonu_14_4h_lt_60)) # 15m & 1d down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_25) | (aroonu_14_4h_lt_100)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_50) | (stochrsi_k_4h_lt_80)) # 15m down move, 4h high, 4h downtrend & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_60) | (roc_9_4h_gt_neg_20)) # 15m down move, 4h & 1d high & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_75) | (aroonu_14_1d_lt_100)) # 15m down move, 15m still not low enough, 1h still high & ((rsi_3_15m_gt_15) | (stochrsi_k_15m_lt_30) | (stochrsi_k_1h_lt_50)) # 15m down move, 4h & 1d overbought & ((rsi_3_15m_gt_15) | (roc_9_4h_lt_20) | (roc_9_1d_lt_60)) # 15m & 1h & 4h & 1d down move, 15m downtrend & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (cmf_20_15m_gt_neg_0_40)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (stochrsi_k_1h_lt_70)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_85)) # 15m down move, 1h high & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_75)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_20) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_80)) # 15m down move, 15m high, 1d downtrend & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_70) | (roc_9_1d_gt_neg_25)) # 15m down move, 15m high, 4h downtrend & ((rsi_3_15m_gt_20) | (stochrsi_k_15m_lt_60) | (roc_9_4h_gt_neg_50)) # 15m down move, 4h overbought & ((rsi_3_15m_gt_20) | (roc_9_4h_lt_40)) # 15m & 1h & 4h & 1d down move, 4h still high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_30) | (rsi_14_4h_lt_40)) # 15m & 1h & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_60)) # 15m & 1h & 4h down move, 4h still high, 4h downtrend & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_35) | (aroonu_14_4h_lt_50) | (roc_9_4h_gt_neg_10)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (aroonu_14_1h_lt_70)) # 15m & 1h down move, 15m still not low enough, 1h still high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (stochrsi_k_15m_lt_20) | (stochrsi_k_1h_lt_50)) # 15m & 1h & 4h down move, 15m still not low enough, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_60) | (aroonu_14_15m_lt_30) | (aroonu_14_4h_lt_70)) # 15m & 1h & 4h down move, 1h & 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_40) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_40) | (roc_9_1d_lt_80)) # 15m & 1h & 4h down move, 15m high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_45) | (rsi_3_4h_gt_65) | (stochrsi_k_15m_lt_80)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_60)) # 15m down move, 1d high, 4h overbought & ((rsi_3_15m_gt_25) | (aroonu_14_1d_lt_80) | (roc_9_4h_lt_10)) # 15m down move, 4h & 1d overbought & ((rsi_3_15m_gt_25) | (roc_9_4h_lt_10) | (roc_9_1d_lt_50)) # 15m & 1h down move, 4h & 1d high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_30) | (aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100)) # 15m & 1h & 4h down move, 4h still high, 4h downtrend & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_50) | (roc_9_4h_gt_neg_10)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_80)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_45) | (stochrsi_k_1h_lt_80)) # 15m down move, 15m downtrend, 4h high & ((rsi_3_15m_gt_30) | (cmf_20_15m_gt_neg_0_30) | (aroonu_14_4h_lt_100)) # 15m down move, 15m still high, 1d high & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_50) | (stochrsi_k_1d_lt_70)) # 15m down move, 15m high, 4h high & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_60) | (stochrsi_k_4h_lt_70)) # 15m down move, 4h high, 1h downtrend & ((rsi_3_15m_gt_30) | (aroonu_14_4h_lt_85) | (roc_9_1h_gt_neg_40)) # 15m down move, 4h high & ((rsi_3_15m_gt_30) | (stochrsi_k_4h_lt_90)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_45) | (aroonu_14_15m_lt_70)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_35) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_80)) # 15m down move, 15m still high, 4h overbought & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_40) | (roc_9_4h_lt_20)) # 15m down move, 15m still high, 1d overbought & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_40) | (roc_9_1d_lt_30)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_35) | (aroonu_14_4h_lt_60) | (roc_9_4h_lt_20)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_35) | (stochrsi_k_4h_lt_70) | (roc_9_4h_lt_20)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_40) | (stochrsi_k_1h_lt_90) | (roc_9_1h_lt_10)) # 15m still high, 4h high & ((rsi_3_15m < 40.0) | (aroonu_14_4h_lt_85)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h > 2.0) | (rsi_3_4h_gt_15) | (rsi_14_4h_lt_30)) # 1h & 4h down move, 15m still not low enough & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_3) | (stochrsi_k_15m_lt_30)) # 1h & 4h down move, 15m downtrend & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_3) | (roc_9_15m > -30.0)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (stochrsi_k_4h_lt_40)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_lt_40)) # 1h & 4h down move, 4h stil high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_20) | (rsi_14_4h_lt_40)) # 1h ^ 4h down move, 1d downtrend & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_25) | (roc_9_1d_gt_neg_50)) # 1h & 4h & 1d down mnove, 15m still high, 1d still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_45) | (rsi_3_1d_gt_45) | (aroonu_14_15m_lt_40) | (stochrsi_k_1d_lt_50)) # 1h & 1d down move, 4h still high & ((rsi_3_1h_gt_3) | (rsi_3_1d_gt_10) | (stochrsi_k_4h_lt_40)) # 1h & 1d down move, 1h downtrend & ((rsi_3_1h_gt_3) | (rsi_3_1d_gt_15) | (roc_9_1h_gt_neg_40)) # 1h down move, 15m downtrend, 1h still high & ((rsi_3_1h_gt_3) | (cmf_20_15m_gt_neg_0_40) | (aroonu_14_1h_lt_40)) # 1h down move, 15m still not low enough, 4h still high & ((rsi_3_1h_gt_3) | (aroonu_14_15m_lt_30) | (stochrsi_k_4h_lt_40)) # 1h down move, 1h still not low enough & ((rsi_3_1h_gt_3) | (stochrsi_k_1h_lt_30)) # 1h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_3) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_20)) # 1h down move, 4h high & ((rsi_3_1h_gt_3) | (stochrsi_k_4h_lt_70)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_5) | (stochrsi_k_1d_lt_60)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_10) | (aroonu_14_4h_lt_20)) # 1h & 4h down move, 4h downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_10) | (roc_9_4h_gt_neg_20)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_30)) # 1h & 4h & 1d down move, 4h still not low enough, 1d downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (rsi_14_4h_lt_30) | (roc_9_1d_gt_neg_30)) # 1g & 4h & 1d down move, 1h still not low enough, 1d still high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_30) | (stochrsi_k_1h_lt_30) | (stochrsi_k_1d_lt_50)) # 15m & 4h down move, 4h still not low enough, 15m still not low enough & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_20) | (stochrsi_k_15m_lt_20)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_35) | (rsi_14_4h_lt_40)) # 1h & 4h down move, 1d high & overbought & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_40) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_10)) # 1h & 4h down move, 1d high & overbought & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_60) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_20)) # 1h down move, 1h still high, 1d high & ((rsi_3_1h_gt_5) | (aroonu_14_1h_lt_40) | (stochrsi_k_1d_lt_90)) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_5) | (aroonu_14_1d_lt_90) | (roc_9_4h_gt_neg_30)) # 1h down move, 4h downtrend & ((rsi_3_1h_gt_5) | (roc_9_4h_gt_neg_20)) # 1h, 1d downtrend & ((rsi_3_1h_gt_5) | (roc_9_1d_gt_neg_50)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (rsi_14_4h_lt_30)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_4h_lt_30)) # 1h & 4h down move, 15m still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_50)) # 1h & 4h down move, 15m still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (aroonu_14_15m_lt_30)) # 1h & 4h down move, 1h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (stochrsi_k_1h_lt_20)) # & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (stochrsi_k_15m_lt_50)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_25) | (aroonu_14_1d_lt_80)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_25) | (roc_9_1d_gt_neg_40)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_50)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_35) | (roc_9_1d_lt_70)) # 1h & 4h & 1d down move, 1d still high, 1d overbought & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_45) | (rsi_3_1d_gt_50) | (aroonu_14_1d_lt_50) | (roc_9_1d_lt_40)) # 1h & 1d down move, 1h still high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_10) | (stochrsi_k_1h_lt_40)) # 1h & 1d down move, 4h high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_15) | (stochrsi_k_4h_lt_70)) # 1h & 1d downtrend, 1d overbought & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_45) | (roc_9_1d_lt_10)) # 1h down move, 1h downtrend, 1h still not low enough & ((rsi_3_1h_gt_10) | (cmf_20_1h_gt_neg_0_20) | (aroonu_14_1h_lt_30)) # 1h down move, 1h downtrend, 1h still not low enough & ((rsi_3_1h_gt_10) | (cmf_20_1h_gt_neg_0_20) | (stochrsi_k_1h_lt_30)) # 1h down move, 1h downtrend & ((rsi_3_1h_gt_10) | (cmf_20_1h_gt_neg_0_30)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_10) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_50)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_4h_lt_20)) # 1h & 4h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_70) | (roc_9_1d_lt_10)) # 1h down move, 1d overbought & ((rsi_3_1h_gt_10) | (roc_9_1d_lt_100)) # 1h & 4h & 1d down move, 1d still high, 1d downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_35) | (aroonu_14_1d_lt_50) | (roc_9_1d_gt_neg_10)) # 1h & 4h down move, 1h still not low enough & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_1h_lt_30)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (stochrsi_k_15m < 90.0)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (roc_9_1d_gt_neg_40)) # 1h & 4h down mov, 1d overbought & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_30) | (roc_9_1d_lt_100)) # 1h & 4h & 1d down move, 4h & 1d downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_35) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_40)) # 1h & 4h & 1d down move, 4h & 1d downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_35) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_25)) # 1h down move, 1d downtrend, 1d high & ((rsi_3_1h_gt_15) | (cmf_20_1d_gt_neg_0_30) | (stochrsi_k_1d_lt_80)) # 1h down move, 1h still high & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_50)) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_70) | (roc_9_4h_gt_neg_20)) # 1h down move, 1d high, 1d downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_70) | (roc_9_1d_gt_neg_20)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_30)) # 1h down move, 1h still high & ((rsi_3_1h_gt_15) | (stochrsi_k_1h_lt_40)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_25) | (aroonu_14_1d_lt_80)) # 1h & 4h & 1d down move, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_35) | (aroonu_14_1d_lt_70)) # 1h & 4h & 1d down move, 1d high, 1d downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_1d_lt_85) | (roc_2_1d > -30.0)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_45) | (aroonu_14_1h_lt_60)) # 1h & 1d down move, 1h & 1d high & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_45) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_70)) # 1h & 1d down move, 1d high & overbought & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_55) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_20)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_100)) # 1h down move, 4h still high & ((rsi_3_1h_gt_20) | (aroonu_14_4h_lt_40)) # 1h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_25)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_70) | (roc_9_4h_lt_10)) # 1h & 4h down move, 1d high, 4h downtrend, 1d overbought & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (aroonu_14_1d_lt_90) | (roc_9_4h_gt_neg_20) | (roc_9_1d_lt_20)) # 1h & 4h down move, 1h still high, 1d downtrend & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (stochrsi_k_1h_lt_50) | (roc_9_1d_gt_neg_30)) # 1h & 4h & 1d down move, 1d downtrend, 1d high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_45) | (cmf_20_1d_gt_neg_0_30) | (aroonu_14_1d_lt_70)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_85)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_50) | (roc_9_1d_lt_100)) # 1h & 1d down move, 1h high, 4h downtrend & ((rsi_3_1h_gt_25) | (rsi_3_1d_gt_25) | (stochrsi_k_1h_lt_70) | (roc_9_4h_gt_neg_20)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_90)) # 1h down move, 1h still not low enough, 4h still high & ((rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_30) | (stochrsi_k_4h_lt_50)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_25) | (stochrsi_k_4h_lt_80) | (roc_9_1d_gt_neg_40)) # 1h down move, 1h still high, 1h downtrend & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_40) | (roc_9_1h_gt_neg_50)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_25) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_20)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_50) | (roc_9_1d_lt_40)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_25) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_20)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_25) | (stochrsi_k_4h_lt_80) | (roc_9_1d_lt_70)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_60)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_50)) # 1h & 4h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_50) | aroonu_14_1h_lt_70) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_90)) # 1h down move, 1h still high, 1h & 1d downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_40) | (roc_9_1h_gt_neg_10) | (roc_9_1d_gt_neg_50)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_100)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_30)) # 1h down move, 1h high & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_80)) # 1h down move, 4h & 1d high, 4h overbought & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_30)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_20)) # 1h down move, 1d high, 4h & 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1d_lt_80) | (roc_9_4h_lt_10) | (roc_9_1d_lt_20)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_200)) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_1d_lt_90) | (roc_9_4h_gt_neg_40)) # 1h down move, 1d high, 4h overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_80)) # 1h down move, 1h & 4h still high & ((rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_40) | (stochrsi_k_4h_lt_50)) # 1h down move, 1h highm 1d overbought & ((rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_60) | (roc_9_1d_lt_30)) # 1h down move, 4h overbought & ((rsi_3_1h_gt_30) | (roc_9_4h_lt_50)) # 1h & 4h & 1d down move, 1h & 4h still high & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_35) | (stochrsi_k_1h_lt_50) | (stochrsi_k_4h_lt_50)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_40)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_70) | (roc_9_1d_gt_neg_25)) # 1h down move, 1h still high, 4h & 1d downtrend & ((rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_50) | (roc_9_4h_gt_neg_30) | (roc_9_1d_gt_neg_70)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_35) | (aroonu_14_4h_lt_85) | (roc_9_4h_lt_100)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_35) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_20)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_35) | (stochrsi_k_4h_lt_70) | (roc_9_4h_lt_10)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_35) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_100)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_50) | (roc_9_1d_lt_200)) # 1h & 1d down move, 1d high & overbought & ((rsi_3_1h_gt_40) | (rsi_3_1d_gt_50) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_30)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_40) | (rsi_14_1d_lt_80) | (roc_9_1d_lt_150)) # 1h down move, 15m high, 1h high & ((rsi_3_1h_gt_40) | (aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_70)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_80) | (roc_9_1d_lt_80)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_80) | (roc_9_4h_lt_20)) # 1h down move, 1h & 4h overbought & ((rsi_3_1h_gt_40) | (roc_9_1h_lt_10) | (roc_9_4h_lt_10)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_45) | (rsi_3_4h_gt_65) | (roc_9_1d_lt_200)) # 1h down move, 1h high & overbought & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_70) | (roc_9_1h_lt_10)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_45) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_40)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_90) | (roc_9_1d_gt_neg_30)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_50) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_100)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_60) | (roc_9_1d_gt_neg_60)) # 1h down move, 15m high, 1h high & ((rsi_3_1h_gt_55) | (aroonu_14_15m_lt_60) | (stochrsi_k_1h_lt_80)) # 1h down move, 1h high & overbought & ((rsi_3_1h_gt_55) | (aroonu_14_1h_lt_90) | (roc_9_1h_lt_10)) # 4h & 1d down move, 4h still not low enough & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_15) | (aroonu_14_4h_lt_20)) # 4h down move, 1h still not low enough, 4h downtrend & ((rsi_3_4h_gt_3) | (stochrsi_k_1h_lt_20) | (roc_9_4h_gt_neg_30)) # 4h down move, 1h & 4h downtrend & ((rsi_3_4h_gt_3) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_30)) # 4h & 1d down move, 1h downtrend & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_20) | (roc_9_1h_gt_neg_50)) # 4h & 1d down move, 1d still high, 4h downtrend & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_30) | (stochrsi_k_1d_lt_40) | (roc_9_4h_gt_neg_10)) # 4h down move, 1d high, 4h downtrend & ((rsi_3_4h_gt_5) | (aroonu_14_1d_lt_80) | (roc_9_4h_gt_neg_10)) # 4h down move, 1h still high & ((rsi_3_4h_gt_5) | (stochrsi_k_1h_lt_50)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_5) | (roc_9_4h_gt_neg_15) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 4h still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_40) | (stochrsi_k_4h_lt_40)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_45) | (roc_9_1d_lt_10)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_50) | (aroonu_14_1d_lt_80)) # 4h down move, 1d still high, 1d downtrend & ((rsi_3_4h_gt_10) | (aroonu_14_1d_lt_50) | (roc_9_1d_gt_neg_30)) # 4h down move, 1d high, 4h downtrend & ((rsi_3_4h_gt_10) | (aroonu_14_1d_lt_85) | (roc_9_4h_gt_neg_20)) # 4h down move, 15m high, 15m downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_60) | (roc_9_15m > -10.0)) # 4h down move, 1h still high, 1d downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_40) | (roc_9_1d_gt_neg_20)) # 4h down move, 1h high & ((rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_70)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h downtrend, 1d overbought & ((rsi_3_4h_gt_10) | (roc_9_4h_gt_neg_30) | (roc_9_1d_lt_40)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_60)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_40) | (aroonu_14_1d_lt_80)) # 4h down move, 1h high & ((rsi_3_4h_gt_15) | (aroonu_14_1h_lt_50)) # 4h down move, 1h still high, 1d downtrend & ((rsi_3_4h_gt_15) | (stochrsi_k_1h_lt_50) | (roc_9_1d > -30.0)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_15) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_20)) # 4h & 1d down move, 1d still high, 1d downtrend & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_50) | (roc_9_1d_gt_neg_10)) # 4h down move, 15m still high & ((rsi_3_4h_gt_20) | (aroonu_14_15m < 45.0)) # 4h down move, 1h still not low enough, 1d downtrend & ((rsi_3_4h_gt_20) | (aroonu_14_1h_lt_30) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h still high, 1d high & ((rsi_3_4h_gt_20) | (aroonu_14_4h_lt_50) | (aroonu_14_1d_lt_100)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_20) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_80)) # 4h down move, 15m still high, 4h high & ((rsi_3_4h_gt_25) | (aroonu_14_15m_lt_40) | (aroonu_14_4h_lt_70)) # 4h down move, 1h & 4h still high & ((rsi_3_4h_gt_25) | (stochrsi_k_1h_lt_40) | (stochrsi_k_4h_lt_40)) # 4h dowqn move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_30) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h high, 1d overbought & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_50)) # 4h down move, 1h high, 4h downtrend & ((rsi_3_4h_gt_30) | (aroonu_14_1h_lt_70) | (roc_9_4h_gt_neg_10)) # 4h down move, 1d downtrend & ((rsi_3_4h_gt_30) | (roc_9_1d_gt_neg_50)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_40) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_40) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_80)) # 4h down move, 1h high, 1d downtrend & ((rsi_3_4h_gt_40) | (stochrsi_k_1h_lt_80) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h & 1d overbought & ((rsi_3_4h_gt_40) | (roc_9_4h_lt_10) | (roc_9_1d_lt_50)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_50) | (rsi_14_4h_lt_40) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h high, 1d overbought & ((rsi_3_4h_gt_50) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_40)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_30)) # 4h down move, 1h high, 1d overbought & ((rsi_3_4h_gt_60) | (stochrsi_k_1h_lt_90) | (roc_9_1d_lt_30)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_70) | (roc_9_4h_lt_20)) # 1d down move, 1h & 4h still not low enough & ((rsi_3_1d_gt_5) | (stochrsi_k_1h_lt_20) | (stochrsi_k_4h_lt_20)) # 1d down move, 1h & 1d high, 1d downtrend & ((rsi_3_1d_gt_15) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_70) | (roc_9_1d_gt_neg_10)) # 15m down move, 1h high, 4h & 1d downtrend & ((rsi_3_1d_gt_15) | (aroonu_14_1h_lt_70) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_50)) # 1d down move, 4h still high, 4h downtrend & ((rsi_3_1d_gt_15) | (stochrsi_k_4h_lt_40) | (roc_9_4h_gt_neg_20)) # 1d down move, 1h still low, 4h high, 4h downtrend & ((rsi_3_1d_gt_20) | (stochrsi_k_1h_lt_40) | (stochrsi_k_4h_lt_70) | (roc_9_4h_gt_neg_10)) # 1d down move, 1h high, 1d downtrend & ((rsi_3_1d_gt_20) | (stochrsi_k_1h_lt_70) | (roc_9_1d_gt_neg_60)) # 1d down move, 1h & 4h high, 1d downtrend & ((rsi_3_1d_gt_20) | (stochrsi_k_1h_lt_80) | (stochrsi_k_4h_lt_80) | (roc_9_1d_gt_neg_30)) # 1d down move, 4h high, 1d downtrend & ((rsi_3_1d_gt_20) | (stochrsi_k_4h_lt_70) | (roc_9_1d_gt_neg_60)) # 1d down move, 1h high, 1h overbought, 1d downtrend & ((rsi_3_1d_gt_30) | (aroonu_14_1h_lt_70) | (roc_9_1h_lt_10) | (roc_9_1d_gt_neg_40)) # 1d down move, 1h high & overbought & ((rsi_3_1d_gt_35) | (stochrsi_k_1h_lt_90) | (roc_9_1h_lt_10)) # 1d down move, 1h high & overbought & ((rsi_3_1d_gt_40) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_80)) # 1d down move, 4h high & overbought & ((rsi_3_1d_gt_45) | aroonu_14_4h_lt_80 | (roc_9_4h_lt_30)) # 1h downtrend, 1h high & ((cmf_20_1h_gt_neg_0_20) | aroonu_14_1h_lt_80) # 4h & 1d downtrend, 1d high & ((cmf_20_4h_gt_neg_0_30) | (cmf_20_1d_gt_neg_0_30) | (stochrsi_k_1d_lt_60)) # 1d downtrend, 1d high & overbought & ((cmf_20_1d_gt_neg_0_30) | (aroonu_14_1d_lt_85) | (roc_9_1d_lt_100)) # 1d downtrend, 1d high & overbought & ((cmf_20_1d_gt_neg_0_40) | (aroonu_14_1d_lt_85) | (roc_9_1d_lt_20)) # 15m still high, 1h overbought & ((aroonu_14_15m_lt_40) | (roc_9_1h_lt_40)) # 15m still high, 4h overbought & ((aroonu_14_15m_lt_40) | (roc_9_4h_lt_80)) # 15m still high, 1h high & ((aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_85)) # 15m still high, 4h high & overbought & ((aroonu_14_15m_lt_50) | aroonu_14_4h_lt_70 | (roc_9_4h_lt_30)) # 15m still high, 4h downtrend, 1d overbought & ((aroonu_14_15m_lt_50) | (roc_9_4h_gt_neg_20) | (roc_9_1d_lt_40)) # 1h still high, 4h & 1d downtrend & ((aroonu_14_1h_lt_40) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_40)) # 1h high, 4h high, 1h overbought & (aroonu_14_1h_lt_70 | aroonu_14_4h_lt_100 | (roc_9_1h_lt_20)) # 1h & 4h high, 4h overbought & (aroonu_14_1h_lt_70 | aroonu_14_4h_lt_100 | (roc_9_4h_lt_40)) # 1h & 1d high, 1h overbought & (aroonu_14_1h_lt_70 | (aroonu_14_1d_lt_70) | (roc_9_1h_lt_20)) # 1h high, 1h & 4h overbought & (aroonu_14_1h_lt_70 | (roc_9_1h_lt_10) | (roc_9_4h_lt_40)) # 1h high, 1d downtrend & (aroonu_14_1h_lt_80 | (roc_9_1d_gt_neg_40)) # 4h still not low enough, 4h & 1d downtrend & ((aroonu_14_4h_lt_30) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_25)) # 4h still high, 1d high, 4h downtrend & ((aroonu_14_4h_lt_50) | aroonu_14_1d_lt_100 | (roc_9_4h_gt_neg_30)) # 4h high, 1h & 1d downtrend & (aroonu_14_4h_lt_70 | (roc_9_1h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 4h & 1d high, 1d overbought & (aroonu_14_4h_lt_80 | aroonu_14_1d_lt_100 | roc_9_1d_lt_50) # 4h & 1d high, 4h overbought & (aroonu_14_4h_lt_100 | aroonu_14_1d_lt_100 | (roc_9_4h_lt_10)) # 4h high, 1h & 4h overbought & (aroonu_14_4h_lt_100 | (roc_9_1h_lt_10) | (roc_9_4h_lt_40)) # 1d high, 4h & 1d downtrend & ((aroonu_14_1d_lt_80) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 1d high, 1h & 4h downtrend & ((aroonu_14_1d_lt_85) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_50)) # 1d high, 1h & 1d overbought & ((aroonu_14_1d_lt_85) | (roc_9_1h_lt_20) | (roc_9_1d_lt_100)) # 1d high, 1h & 4h down move & (aroonu_14_1d_lt_100 | (roc_9_1h_lt_25) | (roc_9_4h_lt_60)) # 1d high, 4h & 1d overbought & (aroonu_14_1d_lt_100 | (roc_9_4h_lt_20) | (roc_9_1d_lt_30)) # 1h high, 4h & 1d overbought & ((stochrsi_k_1h_lt_90) | (roc_9_4h_lt_20) | (roc_9_1d_lt_100)) # 4h still high, 4h & 1d downtrend & ((stochrsi_k_4h_lt_40) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_40)) # 4h high, 1h & 1d downtrend & ((stochrsi_k_4h_lt_70) | (roc_9_1h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 4h high, 4h & 1d overbought & ((stochrsi_k_4h_lt_70) | (roc_9_4h_lt_20) | (roc_9_1d_lt_30)) # 4h high, 1h overbought, 1d downtrend & ((stochrsi_k_4h_lt_80) | (roc_9_1h_lt_40) | (roc_9_1d_gt_neg_70)) # 4h high, 4h overbought & ((stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10)) # 4h high, 1h & 4h overbought & ((stochrsi_k_4h_lt_90) | (roc_9_1h_lt_20) | (roc_9_4h_lt_50)) # 1d high, 4h & 1d overbought & ((stochrsi_k_1d_lt_90) | (roc_9_4h_lt_40) | (roc_9_1d_lt_100)) # 1h & 4h overbought & ((roc_9_1h_lt_30) | (roc_9_4h_lt_80)) # 1d green with top wick, 4h high & ((change_pct_1d_lt_30) | (top_wick_pct_1d_lt_20) | aroonu_14_4h_lt_80) # 1d top wick, 4h down move, 1d overbought & ((top_wick_pct_1d_lt_50) | (rsi_3_4h_gt_35) | (roc_9_1d_lt_60)) # big drop in last hough, 4h down move, 1h still not low enough & ((close > (close_max_12 * 0.90)) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_30)) # drop in last 20 days, 4h high & ((close > (high_max_20_1d * 0.10)) | (stochrsi_k_4h_lt_90)) # drop in last 20 days, 1h high, 1d downtrend & ((close > (high_max_20_1d * 0.20)) | aroonu_14_1h_lt_70 | (roc_9_1d_gt_neg_70)) # drop in last 20 days, 1d high, 1d downtrend & ((close > (high_max_20_1d * 0.20)) | (stochrsi_k_1d_lt_70) | (roc_9_1d_gt_neg_15)) ) # Logic long_entry_logic.append( (rsi_3 > 0.0) & (rsi_3_lt_50) & (aroonu_14_lt_25) & (ema_26 > ema_12) & ((ema_26 - ema_12) > (open_rate * 0.022)) & ((ema_26_shift_1 - ema_12_shift_1) > (open_rate / 100.0)) ) # Condition #64 - Trend Pullback mode (Long). if long_entry_condition_index == 64: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # Trend confirmation (higher TF must be bullish) (ema_12_4h > ema_200_4h) # 15m & 1h down move, 1h still high, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_45) | (aroonu_14_1h_lt_40) | (aroonu_14_4h_lt_80)) # 15m & 1h down move, 4h overbought & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_50) | (roc_9_4h_lt_50)) # 15m & 1h down move, 1h & 4h high, 1d overbought & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_65) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100) | (roc_9_1d_lt_10)) # 15m & 1h down move, 4h high, 1d overbought & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_65) | (stochrsi_k_4h_lt_80) | (roc_9_1d_lt_20)) # 15m & 4h down move, 4h high, 1d high, 4h overbought & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_65) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_10)) # 15m down move, 1h & 4h high & overbought & ((rsi_3_15m_gt_25) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_10) | (roc_9_4h_lt_10)) # 15m down move, 4h & 1d high, 4h overbought & ((rsi_3_15m_gt_25) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_20)) # 15m down move, 4h & 1d high & ((rsi_3_15m_gt_25) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_100)) # 15m down move. 1d high, 4h overbought & ((rsi_3_15m_gt_25) | (stochrsi_k_1d_lt_90) | (roc_9_4h_lt_20)) # 15m & 1h down move, 1h high, 1d high & overbought & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_50)) # 15m & 1h down move, 4h high, 1h & 4h overbought & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (stochrsi_k_4h_lt_70) | (roc_9_1h_lt_10) | (roc_9_4h_lt_10)) # 15m & 1h & 1d down move, 4h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_45) | (rsi_3_1d_gt_45) | (aroonu_14_4h_lt_100)) # 15m & 1h & 1d down move, 4h & 1d high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_45) | (rsi_3_1d_gt_65) | (aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100)) # 15m & 1h down move, 1h still high, 4h & 1d overbought & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_45) | (stochrsi_k_1h_lt_40) | (roc_9_4h_lt_50) | (roc_9_1d_lt_50)) # 15m & 1h down move, 4h high, 1h & 1d overbought & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_55) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_20) | (roc_9_1d_lt_40)) # 15m & 1d down move, 1h & 4h high & ((rsi_3_15m_gt_30) | (rsi_3_1d_gt_45) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_90)) # 15m down move, 15m still not low enough, 4h high, 1d overbought & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_30) | (aroonu_14_4h_lt_90) | (roc_9_1d_lt_20)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_30) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100)) # 15m down move, 4h high, 1d high, 4h overbought & ((rsi_3_15m_gt_30) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_10)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_30) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_80)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_30) | (stochrsi_k_1h_lt_70) | (stochrsi_k_4h_lt_80)) # 15m & 1h & 4h down move, 4h high, 1d overbought & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_65) | (stochrsi_k_4h_lt_70) | (roc_9_1d_lt_10)) # 15m & 1h down move, 4h & 1d high & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_40) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_100)) # 15m & 1h down move, 1h still high, 4h high & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_40) | (stochrsi_k_4h_lt_70)) # 15m & 1h down move, 1h high, 1d high & overbought & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_45) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_20)) # 15m & 1h down move, 1d high & overbought & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_45) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_80)) # 15m & 1h down move, 1d downtrend, 1d overbought & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_50) | (cmf_20_1d_gt_neg_0_10) | (roc_9_1d_lt_50)) # 15m & 1h & 1d down move, 15m still high, 1d high & ( (rsi_3_15m_gt_35) | (rsi_3_1h_gt_55) | (rsi_3_1d_gt_65) | (stochrsi_k_15m_lt_50) | (stochrsi_k_1d_lt_80) ) # 15m & 1h down move, 1h & 4h high & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_55) | (aroonu_14_1h_lt_75) | (aroonu_14_4h_lt_100)) # 15m & 1h down move, 1h & 4h high, 1h overbought & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_60) | (aroonu_14_1h_lt_75) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_10)) # 15m & 1h down move, 4h high, 1d overbought & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_65) | (stochrsi_k_4h_lt_70) | (roc_9_1d_lt_100)) # 15m & 1h down move, 1h high, 4h overbought & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_65) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_20)) # 15m & 1h down move, 1h & 4h high & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_65) | (aroonu_14_1h_lt_90) | (aroonu_14_4h_lt_100)) # 15m & 4h down move, 1h & 4h high & ((rsi_3_15m_gt_35) | (rsi_3_4h_gt_65) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100) | (roc_9_1d_lt_10)) # 15m & 1d down move, 1d still high, 4h high, 1h overbought & ((rsi_3_15m_gt_35) | (rsi_3_1d_gt_35) | (rsi_14_1d_lt_50) | (aroonu_14_4h_lt_80) | (roc_9_1h_lt_10)) # 15m & 4h down move, 15m still high, 4h high, 1d overbought & ((rsi_3_15m_gt_35) | (rsi_3_4h_gt_65) | (aroonu_14_15m_lt_40) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_20)) # 15m down move, 4h high, 1d high & overbought & ((rsi_3_15m_gt_35) | (stochrsi_k_4h_lt_70) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_30)) # 15m down move, 1h & 1d overbought & ((rsi_3_15m_gt_40) | (roc_9_1h_lt_20) | (roc_9_1d_lt_100)) # 15m & 1h & 4h down move, 4h high, 1d overbought & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_65) | (stochrsi_k_4h_lt_70) | (roc_9_1d_lt_20)) # 15m & 1h down move, 1d high, 4h & 1d overbought & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_40) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_30) | (roc_9_1d_lt_40)) # 15m & 1h down move, 1h & 4h high & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_50) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 15m & 1h down move, 1h high, 1d high & overbought & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_50) | (aroonu_14_1h_lt_70) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_10)) # 15m & 1h down move, 1h high, 4h high, 1d overbought & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_55) | (aroonu_14_1h_lt_70) | (stochrsi_k_4h_lt_70) | (roc_9_1d_lt_80)) # 15m & 1h down move, 1h & 4h high & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_60) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_60) | (stochrsi_k_4h_lt_80)) # 15m & 1h down move, 1h still high, 1d high & overbought & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_65) | (rsi_14_1h_lt_50) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_10)) # 15m & 1h down move, 1d high, 4h & 1d overbought & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_65) | (stochrsi_k_1d_lt_80) | (roc_9_4h_lt_50) | (roc_9_1d_lt_50)) # 15m & 4h down move, 4h high, 1d high & overbought & ((rsi_3_15m_gt_40) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_30)) # 15m down move, 4h downtrend, 4h high & overbought & ((rsi_3_15m_gt_40) | (cmf_20_4h_gt_neg_0_10) | (stochrsi_k_4h_lt_70) | (roc_9_4h_lt_20)) # 15m down move, 15m still high & ((rsi_3_15m_gt_40) | (aroonu_14_15m_lt_50)) # 15m down move, 1h high & ((rsi_3_15m_gt_40) | (aroonu_14_1h_lt_80) | (stochrsi_k_1h_lt_80)) # 15m down move, 1h & 4h high, 4h overbought & ((rsi_3_15m_gt_40) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_20)) # 15m down move, 1h & 4h high, 1d overbought & ((rsi_3_15m_gt_40) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100) | (roc_9_1d_lt_10)) # 15m down move, 4h & 1d high, 4h overbought & ((rsi_3_15m_gt_40) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_50)) # 15m down move, 4h & 1d high, 4h overbought & ((rsi_3_15m_gt_40) | (aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_10)) # 15m down move, 4h high, 1h & 4h overbought & ((rsi_3_15m_gt_40) | (rsi_14_4h_lt_70) | (roc_9_1h_lt_20) | (roc_9_4h_lt_20)) # 15m down move, 1h high, 1d high & overbought & ((rsi_3_15m_gt_40) | (stochrsi_k_1h_lt_60) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_10)) # 15m down move, 1h & 4h & 1d high & ((rsi_3_15m_gt_40) | (stochrsi_k_1h_lt_70) | (stochrsi_k_4h_lt_70) | (stochrsi_k_1d_lt_70)) # 15m down move, 4h high, 1h & 4h overbought & ((rsi_3_15m_gt_40) | (stochrsi_k_4h_lt_90) | (roc_9_1h_lt_10) | (roc_9_4h_lt_10)) # 15m down move, 1d high & overbought\ & ((rsi_3_15m_gt_40) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_80)) # 15m & 1h & 4h down move, 15m & 4h high & ((rsi_3_15m_gt_50) | (rsi_3_1h_gt_50) | (rsi_3_4h_gt_55) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_80)) # 15m & 1h & 1d down move, 15m high, 1h high & ((rsi_3_15m_gt_45) | (rsi_3_1h_gt_45) | (rsi_3_1d_gt_50) | (aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_90)) # 15m & 1h down move, 1d high, 4h overbought & ((rsi_3_15m_gt_45) | (rsi_3_1h_gt_45) | (aroonu_14_15m_lt_60) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_10)) # 15m & 1h down move, 15m & 4h high, 1d overbought & ((rsi_3_15m_gt_45) | (rsi_3_1h_gt_45) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_30)) # 15m & 1h down move, 15m still high, 4h high & overbought & ( (rsi_3_15m_gt_45) | (rsi_3_1h_gt_45) | (stochrsi_k_15m_lt_50) | (stochrsi_k_4h_lt_70) | (roc_9_4h_lt_10) ) # 15m & 1h down move, 15m high, 4h high & ((rsi_3_15m_gt_45) | (rsi_3_1h_gt_55) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_100)) # 15m & 1h down move, 1h high, 4h high, 4h overbought & ((rsi_3_15m_gt_45) | (rsi_3_1h_gt_55) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_20)) # 15m & 1h down move, 1h high, 4h overbought & ((rsi_3_15m_gt_45) | (rsi_3_1h_gt_55) | (stochrsi_k_1h_lt_80) | (roc_9_4h_lt_10)) # 15m & 1h & 1d down move, 15m high, 1h high & ((rsi_3_15m_gt_45) | (rsi_3_1h_gt_60) | (rsi_3_1d_gt_60) | (aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_90)) # 15m & 1h down move, 1h high, 4h high & overbought & ((rsi_3_15m_gt_45) | (rsi_3_1h_gt_60) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_40)) # 15m & 1h down move, 15m & 1h still high & ((rsi_3_15m_gt_45) | (rsi_3_1h_gt_60) | (stochrsi_k_15m_lt_50) | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 1h & 4h high & ((rsi_3_15m_gt_45) | (rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_70) | (stochrsi_k_4h_lt_90)) # 15m & 1h down move, 1h & 4h & 1d overbought & ((rsi_3_15m_gt_45) | (rsi_3_1h_gt_65) | (roc_9_1h_lt_20) | (roc_9_4h_lt_30) | (roc_9_1d_lt_50)) # 15m & 4h down move, 15m & 4h high & ((rsi_3_15m_gt_45) | (rsi_3_4h_gt_60) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_70)) # 15m & 1d down move, 15m & 4h high & ((rsi_3_15m_gt_45) | (rsi_3_1d_gt_45) | (aroonu_14_15m_lt_70) | (stochrsi_k_4h_lt_90)) # 15m & 1d down move, 4h high, 1d overbought & ((rsi_3_15m_gt_45) | (rsi_3_1d_gt_50) | (aroonu_14_4h_lt_100) | (roc_9_1d_lt_20)) # 15m & 1d down move, 15m still high, 1d high & ((rsi_3_15m_gt_45) | (rsi_3_1d_gt_65) | (aroonu_14_15m_lt_40) | (aroonu_14_1d_lt_100)) # 15m down move, 15m high, 1h high & ((rsi_3_15m_gt_45) | (aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_100)) # 15m down move, 15m high, 4h high & overbought & ((rsi_3_15m_gt_45) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_25)) # 15m down move, 15m & 4h high, 1d high & ((rsi_3_15m_gt_45) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_100) | (stochrsi_k_1d_lt_90)) # 15m down move, 15m & 1h & 4h high & ((rsi_3_15m_gt_45) | (aroonu_14_15m_lt_80) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100)) # 15m down move, 15m high, 4h high & overbought & ((rsi_3_15m_gt_45) | (aroonu_14_15m_lt_80) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_10)) # 15m down move, 15m high, 1d high & overbought & ((rsi_3_15m_gt_45) | (aroonu_14_15m_lt_80) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_20)) # 15m down move, 1h & 4h high, 1d overbought & ((rsi_3_15m_gt_45) | (aroonu_14_1h_lt_90) | (aroonu_14_4h_lt_100) | (roc_9_1d_lt_20)) # 15m down move, 4h & 1d high, 4h overbought & ((rsi_3_15m_gt_45) | (aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_10)) # 15m down move, 1h still high, 4h high, 4h overbought & ((rsi_3_15m_gt_45) | (stochrsi_k_1h_lt_50) | (stochrsi_k_4h_lt_70) | (roc_9_4h_lt_20)) # 15m down move, 1h & 4h high, 1d overbought & ((rsi_3_15m_gt_45) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100) | (roc_9_1d_lt_30)) # 15m down move, 1h still high, 4h high, 1h & 1d overbought & ((rsi_3_15m_gt_45) | (stochrsi_k_1h_lt_50) | (stochrsi_k_4h_lt_70) | (roc_9_1h_lt_10) | (roc_9_1d_lt_30)) # 15m down move, 4h & 1d high, 4h & 1d overbought & ((rsi_3_15m_gt_45) | (aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_20) | (roc_9_1d_lt_30)) # 15m down move, 1d high, 1h & 4h & 1d overbought & ((rsi_3_15m_gt_45) | (aroonu_14_1d_lt_100) | (roc_9_1h_lt_10) | (roc_9_4h_lt_40) | (roc_9_1d_lt_40)) # 15m down move, 4h high, 4h & 1d overbought & ((rsi_3_15m_gt_45) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10) | (roc_9_1d_lt_10)) # 15m & 1h down move, 1h & 4h high & ((rsi_3_15m_gt_50) | (rsi_3_1h_gt_50) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_80)) # 15m & 1h & 4h down move, 15m high, 1h high & ((rsi_3_15m_gt_50) | (rsi_3_1h_gt_55) | (rsi_3_4h_gt_60) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_80)) # 15m & 1h & 4h & qd down move, 1d overbought & ((rsi_3_15m_gt_50) | (rsi_3_1h_gt_60) | (rsi_3_4h_gt_60) | (rsi_3_1d_gt_60) | (roc_9_1d_lt_20)) # 15m & 1h down move, 1h high, 1d overbought & ((rsi_3_15m_gt_50) | (rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_80) | (roc_9_1d_lt_20)) # 15m & 1h down move, 15m still high, 4h high & ((rsi_3_15m_gt_50) | (rsi_3_1h_gt_65) | (stochrsi_k_15m_lt_50) | (stochrsi_k_4h_lt_90)) # 15m & 1h down move, 4h high, 1h overbought & ((rsi_3_15m_gt_50) | (rsi_3_1h_gt_65) | (stochrsi_k_4h_lt_80) | (roc_9_1h_lt_10)) # 15m & 4h down move, 15m & 1h high, 1d overbought & ((rsi_3_15m_gt_50) | (rsi_3_4h_gt_50) | (aroonu_14_15m_lt_80) | (aroonu_14_1h_lt_100) | (roc_9_1d_lt_10)) # 15m & 4h down move, 1h & 4h high, 1d overbought & ((rsi_3_15m_gt_50) | (rsi_3_4h_gt_65) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100) | (roc_9_1d_lt_10)) # 15m down move, 15m high, 4h high, 1d overbought & ((rsi_3_15m_gt_50) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_40)) # 15m down move, 15m & 4h & 1d high & ((rsi_3_15m_gt_50) | (aroonu_14_15m_lt_75) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100)) # 15m down move, 15m still high, 4h high, 1d overbought & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_50) | (stochrsi_k_4h_lt_90) | (roc_9_1d_lt_30)) # 15m down move, 15m still high, 4h & 1d overbought & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_50) | (roc_9_4h_lt_20) | (roc_9_1d_lt_80)) # 15m down move, 1h & 4h high, 1d overbought & ((rsi_3_15m_gt_50) | (stochrsi_k_1h_lt_80) | (stochrsi_k_4h_lt_80) | (roc_9_1d_lt_20)) # 15m & 1h down move, 1h still high, 4h high & ((rsi_3_15m_gt_55) | (rsi_3_1h_gt_55) | (rsi_14_1h_lt_50) | (stochrsi_k_4h_lt_90)) # 15m & 1d down move, 15m still high, 1h high & ((rsi_3_15m_gt_55) | (rsi_3_1d_gt_55) | (aroonu_14_15m_lt_50) | (stochrsi_k_1h_lt_90)) # 15m down move, 15m high, 4h high, 1d overbought & ((rsi_3_15m_gt_55) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_100) | (roc_9_1d_lt_30)) # 15m down move, 1d high, 15m still high, 1d high & ((rsi_3_15m_gt_55) | (aroonu_14_1d_lt_100) | (stochrsi_k_15m_lt_50) | (stochrsi_k_1d_lt_90)) # 15m down move, 4h high, 1h & 4h overbought & ((rsi_3_15m_gt_55) | (stochrsi_k_4h_lt_90) | (roc_9_1h_lt_20) | (roc_9_4h_lt_20)) # 15m down move, 4h high, 4h & 1d overbought & ((rsi_3_15m_gt_55) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_30) | (roc_9_1d_lt_30)) # 15m & 1h down move, 15m & 4h high & ((rsi_3_15m > 60.0) | (rsi_3_1h_gt_60) | (stochrsi_k_15m_lt_70) | (stochrsi_k_4h_lt_90)) # 15m down move, 15m still high, 1h high, 4h high & ((rsi_3_15m > 60.0) | (stochrsi_k_15m_lt_50) | (stochrsi_k_1h_lt_60) | (stochrsi_k_4h_lt_80)) # 1h down move, 15m still high, 1h still high, 4h high & ((rsi_3_1h_gt_25) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_90)) # 1h & 4h down move, 4h & 1d high, 4h overbought & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_20)) # 1h down move, 4h & 1d high, 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_30)) # 1h & 1d down move, 1h still high, 4h high & ((rsi_3_1h_gt_35) | (rsi_3_1d_gt_35) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_90)) # 1h & 1d down move, 1h still high, 4h high & ((rsi_3_1h_gt_35) | (rsi_3_1d_gt_35) | (stochrsi_k_1h_lt_40) | (stochrsi_k_4h_lt_80)) # 1h down move, 15m high, 1h high & ((rsi_3_1h_gt_35) | (aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_80)) # 1h & 1d down move, 1d high & overbought & ((rsi_3_1h_gt_40) | (rsi_3_1d_gt_50) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_50)) # 1h down move, 15m high, 4h high, 1d overbought & ((rsi_3_1h_gt_40) | (aroonu_14_15m_lt_60) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_10)) # 1h down move, 1h high, 1d still high, 1d overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_80) | (stochrsi_k_1d_lt_50) | (roc_9_1d_lt_20)) # 1h down move, 4h high, 4h & 1d overbought & ((rsi_3_1h_gt_40) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_10) | (roc_9_1d_lt_15)) # 1h down move, 4h & 1d high, 4h overbought & ((rsi_3_1h_gt_40) | (stochrsi_k_4h_lt_80) | (stochrsi_k_1d_lt_80) | (roc_9_4h_lt_20)) # 1h down move, 4h high, 15m high, 4h high & ((rsi_3_1h_gt_45) | (rsi_14_4h_lt_70) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_90)) # 1h down move, 4h high, 1d high & overbought & ((rsi_3_1h_gt_45) | (rsi_14_4h_lt_70) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_30)) # 15m & 1h down move, 1h & 4h & 1d high & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_45) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_50)) # 1h & 1d down move, 1d high & overbought & ((rsi_3_1h_gt_50) | (rsi_3_1d_gt_65) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_20)) # 1h down move, 15m high, 1h high, 1d overbought & ((rsi_3_1h_gt_50) | (aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_100) | (roc_9_1d_lt_20)) # 1h down move, 1h high, 1d high, 4h overbought & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_20)) # 1h down move, 1h high, 1d high & overbought & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_80) | (stochrsi_k_1d_lt_70) | (roc_9_1d_lt_10)) # 1h down move, 4h high, 1h & 4h overbought & ((rsi_3_1h_gt_50) | (aroonu_14_4h_lt_80) | (roc_9_1h_lt_20) | (roc_9_4h_lt_30)) # 1h down move, 4h & 1d high, 4h & 1d overbought & ((rsi_3_1h_gt_50) | (aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_30) | (roc_9_1d_lt_40)) # 1h down move, 1h high, 4h & 1d overbought & ((rsi_3_1h_gt_50) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_30) | (roc_9_1d_lt_80)) # 1h & 4h down move, 1h & 4h high & ((rsi_3_1h_gt_55) | (rsi_3_4h_gt_60) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 1h down move, 1h still high, 4h high & overbought & ((rsi_3_1h_gt_55) | (stochrsi_k_1h_lt_50) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_55) | (stochrsi_k_1h_lt_70) | (roc_9_4h_lt_60)) # 1h & 4h down move, 1d high, 1d overbought & ((rsi_3_1h_gt_60) | (rsi_3_4h_gt_60) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_50)) # 1h & 4h down move, 15m & 4h high & ((rsi_3_1h_gt_60) | (rsi_3_4h_gt_65) | (stochrsi_k_15m_lt_70) | (stochrsi_k_4h_lt_80)) # 1h & 4h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_60) | (rsi_3_4h_gt_65) | (stochrsi_k_4h_lt_80) | (roc_9_1d_lt_10)) # 1h down move, 15m & 1h & 4h high & ((rsi_3_1h_gt_60) | (aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_90) | (aroonu_14_4h_lt_100)) # 1h down move, 1h high, 4h high & overbought & ((rsi_3_1h_gt_60) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_10)) # 1h down move, 1h high, 1d high & overbought & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_60) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_80)) # 1h down move, 1d downtrend, 1h high, 4h high & ((rsi_3_1h_gt_65) | (cmf_20_1d_gt_neg_0_10) | (aroonu_14_1h_lt_90) | (stochrsi_k_4h_lt_90)) # 1h down move, 1d downtrend, 1h high, 4h high & ((rsi_3_1h_gt_65) | (cmf_20_1d_gt_neg_0_20) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100)) # 1h down move, 1h & 4h high, 1d overbought & ((rsi_3_1h_gt_65) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100) | (roc_9_1d_lt_30)) # 1h down move, 1h high, 4h high & ((rsi_3_1h_gt_65) | (aroonu_14_1h_lt_100) | (stochrsi_k_4h_lt_90)) # 1h down move, 4h high, 1d high & overbought & ((rsi_3_1h_gt_65) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_200)) # 1h down move, 1h & 1d high & overbought & ((rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_80) | (stochrsi_k_1d_lt_90) | (roc_9_1h_lt_10) | (roc_9_1d_lt_20)) # 1h down move, 1h & 4h overbought & ((rsi_3_1h_gt_65) | (roc_9_1h_lt_80) | (roc_9_4h_lt_80)) # 4h down move, 1h & 4h & 1d down move & ((rsi_3_4h_gt_55) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100)) # 4h & 1d down move, 4h high, 1d overbought & ((rsi_3_4h_gt_60) | (rsi_3_1d_gt_60) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_30)) # 1h down move, 15m still high, 1h & 4h & 1d overbought & ((rsi_3_1h_gt_65) | (aroonu_14_15m_lt_50) | (roc_9_1h_lt_20) | (roc_9_4h_lt_30) | (roc_9_1d_lt_50)) # 4h down move, 15m high, 4h high & overbought & ((rsi_3_4h_gt_65) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_30)) # 4h down move, 1h high, 1h & 4h & 1d overbought & ((rsi_3_4h_gt_65) | (stochrsi_k_1h_lt_80) | (roc_9_1h_lt_10) | (roc_9_4h_lt_30) | (roc_9_1d_lt_50)) # 4h down move, 4h & 1d high, 1d overbought & ((rsi_3_4h_gt_65) | (stochrsi_k_4h_lt_80) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_10)) # 4h up move, 4h high & overbought & ((rsi_3_4h_lt_90) | (rsi_14_4h_lt_70) | (aroonu_14_4h_lt_100) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_10)) # 1d down move, 1h & 4h high, 1d overbought & ((rsi_3_1d_gt_40) | (stochrsi_k_1h_lt_80) | (stochrsi_k_4h_lt_80) | (roc_9_1d_lt_20)) # 1d down move, 4h high, 1h & 4h overbought & ((rsi_3_1d_gt_40) | (stochrsi_k_4h_lt_80) | (roc_9_1h_lt_20) | (roc_9_4h_lt_20)) # 1d down move, 1h high, 1h & 4h & 1d overbought & ((rsi_3_1d_gt_60) | (stochrsi_k_1h_lt_80) | (roc_9_1h_lt_20) | (roc_9_4h_lt_20) | (roc_9_1d_lt_20)) # 4h high, 1h & 4h downtrend, 4h high & ((rsi_14_4h_lt_70) | (cmf_20_1h_gt_neg_0_20) | (cmf_20_4h_gt_neg_0_30) | (stochrsi_k_4h_lt_70)) # 4h high, 4h & 1d high, 4h high & ((rsi_14_4h_lt_70) | (aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100) | (stochrsi_k_4h_lt_90)) # 4h high & overbought & ((rsi_14_4h_lt_80) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_10)) # 1h & 4h downtrend, 4h high, 1d high & ((cmf_20_1h_gt_neg_0_20) | (cmf_20_4h_gt_neg_0_30) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100)) # 15m & 1h & 4h high & ((aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100) | (aroonu_14_4h_lt_100)) # 15m & 4h & 1d high, 4h overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_50)) # 15m & 4h & 1d high, 4h overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_10)) # 15m high, 4h high, 1d overbought & ((aroonu_14_15m_lt_70) | (stochrsi_k_4h_lt_80) | (roc_9_1d_lt_50)) # 15m high, 4h high, 4h & 1d overbought & ((aroonu_14_15m_lt_70) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_20) | (roc_9_1d_lt_30)) # 15m & 1h high, 4h overbought & ((aroonu_14_15m_lt_80) | (aroonu_14_1h_lt_100) | (roc_9_4h_lt_10)) # 15m & 4h high, 1d overbought & ((aroonu_14_15m_lt_80) | (aroonu_14_4h_lt_90) | (roc_9_1d_lt_10)) # 1h & 4h & 1d high, 4h overbought & ((aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_20)) # 1h & 4h & 1d high, 4h overbought & ((aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_20)) # 1h & 4h & 1d high, 1d overbought & ((aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_40)) # 1h & 4h & 1d high, 1d overbought & ((aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_20)) # 1h & 4h high, 1h & 4h & 1d overbought & ((aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_20) | (roc_9_4h_lt_20) | (roc_9_1d_lt_20)) # 1h & 4h & 1d high, 1d overbought & ((aroonu_14_1h_lt_90) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_20)) # 1h & 4h & 1d high & ((aroonu_14_1h_lt_100) | (aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100)) # 1h & 4h high, 1d overbought & ((aroonu_14_1h_lt_100) | (aroonu_14_4h_lt_100) | (roc_9_1d_lt_20)) # 4h uptrend active & (aroonu_14_4h_gt_50) # 4h & 1d high, 1d overbought & ((aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_80)) # 4h & 1d high & overbought & ((aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_10) | (roc_9_1d_lt_10)) # 4h & 1d high, 4h overbought & ((aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_80)) # 1d high, 1h & 4h & 1d overbought & ((aroonu_14_1d_lt_100) | (roc_9_1h_lt_10) | (roc_9_4h_lt_40) | (roc_9_1d_lt_100)) # 1d high, 4h & 1d overbought & ((aroonu_14_1d_lt_100) | (roc_9_4h_lt_80) | (roc_9_1d_lt_80)) # 15m still high, 1h & 4h high, 1d overbought & ((stochrsi_k_15m_lt_50) | (stochrsi_k_1h_lt_70) | (stochrsi_k_4h_lt_80) | (roc_9_1d_lt_20)) # 1h still high, 1d high, 4h & 1d overbought & ((stochrsi_k_1h_lt_50) | (stochrsi_k_1d_lt_90) | (roc_9_4h_lt_30) | (roc_9_1d_lt_150)) # 1h & 4h & 1d high, 1h overbought & ((stochrsi_k_1h_lt_70) | (stochrsi_k_4h_lt_70) | (stochrsi_k_1d_lt_70) | (roc_9_1h_lt_10)) # 1h & 4h high, 1d overbought & ((stochrsi_k_1h_lt_90) | (stochrsi_k_4h_lt_90) | (roc_9_1d_lt_20)) # 1h & 1d high & ((stochrsi_k_1h_lt_90) | (stochrsi_k_1d_lt_90)) # 4h & 1d high, 1d overbought & ((stochrsi_k_4h_lt_80) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_50)) # 4h high, 1h & 4h overbought & ((stochrsi_k_4h_lt_90) | (roc_9_1h_lt_20) | (roc_9_4h_lt_20)) # 4h high, 1d overbought & ((stochrsi_k_4h_lt_90) | (roc_9_1d_lt_80)) # Daily not crashing & (roc_9_1d > -5.0) ) # Logic — Pullback in uptrend long_entry_logic.append( (rsi_3_gt_10) & (rsi_3_15m_gt_20) # & (rsi_3_1h_gt_20) & (rsi_14 < 45.0) & (willr_14 < -70.0) & (stochrsi_k_lt_30) & (aroonu_14_15m_lt_90) & (stochrsi_k_15m_lt_80) & (close < ema_12) & (close > ema_200) & (close > (bbl_20_2_0 * 1.01)) ) # Condition #65 - Breakout mode (Long). if long_entry_condition_index == 65: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # Trend confirmation (ema_12_4h > ema_200_4h) # 4h momentum mid-range & (rsi_14_4h_gt_50) & (rsi_14_4h_lt_68) # 1d up move, 1d not oversold & (roc_9_1d_gt_0) & (rsi_14_1d_gt_45) # 4h overbought, 1d up move, 4h money outflow & ((stochrsi_k_4h_lt_90) | (roc_9_1d_lt_20) | (cmf_20_4h_gt_neg_0_0)) # 4h overbought & up move, 1d low & ((rsi_3_4h_lt_70) | (roc_9_4h_lt_5) | (stochrsi_k_1d_gt_70)) # 15m up move, 4h low & ((rsi_3_15m_lt_90) | (stochrsi_k_4h_gt_30)) # 1d overbought & up move & ((rsi_14_1d_lt_75) | (roc_9_1d_lt_30)) # 1d high, 4h money outflow, 1h up & ((aroonu_14_1d_lt_100) | (cmf_20_4h_gt_neg_0_10) | (rsi_14_1h_lt_50)) # 1h down move, 1h high & ((rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_60)) # 4h money outflow & up move & ((cmf_20_4h_gt_neg_0_10) | (roc_9_4h_lt_20)) # 15m high, 1h down move, 1d up move & ((roc_9_1d_lt_40) | (rsi_3_1h_gt_60) | (stochrsi_k_15m_lt_50)) # 1h high, 4h high & down move & ((aroonu_14_4h_lt_70) | (rsi_3_4h_gt_65) | (stochrsi_k_1h_lt_50)) # 5m rollover, 1d low, 4h inflow, 1h narrow bands & ((rsi_14_change_pct_gt_0) | (rsi_14_1d_gt_60) | (cmf_20_4h_lt_0_15) | (bbb_20_2_0_1h_gt_20)) # 1d down move, 1d high & overbought & ( (rsi_3_1d_gt_65) | (rsi_3_change_pct_1d_gt_neg_20) | (stochrsi_k_1d_lt_70) | (rsi_14_1d_lt_60) | (roc_9_1d_gt_30) ) # 1h low, 1d low & ((rsi_14_1h_gt_65) | (stochrsi_k_1d_gt_40) | (roc_9_1d_gt_25)) # 15m volume spike, 1d low & ((stochrsi_k_1d_gt_70) | (obv_change_pct_15m_lt_50)) # 15m high, 1d & 4h down move & ((aroonu_14_15m_lt_60) | (rsi_3_1d_gt_65) | (rsi_3_4h_gt_55)) #################################################################### # 15m up move, 15m high, 4h high & overbought & ((rsi_3_15m_lt_85) | (stochrsi_k_15m_lt_70) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_30)) # 15m up move, 15m high, 1h high & ((rsi_3_15m_lt_90) | (aroonu_14_15m_lt_100) | (aroonu_14_1h_lt_100)) # 15m up move, 1d high, 1h & 1d overbought & ((rsi_3_15m_lt_90) | (aroonu_14_1d_lt_100) | (roc_9_1h_lt_10) | (roc_9_1d_lt_20)) # 15m up move, 15m high, 4h high & ((rsi_3_15m_lt_95) | (aroonu_14_15m_lt_90) | (stochrsi_k_4h_lt_80)) # 15m up move, 15m high, 4h high & ((rsi_3_15m_lt_95) | (stochrsi_k_15m_lt_80) | (stochrsi_k_4h_lt_90)) # 1h & 4h down move, 1d high, 4h & 1d overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_50) | (aroonu_14_1d_lt_80) | (roc_9_4h_lt_20) | (roc_9_1d_lt_100)) # 1h & 4h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_80) | (roc_9_1d_lt_80)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_20) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_30)) # 1h & 4h down move, 1h & 4h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_60) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_90)) # 1h down move, 15m high, 4h overbought & ((rsi_3_1h_gt_30) | (aroonu_14_15m_lt_100) | (roc_9_4h_lt_40)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_30)) # 1h down move, 4h high, 4h & 1d overbought & ((rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_40) | (roc_9_1d_lt_50)) # 1h & 4h down move, 1d high & overbought & ((rsi_3_1h_gt_40) | (rsi_3_4h_gt_50) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_30)) # 1h down move, 1h high, 1d high & overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_80)) # 1h & 4h down move, 4h high, 1d high & overbought & ((rsi_3_1h_gt_45) | (rsi_3_4h_gt_45) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_10)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_45) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_80)) # 1h & 4h & 1d down move, 15m high & ((rsi_3_1h_gt_50) | (rsi_3_4h_gt_60) | (rsi_3_1d_gt_60) | (aroonu_14_15m_lt_80) | (stochrsi_k_15m_lt_80)) # 1h & 4h down move, 15m high, 1d overbought & ((rsi_3_1h_gt_55) | (rsi_3_4h_gt_55) | (stochrsi_k_15m_lt_70) | (roc_9_1d_lt_20)) # 1h down move, 4h high, 4h & 1d overbought & ((rsi_3_1h_gt_55) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_15) | (roc_9_1d_lt_40)) # 1h down move, 1h & 4h high & overbought & ((rsi_3_1h_gt_60) | (aroonu_14_1h_lt_90) | (aroonu_14_4h_lt_90) | (roc_9_1h_lt_10) | (roc_9_4h_lt_10)) # 1h down move, 1h & 4h high, 1d overbought & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_70) | (stochrsi_k_4h_lt_80) | (roc_9_1d_lt_80)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_65) | (stochrsi_k_4h_lt_80) | (roc_9_1d_lt_100)) # 1h up move, 15m high, 1d overbought & ((rsi_3_1h_lt_90) | (aroonu_14_15m_lt_90) | (roc_9_1d_lt_50)) # 1h up move, 4h downtrend, 15m & 1h high & ((rsi_3_1h_lt_95) | (cmf_20_4h_gt_neg_0_10) | (aroonu_14_15m_lt_100) | (aroonu_14_1h_lt_100)) # 1h up move, 1d high, 1h & 4h overbought & ((rsi_3_1h_lt_95) | (stochrsi_k_1d_lt_90) | (roc_9_1h_lt_10) | (roc_9_4h_lt_10)) # 4h down move, 4h high, 1d high & overbought & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_40)) # 4h down move, 15m & 1d high, 4h & 1d overbought & ((rsi_3_4h_gt_40) | (aroonu_14_15m_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_10) | (roc_9_1d_lt_20)) # 4h down move, 15m high, 1d overbought & ((rsi_3_4h_gt_40) | (aroonu_14_15m_lt_100) | (roc_9_1d_lt_60)) # 4h down move, 15m & 4h high, 4h overbought & ((rsi_3_4h_gt_45) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_20)) # 4h down move, 1h high, 15m high & ((rsi_3_4h_gt_50) | (aroonu_14_1h_lt_100) | (stochrsi_k_15m_lt_80)) # 4h down move, 4h & 1d overbought & ((rsi_3_4h_gt_50) | (roc_9_4h_lt_10) | (roc_9_1d_lt_200)) # 4h down move, 15m high, 1d overbought & ((rsi_3_4h_gt_60) | (aroonu_14_15m_lt_90) | (roc_9_1d_lt_100)) # 4h down move, 15m high, 4h overbought & ((rsi_3_4h_gt_60) | (aroonu_14_15m_lt_100) | (stochrsi_k_15m_lt_80) | (roc_9_4h_lt_40)) # 4h down move, 1h high, 1d overbought & ((rsi_3_4h_gt_60) | (aroonu_14_1h_lt_100) | (stochrsi_k_1h_lt_90) | (roc_9_1d_lt_60)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_60) | (aroonu_14_4h_lt_60) | (roc_9_4h_lt_30)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_60) | (aroonu_14_4h_lt_100) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_60) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_100)) # 4h down move, 15m high, 4h overbought & ((rsi_3_4h_gt_60) | (stochrsi_k_15m_lt_70) | (roc_9_4h_lt_30)) # 1d down move, 15m high, 1h high, 1d overbought & ((rsi_3_1d_gt_35) | (aroonu_14_15m_lt_90) | (aroonu_14_1h_lt_100) | (roc_9_1d_lt_20)) # 1d down move, 1h & 4h high, 1h overbought & ((rsi_3_1d_gt_35) | (aroonu_14_1h_lt_90) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_10)) # 1d down move, 1h & 4h high, 1d overbought & ((rsi_3_1d_gt_40) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100) | (roc_9_1d_lt_70)) # 1d down move, 15m high, 1d high & ((rsi_3_1d_gt_40) | (aroonu_14_15m_lt_100) | (aroonu_14_1d_lt_100)) # 1d down move, 1h high & overbought & ((rsi_3_1d_gt_40) | (aroonu_14_1h_lt_100) | (roc_9_1h_lt_20)) # 1d down move, 15m & 1h & 4h high & ((rsi_3_1d_gt_45) | (aroonu_14_15m_lt_90) | (aroonu_14_1h_lt_100) | (aroonu_14_4h_lt_100)) # 1d down move, 1h high, 1d high & overbought & ((rsi_3_1d_gt_50) | (aroonu_14_1h_lt_80) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_40)) # 1d down move, 15m high, 1h high & overbought & ((rsi_3_1d_gt_55) | (aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_100) | (roc_9_1h_lt_30)) # 1d down move, 15m & 4h high, 1d overbought & ((rsi_3_1d_gt_55) | (aroonu_14_15m_lt_100) | (aroonu_14_4h_lt_100) | (roc_9_1d_lt_10)) # 1d down move, 15m high, 1d high & overbought & ((rsi_3_1d_gt_60) | (aroonu_14_15m_lt_100) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_40)) # 1d down move, 15m high, 1h overbought & ((rsi_3_1d_gt_60) | (stochrsi_k_15m_lt_80) | (roc_9_1h_lt_10)) # 1h & 4h downtrend, 15m & 1h high & ((cmf_20_1h_gt_neg_0_40) | (cmf_20_4h_gt_neg_0_40) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100)) # 1d downtrend, 1h high, 1d overbought & ((cmf_20_1d_gt_neg_0_20) | (stochrsi_k_1h_lt_80) | (roc_9_1d_lt_20)) # 15m & 1h high, 15m overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100) | (roc_9_15m_lt_20)) # 15m & 1h high, 1h & 1d overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100) | (roc_9_1h_lt_20) | (roc_9_1d_lt_60)) # 15m high, 1h high, 4h overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100) | (roc_9_4h_lt_100)) # 15m high, 1d high, 4h overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_100)) # 15m high, 1h high, 15m high, 1d high & ((aroonu_14_15m_lt_80) | (aroonu_14_1h_lt_100) | (stochrsi_k_15m_lt_80) | (stochrsi_k_1d_lt_90)) # 15m high, 1h high, 1d high, 1h overbought & ((aroonu_14_15m_lt_80) | (aroonu_14_1h_lt_100) | (stochrsi_k_1d_lt_80) | (roc_9_1h_lt_15)) # 15m high, 1h high & overbought & ((aroonu_14_15m_lt_80) | (aroonu_14_1h_lt_100) | (roc_9_1h_lt_40)) # 15m high, 1h high, 1d high & overbought & ((aroonu_14_15m_lt_90) | (aroonu_14_1h_lt_100) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_30)) # 15m & 4h high, 1d overbought & ((aroonu_14_15m_lt_90) | (aroonu_14_4h_lt_90) | (roc_9_1d_lt_60)) # 15m & 1h & 4h high & ((aroonu_14_15m_lt_100) | (aroonu_14_1h_lt_100) | (aroonu_14_4h_lt_100)) # 15m & 1h & 1d high & ((aroonu_14_15m_lt_100) | (aroonu_14_1h_lt_100) | (aroonu_14_1d_lt_100)) # 15m & 1h high, 1d overbought & ((aroonu_14_15m_lt_100) | (aroonu_14_1h_lt_100) | (stochrsi_k_15m_lt_70) | (roc_9_1d_lt_30)) # 15m high, 1h high, 15m high & ((aroonu_14_15m_lt_100) | (aroonu_14_1h_lt_100) | (stochrsi_k_15m_lt_80)) # 15m & 1h high, 1h overbought & ((aroonu_14_15m_lt_100) | (aroonu_14_1h_lt_100) | (roc_9_1h_lt_30)) # 15m & 1h high, 1d overbought & ((aroonu_14_15m_lt_100) | (aroonu_14_1h_lt_100) | (roc_9_1d_lt_30)) # 15m & 4h & 1d high & ((aroonu_14_15m_lt_100) | (aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100)) # 15m high, 4h high & overbought & ((aroonu_14_15m_lt_100) | (aroonu_14_4h_lt_100) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_30)) # 15m & 1d high, 4h overbought & ((aroonu_14_15m_lt_100) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_10)) # 15m high, 1h high & ((aroonu_14_15m_lt_100) | (stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_80)) # 15m high, 4h high & ((aroonu_14_15m_lt_100) | (stochrsi_k_15m_lt_80) | (stochrsi_k_4h_lt_80)) # 15m high, 1d high & ((aroonu_14_15m_lt_100) | (stochrsi_k_15m_lt_80) | (stochrsi_k_1d_lt_90)) # 15m high, 4h & 1d overbought & ((aroonu_14_15m_lt_100) | (stochrsi_k_15m_lt_80) | (roc_9_4h_lt_30) | (roc_9_1d_lt_50)) # 15m high, 1d overbought & ((aroonu_14_15m_lt_100) | (stochrsi_k_15m_lt_80) | (roc_9_1d_lt_60)) # 15m high, 1h & 1d high & ((aroonu_14_15m_lt_100) | (stochrsi_k_1h_lt_80) | (stochrsi_k_1d_lt_80)) # 15m high, 1d overbought & ((aroonu_14_15m_lt_100) | (roc_9_1d_lt_100)) # 1h & 1d high & overbought & ((aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_80) | (roc_9_1h_lt_30) | (roc_9_1d_lt_60)) # 1h high, 1h & 1d overbought & ((aroonu_14_1h_lt_70) | (roc_9_1h_lt_30) | (roc_9_1d_lt_200)) # 1h & 4h high, 1h & 4h overbought & ((aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_10) | (roc_9_1d_lt_20)) # 1h & 4h high, 1d overbought & ((aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100) | (roc_9_1d_lt_100)) # 1h & 4h high, 15m high, 1d overbought & ((aroonu_14_1h_lt_100) | (aroonu_14_4h_lt_100) | (stochrsi_k_15m_lt_80) | (roc_9_1d_lt_40)) # 4h & 1d high, 1d overbought & ((aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_200)) # 15m & 1h high, 1d high & overbought & ((stochrsi_k_15m_lt_70) | (stochrsi_k_1h_lt_70) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_20)) # 15m high, 1h high & overbought & ((stochrsi_k_15m_lt_70) | (stochrsi_k_1h_lt_80) | (roc_9_1h_lt_40)) ) # Logic — Breakout above BB upper with momentum long_entry_logic.append( (rsi_3 > 70.0) & (rsi_14 > 60.0) & (rsi_14 < 78.0) & (mfi_14 > 50.0) & (bbb_20_2_0 > 10.0) & (obv_change_pct_15m > 0.0) & (close > bbu_20_2_0) & (ema_12 > ema_26) ) # Condition #68 - Triple Oversold Flush + Volume Accumulation (Long). if long_entry_condition_index == 68: long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append(global_protections_long_pump == True) long_entry_logic.append(global_protections_long_dump == True) long_entry_logic.append(rsi_14_1d > 25.0) long_entry_logic.append(rsi_14_4h > 20.0) long_entry_logic.append(roc_9_1d > -25.0) long_entry_logic.append( ((rsi_3 > 2.0) | (rsi_3_15m > 5.0) | (rsi_3_1h > 10.0)) & ((rsi_3_15m > 3.0) | (rsi_3_1h > 10.0) | (aroonu_14_4h < 90.0)) & ((rsi_3_1h > 5.0) | (rsi_3_4h > 15.0) | (stochrsi_k_4h < 50.0)) & ((rsi_3_15m > 5.0) | (rsi_3_4h > 20.0) | (roc_9_1d > -15.0)) & ((rsi_3_1h > 10.0) | (roc_9_4h > -15.0) | (cmf_20_4h > -0.20)) ) long_entry_logic.append((rsi_14_1h > 25.0) | (rsi_14_4h > 25.0) | (rsi_3_1d > 15.0)) # Daily selling pressure with a strong recent 4h rebound. long_entry_logic.append(aroonu_14_4h_lt_80 | (roc_9_1d > -10.0) | cmf_20_1d_gt_neg_0_0) # Hourly momentum weakened while daily fast momentum remains elevated. long_entry_logic.append((rsi_14_1h > 45.0) | (rsi_3_1d < 75.0)) long_entry_logic.append(rsi_3 < 5.0) long_entry_logic.append(rsi_14 < 28.0) long_entry_logic.append(stochrsi_k < 3.0) long_entry_logic.append(willr_14 < -97.0) long_entry_logic.append(cmf_20 > 0.05) long_entry_logic.append(mfi_14 > 25.0) long_entry_logic.append(close < bbl_20_2_0) long_entry_logic.append(rsi_14_1h > 35.0) # Condition #101 - Rapid mode (Long). if long_entry_condition_index == 101: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append(rsi_14_1h_lt_80) long_entry_logic.append(rsi_14_4h_lt_80) long_entry_logic.append(rsi_14_1d_lt_80) # big drop in the last hour long_entry_logic.append( (close > (close_max_12 * 0.50)) # 5m & 4h down move, 1d downtrend & ((rsi_3_gt_5) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_20)) # 5m & 4h down move, 15m still high & ((rsi_3_gt_5) | (rsi_3_4h_gt_25) | (stochrsi_k_15m_lt_50)) # 5 & 15m down move, 1h high & ((rsi_3_gt_10) | (rsi_3_15m_gt_40) | (stochrsi_k_1h_lt_90)) # 5m down move, 1h & 4h high & ((rsi_3_gt_10) | (aroonu_14_1h_lt_85) | (aroonu_14_4h_lt_90)) # 15m & 1h & 4h & 1d down move, 1d still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_3) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_50) | (rsi_14_1d_lt_40)) # 15m & 1h down move, 4h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_5) | (stochrsi_k_4h_lt_30)) # 15m & 1h down move, 1d still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_5) | (aroonu_14_1d_lt_40)) # 15m & 1h & 4h down move, 4h still not low enough, 1d still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_20) | (rsi_14_1d_lt_50)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (rsi_14_4h_lt_40)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_30) | (aroonu_14_4h_lt_75)) # 15m & 1h down move, 1h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_30)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_10) | (stochrsi_k_4h_lt_20)) # 15m & 4h down move, 1d downtrend & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_20)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_30)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_30)) # 15m down move, 15m still not low enough, 1h high & ((rsi_3_15m_gt_3) | (aroonu_14_15m_lt_20) | (stochrsi_k_1h_lt_60)) # 15m down move, 15m still not low enough, 4h high & ((rsi_3_15m_gt_3) | (aroonu_14_15m_lt_30) | (stochrsi_k_4h_lt_70)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_3) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_30)) # 15m & 1h & 1d down move & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_10) | (rsi_3_1d_gt_20)) # 15m down move, 1h still not low enough, 1d high & ((rsi_3_15m_gt_5) | (stochrsi_k_1h_lt_30) | (aroonu_14_1d_lt_90)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_55) | (rsi_3_1d_gt_55) | (aroonu_14_1d_lt_80)) # 15m & 1h down move, 1h still not low enough & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_30)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_80)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_40) | (stochrsi_k_4h_lt_80)) # 15m & 1h & 4h down move, 1h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_50) | (rsi_3_4h_gt_50) | (stochrsi_k_1h_lt_60)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_70)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_90)) # 15m & 4h down move, 1d still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_5) | (stochrsi_k_1d_lt_40)) # 15m & 4h & 1d down move, 4h still not low enough & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_40) | (aroonu_14_4h_lt_30)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_50)) # 15m & 1d down move & ((rsi_3_15m_gt_5) | (rsi_3_1d_gt_5)) # 15m & 1d down move, 4h still not low enough & ((rsi_3_15m_gt_5) | (rsi_3_1d_gt_30) | (stochrsi_k_4h_lt_30)) # 15m down move, 1h still high, 4h high & ((rsi_3_15m_gt_5) | (aroonu_14_1h_lt_50) | (stochrsi_k_4h_lt_90)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_5) | (aroonu_14_1h_lt_80) | (roc_9_1h_lt_10)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_5) | (stochrsi_k_1h_lt_80) | (roc_9_1h_lt_10)) # 15m & 1h & 4h & 1d down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_60) | (aroonu_14_4h_lt_40)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_70)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_50)) # 15m & 1h & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (stochrsi_k_1d_lt_70)) # 15m & 1h down move, 1h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (aroonu_14_1h_lt_25)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_40)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_50)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_50) | aroonu_14_1h_lt_80) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_80)) # 15m & 4h down move, 15m still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_15m < 10.0)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_15) | (stochrsi_k_1h_lt_40)) # 15m & 4h down move, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (roc_9_1d_gt_neg_25)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_25) | (aroonu_14_1d_lt_85)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_50)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_70)) # 15m & 1d down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_25) | (stochrsi_k_1h_lt_50)) # 15m down move, 15m still not low enough, 1h still high & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_30) | (stochrsi_k_1h_lt_50)) # 15m down move, 1h still high, 4h high & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_lt_50) | (aroonu_14_4h_lt_85)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_lt_70) | (stochrsi_k_4h < 75.0)) # 15m & 1h down move, 15m still not low enough & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (stochrsi_k_15m_lt_30)) # 15m & 1h & 4h & 1d down move, 4h still not low enough & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (stochrsi_k_4h_lt_30)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_90)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_40)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_50)) # 15m & 1h down move, 4h high & overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_55) | (aroonu_14_4h_lt_60) | (roc_9_4h_lt_30)) # 15m & 4h & 1d down move & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_15)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_1h_lt_80)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_15) | rsi_3_4h_gt_20 | (stochrsi_k_1h_lt_50)) # 15m & 4h down move, 15m still not low enough & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_25) | (aroonu_14_15m_lt_30)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_50)) # 1h & 1d down move, 1d overbought & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_35) | (roc_9_1d_lt_10)) # 15m down move, 15m still not low enough, 1h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_25) | (stochrsi_k_1h_lt_80)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_40)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_15) | (stochrsi_k_1h_lt_70) | (aroonu_14_4h_lt_85)) # 15m & 1h & 4h down move, 5h & 1d downtrend & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (roc_9_4h_gt_neg_30) | (roc_9_1d_gt_neg_50)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_90)) # 15m & 1d down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_20) | (stochrsi_k_1h_lt_70)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_20) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_20)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_lt_80) | (roc_9_1d_gt_neg_20)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_lt_80) | (roc_9_1d_lt_20)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_60)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_60) | (aroonu_14_1h_lt_85)) # 15m down move, 15m still not low enough, 4h high & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_25) | (aroonu_14_4h_lt_60)) # 15m down move, 15m still not low enough, 1h high & ((rsi_3_15m_gt_25) | (stochrsi_k_15m_lt_30) | (aroonu_14_1h_lt_80)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_45) | (aroonu_14_1h_lt_70)) # 15m & 1h & 4h down move, 1d overbought & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_60) | (roc_9_1d_lt_150)) # 15m & 1d down move, 1h & 1d high & ((rsi_3_15m_gt_30) | (rsi_3_1d_gt_30) | (stochrsi_k_1h_lt_70) | (stochrsi_k_1d_lt_80)) # 1h & 4h down move, 15m downtrend & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_3) | (roc_9_15m > -30.0)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_25)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_50) | aroonu_14_4h_lt_70) # 1h & 4h down move, 4h downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_5) | (roc_9_4h_gt_neg_20)) # 1h & 4h down move, 4h downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_15) | (roc_9_4h_gt_neg_30)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_5) | rsi_3_4h_gt_20 | (stochrsi_k_4h_lt_20)) # 1h & 4h down move, 1d low & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (cmf_20_1d_gt_neg_0_20)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_20)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_30)) # 1h & 1d down move, 5m moving down & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_15) | (roc_2 > -0.0)) # 1h down move, 4h downtrend & ((rsi_3_1h_gt_10) | (roc_9_4h_gt_neg_30)) # 1h down move, 1d downtrend & ((rsi_3_1h_gt_10) | (roc_9_1d_gt_neg_30)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_15) | rsi_3_4h_gt_20 | (rsi_3_1d_gt_30)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_40)) # 1h & 4h down move, 1h still not low enough & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_40) | (stochrsi_k_1h_lt_30)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_10) | (aroonu_14_1h_lt_40)) # 1h down move, 1d high & overbought & (rsi_3_1h_gt_20 | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_30)) # 1h down move, 1h still not low enough, 4h high & (rsi_3_1h_gt_20 | (stochrsi_k_1h_lt_20) | aroonu_14_4h_lt_80) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (stochrsi_k_1h_lt_50)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (stochrsi_k_1d_lt_80)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_80)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (stochrsi_k_1h_lt_50)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_90) | (roc_9_1d_lt_40)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100)) # 1h down move, 1d high, 1h & 4h downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_1d_lt_90) | (roc_9_1h_gt_neg_25) | (roc_9_4h_gt_neg_35)) # 1h down move, 15m high & ((rsi_3_1h_gt_35) | (stochrsi_k_15m_lt_80)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_20)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100)) # 1h down move, 1h high, 1d high & overbought & ((rsi_3_1h_gt_45) | (stochrsi_k_1h_lt_60) | (stochrsi_k_1d_lt_70) | (roc_9_1d_lt_40)) # 1h down move, 1h high & overbought & ((rsi_3_1h_gt_55) | (stochrsi_k_1h_lt_80) | (roc_9_1h_lt_10)) # 1h down move, 4h high & ((rsi_3_1h_gt_60) | (aroonu_14_4h_lt_90)) # 4h down move, 1h & 4h downtrend & ((rsi_3_4h_gt_3) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_30)) # 4h down move, 15m still high & ((rsi_3_4h_gt_5) | (stochrsi_k_15m_lt_40)) # 4h down move, 1d still high, 1d downtrend & ((rsi_3_4h_gt_10) | (aroonu_14_1d_lt_40) | (roc_9_1d_gt_neg_20)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_10) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_20)) # 4h down move, 15m 4h still high & ((rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_40) | (aroonu_14_4h_lt_50)) # 4h & 1d down move, 4h high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_25) | aroonu_14_4h_lt_70) # 4h down move, 1h still high & ((rsi_3_4h_gt_15) | (aroonu_14_1h_lt_50)) # 4h down move, 4h still high & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_50)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_15) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_20)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_15) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_15)) # 4h down move, 4h & 1d downtrend & (rsi_3_4h_gt_20 | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_30)) # 4h dowqn move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_35) | aroonu_14_4h_lt_80 | aroonu_14_1d_lt_100) # 4h & 1d down move, 4h still high & ((rsi_3_4h_gt_40) | (rsi_3_1d_gt_10) | (stochrsi_k_4h_lt_50)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_70) | (roc_9_1d_gt_neg_60)) # 4h down move, 4h still high & ((rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_40)) # 4h down move, 4h overbought & ((rsi_3_4h_gt_60) | (roc_9_4h_lt_20)) # 4h up move, 1d downtrend, 4h high & ((rsi_3_4h_lt_90) | (cmf_20_1d_gt_neg_0_25) | (aroonu_14_4h_lt_100)) # 1d down move, 1h still high, 4h high & ((rsi_3_1d_gt_20) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_85)) # 1d down move, 1h high & overbought & ((rsi_3_1d_gt_35) | (stochrsi_k_1h_lt_90) | (roc_9_1h_lt_10)) # 1d down move, 4h high, 1d overbought & ((rsi_3_1d_gt_45) | (stochrsi_k_4h_lt_90) | (roc_9_1d_lt_10)) # 4h still high, 4h moving lower, 4h overbought & ((aroonu_14_4h_lt_50) | (aroonu_14_4h > aroonu_14_4h_shift_48) | (roc_9_4h_lt_40)) # 1h high, 1d downtrend & ((aroonu_14_1d_lt_70) | (roc_9_1d_gt_neg_30)) # 1d high, 4h & 1d overbought & ((aroonu_14_1d_lt_85) | (roc_9_4h_lt_60) | (roc_9_1d_lt_60)) # 1d high, 4h & 1d overbought & (aroonu_14_1d_lt_100 | (roc_9_4h_lt_10) | (roc_9_1d_lt_20)) # 1h high, 4h downtrend & ((stochrsi_k_1h_lt_80) | (roc_9_4h_gt_neg_20)) # 1h high, 4h overbought & ((stochrsi_k_1h_lt_80) | (roc_9_4h_lt_80)) # 4h high, 4h & 1d overbought & ((stochrsi_k_4h_lt_80) | (roc_9_4h_lt_30) | (roc_9_1d_lt_30)) # 1d high, 4h & 1d overbought & ((stochrsi_k_1d_lt_80) | (roc_9_4h_lt_60) | (roc_9_1d_lt_60)) # 1d red, 4h down move, 1h still high & ((change_pct_1d_gt_neg_30) | (rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_50)) # pump, drop but not yet near the previous lows & ( (((high_max_24_4h - low_min_24_4h) / low_min_24_4h) < 2.0) | (close > (high_max_6_4h * 0.75)) | (close < (low_min_24_4h * 1.25)) ) # 4h high, drop but not yet near the previous lows & (aroonu_14_4h_lt_70 | (close > (high_max_6_4h * 0.80)) | (close < (low_min_24_4h * 1.25))) # 4h high, drop but not yet near the previous lows & (aroonu_14_4h_lt_80 | (close > (high_max_6_4h * 0.85)) | (close < (low_min_24_4h * 1.25))) # 1h down move, drop but not yet near the previous lows & ((rsi_3_1h_gt_30) | (close > (high_max_12_4h * 0.50)) | (close < (low_min_24_4h * 1.25))) # 1d overbought, drop but not yet near the previous lows & ((roc_9_1d_lt_50) | (close > (high_max_6_1d * 0.70)) | (close < (low_min_12_1d * 1.25))) # big drop in last hough, 4h down move, 1h still not low enough & ((close > (close_max_12 * 0.90)) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_30)) # big drop in last 6 hours, 1d overbought & ((close > (high_max_6_1h * 0.65)) | roc_9_1d_lt_50) # big drop in last 4 hours, 4h still not low enough & ((close > (high_max_24_4h * 0.50)) | (stochrsi_k_4h_lt_30)) # big drop in the last 4 days, 4h down move & ((close > (high_max_24_4h * 0.20)) | rsi_3_4h_gt_20) # big drop in the last 6 days, 1d down move & ((close > (high_max_6_1d * 0.30)) | (rsi_3_1d_gt_15)) # big drop in the last 12 days, 4h high & ((close > (high_max_12_1d * 0.50)) | (stochrsi_k_4h_lt_90)) # big drop in the last 30 days, 4h down move & ((close > (high_max_20_1d * 0.10)) | (rsi_3_4h_gt_30)) # big drop in the last 20 days, 1h still high & ((close > (high_max_20_1d * 0.05)) | (aroonu_14_1h_lt_50)) # big drop in the last 20 days, 1d high, 1d downtrend & ((close > (high_max_20_1d * 0.20)) | (stochrsi_k_1d_lt_70) | (roc_9_1d_gt_neg_15)) # big drop in the last 30 days, 1h down move & ((close > (high_max_30_1d * 0.25)) | (rsi_3_1h_gt_15)) ) # Logic long_entry_logic.append( (rsi_3_gt_3) & (rsi_14 < 36.0) & (aroonu_14_lt_25) & (stochrsi_k_lt_20) & (close < (sma_16 * 0.946)) & (aroonu_14_15m_lt_50) ) # Condition #102 - Rapid mode (Long). if long_entry_condition_index == 102: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append(rsi_3_lt_46) long_entry_logic.append(rsi_3_15m_gt_5) long_entry_logic.append(rsi_3_1h_gt_10) long_entry_logic.append(rsi_3_4h_gt_10) # 5m & 15m down move, 4h still high long_entry_logic.append( ((rsi_3_gt_3) | (rsi_3_15m_gt_15) | (stochrsi_k_4h_lt_50)) # 5m & 15m down move, 15m still high & ((rsi_3_gt_3) | (rsi_3_15m_gt_20) | (aroonu_14_15m_lt_40)) # 5m & 15m down move, 1h still high & ((rsi_3_gt_3) | (rsi_3_15m_gt_25) | (stochrsi_k_1h_lt_40)) # 5m & 1h down move, 4h still high & ((rsi_3_gt_3) | (rsi_3_1h_gt_25) | (aroonu_14_4h_lt_50)) # 5m & 4h & 1d down move & ((rsi_3_gt_3) | rsi_3_4h_gt_20 | (rsi_3_1d_gt_20)) # 5m & 1d down move, 15m still high & ((rsi_3_gt_3) | (rsi_3_1d_gt_10) | (stochrsi_k_15m_lt_40)) # 5m down move, 15m high & ((rsi_3_gt_3) | (aroonu_14_15m_lt_70)) # 5m down move, 15m & 1h still high & ((rsi_3_gt_3) | (stochrsi_k_15m_lt_40) | (aroonu_14_1h_lt_40)) # 5m down move, 1h high & ((rsi_3_gt_3) | aroonu_14_1h_lt_70 | (stochrsi_k_1h_lt_50)) # 5m & 1h down move, 1h high & ((rsi_3_gt_5) | (rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_60)) # 5m & 4h down move, 4h high & ((rsi_3_gt_5) | (rsi_3_4h_gt_50) | aroonu_14_4h_lt_70) # 5m down move, 15m still high, 1h high & ((rsi_3_gt_5) | (rsi_14_15m_lt_40) | aroonu_14_1h_lt_80) # 5m down move, 15m still high, 1h high & ((rsi_3_gt_5) | (aroonu_14_15m_lt_40) | (stochrsi_k_1h_lt_50)) # 5m down move, 15m & 4h high & ((rsi_3_gt_5) | (stochrsi_k_15m_lt_70) | (stochrsi_k_4h_lt_90)) # 5m & 15m down move, 4h high & ((rsi_3_gt_10) | (rsi_3_15m_gt_20) | (aroonu_14_4h_lt_90)) # 5m & 15m down move, 1d high & ((rsi_3_gt_10) | (rsi_3_15m_gt_20) | (stochrsi_k_1d_lt_80)) # 5m & 15m down move, 1h high & ((rsi_3_gt_10) | (rsi_3_15m_gt_25) | (stochrsi_k_1h_lt_90)) # 5m & 1h down move, 4h still high & ((rsi_3_gt_10) | (rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_50)) # 5m down move, 1h & 4h high & ((rsi_3_gt_10) | (aroonu_14_1h_lt_85) | (aroonu_14_4h_lt_90)) # 5m down move, 4h high, 1d high & ((rsi_3_gt_10) | (aroonu_14_4h_lt_60) | (stochrsi_k_1d_lt_90)) # 5m down move, 15m still high, 1h high & ((rsi_3_gt_15) | (rsi_14_15m_lt_40) | (stochrsi_k_1h_lt_90)) # 5m down move, 15m still high, 4h high & ((rsi_3_gt_15) | (rsi_14_15m_lt_40) | (stochrsi_k_4h_lt_90)) # 15m down move, 15m still not low enough, 1h high & (rsi_3_15m_gt_3 | (aroonu_14_15m_lt_20) | (stochrsi_k_1h_lt_60)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_10) | rsi_3_1h_gt_20 | (aroonu_14_1d_lt_70)) # 15m & 1h down move, 1h still not low enough & ((rsi_3_15m_gt_10) | rsi_3_1h_gt_20 | (stochrsi_k_1h_lt_20)) # 15m & 1h & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (stochrsi_k_1d_lt_70)) # 15m & 1h down move, 1h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (aroonu_14_1h_lt_30)) # 15m & 1h & 4h & 1d down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_35) | (stochrsi_k_4h_lt_40)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_35) | (aroonu_14_1h_lt_50)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_35) | aroonu_14_4h_lt_70) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_30)) # 15m& 4h down move, 15m still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_15) | (stochrsi_k_15m_lt_40)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_10) | rsi_3_4h_gt_20 | (aroonu_14_15m_lt_50)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_10) | rsi_3_4h_gt_20 | (stochrsi_k_4h_lt_30)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_50)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_40)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_10) | rsi_3_4h_gt_20 | (stochrsi_k_1h_lt_40)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_25) | (aroonu_14_1d_lt_85)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_50)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | aroonu_14_4h_lt_70) # 15m & 1d down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_25) | (stochrsi_k_1h_lt_50)) # 15m down move, 15m still not low enough, 1h high & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_30) | (stochrsi_k_1h_lt_80)) # 15m down move, 1h high, 4h overbought & ((rsi_3_15m_gt_10) | aroonu_14_1h_lt_70 | (roc_9_4h_lt_50)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_10) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_20)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (aroonu_14_1h_lt_40)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_50) | (stochrsi_k_1d_lt_70)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_50)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_45) | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_45) | (aroonu_14_4h_lt_80)) # 15m & 1h down move, 15m still not low enough & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_45) | (stochrsi_k_15m_lt_50)) # 15m & 4h & 1d down move & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_15)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_15) | rsi_3_4h_gt_20 | (aroonu_14_4h_lt_50)) # 15m & 4h down move, 15m still not low enough & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_30) | (stochrsi_k_15m < 25.0)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_35) | (aroonu_14_4h_lt_60)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_70)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_50)) # 15m down move, 15m still not low enough, 4h high & ((rsi_3_15m_gt_15) | (rsi_14_15m_lt_35) | (stochrsi_k_4h_lt_90)) # 15m down move, 15m still not low enough, 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_30) | (stochrsi_k_4h_lt_90)) # 15m down move, 15m & 4h still high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_50) | (aroonu_14_4h_lt_50)) # 15m down move, 15m still high, 1h high & ((rsi_3_15m_gt_15) | (stochrsi_k_15m_lt_40) | (stochrsi_k_1h_lt_70)) # 15m down move, 1h still high, 4h high & ((rsi_3_15m_gt_15) | (stochrsi_k_1h_lt_50) | (stochrsi_k_4h_lt_60)) # 15m down move, 4h still high 1d overbought & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_50) | roc_9_1d_lt_50) # 15m & 1h & 4h & 1d down move, 1h still high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_40)) # 15m & 1h down move, 15m still not low enough & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (aroonu_14_15m_lt_30)) # 15m & 1h & 4h & 1d down move, 1h still high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_35) | (stochrsi_k_1h_lt_40)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_90)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_40) | (aroonu_14_15m_lt_60)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_20) | (stochrsi_k_1h_lt_60)) # 15m & 4h & 1d down move, 4h still high, 1d still high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_50) | (rsi_14_4h_lt_40) | (rsi_14_1d_lt_50)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_80)) # 15m & 1d down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_20) | (stochrsi_k_4h_lt_90)) # 15m down move, 15m still not low enough, 4h high & ((rsi_3_15m_gt_20) | (rsi_14_15m_lt_35) | (rsi_14_4h < 85.0)) # 15m down move, 15m still not low enough, 1h high & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_30) | (stochrsi_k_1h_lt_80)) # 15m down move, 15m still not low enough, 4h high & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_30) | (stochrsi_k_4h_lt_70)) # 15m down move, 15m still high, 4d downtrend & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_40) | (roc_9_4h_gt_neg_20)) # 15m down move, 15m still not low enough, 1h still high & ((rsi_3_15m_gt_20) | (stochrsi_k_15m_lt_30) | (aroonu_14_1h_lt_50)) # 15m down move, 15m & 1h still high & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_50) | (stochrsi_k_1h_lt_40)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_90)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (aroonu_14_1h_lt_80)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_35) | (stochrsi_k_4h_lt_80)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_40) | (stochrsi_k_1d_lt_90)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_60) | (aroonu_14_1h_lt_85)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_40) | (aroonu_14_15m_lt_50)) # 15m & 1d down move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1d_gt_25) | (stochrsi_k_4h_lt_70)) # 15m & 1d down move, 1h high & ((rsi_3_15m_gt_25) | (rsi_3_1d_gt_30) | (stochrsi_k_1h_lt_80)) # 15m down move, 15m & 1h still high & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_50) | (stochrsi_k_1h_lt_50)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_50) | (stochrsi_k_4h_lt_70)) # 15m down move, 15m high, 1d overbought & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_70) | (roc_9_1d_lt_100)) # 15m down move, 15m high & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_85)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_25) | aroonu_14_1h_lt_80 | (aroonu_14_4h_lt_90)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_25) | (stochrsi_k_1h_lt_70) | (aroonu_14_4h_lt_90)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_25) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_50)) # 15m & 1h & 4h down move, 4h still high, 4h downtrend & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_50) | (roc_9_4h_gt_neg_10)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_45) | (aroonu_14_1h_lt_60)) # 15m & 1d down move, 15m still high, 1h high & ((rsi_3_15m_gt_30) | (rsi_3_1d_gt_35) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_80)) # 15m down move, 15m high, 4h still high & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_50)) # 15m down move, 15m still not low enough, 1h high & ((rsi_3_15m_gt_30) | (stochrsi_k_15m_lt_30) | (stochrsi_k_1h_lt_80)) # 15m down move, 15m still high, 1d high, 1d downtrend & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_50) | (stochrsi_k_1d_lt_70) | (roc_9_1d_gt_neg_15)) # 15m down move, 1h still high, 4h high & ((rsi_3_15m_gt_30) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_90)) # 15m down move, 1d high, 4h & 1d overbought & ((rsi_3_15m_gt_30) | (aroonu_14_1d_lt_80) | (roc_9_4h_lt_10) | (roc_9_1d_lt_80)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_70) | (stochrsi_k_1h_lt_70)) # 15m down move, 15m & 4h high & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_70) | (stochrsi_k_4h_lt_70)) # 15m down move, 15m high & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_80)) # 15m down move, 4h still high, 4h overbought & ((rsi_3_15m_gt_35) | (stochrsi_k_4h_lt_50) | (roc_9_4h_lt_20)) # 15m down move, 15m still high, 1h high & ((rsi_3_15m_gt_40) | (rsi_14_15m_lt_50) | aroonu_14_1h_lt_80) # 15m down move, 15m high, 1h high & ((rsi_3_15m_gt_40) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_90)) # 15m down move, 15m high & ((rsi_3_15m_gt_45) | (aroonu_14_15m_lt_90)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_15) | rsi_3_4h_gt_20 | (rsi_14_4h_lt_40)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_50)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_40)) # 1h & 1d down move, 4h downtrend & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_35) | (cmf_20_4h_gt_neg_0_40)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_20) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_30)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (stochrsi_k_15m_lt_70)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_50)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_70)) # 1h down move, 1h still not low enough, 4h high & ((rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_30) | (stochrsi_k_4h_lt_70)) # 1h down move, 1d still high, 1d downtrend & ((rsi_3_1h_gt_25) | (stochrsi_k_1d_lt_50) | (roc_9_1d_gt_neg_20)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_10)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_70) | roc_9_1d_gt_neg_50) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_40)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_30) | (roc_9_4h_lt_10) | (roc_9_1d_lt_40)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_55) | (stochrsi_k_4h_lt_80)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_20)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_40) | (rsi_14_4h_lt_75) | (roc_9_1d_lt_100)) # 1h down move, 1h still high, 1d high & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_50) | (aroonu_14_1d_lt_85)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_50) | (roc_9_1d_lt_20)) # 1h down move 1h high & overbought & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_90) | (roc_9_1h_lt_10)) # 1h & 4h & 1d down move, 1h & 1d still high & ((rsi_3_1h_gt_50) | (rsi_3_4h_gt_50) | (rsi_3_1d_gt_50) | (stochrsi_k_1h_lt_40) | (stochrsi_k_1d_lt_40)) # 1h down move, 1h high & overbought & ((rsi_3_1h_gt_55) | (stochrsi_k_1h_lt_80) | (roc_9_1h_lt_10)) # 1h down move, 1d high, 1h overbought & ((rsi_3_1h_gt_60) | (aroonu_14_1d_lt_90) | (roc_9_1h_lt_10)) # 4h & 1d down move, 1d still not low enough, 4h downtrend & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_30) | (roc_9_4h_gt_neg_20)) # 4h down move, 4h still not low enough, 1d overbought & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_30) | (roc_9_1d_lt_100)) # 4h down move, 1d high, 4h downtrend, 1d overbought & ((rsi_3_4h_gt_15) | (aroonu_14_1d_lt_100) | (roc_9_4h_gt_neg_20) | (roc_9_1d_lt_30)) # 4h down move, 15m still high, 1d downtrend & ((rsi_3_4h_gt_15) | (stochrsi_k_15m_lt_50) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 15m still not low enough & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (stochrsi_k_15m_lt_30)) # 4h down move, 4h still not low enough, 1d downtrend & ((rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_30) | (roc_9_1d_gt_neg_20)) # 4h down move, 15m still high, 4h still high, 1d downtrend & ((rsi_3_4h_gt_25) | (stochrsi_k_15m_lt_50) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_20)) # 4h down move, 1d high, 4h downtrend & ((rsi_3_4h_gt_30) | (stochrsi_k_1d_lt_90) | (roc_9_4h_gt_neg_20)) # 4h & 1d down move, 4h still high, 1d high & ((rsi_3_4h_gt_35) | (rsi_3_1d_gt_35) | (stochrsi_k_4h_lt_50) | (aroonu_14_1d_lt_60)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_70) | (roc_9_1d_gt_neg_30)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_40) | (rsi_3_1d_gt_60) | (aroonu_14_1d_lt_100)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_70) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_80) | (roc_9_1d_gt_neg_20)) # 4h down move, 15m high, 4h overbought & ((rsi_3_4h_gt_60) | (stochrsi_k_15m_lt_80) | (roc_9_4h_lt_20)) # 4h down move, 4h & 1d overbought & ((rsi_3_4h_gt_60) | (roc_9_4h_lt_20) | (roc_9_1d_lt_20)) # 1d down move, 1h & 4h still not low enough & ((rsi_3_1d_gt_5) | (stochrsi_k_1h_lt_20) | (stochrsi_k_4h_lt_20)) # 1d down move, 1h high, 1d downtrend & ((rsi_3_1d_gt_10) | (aroonu_14_1h_lt_85) | (roc_9_1d_gt_neg_30)) # 1d down move, 15m still not low enough, 1h still high & ((rsi_3_1d_gt_15) | (aroonu_14_15m_lt_30) | (stochrsi_k_1h_lt_50)) # 15m still not low enough, 1h high, 1d overbought & ((aroonu_14_15m_lt_30) | (stochrsi_k_1h_lt_80) | (roc_9_1d_lt_100)) # 15m still high, 4h high & overbought & ((aroonu_14_15m_lt_40) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_30)) # 15m & 1h & 4h high & ((aroonu_14_15m_lt_70) | aroonu_14_1h_lt_80 | (aroonu_14_4h_lt_90)) # 15m & 1h high, 4h overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_90) | (roc_9_4h_lt_20)) # 15m & 1d high, 1d overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_100)) # 15m high & ((aroonu_14_15m_lt_80) | (stochrsi_k_15m_lt_60)) # 15m & 4h high & ((aroonu_14_15m_lt_80) | (stochrsi_k_4h_lt_70)) # 15m high, 1d overbought & ((aroonu_14_15m_lt_80) | roc_9_1d_lt_50) # 15m & 4h high & ((aroonu_14_15m_lt_90) | aroonu_14_4h_lt_70) # 15m & 1h high & ((aroonu_14_15m_lt_90) | (aroonu_14_1h_lt_90)) # 1h still high, 4h high & overbought & ((aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_80)) # 1h & 4h high, 1h overbought & (aroonu_14_1h_lt_80 | aroonu_14_4h_lt_100 | (roc_9_1h_lt_40)) # 1h & 1d high, 1d overbought & (aroonu_14_1h_lt_80 | aroonu_14_1d_lt_100 | (roc_9_1d_lt_30)) # 1h high, 4h & 1d overbought & ((aroonu_14_1h_lt_90) | (roc_9_4h_lt_20) | (roc_9_1d_lt_40)) # 4h & 1d high, 4h overbought & (aroonu_14_4h_lt_80 | aroonu_14_1d_lt_100 | (roc_9_4h_lt_30)) # 4h & 1d high, 1d overbought & (aroonu_14_4h_lt_70 | aroonu_14_1d_lt_100 | (roc_9_1d_lt_10)) # 4h high & overbought & ((aroonu_14_4h_lt_90) | (stochrsi_k_4h < 85.0) | (roc_9_4h_lt_50)) # 1d high, 4h & 1d overbought & (aroonu_14_1d_lt_100 | (roc_9_4h_lt_10) | roc_9_1d_lt_50) # 1d high, 4h & 1d overbought & (aroonu_14_1d_lt_100 | (roc_9_4h_lt_20) | (roc_9_1d_lt_40)) # 4h high, 4h & 1d overbought & ((stochrsi_k_4h_lt_70) | (roc_9_4h_lt_30) | (roc_9_1d_lt_30)) # 5m red, 1h still high & ((change_pct > -5.0) | (stochrsi_k_1h_lt_50)) # 1d top wick, 4h down move, 4h still high & ((top_wick_pct_1d_lt_30) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_50)) # pump, drop but not yet near the previous lows & ( (((high_max_24_4h - low_min_24_4h) / low_min_24_4h) < 2.0) | (close > (high_max_6_4h * 0.75)) | (close < (low_min_24_4h * 1.25)) ) # 4h high, drop but not yet near the previous lows & ((stochrsi_k_4h_lt_90) | (close > (close_max_48 * 0.85)) | (close < (low_min_24_1h * 1.25))) # 4h high, drop but not yet near the previous lows & (aroonu_14_4h_lt_70 | (close > (high_max_6_4h * 0.80)) | (close < (low_min_24_4h * 1.25))) # 1d overbought, drop but not yet near the previous lows & (roc_9_1d_lt_50 | (close > (high_max_6_1d * 0.70)) | (close < (low_min_12_1d * 1.25))) # big drop in the last 4 days, 4h down move & ((close > (high_max_24_4h * 0.20)) | rsi_3_4h_gt_20) # big drop in the last 12 days, 1h high & ((close > (high_max_12_1d * 0.30)) | (stochrsi_k_1h_lt_90)) # big drop in the last 20 days, 1d down move & ((close > (high_max_20_1d * 0.40)) | (rsi_3_1d_gt_30)) # big drop in the last 30 days, 4h down move, 4h still high & ((close > (high_max_30_1d * 0.25)) | (rsi_3_4h_gt_45) | (rsi_14_4h_lt_40)) # big drop in the last 30 days, 1h high & ((close > (high_max_30_1d * 0.20)) | (stochrsi_k_1h_lt_80)) ) # Logic long_entry_logic.append( (willr_14 < -95.0) & (stochrsi_k < 10.0) & (close < (bbl_20_2_0 * 0.999)) & (close < (ema_20 * 0.960)) ) # Condition #103 - Rapid mode (Long). if long_entry_condition_index == 103: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append(roc_2 > -0.0) long_entry_logic.append( # 15m & 1h & 4h down move, 15m still high ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_35) | (rsi_3_4h_gt_35) | (stochrsi_k_15m_lt_50)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_10) | (aroonu_14_1d_lt_80)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_lt_90) | (roc_9_1h_lt_10)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_10) | (stochrsi_k_4h_lt_70) | (roc_9_1d_lt_80)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_1d_lt_80)) # 15m & 1h & 1d down move, 1h & 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_60) | (rsi_3_1d_gt_60) | (aroonu_14_1h_lt_80) | (aroonu_14_1d_lt_80)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_20)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_10) | rsi_3_4h_gt_20 | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_70)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_4h_lt_70) | (roc_9_4h_lt_30)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_45) | (aroonu_14_15m_lt_70)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_20) | (stochrsi_k_15m_lt_50)) # 15m down move, 15m still high, 1h high & ((rsi_3_15m_gt_20) | (rsi_14_15m_lt_40) | (stochrsi_k_1h_lt_70)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_20) | (rsi_14_15m_lt_40) | (aroonu_14_4h_lt_90)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_50) | (aroonu_14_4h_lt_90)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_70)) # 15m down move, 15m high, 4h still high & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_50)) # 15m down move, 15m & 1h still high & ((rsi_3_15m_gt_20) | (stochrsi_k_15m_lt_50) | (stochrsi_k_1h_lt_50)) # 15m down move, 4h overbought & ((rsi_3_15m_gt_20) | (roc_9_4h_lt_70)) # 15m down move, 15m still high, 1h high & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_80)) # 15m down move, 4h & 1d high & ((rsi_3_15m_gt_25) | (aroonu_14_4h_lt_90) | (stochrsi_k_1d_lt_90)) # 15m down move, 1h & 1d high & ((rsi_3_15m_gt_25) | (stochrsi_k_1h_lt_80) | (stochrsi_k_1d_lt_90)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_25) | (stochrsi_k_1h_lt_80) | (roc_9_1h_lt_20)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_30) | (aroonu_14_15m_lt_70)) # 15m & 1h & 4h down move, 15m high, 4h overbought & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_50) | (rsi_3_4h_gt_50) | (aroonu_14_15m_lt_70) | (roc_9_4h_lt_20)) # 15m & 1h & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_50) | (rsi_3_4h_gt_50) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_80)) # 15m & 4h & 1d down move, 4h & 1d high & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_50) | (rsi_3_1d_gt_55) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_90)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_30) | (stochrsi_k_1h_lt_70) | (aroonu_14_4h_lt_90)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_45) | (stochrsi_k_1h_lt_80)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_50) | (aroonu_14_4h_lt_80)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_70) | (stochrsi_k_1h_lt_80)) # 15m down move, 1h high, 4h overbought & ((rsi_3_15m_gt_35) | (aroonu_14_1h_lt_85) | (roc_9_4h_lt_80)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_1h_lt_40)) # 1h & 4h down move, 15m still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_15m_lt_20)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_50) | (stochrsi_k_15m_lt_80)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_10) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_10)) # 1h & 4h & 1d down move, 4h & 1d downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_15) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_40)) # 1h & 4h & 1d down move, 4h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (stochrsi_k_4h_lt_40)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_40)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (roc_9_1d_lt_100)) # 1h down move, 4h still high, 4h downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_4h_lt_50) | (roc_9_4h_gt_neg_20)) # 1h & 4h down move, 1h high, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_40) | (aroonu_14_1h_lt_80) | (stochrsi_k_1d_lt_90)) # 1h & 1d down move, 1h high, 1d high & overbought & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_20) | (aroonu_14_1h_lt_60) | (aroonu_14_1d_lt_60) | (roc_9_1d_lt_20)) # 1h down move, 15m still not low enough, 4h high & ((rsi_3_1h_gt_20) | (aroonu_14_15m_lt_25) | (aroonu_14_4h_lt_80)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_70) | (stochrsi_k_1d_lt_80)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_10)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_40)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_30) | (roc_9_4h_lt_10) | (roc_9_1d_lt_40)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_30) | (roc_9_4h_lt_30) | (roc_9_1d_lt_40)) # 1h down move, 15m & 1h still high & ((rsi_3_1h_gt_40) | (aroonu_14_15m_lt_50) | (stochrsi_k_1h_lt_50)) # 1h down move, 1h still high, 4h high & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_90)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_30)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_40) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_50)) # 1h down move, 1h overbought & ((rsi_3_1h_gt_40) | (roc_9_1h_lt_30)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_45) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_30)) # 1h down move, 15m & 1h still high & ((rsi_3_1h_gt_50) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_85)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_20)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_60) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_80)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_60) | (rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_80)) # 4h down move, 1h & 4h downtrend & ((rsi_3_4h_gt_5) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_30)) # 4h down move, 1d high, 1d overbought, 4h downtrend & ((rsi_3_4h_gt_10) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_50) | (roc_9_4h_gt_neg_30)) # 4h & 1d down move, 15m high, 1d downtrend & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_15) | (aroonu_14_15m_lt_60) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 1d still high, 1d downtrend & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_50) | (roc_9_1d_gt_neg_10)) # 4h & 1d down move, 15m downtrend, 4h still high & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_50) | (cmf_20_15m_gt_neg_0_35) | (aroonu_14_4h_lt_50)) # 4h down move, 15m & 1d high, 1h downtrend & ((rsi_3_4h_gt_20) | (aroonu_14_15m_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_1h_gt_neg_20)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_20) | (aroonu_14_4h_lt_50) | (roc_9_1d_gt_neg_40)) # 1h down move, 15m & 1h still high & ((rsi_3_4h_gt_20) | (stochrsi_k_15m_lt_40) | (stochrsi_k_1h_lt_50)) # 4h down move, 15m still high, 4h high & ((rsi_3_4h_gt_25) | (stochrsi_k_15m_lt_50) | (aroonu_14_4h_lt_70)) # 4h & 1d down move, 1h high & overbought & ((rsi_3_4h_gt_30) | (rsi_3_1d_gt_35) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_10)) # 4h & 1d down move, 1d high & overbought & ((rsi_3_4h_gt_30) | (rsi_3_1d_gt_50) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_100)) # 4h down move, 1h high, 4h downtrend & ((rsi_3_4h_gt_30) | (aroonu_14_1h_lt_70) | (roc_9_4h_gt_neg_10)) # 4h down move, 1h high, 4h & 1d downtrend & ((rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_90) | (roc_9_4h_gt_neg_40) | (roc_9_1d_gt_neg_40)) # 4h down move, 1d high, 1d overbought, 4h downtrend & ((rsi_3_4h_gt_40) | (rsi_14_1d_lt_70) | (roc_9_1d_lt_200) | (roc_9_4h_gt_neg_10)) # 4h down move, 15m still not low enough, 4h high & ((rsi_3_4h_gt_35) | (aroonu_14_15m_lt_30) | (aroonu_14_4h_lt_70)) # 1d down move, 4h & 1d high & ((rsi_3_1d_gt_55) | (aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_50) | (rsi_14_4h_lt_40) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_50) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_20)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_30)) # 4h down move, 15m still high, 1h high & ((rsi_3_4h_gt_60) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_90)) # 4h down move, 1h high, 1d overbought & ((rsi_3_4h_gt_60) | (stochrsi_k_1h_lt_90) | (roc_9_1d_lt_30)) # 1d down move, 1h high, 1d downtrend & ((rsi_3_1d_gt_10) | (aroonu_14_1h_lt_80) | (roc_9_1d_gt_neg_10)) # 1d down move, 4h high & ((rsi_3_1d_gt_10) | (stochrsi_k_4h_lt_80)) # 1d down move, 15m still high, 1h high & ((rsi_3_1d_gt_15) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_85)) # 1d down move, 1h & 1d overbought & ((rsi_3_1d_gt_45) | (roc_9_1h_lt_80) | (roc_9_1d_lt_80)) # 15m still high, 1h & 4h high & ((rsi_14_15m_lt_40) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_90)) # 15m & 1h still high, 4h high & ((rsi_14_15m < 45.0) | (aroonu_14_1h_lt_40) | (stochrsi_k_4h_lt_70)) # 15m still high, 4h high & overbought & ((rsi_14_15m_lt_50) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_80)) # 15m still high, 1h high, 4h still high & ((aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_90) | (stochrsi_k_4h_lt_50)) # 15m still high, 1d high & ((aroonu_14_15m_lt_50) | (stochrsi_k_1d_lt_90)) # 15m & 1h & ((aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_90)) # 15m & 1h & 4h high & ((aroonu_14_15m_lt_70) | (stochrsi_k_1h_lt_70) | (aroonu_14_4h_lt_90)) # 1h & 1d high, 4h downtrend & ((aroonu_14_1h_lt_40) | (aroonu_14_1d_lt_70) | (roc_9_4h_gt_neg_20)) # 1h & 4h high, 4h overbought & (aroonu_14_1h_lt_70 | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_10)) # 1h high, 1h & 1d overbought & ((aroonu_14_1h_lt_90) | (roc_9_1h_lt_10) | (roc_9_1d_lt_30)) # 4h & 1d high, 1d overbought & ((aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_10)) # 4h high, 1h & 4h & 1d overbought & ((aroonu_14_4h_lt_80) | (roc_9_1h_lt_10) | (roc_9_4h_lt_20) | (roc_9_1d_lt_50)) # 4h high, 4h & 1d overbought & ((aroonu_14_4h_lt_80) | (roc_9_4h_lt_80) | (roc_9_1d_lt_100)) # 1d high, 4h & 1d overbought & ((aroonu_14_1d_lt_100) | (roc_9_4h_lt_10) | roc_9_1d_lt_50) # 15m still high, 1h high & ((stochrsi_k_15m_lt_40) | (aroonu_14_1h_lt_90) | (stochrsi_k_1h_lt_90)) # 15m still high, 1d high & ((stochrsi_k_15m_lt_50) | (stochrsi_k_1d_lt_90)) # 4h high, 4h & 1d overbought & ((stochrsi_k_4h_lt_80) | (roc_9_4h_lt_40) | (roc_9_1d_lt_100)) # 1d green, 4h down move, 4h still high & ((change_pct_1d_lt_40) | (rsi_3_4h_gt_35) | (aroonu_14_4h_lt_40)) # 1d top wick, 4h high & ((top_wick_pct_1d_lt_30) | (aroonu_14_4h_lt_90)) # pump, 4h overbought & ((((high_max_6_1h - low_min_6_1h) / low_min_6_1h) < 0.5) | (roc_9_4h_lt_50)) # pump, drop but not yet near the previous lows & ( (((high_max_24_4h - low_min_24_4h) / low_min_24_4h) < 2.0) | (close > (high_max_6_4h * 0.85)) | (close < (low_min_24_4h * 1.25)) ) # pump, 1h high & ((((high_max_24_4h - low_min_24_4h) / low_min_24_4h) < 4.0) | (stochrsi_k_1h_lt_90)) # big drop in the last 2 days, 1d down move & ((close > (high_max_12_4h * 0.30)) | (rsi_3_1d_gt_30)) # big drop in the last 12 days, 1h still high & ((close > (high_max_12_1d * 0.25)) | (aroonu_14_1h_lt_50)) # big drop in the last 12 days, 1h still not low enough & ((close > (high_max_12_1d * 0.10)) | (stochrsi_k_1h_lt_30)) # big drop in the last 12 days, 15m still high & ((close > (high_max_12_1d * 0.20)) | (aroonu_14_15m_lt_50)) # big drop in the last 20 days, 4h down move & ((close > (high_max_20_1d * 0.10)) | rsi_3_4h_gt_20) ) # Logic long_entry_logic.append( (rsi_4 < 45.0) & (rsi_14 > 35.0) & (rsi_20 < rsi_20_shift_1) & (aroonu_14_lt_25) & (close < sma_16 * 0.960) ) # Condition #104 - Rapid mode (Long). if long_entry_condition_index == 104: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) # 5m & 4h & 1d down move long_entry_logic.append( ((rsi_3_gt_3) | rsi_3_4h_gt_20 | (rsi_3_1d_gt_20)) # 5m & 4h down move, 1d downtrend & ((rsi_3_gt_5) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_20)) # 5m & 1h down move, 1h still high & ((rsi_3_gt_5) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_50)) # 15m & 4h & 1d down move & (rsi_3_15m_gt_3 | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_15)) # 15m & 1h down move & (rsi_3_15m_gt_3 | (rsi_3_1h_gt_3)) # 15m & 1h down move, 4h still not low enough & (rsi_3_15m_gt_3 | (rsi_3_1h_gt_5) | (rsi_14_4h < 35.0)) # 15m & 1h down move, 1d still high & (rsi_3_15m_gt_3 | (rsi_3_1h_gt_10) | (aroonu_14_1d_lt_50)) # 15m & 1h down move, 1h still not low enough & (rsi_3_15m_gt_3 | (rsi_3_1h_gt_15) | (stochrsi_k_1h_lt_30)) # 15m & 4h down move, 4h still high & (rsi_3_15m_gt_3 | (rsi_3_4h_gt_30) | (rsi_14_4h_lt_40)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_15)) # 15m & 1h & 4h down move, 15m downtrend & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (cmf_20_15m_gt_neg_0_20)) # 15m & 1h down move, 4h still not low enough & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_20) | (aroonu_14_4h_lt_20)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_50)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_50)) # 15m & 1h down move, 15m & 1h downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (cmf_20_15m_gt_neg_0_40) | (cmf_20_1h_gt_neg_0_40)) # 15m & 1h down move, 1h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (stochrsi_k_1h_lt_20)) # 15m & 1h & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_20)) # 15m & 1h & 4h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_30) | (roc_9_1d_lt_50)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_50)) # 15m & 1h & 4h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_40) | (stochrsi_k_1h_lt_80)) # 15m & 1h down move, 4h overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_40) | (roc_9_4h_lt_50)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (aroonu_14_1h_lt_80)) # 15m & 4h & 1d down move, 1h still not low enough, 4h downtrend & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_20) | (stochrsi_k_1h_lt_30) | (roc_9_4h_gt_neg_20)) # 15m & 4h down move, 1h & 4h downtrend & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (cmf_20_1h_gt_neg_0_20) | (cmf_20_4h_gt_neg_0_20)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_4h_lt_30)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_4h_lt_40)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_15) | (stochrsi_k_1d_lt_90)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_1h_lt_70)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_40)) # 15m & 4h down move, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (roc_9_1d_gt_neg_25)) # 15m & 4h down move, 15m still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_25) | (stochrsi_k_15m_lt_20)) # 15m & 4h down move, 4h still high, 4h downtrend & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_40) | (roc_9_4h_gt_neg_10)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_80)) # 15m & 1d down move, 1h high, 4h downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_10) | (stochrsi_k_1h_lt_90) | (roc_9_4h_gt_neg_20)) # 15m & 1h & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_40)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (aroonu_14_4h_lt_40)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (aroonu_14_4h_lt_70)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_60)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (aroonu_14_1h_lt_40)) # 15m down move, 4h still high, 4h downtrend & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_40) | (roc_9_4h_gt_neg_20)) # 15m down move, 1d high, 4h overbought & ((rsi_3_15m_gt_15) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_50)) # 15m & 1h & 4h & 1d down move, 15m downtrend & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (cmf_20_15m_gt_neg_0_40)) # 15m & 3h down move, 15m still not low enough & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_20) | (stochrsi_k_15m_lt_20)) # 15m & 1h & 4h down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_45) | (rsi_3_4h_gt_45) | (stochrsi_k_1h_lt_80)) # 15m & 1h & 4h down move, 4h downtrend & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (roc_9_4h_gt_neg_40)) # 15m & 1d down move, 1d high, 1h downtrend & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_80) | (roc_9_1h_gt_neg_20)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_14_1h_lt_40)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_70)) # 15m down move, 15m still not low enough, 1d overbought & ((rsi_3_15m_gt_25) | (stochrsi_k_15m_lt_20) | (roc_9_1d_lt_80)) # 1h & 4h down move & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_30)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_70)) # 1h & 4h down move & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_5)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_50)) # 1h down move, 1h still high & ((rsi_3_1h_gt_5) | (aroonu_14_1h_lt_50)) # 1h down move, 4h high & ((rsi_3_1h_gt_5) | (aroonu_14_4h_lt_85)) # 1h & 4h down move & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (stochrsi_k_4h_lt_30)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (stochrsi_k_1d_lt_50)) # 1h & 4h down move, 4h still high, 1d high & overbought & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_40) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_20)) # 1h & 1d down move, 1h still moving lower & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_15) | (cci_20_change_pct_1h_gt_neg_0)) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_10) | (aroonu_14_1d_lt_85) | (roc_9_4h_gt_neg_10)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_1h_lt_50)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_30)) # 1h & 4h down move, 1d high & overbought & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_40)) # 1h & 4h down move, 1h still not low enough & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (stochrsi_k_1h_lt_20)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_30)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_25)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_40) | (aroonu_14_1h_lt_80)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_70)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_25) | (stochrsi_k_1d_lt_70)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_60)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (roc_9_1d_lt_50)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_25) | (stochrsi_k_1h_lt_50)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_70)) # 4h & 1d down move, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_40) | (aroonu_14_1d_lt_80)) # 1h down move, 1h still high, 4h high & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_70)) # 1h down move, 4h high & ((rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_90)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_25) | aroonu_14_1h_lt_70 | (aroonu_14_1d_lt_90)) # 1h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_25) | (aroonu_14_4h_lt_40) | (roc_9_1d_gt_neg_20)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_50) | (roc_9_1d_lt_40)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_45) | aroonu_14_4h_lt_80) # 1h & dh down move, 4h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_85)) # 1h down move, 4h still not low enough, 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_30) | roc_9_1d_lt_50) # 1h down move, 1h still not low enough, 4h downtrend & ((rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_30) | (roc_9_4h_gt_neg_20)) # 1h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_35) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_20)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_40) | (roc_9_4h_lt_10) | roc_9_1d_lt_50) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_50) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_20)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_20)) # 4h down move, 15m not low enough, 1h still high & ((rsi_3_4h_gt_3) | (stochrsi_k_15m_lt_20) | (stochrsi_k_1h_lt_40)) # 4h & 1d down move, 4h downtrend & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_20) | (roc_9_4h_gt_neg_20)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_70)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_5) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_20)) # 4h down move, 1d still not low enough, 1d downtrend & ((rsi_3_4h_gt_5) | (stochrsi_k_1d_lt_30) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 1d high & overbought & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_40) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_20)) # 4h down move, 1h downtrend, 1h still not low enough & ((rsi_3_4h_gt_10) | (cmf_20_1h_gt_neg_0_25) | (aroonu_14_1h_lt_30)) # 4h down move, 1h & 1d downtrend & ((rsi_3_4h_gt_10) | (roc_9_1h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 4h still high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_45) | (stochrsi_k_4h_lt_40)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (stochrsi_k_1d_lt_60)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_20) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_50)) # 4h down move, 1h still high, 1d downtrend & ((rsi_3_4h_gt_20) | (stochrsi_k_1h_lt_50) | (roc_9_1d_gt_neg_20)) # 4h down move, 1h high & ((rsi_3_4h_gt_20) | (stochrsi_k_1h_lt_80)) # 4h down move, 1d high, 1h downtrend & ((rsi_3_4h_gt_20) | (stochrsi_k_1d_lt_70) | (roc_9_1h_gt_neg_10)) # 4h down move, 4h still high, 1d overbought & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_40) | (roc_9_1d_lt_100)) # 4h down move, 4h high, 1h downtrend & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_80) | (roc_9_1h_gt_neg_30)) # 4h down move, 4h still high, 1d overbought & ((rsi_3_4h_gt_35) | (aroonu_14_4h_lt_50) | (roc_9_1d_lt_40)) # 4h down move, 4h still high, 1d high & ((rsi_3_4h_gt_40) | (aroonu_14_4h_lt_50) | (aroonu_14_1d_lt_100)) # 4h down move, 4h & 1d overbought & ((rsi_3_4h_gt_40) | (roc_9_4h_lt_10) | (roc_9_1d_lt_50)) # 1d down move, 1h still not low enough & ((rsi_3_1d_gt_5) | (stochrsi_k_1h_lt_20)) # 1h & 4h high, 4h overbought & ((aroonu_14_1h_lt_60) | aroonu_14_4h_lt_100 | (roc_9_4h_lt_30)) # 4h & 1d high, 4h overbought & ((aroonu_14_4h_lt_60) | aroonu_14_1d_lt_100 | (roc_9_4h_lt_40)) # 4h & 1d high,1d overbought & (aroonu_14_4h_lt_70 | aroonu_14_1d_lt_100 | roc_9_1d_lt_50) # 1d red, 4h down move, 1h still high & ((change_pct_1d_gt_neg_30) | (rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_50)) # 1d top wick, 4h down move, 1d high & ((top_wick_pct_1d_lt_20) | (rsi_3_4h_gt_40) | (aroonu_14_1d_lt_100)) # pump, drop but not yet near the previous lows & ( (((high_max_24_4h - low_min_24_4h) / low_min_24_4h) < 2.0) | (close > (high_max_12_4h * 0.60)) | (close < (low_min_24_4h * 1.10)) ) # pump, drop but not yet near the previous lows & ( (((high_max_12_1d - low_min_12_1d) / low_min_12_1d) < 5.0) | (close > (high_max_6_1d * 0.30)) | (close < (low_min_12_1d * 1.25)) ) # big drop in the last hour & (close > (close_max_12 * 0.50)) # big drop in the last 12 days, 15m & 4h down move & ((close > (high_max_12_1d * 0.40)) | (rsi_3_15m_gt_10) | (rsi_3_4h_gt_10)) # big drop in the last 20 days, 15m & 1h down move & ((close > (high_max_20_1d * 0.40)) | (rsi_14_15m < 10.0) | (rsi_14_1h < 10.0)) # big drop in the last 20 days, 1d down move & ((close > (high_max_20_1d * 0.25)) | (rsi_3_1d_gt_30)) # big drop in the last 20 days, 4h still not low enough & ((close > (high_max_20_1d * 0.10)) | (rsi_14_4h_lt_30)) # big drop in the last 30 days, 4h down move & ((close > (high_max_30_1d * 0.25)) | rsi_3_4h_gt_20) ) # Logic long_entry_logic.append( (rsi_3_lt_40) & (aroonu_14_lt_25) & (stochrsi_k_lt_20) & (aroonu_14_15m_lt_25) & (stochrsi_k_15m_lt_30) & (close < ema_16 * 0.975) & (((ema_50 - ema_200) / close * 100.0) < -5.5) ) # Condition #105 - Williams %R snapback (Long, experimental — Goodwin mean-reversion port). if long_entry_condition_index == 105: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m down move, 15m high ((rsi_3_gt_10) | (aroonu_14_15m_lt_75)) # 5m down move, 4h overbought, 1d still high & ((rsi_3_gt_10) | (roc_9_4h_lt_5) | (stochrsi_k_1d_lt_50)) # 5m down move, 4h & 1d high & ((rsi_3_gt_10) | (stochrsi_k_4h_lt_70) | (aroonu_14_1d_lt_75)) # 5m down move, 1d high & ((rsi_3_gt_15) | (aroonu_14_1d_lt_80) | (stochrsi_k_1d_lt_80)) # 5m & 1h & 1d down move & ((rsi_3_gt_15) | (rsi_3_1h_gt_20) | (rsi_3_1d_gt_60)) # 5m & 4h down move, 4h high & ((rsi_3_gt_15) | (rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_70)) # 5m down move, 15m still not low enough, 4h overbought & ((rsi_3_gt_15) | (stochrsi_k_15m_lt_20) | (roc_9_4h_lt_5)) # 5m down move, 4h & 1d high & ((rsi_3_gt_15) | (stochrsi_k_4h_lt_70) | (stochrsi_k_1d_lt_60)) # 5m still not low enough, 15m downtrend & ((aroonu_14_lt_25) | (roc_9_15m > -7.0)) # 5m still not low enough, 15m down move, 4h overbought & ((aroonu_14_lt_25) | (rsi_3_15m_gt_20) | (roc_9_4h_lt_5)) # 5m still not low enough, 1h down move, 4h high & ((aroonu_14_lt_25) | (rsi_3_1h_gt_15) | (stochrsi_k_4h_lt_70)) # 5m still not low enough, 4h down move, 1d high & ((aroonu_14_lt_25) | (rsi_3_4h_gt_45) | (aroonu_14_1d_lt_75)) # 5m still not low enough, 4h high, 1d still high & ((aroonu_14_lt_25) | (stochrsi_k_4h_lt_70) | (stochrsi_k_1d_lt_40)) # 5m & 15m still not low enough & ((aroonu_14_lt_25) | (stochrsi_k_lt_30) | (aroonu_14_15m_lt_30)) # 5m still not low enough, 15m still high & ((aroonu_14_lt_30) | (aroonu_14_15m_lt_40)) # 5m still not low enough, 4h down move & high & ((aroonu_14_lt_30) | (rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_60)) # 5m & 1h still not low enough & ((aroonu_14_lt_30) | (stochrsi_k_1h_lt_20)) # 5m still not low enough, 4h high, 1d still high & ((aroonu_14_lt_30) | (stochrsi_k_4h_lt_60) | (stochrsi_k_1d_lt_40)) # 5m still not low enough, 4h still high & ((aroonu_14_lt_30) | (stochrsi_k_lt_30) | (aroonu_14_4h_lt_50)) # 5m still not low enough, 4h overbought, 1d still high & ((stochrsi_k_lt_20) | (roc_9_4h_lt_5) | (stochrsi_k_1d_lt_50)) # 5m & 1h still not low enough, 15m down move & ((stochrsi_k_lt_20) | (rsi_3_15m_gt_15) | (aroonu_14_1h_lt_20)) # 5m still not low enough, 15m down move, 1d overbought & ((stochrsi_k_lt_20) | (rsi_3_15m_gt_20) | (roc_9_1d_lt_40)) # 5m still not low enough, 15m down move, 1d downtrend & ((stochrsi_k_lt_20) | (rsi_3_15m_gt_30) | (roc_9_1d_gt_neg_10)) # 5m & 15m still not low enough, 15m down move & ((stochrsi_k_lt_20) | (rsi_3_15m_gt_30) | (stochrsi_k_15m_lt_20)) # 5m & 1h still not low enough, 1h down move & ((stochrsi_k_lt_20) | (rsi_3_1h_gt_15) | (aroonu_14_1h_lt_20)) # 5m & 4h still not low enough, 1d high & ((stochrsi_k_lt_20) | (stochrsi_k_4h_lt_30) | (stochrsi_k_1d_lt_60)) # 5m & 15m & 1d still not low enough & ((stochrsi_k_lt_30) | (aroonu_14_15m_lt_20) | (aroonu_14_1d_lt_30)) # 5m & 15m still not low enough, 4h high & ((stochrsi_k_lt_30) | (aroonu_14_15m_lt_20) | (aroonu_14_4h_lt_80)) # 5m & 15m still not low enough & ((stochrsi_k_lt_30) | (aroonu_14_15m_lt_25) | (stochrsi_k_15m_lt_20)) # 5m & 15m still not low enough, 4h high & ((stochrsi_k_lt_30) | (aroonu_14_15m_lt_30) | (aroonu_14_4h_lt_70)) # 5m still not low enough, 1h still high, 4h down move & ((stochrsi_k_lt_30) | (aroonu_14_1h_lt_40) | (rsi_3_4h_gt_25)) # 5m still not low enough, 1h & 4h still high & ((stochrsi_k_lt_30) | (aroonu_14_1h_lt_50) | (stochrsi_k_4h_lt_40)) # 5m still not low enough, 4h high, 1d still high & ((stochrsi_k_lt_30) | (aroonu_14_4h_lt_80) | (stochrsi_k_1d_lt_40)) # 5m & 1d still not low enough, 4h high & ((stochrsi_k_lt_30) | (aroonu_14_4h_lt_90) | (stochrsi_k_1d_lt_30)) # 5m still not low enough, 4h high & ((stochrsi_k_lt_30) | (aroonu_14_4h_lt_90) | (stochrsi_k_4h_lt_80)) # 5m still not low enough, 15m & 1h down move & ((stochrsi_k_lt_30) | (rsi_3_15m_gt_20) | (rsi_3_1h_gt_10)) # 5m still not low enough, 1h down move, 4h high & ((stochrsi_k_lt_30) | (rsi_3_1h_gt_10) | (aroonu_14_4h_lt_80)) # 5m still not low enough, 4h & 1d down move & ((stochrsi_k_lt_30) | (rsi_3_4h_gt_55) | (rsi_3_1d_gt_55)) # 5m still not low enough, 4h still high, 1d high & ((stochrsi_k_lt_30) | (stochrsi_k_4h_lt_40) | (aroonu_14_1d_lt_80)) # 5m overbought, 15m still not low enough & ((roc_9 < 0.5) | (aroonu_14_15m_lt_20)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_60) | (stochrsi_k_4h_lt_70)) # 15m down move, 4h & 1d high & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_80)) # 15m down move, 4h high & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_90) | (stochrsi_k_4h_lt_80)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (roc_9_1d_lt_60)) # 15m & 4h down move, 1d still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_50) | (aroonu_14_1d_lt_30)) # 15m down move & still not low enough, 1d overbought & ((rsi_3_15m_gt_10) | (stochrsi_k_15m_lt_20) | (roc_9_1d_lt_20)) # 15m down move, 4h high, 1d still high & ((rsi_3_15m_gt_10) | (stochrsi_k_4h_lt_80) | (aroonu_14_1d_lt_40)) # 15m & 1d down move & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_45)) # 15m & 1d down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_65) | (stochrsi_k_1d_lt_60)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_70)) # 15m down move, 4h high, 1d still high & ((rsi_3_15m_gt_15) | (stochrsi_k_4h_lt_70) | (stochrsi_k_1d_lt_40)) # 15m down move, 4h & 1d low & ((rsi_3_15m_gt_20) | (aroonu_14_4h_gt_20) | (stochrsi_k_1d_gt_30)) # 15m down move, 4h high, 1d still high & ((rsi_3_15m_gt_20) | (aroonu_14_4h_lt_80) | (stochrsi_k_1d_lt_40)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_15) | (stochrsi_k_4h_lt_80)) # 15m & 4h down move, 15m still not low enough & ((rsi_3_15m_gt_20) | (stochrsi_k_15m_lt_20) | (rsi_3_4h_gt_35)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_20) | (stochrsi_k_4h_lt_90) | (roc_9_1d_lt_0)) # 15m down move, 4h & 1d high & ((rsi_3_15m_gt_25) | (aroonu_14_4h_lt_80) | (stochrsi_k_1d_lt_80)) # 15m down move & still not low enough, 4h high & ((rsi_3_15m_gt_25) | (stochrsi_k_15m_lt_20) | (aroonu_14_4h_lt_80)) # 15m down move & still not low enough, 4h still high & ((rsi_3_15m_gt_25) | (stochrsi_k_15m_lt_30) | (stochrsi_k_4h_lt_50)) # 15m down move, 1h still not low enough, 1d high & ((rsi_3_15m_gt_25) | (stochrsi_k_1h_lt_20) | (aroonu_14_1d_lt_80)) # 15m & 1d down move, 1d high & ((rsi_3_15m_gt_30) | (rsi_3_1d_gt_60) | (stochrsi_k_1d_lt_70)) # 15m & 4h & 1d down move & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_50) | (rsi_3_1d_gt_50)) # 15m & 1d down move, 4h high & ((rsi_3_15m_gt_30) | (stochrsi_k_4h_lt_80) | (rsi_3_1d_gt_55)) # 15m down move, 1d still not low enough & downtrend & ((rsi_3_15m_gt_35) | (aroonu_14_1d_lt_30) | (roc_9_1d_gt_neg_10)) # 15m down move, 1h still high, 4h high & ((rsi_3_15m_gt_35) | (aroonu_14_1h_lt_40) | (stochrsi_k_4h_lt_80)) # 15m down move, 4h & 1d high & ((rsi_3_15m_gt_35) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_75)) # 15m down move & still not low enough, 1h still high & ((rsi_3_15m_gt_5) | (aroonu_14_15m_lt_20) | (aroonu_14_1h_lt_50)) # 15m down move & still not low enough & ((rsi_3_15m_gt_5) | (aroonu_14_15m_lt_30)) # 15m down move, 4h high & ((rsi_3_15m_gt_5) | (stochrsi_k_4h_lt_60)) # 15m up move, 4h aroon-up floored & ((rsi_3_15m_lt_50) | (aroonu_14_4h_gt_20)) # 15m still not low enough, 4h still high, 1d high & ((aroonu_14_15m_lt_20) | (aroonu_14_4h_lt_40) | (aroonu_14_1d_lt_75)) # 15m still not low enough, 4h aroon-up parked mid-range & ((aroonu_14_15m_lt_20) | (aroonu_14_4h_lt_60) | (aroonu_14_4h_gt_70)) # 15m still not low enough, 1d down move & overbought & ((aroonu_14_15m_lt_20) | (rsi_3_1d_gt_65) | (roc_9_1d_lt_0)) # 15m still not low enough, 1h down move & still high & ((aroonu_14_15m_lt_20) | (rsi_3_1h_gt_10) | (aroonu_14_1h_lt_40)) # 15m & 1d still not low enough, 1h down move & ((aroonu_14_15m_lt_20) | (rsi_3_1h_gt_20) | (aroonu_14_1d_lt_30)) # 15m still not low enough, 4h down move & high & ((aroonu_14_15m_lt_20) | (rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_80)) # 15m still not low enough, 1h down move & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_lt_20) | (rsi_3_1h_gt_10)) # 15m still not low enough, 4h high, 1d still high & ((aroonu_14_15m_lt_20) | (stochrsi_k_4h_lt_90) | (stochrsi_k_1d_lt_40)) # 15m & 1h still not low enough, 4h down move & ((aroonu_14_15m_lt_25) | (aroonu_14_1h_lt_30) | (rsi_3_4h_gt_35)) # 15m still not low enough & still high, 4h down move & ((aroonu_14_15m_lt_25) | (stochrsi_k_15m_lt_50) | (rsi_3_4h_gt_45)) # 15m still not low enough, 1h still high, 1d high & ((aroonu_14_15m_lt_30) | (aroonu_14_1h_lt_50) | (stochrsi_k_1d_lt_60)) # 15m still not low enough, 4h & 1d high & ((aroonu_14_15m_lt_30) | (aroonu_14_4h_lt_60) | (stochrsi_k_1d_lt_60)) # 15m still not low enough, 1h down move, 4h high & ((aroonu_14_15m_lt_30) | (rsi_3_1h_gt_20) | (aroonu_14_4h_lt_90)) # 15m still not low enough, 1d high & ((aroonu_14_15m_lt_30) | (stochrsi_k_15m_lt_30) | (aroonu_14_1d_lt_80)) # 15m & 1h still not low enough & ((aroonu_14_15m_lt_30) | (stochrsi_k_1h_lt_20)) # 15m still high, 1h still not low enough, 4h down move & ((aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_20) | (rsi_3_4h_gt_40)) # 15m still high, 1d down move & ((aroonu_14_15m_lt_40) | (rsi_3_1d_gt_50)) # 15m still high, 4h high, 1d downtrend & ((aroonu_14_15m_lt_50) | (aroonu_14_4h_lt_80) | (roc_9_1d_gt_neg_10)) # 15m still high, 4h down move & high & ((aroonu_14_15m_lt_50) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_80)) # 15m high, 1h still not low enough & ((aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_30)) # 15m high, 1d down move & ((aroonu_14_15m_lt_60) | (rsi_3_1d_gt_65)) # 15m & 4h high, 1d still high & ((aroonu_14_15m_lt_60) | (stochrsi_k_4h_lt_70) | (stochrsi_k_1d_lt_40)) # 15m & 1d still not low enough, 1d downtrend & ((stochrsi_k_15m_lt_20) | (aroonu_14_1d_lt_30) | (roc_9_1d_gt_neg_10)) # 15m still not low enough, 1h still high, 1d downtrend & ((stochrsi_k_15m_lt_20) | (aroonu_14_1h_lt_40) | (roc_9_1d_gt_0)) # 15m still not low enough, 1h down move, 4h high & ((stochrsi_k_15m_lt_20) | (rsi_3_1h_gt_10) | (aroonu_14_4h_lt_80)) # 15m still not low enough, 4h down move & high & ((stochrsi_k_15m_lt_20) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_70)) # 15m still not low enough, 4h & 1d down move & ((stochrsi_k_15m_lt_20) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_65)) # 15m still not low enough, 4h & 1d high & ((stochrsi_k_15m_lt_20) | (stochrsi_k_4h_lt_60) | (aroonu_14_1d_lt_80)) # 15m still not low enough, 4h & 1d high & ((stochrsi_k_15m_lt_20) | (stochrsi_k_4h_lt_70) | (stochrsi_k_1d_lt_60)) # 15m still not low enough, 4h downtrend & ((stochrsi_k_15m_lt_30) | (roc_9_4h > 0.0)) # 15m still not low enough, 1d down move & ((stochrsi_k_15m_lt_30) | (rsi_3_1d_gt_45)) # 15m still not low enough, 1d down move & high & ((stochrsi_k_15m_lt_30) | (rsi_3_1d_gt_65) | (stochrsi_k_1d_lt_60)) # 15m still high, 1h down move, 4h high & ((stochrsi_k_15m_lt_40) | (rsi_3_1h_gt_15) | (stochrsi_k_4h_lt_70)) # 15m & 4h still high, 4h down move & ((stochrsi_k_15m_lt_50) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_40)) # 15m & 4h high & ((stochrsi_k_15m_lt_60) | (stochrsi_k_4h_lt_70)) # 15m downtrend, 4h overbought & ((roc_9_15m > -3.0) | (roc_9_4h_lt_50)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_40)) # 1h down move, 4h high, 1d still not low enough & ((rsi_3_1h_gt_15) | (stochrsi_k_4h_lt_60) | (stochrsi_k_1d_lt_30)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_15) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_5)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_60) | (stochrsi_k_1d_lt_80)) # 1h low, 4h down move, 1d up move & ((aroonu_14_1h_gt_10) | (rsi_3_4h_gt_30) | (rsi_3_1d_lt_80)) # 1h at a new low while the 4h is hot & ((aroonu_14_1h_gt_10) | (rsi_3_4h_lt_70)) # 1h & 1d still not low enough, 4h down move & ((aroonu_14_1h_lt_20) | (rsi_3_4h_gt_35) | (aroonu_14_1d_lt_30)) # 1h still not low enough, 4h down move, 1d high & ((aroonu_14_1h_lt_20) | (rsi_3_4h_gt_40) | (stochrsi_k_1d_lt_80)) # 1h still not low enough, 4h & 1d down move & ((aroonu_14_1h_lt_30) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_60)) # 1h still high, 4h overbought, 1d high & ((aroonu_14_1h_lt_40) | (roc_9_4h_lt_10) | (stochrsi_k_1d_lt_60)) # 1h still high, 1d overbought and its aroon-up floored & ((aroonu_14_1h_lt_50) | (roc_9_1d_lt_10) | (aroonu_14_1d_gt_0)) # 1h high, 1d overbought & ((aroonu_14_1h_lt_60) | (roc_9_1d_lt_25)) # 1h high, 4h downtrend & ((aroonu_14_1h_lt_60) | (roc_9_4h > -3.0)) # 1h high, 1d down move & ((aroonu_14_1h_lt_60) | (rsi_3_1d_gt_40)) # 1h high, 1d down move & overbought & ((aroonu_14_1h_lt_60) | (rsi_3_1d_gt_65) | (roc_9_1d_lt_0)) # 1h & 4h high, 1d overbought & ((aroonu_14_1h_lt_60) | (stochrsi_k_4h_lt_80) | (roc_9_1d_lt_10)) # 1h & 4h & 1d high & ((aroonu_14_1h_lt_60) | (stochrsi_k_4h_lt_80) | (stochrsi_k_1d_lt_60)) # 1h still not low enough, 1d high & still high & ((stochrsi_k_1h_lt_20) | (aroonu_14_1d_lt_80) | (stochrsi_k_1d_lt_40)) # 1h still not low enough, 4h still high, 1d high & ((stochrsi_k_1h_lt_30) | (stochrsi_k_4h_lt_50) | (stochrsi_k_1d_lt_60)) # 4h down move, 1d high & still not low enough & ((rsi_3_4h_gt_35) | (aroonu_14_1d_lt_75) | (stochrsi_k_1d_lt_30)) # 4h down move & high, 1d still high & ((rsi_3_4h_gt_40) | (aroonu_14_4h_lt_70) | (stochrsi_k_1d_lt_40)) # 4h & 1d down move, 4h high & ((rsi_3_4h_gt_40) | (aroonu_14_4h_lt_80) | (rsi_3_1d_gt_55)) # a new daily high made while 4h money flow sits at the floor & ((mfi_14_4h > 45.0) | (cmf_20_4h_gt_neg_0_0) | (aroonu_14_1d_lt_100)) # 4h high, 1d down move & overbought & ((aroonu_14_4h_lt_80) | (rsi_3_1d_gt_65) | (roc_9_1d_lt_0)) # 4h washed out, 1h at a new low, 1d already run & ((stochrsi_k_4h_gt_20) | (aroonu_14_1h_gt_0) | (roc_9_1d_lt_15)) # 4h & 1d high & ((stochrsi_k_4h_lt_60) | (aroonu_14_1d_lt_80) | (stochrsi_k_1d_lt_60)) # 4h high, 1d down move & overbought & ((stochrsi_k_4h_lt_60) | (rsi_3_1d_gt_60) | (roc_9_1d_lt_0)) # 4h & 1d high & ((stochrsi_k_4h_lt_80) | (stochrsi_k_1d_lt_90)) # 4h at the ceiling, 1d washed out, 1h at a new low & ((stochrsi_k_4h_lt_90) | (stochrsi_k_1d_gt_20) | (aroonu_14_1h_gt_0)) # 1d down move & high & ((rsi_3_1d_gt_55) | (stochrsi_k_1d_lt_70)) # 1d downtrend with an overbought daily stochastic & ((aroonu_14_1d_gt_20) | (stochrsi_k_1d_lt_80)) # 1h low, 4h high, 1d downtrend & ((roc_9_1d_gt_neg_10) | (aroonu_14_1h_gt_30) | (aroonu_14_4h_lt_80)) # 15m rsi_3 already jumped, 4h aroon-up floored & ((rsi_3_change_pct_15m < 50.0) | (aroonu_14_4h_gt_20)) ) # Logic long_entry_logic.append( # money still flowing in on the hour and a healthy 4h — no dip-buying a bleed (cmf_20_1h > -0.02) & (rsi_14_4h > 45.0) # 1h close crosses INTO the oversold extreme (source strategy runs on 30m/1h scale) & (willr_14_1h < -90.0) & (np_shift(willr_14_1h, 12) >= -90.0) # mean-revert WITH the daily trend: only long when the day is up & (change_pct_1d > 0.0) # only above the daily 200 EMA: in a bear market the snapback does not come & (close > ema_200_1d) ) # Condition #120 - Grind mode (Long). if long_entry_condition_index == 120: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(num_open_long_grind_mode < self.grind_mode_max_slots) long_entry_logic.append(protections_long_global == True) long_entry_logic.append(is_pair_long_grind_mode) long_entry_logic.append(rsi_3 <= 50.0) long_entry_logic.append(rsi_3_15m >= 20.0) long_entry_logic.append(rsi_3_1h >= 20.0) long_entry_logic.append(rsi_3_4h >= 20.0) long_entry_logic.append(rsi_14_1h_lt_80) long_entry_logic.append(rsi_14_4h_lt_80) long_entry_logic.append(rsi_14_1d_lt_80) long_entry_logic.append(aroonu_14_15m_lt_70) long_entry_logic.append(aroonu_14_1h_lt_100) long_entry_logic.append(aroonu_14_4h_lt_100) long_entry_logic.append(aroonu_14_1d_lt_100) long_entry_logic.append(stochrsi_k_15m_lt_50) long_entry_logic.append(stochrsi_k_1h_lt_70) long_entry_logic.append(stochrsi_k_4h_lt_70) long_entry_logic.append(stochrsi_k_1d_lt_90) # Logic long_entry_logic.append( (stochrsi_k_lt_20) & (willr_14 < -80.0) & (aroonu_14_lt_25) & (close < (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(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m & 15m down move, 15m high ((rsi_3_gt_3) | (rsi_3_15m_gt_15) | (aroonu_14_15m_lt_70)) # 5m & 15m down move, 4h still high & ((rsi_3_gt_3) | (rsi_3_15m_gt_15) | (stochrsi_k_4h_lt_50)) # 5m & 15m down move, 15m high & ((rsi_3_gt_3) | (rsi_3_15m_gt_20) | (aroonu_14_15m_lt_70)) # 5m & 1h down move, 15m still high & ((rsi_3_gt_3) | (rsi_3_1h_gt_15) | (aroonu_14_15m_lt_40)) # 5m & 1h down move, 1h high & ((rsi_3_gt_3) | (rsi_3_1h_gt_45) | (stochrsi_k_1h_lt_80)) # 5m & 4h down move, 15m still high & ((rsi_3_gt_3) | (rsi_3_4h_gt_5) | (aroonu_14_15m_lt_40)) # 5m & 4h down move, 15m still high & ((rsi_3_gt_3) | (rsi_3_4h_gt_5) | (stochrsi_k_15m_lt_40)) # 5m & 4h down move, 15m still high & ((rsi_3_gt_3) | rsi_3_4h_gt_20 | (stochrsi_k_15m_lt_50)) # 5m & 4h down move, 1h high & ((rsi_3_gt_3) | (rsi_3_4h_gt_45) | (stochrsi_k_1h_lt_80)) # 5m & 1d down move, 15m high & ((rsi_3_gt_3) | (rsi_3_1d_gt_10) | (aroonu_14_15m_lt_70)) # 5m & 1d down move, 15m stil high & ((rsi_3_gt_3) | (rsi_3_1d_gt_10) | (stochrsi_k_15m_lt_40)) # 5m & 1d down move, 4h still high & ((rsi_3_gt_3) | (rsi_3_1d_gt_10) | (stochrsi_k_4h_lt_40)) # 5m down move, 1h high & ((rsi_3_gt_3) | (stochrsi_k_1h_lt_90)) # 5m down move, 15m & 1d high & ((rsi_3_gt_5) | (aroonu_14_15m_lt_60) | (aroonu_14_1d_lt_100)) # 5m down move, 1h & 1d high & ((rsi_3_gt_10) | (aroonu_14_1h_lt_80) | (aroonu_14_1d_lt_100)) # 15m & 1h & 4h & 1d down move & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_15)) # 15m & 1h & 4h & 1d down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_45) | (aroonu_14_1h_lt_40)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (roc_9_1d_lt_100)) # 15m & 1h down move, 1h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (stochrsi_k_1h_lt_20)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (roc_9_1d_lt_60)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (aroonu_14_4h_lt_40)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (stochrsi_k_4h_lt_90)) # 15m & 1h down move, 1d still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_20) | (stochrsi_k_1d_lt_50)) # 15m & 1h & 4h down move, 1d downtrend & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_25) | (rsi_14_4h_lt_40) | (roc_9_1d_gt_neg_10)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_30) | (aroonu_14_15m_lt_50)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_30) | (aroonu_14_1d_lt_80)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_85)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_80)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_45) | (stochrsi_k_1h_lt_80)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_45) | (stochrsi_k_1d_lt_80)) # 15m & 4h down move, 15m downtrend & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_3) | (cmf_20_15m_gt_neg_0_30)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_40)) # 15m down move, 1h high, 4h overbought & ((rsi_3_15m_gt_3) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_10)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_3) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_10)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_10) | (stochrsi_k_4h_lt_50)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_50)) # 15m & 1h & 4h down move, 15m still not low enough, 1h still not low enough & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_15m_lt_30) | (stochrsi_k_1h_lt_30)) # 15m & 1h & 4h down move, 4h high & overbought & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_20)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_80)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_40) | (aroonu_14_15m_lt_60)) # 15m & 1h down move, 15m still high, 1h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_50) | (aroonu_14_15m_lt_40) | (stochrsi_k_1h_lt_80)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_15) | (aroonu_14_1d_lt_70)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_80)) # 15m & 1d down move, 1d still high & ((rsi_3_15m_gt_5) | (rsi_3_1d_gt_10) | (aroonu_14_1d_lt_40)) # 15m down move, 15m downtrend, 1d high & ((rsi_3_15m_gt_5) | (cmf_20_15m_gt_neg_0_40) | (aroonu_14_1d_lt_100)) # 15m down move, 4h high, 1h overbought & ((rsi_3_15m_gt_5) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_10)) # 15m & 1h & 4h & 1d down move, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_15) | (roc_9_1d_gt_neg_10)) # 15m & 1h & 4h & 1d down move, 1d still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_20) | (rsi_14_1d_lt_40)) # 15m & 1h & 4h down move, 4h still high, 1d still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (rsi_14_4h_lt_40) | (rsi_14_1d_lt_50)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (aroonu_14_4h_lt_85)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (aroonu_14_1d_lt_85)) # 15m & 1h & 4h & 1d down move, 1d still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_30) | (rsi_14_1d_lt_50)) # 15m & 1h & 4h & 1d down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_50) | (rsi_3_1d_gt_50) | (roc_9_1d_lt_10)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (stochrsi_k_15m_lt_50)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 1d still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (stochrsi_k_1d_lt_50)) # 15m & 1h & 4h & 1d down move, 1h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_40) | (stochrsi_k_1h_lt_30)) # 15m & 1h & 4h & 1d down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_45) | (aroonu_14_4h_lt_60)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (aroonu_14_15m_lt_60)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (aroonu_14_1h_lt_80)) # 15m & 1h & 4h down move, 15m & 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (aroonu_14_15m_lt_40) | (aroonu_14_4h_lt_40)) # 15m & 1h & 4h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_45) | (aroonu_14_1h_lt_70)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_70)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (roc_9_1d_lt_60)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_15m_lt_40)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_1d_lt_80)) # 15m & 4h down move, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_20)) # 15m & 4h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_15) | (roc_9_1d_lt_20)) # 15m & 4h & 1d down move, 15m still high, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_40) | (aroonu_14_15m_lt_40) | (aroonu_14_1d_lt_70)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (rsi_14_1d_lt_70)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_15m_lt_60)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_50)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_80)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_1h_lt_70)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_1d_lt_80)) # 15m & 4h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (roc_9_1d_lt_50)) # 15m & 4h & 1d down move, 15m still high, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_55) | (aroonu_14_15m_lt_40) | (aroonu_14_4h_lt_60)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (roc_9_1d_lt_30)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_40) | (aroonu_14_15m_lt_70)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_45) | (aroonu_14_4h_lt_70)) # 15m down move, 1h high & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_lt_90)) # 15m & 1d down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_10) | (stochrsi_k_1h_lt_50)) # 15m & 1d down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_30) | (stochrsi_k_1d_lt_60)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_100)) # 15m down move, 15m & 4h high & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_60) | (aroonu_14_4h_lt_70)) # 15m down move, 15m high, 1h high & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_70) | (stochrsi_k_1h_lt_80)) # 15m down move, 1h & 4h high, 4h overbought & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_10)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_100)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_10) | (aroonu_14_1d_lt_85) | (roc_9_1d_lt_20)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_lt_50) | (roc_9_1d_lt_40)) # 15m & 1h & 4h down move, 1h & 4h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_50)) # 15m & 1h & 4h & 1d down move, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (stochrsi_k_1h_lt_50)) # 15m & 1h & 4h & 1d down move, 1d still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (stochrsi_k_1d_lt_40)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (aroonu_14_1h_lt_70)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (aroonu_14_4h_lt_80)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_45) | (aroonu_14_1d_lt_80)) # 15m & 1h & 1d down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (rsi_3_1d_gt_25) | (stochrsi_k_1h_lt_60)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_90)) # 15m & 1h down move, 4h & 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_45) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_100)) # 15m & 1h & 4h down move, 1h high, 1d overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_50) | (rsi_3_4h_gt_55) | (stochrsi_k_1h_lt_80) | (roc_9_1d_lt_20)) # 15m & 1h down move, 1h & 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_80) | (stochrsi_k_4h_lt_90)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_15m_lt_50)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_1h_lt_70)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_20) | (aroonu_14_15m_lt_70)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_60)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_40)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_35) | (aroonu_14_1h_lt_90)) # 15m & 4h down move, 15m still high, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_45) | (aroonu_14_15m_lt_40) | (aroonu_14_4h_lt_90)) # 15m & 1d down move, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_15) | (stochrsi_k_1h_lt_30)) # 15m down move, 15m downtrend, 1h high & ((rsi_3_15m_gt_15) | (cmf_20_15m_gt_neg_0_40) | (aroonu_14_1h_lt_60)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_50) | (stochrsi_k_4h_lt_80)) # 15m down move, 15m high, 1d overbought & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_70) | (roc_9_1d_lt_20)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_100) | (aroonu_14_4h_lt_100)) # 15m down move, 4h high, 4h overbought, 1d downtrend & ((rsi_3_15m_gt_15) | (stochrsi_k_4h_lt_70) | (roc_9_4h_lt_10) | (roc_9_1d_gt_neg_20)) # 15m down move, 4h & 1d overbought & ((rsi_3_15m_gt_15) | (roc_9_4h_lt_20) | (roc_9_1d_lt_80)) # 15m & 1h & 1d down move, 4h still high, 4h downtrend & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_4h_lt_40) | (roc_9_4h_gt_neg_20)) # 15m & 1h down move, 4h high, 1d high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_30) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_10)) # 15m & 1h down move, 4h high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10)) # 15m & 1h down move, 1d high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_40) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_30)) # 15m & 1h & 4h down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_45) | (rsi_3_4h_gt_45) | (stochrsi_k_1h_lt_80)) # 15m & 1h & 4h down move, 4h high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_45) | (rsi_3_4h_gt_65) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_20)) # 15m & 1h down move, 4h & 1d down move & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_45) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_100)) # 15m & 1h down move, 1d high, 4h & 1d overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_45) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_10) | (roc_9_1d_lt_10)) # 15m & 4h & 1d down move, 1h high, 1d overbought & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_55) | (stochrsi_k_1h_lt_70) | (roc_9_1d_lt_50)) # 15m & 4h down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_40) | (stochrsi_k_1h_lt_70) | (roc_9_1d_gt_neg_40)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_80) | (roc_9_1d_lt_10)) # 15m down move, 4h & 1d high & overbought & ((rsi_3_15m_gt_20) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_20) | (roc_9_1d_lt_20)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_lt_80) | (roc_9_1d_gt_neg_20)) # 15m down move, 4h high, 1d downtrend & ((rsi_3_15m_gt_20) | (stochrsi_k_4h_lt_80) | (roc_9_1d_gt_neg_30)) # 15m & 1h & 4h down move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_70)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_30) | (stochrsi_k_15m_lt_70)) # 15m & 1h down move, 15m high, 4h high & overbought & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_45) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_20)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100)) # 15m & 4h down move, 15m still high, 1d overbought & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_15m_lt_50) | (roc_9_1d_lt_10)) # 15m & 4h down mve, 1h high & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_80)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_80)) # 15m & 1d down move, 1d high & overbought & ((rsi_3_15m_gt_30) | (rsi_3_1d_gt_50) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_10)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_90)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_30) | (aroonu_14_1h_lt_90) | (roc_9_1d_gt_neg_10)) # 15m down move, 15m high, 4h high & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_70) | (stochrsi_k_4h_lt_80)) # 15m down move, 15m & 4h high & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_90)) # 15m & 4h down move, 15m still high, 1h high & ((rsi_3_15m_gt_40) | (rsi_3_4h_gt_40) | (stochrsi_k_15m_lt_40) | (stochrsi_k_1h_lt_90)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (stochrsi_k_4h_lt_10)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_lt_40)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_25) | (roc_9_1d_lt_10)) # 1h & 1d down move, 1d still high & ((rsi_3_1h_gt_3) | (rsi_3_1d_gt_25) | (stochrsi_k_1d_lt_40)) # 1h & 4h down move, 15m still not low enough & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_5) | (stochrsi_k_15m_lt_20)) # 1h & 4h down move, 4h downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_10) | (roc_9_4h_gt_neg_10)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_25) | (stochrsi_k_15m_lt_60)) # 1h & 4h & 1d down move, 4h still not low enough, 1d still high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_45) | (rsi_3_1d_gt_50) | (aroonu_14_4h_lt_30) | (aroonu_14_1d_lt_40)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_1d_lt_50)) # 1h & 4h down move, 15m still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_70)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_30)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | rsi_3_4h_gt_20 | (aroonu_14_4h_lt_40)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_60)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_40) | aroonu_14_4h_lt_70) # 1h & 1d down move, 1h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_15) | (aroonu_14_1h_lt_20)) # 1h & 1d down move, 1h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_20) | (aroonu_14_1h_lt_30)) # 1h down move, 15m downtrend, 1d high & ((rsi_3_1h_gt_10) | (cmf_20_15m_gt_neg_0_40) | (aroonu_14_1d_lt_70)) # 1h down move, 1h high, 4h high & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_70) | (stochrsi_k_4h_lt_80)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_1h_lt_40)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_1h_lt_50)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (roc_9_1d_gt_neg_30)) # 1h & 4h & 1d down move, 1d still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_30) | (rsi_14_1d_lt_50)) # 1h & 1d down move, 4h downtrend & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_15) | (roc_9_4h_gt_neg_30)) # 1h & 1d down move, 1d still high & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_50)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_35) | (aroonu_14_1d_lt_70)) # 1h down move, 1h still high, 1d high & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_50) | (stochrsi_k_1d_lt_80)) # 1h down move, 1h still high, 4h overbought & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_50) | (roc_9_4h_lt_10)) # 1h down move, 1h still high, 1d downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_50) | (roc_9_1d > -30.0)) # 1h down move, 4h still high, 1d overbought & ((rsi_3_1h_gt_15) | (aroonu_14_4h_lt_50) | (roc_9_1d_lt_40)) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_70) | (roc_9_4h_gt_neg_20)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_25) | (aroonu_14_1d_lt_80)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_30) | (roc_9_1d_lt_100)) # 1h & 4h & 1d down move, 1h still high, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_45) | (aroonu_14_1h_lt_50) | (aroonu_14_1d_lt_80)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_35) | aroonu_14_1h_lt_70) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_50) | aroonu_14_4h_lt_100) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_25) | (roc_9_1d_gt_neg_30)) # 1h down move, 15m still high, 1d high & ((rsi_3_1h_gt_20) | (aroonu_14_15m_lt_40) | (aroonu_14_1d_lt_90)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_60) | (roc_9_1d_lt_10)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (stochrsi_k_15m_lt_70)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | aroonu_14_1h_lt_80) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_60)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_35) | (rsi_14_1d_lt_80)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1d_lt_85) | (roc_9_1d_lt_40)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_30) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_20)) # 1h down move, 15m still high, 1h high & ((rsi_3_1h_gt_30) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_85)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_90) | (roc_9_1d_lt_40)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_35) | (stochrsi_k_1h_lt_50)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_80)) # 1h down move, 1h high , 1d overbought & ((rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_80) | (roc_9_1d_lt_30)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_35) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_100)) # 1h & 4h down move, 4h high, 1d high & overbought & ((rsi_3_1h_gt_40) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_30)) # 1h & 4h down move, 1d high & overbought & ((rsi_3_1h_gt_45) | (rsi_3_4h_gt_60) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_40)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_45) | (rsi_3_1d_gt_45) | (aroonu_14_1h_lt_80)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_75) | (aroonu_14_4h_lt_100)) # 1h down move, 1h high, 1d high & overbought & ((rsi_3_1h_gt_45) | (stochrsi_k_1h_lt_60) | (stochrsi_k_1d_lt_70) | (roc_9_1d_lt_40)) # 1h & 4h down move, 4h, 1d high & overbought & ((rsi_3_1h_gt_50) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_30)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_25)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_60) | (rsi_3_1d_gt_60) | (aroonu_14_1h_lt_70)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_20) | (rsi_14_1d_lt_40)) # 4h down move, 1h still not low enough, 4h downtrend & ((rsi_3_4h_gt_3) | (aroonu_14_1h_lt_20) | (roc_9_4h_gt_neg_10)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_30) | (stochrsi_k_1d_lt_40)) # 4h down move, 1h high & ((rsi_3_4h_gt_5) | (stochrsi_k_1h_lt_90)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_5) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_10)) # 4h & 1d down move, 1h high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_10) | (stochrsi_k_1h_lt_60)) # 4h & 1d down move, 4h downtrend & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_10) | (roc_9_4h_gt_neg_20)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_15) | (aroonu_14_1d_lt_40)) # 4h & 1d down move, 1d downtrend & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_15) | (roc_9_1d > -30.0)) # 4h & 1d down move, 1h high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_30) | (aroonu_14_1h_lt_100)) # 4h down move, 15m still high, 1h still high & ((rsi_3_4h_gt_10) | (aroonu_14_15m_lt_40) | (stochrsi_k_1h_lt_50)) # 4h down move, 4h still high, 4h downtrend & ((rsi_3_4h_gt_10) | (aroonu_14_4h_lt_40) | (roc_9_4h_gt_neg_20)) # 4h down move, 15m high & ((rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_80)) # 4h down move, 1h still not low enough, 4h downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_20) | (roc_9_4h_gt_neg_20)) # 4h & 1d down move, 15m still high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_15) | (stochrsi_k_15m_lt_50)) # 4h & 1d down move, 1h still high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_15) | (stochrsi_k_1h_lt_40)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_60)) # 4h & 1d down move, 4h high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_25) | aroonu_14_4h_lt_70) # 4h & 1d down move, 4h still high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_30) | (stochrsi_k_4h_lt_50)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_40) | (aroonu_14_1d_lt_70)) # 4h & 1d down move, 4h still high & ((rsi_3_4h_gt_15) | (rsi_3_1d > 50.0) | (stochrsi_k_4h_lt_40)) # 4h down move, 1d still high, 4h still not low enough & ((rsi_3_4h_gt_15) | (rsi_14_1d_lt_40) | (stochrsi_k_4h_lt_30)) # 4h down move, 4h still high, 4h downtrend & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_50) | (roc_9_4h_gt_neg_10)) # 4h down move, 1d still high, 1d downtrend & ((rsi_3_4h_gt_15) | (aroonu_14_1d_lt_50) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h still not low enough, 1d downtrend & ((rsi_3_4h_gt_15) | (stochrsi_k_4h_lt_20) | (roc_9_1d_gt_neg_20)) # 4h down move, 1h downtrend, 1d overbought & ((rsi_3_4h_gt_15) | (roc_9_1h_gt_neg_10) | (roc_9_1d_lt_200)) # 4h down move, 4h high, 4h downtrend & (rsi_3_4h_gt_20 | (aroonu_14_4h_lt_60) | (roc_9_4h_gt_neg_20)) # 4h down move, 1d high & overbought & (rsi_3_4h_gt_20 | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_70)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_25) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_10)) # 1h down move, 4h still not low enough, 1d downtrend & (rsi_3_4h_gt_20 | (stochrsi_k_4h_lt_30) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 1h high & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (stochrsi_k_1h_lt_80)) # 4h down move, 1h high & ((rsi_3_4h_gt_25) | (stochrsi_k_1h_lt_70)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_40) | (roc_9_1d_lt_30)) # 4h & 1d down move, 4h still high & ((rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (stochrsi_k_4h_lt_50)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_30) | (rsi_3_1d_gt_60) | (aroonu_14_1d_lt_90)) # 4h down move, 15m high, 1h high & ((rsi_3_4h_gt_30) | (aroonu_14_15m_lt_60) | (stochrsi_k_1h_lt_80)) # 4h down move, 15m & 4h high & ((rsi_3_4h_gt_30) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_70)) # 4h down move, 1h high, 1d downtrend & ((rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_80) | (roc_9_1d_gt_neg_40)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_30) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_40)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_30)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_35) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_20)) # 4h down move, 15m still high, 1h high & ((rsi_3_4h_gt_35) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_100)) # 4h down move, 1h high & ((rsi_3_4h_gt_40) | (aroonu_14_1h_lt_80)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_45) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_20)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_55) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_80)) # 1d down move, 1d high, 4h downtrend & ((rsi_3_1d_gt_15) | (aroonu_14_1d_lt_70) | (roc_9_4h_gt_neg_40)) # 1d down move, 1h & 4h high & ((rsi_3_1d_gt_30) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 1d down move, 1h high, 1d overbought & ((rsi_3_1d_gt_45) | (stochrsi_k_1h_lt_90) | (roc_9_1d_lt_10)) # 1d down move, 4h high, 1d overbought & ((rsi_3_1d_gt_45) | (stochrsi_k_4h_lt_90) | (roc_9_1d_lt_10)) # 1d down move, 1d high & overbought & ((rsi_3_1d_gt_55) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_10)) # 1d down move, 1d overbought & ((rsi_3_1d_gt_60) | (roc_9_1d_lt_200)) # 15m & 1h high, 4h overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100) | (roc_9_4h_lt_15)) # 15m & 1h high, 1d overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100) | (roc_9_1d_lt_100)) # 15m & 1h high, 1d downtrend & ((aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100) | (roc_9_1d_gt_neg_10)) # 15m high, 1d high & overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_30)) # 15m high, 1d high & overbought & ((aroonu_14_15m_lt_70) | aroonu_14_1d_lt_100 | (roc_9_1d_lt_20)) # 15m high, 1h high, 1d downtrend & ((aroonu_14_15m_lt_70) | (stochrsi_k_1h_lt_80) | (roc_9_1d_gt_neg_20)) # 1h & 4h high, 4h overbought & ((aroonu_14_1h_lt_90) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_10)) # 1h & 4h high, 1d overbought & ((aroonu_14_1h_lt_90) | aroonu_14_4h_lt_100 | roc_9_1d_lt_50) # 1h & 1d high, 1d overbought & ((aroonu_14_1h_lt_100) | aroonu_14_1d_lt_100 | (roc_9_1d_lt_40)) # 4h & 1d high, 4h overbought & (aroonu_14_4h_lt_100 | aroonu_14_1d_lt_100 | (roc_9_4h_lt_50)) # 4h & 1d high, 1d overbought & ((aroonu_14_4h_lt_90) | aroonu_14_1d_lt_100 | roc_9_1d_lt_50) # 1h high, 1h & 4h overbought & ((stochrsi_k_1h_lt_80) | (roc_9_1h_lt_20) | (roc_9_4h_lt_20)) # 4h & 1d overbought & ((roc_9_4h_lt_100) | (roc_9_1d_lt_200)) ) # Logic long_entry_logic.append( (rsi_20 < rsi_20_shift_1) & (rsi_3 < 30.0) & (aroonu_14_lt_25) & (close < sma_16 * 0.960) ) # 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(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m & 4h down move, 15m high ((rsi_3_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_15m_lt_40)) # 5m & 1d down move, 15m high & ((rsi_3_gt_10) | (rsi_3_1d_gt_30) | (aroonu_14_15m_lt_80)) # 5m down move, 15m & 1h high & ((rsi_3_gt_10) | (aroonu_14_15m_lt_85) | (aroonu_14_1h_lt_100)) # 5m down move, 1h & 1d high & ((rsi_3_gt_10) | (aroonu_14_1h_lt_80) | (aroonu_14_1d_lt_100)) # 15m & 1h & 4h down move & (rsi_3_15m_gt_3 | (rsi_3_1h_gt_3) | (rsi_3_4h_gt_15)) # 15m & 1h & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_20)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (aroonu_14_1d_lt_70)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (stochrsi_k_1h_lt_40)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (roc_9_1d_lt_60)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (aroonu_14_1h_lt_50)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (aroonu_14_4h_lt_40)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (stochrsi_k_4h_lt_90)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_30) | (aroonu_14_15m_lt_70)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_75)) # 15m & 4h down move, 1d downtrend & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_20)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_40)) # 15m down move, 1h high, 4h overbought & ((rsi_3_15m_gt_3) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_10)) # 15m down move, 4h high & ((rsi_3_15m_gt_3) | (aroonu_14_4h_lt_90)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_3) | (stochrsi_k_1h_lt_60) | (roc_9_1d_lt_20)) # 15m down move, 4h high & ((rsi_3_15m_gt_3) | (stochrsi_k_4h_lt_80)) # 15m & 1d down move, 1d still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_5) | (aroonu_14_1d_lt_40)) # 15m & 1h down move, 15m still not low enough & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_5) | (stochrsi_k_15m_lt_30)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_10) | (stochrsi_k_4h_lt_50)) # 15m & 1h & 4h & 1d down move, 1h still not low enough & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (stochrsi_k_1h_lt_30)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_15) | (aroonu_14_1d_lt_70)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_20) | (aroonu_14_15m_lt_60)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_15) | (aroonu_14_4h_lt_85)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_15) | (stochrsi_k_4h_lt_60)) # 15m & 1h & 4h down move, 15m still not low enough, 1h still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_15m_lt_30) | (stochrsi_k_1h_lt_40)) # 15m & 1h & 4h down move, 4h high & overbought & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_20)) # 15m & 1h down move, 15m still not low enough, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_40) | (aroonu_14_15m_lt_30) | (aroonu_14_4h_lt_70)) # 15m & 1h down move, 4h high, 4h overbought, 1d downtrend & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_50) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_10) | (roc_9_1d_gt_neg_20)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_80)) # 15m down move, 4h high, 1h overbought & ((rsi_3_15m_gt_5) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_10)) # 15m & 1h & 4h down move, 4h still high, 1d still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (rsi_14_4h_lt_40) | (rsi_14_1d_lt_50)) # 15m & 1h & 4h & 1d down mode, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (roc_9_1d_gt_neg_40)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (aroonu_14_4h_lt_85)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (stochrsi_k_1h_lt_40)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (stochrsi_k_4h_lt_60)) # 15m & 1h & 4h & 1d down move, 1d still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_30) | (rsi_14_1d_lt_50)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (stochrsi_k_1h_lt_50)) # 15m & 1h & 4h & 1d down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_45) | (aroonu_14_4h_lt_60)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (aroonu_14_15m_lt_60)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (aroonu_14_15m_lt_40)) # 15m & 1h & 4h down move, 1h still high, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_1h_lt_50) | (roc_9_1d_gt_neg_30)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_70)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (roc_9_1d_lt_60)) # 15m & 1h & 4h down move, 1h high, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_50) | (rsi_3_4h_gt_55) | (stochrsi_k_1h_lt_80) | (roc_9_1d_lt_20)) # 15m & 4h down move, 1d still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_1d_lt_50)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_15) | (aroonu_14_15m_lt_50)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_15) | (aroonu_14_1d_lt_80)) # 15m & 4h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_15) | (roc_9_1d_lt_20)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (rsi_14_1d_lt_70)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_50)) # 14m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_80)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_1h_lt_70)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_1d_lt_80)) # 15m & 4h down move, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | roc_9_1d_lt_50) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (aroonu_14_15m_lt_70)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (roc_9_1d_lt_30)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_35) | (aroonu_14_1h_lt_90)) # 15m & 4h down move, 4h overbought & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_35) | (roc_9_4h_lt_10)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_40) | (aroonu_14_15m_lt_70)) # 15m & 1d down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_10) | (stochrsi_k_1h_lt_50)) # 15m down move, 15m high, 1h high & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_70) | (stochrsi_k_1h_lt_80)) # 15m down move, 1h & 4h high, 4h overbought & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_10)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_100)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_10) | (aroonu_14_1d_lt_85) | (roc_9_1d_lt_20)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_lt_50) | (roc_9_1d_lt_40)) # 15m & 1h & 4h & 1d down move, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (stochrsi_k_1h_lt_50)) # 15m & 1h & 4h & 1d down move, 1d still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (stochrsi_k_1d_lt_40)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (aroonu_14_1h_lt_70)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_45) | (aroonu_14_1d_lt_80)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (aroonu_14_4h_lt_100)) # 15m & 1h & 4h down move, 4h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_50)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_90)) # 15m & 1h down move, 4h & 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_45) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_100)) # 15m & 4h & 1d down move, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_15) | (aroonu_14_1h_lt_50)) # 15m & 4h & 1d down move, 1d stil high, 4h downtrend & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_30) | (rsi_14_1d_lt_50) | (roc_9_4h_gt_neg_20)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_15m_lt_70)) # 15m & 4h down move, 1d downtrend & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (roc_9_1d_gt_neg_20)) # 15m & 4h down move, 1d overbought & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_20) | (roc_9_1d_lt_50)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_35) | (aroonu_14_1h_lt_90)) # 15m & 4h down move, 4h overbought & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_45) | (roc_9_4h_lt_20)) # 15m & 1d down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_20) | (stochrsi_k_4h_lt_80)) # 15m down move, 15m downtrend, 1h high & ((rsi_3_15m_gt_15) | (cmf_20_15m_gt_neg_0_40) | (aroonu_14_1h_lt_60)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_50) | (stochrsi_k_4h_lt_80)) # 15m down move, 15m high, 1d overbought & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_70) | (roc_9_1d_lt_10)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_100) | (aroonu_14_4h_lt_100)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_15) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_80)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (stochrsi_k_1h_lt_60)) # 15m & 1h & 1d down move, 4h still high, 4h downtrend & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_4h_lt_40) | (roc_9_4h_gt_neg_20)) # 15m & 1h & 4h & 1d down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (stochrsi_k_1h_lt_70)) # 15m & 1h down move, 1d high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_40) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_30)) # 15m & 1h & 4h down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_45) | (rsi_3_4h_gt_45) | (stochrsi_k_1h_lt_80)) # 15m & 1h & 4h down move, 4h high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_45) | (rsi_3_4h_gt_65) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_20)) # 15m & 1h down move, 4h high, 1d high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_50) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_40)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_20) | (stochrsi_k_15m_lt_50)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_25) | (aroonu_14_15m_lt_70)) # 15m & 4h & 1d down move, 1h high, 1d overbought & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_55) | (stochrsi_k_1h_lt_70) | (roc_9_1d_lt_50)) # 15m down move, 15m still high, 1h high, 4h & 1d overbought & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_80) | (roc_9_4h_lt_20) | (roc_9_1d_lt_50)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100)) # 15m down move, 15m high, 1d high & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_90) | aroonu_14_1d_lt_100) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_lt_80) | (roc_9_1d_gt_neg_20)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_lt_90) | (roc_9_1h_lt_10)) # 15m & 1h & 4h & 1d down move, 15m high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_15m_lt_70)) # 15m & 1h & 4h down move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_70)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_50) | (aroonu_14_4h_lt_80)) # 15m & 1h down move, 4h high & overbought & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_35) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_60)) # 15m & 4h down move, 15m still high, 1d overbought & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_15m_lt_50) | (roc_9_1d_lt_10)) # 15m & 4h down mve, 1h high & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_80)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_80)) # 15m & 1d down move, 15m & 1h high & ((rsi_3_15m_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100)) # 15m & 1d down move, 1d high & overbought & ((rsi_3_15m_gt_30) | (rsi_3_1d_gt_50) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_10)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_30) | (aroonu_14_1h_lt_90) | (roc_9_1d_gt_neg_10)) # 15m down move, 15m high, 4h high & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_70) | (stochrsi_k_4h_lt_80)) # 15m down move, 15m & 4h high & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_90)) # 15m down move, 15m high, 1d overbought & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_80) | (roc_9_1d_lt_50)) # 15m & 4h down move, 15m still high, 1h high & ((rsi_3_15m_gt_40) | (rsi_3_4h_gt_40) | (stochrsi_k_15m_lt_40) | (stochrsi_k_1h_lt_90)) # 15m down move, 1d high, 1h overbought & ((rsi_3_15m_gt_40) | (stochrsi_k_1d_lt_80) | (roc_9_1h_lt_20)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (aroonu_14_1d_lt_50)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_25) | (roc_9_1d_lt_10)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_15) | (aroonu_14_1d_lt_40)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_25)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_25) | (stochrsi_k_15m_lt_60)) # 1h & 4h & 1d down move, 4h still not low enough, 1d still high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_45) | (rsi_3_1d_gt_50) | (aroonu_14_4h_lt_30) | (aroonu_14_1d_lt_40)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_15)) # 1h & 4h down move, 1d still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_lt_20)) # 1h & 4h down move, 15m still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (stochrsi_k_15m_lt_50)) # 1h & 4h & 1d down move, 4h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_30) | (stochrsi_k_4h_lt_30)) # 1h & 4h down move, 1h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_1h_lt_30)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (roc_9_1d_lt_100)) # 1h & 4h down move, 4h high & overbought & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_10)) # 1h & 1d downtrend, 1d high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_45) | (aroonu_14_1d_lt_70)) # 1h & 4h down move, 1h still not low enough & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_1h_lt_20)) # 1h & 4h down move. 4h high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_60)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_1d_lt_50)) # 1h & 4h down move, 1h still not low enough & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_1h_lt_30)) # 1h & 4h down move, 15m still not low enough & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_15m_lt_30)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_40)) # 1h & 4h & 1d down move, 1d still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_30) | (rsi_14_1d_lt_50)) # 1h & 1d down move, 1d still high & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_20) | (stochrsi_k_1d_lt_40)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_35) | (aroonu_14_1d_lt_70)) # 1h down move, 15m & 1d high & ((rsi_3_1h_gt_15) | (aroonu_14_15m_lt_70) | (aroonu_14_1d_lt_100)) # 1h down move, 1h still high, 4h overbought & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_50) | (roc_9_4h_lt_10)) # 1h down move, 1h still high, 1d downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_50) | (roc_9_1d_gt_neg_30)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_15) | (roc_9_4h_lt_30) | (roc_9_1d_lt_50)) # 1h & 4h & 1d down move, 1h still high, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_45) | (aroonu_14_1h_lt_50) | (aroonu_14_1d_lt_80)) # 1h & 4h & 1d down move, 1d still high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (rsi_14_1d_lt_40)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_1h_lt_50)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_25) | (aroonu_14_1d_lt_80)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_30) | (roc_9_1d_lt_100)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_35) | (aroonu_14_1h_lt_70)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_100)) # 1h down move, 1d high, 4h & 1d overbought & ((rsi_3_1h_gt_20) | (aroonu_14_1d_lt_80) | (roc_9_4h_lt_10) | (roc_9_1d_lt_40)) # 1h down move, 4h high & overbought, 1d downtrend & ((rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (stochrsi_k_15m_lt_70)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_60)) # 1h & 4h down move, 4h & 1d high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_35) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_100)) # 1h & 4h down move, 1d high & overbought & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_60) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_40)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_25) | (roc_9_4h_lt_30) | (roc_9_1d_lt_60)) # 1h & 1d down move, 1d still high & ((rsi_3_1h_gt_25) | (rsi_3_1d_gt_25) | (stochrsi_k_1d_lt_50)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_60)) # 1h & 4g down move, 4h still high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_50)) # 1h down move, 15m still high, 1h high & ((rsi_3_1h_gt_30) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_85)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_35) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_100)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_35) | (aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100)) # 1h down move, 1h still high, 1d downtrend & ((rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_50) | (roc_9_1d_gt_neg_30)) # 1h & 4h down move, 4h high, 1d high & overbought & ((rsi_3_1h_gt_40) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_30)) # 1h down move, 4h & 1d high & overbought & ((rsi_3_1h_gt_40) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_60) | (roc_9_1d_lt_60)) # 1h & 4h down move, 1d high & overbought & ((rsi_3_1h_gt_45) | (rsi_3_4h_gt_60) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_40)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_45) | (rsi_3_1d_gt_45) | (aroonu_14_1h_lt_80)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_75) | (aroonu_14_4h_lt_100)) # 1h down move, 1h high, 1d high & overbought & ((rsi_3_1h_gt_45) | (stochrsi_k_1h_lt_60) | (stochrsi_k_1d_lt_70) | (roc_9_1d_lt_40)) # 1h & 4h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_50) | (rsi_3_4h_gt_60) | (aroonu_14_1h_lt_90) | (roc_9_1d_lt_200)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_25)) # 4h & 1d down move, 1d downtrend & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_10) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_20) | (rsi_14_1d_lt_40)) # 4h & 1d down move, 15m still high & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_20) | (stochrsi_k_15m_lt_50)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_45) | (aroonu_14_1d_lt_70)) # 4h down move, 4h still high, 4h downtrend & ((rsi_3_4h_gt_5) | (aroonu_14_4h_lt_40) | (roc_9_4h_gt_neg_10)) # 4h down move, 1h high & ((rsi_3_4h_gt_5) | (stochrsi_k_1h_lt_90)) # 4h & 1d down move, 1h still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_10) | (stochrsi_k_1h_lt_50)) # 4h & 1d down move, 15m downtrend, 1d still not low enough & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_10) | (cmf_20_15m_gt_neg_0_30) | (aroonu_14_1d_lt_30)) # 4h & 1d down move, 1h still high, 15m high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_20) | (aroonu_14_1h_lt_50) | (stochrsi_k_15m_lt_60)) # 4h & 1d down move, 1h high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_15) | (stochrsi_k_1h_lt_70)) # 4h down move, 15m still high, 1h still high & ((rsi_3_4h_gt_10) | (aroonu_14_15m_lt_40) | (stochrsi_k_1h_lt_50)) # 4h down move, 1d still high, 1d downtrend & ((rsi_3_4h_gt_10) | (aroonu_14_1d_lt_50) | (roc_9_1d_gt_neg_30)) # 4h down move, 15m high & ((rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_80)) # 4h down move, 15m still high, 1d downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_50) | (roc_9_1d_gt_neg_30)) # 4h down move, 1h still high, 1d downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_50) | (roc_9_1d_gt_neg_30)) # 4h down move, 1h high, 4h downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_70) | (roc_9_4h_gt_neg_20)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_10) | (roc_9_4h_gt_neg_15) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_15) | (aroonu_14_1d_lt_50)) # 4h & 1d down move, 4h still high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_20) | (aroonu_14_4h_lt_40)) # 4h & 1d down move, 4h high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_25) | (aroonu_14_4h_lt_70)) # 4h & 1d down move, 1d still high, 4h & 1d downtrend & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_30) | (rsi_14_1d_lt_40) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 15m high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_30) | (stochrsi_k_15m_lt_80)) # 4h & 1d down move, 4h still high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_50) | (stochrsi_k_4h_lt_40)) # 4h down move, 1d still high, 4h still not low enough & ((rsi_3_4h_gt_15) | (rsi_14_1d_lt_40) | (stochrsi_k_4h_lt_30)) # 4h down move, 15m still not low enough, 1d high & ((rsi_3_4h_gt_15) | (aroonu_14_15m_lt_30) | (aroonu_14_1d_lt_70)) # 4h down move, 4h still high, 4h downtrend & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_50) | (roc_9_4h_gt_neg_10)) # 4h down move, 4h still not low enough, 1d downtrend & ((rsi_3_4h_gt_15) | (stochrsi_k_4h_lt_20) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_20) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_70)) # 4h down move, 4h high & ((rsi_3_4h_gt_20) | (aroonu_14_4h_lt_80)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_20) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_70)) # 4h down move, 4h still high, 4h downtrend & ((rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_50) | (roc_9_4h_gt_neg_20)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_70) | (roc_9_1d_gt_neg_20)) # 4h down move, 1d overbought & ((rsi_3_4h_gt_20) | (roc_9_1d_lt_80)) # 4h & 1d down move, 4h overbought & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_45) | (roc_9_4h_lt_5)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_45) | (roc_9_1d_lt_10)) # 4h down move, 15m still not low enough, 4h still high & ((rsi_3_4h_gt_25) | (aroonu_14_15m_lt_30) | (stochrsi_k_4h_lt_40)) # 4h down move, 1d high, 4h overbought & ((rsi_3_4h_gt_25) | (aroonu_14_1d_lt_80) | (roc_9_4h_lt_5)) # 4h & 1d down move, 4h still high & ((rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (stochrsi_k_4h_lt_50)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_30) | (rsi_3_1d_gt_60) | (aroonu_14_1d_lt_90)) # 4h down move, 15m high, 1h high & ((rsi_3_4h_gt_30) | (aroonu_14_15m_lt_60) | (stochrsi_k_1h_lt_80)) # 4h down move, 4h high, 1d high & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_70) | (stochrsi_k_1d_lt_80)) # 4h down move, 1d stil high, 1d downtrend & ((rsi_3_4h_gt_30) | (aroonu_14_1d_lt_40) | (roc_9_1d_gt_neg_30)) # 4h down move, 1h high, 1d downtrend & ((rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_80) | (roc_9_1d_gt_neg_40)) # 4h & 1d down move, 4h still high, 1d high & ((rsi_3_4h_gt_35) | (rsi_3_1d_gt_35) | (stochrsi_k_4h_lt_50) | (aroonu_14_1d_lt_60)) # 4h down move, 15m still high, 1h high & ((rsi_3_4h_gt_35) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_100)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_30)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_35) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_20)) # 4h down move, 1h high & ((rsi_3_4h_gt_40) | (aroonu_14_1h_lt_80)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_45) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_20)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_25)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_50) | (aroonu_14_1d_lt_85) | (roc_9_1d_lt_200)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_70) | (roc_9_4h_lt_10)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_40)) # 4h down move, 4h & 1d overbought & ((rsi_3_4h_gt_50) | (roc_9_4h_lt_10) | roc_9_1d_lt_50) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_55) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_80)) # 1d down move, 1d high, 4h downtrend & ((rsi_3_1d_gt_15) | (aroonu_14_1d_lt_70) | (roc_9_4h_gt_neg_40)) # 1d down move, 1d high, 1d downtrend & ((rsi_3_1d_gt_15) | (aroonu_14_1d_lt_70) | (roc_9_1d_gt_neg_20)) # 1d down move, 1h & 4h high & ((rsi_3_1d_gt_30) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 15m & 1h high, 4h overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100) | (roc_9_4h_lt_15)) # 15m & 1h high, 1d overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100) | (roc_9_1d_lt_100)) # 15m & 1h high, 1d downtrend & ((aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100) | (roc_9_1d_gt_neg_10)) # 15m & 4h & 1d high & ((aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_90) | aroonu_14_1d_lt_100) # 15m high, 1d high & overbought & ((aroonu_14_15m_lt_70) | aroonu_14_1d_lt_100 | (roc_9_1d_lt_20)) # 15m high, 1h & 4h overbought & ((aroonu_14_15m_lt_70) | (roc_9_1h_lt_10) | (roc_9_4h_lt_10)) # 15m high, 4h overbought, 1d downtrend & ((aroonu_14_15m_lt_80) | (roc_9_4h_lt_20) | (roc_9_1d_gt_neg_30)) # 15m & 1h high & ((aroonu_14_15m_lt_90) | (aroonu_14_1h_lt_100)) # 15m & 4h high & ((aroonu_14_15m_lt_90) | aroonu_14_4h_lt_100) # 1h & 1d high, 1d overbought & ((aroonu_14_1h_lt_100) | aroonu_14_1d_lt_100 | (roc_9_1d_lt_10)) # 1h & 4h high, 1h overbought & ((aroonu_14_1h_lt_100) | aroonu_14_4h_lt_100 | (roc_9_1h_lt_10)) # 1h & 4h high, 4h overbought & ((aroonu_14_1h_lt_100) | aroonu_14_4h_lt_100 | (roc_9_4h_lt_10)) # 4h & 1d high, 4h overbought & (aroonu_14_4h_lt_100 | aroonu_14_1d_lt_100 | (roc_9_4h_lt_20)) # 4h & 1d high, 1d overbought & (aroonu_14_4h_lt_100 | aroonu_14_1d_lt_100 | (roc_9_1d_lt_30)) # 4h high, 1h & 4h overbought & (aroonu_14_4h_lt_100 | (roc_9_1h_lt_20) | (roc_9_4h_lt_40)) # 1d high, 4h & 1d downtrend & ((aroonu_14_1d_lt_60) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_30)) # 1d high, 4h & 1d overbought & (aroonu_14_1d_lt_100 | (roc_9_4h_lt_60) | (roc_9_1d_lt_100)) # 15m high, 4h & 1d overbought & ((stochrsi_k_15m_lt_70) | (roc_9_4h_lt_20) | (roc_9_1d_lt_20)) # 1h high, 1h & 1d overbought & ((stochrsi_k_1h_lt_80) | (roc_9_1h_lt_20) | (roc_9_1d_lt_100)) # 4h high, 4h overbought, 1d downtrend & ((stochrsi_k_4h_lt_90) | (roc_9_4h_lt_20) | (roc_9_1d_gt_neg_20)) # 1d high, 1h & 4h overbought & ((stochrsi_k_1d_lt_80) | (roc_9_1h_lt_20) | (roc_9_4h_lt_20)) ) # Logic long_entry_logic.append( (rsi_3_gt_5) & (rsi_4 < 46.0) # & (stochrsi_k < 20.0) & (rsi_20 < rsi_20_shift_1) & (close < sma_16 * 0.960) ) # 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(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m & 4h & 1d down move ((rsi_3_gt_3) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_10)) # 5m & 4h down move, 4h still high & ((rsi_3_gt_3) | (rsi_3_4h_gt_10) | (stochrsi_k_4h_lt_50)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_3) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_40) | (stochrsi_k_1d_lt_70)) # 15m & 1h down move, 1h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_3) | (aroonu_14_1h_lt_25)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_5) | (rsi_3_4h_gt_10)) # 15m & 1h & 4h down move, 15m still not low enough, 4h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_15m_lt_20) | (aroonu_14_4h_lt_20)) # 15m & 1h & 4h & 1d down move, 1d still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_35) | (stochrsi_k_1d_lt_50)) # 15m & 1h & 4h down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_35) | (stochrsi_k_1h_lt_40)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (aroonu_14_15m_lt_40)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (aroonu_14_4h_lt_40)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (stochrsi_k_4h_lt_90)) # 15m & 1h & 4h & 1d down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_45) | (aroonu_14_4h_lt_50)) # 15m & 1h & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_50) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_10)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_30) | (aroonu_14_15m_lt_70)) # 15m & 1h down move, 1d downtrend & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_35) | (roc_9_1d_gt_neg_30)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_85)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_50)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_3) | (rsi_3_4h_gt_20) | (aroonu_14_15m_lt_50)) # 15m & 1d down move, 4h still high & ((rsi_3_15m_gt_3) | (rsi_3_1d_gt_20) | (stochrsi_k_4h_lt_50)) # 15m & 1h & 4h down move, 1h still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_5) | (rsi_3_4h_gt_20) | (aroonu_14_1h_lt_50)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_10) | (rsi_14_4h_lt_40)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_15) | (aroonu_14_1d_lt_100)) # 15m & 1h & 4h down move, 15m still high, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (rsi_3_1h_gt_50) | (aroonu_14_15m_lt_50) | (aroonu_14_4h_lt_60)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_40) | (aroonu_14_15m_lt_60)) # 15m & 1h down move, 1h & 4h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_45) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_90)) # 15m & 4h down move, 1d still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_5) | (rsi_14_1d_lt_40)) # 15m & 4h down move, 15m still not low enough & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_10) | (aroonu_14_15m_lt_30)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_10) | (aroonu_14_4h_lt_80)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_40)) # 15m & 4h down move, 1d downtrend & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_20)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_90)) # 15m & 1d down move, 1h still high & ((rsi_3_15m_gt_5) | (rsi_3_1d_gt_10) | (aroonu_14_1h_lt_50)) # 15m & 1d down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_1d_gt_25) | (stochrsi_k_1h_lt_50)) # 15m down move, 1h high, 4h overbought & ((rsi_3_15m_gt_3) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_10)) # 15m down move, 4h high, 1d downtrend & ((rsi_3_15m_gt_3) | (stochrsi_k_4h_lt_70) | (roc_9_1d_gt_neg_20)) # 15m & 1h & 4h & 1d down move, 1d overbought & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_5) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_30) | (roc_9_1d_lt_10)) # 15m down move, 15m still high, 1d downtrend & ((rsi_3_15m_gt_5) | (aroonu_14_15m_lt_50) | (roc_9_1d_gt_neg_20)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_5) | (stochrsi_k_1h_lt_50) | (roc_9_1d_lt_40)) # 15m & 1h & 4h & 1d down mode, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (roc_9_1d_gt_neg_50)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (aroonu_14_1h_lt_60)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (aroonu_14_4h_lt_60)) # 15m & 1h down move, 1d high & overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_20)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (stochrsi_k_4h_lt_90)) # 15m & 1h & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_35) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_80)) # 15m & 1h & 1d down move, 15m downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (rsi_3_1d_gt_25) | (cmf_20_15m_gt_neg_0_40)) # 15m & 1h & 4h & 1d down move, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (roc_9_1d_gt_neg_40)) # 15m & 1h & 4h down move, 1h still high, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_1h_lt_40) | (roc_9_1d_gt_neg_30)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (aroonu_14_1h_lt_80)) # 15m & 1h & 4h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_80)) # 15m & 1h & 4h down move, 1h still high, 1d downtrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_50) | (roc_9_1d_gt_neg_10)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_70)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_70)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_50)) # 15m & 4h down move, 4h still high, 1d high & overbought & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_40) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_10)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_1h_lt_70)) # 15m & 4h down move, 4h & 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_70) | (stochrsi_k_1d_lt_80)) # 15m & 4h down move, 4h overbought & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_35) | (roc_9_4h_lt_10)) # 15m & 1d down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_10) | (stochrsi_k_1h_lt_70)) # 15m & 1d down move, 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_10) | (stochrsi_k_4h_lt_40)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_40) | (aroonu_14_15m_lt_70)) # 15m down move, 15m high, 1d high & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_60) | (aroonu_14_1d_lt_100)) # 15m down move, 1h & 1d high & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_90) | (aroonu_14_1d_lt_100)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_100)) # 15m down move, 1h still high, 1d downtrend & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_lt_50) | (roc_9_1d_gt_neg_20)) # 15m & 1h & 4h down move, 15m still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_15m_lt_50)) # 15m & 1h down move, 1h high, 1d high & overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_10)) # 15m & 1h & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_70)) # 15m & 1h & 4h down move, 15m still high, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (aroonu_14_15m_lt_40) | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 4h & 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_45) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_100)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_35) | (aroonu_14_1h_lt_90)) # 15m down move, 4h high, 4h overbought, 1d downtrend & ((rsi_3_15m_gt_15) | (stochrsi_k_4h_lt_70) | (roc_9_4h_lt_10) | (roc_9_1d_gt_neg_20)) # 15m & 1h & 1d down move, 4h still high, 4h downtrend & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_4h_lt_40) | (roc_9_4h_gt_neg_20)) # 15m & 4h down move, 15m still high, 1d overbought & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_15m_lt_50) | (roc_9_1d_lt_10)) # 15m & 1h down move, 4h high, 1d high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_30) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_10)) # 15m & 1h & 4h down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_45) | (rsi_3_4h_gt_45) | (stochrsi_k_1h_lt_80)) # 15m & 4h down move, 4h high, 1d high & overbought & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_30)) # 15m & 1h & 4h down move, 1d overbought & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_60) | (roc_9_1d_lt_150)) # 15m & 1h & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_40) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_200)) # 1h & 1d down move, 1d still high & ((rsi_3_1h_gt_3) | (rsi_3_1d_gt_25) | (stochrsi_k_1d_lt_40)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_5) | (roc_9_1d_gt_neg_30)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_10) | (aroonu_14_1d_lt_50)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_20)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_30)) # 1h & 4h & 1d down move, 1h still not low enough & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (aroonu_14_1h_lt_30)) # 1h down move, 4h & 1d downtrend & ((rsi_3_1h_gt_5) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 1d still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_lt_20)) # 1h & 4h & 1d down move, 4h & 1d still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_30) | (stochrsi_k_4h_lt_30) | (stochrsi_k_1d_lt_30)) # 1h & 4h down move, 15m still not low enough & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_3) | (stochrsi_k_15m_lt_30)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_60)) # 1h & 4h down move, 1h still high, 4h downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_1h_lt_40) | (roc_9_4h_gt_neg_20)) # 1h down move, 1h still not low enough, 1d overbought & ((rsi_3_1h_gt_15) | (stochrsi_k_1h_lt_30) | (roc_9_1d_lt_50)) # 1h down move, 1h still high, 1d downtrend & ((rsi_3_1h_gt_15) | (stochrsi_k_1h_lt_40) | (roc_9_1d_gt_neg_20)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_15) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_40)) # 15m & 1h & 4h & 1d down move, 1h still high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_40)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_1h_lt_70)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_25) | (aroonu_14_1d_lt_80)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_35) | (aroonu_14_4h_lt_70)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_100)) # 1h & 1d down move, 1d overbought & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_40) | (roc_9_1d_lt_30)) # 1h down move, 1d high, 1d downtrend & ((rsi_3_1h_gt_20) | (aroonu_14_1d_lt_70) | (roc_9_1d_gt_neg_20)) # 1h down move, 1d high, 4h & 1d overbought & ((rsi_3_1h_gt_20) | (aroonu_14_1d_lt_80) | (roc_9_4h_lt_10) | (roc_9_1d_lt_40)) # 1h down move, 4h high & overbought, 1d downtrend & ((rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10) | (roc_9_1d_gt_neg_20)) # 1h & 4h & 1d down move, 4h still not low enough, 1d downtrend & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (stochrsi_k_4h_lt_30) | (roc_9_1d_gt_neg_40)) # 1h & 4h & 1d down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (stochrsi_k_4h_lt_70) | (roc_9_1d_gt_neg_20)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_25) | (roc_9_4h_lt_20) | (roc_9_1d_lt_30)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_60)) # 1h down move, 15m still high, 1h high & ((rsi_3_1h_gt_30) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_85)) # 1h down move, 4h & 1d high & overbought & ((rsi_3_1h_gt_35) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_40) | (roc_9_1d_lt_80)) # 1h & 4h down move, 1d high & overbought & ((rsi_3_1h_gt_40) | (rsi_3_4h_gt_50) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_200)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_45) | (rsi_3_1d_gt_45) | (aroonu_14_1h_lt_80)) # 1h down move, 4h & 1d high & overbought & ((rsi_3_1h_gt_50) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_100) | (roc_9_1d_lt_100)) # 4h & 1d down move, 15m still not low enough & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_15) | (aroonu_14_15m_lt_20)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_70)) # 4h & 1d down move, 1d downtrend & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_5) | (roc_9_1d_gt_neg_30)) # 4h & 1d down move, 1h still high & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_10) | (stochrsi_k_1h_lt_50)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_5) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_15) | (aroonu_14_1d_lt_70)) # 4h & 1d down move, 15m still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_20) | (stochrsi_k_15m_lt_40)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_10) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_10)) # 4h down move, 1h high, 1d downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_50) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_10) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_40)) # 4h & 1d down move, 4h still high, 4h downtrend & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_15) | (aroonu_14_4h_lt_50) | (roc_9_4h_gt_neg_10)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_60)) # 4h & 1d down move, 4h high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_30) | (stochrsi_k_4h_lt_60)) # 4h down move, 1d still high, 4h still not low enough & ((rsi_3_4h_gt_15) | (rsi_14_1d_lt_40) | (stochrsi_k_4h_lt_30)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_60) | (roc_9_1d_lt_100)) # 1h down move, 1h still high, 1d downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_50) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_15) | aroonu_14_4h_lt_70 | (aroonu_14_1d_lt_70)) # 4h down move, 1h still not low enough, 1d downtrend & ((rsi_3_4h_gt_15) | (stochrsi_k_1h_lt_20) | (roc_9_1d_gt_neg_20)) # 4h down move, 1h high & ((rsi_3_4h_gt_15) | (stochrsi_k_1h_lt_80)) # 4h down move, 1h downtrend, 1d overbought & ((rsi_3_4h_gt_15) | (roc_9_1h_gt_neg_10) | (roc_9_1d_lt_200)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_50)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_20) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_70)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_20) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_70)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_60) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_40) | (roc_9_1d_lt_30)) # 4h & 1d down move, 1d high & overbought & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_60) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_40)) # 4h down move, 1h high, 1d downtrend & ((rsi_3_4h_gt_25) | (stochrsi_k_1h_lt_60) | (roc_9_1d_gt_neg_20)) # 4h down move, 15m still high, 1h high & ((rsi_3_4h_gt_35) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_100)) # 4h down move, 1h high & ((rsi_3_4h_gt_40) | (aroonu_14_1h_lt_80)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_80) | (roc_9_1d_gt_neg_20)) # 4h down move, 1d high, 4h & 1d overbought & ((rsi_3_4h_gt_50) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_100) | (roc_9_1d_lt_100)) # 1h high, 4h & 1d overbought & ((aroonu_14_1h_lt_70) | (roc_9_4h_lt_40) | (roc_9_1d_lt_80)) # 1h & 4h high, 1d overbought & ((aroonu_14_1h_lt_85) | (aroonu_14_4h_lt_100) | (roc_9_1d_lt_40)) # 1h & 4h & 1d high & ((aroonu_14_1h_lt_100) | (aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100)) # 1d high, 4h & 1d downtrend & ((aroonu_14_1d_lt_60) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_30)) # 4h high, 4h & 1d overbought & ((stochrsi_k_4h_lt_90) | (roc_9_4h_lt_20) | (roc_9_1d_lt_20)) ) # Logic long_entry_logic.append( (rsi_3_lt_40) & (stochrsi_k_lt_20) & (ema_26 > ema_12) & ((ema_26 - ema_12) > (open_rate * 0.020)) & ((ema_26_shift_1 - ema_12_shift_1) > (open_rate / 100.0)) ) # Condition #144 - Top Coins mode (Long). if long_entry_condition_index == 144: # Protections long_entry_logic.append(is_pair_long_top_coins_mode) long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m & 1h down move, 1h still not low enough ((rsi_3_gt_3) | (rsi_3_1h_gt_10) | (aroonu_14_1h_lt_30)) # 5m & 4h down move, 15m still high & ((rsi_3_gt_3) | (rsi_3_4h_gt_5) | (aroonu_14_15m_lt_40)) # 5m & 4h & 1d down move & ((rsi_3_gt_3) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_10)) # 5m & 4h down move, 1d downtrend & ((rsi_3_gt_3) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_10)) # 5m & 4h down move, 15m high & ((rsi_3_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_15m_lt_40)) # 15m & 1h down move, 1h still not low enough & (rsi_3_15m_gt_3 | (rsi_3_1h_gt_3) | (aroonu_14_1h_lt_25)) # 15m & 1h & 4h down move, 15m still not low enough, 4h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_15m_lt_20) | (aroonu_14_4h_lt_20)) # 15m & 1h & 4h & 1d down move, 1d still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_30) | (stochrsi_k_1d_lt_40)) # 15m & 1h & 1d down move, 4h still high, 4h downtrend & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (rsi_3_1d_gt_25) | (aroonu_14_4h_lt_40) | (roc_9_4h_gt_neg_20)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_5) | (aroonu_14_1d_lt_70)) # 15m & 1h & 4h & 1d down move, 1h still not low enough & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_1h_lt_30)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_10) | (aroonu_14_1d_lt_100)) # 15m & 1h & 4h down move, 15m still not low enough, 1h still not low enough & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_15m_lt_30) | (stochrsi_k_1h_lt_30)) # 15m & 1h & 4h down move, 4h high & overbought & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_20)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (roc_9_1d_lt_30)) # 15m & 4h down move, 4h downtrend & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_5) | (roc_9_4h_gt_neg_20)) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_40)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_5) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_40)) # 15m & 1h & 4h down move, 4h still high, 1d still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (rsi_14_4h_lt_40) | (rsi_14_1d_lt_50)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (rsi_14_4h < 20.0)) # 15m & 4h & 1d down move, 15m high, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_45) | (rsi_3_1d_gt_55) | (aroonu_14_15m_lt_60) | (aroonu_14_1d_lt_70)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_45) | (aroonu_14_4h_lt_70)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_50)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (stochrsi_k_15m_lt_50)) # 15m & 1h down move, 4h high & overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_30)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (roc_9_1d_lt_30)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_45) | (aroonu_14_1d_lt_80)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_35) | (aroonu_14_4h_lt_100)) # 15m & 1h down move, 4h & 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_45) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_100)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_15m_lt_40)) # 15m down move, 4h high, 4h overbought, 1d downtrend & ((rsi_3_15m_gt_15) | (stochrsi_k_4h_lt_70) | (roc_9_4h_lt_10) | (roc_9_1d_gt_neg_20)) # 15m down move, 4h & 1d overbought & ((rsi_3_15m_gt_15) | (roc_9_4h_lt_20) | (roc_9_1d_lt_200)) # 15m & 1h & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_35) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_40)) # 15m & 1h & 4h down move, 1h still high, 15m still high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_35) | (aroonu_14_1h_lt_50) | (stochrsi_k_15m_lt_50)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_35) | (rsi_3_4h_gt_45) | (rsi_3_1d_gt_45) | (aroonu_14_1d_lt_100)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_30) | (aroonu_14_4h_lt_100)) # 15m & 1h & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_35) | (rsi_3_4h_gt_35) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_50)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_40) | (stochrsi_k_4h_lt_90)) # 15m down move, 4h & 1d high, 4h overbought & ((rsi_3_15m_gt_25) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_30)) # 15m down move, 4h high, 1d downtrend & ((rsi_3_15m_gt_25) | (stochrsi_k_4h_lt_80) | (roc_9_1d_gt_neg_30)) # 15m & 1h down move, 4h high & overbought & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10)) # 15m & 1h & 4h down move, 1d high & overbought & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_40) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_200)) # 15m & 1h down move, 1h & 4h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_45) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 15m & 1h down move, 1h & 4h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_45) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_80)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_45) | (rsi_3_1h_gt_45) | (stochrsi_k_15m_lt_70)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_100)) # 15m & 4h & 1d down move, 1d stil high, 4h downtrend & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_30) | (rsi_14_1d_lt_50) | (roc_9_4h_gt_neg_20)) # 15m & 4h down move, 1d downtrend & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (roc_9_1d_gt_neg_20)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_80)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_20) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_30)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_50) | aroonu_14_4h_lt_80) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_25) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_20)) # 15m down move, 4h high, 1d downtrend & ((rsi_3_15m_gt_25) | (stochrsi_k_4h_lt_90) | (roc_9_1d_gt_neg_30)) # 15m down move, 1h & 4h overbought & ((rsi_3_15m_gt_25) | (roc_9_1h_lt_10) | (roc_9_4h_lt_30)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_30) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100)) # 15m & 1h down move, 4h high, 1d high & overbought & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_50) | (aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_20)) # 15m down move, 15m & 4h high & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_90)) # 1h & 4h down move, 1h downtrend & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (cmf_20_1h_gt_neg_0_20)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_lt_40)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_40)) # 1h & 4h down move, 15m still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_30) | (stochrsi_k_15m_lt_50)) # 1h & 4h down move, 15m still not low enough & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_5) | (stochrsi_k_15m_lt_20)) # 1h & 4h down move, 1d still high & ((rsi_3_1h_gt_5) | rsi_3_4h_gt_20 | (aroonu_14_1d_lt_50)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_30)) # 1h & 1d down move, 1h still high & ((rsi_3_1h_gt_5) | (rsi_3_1d_gt_5) | (aroonu_14_1h_lt_40)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_5) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_20)) # 1h & 4h & 1d down move, 4h downtrend, 1d still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_25) | (rsi_14_4h_gt_30) | (aroonu_14_1d_lt_40)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (stochrsi_k_4h_lt_30)) # 1h & 4h down move, 15m still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (stochrsi_k_15m_lt_50)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_50)) # 1h & 4h & 1d down move, 15m high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_35) | (stochrsi_k_15m_lt_60)) # 1h & 4h down move, 4h high & overbought & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_10)) # 1h & 1d down move, 4h high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_10) | (stochrsi_k_4h_lt_70)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_70)) # 1h down move, 1d high, 1h downtrend & ((rsi_3_1h_gt_10) | (aroonu_14_1d_lt_70) | (roc_9_1h_gt_neg_10)) # 1h & 4h down move, 15m still not low enough & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_3) | (stochrsi_k_15m_lt_30)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_25) | (aroonu_14_1h_lt_70)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_70)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_45) | (roc_9_1d_gt_neg_40)) # 1h & 1d down move, 15m & 1h still not low enough & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_15) | (stochrsi_k_15m_lt_30) | (stochrsi_k_1h_lt_30)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_80)) # 1h down move, 4h still high, 1d overbought & ((rsi_3_1h_gt_15) | (aroonu_14_4h_lt_50) | (roc_9_1d_lt_40)) # 1h down move, 4h high, 4h overbought, 1d downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_10) | (roc_9_1d_gt_neg_20)) # 1h down move, 1d high, 4h downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_70) | (roc_9_4h_gt_neg_20)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_15) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_10)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_15) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_20)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_15) | (stochrsi_k_4h_lt_80) | (roc_9_1d_gt_neg_30)) # 1h & 4h & 1d down move, 1d still high, 1h still not low enough & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_30) | (rsi_14_1d_lt_50) | (stochrsi_k_1h_lt_20)) # 1h & 4h & 1d down move, 1h still not low enough, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_45) | (aroonu_14_1h_lt_30) | (aroonu_14_1d_lt_80)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_40)) # 1h & 4h & 1d down move, 1h stil high, 1d downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_40) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_25) | (aroonu_14_1d_lt_100)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_35) | (aroonu_14_4h_lt_80)) # 1h & 4h down move, 4h overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_35) | (roc_9_4h_lt_10)) # 1h & 4h down move, 1h still high, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_40) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_100)) # 1h & 1d down move, 1h still high & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_50)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_20) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_70)) # 1h down move, 1h high, 1h still not low enough & ((rsi_3_1h_gt_20) | (aroonu_14_1d_lt_80) | (stochrsi_k_1h_lt_20)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_20) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_20)) # 1h down move, 4h still high, 1d downtrend & ((rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_40)) # 1h down move, 4h high & overbought, 1d downtrend & ((rsi_3_1h_gt_20) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10) | (roc_9_1d_gt_neg_20)) # 1h & 4h & 1d down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_70) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 1h high, 1d high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_100)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (stochrsi_k_15m_lt_70)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_30)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (roc_9_1d_lt_100)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_60)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_70)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_25) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_35) | (rsi_14_1d_lt_80)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 1h down move, 1h high, 4h high & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_80) | (stochrsi_k_4h_lt_80)) # 1h down move, 4h high, 1h overbought & ((rsi_3_1h_gt_40) | (aroonu_14_4h_lt_80) | (roc_9_1h_lt_10)) # 1h & 4h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_45) | (rsi_3_4h_gt_65) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_10)) # 1h & 4h down move, 4h high & overbought & ((rsi_3_1h_gt_45) | (rsi_3_4h_gt_65) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_10)) # 1h & 4h down move, 4h & 1d high & ((rsi_3_1h_gt_45) | (rsi_3_4h_gt_65) | (aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100)) # 1h down move, 1h high, 15m high & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_70) | (stochrsi_k_15m_lt_70)) # 4h & 1d down move, 15m still not low enough & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_15) | (aroonu_14_15m_lt_20)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_20) | (stochrsi_k_1d_lt_40)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_3) | (rsi_3_1d_gt_25) | (aroonu_14_1d_lt_70)) # 4h down move, 15m high & ((rsi_3_4h_gt_3) | (stochrsi_k_15m_lt_60)) # 4h & 1d down move, 1d still high, 1h still low enough & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_35) | (rsi_14_1d_lt_40) | (stochrsi_k_1h_lt_20)) # 4h down move, 15m still high, 4h still not low enough & ((rsi_3_4h_gt_5) | (stochrsi_k_15m_lt_50) | (aroonu_14_4h_lt_30)) # 4h & 1d down move, 15m still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_15) | (stochrsi_k_15m_lt_40)) # 4h down move, 4h still not low enough, 1d downtrend & ((rsi_3_4h_gt_10) | (aroonu_14_4h_lt_20) | (roc_9_1d_gt_neg_10)) # 4h down move, 4h still high, 4h downtrend & ((rsi_3_4h_gt_10) | (aroonu_14_4h_lt_40) | (roc_9_4h_gt_neg_20)) # 4h down move, 1d still high, 1d downtrend & ((rsi_3_4h_gt_10) | (aroonu_14_1d_lt_40) | (roc_9_1d > -30.0)) # 4h down move, 1d high, 15m high & ((rsi_3_4h_gt_10) | (aroonu_14_1d_lt_80) | (stochrsi_k_15m_lt_60)) # 4h down move, 1d high, 4h downtrend & ((rsi_3_4h_gt_10) | (aroonu_14_1d_lt_100) | (roc_9_4h_gt_neg_10)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_10) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_15) | (aroonu_14_1d_lt_50)) # 4h & 1d down move, 1d still high, 4h & 1d downtrend & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_30) | (rsi_14_1d_lt_40) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 4h still high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_30) | (stochrsi_k_4h_lt_50)) # 4h & 1d down move, 4h still high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_45) | (stochrsi_k_4h_lt_40)) # 4h down move, 4h still not low enough, 1d high & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_30) | (aroonu_14_1d_lt_70)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_15) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_30)) # 4h down move, 15m high & ((rsi_3_4h_gt_15) | (stochrsi_k_15m_lt_70)) # 4h & 1d down move, 1d downtrend & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (roc_9_1d_gt_neg_30)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_20) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_70)) # 4h & 1d down move, 4h overbought & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_45) | (roc_9_4h_lt_5)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_45) | (roc_9_1d_lt_10)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_30) | (rsi_3_1d > 70.0) | (roc_9_1d_lt_20)) # 4h down move, 4h high, 1d high & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_70) | (stochrsi_k_1d_lt_80)) # 4h down move, 1d stil high, 1d downtrend & ((rsi_3_4h_gt_30) | (aroonu_14_1d_lt_40) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h still high, 4h downtrend & ((rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_40) | (roc_9_4h_gt_neg_15)) # 4h & 1d down move, 4h still high, 1d high & ((rsi_3_4h_gt_35) | (rsi_3_1d_gt_35) | (stochrsi_k_4h_lt_50) | (aroonu_14_1d_lt_60)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h & 1d high & overbought & ((rsi_3_4h_gt_45) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_10) | (roc_9_1d_lt_20)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_55) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_100)) # 1d down move, 4h still not low enough, 4h downtrend & ((rsi_3_1d_gt_10) | (stochrsi_k_4h_lt_30) | (roc_9_4h_gt_neg_15)) # 1d down move, 4h & 1d downtrend & ((rsi_3_1d_gt_10) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 1d down move, 1d high, 4h downtrend & ((rsi_3_1d_gt_15) | (aroonu_14_1d_lt_70) | (roc_9_4h_gt_neg_20)) # 1d down move, 1h & 4h high & ((rsi_3_1d_gt_25) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 1d down move, 1h & 4h high & ((rsi_3_1d_gt_30) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 1h high, 4h & 1d overbought & ((aroonu_14_1h_lt_70) | (roc_9_4h_lt_40) | (roc_9_1d_lt_80)) # 4h & 1d high & overbought & ((aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_40) | (roc_9_1d_lt_60)) # 4h & 1d high, 1h overbought & ((aroonu_14_4h_lt_85) | (aroonu_14_1d_lt_100) | (roc_9_1h_lt_10)) # 4h high, 4h & 1d overbought & ((aroonu_14_4h_lt_90) | (roc_9_4h_lt_30) | (roc_9_1d_lt_60)) # 15m high, 4h & 1d overbought & ((stochrsi_k_15m_lt_80) | (roc_9_4h_lt_20) | (roc_9_1d_lt_20)) # 15m still high, 4h & 1d overbought & ((stochrsi_k_15m_lt_50) | (roc_9_4h_lt_40) | (roc_9_1d_lt_100)) # 4h high, 4h & 1d overbought & ((stochrsi_k_4h_lt_90) | (roc_9_4h_lt_30) | (roc_9_1d_lt_60)) # 1d high, 4h & 1d overbought & ((stochrsi_k_1d_lt_90) | (roc_9_4h_lt_30) | (roc_9_1d_lt_100)) # 4h & 1d overbought & ((roc_9_4h_lt_100) | (roc_9_1d_lt_200)) # 1d P&D, 4h overbought & ((change_pct_1d_gt_neg_10) | (change_pct_1d_shift_288 < 50.0) | (roc_9_4h_lt_30)) ) # Logic long_entry_logic.append( (willr_14 < -50.0) & (stochrsi_k_lt_30) # & (df["STOCHRSIk_14_14_3_3_15m"] < 40.0) & (stochrsi_k_1h_lt_40) & (bbb_20_2_0_1h > 12.0) & (close_max_48 >= (close * 1.10)) ) # Condition #145 - Top Coins mode (Long). if long_entry_condition_index == 145: # Protections long_entry_logic.append(is_pair_long_top_coins_mode) long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m & 4h down move, 1d downtrend ((rsi_3_gt_3) | (rsi_3_4h_gt_3) | (roc_9_1d_gt_neg_20)) # 5m down move, 15m & 1h high & ((rsi_3_gt_10) | (aroonu_14_15m_lt_85) | (aroonu_14_1h_lt_100)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_3) | (rsi_3_4h_gt_5)) # 15m & 1h down move, 1h downtrend & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_3) | (roc_9_1h_gt_neg_20)) # 15m & 1h down move, 1h still not low enough & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_10) | (stochrsi_k_1h_lt_20)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_3) | (rsi_3_1h_gt_15) | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_10) | (aroonu_14_4h_lt_70)) # 15m & 1h & 4h down move, 4h high & overbought & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_20)) # 15m & 1h down move, 1d high, 4h downtrend, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (stochrsi_k_1d_lt_80) | (roc_9_4h_gt_neg_10) | (roc_9_1d_lt_20)) # 15m & 1h & 4h & 1d down move, 1d still high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_35) | (rsi_14_1d_lt_50)) # 15m & 1h & 4h & 1d down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_55) | (rsi_3_1d_gt_55) | (aroonu_14_1d_lt_80)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_35) | (aroonu_14_1h_lt_70)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_4h_lt_30)) # 15m & 4h down move, 15m & 4h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_15) | (aroonu_14_15m_lt_40) | (aroonu_14_4h_lt_40)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (aroonu_14_1h_lt_70)) # 15m & 1h & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_70)) # 15m & 4h down move, 15m & 4h, 1d overbought & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_15m_lt_60) | (aroonu_14_4h_lt_60) | (roc_9_1d_lt_20)) # 15m & 1h & 4h & 1d down move, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_35) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_35) | (stochrsi_k_1h_lt_50)) # 15m & 1h & 1d down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_35) | (rsi_3_1d_gt_35) | (aroonu_14_4h_lt_100)) # 15m & 4h & 1d down move, 15m still high, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_45) | (aroonu_14_15m_lt_50) | (aroonu_14_1d_lt_70)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_90)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_1d_lt_90)) # 15m & 4h & 1d down move, 15m high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_55) | (aroonu_14_15m_lt_90)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_35) | (aroonu_14_1h_lt_90)) # 15m down move, 15m downtrend, 1h high & ((rsi_3_15m_gt_15) | (cmf_20_15m_gt_neg_0_40) | (aroonu_14_1h_lt_60)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_40) | (stochrsi_k_4h_lt_60)) # 15m & 1h down move, 1h & 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_45) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_90) | (roc_9_1d_gt_neg_30)) # 15m & 1h down move, 1d downtrend & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (roc_9_1d_gt_neg_30)) # 15m & 1h & 4h down move, 4h high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_45) | (rsi_3_4h_gt_65) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_20)) # 15m & 1h down move, 4h high, 1d high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_50) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_40)) # 15m & 1h down move, 1h & 4h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_60) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100)) # 15m & 4h & 1d down move, 4h still high, 1d downtrend & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_20)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_20) | (stochrsi_k_15m_lt_50)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_100)) # 15m & 1h & 4h down move, 1d still high, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_3_1d_gt_45) | (rsi_14_1d_lt_50) | (stochrsi_k_4h_lt_80)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_35) | (stochrsi_k_15m_lt_50)) # 15m down move, 15m still high, 1d overbought & ((rsi_3_15m_gt_25) | (stochrsi_k_15m_lt_50) | (roc_9_1d_lt_30)) # 15h & 1h & 4h down move, 15m high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_35) | (rsi_3_4h_gt_35) | (stochrsi_k_15m_lt_70)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_30) | (stochrsi_k_1h_lt_70)) # 15m down move, 15m & 4h high & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_70) | aroonu_14_4h_lt_70) # 15m down move, 15m high, 1h high & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_70) | (stochrsi_k_1h_lt_70)) # 15m down move, 15m high, 4h high & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_70) | (stochrsi_k_4h_lt_80)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_30) | (aroonu_14_1h_lt_80) | (roc_9_1d_lt_20)) # 15m down move, 4h & 1d high, 4h & 1d overbought & ((rsi_3_15m_gt_35) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_20) | (roc_9_1d_lt_40)) # 15m down move, 4h & 1d overbought & ((rsi_3_15m_gt_35) | (roc_9_4h_lt_30) | (roc_9_1d_lt_80)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_3) | rsi_3_4h_gt_20 | (aroonu_14_4h_lt_40)) # 1h down move, 4h still high, 1d high & ((rsi_3_1h_gt_3) | (aroonu_14_4h_lt_50) | (aroonu_14_1d_lt_90)) # 1h & 1d down move, 1d still high & ((rsi_3_1h_gt_5) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_40)) # 1h & 1d down move, 1h still not low enough & ((rsi_3_1h_gt_5) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_20)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_15)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_4h_lt_40)) # 1h & 4h down move, 4h downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (roc_9_4h_gt_neg_10)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (roc_9_4h_gt_neg_30)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_50)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (stochrsi_k_15m_lt_80)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_25) | (roc_9_1d_gt_neg_50)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_35) | (aroonu_14_4h_lt_90)) # 1h & 4h down move, 4h high, 1d high & overbought & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_45) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_20)) # 1h & 1d down move, 1h still not low enough & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_20) | (aroonu_14_1h_lt_30)) # 1h down move, 15m downtrend, 1d high & ((rsi_3_1h_gt_10) | (cmf_20_15m_gt_neg_0_40) | (aroonu_14_1d_lt_70)) # 1h down move, 4h still high, 1d overbought & ((rsi_3_1h_gt_10) | (aroonu_14_4h_lt_40) | (roc_9_1d_lt_40)) # 1h down move, 1d still high, 1d downtrend & ((rsi_3_1h_gt_10) | (aroonu_14_1d_lt_50) | (roc_9_1d_gt_neg_20)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_20)) # 1h & 4h down move, 15m still not low enough & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_15m_lt_30)) # 1h & 4h down move, 15m still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_15m_lt_50)) # 1h & 4h & 1d down move, 1d still high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_45) | (rsi_14_1d_lt_50)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_60)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_30) | (roc_9_1d_gt_neg_40)) # 1h down move, 1h still high, 4h high & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_40) | (aroonu_14_4h_lt_60)) # 1h down move, 1h still high, 4h overbought & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_50) | (roc_9_4h_lt_10)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_60) | (roc_9_1d_gt_neg_30)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_15) | (roc_9_4h_lt_30) | (roc_9_1d_lt_50)) # 1h & 4h & 1d down move, 1d still high, 4h downtrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_35) | (stochrsi_k_1d_lt_40) | (roc_9_4h_gt_neg_10)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_35) | (aroonu_14_4h_lt_70)) # 1h & 4h down move, 1d high & overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_40) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_50)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_80)) # 1h & 4h down move, 4h high & overbought & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_30)) # 1h & 1d down move, 4h still high & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_20) | (stochrsi_k_4h_lt_50)) # 1h & 1d down move, 1h still high & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_50)) # 1h down move, 15m still high, 1h high & ((rsi_3_1h_gt_20) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_80)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_20)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_20) | (aroonu_14_4h_lt_80) | (roc_9_4h_lt_60)) # 1h down move, 1h still not low enough, 1d downtrend & ((rsi_3_1h_gt_20) | (stochrsi_k_1h_lt_30) | (roc_9_1d_gt_neg_30)) # 1h & 4h & 1d down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (stochrsi_k_4h_lt_70) | (roc_9_1d_gt_neg_10)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_35) | (aroonu_14_1h_lt_70)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_35) | (roc_9_1d_lt_20)) # 1h down move, 1h still high, 4h high & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_85)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_80) | (roc_9_1d_lt_30)) # 1h down move, 1h still high, 4h downtrend & ((rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_50) | (roc_9_4h_gt_neg_20)) # 1h down move, 1d overbought & ((rsi_3_1h_gt_25) | (roc_9_1d_lt_80)) # 1h down move, 1h still high, 4h high & overbought & ((rsi_3_1h_gt_30) | (rsi_14_1h_lt_40) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_20)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_70) | (roc_9_1d_lt_40)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_80)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_35) | (rsi_3_1d_gt_40) | (aroonu_14_1h_lt_70)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_40) | (roc_9_1d_lt_40)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_35) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_60)) # 1h down move, 4h high, 1d downtrend & ((rsi_3_1h_gt_35) | (stochrsi_k_4h_lt_90) | (roc_9_1d_gt_neg_20)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_70) | (roc_9_1d_gt_neg_30)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_70) | (roc_9_1d_gt_neg_30)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_80) | (roc_9_4h_lt_10)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_25)) # 1h down move, 4h high, 1h & 4h overbought & ((rsi_3_1h_gt_55) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_10) | (roc_9_4h_lt_10)) # 4h down move, 4h & 1d downtrend & ((rsi_3_4h_gt_5) | (roc_9_4h_gt_neg_15) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_30) | (stochrsi_k_1d_lt_50)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_10) | (aroonu_14_4h_lt_60) | (aroonu_14_1d_lt_70)) # 4h down move, 1d still high, 1d downtrend & ((rsi_3_4h_gt_10) | (aroonu_14_1d_lt_50) | (roc_9_1d_gt_neg_30)) # 4h down move, 15m & 1h still not low enough & ((rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_30) | (stochrsi_k_1h_lt_30)) # 4h down move, 15m stil high, 4h downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_50) | (roc_9_4h_gt_neg_20)) # 4h & 1d down move, 1d downtrend & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_25) | (roc_9_1d > -30.0)) # 4h & 1d down move, 1h still high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_30) | (stochrsi_k_1h_lt_50)) # 4h & 1d down move, 4h high & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_35) | (stochrsi_k_4h_lt_70)) # 4h down move, 4h high & ((rsi_3_4h_gt_15) | (stochrsi_k_4h_lt_60)) # 4h & 1d down move, 15m still high, 4h downtrend & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_30) | (stochrsi_k_15m_lt_50) | (roc_9_4h_gt_neg_20)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_20) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_70)) # 4h down move, 15m high & ((rsi_3_4h_gt_20) | (stochrsi_k_15m < 90.0)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_20) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_30)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_40) | (roc_9_1d_lt_10)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_45) | (aroonu_14_1d_lt_80)) # 4h down move, 15m high, 1d overbought & ((rsi_3_4h_gt_30) | (stochrsi_k_15m < 90.0) | (roc_9_1d_lt_10)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_40) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h high, 1d overbought & ((rsi_3_4h_gt_40) | (aroonu_14_4h_lt_60) | (roc_9_1d_lt_40)) # 4h & 1d down move, 1h high & ((rsi_3_4h_gt_45) | (rsi_3_1d_gt_45) | (stochrsi_k_1h_lt_70)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_55) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_80)) # 1d down move, 1d high, 1d downtrend & ((rsi_3_1d_gt_15) | (aroonu_14_1d_lt_70) | (roc_9_1d_gt_neg_20)) # 1d down move, 1h high & ((rsi_3_1d_gt_20) | (stochrsi_k_1h_lt_70)) # 1d down move, 1h high, 1d downtrend & ((rsi_3_1d_gt_25) | (stochrsi_k_1h_lt_60) | (roc_9_1d_gt_neg_30)) # 1d down move, 1d high, 4h downtrend & ((rsi_3_1d_gt_35) | (aroonu_14_1d_lt_70) | (roc_9_4h_gt_neg_10)) # 1d down move, 4h high, 1d overbought & ((rsi_3_1d_gt_60) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_40)) # 15m high, 1d high & overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_100)) # 15m high, 4h overbought, 1d downtrend & ((aroonu_14_15m_lt_80) | (roc_9_4h_lt_20) | (roc_9_1d_gt_neg_30)) # 1h & 4h high, 4h overbought & ((aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_10)) # 1h high, 1d overbought & ((aroonu_14_1h_lt_85) | (roc_9_1d_lt_80)) # 1h high, 4h & 1d downtrend & ((aroonu_14_1h_lt_100) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_25)) # 4h & 1d high, 1d overbought & ((aroonu_14_4h_lt_100) | aroonu_14_1d_lt_100 | (roc_9_1d_lt_60)) # 1h high, 4h & 1d downtrend & ((stochrsi_k_1h_lt_80) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_25)) # 1h & 4h high, 4h overbought & ((stochrsi_k_1h_lt_90) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_10)) ) # Logic long_entry_logic.append( (rsi_14 < 36.0) & (bbd_40_2_0 > close * 0.020) & (close_delta > close * 0.02) & (bbt_40_2_0 < bbd_40_2_0 * 0.3) & (close < bbl_40_2_0_shift_1) & (close <= close_shift_1) ) # Condition #146 - Top Coins mode (Long). if long_entry_condition_index == 146: # Protections long_entry_logic.append(is_pair_long_top_coins_mode) long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) # Logic long_entry_logic.append( # 5m momentum already turning up (rsi_20 < rsi_20_shift_1) # 5m oversold & (rsi_3 < 30.0) # 5m freshness has not been bought yet & (aroonu_14_lt_25) # price still below a stretched 5m mean & (close < sma_16 * 0.960) # tape not falling on the entry bar & (btc_roc_1_5m > -1.2) # 1h momentum has turned & (cci_20_change_pct_1h > -34.7) # 1h range still compressed & (bbb_20_2_0_1h > 5.15) # 4h still oversold & (willr_14_4h < -6.7) # 4h trend pointing down & (aroond_14_4h > 7.1429) # tape not cascading over four hours & (btc_roc_1_4h > -2.2) ) # Condition #161 - Scalp mode (Long). if long_entry_condition_index == 161: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) # 5m down move, 15m high long_entry_logic.append( ((rsi_3_gt_15) | (aroonu_14_15m_lt_80)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_35) | aroonu_14_4h_lt_70) # 15m & 4h down move, 4h still high & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_50)) # 15m down move, 15m high & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_80)) # 15m down move, 4h still high, 1d high & ((rsi_3_15m_gt_25) | (stochrsi_k_4h_lt_50) | (aroonu_14_1d_lt_90)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_60) | (aroonu_14_15m_lt_50)) # 15m & 4h & 1d down move, 15m high & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_50) | (rsi_3_1d_gt_60) | (aroonu_14_15m_lt_70)) # 15m down move, 15m & 4h still high & ((rsi_3_15m_gt_30) | (stochrsi_k_15m_lt_50) | (stochrsi_k_4h_lt_50)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_35) | (rsi_3_4h_gt_60) | aroonu_14_4h_lt_80) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_40) | aroonu_14_1h_lt_70) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_60) | aroonu_14_4h_lt_80) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_40) | (rsi_3_4h_gt_40) | (stochrsi_k_15m_lt_50)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_40) | (rsi_3_4h_gt_60) | (stochrsi_k_15m_lt_70)) # 15m down move, 15m & 1h still high & ((rsi_3_15m_gt_40) | (aroonu_14_15m_lt_50) | (stochrsi_k_1h_lt_50)) # 15m down move, 15m & 1h still high & ((rsi_3_15m_gt_40) | (stochrsi_k_15m_lt_50) | (stochrsi_k_1h_lt_50)) # 15m down move, 4h still high, 1d overbought & ((rsi_3_15m_gt_40) | (aroonu_14_4h_lt_50) | (roc_9_1d_lt_100)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_45) | (rsi_3_1h_gt_45) | (stochrsi_k_1h_lt_40)) # 15m down move, 15m high, 1d overbought & ((rsi_3_15m_gt_45) | (aroonu_14_15m_lt_60) | roc_9_1d_lt_50) # 15m down move, 15m high, 4h still high & ((rsi_3_15m_gt_45) | (aroonu_14_15m_lt_70) | (stochrsi_k_4h_lt_50)) # 15m down move, 15m still not low enough, 4h still high & ((rsi_3_15m_gt_45) | (stochrsi_k_15m_lt_30) | (stochrsi_k_4h_lt_50)) # 15m down move, 15m & 1h still high & ((rsi_3_15m_gt_45) | (stochrsi_k_15m < 45.0) | (stochrsi_k_1h_lt_40)) # 15m & 1h down move, 4h high, 1d overbought & ((rsi_3_15m_gt_50) | (rsi_3_1h_gt_60) | (stochrsi_k_4h_lt_70) | (roc_9_1d_lt_20)) # 15m down move, 15m still not low enough, 4h high & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_30) | (stochrsi_k_4h_lt_90)) # 15m down move, 15m still high, 1d overbought & ((rsi_3_15m_gt_50) | (aroonu_14_15m_lt_50) | (roc_9_1d_lt_50)) # 15m down move, 15m still high, 1h high & ((rsi_3_15m_gt_55) | (stochrsi_k_15m_lt_40) | (stochrsi_k_1h_lt_70)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_55) | (stochrsi_k_15m_lt_50) | (aroonu_14_4h_lt_85)) # 15m down move, 15m & 1h still high & ((rsi_3_15m_gt_55) | (stochrsi_k_15m_lt_50) | (stochrsi_k_1h_lt_50)) # 1h down move, 4h still high, 1d high & ((rsi_3_1h_gt_25) | (aroonu_14_4h_lt_50) | (stochrsi_k_1d_lt_90)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_65) | (aroonu_14_1h_lt_50)) # 1h down move, 1h still high, 1d high & ((rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_40) | (stochrsi_k_1d_lt_90)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_55) | (stochrsi_k_4h_lt_50)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_80)) # 1h down move, 15m & 1h still high & ((rsi_3_1h_gt_40) | (stochrsi_k_15m_lt_50) | (stochrsi_k_1h_lt_50)) # 1h down move, 1h still high, 4h high & ((rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_50) | (stochrsi_k_4h_lt_70)) # 1h down move, 1h high & ((rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_60)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_40) | (aroonu_14_4h_lt_85) | (aroonu_14_1d_lt_90)) # 1h down move, 1h still high, 4h high & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_90)) # 1h down move, 1h still high, 1d high & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_50) | (aroonu_14_1d_lt_90)) # 1h down move, 1h high & ((rsi_3_1h_gt_45) | (stochrsi_k_1h_lt_60)) # 1h & 4h down move, 4h still high, 1d high & overbought & ((rsi_3_1h_gt_50) | (rsi_3_4h_gt_55) | (aroonu_14_4h_lt_50) | (aroonu_14_1d_lt_60) | (roc_9_1d_lt_50)) # 1h & 4h down move, 15m high & ((rsi_3_1h_gt_50) | (rsi_3_4h_gt_60) | (aroonu_14_15m_lt_70)) # 1h down move, 15m still high, 4h high & ((rsi_3_1h_gt_50) | (aroonu_14_15m_lt_50) | aroonu_14_4h_lt_80) # 1h down move, 15m high, 1h still high & ((rsi_3_1h_gt_50) | (aroonu_14_15m_lt_70) | (stochrsi_k_1h_lt_40)) # 1h down move, 15m still high, 4h high & ((rsi_3_1h_gt_50) | (stochrsi_k_15m_lt_50) | (stochrsi_k_4h_lt_80)) # 1h down move, 15m & 1h high & ((rsi_3_1h_gt_50) | (stochrsi_k_15m_lt_60) | (aroonu_14_1h_lt_60)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_70) | (stochrsi_k_1d_lt_80)) # 1h down move, 4h still high, 1d high & ((rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_50) | (stochrsi_k_1d_lt_90)) # 1h down move, 1h still high, 1d high & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_50) | (aroonu_14_1d_lt_90)) # 1h down move, 4h overbought & ((rsi_3_1h_gt_50) | (roc_9_4h_lt_40)) # 1h & 4h down move, 1h & 4h high & ((rsi_3_1h_gt_55) | (rsi_3_4h_gt_60) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_70)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_55) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100)) # 1h down move, 5m up move, 1h still high & ((rsi_3_1h_gt_60) | (rsi_3 < 60.0) | (stochrsi_k_1h_lt_50)) # 1h & 4h down move, 1h stil high, 1d high & ((rsi_3_1h_gt_60) | (rsi_3_4h_gt_60) | (aroonu_14_1h_lt_50) | (aroonu_14_1d_lt_90)) # 1h down move, 15m still not low enough, 4h high & ((rsi_3_1h_gt_60) | (aroonu_14_15m_lt_70) | (stochrsi_k_4h_lt_90)) # 1h down move, 15m still not low enough, 1h high & ((rsi_3_1h_gt_60) | (stochrsi_k_15m_lt_30) | aroonu_14_1h_lt_70) # 1h down move, 15m still not low enough, 1h high & ((rsi_3_1h_gt_60) | (stochrsi_k_15m_lt_30) | (stochrsi_k_1h_lt_60)) # 1h down move, 15m & 4h still high & ((rsi_3_1h_gt_60) | (stochrsi_k_15m_lt_50) | (stochrsi_k_4h_lt_50)) # 1h down move, 15m & 1h high & ((rsi_3_1h_gt_60) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_90)) # 1h down move, 1h still high, 4h high & ((rsi_3_1h_gt_60) | (aroonu_14_1h_lt_50) | (stochrsi_k_4h_lt_90)) # 1h down move, 1h high, 4h still high & ((rsi_3_1h_gt_60) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_40)) # 1h down move, 1h still high, 4h high & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_40) | aroonu_14_4h_lt_70) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_70) | (aroonu_14_1d_lt_90)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_60) | (rsi_14_4h_lt_70) | (rsi_14_1d_lt_80)) # 15m & 1h & 4h down move, 4h high & ((rsi_3_15m_gt_50) | (rsi_3_1h_gt_65) | (rsi_3_4h_gt_65) | (aroonu_14_4h_lt_85)) # 4h down move, 15m high & (rsi_3_4h_gt_20 | (aroonu_14_15m_lt_80)) # 4h down move, 1h high & ((rsi_3_4h_gt_25) | (stochrsi_k_1h_lt_80)) # 4h down move, 15m & 4h still high & ((rsi_3_4h_gt_30) | (aroonu_14_15m_lt_50) | (aroonu_14_4h_lt_50)) # 4h down move, 15m still high, 1d overbought & ((rsi_3_4h_gt_30) | (stochrsi_k_15m_lt_50) | (roc_9_1d_lt_10)) # 4h down move, 1h & 4h still high & ((rsi_3_4h_gt_35) | (stochrsi_k_1h_lt_50) | (aroonu_14_4h_lt_50)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_35) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_40)) # 4h down move, 15m & 1h high & ((rsi_3_4h_gt_40) | (aroonu_14_15m_lt_80) | (stochrsi_k_1h_lt_70)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_40) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_20)) # 4h down move, 15m still high, 1h high & ((rsi_3_4h_gt_40) | (stochrsi_k_15m_lt_40) | (stochrsi_k_1h_lt_80)) # 4h down move, 1h & 4h still high & ((rsi_3_4h_gt_40) | (stochrsi_k_1h_lt_50) | (rsi_14_4h_lt_50)) # 4h down move, 1h still high, 4h still moving down & ((rsi_3_4h_gt_40) | (stochrsi_k_1h_lt_50) | (cci_20_change_pct_4h > -0.0)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_40) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_10)) # 4h & 1d down move, 15m high, 1h high & ((rsi_3_4h_gt_45) | (rsi_3_1d_gt_55) | (aroonu_14_15m_lt_70) | (stochrsi_k_1h_lt_80)) # 4h down move, 1h high, 4h still high & ((rsi_3_4h_gt_45) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_50)) # 4h down move, 4h still high, 1d high & overbought & ((rsi_3_4h_gt_50) | (rsi_14_4h_lt_50) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_30)) # 4h down move, 15m high, 4h still high & ((rsi_3_4h_gt_50) | (aroonu_14_15m_lt_70) | (stochrsi_k_4h_lt_40)) # 4h down move, 15m still high, 1h high & ((rsi_3_4h_gt_50) | (stochrsi_k_15m_lt_40) | (stochrsi_k_1h_lt_70)) # 4h down move, 15m & 4h still high & ((rsi_3_4h_gt_50) | (stochrsi_k_15m_lt_50) | (aroonu_14_4h_lt_50)) # 4h down move, 15m high, 1h high, 1d overbought & ((rsi_3_4h_gt_50) | (aroonu_14_15m_lt_60) | (stochrsi_k_1h_lt_70) | (roc_9_1d_lt_20)) # 4h down move, 15m high, 4h still not low enough & ((rsi_3_4h_gt_50) | (stochrsi_k_15m_lt_70) | (stochrsi_k_4h_lt_30)) # 4h down move, 1h still high, 4h high & ((rsi_3_4h_gt_50) | (stochrsi_k_1h_lt_50) | aroonu_14_4h_lt_70) # 4h down move, 15m & 1d high & ((rsi_3_4h_gt_50) | (aroonu_14_15m_lt_70) | (aroonu_14_1d_lt_90)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_50) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_20)) # 4h down move, 15m & 4h high & ((rsi_3_4h_gt_60) | (aroonu_14_15m_lt_70) | aroonu_14_4h_lt_70) # 4h down move, 15m high, 4h still high & ((rsi_3_4h_gt_60) | (aroonu_14_15m_lt_80) | (aroonu_14_4h_lt_40)) # 4h down move, 15m still high, 1h high & ((rsi_3_4h_gt_60) | (stochrsi_k_15m_lt_50) | aroonu_14_1h_lt_70) # 4h down move, 15m still high, 4h high & ((rsi_3_4h_gt_60) | (stochrsi_k_15m_lt_50) | (stochrsi_k_4h_lt_70)) # 4h down move, 15m & 4h high & ((rsi_3_4h_gt_60) | (stochrsi_k_15m_lt_70) | (stochrsi_k_4h_lt_60)) # 4h down move, 1h & 4h high & ((rsi_3_4h_gt_60) | (stochrsi_k_1h_lt_70) | aroonu_14_4h_lt_70) # 4h down move, 4h still high, 1d high & ((rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_50) | (stochrsi_k_1d_lt_80)) # 15m still high, 1d high & overbought & ((aroonu_14_15m_lt_50) | aroonu_14_1d_lt_100 | (roc_9_1d_lt_100)) # 15m high, 4h high & ((aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_85)) # 15m & 1d high, 1d overbought & ((aroonu_14_15m_lt_70) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_20)) # 15m & 1d high, 4h overbought & ((aroonu_14_15m_lt_70) | aroonu_14_1d_lt_100 | (roc_9_4h_lt_10)) # 15m high, 4h still high & ((aroonu_14_15m_lt_80) | (stochrsi_k_4h_lt_50)) # 4h & 1d high, 1d overbought & (aroonu_14_4h_lt_100 | aroonu_14_1d_lt_100 | (roc_9_1d_lt_20)) # 4h high, 4h overbought & (aroonu_14_4h_lt_70 | (roc_9_4h_lt_40)) # 4h high, 1d overbought & (aroonu_14_4h_lt_70 | (roc_9_1d_lt_40)) # 1d high, 4h overbought & ((aroonu_14_1d_lt_90) | (roc_9_4h_lt_40)) # 1d high & overbought & (aroonu_14_1d_lt_100 | (roc_9_1d_lt_200)) # 15m high, 1h still high & ((stochrsi_k_15m_lt_70) | (stochrsi_k_1h_lt_40)) # 15m & 4h high & ((stochrsi_k_15m_lt_70) | aroonu_14_4h_lt_70) # 15m high, 1d overbought & ((stochrsi_k_15m_lt_70) | (roc_9_1d_lt_10)) # 15m high, 1h still not low enough & ((stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_30)) # 1d high, 4h overbought & ((stochrsi_k_1d_lt_80) | (roc_9_4h_lt_40)) # 1d high & overbought & ((stochrsi_k_1d_lt_90) | (roc_9_1d_lt_30)) # 4h & 1d overbought & ((roc_9_4h_lt_40) | (roc_9_1d_lt_40)) # 1d green with top wick, 1d overbought & ((change_pct_1d_lt_25) | (top_wick_pct_1d_lt_25) | roc_9_1d_lt_50) ) # Logic long_entry_logic.append( (rsi_14 < 50.0) & aroonu_14_15m_lt_90 & (stochrsi_k_15m < 90.0) & (sma_21_shift_1 < sma_200_shift_1) & ~np.isnan(sma_200_shift_1) & (sma_21 > sma_200) & ~np.isnan(sma_200) & (close > ema_200_1h) & ~np.isnan(ema_200_1h) & (close > ema_200_4h) & ~np.isnan(ema_200_4h) & (bbb_20_2_0 > 1.5) & (bbb_20_2_0_1h > 6.0) ) # Condition #162 - Scalp mode (Long). if long_entry_condition_index == 162: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append((rsi_3_gt_5) & (rsi_3_15m_gt_5) & (roc_9_15m > -10.0) & (roc_9_1d_lt_200)) long_entry_logic.append( # 15m & 1h down move, 4h high ((rsi_3_15m_gt_10) | rsi_3_1h_gt_20 | (stochrsi_k_4h_lt_70)) # 15m & 1d down move, 1h high & overbought & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_80) | (roc_9_1h_lt_10)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_40) | (rsi_14_1h_lt_50)) # 15m & 1d down move, 4h high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_20) | (aroonu_14_4h_lt_90)) # 15m down move, 15m still high, 1h high & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_50) | aroonu_14_1h_lt_80) # 15m down move, 15m high & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_70)) # 15m down move, 1h & 1d high & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_90) | aroonu_14_1d_lt_100) # 15m down move, 4h & 1d high & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_75) | aroonu_14_1d_lt_100) # 15m down move, 1d high, 1d downtrend & ((rsi_3_15m_gt_10) | (aroonu_14_1d_lt_85) | (cmf_20_1d_gt_neg_0_40)) # 15m & 1h down move, 15m still not low enough & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (stochrsi_k_15m_lt_30)) # 15m & 1h down nove, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (stochrsi_k_1h_lt_50)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (aroonu_14_4h_lt_100)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_35) | (stochrsi_k_4h_lt_90)) # 15m & 1d down move, 15m high, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_50) | (aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_100)) # 15m down move, 4h high, 4h downtrend & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_60) | (roc_9_4h_gt_neg_20)) # 15m down move, 4h & 1d downtrend & ((rsi_3_15m_gt_15) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_40)) # 15m & 1h & 4h & 1d down move, 15m downtrend & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (cmf_20_15m_gt_neg_0_40)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (aroonu_14_1h_lt_70)) # 15m & 1h down move, 1d high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_50) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_100)) # 15m & 4h down move, 4h & 1d downtrend & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_20) | (roc_9_4h_gt_neg_40) | (roc_9_1d_gt_neg_50)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_20) | (aroonu_14_4h_lt_70) | (roc_9_4h_lt_20)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (stochrsi_k_4h_lt_90)) # 15m & 1h & 4h down move, 15m high, 1h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_50) | (rsi_3_4h_gt_50) | (aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_100)) # 15m down move, 15m high, 1d overbought & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_60) | (roc_9_1d_lt_150)) # 15m down move, 15m still high, 1d high, 1d downtrend & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_50) | (stochrsi_k_1d_lt_70) | (roc_9_1d_gt_neg_15)) # 15m & 1h & 4h down move, 1d high, 4h still not low enough & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (aroonu_14_1d_lt_100) | (stochrsi_k_4h_lt_30)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_35) | (aroonu_14_1h_lt_80) | (rsi_14_4h_lt_80)) # 1h & 4h down move, 15m stil high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_10) | (stochrsi_k_15m_lt_50)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_25) | (aroonu_14_1h_lt_40)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_60)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_5) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_90)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_5) | (aroonu_14_4h_lt_60) | (roc_9_1d_lt_10)) # 1h & 4h down move, 4h still not low enough, 1h downtrend & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_4h_lt_20) | (roc_9_1h_gt_neg_10)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_4h_lt_50)) # 1h & 3h down move, 1d high & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_40) | (aroonu_14_1d_lt_80)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_70)) # 1h down move, 1h downtrend, 1d overbought & ((rsi_3_1h_gt_15) | (roc_9_1h_gt_neg_30) | (roc_9_1d_lt_80)) # 1h & 4h down move, 1d downtrend & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_25) | (roc_9_1d_gt_neg_30)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_60) | (aroonu_14_1d_lt_85)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_60) | (roc_9_1d_lt_50)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_15) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_40)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_35) | aroonu_14_4h_lt_70) # 4h down move, 1h & 4h still high, 1h downtrend & ((rsi_3_4h_gt_25) | (aroonu_14_1h_lt_40) | (aroonu_14_4h_lt_40) | (roc_9_1h_gt_neg_25)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_60) | (roc_9_1d_lt_100)) # 1h down move, 1h high & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_90)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_70)) # 1h & 4h down move, 15m & 4h high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_50) | (aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_70)) # 1h & 4h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_60) | (aroonu_14_1h_lt_80) | (roc_9_1d_gt_neg_50)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_60) | (roc_9_4h_lt_50)) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_80) | (roc_9_1d_lt_80)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_100)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_35) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_30)) # 1h down move, 1h high, 4h downtrend & ((rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_80) | (roc_9_4h_gt_neg_20)) # 1h down move, 15m still high, 1d overbought & ((rsi_3_1h_gt_45) | (aroonu_14_15m_lt_50) | (roc_9_1d_lt_50)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_45) | (roc_9_4h_lt_10) | (roc_9_1d_lt_50)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_90) | (roc_9_1d_lt_150)) # 1h down move, 1h high & overbought & ((rsi_3_1h_gt_60) | (aroonu_14_1h_lt_70) | (roc_9_1h_lt_20)) # 4h down move, 1d high & ((rsi_3_4h_gt_3) | (aroonu_14_1d_lt_90)) # 4h down move, 15m still high & ((rsi_3_4h_gt_3) | (stochrsi_k_15m_lt_50)) # 4h down move, 1d high & ((rsi_3_4h_gt_3) | (stochrsi_k_1d_lt_90)) # 4h down move, 1h & 4h downtrend & ((rsi_3_4h_gt_3) | (roc_9_1h_gt_neg_30) | (roc_9_4h_gt_neg_30)) # 4h down move, 1d overbought & ((rsi_3_4h_gt_3) | (roc_9_1d_lt_40)) # 4h & 1d down move & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_10)) # 4h & 1d down move, 1d high & overbought & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_40) | (aroonu_14_1d_lt_85) | (roc_9_1d_lt_50)) # 4h down move, 1d high, 1h downtrend & ((rsi_3_4h_gt_10) | (aroonu_14_1d_lt_85) | (roc_9_1h_gt_neg_30)) # 4h down move, 1h & 4h downtrend & ((rsi_3_4h_gt_10) | (roc_9_1h_gt_neg_40) | (roc_9_4h_gt_neg_40)) # 4h & 1d down move, 4h still not low enough & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (stochrsi_k_4h_lt_30)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_50) | (roc_9_1d_gt_neg_40)) # 4h down move, 15m still high, 1d overbought & ((rsi_3_4h_gt_40) | (aroonu_14_15m_lt_50) | (roc_9_1d_lt_50)) # 4h down move, 4h & 1d overbought & ((rsi_3_4h_gt_40) | (roc_9_4h_lt_10) | (roc_9_1d_lt_50)) # 1d down move, 1h high & ((rsi_3_1d_gt_3) | (stochrsi_k_1h_lt_70)) # 1d down move, 15m still high & ((rsi_3_1d_gt_3) | (aroonu_14_15m_lt_50)) # 1d down move, 15m still high, 1h high & ((rsi_3_1d_gt_10) | (aroonu_14_15m_lt_40) | (stochrsi_k_1h_lt_70)) # 1d down move, 1h & 4h high & ((rsi_3_1d_gt_10) | aroonu_14_1h_lt_70 | (aroonu_14_4h_lt_90)) # 1d down move, 4h high & ((rsi_3_1d_gt_20) | (rsi_14_4h_lt_80)) # 1d downtrend, 1d high & overbought & ((cmf_20_1d_gt_neg_0_30) | (aroonu_14_1d_lt_85) | (roc_9_1d_lt_100)) # 1h & 4h high, 1d overbought & (aroonu_14_1h_lt_70 | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_30)) # 1h & 4h high & overbought & ((aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_30) | (roc_9_4h_lt_30)) # 1h & 4h high, 1d overbought & ((aroonu_14_1h_lt_90) | (aroonu_14_4h_lt_90) | (roc_9_1d_lt_20)) # 1h & 4h high & ((aroonu_14_1h_lt_100) | (aroonu_14_4h_lt_100)) # 4h & 1d high, 4h overbought & (aroonu_14_4h_lt_80 | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_30)) # 4h high, 4h & 1d overbought & (aroonu_14_4h_lt_80 | (roc_9_4h_lt_20) | (roc_9_1d_lt_20)) # 1d still high, 1h & 4h downtrend & ((aroonu_14_1d_lt_50) | (roc_9_1h_gt_neg_20) | (roc_9_4h_gt_neg_20)) # 1h high, 1h overbought & ((stochrsi_k_1h_lt_80) | (roc_9_1h_lt_50)) # 1h high, 1d downtrend & ((stochrsi_k_1h_lt_80) | (roc_9_1d_gt_neg_60)) # 4h high, 1h overbought, 1d downtrend & ((stochrsi_k_4h_lt_80) | (roc_9_1h_lt_10) | (roc_9_1d_gt_neg_70)) # 4h high, 1h & 4h overbought & ((stochrsi_k_4h_lt_90) | (roc_9_1h_lt_20) | (roc_9_4h_lt_50)) # 1h & 4h overbought & ((roc_9_1h_lt_100) | (roc_9_4h_lt_100)) # 1h P&D, 1h down move & ((change_pct_1h > -10.0) | (change_pct_1h_shift_12 < 10.0) | (rsi_3_1h_gt_50)) # 4h P&D, 4h high & ((change_pct_4h > -15.0) | (change_pct_4h_shift_48 < 30.0) | (aroonu_14_4h_lt_90)) # 4h green, 15m & 1h down move & ((change_pct_4h < 10.0) | (rsi_3_15m_gt_10) | (rsi_3_1h_gt_35)) # 4h green, 1h down move & ((change_pct_4h < 40.0) | (rsi_3_1h_gt_50)) # 4h green with top wick & ((change_pct_4h < 50.0) | (change_pct_4h < 50.0)) # 1d green with top wick, 15m still high & ((change_pct_1d_lt_10) | (top_wick_pct_1d_lt_8) | (aroonu_14_15m_lt_50)) # 1d green, 4h down move, 4h still high & ((change_pct_1d_lt_40) | (rsi_3_4h_gt_35) | (aroonu_14_4h_lt_50)) # 1d green with top wick, 4h down move & ((change_pct_1d_lt_40) | (top_wick_pct_1d_lt_8) | (rsi_3_4h_gt_55)) # 1d top wick, 1h & 4h down move, 1d high & ((top_wick_pct_1d_lt_20) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (aroonu_14_1d_lt_100)) # 1d top wick, 4h still high & ((top_wick_pct_1d_lt_50) | (aroonu_14_4h_lt_50)) # big drop in last 4 days, 1d down move & ((close > (high_max_24_4h * 0.20)) | (rsi_3_1d_gt_20)) # big drop in the last 20 days, 4h down move & ((close > (high_max_20_1d * 0.15)) | rsi_3_4h_gt_20) # big drop in the last 20 days, 1d down move & ((close > (high_max_20_1d * 0.05)) | (rsi_3_1d_gt_20)) # big drop in the last 20 days, 1h still high & ((close > (high_max_20_1d * 0.05)) | (stochrsi_k_1h < 45.0)) # big drop in the last 20 days, 4h high & ((close > (high_max_20_1d * 0.05)) | (stochrsi_k_4h_lt_70)) ) # Logic long_entry_logic.append( (aroonu_14_lt_25) & (aroond_14_gt_75) & (stochrsi_k_lt_30) & (ema_26 > ema_12) & ((ema_26 - ema_12) > (open_rate * 0.030)) & ((ema_26_shift_1 - ema_12_shift_1) > (open_rate / 100.0)) & (close < sma_9) ) # Condition #163 - Scalp mode (Long). if long_entry_condition_index == 163: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append((rsi_3_gt_10) & (rsi_3_15m_gt_10) & rsi_3_1h_gt_20) long_entry_logic.append( # 5m & 15m & 4h down mnove, 4h high ((rsi_3_gt_15) | (rsi_3_15m_gt_20) | (rsi_3_4h_gt_40) | aroonu_14_4h_lt_80) # 5m & 15m & 1d down move, 1h high & ((rsi_3_gt_15) | (rsi_3_15m_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1h_lt_90)) # 5m & 1h down move, 15m still high, 4h high & ((rsi_3 > 20.0) | (rsi_3_1h_gt_40) | (rsi_14_15m_lt_40) | aroonu_14_4h_lt_100) # 5m & 1h & 15m down move, 1h still not low enough & ((rsi_3_gt_15) | (rsi_3_1h_gt_30) | (rsi_3_1d_gt_15) | (aroonu_14_1h_lt_30)) # 15m & 4h down move, 4h high & ((rsi_3_gt_15) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_70)) # 5m & 4h down move, 15m high & ((rsi_3_gt_15) | (rsi_3_4h_gt_45) | (aroonu_14_15m_lt_60)) # 15m & 1h down move, 1h high & ((rsi_3_15m > 12.0) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_100)) # 15m & 1h & 4h & 1d down move & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_25)) # 15m & 1h down move, 1h & 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (aroonu_14_1h_lt_75) | (aroonu_14_4h_lt_100)) # 15m & 1h & 4h down move, 1d overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_35) | (roc_9_1d_lt_40)) # 15m & 1h & 4h down move, 1h downtrend, 4h high & ( (rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_55) | (cmf_20_1h_gt_neg_0_10) | (aroonu_14_4h_lt_80) ) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (aroonu_14_15m_lt_60)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (rsi_14_4h < 85.0)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (aroonu_14_15m_lt_40)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | aroonu_14_1h_lt_70) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_70)) # 15m & 1h down move, 1d overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (roc_9_1d_lt_30)) # 15m & 1h & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_35) | (rsi_3_4h_gt_65) | (mfi_14_4h < 85.0)) # 15m & 1h & 1d down move, 15m high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_35) | (rsi_3_1d_gt_40) | (aroonu_14_15m_lt_60)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_35) | (aroonu_14_15m_lt_70)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_35) | (stochrsi_k_1h < 85.0)) # 15m & 1h down move, 1h & 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_80)) # 15m & 1h & 4h down move, 1h & 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_45) | (rsi_3_4h_gt_50) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_lt_100)) # 15m & 1h down move, 4h high & overbought & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_45) | (rsi_14_4h_lt_70) | (roc_9_4h_lt_50)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_90)) # 15m & 1h & 1d down move, 1h & 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_55) | (rsi_3_4h_gt_65) | (stochrsi_k_1h_lt_70) | (stochrsi_k_4h_lt_70)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_30) | (aroonu_14_15m_lt_60)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_30) | aroonu_14_4h_lt_80) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_40) | (aroonu_14_1h_lt_40)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_35) | (stochrsi_k_1d_lt_90)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_35) | (stochrsi_k_1h_lt_60)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_50) | (stochrsi_k_1h_lt_80)) # 15m down move, 4h & 1d up move, 1d downtrend & ((rsi_3_15m_gt_15) | (rsi_3_4h < 90.0) | (rsi_3_1d_lt_80) | (cmf_20_1d_gt_neg_0_20)) # 15m & 1d down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_10) | (stochrsi_k_4h_lt_70)) # 15m & 1h down move, 1h & 4h still high & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_15) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_50)) # 15m & 1d down move, 1h high & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_15) | (aroonu_14_1h_lt_100)) # 15m & 1d down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_80)) # 15m & 1d down move, 1d overbought & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_40) | roc_9_1d_lt_50) # 15m & 1d down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_50) | (aroonu_14_1d_lt_70)) # 15m & 1d down move, 1d high & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_60) | (stochrsi_k_1d_lt_80)) # 15m down move, 4h still high, 15m high, 1h high & ((rsi_3_15m_gt_15) | (rsi_14_4h_lt_50) | (aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_100)) # 15m down move, 4h high & ((rsi_3_15m_gt_15) | (rsi_14_4h_lt_70) | (stochrsi_k_4h_lt_90) | (ema_9 < (ema_26 * 0.972))) # 15m down move, 4h high and downtrend & ((rsi_3_15m_gt_15) | (cmf_20_4h_gt_neg_0_20) | (aroonu_14_4h_lt_80)) # 15m down move, 15m & 1h & 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_80)) # 15m down move, 15m & 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_80)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_75) | (aroonu_14_1h_lt_100)) # 15m down move, 1h high, 4h overbought & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_90) | (roc_9_4h_lt_20)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_90) | (roc_9_1d_lt_80)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_100) | (roc_9_1d_lt_40)) # 15m down move, 4h still high, 4h downtrend & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_40) | (roc_9_4h_gt_neg_20)) # 15m down move, 1d high & overbought & ((rsi_3_15m_gt_15) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_100)) # 15m down move, 15m still not low enough, 4h high & ((rsi_3_15m_gt_15) | (stochrsi_k_15m_lt_30) | (stochrsi_k_4h_lt_50)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_15) | (stochrsi_k_15m_lt_50) | (stochrsi_k_1h_lt_50)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_1h_lt_70) | (roc_9_1d_lt_30)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_1h_lt_70) | (roc_9_1d_lt_150)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_1h_lt_80) | (roc_9_1h_lt_20)) # 15m down move, 1h high, 1d overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_1h_lt_80) | (roc_9_1d_lt_100)) # 15m down move, 4h high, 1d overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_4h_lt_80) | (roc_9_1d_lt_25)) # 15m down move, 4h high & overbought & ((rsi_3_15m_gt_15) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_25)) # 15m down move, 4h & 1d downtrend & ((rsi_3_15m_gt_15) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_20)) # 15m & 1h & 4h down move, 4h high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_60) | (roc_9_4h_lt_10)) # 16m & 1h down move, 1h still high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_40)) # 15m & 1h & 4h & 1d down move, 15m still high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_60) | (rsi_3_1d_gt_60) | (aroonu_14_15m_lt_50)) # 15m & 1h down move, 15m still high, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_35) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_85)) # 15m & 1h down move, 4h high & overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_45) | (rsi_14_4h_lt_70) | (roc_9_4h_lt_50)) # 15m & 1h down move, 1h high, 1d overbought & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_45) | (aroonu_14_1h_lt_90) | (roc_9_1d_lt_40)) # 15m & 4h down move, 4h & 1d downtrend & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_20) | (roc_9_4h_gt_neg_30) | (roc_9_1d_gt_neg_50)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_25) | (aroonu_14_15m_lt_60)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_35) | (aroonu_14_1h_lt_100)) # 15m & 1d down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_20) | (stochrsi_k_4h_lt_70)) # 15m down move, 15m still high, 4h high & ((rsi_3_15m_gt_20) | (rsi_14_15m_lt_40) | (rsi_14_4h_lt_75) | (aroonu_14_4h_lt_100)) # 15m down move, 4h downtrend, 4h overbought & ((rsi_3_15m_gt_20) | (cmf_20_4h_gt_neg_0_0) | (roc_9_4h_lt_40)) # 15m down move, 1h & 4h high, 1f overbought & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_85) | (rsi_14_4h_lt_70) | (roc_9_1d_lt_80)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_90) | (aroonu_14_4h_lt_100)) # 15m down move, 1d high, 4h overbought & ((rsi_3_15m_gt_20) | (aroonu_14_1d_lt_100) | (roc_9_4h_lt_30)) # 15m down move, 1h high & overbought & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_lt_80) | (roc_9_1h_lt_10)) # 15m & 1h down move, 1h still high, 4h high & overbought & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_30) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_10)) # 15m & 1h down move, 15m still high, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_45) | (rsi_14_15m_lt_40) | (aroonu_14_4h_lt_100)) # 15m & 1h & 4h down move, 1h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_50) | (rsi_3_4h_gt_60) | (aroonu_14_1h_lt_100)) # 15m & 1d down move, 1d high & ((rsi_3_15m_gt_25) | (rsi_3_1d_gt_40) | (aroonu_14_1d_lt_80)) # 15m down move, 4h high, 1d downtrend & ((rsi_3_15m_gt_25) | (stochrsi_k_4h_lt_90) | (roc_9_1d_gt_neg_30)) # 15m & 1h & 1d down move, 4h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_35) | (rsi_3_1d_gt_35) | (stochrsi_k_4h_lt_70)) # 15m & 1h down move, 1h & 4h high & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_45) | (rsi_14_4h_lt_70) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_100)) # 15m & 4h down move, 4h overbought & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_60) | (roc_9_4h_lt_60)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_35) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_lt_80)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (stochrsi_k_1d_lt_80)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_40) | aroonu_14_4h_lt_70) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_80)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_65) | aroonu_14_1d_lt_100) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_25) | (rsi_3_1d_gt_40) | (aroonu_14_1d_lt_70)) # 1h down move, 15m downtrend, 4h still high & ((rsi_3_1h_gt_25) | (cmf_20_15m_gt_neg_0_40) | (aroonu_14_4h_lt_50)) # 1h down move, 4h downtrend, 4h high & ((rsi_3_1h_gt_25) | (cmf_20_4h_gt_neg_0_25) | aroonu_14_4h_lt_70) # 1h down move, 15m still high, 1d downtrend & ((rsi_3_1h_gt_25) | (aroonu_14_15m_lt_40) | (roc_9_1d_gt_neg_20)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_60) | aroonu_14_4h_lt_100) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_90) | (cmf_20_1d_gt_neg_0_20)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_25) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_20)) # 1h down move, 1h still not low enough, 1d downtrend & ((rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_30) | (roc_9_1d_gt_neg_40)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_25) | (stochrsi_k_4h_lt_90) | (roc_9_1d_lt_25)) # 1h & 4h & 1d down move, 1d high & overbought & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_55) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_20)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_1h_lt_40)) # 1h & 1d down move, 1d still high & ((rsi_3_1h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_40)) # 1h down move, 15m & 4h high & ((rsi_3_1h_gt_30) | (aroonu_14_15m_lt_60) | (stochrsi_k_4h < 95.0)) # 1h down move, 15m & 4h high & ((rsi_3_1h_gt_30) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_90)) # 1h down move, 1h high & ((rsi_3_1h_gt_30) | (mfi_14_1h < 80.0) | (aroonu_14_1h_lt_90)) # 1h down move, 1h still high, 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_50) | (roc_9_1d_lt_40)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_30) | aroonu_14_1h_lt_80 | aroonu_14_4h_lt_100) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_90) | (cmf_20_1d_gt_neg_0_20)) # 1h down move, 1h highm 1d overbought & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_90) | (roc_9_1d_lt_40)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_30) | aroonu_14_4h_lt_100 | (roc_9_4h_lt_30)) # 1h down move, 1d high, 4h overbought & ((rsi_3_1h_gt_30) | aroonu_14_1d_lt_100 | (roc_9_4h_lt_20)) # 1h & 4h down move, 1h still high, 4h high & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_60) | (rsi_14_1h_lt_50) | (rsi_14_4h_lt_70)) # 1h down move, 1d downtrend, 15m still high, 1d high & ((rsi_3_1h_gt_35) | (cmf_20_1d_gt_neg_0_0) | (aroonu_14_15m_lt_50) | (aroonu_14_1d_lt_90)) # 1h down move, 15m still not low enough, 1h high & ((rsi_3_1h_gt_35) | (aroonu_14_15m_lt_30) | aroonu_14_1h_lt_80) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_60) | aroonu_14_1d_lt_100) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_25)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_90)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_35) | (aroonu_14_1h_lt_90) | (aroonu_14_1d_lt_90)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_35) | (stochrsi_k_1h_lt_60) | (roc_9_4h_lt_10)) # 1h down move, 4h & 1d overbought & ((rsi_3_1h_gt_35) | (roc_9_4h_lt_20) | (roc_9_1d_lt_80)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_40) | (rsi_3_1d_gt_55) | (aroonu_14_1d_lt_100)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_70) | (roc_9_4h_lt_40)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_80) | aroonu_14_4h_lt_80) # 1h down move, 1h high, 1d overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_85) | (roc_9_1d_lt_80)) # 1h down move, 1h high, 15m downtrend & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_90) | (roc_9_15m > -10.0)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_80) | (roc_9_1d_gt_neg_40)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_45) | (rsi_3_4h_gt_65) | (roc_9_1d_lt_200)) # 1h & 1d down move, 4h high & ((rsi_3_1h_gt_45) | (rsi_3_1d_gt_50) | (stochrsi_k_4h_lt_90)) # 1h down move, 1h high, 4h overbought & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_100) | (roc_9_4h_lt_10)) # 1h & 4h & 1d down move, 4h still high, 1h high & ((rsi_3_1h_gt_50) | (rsi_3_4h_gt_55) | (rsi_3_1d_gt_55) | (rsi_14_4h_lt_40) | (aroonu_14_1h_lt_70)) # 1h & 4h down move, 1h & 4h high & ((rsi_3_1h_gt_50) | (rsi_3_4h_gt_65) | (aroonu_14_1h_lt_85) | (aroonu_14_4h_lt_100)) # 1h down move, 15m & 1h high & ((rsi_3_1h_gt_50) | (aroonu_14_15m_lt_60) | (stochrsi_k_1h_lt_80)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_50) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_90)) # 1h down move, 4h overbought & ((rsi_3_1h_gt_50) | (roc_9_4h_lt_100)) # 1h down move, 4h high, 1h overbought & ((rsi_3_1h_gt_55) | (aroonu_14_4h_lt_100) | (roc_9_1h_lt_20)) # 1h down move, 15m & 1h high, 1d downtrend & ((rsi_3_1h_gt_60) | (aroonu_14_15m < 65.0) | (stochrsi_k_1h_lt_80) | (cmf_20_1d_gt_neg_0_0)) # 1h down move, 1h high, 1d downtrend & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_90) | (roc_9_1d_gt_neg_20)) # 4h down move, 15m high & ((rsi_3_4h_gt_3) | (aroonu_14_15m_lt_50)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_10) | (rsi_3_1d > 50.0) | (aroonu_14_1d_lt_90)) # 4h down move, 15m still not low enough, 4h downtrend & ((rsi_3_4h_gt_10) | (aroonu_14_15m_lt_30) | (cmf_20_4h_gt_neg_0_30)) # 4h down move, 15m & 1h still not low enough & ((rsi_3_4h_gt_10) | (aroonu_14_15m_lt_30) | (stochrsi_k_1h < 25.0)) # 4h down move, 4h still high & ((rsi_3_4h_gt_10) | (aroonu_14_4h_lt_40)) # 4h down move, 1h still high, 4h downtrend & ((rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_50) | (cmf_20_4h_gt_neg_0_30)) # 4h down move, 1d still high, 1d downtrend & ((rsi_3_4h_gt_15) | (rsi_14_1d_lt_40) | (roc_9_1d_gt_neg_10)) # 4h down move, 4h high & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_60)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_15) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_20)) # 4h down move, 15m still high, 1d overbought & ((rsi_3_4h_gt_20) | (aroonu_14_15m_lt_40) | (roc_9_1d_lt_20)) # 4h & 1d down move, 1h & 4h low & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (cmf_20_1h_gt_neg_0_30) | (cmf_20_4h_gt_neg_0_40)) # 4h down move, 4h still high 1d downtrend & ((rsi_3_4h_gt_25) | (aroonu_14_4h_lt_50) | (roc_9_1d_gt_neg_20)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_25) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_25)) # 4h down move, 4h high, 1d downtrend & ((rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_70) | (roc_9_1d_gt_neg_60)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_35) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_100)) # 4h down move, 15m still high, 1d overbought & ((rsi_3_4h_gt_40) | (aroonu_14_15m_lt_50) | (roc_9_1d_lt_50)) # 4h down move, 4h high, 1d overbought & ((rsi_3_4h_gt_40) | (aroonu_14_4h_lt_80) | (roc_9_1d_lt_20)) # 4h down move, 1h high, 1d downtrend & ((rsi_3_4h_gt_40) | (stochrsi_k_1h_lt_80) | (roc_9_1d_gt_neg_20)) # 4h down move, 4h & 1d overbought & ((rsi_3_4h_gt_40) | (roc_9_4h_lt_10) | roc_9_1d_lt_50) # 4h down move, 4h high, 1d overbought & ((rsi_3_4h_gt_45) | aroonu_14_4h_lt_70 | (roc_9_1d_lt_20)) # 4h down move, 1d high, 4h overbought & ((rsi_3_4h_gt_45) | (aroonu_14_1d_lt_90) | (roc_9_4h_lt_10)) # 4h down move, 4h still high, 1d downtrend & ((rsi_3_4h_gt_50) | (rsi_14_4h_lt_40) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h high & overbought & ((rsi_3_4h_gt_50) | aroonu_14_4h_lt_70 | (roc_9_4h_lt_10)) # 4h down move, 15m still high, 1d overbought & ((rsi_3_4h_gt_55) | (aroonu_14_15m_lt_40) | (roc_9_1d_lt_100)) # 4h & 1d down move, 4h high, 1d overbought & ((rsi_3_4h_gt_60) | (rsi_3_1d_gt_60) | (aroonu_14_4h_lt_75) | (roc_9_1d_lt_40)) # 4h down move, 4h & 1d high & ((rsi_3_4h > 70.0) | (aroonu_14_4h_lt_90) | aroonu_14_1d_lt_100) # 4h up move, 1d downtrend, 4h high & ((rsi_3_4h_lt_90) | (cmf_20_1d_gt_neg_0_25) | (aroonu_14_4h_lt_100)) # 1d down move, 4h high & ((rsi_3_1d_gt_3) | (stochrsi_k_4h_lt_60)) # 1d down move, 1h high & ((rsi_3_1d_gt_5) | (stochrsi_k_1h_lt_80)) # 1d down move, 15m & 1h still high & ((rsi_3_1d_gt_10) | (rsi_14_15m_lt_40) | (stochrsi_k_1h_lt_50)) # 1d down move, 1h & 4h high & ((rsi_3_1d_gt_10) | aroonu_14_1h_lt_80 | (aroonu_14_4h_lt_90)) # 1d down move, 1h & 4h still high & ((rsi_3_1d_gt_10) | (stochrsi_k_1h_lt_40) | (aroonu_14_4h_lt_40)) # 1d down move, 1h high & overbought & ((rsi_3_1d_gt_20) | (stochrsi_k_1h_lt_80) | (roc_9_1h_lt_20)) # 1d down move, 1d high & overbought & ((rsi_3_1d_gt_40) | (aroonu_14_1d_lt_70) | (roc_9_1d_lt_20)) # 1d down move, 4h high & overbought & ((rsi_3_1d_gt_45) | aroonu_14_4h_lt_80 | (roc_9_4h_lt_30)) # 1d down move, 1h high, 1d overbought & ((rsi_3_1d_gt_60) | aroonu_14_1h_lt_80 | (roc_9_1d_lt_80)) # 1d down move, 15m still high, 1d overbought & ((rsi_3_1d_gt_65) | (aroonu_14_15m_lt_40) | (roc_9_1d_lt_100)) # 1d down move, 4h & 1d high & ((rsi_3_1d_gt_65) | (roc_9_4h_lt_10) | (roc_9_1d_lt_10)) # 5m still high, 1h down move, 15m still high, 1h high & ((rsi_3_lt_40) | (rsi_3_1h_gt_30) | (aroonu_14_15m_lt_50) | (aroonu_14_4h_lt_90)) # 5m still high, 15m high & ((rsi_3 < 45.0) | (aroonu_14_15m_lt_70)) # 5m still high, 1h down move, 4h high & ((rsi_3_lt_50) | (rsi_3_1h_gt_30) | aroonu_14_4h_lt_100) # 15m down move, 1h high & ((rsi_14_15m > 25.0) | (stochrsi_k_1h_lt_80)) # 15m down move, 4h & 1d high & ((rsi_14_15m > 30.0) | (stochrsi_k_4h_lt_90) | (stochrsi_k_1d_lt_70)) # 1h downtrend, 4h high, 1d downtrend & ((cmf_20_1h_gt_neg_0_20) | (stochrsi_k_4h_lt_90) | (cmf_20_1d_gt_neg_0_25)) # 15m & 1h high, 1d overbought & ((aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_100) | (roc_9_1d_lt_20)) # 4h high, 4h & 1d overbought & ((aroonu_14_4h_lt_80) | (roc_9_4h_lt_20) | (roc_9_1d_lt_20)) # 4h & 1d high, 1d overbought & ((aroonu_14_4h_lt_85) | (aroonu_14_1d_lt_85) | (roc_9_1d_lt_60)) # 4h & 1d high, 1d overbought & ((aroonu_14_4h_lt_100) | (aroonu_14_1d_lt_100) | (roc_9_1d_lt_30)) # 1d still high, 4h & 1d downtrend & ((aroonu_14_1d_lt_50) | (roc_9_4h_gt_neg_20) | (roc_9_1d_gt_neg_30)) # 1d high, 4h & 1d overbought & ((aroonu_14_1d_lt_100) | (roc_9_4h_lt_100) | (roc_9_1d_lt_200)) # 1h & 4h & 1d overbought & ((roc_9_1h_lt_20) | (roc_9_4h_lt_100) | (roc_9_1d_lt_200)) # 4h top wick, 15m & 1h down move & ((top_wick_pct_4h < 10.0) | (rsi_3_15m_gt_15) | (rsi_3_1h_gt_40)) # 4h top wick, 1h down move, 1h high & ((top_wick_pct_4h < 10.0) | (rsi_3_1h_gt_30) | aroonu_14_1h_lt_70) # 1d red, 1h down move, 1h still high & ((change_pct_1d_gt_neg_15) | (rsi_3_1h_gt_25) | (aroonu_14_1h_lt_50)) # 1d P&D, 1h high & ((change_pct_1d_gt_neg_15) | (change_pct_1d_shift_288 < 15.0) | (stochrsi_k_1h_lt_80)) # 1d P&D, 1d downtrend & ((change_pct_1d_gt_neg_5) | (change_pct_1d_shift_288 < 30.0) | (cmf_20_1d_gt_neg_0_10)) # 1d P&D, 15m high & ((change_pct_1d_gt_neg_10) | (change_pct_1d_shift_288 < 40.0) | (aroonu_14_15m_lt_50)) # 1d P&D, 1h high & ((change_pct_1d_gt_neg_10) | (change_pct_1d_shift_288 < 40.0) | (stochrsi_k_1h_lt_70)) # 1d red with top wick, 1h high & ((change_pct_1d_gt_neg_10) | (top_wick_pct_1d_lt_10) | aroonu_14_1h_lt_80) # 1d green, 4m down move, 4h high & ((change_pct_1d_lt_25) | (rsi_3_4h_gt_55) | (aroonu_14_4h_lt_50)) # 1d green with top wick, 1d low & ((change_pct_1d_lt_25) | (top_wick_pct_1d_lt_10) | (cmf_20_1d_gt_neg_0_20)) # 1d top wick, 1h still high & ((top_wick_pct_1d_lt_25) | (aroonu_14_1h_lt_50)) # 1d top wick, 4h still high & ((top_wick_pct_1d_lt_30) | (stochrsi_k_4h_lt_50)) # 1d top wick, 1h down move & ((top_wick_pct_1d_lt_50) | (rsi_3_1h_gt_30)) # big drop in last hough, 4h down move, 1h still not low enough & ((close > (close_max_12 * 0.90)) | (rsi_3_4h_gt_10) | (stochrsi_k_1h_lt_30)) # big drop in the last 12 days, 1h down move, 1h high & ((close > (high_max_12_1d * 0.35)) | (rsi_3_1h_gt_35) | aroonu_14_1h_lt_70) # big drop in the last 20 days, 1h down move, 1h high & ((close > (high_max_20_1d * 0.30)) | (rsi_3_1h_gt_30) | (stochrsi_k_1h < 75.0)) # big drop in the last 20 days, 1d high, 1d downtrend & ((close > (high_max_20_1d * 0.20)) | (stochrsi_k_1d_lt_70) | (roc_9_1d_gt_neg_15)) ) # Logic long_entry_logic.append( (rsi_14 < 30.0) & (aroonu_14_lt_25) & (aroond_14_gt_75) & (stochrsi_k_lt_20) & (ema_9 < (ema_26 * 0.982)) & (close < sma_9) ) # Condition #164 - 4h opening-range fakeout (Long, experimental). if long_entry_condition_index == 164: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) # Logic long_entry_logic.append( # only fade a downside break into an already-deeply-sold 4h (a flush into oversold = spring) ((willr_14_4h < -70.0) | (stoch_k_4h < 40.0)) # prev 5m candle CLOSED below the day's first-4h range low; current closes back INSIDE & (np_shift(close, 1) < orange_l) & (close > orange_l) & (close < orange_h) ) # Condition #165 - Fib golden-pocket continuation (Long, experimental, RAW — The Moving Average port). if long_entry_condition_index == 165: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append((sqz_cnt_24 > 14) | (mfi_14_1d < 45.0) | (willr_14_4h < -50.0)) # Logic # retrace depth of the 48-candle impulse (0 = at the high, 1 = at the low) _fib_rng_165 = close_max_48 - close_min_48 _fib_retr_165 = (close_max_48 - close) / _fib_rng_165 long_entry_logic.append( # trend filter (video: "only clear trends") + impulse quality (never draw fibs in chop) (ema_12_4h > ema_200_4h) # R1 (eyeball): only a CLEAN ACTIVE uptrend — whipsaw chop (RIVER) has rsi_4h ~50 and stale 4h highs & (rsi_14_4h > 55.0) & (aroonu_14_4h > 70.0) # R1: anti-blow-off — don't buy the retrace of a parabolic final leg (ARIA top) & (roc_9_1d < 30.0) & ((close_max_48 - close_min_48) > (close_min_48 * 0.04)) # golden pocket: FIRST entry into the 0.5-0.618 retrace band of the 48-candle impulse (from above) & (np_shift(_fib_retr_165, 1) < 0.5) & (_fib_retr_165 >= 0.5) & (_fib_retr_165 <= 0.618) ) # Condition #166 - Squeeze Momentum release (Long, experimental, RAW — LazyBear port). if long_entry_condition_index == 166: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m down move & washed out, 15m uptrend, 1h still high, 1d up move ((rsi_3 > 85.0) | (aroonu_14_15m_lt_90) | (roc_9_1d_lt_15) | (stochrsi_k > 90.0) | (stochrsi_k_1h < 15.0)) # 5m down move, 15m still high, 1h down move, 4h downtrend & still high & ( (rsi_3 > 85.0) | (stochrsi_k_15m_lt_60) | (aroonu_14_4h > 65.0) | (stochrsi_k_4h_lt_20) | (rsi_3_1h_gt_55) ) # 5m down move, 15m downtrend, 4h down move & downtrend & still high & ( (rsi_3 > 90.0) | (rsi_3_4h_gt_40) | (aroonu_14_4h_gt_10) | (stochrsi_k_4h < 25.0) | (aroonu_14_15m_gt_60) ) # 5m & 1h down move & ((rsi_3 > 70) | (rsi_3_1h_gt_60)) # 5m down move, 1d overbought & ((rsi_3 > 85) | (roc_9_1d_lt_60)) # 5m down move & washed out, 15m up move, 1h uptrend, 1d washed out & ( (rsi_3 > 85.0) | (aroonu_14_1h_lt_60) | (stochrsi_k_1d_gt_50) | (stochrsi_k > 85.0) | (rsi_3_15m < 45.0) ) # 5m down move, 15m down move, 4h down move & uptrend & washed out & ((rsi_3 > 85.0) | (rsi_3_4h_gt_55) | (rsi_3_15m > 70.0) | (aroonu_14_4h_lt_75) | (stochrsi_k_4h > 25.0)) # 5m down move, 15m overbought, 1h low & ((rsi_3 > 90) | (roc_9_15m < 1.5) | (aroonu_14_1h_gt_10)) # 5m down move, 1h down move & still high, 1d downtrend & down move & ((rsi_3 > 90.0) | (rsi_3_1h_gt_45) | (aroonu_14_1d > 65.0) | (stochrsi_k_1h < 10.0) | (rsi_3_1d > 70.0)) # 5m down move, 15m downtrend, 1h down move & downtrend, 1d down move & ((rsi_3 > 95.0) | (rsi_3_1h_gt_45) | (rsi_3_1d > 75.0) | (aroonu_14_15m > 25.0) | (aroonu_14_1h > 65.0)) # 5m not oversold, 15m up move & ((rsi_14 > 60.0) | (rsi_3_15m > 65.0)) # 5m overbought, 15m overbought & down move, 1h uptrend, 1d uptrend & ( (stochrsi_k < 80.0) | (aroonu_14_1h_lt_25) | (stochrsi_k_15m < 95.0) | (aroonu_14_1d < 95.0) | (rsi_3_15m > 90.0) ) # 5m overbought, 15m overbought, 1h up move & washed out, 4h uptrend & ( (stochrsi_k < 90.0) | (aroonu_14_4h_lt_60) | (stochrsi_k_15m < 85.0) | (rsi_3_1h_lt_60) | (stochrsi_k_1h > 55.0) ) # 5m overbought, 1h up move & washed out, 4h uptrend & washed out & ( (stochrsi_k < 90.0) | (aroonu_14_4h_lt_75) | (stochrsi_k_4h_gt_40) | (rsi_3_1h_lt_60) | (stochrsi_k_1h > 35.0) ) # 5m overbought, 15m overbought, 1h up move & downtrend, 1d up move & ( (stochrsi_k < 90.0) | (roc_9_1d_lt_10) | (stochrsi_k_15m < 85.0) | (rsi_3_1h_lt_60) | (aroonu_14_1h_gt_60) ) # 5m overbought & down move, 1h still high, 1d down move & downtrend & ( (stochrsi_k < 90.0) | (rsi_3_1d_gt_55) | (aroonu_14_1d > 80.0) | (stochrsi_k_1h < 25.0) | (rsi_3 > 95.0) ) # 5m overbought, 15m still high, 4h washed out & up move & down move & ( (stochrsi_k < 90.0) | (stochrsi_k_15m_lt_50) | (stochrsi_k_4h > 25.0) | (rsi_3_4h < 45.0) | (roc_9_4h > 5.0) ) # 5m high, 15m down move & ((stochrsi_k < 85) | (rsi_3_15m_gt_55)) # 5m overbought, 1h up move, 4h down move & washed out, 1d up move & ((stochrsi_k < 90.0) | (roc_9_1d_lt_15) | (rsi_3_1h_lt_60) | (roc_9_4h > 5.0) | (stochrsi_k_4h > 55.0)) # 15m down move, 1d downtrend & ((rsi_3_15m_gt_40) | (roc_9_1d > 20)) # 15m down move, 1d extended & ((rsi_3_15m_gt_40) | (roc_9_1d_lt_100)) # 15m down move & still not low enough, 1h high & ((rsi_3_15m_gt_55) | (aroonu_14_15m_lt_20) | (aroonu_14_1h_lt_80)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_55) | (aroonu_14_15m_lt_75) | (rsi_3_4h_gt_50)) # 15m down move, 4h overbought, 1d high & ((rsi_3_15m_gt_55) | (roc_9_4h_lt_20) | (stochrsi_k_1d_lt_80)) # 15m & 1h down move & ((rsi_3_15m_gt_55) | (rsi_3_1h_gt_35)) # 15m & 4h down move, 15m high & ((rsi_3_15m_gt_55) | (stochrsi_k_15m_lt_70) | (rsi_3_4h_gt_20)) # 15m up move, 1d on the floor & up move & ((rsi_3_15m_lt_75) | (stochrsi_k_1d_gt_10) | (rsi_3_1d < 50.0)) # 5m washed out, 15m up move, 1h money coming in & ((rsi_3_15m_lt_90) | (mfi_14_1h < 80.0) | (stochrsi_k > 85.0)) # 5m down move, 15m uptrend & washed out, 1h uptrend & up move & ( (aroonu_14_15m_lt_25) | (aroonu_14_1h_lt_90) | (rsi_3 > 85.0) | (rsi_3_1h_lt_75) | (stochrsi_k_15m_gt_70) ) # 15m uptrend, 1h downtrend & still high, 1d down move & ( (aroonu_14_15m_lt_40) | (rsi_3_1d_gt_55) | (aroonu_14_1h > 80.0) | (roc_9_1d > 20.0) | (stochrsi_k_1h < 25.0) ) # 5m down move, 15m uptrend, 4h overbought, 1d washed out & up move & ( (aroonu_14_15m_lt_40) | (stochrsi_k_4h_lt_80) | (stochrsi_k_1d > 35.0) | (roc_9_1d_lt_15) | (rsi_3 > 90.0) ) # 5m down move, 15m uptrend, 1h down move & downtrend, 1d washed out & ( (aroonu_14_15m_lt_90) | (rsi_3_1h_gt_55) | (rsi_3 > 85.0) | (stochrsi_k_1d > 85.0) | (aroonu_14_1h > 25.0) ) # 15m still not low enough, 1h down move, 1d still high & ((aroonu_14_15m_lt_20) | (rsi_3_1h_gt_65) | (stochrsi_k_1d_lt_50)) # 15m still not low enough, 1h down move & high & ((aroonu_14_15m_lt_20) | (rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_80)) # 15m still not low enough, 4h & 1d down move & ((aroonu_14_15m_lt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_40)) # 15m still not low enough, 1h still high, 4h high & ((aroonu_14_15m_lt_20) | (stochrsi_k_1h_lt_40) | (stochrsi_k_4h_lt_80)) # 15m & 1h still not low enough, 4h down move & ((aroonu_14_15m_lt_25) | (aroonu_14_1h_lt_20) | (rsi_3_4h_gt_50)) # 15m still not low enough, 1h high, 1d overbought & ((aroonu_14_15m_lt_25) | (aroonu_14_1h_lt_80) | (roc_9_1d_lt_30)) # 15m still not low enough, 1h overbought, 1d down move & ((aroonu_14_15m_lt_25) | (roc_9_1h_lt_10) | (rsi_3_1d_gt_60)) # 15m still not low enough, 1h overbought & ((aroonu_14_15m_lt_25) | (roc_9_1h_lt_50)) # 15m still not low enough, 1h down move, 4h high & ((aroonu_14_15m_lt_25) | (rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_80)) # 15m still not low enough, 1h & 1d down move & ((aroonu_14_15m_lt_25) | (rsi_3_1h_gt_40) | (rsi_3_1d_gt_40)) # 15m still not low enough, 1h down move, 4h high & ((aroonu_14_15m_lt_25) | (rsi_3_1h_gt_50) | (aroonu_14_4h_lt_70)) # 15m still not low enough, 1h down move, 1d high & ((aroonu_14_15m_lt_25) | (rsi_3_1h_gt_65) | (aroonu_14_1d_lt_90)) # 15m still not low enough, 1h down move, 1d overbought & ((aroonu_14_15m_lt_25) | (rsi_3_1h_gt_65) | (roc_9_1d_lt_10)) # 15m still not low enough, 15m & 4h high & ((aroonu_14_15m_lt_25) | (stochrsi_k_15m_lt_70) | (stochrsi_k_4h_lt_80)) # 15m still not low enough, 15m & 1d high & ((aroonu_14_15m_lt_25) | (stochrsi_k_15m_lt_80) | (stochrsi_k_1d_lt_70)) # 15m still not low enough, 1h high, 1d overbought & ((aroonu_14_15m_lt_25) | (stochrsi_k_1h_lt_80) | (roc_9_1d_lt_20)) # 15m still not low enough, 4h still high, 1d high & ((aroonu_14_15m_lt_25) | (stochrsi_k_4h_lt_40) | (stochrsi_k_1d_lt_80)) # 5m overbought, 15m uptrend, 4h up move, 1d washed out & ((aroonu_14_15m_lt_40) | (roc_9_4h_lt_15) | (stochrsi_k_1d > 35.0) | (stochrsi_k < 80.0)) # 15m still high, 1h down move & ((aroonu_14_15m_lt_40) | (rsi_3_1h_gt_10)) # 15m still high, 1h & 1d high & ((aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_80) | (stochrsi_k_1d_lt_80)) # 15m still high, 4h high, 1d overbought & ((aroonu_14_15m_lt_50) | (aroonu_14_4h_lt_90) | (roc_9_1d_lt_50)) # 15m high, 1h still high, 4h down move & ((aroonu_14_15m_lt_75) | (aroonu_14_1h_lt_40) | (rsi_3_4h_gt_65)) # 15m & 1h high, 1d down move & ((aroonu_14_15m_lt_75) | (aroonu_14_1h_lt_80) | (rsi_3_1d_gt_65)) # 15m uptrend, 1h uptrend & down move, 1d down move & ((aroonu_14_15m_lt_75) | (aroonu_14_1h_lt_90) | (roc_9_1d > 5.0) | (rsi_3_1h > 70.0)) # 15m high, 4h down move & ((aroonu_14_15m_lt_75) | (stochrsi_k_15m_lt_80) | (rsi_3_4h_gt_40)) # 15m & 1h & 4h high & ((aroonu_14_15m_lt_75) | (stochrsi_k_1h_lt_60) | (aroonu_14_4h_lt_90)) # 15m & 1h high, 4h down move & ((aroonu_14_15m_lt_75) | (stochrsi_k_1h_lt_80) | (rsi_3_4h_gt_65)) # 15m high, 1h downtrend & ((aroonu_14_15m_lt_80) | (roc_9_1h_gt_neg_25)) # 15m uptrend & washed out, 1h down move & ((aroonu_14_15m_lt_80) | (rsi_3_1h_gt_50) | (stochrsi_k_15m > 35.0)) # 15m uptrend & overbought, 1d down move & ((aroonu_14_15m_lt_90) | (rsi_3_1d_gt_40) | (stochrsi_k_15m < 85.0)) # 5m still high, 15m still high & down move, 4h down move & still high & ( (stochrsi_k_15m_lt_60) | (roc_9_4h > 5.0) | (rsi_3_15m > 70.0) | (stochrsi_k_4h_lt_20) | (stochrsi_k < 70.0) ) # 15m still high, 1h down move, 4h downtrend, 1d washed out & uptrend & ( (stochrsi_k_15m_lt_60) | (rsi_3_1h_gt_65) | (aroonu_14_4h_gt_30) | (stochrsi_k_1d > 75.0) | (aroonu_14_1d_lt_60) ) # 15m still high, 1h still high, 4h uptrend, 1d down move & downtrend & ( (stochrsi_k_15m_lt_70) | (rsi_3_1d_gt_65) | (aroonu_14_1d > 80.0) | (stochrsi_k_1h < 25.0) | (aroonu_14_4h < 5.0) ) # 5m overbought, 15m overbought, 1h up move, 4h uptrend & washed out & ( (stochrsi_k_15m_lt_80) | (aroonu_14_4h_lt_90) | (stochrsi_k_4h_gt_60) | (rsi_3_1h_lt_65) | (stochrsi_k < 85.0) ) # 15m overbought, 1h still high & down move, 1d down move & washed out & ( (stochrsi_k_15m_lt_80) | (roc_9_1d > 25.0) | (stochrsi_k_1d > 65.0) | (stochrsi_k_1h < 15.0) | (rsi_3_1h > 75.0) ) # 15m overbought & downtrend, 1h up move, 4h downtrend, 1d still high & ( (stochrsi_k_15m_lt_80) | (stochrsi_k_1d_lt_70) | (rsi_3_1h_lt_60) | (aroonu_14_15m_gt_40) | (aroonu_14_4h > 75.0) ) # 15m still not low enough, 1h & 1d high & ((stochrsi_k_15m_lt_30) | (aroonu_14_1h_lt_80) | (stochrsi_k_1d_lt_80)) # 15m & 4h still not low enough, 1h down move & ((stochrsi_k_15m_lt_30) | (rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_10)) # 15m & 4h still not low enough, 1h down move & ((stochrsi_k_15m_lt_30) | (rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_20)) # 15m still not low enough, 1h high, 1d down move & ((stochrsi_k_15m_lt_30) | (stochrsi_k_1h_lt_80) | (rsi_3_1d_gt_55)) # 15m & 1h still high, 1d high & ((stochrsi_k_15m_lt_40) | (aroonu_14_1h_lt_50) | (stochrsi_k_1d_lt_90)) # 15m still high, 4h overbought, 1d downtrend & ((stochrsi_k_15m_lt_40) | (roc_9_4h_lt_20) | (roc_9_1d > 35)) # 15m still high, 1h down move, 4h high & ((stochrsi_k_15m_lt_40) | (rsi_3_1h_gt_50) | (aroonu_14_4h_lt_90)) # 15m still high, 1h down move & high & ((stochrsi_k_15m_lt_40) | (rsi_3_1h_gt_60) | (aroonu_14_1h_lt_60)) # 15m & 1h still high, 1h down move & ((stochrsi_k_15m_lt_40) | (rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_40)) # 15m still high, 1h down move, 4h high & ((stochrsi_k_15m_lt_40) | (rsi_3_1h_gt_65) | (stochrsi_k_4h_lt_60)) # 15m still high, 1d high & overbought & ((stochrsi_k_15m_lt_40) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_60)) # 15m & 1h still high, 4h down move & ((stochrsi_k_15m_lt_40) | (stochrsi_k_1h_lt_40) | (rsi_3_4h_gt_50)) # 15m & 4h still high, 1d down move & ((stochrsi_k_15m_lt_50) | (aroonu_14_4h_lt_40) | (rsi_3_1d_gt_65)) # 15m still high, 1d down move & high & ((stochrsi_k_15m_lt_50) | (rsi_3_1d_gt_50) | (stochrsi_k_1d_lt_80)) # 15m still high, 1d down move & high & ((stochrsi_k_15m_lt_50) | (rsi_3_1d_gt_65) | (aroonu_14_1d_lt_60)) # 15m still high, 1h down move & overbought & ((stochrsi_k_15m_lt_50) | (rsi_3_1h_gt_50) | (roc_9_1h_lt_10)) # 15m still high, 1h & 1d high & ((stochrsi_k_15m_lt_50) | (stochrsi_k_1h_lt_80) | (aroonu_14_1d_lt_80)) # 15m still high, 4h high, 1d overbought & ((stochrsi_k_15m_lt_50) | (stochrsi_k_4h_lt_80) | (roc_9_1d_lt_40)) # 15m & 4h high, 1h still not low enough & ((stochrsi_k_15m_lt_60) | (aroonu_14_1h_lt_30) | (stochrsi_k_4h_lt_60)) # 15m high, 1h down move, 4h still not low enough & ((stochrsi_k_15m_lt_60) | (rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_20)) # 15m high, 1h down move, 4h overbought & ((stochrsi_k_15m_lt_60) | (rsi_3_1h_gt_50) | (roc_9_4h_lt_5)) # 15m & 1d high, 4h still high & ((stochrsi_k_15m_lt_60) | (stochrsi_k_4h_lt_40) | (stochrsi_k_1d_lt_90)) # 15m & 4h high, 1d down move & ((stochrsi_k_15m_lt_60) | (stochrsi_k_4h_lt_80) | (rsi_3_1d_gt_50)) # 15m high, 1h still not low enough, 4h downtrend & ((stochrsi_k_15m_lt_70) | (aroonu_14_1h_lt_20) | (roc_9_4h_gt_neg_10)) # 15m high, 1h still not low enough & ((stochrsi_k_15m_lt_70) | (aroonu_14_1h_lt_30) | (stochrsi_k_1h_lt_20)) # 15m & 1h & 4h high & ((stochrsi_k_15m_lt_70) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_90)) # 15m still high, 1h uptrend, 4h washed out, 1d downtrend & ((stochrsi_k_15m_lt_70) | (aroonu_14_1h_lt_75) | (stochrsi_k_4h > 25.0) | (aroonu_14_1d > 45.0)) # 15m high, 1h & 1d down move & ((stochrsi_k_15m_lt_70) | (rsi_3_1h_gt_50) | (rsi_3_1d_gt_55)) # 15m & 1h high, 1h down move & ((stochrsi_k_15m_lt_70) | (rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_60)) # 15m overbought, 1h uptrend, 4h downtrend & ((stochrsi_k_15m_lt_80) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_gt_10)) # 15m high, 1h down move & still not low enough & ((stochrsi_k_15m_lt_80) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_20)) # 15m high, 1h down move & still not low enough & ((stochrsi_k_15m_lt_80) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_20)) # 15m high, 4h down move & overbought & ((stochrsi_k_15m_lt_80) | (rsi_3_4h_gt_30) | (roc_9_4h_lt_5)) # 15m & 4h & 1d high & ((stochrsi_k_15m_lt_80) | (stochrsi_k_4h_lt_60) | (stochrsi_k_1d_lt_70)) # 5m up move, 15m up move & still high, 4h down move, 1d down move & ((roc_9_15m < 1.5) | (roc_9_1d > 25.0) | (rsi_3_lt_90) | (stochrsi_k_15m_lt_50) | (roc_9_4h > 10.0)) # 15m downtrend, 1h down move & still high, 4h on the floor, 1d down move & ( (rsi_3_1h_gt_35) | (roc_9_1d > 30.0) | (stochrsi_k_4h > 5.0) | (stochrsi_k_1h < 35.0) | (aroonu_14_15m_gt_10) ) # 1h down move & still high & uptrend, 4h down move, 1d washed out & ( (rsi_3_1h_gt_45) | (rsi_3_4h_gt_40) | (stochrsi_k_1h < 10.0) | (stochrsi_k_1d > 75.0) | (aroonu_14_1h < 5.0) ) # 5m washed out, 15m still high, 1h down move & still high, 4h still high & ( (rsi_3_1h_gt_65) | (stochrsi_k_4h_lt_30) | (stochrsi_k > 85.0) | (stochrsi_k_1h < 45.0) | (stochrsi_k_15m < 25.0) ) # 1h down move, 1d down move & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_30)) # 1h down move & still not low enough, 4h high & ((rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_20) | (aroonu_14_4h_lt_80)) # 1h & 1d down move, 4h still not low enough & ((rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_20) | (rsi_3_1d_gt_40)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_20)) # 1h down move & still high, 4h overbought & ((rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_40) | (roc_9_4h_lt_10)) # 5m washed out, 1h down move & uptrend, 4h down move & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_75) | (roc_9_4h > 0.0) | (stochrsi_k > 95.0)) # 1h down move & uptrend & still high, 4h downtrend & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_80) | (stochrsi_k_1h < 65.0) | (aroonu_14_4h_gt_0)) # 1h down move & high, 1d overbought & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_60) | (roc_9_1d_lt_20)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_80) | (stochrsi_k_1d_lt_60)) # 5m up move, 15m down move, 1h down move, 4h down move & up move & ((rsi_3_1h_gt_50) | (roc_9_4h > 2.0) | (rsi_3_4h < 65.0) | (rsi_3_15m > 75.0) | (rsi_3 < 80.0)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_60) | (aroonu_14_1h_lt_80) | (aroonu_14_1d_lt_90)) # 1h down move, 4h high, 1d overbought & ((rsi_3_1h_gt_60) | (aroonu_14_4h_lt_90) | (roc_9_1d_lt_30)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_60) | (aroonu_14_4h_lt_90) | (stochrsi_k_1d_lt_90)) # 1h down move & washed out, 4h up move, 1d down move & ((rsi_3_1h_gt_60) | (roc_9_1d > 25.0) | (rsi_3_4h_lt_75) | (rsi_3_1d_gt_55) | (stochrsi_k_1h_gt_80)) # 1h & 1d down move, 1d overbought & ((rsi_3_1h_gt_60) | (rsi_3_1d_gt_60) | (roc_9_1d_lt_60)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_60) | (rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_40)) # 1h & 4h down move, 4h overbought & ((rsi_3_1h_gt_60) | (rsi_3_4h_gt_65) | (roc_9_4h_lt_5)) # 1h down move & still not low enough, 1d still high & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_20) | (aroonu_14_1d_lt_40)) # 1h down move & high, 1d still high & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_60) | (stochrsi_k_1d_lt_50)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_80) | (stochrsi_k_4h_lt_60)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_65) | (aroonu_14_1h_lt_60) | (stochrsi_k_1d_lt_90)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_65) | (aroonu_14_1h_lt_60) | (stochrsi_k_4h_lt_80)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_65) | (aroonu_14_4h_lt_60) | (stochrsi_k_1d_lt_90)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_65) | (stochrsi_k_1d_lt_70) | (roc_9_1d_lt_70)) # 1h down move & still high, 4h high & ((rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_40) | (stochrsi_k_4h_lt_80)) # 1h down move, 4h still not low enough, 1d high & ((rsi_3_1h_gt_65) | (stochrsi_k_4h_lt_20) | (stochrsi_k_1d_lt_80)) # 5m washed out & down move, 1h down move, 4h still high & ((rsi_3_1h_gt_65) | (stochrsi_k_4h_lt_70) | (stochrsi_k > 65.0) | (rsi_3 > 85.0)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_65) | (stochrsi_k_4h_lt_80) | (stochrsi_k_1d_lt_70)) # 15m uptrend, 1h money coming in & washed out, 1d washed out & ((cmf_20_1h < 0.2) | (stochrsi_k_1d_gt_30) | (stochrsi_k_1h > 35.0) | (aroonu_14_15m < 15.0)) # 5m overbought, 15m overbought, 1h uptrend, 1d down move & downtrend & ( (aroonu_14_1h_lt_30) | (rsi_3_1d_gt_55) | (stochrsi_k_15m < 85.0) | (stochrsi_k < 95.0) | (aroonu_14_1d > 80.0) ) # 15m uptrend, 1h uptrend & still high, 1d downtrend & down move & ( (aroonu_14_1h_lt_50) | (stochrsi_k_1h_lt_50) | (aroonu_14_1d > 90.0) | (roc_9_1d > 30.0) | (aroonu_14_15m < 15.0) ) # 1h still not low enough, 4h down move & high & ((aroonu_14_1h_lt_20) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_60)) # 1h still high, 1d down move & high & ((aroonu_14_1h_lt_40) | (rsi_3_1d_gt_65) | (stochrsi_k_1d_lt_60)) # 1h still high, 4h down move & overbought & ((aroonu_14_1h_lt_40) | (rsi_3_4h_gt_50) | (roc_9_4h_lt_20)) # 1h still high, 4h down move, 1d high & ((aroonu_14_1h_lt_40) | (rsi_3_4h_gt_60) | (stochrsi_k_1d_lt_90)) # 1h still high, 4h down move & ((aroonu_14_1h_lt_50) | (rsi_3_4h_gt_35)) # 1h uptrend, 4h down move, 1d extended & ((aroonu_14_1h_lt_60) | (rsi_3_4h_gt_50) | (roc_9_1d_lt_60)) # 1h high, 4h down move, 1d overbought & ((aroonu_14_1h_lt_60) | (rsi_3_4h_gt_60) | (roc_9_1d_lt_70)) # 1h & 1d high, 4h down move & ((aroonu_14_1h_lt_60) | (rsi_3_4h_gt_65) | (stochrsi_k_1d_lt_60)) # 1h & 4h & 1d high & ((aroonu_14_1h_lt_60) | (stochrsi_k_4h_lt_80) | (aroonu_14_1d_lt_80)) # 1h high, 1d down move & ((aroonu_14_1h_lt_75) | (rsi_3_1d_gt_60)) # 1h high, 4h & 1d overbought & ((aroonu_14_1h_lt_80) | (roc_9_4h_lt_70) | (roc_9_1d_lt_100)) # 1h uptrend, 1d down move & up move & ((aroonu_14_1h_lt_80) | (rsi_3_1d_gt_65) | (roc_9_1d_lt_40)) # 1h down move, 1h & 4h high & ((aroonu_14_1h_lt_80) | (rsi_3_1h_gt_60) | (aroonu_14_4h_lt_80)) # 1h high, 4h overbought & ((aroonu_14_1h_lt_80) | (stochrsi_k_1h_lt_80) | (roc_9_4h_lt_25)) # 1h still high & down move, 4h still high & downtrend, 1d down move & ( (stochrsi_k_1h_lt_20) | (stochrsi_k_4h_lt_50) | (aroonu_14_4h > 45.0) | (roc_9_1d > 25.0) | (rsi_3_1h > 85.0) ) # 5m washed out, 15m up move, 1h still high & down move, 4h uptrend & ( (stochrsi_k_1h_lt_30) | (aroonu_14_4h_lt_60) | (stochrsi_k > 70.0) | (rsi_3_1h > 80.0) | (rsi_3_15m < 35.0) ) # 15m down move & downtrend & still high, 1h still high, 1d overbought & ( (stochrsi_k_1h_lt_40) | (stochrsi_k_1d_lt_90) | (rsi_3_15m > 70.0) | (aroonu_14_15m_gt_40) | (stochrsi_k_15m_lt_30) ) # 15m down move, 1h still high & downtrend, 4h up move, 1d down move & ( (stochrsi_k_1h_lt_70) | (rsi_3_1d_gt_55) | (rsi_3_4h_lt_75) | (aroonu_14_1h > 80.0) | (rsi_3_15m > 90.0) ) # 5m washed out, 1h still high, 4h down move, 1d overbought & downtrend & ( (stochrsi_k_1h_lt_70) | (stochrsi_k_1d_lt_90) | (aroonu_14_1d > 95.0) | (stochrsi_k > 95.0) | (rsi_3_4h > 85.0) ) # 1h still not low enough, 4h down move & overbought & ((stochrsi_k_1h_lt_20) | (rsi_3_4h_gt_60) | (roc_9_4h_lt_10)) # 1h still not low enough, 4h down move & still high & ((stochrsi_k_1h_lt_20) | (rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_40)) # 1h still not low enough, 4h down move & high & ((stochrsi_k_1h_lt_20) | (rsi_3_4h_gt_65) | (stochrsi_k_4h_lt_60)) # 1h still not low enough, 4h & 1d high & ((stochrsi_k_1h_lt_20) | (stochrsi_k_4h_lt_80) | (aroonu_14_1d_lt_80)) # 1h still high, 4h down move & ((stochrsi_k_1h_lt_50) | (rsi_3_4h_gt_35)) # 1h & 4h high, 4h down move & ((stochrsi_k_1h_lt_60) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_60)) # 1h high, 4h down move, 1d overbought & ((stochrsi_k_1h_lt_60) | (rsi_3_4h_gt_60) | (roc_9_1d_lt_10)) # 1h & 1d high, 4h down move & ((stochrsi_k_1h_lt_60) | (rsi_3_4h_gt_65) | (stochrsi_k_1d_lt_80)) # 1h & 4h & 1d high & ((stochrsi_k_1h_lt_60) | (stochrsi_k_4h_lt_80) | (stochrsi_k_1d_lt_60)) # 1h & 4h & 1d high & ((stochrsi_k_1h_lt_80) | (stochrsi_k_4h_lt_60) | (aroonu_14_1d_lt_90)) # 1h & 4h & 1d high & ((stochrsi_k_1h_lt_80) | (stochrsi_k_4h_lt_60) | (stochrsi_k_1d_lt_90)) # 1h overbought, 4h down move & ((roc_9_1h_lt_10) | (rsi_3_4h_gt_60)) # 15m overbought, 1h up move & downtrend, 4h down move & uptrend & ( (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_90) | (rsi_3_1h_lt_65) | (aroonu_14_1h > 45.0) | (stochrsi_k_15m < 90.0) ) # 4h down move & uptrend & still high & ((rsi_3_4h_gt_20) | (aroonu_14_4h_lt_80) | (stochrsi_k_4h_lt_20)) # 4h down move & high, 1d overbought & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_60) | (roc_9_1d_lt_20)) # 4h down move & still not low enough, 1d still high & ((rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_20) | (stochrsi_k_1d_lt_50)) # 15m downtrend, 1h up move, 4h down move & uptrend, 1d extended & ((rsi_3_4h_gt_55) | (roc_9_1d_lt_80) | (rsi_3_1h_lt_60) | (aroonu_14_4h < 55.0) | (aroonu_14_15m_gt_30)) # 15m up move, 4h down move & up move & still high, 1d down move & ((rsi_3_4h_gt_55) | (rsi_3_1d_gt_40) | (roc_9_4h < -5.0) | (stochrsi_k_4h < 15.0) | (rsi_3_15m_lt_70)) # 4h down move & still not low enough, 1d overbought & ((rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_10) | (roc_9_1d_lt_40)) # 4h down move, 4h & 1d still high & ((rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_40) | (stochrsi_k_1d_lt_50)) # 4h & 1d down move, 4h high & ((rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_80) | (rsi_3_1d_gt_60)) # 4h down move & still high, 1d overbought & ((rsi_3_4h_gt_65) | (stochrsi_k_4h_lt_40) | (roc_9_1d_lt_30)) # 15m washed out, 1h washed out, 4h uptrend & washed out, 1d up move & ( (aroonu_14_4h_lt_75) | (roc_9_1d_lt_15) | (stochrsi_k_4h > 25.0) | (stochrsi_k_1h > 45.0) | (stochrsi_k_15m_gt_90) ) # 15m down move, 4h uptrend & down move, 1d overbought & down move & ( (aroonu_14_4h_lt_90) | (stochrsi_k_1d_lt_80) | (rsi_3_1d > 75.0) | (rsi_3_4h_gt_65) | (rsi_3_15m > 75.0) ) # 5m downtrend, 4h uptrend, 1d washed out & ((aroonu_14_4h_lt_80) | (stochrsi_k_1d_gt_40) | (aroonu_14 > 65.0)) # 5m downtrend, 4h uptrend, 1d up move & washed out & ((aroonu_14_4h_lt_90) | (roc_9_1d_lt_35) | (stochrsi_k_1d > 35.0) | (aroonu_14 > 95.0)) # 15m uptrend, 4h uptrend, 1d down move & on the floor & ((aroonu_14_4h_lt_90) | (rsi_3_1d_gt_65) | (stochrsi_k_1d_gt_10) | (aroonu_14_15m < 10.0)) # 5m down move & washed out, 4h uptrend, 1d overbought & ((aroonu_14_4h_lt_90) | (stochrsi_k_1d_lt_90) | (rsi_3 > 75.0) | (stochrsi_k > 85.0)) # 1h downtrend, 4h still high & downtrend, 1d down move & ( (stochrsi_k_4h_lt_50) | (rsi_3_1d_gt_60) | (aroonu_14_4h_gt_50) | (aroonu_14_1h > 80.0) | (roc_9_1d > 20.0) ) # 5m washed out, 1h still high, 4h still high, 1d still high & down move & ( (stochrsi_k_4h_lt_60) | (stochrsi_k_1d_lt_70) | (roc_9_1d > 10.0) | (stochrsi_k_1h < 65.0) | (stochrsi_k > 95.0) ) # 4h & 1d high, 1d down move & ((stochrsi_k_4h_lt_60) | (rsi_3_1d_gt_65) | (stochrsi_k_1d_lt_90)) # 4h & 1d high & ((stochrsi_k_4h_lt_80) | (aroonu_14_1d_lt_90) | (stochrsi_k_1d_lt_80)) # 4h overbought, 1d high & downtrend & ((roc_9_4h_lt_30) | (aroonu_14_1d_lt_75) | (roc_9_1d > 35)) # 4h overbought, 1d down move & ((roc_9_4h_lt_5) | (rsi_3_1d_gt_40)) # 1d down move & up move & ((rsi_3_1d_gt_30) | (roc_9_1d_lt_10)) # 1d down move & high & ((rsi_3_1d_gt_40) | (stochrsi_k_1d_lt_80)) # 5m overbought, 1h up move, 1d down move & downtrend & ((rsi_3_1d_gt_50) | (roc_9_1d > 25.0) | (stochrsi_k < 95.0) | (rsi_3_1h < 45.0) | (aroonu_14_1d > 80.0)) # 1d down move & overbought & ((rsi_3_1d_gt_50) | (roc_9_1d_lt_60)) # 15m downtrend, 1h washed out, 4h up move, 1d uptrend & extended & ( (aroonu_14_1d_lt_90) | (roc_9_1d_lt_60) | (aroonu_14_15m_gt_30) | (stochrsi_k_1h > 45.0) | (rsi_3_4h < 45.0) ) # 4h downtrend & up move, 1d still high & down move & ((stochrsi_k_1d_lt_60) | (roc_9_1d > 25.0) | (aroonu_14_4h_gt_0) | (rsi_3_1d_gt_55) | (roc_9_4h < 0.0)) # 5m up move, 1h up move, 1d overbought & down move & ((stochrsi_k_1d_lt_80) | (roc_9_1d > 25.0) | (rsi_3_1h_lt_80) | (rsi_3_1d > 70.0) | (rsi_3_lt_90)) # 1h uptrend, 4h up move, 1d overbought & down move & ((stochrsi_k_1d_lt_90) | (roc_9_1d > 30.0) | (rsi_3_1d > 70.0) | (rsi_3_4h_lt_80) | (aroonu_14_1h_lt_75)) ) # Logic long_entry_logic.append( # squeeze RELEASE this candle after a coil (>=12 of the prior 24 candles squeezed) (np_shift(sqz_on, 1) > 0.5) & (sqz_on < 0.5) & (np_shift(sqz_cnt_24, 1) >= 12.0) # expansion direction: close breaks through the upper band & (close > bbu_20_2_0) # the daily is not falling into the release — a coil breaking into a dead daily is a fake one & (roc_9_1d > 0.0) # and the daily trend itself has to be up: a squeeze release below the daily 200 EMA has # nothing to expand into, and it bled -12,025 across the four collapse windows & (close > ema_200_1d) # the 4h with it: the same release inside a 4h downtrend is a dead-cat break & (ema_12_4h > ema_200_4h) ) # Condition #167 - Engulfing continuation (Long, experimental, RAW — TradingLab port). if long_entry_condition_index == 167: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m down move & still high, 15m uptrend & overbought, 4h overbought ( (rsi_3 > 70.0) | (aroonu_14_15m_lt_80) | (stochrsi_k_15m < 95.0) | (stochrsi_k_4h_lt_90) | (stochrsi_k < 35.0) ) # 5m down move & downtrend & on the floor, 15m still high & uptrend & ( (rsi_3 > 70.0) | (stochrsi_k_15m_lt_50) | (aroonu_14 > 10.0) | (stochrsi_k > 5.0) | (aroonu_14_15m_lt_75) ) # 5m down move, 15m up move & uptrend, 1h downtrend, 1d overbought & ( (rsi_3 > 70.0) | (stochrsi_k_1d_lt_90) | (aroonu_14_1h_gt_10) | (rsi_3_15m < 65.0) | (aroonu_14_15m_lt_60) ) # 5m down move, 15m high & ((rsi_3 > 35) | (aroonu_14_15m_lt_90)) # 5m down move, 1d downtrend & ((rsi_3 > 40) | (aroonu_14_1d_gt_10)) # 5m & 15m down move & ((rsi_3 > 45) | (rsi_3_15m_gt_30)) # 5m down move, 4h high & ((rsi_3 > 45) | (stochrsi_k_4h_lt_90)) # 5m down move & still not low enough & ((rsi_3 > 50) | (aroonu_14_lt_25)) # 5m down move, 15m up move, 1d extended & ((rsi_3 > 60.0) | (roc_9_1d_lt_60) | (rsi_3_15m < 65.0)) # 5m down move & uptrend, 1d extended & ((rsi_3 > 60.0) | (roc_9_1d_lt_70) | (aroonu_14 < 80.0)) # 5m down move, 4h down move, 1d downtrend & ((rsi_3 > 60.0) | (rsi_3_4h_gt_50) | (aroonu_14_1d > 80.0)) # 5m down move, 15m still high, 1d up move & ((rsi_3 > 60.0) | (stochrsi_k_15m_lt_70) | (roc_9_1d_lt_30) | (rsi_3_1d_lt_95)) # 5m down move & uptrend, 15m up move & ((rsi_3 > 70.0) | (rsi_3_15m_lt_80) | (aroonu_14 < 80.0)) # 5m down move & uptrend, 4h down move & ((rsi_3 > 70.0) | (rsi_3_4h_gt_60) | (aroonu_14 < 95.0)) # 5m down move & still high, 15m still high & ((rsi_3 > 70.0) | (stochrsi_k_15m_lt_70) | (stochrsi_k < 55.0)) # 5m down move & uptrend, 15m overbought & ((rsi_3 > 70.0) | (stochrsi_k_15m_lt_80) | (aroonu_14 < 80.0)) # 5m up move, 1h down move & ((rsi_3_lt_95) | (rsi_3_1h_gt_60)) # 5m RSI high & base position low & ((rsi_14 < 68) | (ph_base_pos > 3)) # 5m rsi 20 low & downtrend & down move, 15m down move, 4h -DI low & ((rsi_20 > 60.0) | (minus_di_14_4h > 10.0) | (rsi_3_15m_gt_35) | (aroonu_14 > 0.0) | (rsi_3 > 60.0)) # 5m money leaving, 1h RSI high & ((cmf_20 > -0.1) | (rsi_14_1h_lt_80)) # 5m money leaving, 15m up move & ((cmf_20 > -0.1) | (rsi_3_15m_lt_85)) # 5m money leaving, 15m still high & ((mfi_14 > 30) | (stochrsi_k_15m_lt_60)) # money leaving the base while the 15m cci is stretched high & ((mfi_14 > 30.0) | (cci_20_15m < 70.0)) # 5m money leaving, 1h money leaving & ((mfi_14 > 40) | (cmf_20_1h_gt_neg_0_10)) # 5m uptrend, 1h downtrend, 4h still high, 1d overbought & down move & ( (aroonu_14_lt_30) | (stochrsi_k_1d_lt_80) | (aroonu_14_1h > 25.0) | (stochrsi_k_4h < 45.0) | (roc_9_1d > 35.0) ) # 5m uptrend & still high, 1h downtrend & down move, 4h still high & ( (aroonu_14_lt_30) | (stochrsi_k_lt_30) | (aroonu_14_1h > 25.0) | (rsi_3_1h_gt_65) | (stochrsi_k_4h_lt_50) ) # 5m still not low enough, 4h still high, 1d high & ((aroonu_14_lt_25) | (stochrsi_k_4h_lt_40) | (aroonu_14_1d_lt_90)) # 5m still not low enough, 4h still high & high & ((aroonu_14_lt_30) | (aroonu_14_4h_lt_40) | (stochrsi_k_4h_lt_70)) # 5m still not low enough, 15m down move, 1d high & ((aroonu_14_lt_30) | (rsi_3_15m_gt_55) | (aroonu_14_1d_lt_90)) # 5m still not low enough, 15m down move, 1h high & ((aroonu_14_lt_30) | (rsi_3_15m_gt_55) | (aroonu_14_1h_lt_70)) # 5m still not low enough, 1h down move, 1d high & ((aroonu_14_lt_30) | (rsi_3_1h_gt_60) | (aroonu_14_1d_lt_100)) # 5m still not low enough, 4h down move, 1d overbought & ((aroonu_14_lt_30) | (rsi_3_4h_gt_60) | (roc_9_1d_lt_150)) # 5m uptrend, 1d overbought & down move & ((aroonu_14_lt_30) | (stochrsi_k_1d_lt_80) | (rsi_3_1d_gt_55)) # 5m still not low enough, 1h still high, 4h high & ((aroonu_14_lt_30) | (stochrsi_k_1h_lt_40) | (stochrsi_k_4h_lt_80)) # 5m still not low enough, 1h & 1d high & ((aroonu_14_lt_30) | (stochrsi_k_1h_lt_70) | (stochrsi_k_1d_lt_80)) # 5m still not low enough, 15m high & ((aroonu_14_lt_30) | (stochrsi_k_lt_20) | (stochrsi_k_15m_lt_70)) # 5m still not low enough, 1h high & ((aroonu_14_lt_30) | (stochrsi_k_lt_30) | (aroonu_14_1h_lt_80)) # 5m still not low enough, 15m down move & ((aroonu_14_lt_30) | (stochrsi_k_lt_30) | (rsi_3_15m_gt_50)) # 5m AROOND high & 12-bar low high & ((aroond_14_lt_25) | (quad_s93_min_12 < 60)) # 5m still high, 15m overbought, 4h downtrend & still high, 1d overbought & ( (stochrsi_k_lt_30) | (stochrsi_k_15m_lt_80) | (aroonu_14_4h > 40.0) | (stochrsi_k_4h_lt_40) | (stochrsi_k_1d < 85.0) ) # 5m still high, 1h downtrend, 4h still high, 1d down move & uptrend & ( (stochrsi_k_lt_30) | (stochrsi_k_4h_lt_40) | (aroonu_14_1h > 15.0) | (rsi_3_1d > 75.0) | (aroonu_14_1d_lt_75) ) # 5m still not low enough, 1d high & ((stochrsi_k_lt_20) | (aroonu_14_1d_lt_90) | (stochrsi_k_1d_lt_70)) # 5m still high, 15m down move, 1h up move & ((stochrsi_k_lt_20) | (rsi_3_15m_gt_40) | (roc_9_1h_lt_20)) # 5m still high, 15m down move, 1d down move & ((stochrsi_k_lt_20) | (rsi_3_15m_gt_40) | (rsi_3_1d_gt_30)) # 5m still high, 15m down move & still high & ((stochrsi_k_lt_20) | (rsi_3_15m_gt_40) | (stochrsi_k_15m_lt_40)) # 5m still high, 15m down move, 1h overbought & ((stochrsi_k_lt_20) | (rsi_3_15m_gt_40) | (stochrsi_k_1h_lt_90)) # 5m still not low enough, 15m down move & high & ((stochrsi_k_lt_20) | (rsi_3_15m_gt_55) | (stochrsi_k_15m_lt_80)) # 5m still not low enough, 1h & 1d down move & ((stochrsi_k_lt_20) | (rsi_3_1h_gt_65) | (rsi_3_1d_gt_60)) # 5m & 15m still not low enough, 1d high & ((stochrsi_k_lt_30) | (aroonu_14_15m_lt_20) | (stochrsi_k_1d_lt_90)) # 5m still not low enough, 15m high, 1h still high & ((stochrsi_k_lt_30) | (aroonu_14_15m_lt_60) | (stochrsi_k_1h_lt_40)) # 5m still not low enough, 1d high & overbought & ((stochrsi_k_lt_30) | (aroonu_14_1d_lt_90) | (roc_9_1d_lt_20)) # 5m still high, 4h up move, 1d down move & ((stochrsi_k_lt_30) | (roc_9_1d > 30.0) | (roc_9_4h_lt_40)) # 5m still not low enough, 15m down move & high & ((stochrsi_k_lt_30) | (rsi_3_15m_gt_40) | (aroonu_14_15m_lt_90)) # 5m still not low enough, 15m & 4h down move & ((stochrsi_k_lt_30) | (rsi_3_15m_gt_40) | (rsi_3_4h_gt_50)) # 5m still not low enough, 15m down move & high & ((stochrsi_k_lt_30) | (rsi_3_15m_gt_55) | (stochrsi_k_15m_lt_70)) # 5m still not low enough, 4h down move & high & ((stochrsi_k_lt_30) | (rsi_3_4h_gt_65) | (stochrsi_k_4h_lt_60)) # 5m still high, 15m still high, 1h down move & uptrend & ((stochrsi_k_lt_30) | (stochrsi_k_15m_lt_40) | (roc_9_1h > 0.0) | (aroonu_14_1h_lt_80)) # 5m still not low enough, 15m & 1h still high & ((stochrsi_k_lt_30) | (stochrsi_k_15m_lt_50) | (stochrsi_k_1h_lt_50)) # 5m still high & down move, 15m overbought & ((stochrsi_k_lt_30) | (stochrsi_k_15m_lt_80) | (rsi_3 > 60.0)) # 5m still not low enough, 1h & 1d high & ((stochrsi_k_lt_30) | (stochrsi_k_1h_lt_70) | (stochrsi_k_1d_lt_70)) # 5m still not low enough, 4h & 1d high & ((stochrsi_k_lt_30) | (stochrsi_k_4h_lt_60) | (aroonu_14_1d_lt_90)) # 5m stoch 4 4 low & washed out, 4h -DI low & downtrend, 1d down move & ( (stoch_4_4 > 80.0) | (minus_di_14_4h > 10.0) | (aroonu_14_4h_gt_80) | (roc_9_1d > 15.0) | (stochrsi_k > 20.0) ) # 5m stoch 9 3 low & up move, 15m up move, 1d downtrend & up move & ((stoch_9_3 > 80.0) | (rsi_3_15m_lt_70) | (aroonu_14_1d > 65.0) | (roc_9_1d_lt_30) | (rsi_3 < 70.0)) # 5m willr 480 high, 15m RSI low & ((willr_480 < -5) | (rsi_14_15m > 60)) # 5m still high & down move, 15m down move, 4h still high, 1d downtrend & ( (rsi_3_15m_gt_55) | (stochrsi_k_4h_lt_70) | (aroonu_14_1d > 60.0) | (stochrsi_k < 45.0) | (rsi_3 > 60.0) ) # the 15m has not moved up and the hour is already topped out & ((rsi_3_15m > 30.0) | (stochrsi_k_1h_lt_80)) # 15m down move & high & ((rsi_3_15m_gt_35) | (stochrsi_k_15m_lt_70)) # 15m down move, 1h overbought & ((rsi_3_15m_gt_35) | (stochrsi_k_1h_lt_90)) # 15m down move, 15m & 1d high & ((rsi_3_15m_gt_40) | (aroonu_14_15m_lt_90) | (stochrsi_k_1d_lt_90)) # 15m down move, 4h money leaving & ((rsi_3_15m_gt_40) | (mfi_14_4h > 30)) # 15m down move, 1d down move & extended & ((rsi_3_15m_gt_40) | (rsi_3_1d_gt_65) | (roc_9_1d_lt_100)) # 15m & 4h down move, 4h high & ((rsi_3_15m_gt_40) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_90)) # 15m down move & high, 1h overbought & ((rsi_3_15m_gt_40) | (stochrsi_k_15m_lt_60) | (roc_9_1h_lt_20)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_40) | (stochrsi_k_15m_lt_60) | (stochrsi_k_1h_lt_90)) # 15m down move & high, 1h still high & ((rsi_3_15m_gt_40) | (stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_50)) # 15m & 1d down move, 4h high & ((rsi_3_15m_gt_40) | (stochrsi_k_4h_lt_80) | (rsi_3_1d_gt_65)) # 15m down move, 1h still high & downtrend, 1d down move & ((rsi_3_15m_gt_45) | (stochrsi_k_1h_lt_40) | (roc_9_1d > 10.0) | (aroonu_14_1h_gt_10)) # 15m down move, 1h WILLR high & downtrend, 1d down move & ((rsi_3_15m_gt_45) | (willr_14_1h < -45.0) | (roc_9_1d > 10.0) | (aroonu_14_1h_gt_10)) # 15m down move & high, 4h still high & ((rsi_3_15m_gt_50) | (aroonu_14_15m_lt_60) | (stochrsi_k_4h_lt_50)) # 15m down move, 1d downtrend & ((rsi_3_15m_gt_50) | (aroonu_14_1d_gt_10)) # 5m up move, 15m down move & still high, 1h up move, 1d up move & ((rsi_3_15m_gt_50) | (roc_9_1d_lt_30) | (rsi_3 < 75.0) | (stochrsi_k_15m < 45.0) | (rsi_3_1h_lt_80)) # 5m downtrend, 15m down move & still high, 1h up move, 1d down move & ((rsi_3_15m_gt_50) | (roc_9_1h_lt_10) | (roc_9_1d > 35.0) | (aroonu_14 > 10.0) | (stochrsi_k_15m < 45.0)) # 15m down move, 1h & 1d overbought & ((rsi_3_15m_gt_50) | (roc_9_1h_lt_40) | (roc_9_1d_lt_150)) # 15m & 1d down move, 1d high & ((rsi_3_15m_gt_50) | (rsi_3_1d_gt_40) | (stochrsi_k_1d_lt_70)) # 5m downtrend, 15m down move & still high, 1h up move & ((rsi_3_15m_gt_50) | (rsi_3_1h_lt_95) | (aroonu_14 > 10.0) | (stochrsi_k_15m_lt_40)) # 15m down move & still high, 1d overbought & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_40) | (roc_9_1d_lt_80)) # 15m down move & high, 4h overbought & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_70) | (roc_9_4h_lt_50)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_70)) # 15m down move, 1h overbought, 4h up move, 1d down move & ((rsi_3_15m_gt_50) | (stochrsi_k_1h_lt_80) | (roc_9_4h_lt_5) | (roc_9_1d > 20.0)) # 15m down move, 4h still high, 1d high & ((rsi_3_15m_gt_50) | (stochrsi_k_4h_lt_50) | (stochrsi_k_1d_lt_70)) # 15m down move, 15m & 1h still high & ((rsi_3_15m_gt_55) | (aroonu_14_15m_lt_50) | (stochrsi_k_1h_lt_50)) # 15m down move & high, 1d overbought & ((rsi_3_15m_gt_55) | (aroonu_14_15m_lt_80) | (roc_9_1d_lt_40)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_55) | (aroonu_14_15m_lt_80) | (rsi_3_1h_gt_60)) # 15m down move, 1h & 1d high & ((rsi_3_15m_gt_55) | (aroonu_14_1h_lt_80) | (stochrsi_k_1d_lt_70)) # 15m down move, 1h uptrend, 4h down move & ((rsi_3_15m_gt_55) | (aroonu_14_1h_lt_90) | (rsi_3_4h_gt_50)) # 5m up move, 15m down move & up move, 1d down move & ((rsi_3_15m_gt_55) | (roc_9_15m < 1.5) | (roc_9_1d > 30.0) | (rsi_3 < 65.0)) # 15m & 1d down move, 1h overbought & ((rsi_3_15m_gt_55) | (roc_9_1h_lt_30) | (rsi_3_1d_gt_65)) # 15m down move, 1h overbought & ((rsi_3_15m_gt_55) | (roc_9_1h_lt_80)) # 15m down move, 1h RSI high & down move, 1d down move & ((rsi_3_15m_gt_55) | (rsi_14_1h < 70.0) | (rsi_3_1h_gt_65) | (rsi_3_1d > 80.0)) # 15m down move, 1d down move & extended & ((rsi_3_15m_gt_55) | (rsi_3_1d_gt_50) | (roc_9_1d_lt_60)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_55) | (rsi_3_1h_gt_60) | (aroonu_14_1d_lt_90)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_55) | (rsi_3_4h_gt_30) | (aroonu_14_1d_lt_80)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_55) | (rsi_3_4h_gt_50) | (stochrsi_k_1d_lt_80)) # 15m & 1d down move, 15m still not low enough & ((rsi_3_15m_gt_55) | (stochrsi_k_15m_lt_30) | (rsi_3_1d_gt_50)) # 15m & 1d down move, 15m high & ((rsi_3_15m_gt_55) | (stochrsi_k_15m_lt_70) | (rsi_3_1d_gt_65)) # 15m down move & high, 1d downtrend & ((rsi_3_15m_gt_55) | (stochrsi_k_15m_lt_80) | (roc_9_1d_gt_neg_10)) # 15m down move & high, 1d overbought & ((rsi_3_15m_gt_55) | (stochrsi_k_15m_lt_80) | (roc_9_1d_lt_100)) # 15m up move, 4h money leaving & ((rsi_3_15m_lt_60) | (cmf_20_4h_gt_neg_0_30)) # 5m on the floor & up move, 15m up move, 1h roc 2 high & ((rsi_3_15m_lt_70) | (roc_2_1h < 5.0) | (stochrsi_k > 5.0) | (rsi_3 < 60.0)) # 15m up move, 1h money coming in & ((rsi_3_15m_lt_85) | (mfi_14_1h < 95)) # 15m up move, 1d low & ((rsi_3_15m_lt_90) | (aroonu_14_1d_gt_10)) # 15m up move & washed out, 4h washed out & ((rsi_3_15m_lt_90) | (stochrsi_k_4h_gt_40) | (stochrsi_k_15m_gt_90)) # 15m up move, 1d downtrend & ((rsi_3_15m_lt_97) | (aroonu_14_1d_gt_20)) # 15m downtrend, 4h ADX low & ((aroonu_14_15m_gt_10) | (adx_14_4h > 20)) # 15m downtrend, 1d downtrend & ((aroonu_14_15m_gt_10) | (aroonu_14_1d_gt_10)) # 15m downtrend, 1d daily range low & ((aroonu_14_15m_gt_10) | (range_pct_14_1d > 4)) # 15m downtrend & rising fast & ((aroonu_14_15m_gt_10) | (uo_7_14_28_change_pct_15m < 13)) # 15m downtrend, 1d top wick high & ((aroonu_14_15m_gt_20) | (top_wick_pct_1d_lt_10)) # 15m downtrend, 4h -DI high & ((aroonu_14_15m_gt_30) | (minus_di_14_4h < 20)) # 15m downtrend, 1h overbought & ((aroonu_14_15m_gt_40) | (stochrsi_k_1h_lt_90)) # the 15m making no new high while the hour is already maxed out & ((aroonu_14_15m_gt_60) | (rsi_3_1h_lt_90)) # 15m still high, 4h downtrend & ((aroonu_14_15m_lt_50) | (roc_9_4h_gt_neg_10)) # 15m & 1h & 4h high & ((aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_90) | (stochrsi_k_4h_lt_60)) # 15m down move & high, 1h still high & ((aroonu_14_15m_lt_60) | (rsi_3_15m_gt_45) | (stochrsi_k_1h_lt_40)) # 15m & 1h high, 15m still high & ((aroonu_14_15m_lt_60) | (stochrsi_k_15m_lt_40) | (stochrsi_k_1h_lt_80)) # 15m & 1h & 4h high & ((aroonu_14_15m_lt_60) | (stochrsi_k_1h_lt_70) | (stochrsi_k_4h_lt_80)) # 15m & 1h high & ((aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_90) | (stochrsi_k_1h_lt_90)) # 15m high, 1h down move, 1d overbought & ((aroonu_14_15m_lt_70) | (rsi_3_1h_gt_65) | (roc_9_1d_lt_150)) # 15m uptrend, 1h down move, 4h up move & ((aroonu_14_15m_lt_70) | (rsi_3_1h_gt_65) | (roc_9_4h_lt_25)) # 15m & 4h high, 4h down move & ((aroonu_14_15m_lt_70) | (rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_60)) # 15m & 1d high, 4h still high & ((aroonu_14_15m_lt_70) | (stochrsi_k_4h_lt_40) | (aroonu_14_1d_lt_90)) # 15m uptrend, 1d uptrend & down move & ((aroonu_14_15m_lt_75) | (aroonu_14_1d_lt_80) | (rsi_3_1d_gt_55)) # 5m down move & still high, 15m uptrend, 4h down move, 1d uptrend & ((aroonu_14_15m_lt_75) | (aroonu_14_1d_lt_90) | (rsi_3 > 60.0) | (stochrsi_k_lt_30) | (roc_9_4h > 5.0)) # 5m downtrend, 15m uptrend, 1h down move & downtrend & ((aroonu_14_15m_lt_75) | (rsi_3_1h_gt_65) | (aroonu_14_1h_gt_10) | (aroonu_14 > 25.0)) # 15m uptrend, 4h down move & ((aroonu_14_15m_lt_75) | (rsi_3_4h_gt_15)) # 5m on the floor & up move, 15m uptrend, 4h up move & ((aroonu_14_15m_lt_80) | (roc_9_4h_lt_20) | (stochrsi_k > 5.0) | (rsi_3 < 60.0)) # 5m down move, 15m uptrend, 1d AROOND low & downtrend & ((aroonu_14_15m_lt_90) | (aroond_14_1d > 5.0) | (aroonu_14_1d_gt_30) | (rsi_3 > 50.0)) # 5m up move, 15m uptrend, 1h down move, 4h down move & still high & ((aroonu_14_15m_lt_90) | (roc_9_4h > 5.0) | (rsi_3_1h_gt_65) | (stochrsi_k_4h < 75.0) | (rsi_3 < 80.0)) # 15m high, 1d down move & ((aroonu_14_15m_lt_90) | (rsi_3_1d_gt_60)) # 15m uptrend, 1h down move, 4h up move & ((aroonu_14_15m_lt_90) | (rsi_3_1h_gt_60) | (roc_9_4h_lt_20)) # 15m uptrend & washed out, 1h down move & ((aroonu_14_15m_lt_90) | (rsi_3_1h_gt_65) | (stochrsi_k_15m > 55.0)) # 15m & 4h high, 4h down move & ((aroonu_14_15m_lt_90) | (rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_80)) # 15m uptrend & washed out, 4h washed out & ((aroonu_14_15m_lt_90) | (stochrsi_k_15m_gt_50) | (stochrsi_k_4h > 25.0)) # 15m & 1h high, 15m still high & ((aroonu_14_15m_lt_90) | (stochrsi_k_15m_lt_50) | (aroonu_14_1h_lt_90)) # 15m high, 4h down move & ((aroonu_14_15m_lt_90) | (stochrsi_k_15m_lt_80) | (rsi_3_4h_gt_20)) # 15m & 4h high & ((aroonu_14_15m_lt_90) | (stochrsi_k_15m_lt_80) | (stochrsi_k_4h_lt_60)) # 15m uptrend, 1d overbought & down move & ((aroonu_14_15m_lt_90) | (stochrsi_k_1d_lt_90) | (rsi_3_1d > 85.0)) # 15m uptrend & washed out, 4h still high & ((aroonu_14_15m_lt_90) | (stochrsi_k_4h_lt_70) | (stochrsi_k_15m > 25.0)) # 15m & 4h & 1d high & ((aroonu_14_15m_lt_90) | (stochrsi_k_4h_lt_90) | (stochrsi_k_1d_lt_90)) # a 15m downtrend already maxed out with no hourly downtrend behind it & ((aroond_14_15m < 80.0) | (aroond_14_1h < 25.0)) # 5m down move, 15m still high & downtrend, 1h uptrend, 4h up move & ( (stochrsi_k_15m_lt_50) | (aroonu_14_1h_lt_90) | (aroonu_14_15m_gt_50) | (rsi_3_4h_lt_90) | (rsi_3 > 80.0) ) # 5m down move, 15m overbought, 1h downtrend & up move, 4h overbought & ( (stochrsi_k_15m_lt_80) | (stochrsi_k_4h_lt_90) | (aroonu_14_1h > 50.0) | (roc_9_1h < 5.0) | (rsi_3 > 75.0) ) # 15m on the floor, 4h UO low & ((stochrsi_k_15m_gt_10) | (uo_7_14_28_4h > 55)) # 15m washed out, 1d downtrend & ((stochrsi_k_15m_gt_20) | (aroonu_14_1d_gt_10)) # 15m washed out, 4h down move & ((stochrsi_k_15m_gt_30) | (rsi_3_4h_gt_60)) # 15m still high, 1h down move & downtrend & ((stochrsi_k_15m_lt_30) | (rsi_3_1h_gt_60) | (aroonu_14_1h_gt_10)) # 15m still high & downtrend, 1h down move & downtrend & ((stochrsi_k_15m_lt_30) | (rsi_3_1h_gt_65) | (aroonu_14_1h_gt_0) | (aroonu_14_15m > 15.0)) # 5m downtrend & up move, 15m still high & down move, 1d down move & ((stochrsi_k_15m_lt_40) | (roc_9_1d > 25.0) | (aroonu_14 > 0.0) | (rsi_3_15m_gt_35) | (rsi_3_lt_40)) # 15m still high, 1h & 1d down move & ((stochrsi_k_15m_lt_40) | (rsi_3_1h_gt_65) | (rsi_3_1d_gt_65)) # 15m still high, 1h & 1d high & ((stochrsi_k_15m_lt_40) | (stochrsi_k_1h_lt_80) | (aroonu_14_1d_lt_90)) # 15m still high, 1h high, 1d down move & ((stochrsi_k_15m_lt_40) | (stochrsi_k_1h_lt_80) | (rsi_3_1d_gt_65)) # 15m still high, 4h high & overbought & ((stochrsi_k_15m_lt_40) | (stochrsi_k_4h_lt_90) | (roc_9_4h_lt_5)) # 15m & 1h still high, 4h high & ((stochrsi_k_15m_lt_50) | (aroonu_14_1h_lt_40) | (stochrsi_k_4h_lt_70)) # 5m downtrend & still high, 15m still high, 4h -DI low & ((stochrsi_k_15m_lt_50) | (minus_di_14_4h > 10.0) | (aroonu_14 > 10.0) | (stochrsi_k < 70.0)) # 15m still high, 4h & 1d high & ((stochrsi_k_15m_lt_50) | (stochrsi_k_4h_lt_90) | (stochrsi_k_1d_lt_90)) # 15m & 1h high, 1d down move & ((stochrsi_k_15m_lt_60) | (aroonu_14_1h_lt_60) | (rsi_3_1d_gt_55)) # 15m high, 4h overbought, 1d downtrend & ((stochrsi_k_15m_lt_60) | (roc_9_4h_lt_5) | (roc_9_1d_gt_neg_10)) # 15m still high, 1h down move, 4h on the floor & ((stochrsi_k_15m_lt_60) | (rsi_3_1h_gt_65) | (stochrsi_k_4h > 15.0)) # 15m high, 4h down move & overbought & ((stochrsi_k_15m_lt_60) | (rsi_3_4h_gt_55) | (roc_9_4h_lt_15)) # 5m downtrend, 15m still high, 1d overbought & ((stochrsi_k_15m_lt_60) | (stochrsi_k_1d_lt_90) | (aroonu_14 > 0.0)) # 5m up move, 15m still high, 1h downtrend, 1d down move & ((stochrsi_k_15m_lt_70) | (roc_9_1d > 15.0) | (aroonu_14_1h_gt_0) | (rsi_3 < 75.0)) # 5m overbought, 15m still high, 4h up move & ((stochrsi_k_15m_lt_70) | (roc_9_4h_lt_5) | (stochrsi_k < 95.0)) # 15m & 1d high, 1d down move & ((stochrsi_k_15m_lt_70) | (rsi_3_1d_gt_60) | (stochrsi_k_1d_lt_80)) # 15m high, 1h still high, 1d overbought & ((stochrsi_k_15m_lt_70) | (stochrsi_k_1h_lt_50) | (roc_9_1d_lt_150)) # 15m & 1h high, 4h overbought & ((stochrsi_k_15m_lt_70) | (stochrsi_k_1h_lt_90) | (roc_9_4h_lt_70)) # 15m still high & rising fast & ((stochrsi_k_15m_lt_70) | (uo_7_14_28_change_pct_15m < 13)) # 15m overbought, 1h downtrend & still high, 4h money coming in & ((stochrsi_k_15m_lt_80) | (mfi_14_4h < 85.0) | (aroonu_14_1h > 50.0) | (stochrsi_k_1h < 15.0)) # 15m high, 1d overbought & ((stochrsi_k_15m_lt_80) | (roc_9_1d_lt_200)) # 15m overbought, 1h down move, 4h up move & ((stochrsi_k_15m_lt_80) | (roc_9_4h_lt_10) | (roc_9_1h > 0.0)) # 15m high, 4h overbought & ((stochrsi_k_15m_lt_80) | (roc_9_4h_lt_100)) # 15m & 1d high, 4h overbought & ((stochrsi_k_15m_lt_80) | (roc_9_4h_lt_50) | (stochrsi_k_1d_lt_90)) # 15m high, 1d down move & ((stochrsi_k_15m_lt_80) | (rsi_3_1d_gt_60)) # 15m overbought, 1d down move & downtrend & ((stochrsi_k_15m_lt_80) | (rsi_3_1d_gt_65) | (aroonu_14_1d_gt_0)) # 15m high, 4h down move & overbought & ((stochrsi_k_15m_lt_80) | (rsi_3_4h_gt_60) | (roc_9_4h_lt_15)) # 15m & 1d high, 4h down move & ((stochrsi_k_15m_lt_80) | (rsi_3_4h_gt_60) | (stochrsi_k_1d_lt_90)) # 15m high, 1h still high, 4h overbought & ((stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_50) | (roc_9_4h_lt_15)) # 15m overbought, 1h overbought & downtrend, 1d overbought & ((stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_80) | (stochrsi_k_1d_lt_90) | (aroonu_14_1h > 90.0)) # 15m & 1h high, 4h still high & ((stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_90) | (stochrsi_k_4h_lt_50)) # 15m & 4h high, 1d overbought & ((stochrsi_k_15m_lt_80) | (stochrsi_k_4h_lt_70) | (roc_9_1d_lt_60)) # 15m stochk 14 3 3 high, 4h -DI high & ((stochk_14_3_3_15m < 95) | (minus_di_14_4h < 20)) # 15m up move, 4h up move & on the floor & ((roc_9_15m < 1.5) | (roc_9_4h_lt_5) | (stochrsi_k_4h > 15.0)) # 15m overbought, 4h downtrend, 1d high & ((roc_9_15m < 10) | (roc_9_4h > 15) | (stochrsi_k_1d_lt_90)) # 15m overbought, 1d downtrend & ((roc_9_15m < 15) | (roc_9_1d > 15)) # 15m & 1d overbought & ((roc_9_15m < 30) | (roc_9_1d_lt_200)) # 15m down move, 1d extended & ((roc_9_15m > -1) | (roc_9_1d_lt_150)) # 15m down move, 4h up move & ((roc_9_15m > -1) | (roc_9_4h_lt_40)) # the 15m cci below its zero band with the daily money flow gone & ((cci_20_15m > 15.0) | (mfi_14_1d > 45.0)) # 1h down move, 4h down move & ((rsi_3_1h_gt_60) | (roc_9_4h > 2)) # 1h down move & still high, 1d up move & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_60) | (roc_9_1d_lt_40)) # 1h down move & still high, 1d up move & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_70) | (roc_9_1d_lt_30)) # 1h down move & high, 4h overbought & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_80) | (roc_9_4h_lt_25)) # 1h down move & overbought & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_90)) # 1h down move, 4h washed out & ((rsi_3_1h_gt_60) | (stochrsi_k_4h_gt_20)) # 1h & 1d down move, 4h still high & ((rsi_3_1h_gt_60) | (stochrsi_k_4h_lt_40) | (rsi_3_1d_gt_65)) # 1h down move, 1d downtrend & ((rsi_3_1h_gt_65) | (aroonu_14_1d_gt_10)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_65) | (aroonu_14_1h_lt_60) | (stochrsi_k_1d_lt_80)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_65) | (aroonu_14_1h_lt_80) | (rsi_3_4h_gt_65)) # 1h down move, 1d downtrend & ((rsi_3_1h_gt_65) | (roc_9_1d_gt_neg_10)) # 1h down move, 1h & 1d overbought & ((rsi_3_1h_gt_65) | (roc_9_1h_lt_30) | (roc_9_1d_lt_40)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_65) | (rsi_3_1d_gt_60) | (stochrsi_k_1d_lt_90)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_65) | (rsi_3_1d_gt_65) | (aroonu_14_1d_lt_90)) # 1h & 4h down move, 4h still high & ((rsi_3_1h_gt_65) | (rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_40)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_50) | (rsi_3_4h_gt_60)) # 1h down move & high, 1d overbought & ((rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_80) | (roc_9_1d_lt_40)) # 1h down move & overbought, 4h up move & ((rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_90) | (roc_9_4h_lt_5)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_65) | (stochrsi_k_4h_lt_90) | (stochrsi_k_1d_lt_90)) # 1h up move & washed out & ((rsi_3_1h_lt_75) | (stochrsi_k_1h_gt_20)) # 1h up move & downtrend & ((rsi_3_1h_lt_85) | (aroonu_14_1h_gt_60)) # 1h money coming in, 4h downtrend & ((mfi_14_1h < 80) | (aroonu_14_4h_gt_30)) # 5m on the floor, 15m up move, 1h uptrend, 1d uptrend & overbought & ( (aroonu_14_1h_lt_90) | (aroonu_14_1d_lt_90) | (stochrsi_k > 5.0) | (stochrsi_k_1d_lt_90) | (rsi_3_15m_lt_50) ) # 5m down move, 1h uptrend & washed out, 4h still high & downtrend & ( (aroonu_14_1h_lt_90) | (stochrsi_k_4h_lt_60) | (aroonu_14_4h_gt_80) | (stochrsi_k_1h > 55.0) | (rsi_3 > 55.0) ) # 1h downtrend, 4h AROOND high & ((aroonu_14_1h_gt_20) | (aroond_14_4h_lt_80)) # 1h downtrend, 1d downtrend & ((aroonu_14_1h_gt_60) | (aroonu_14_1d_gt_50)) # 1h high, 4h down move & overbought & ((aroonu_14_1h_lt_70) | (rsi_3_4h_gt_60) | (roc_9_4h_lt_5)) # 1h high, 4h overbought, 1d down move & ((aroonu_14_1h_lt_80) | (roc_9_4h_lt_15) | (rsi_3_1d_gt_40)) # 1h high, 1d down move & downtrend & ((aroonu_14_1h_lt_90) | (rsi_3_1d_gt_60) | (roc_9_1d_gt_neg_10)) # 1h uptrend, 1d down move & extended & ((aroonu_14_1h_lt_90) | (rsi_3_1d_gt_65) | (roc_9_1d_lt_100)) # 1h & 4h high, 4h down move & ((aroonu_14_1h_lt_90) | (rsi_3_4h_gt_65) | (stochrsi_k_4h_lt_60)) # 1h high, 4h down move & ((aroonu_14_1h_lt_90) | (stochrsi_k_1h_lt_70) | (rsi_3_4h_gt_50)) # 1h AROOND high & overbought, 4h rising fast & ((aroond_14_1h_lt_50) | (stochrsi_k_change_pct_4h < 20.0) | (stochrsi_k_1h_lt_90)) # 15m washed out, 1h still high, 4h still high & down move & ( (stochrsi_k_1h_lt_60) | (stochrsi_k_4h_lt_70) | (stochrsi_k_15m_gt_20) | (roc_9_4h > 10.0) | (rsi_3_4h > 90.0) ) # 1h washed out, 4h extended & ((stochrsi_k_1h_gt_30) | (roc_9_4h_lt_80)) # 1h still high, 4h washed out, 1d down move & ((stochrsi_k_1h_lt_20) | (roc_9_1d > 30.0) | (stochrsi_k_4h_gt_30)) # 1h still high, 4h down move, 1d high & ((stochrsi_k_1h_lt_50) | (rsi_3_4h_gt_50) | (stochrsi_k_1d_lt_90)) # 1h still high, 4h down move & overbought & ((stochrsi_k_1h_lt_50) | (rsi_3_4h_gt_65) | (roc_9_4h_lt_10)) # 1h still high, 4h & 1d high & ((stochrsi_k_1h_lt_50) | (stochrsi_k_4h_lt_90) | (stochrsi_k_1d_lt_90)) # 1h & 1d high, 4h down move & ((stochrsi_k_1h_lt_60) | (rsi_3_4h_gt_65) | (aroonu_14_1d_lt_80)) # 1h & 4h high, 1d overbought & ((stochrsi_k_1h_lt_60) | (stochrsi_k_4h_lt_90) | (roc_9_1d_lt_100)) # 1h high, 4h down move & overbought & ((stochrsi_k_1h_lt_70) | (rsi_3_4h_gt_65) | (roc_9_4h_lt_5)) # 1h & 1d high, 1d down move & ((stochrsi_k_1h_lt_80) | (rsi_3_1d_gt_65) | (stochrsi_k_1d_lt_90)) # 15m overbought, 1h overbought, 4h down move & ((stochrsi_k_1h_lt_80) | (rsi_3_4h_gt_60) | (stochrsi_k_15m_lt_80)) # 1h & 1d high, 4h down move & ((stochrsi_k_1h_lt_80) | (rsi_3_4h_gt_60) | (stochrsi_k_1d_lt_90)) # 1h overbought, 4h down move & uptrend & ((stochrsi_k_1h_lt_80) | (rsi_3_4h_gt_65) | (aroonu_14_4h_lt_70)) # 1h & 4h high, 1d overbought & ((stochrsi_k_1h_lt_80) | (stochrsi_k_4h_lt_80) | (roc_9_1d_lt_60)) # 15m downtrend, 1h overbought, 4h overbought & ((stochrsi_k_1h_lt_80) | (stochrsi_k_4h_lt_90) | (aroonu_14_15m_gt_50)) # 15m downtrend, 1h overbought, 1d up move & ((stochrsi_k_1h_lt_90) | (roc_9_1d_lt_35) | (aroonu_14_15m_gt_60)) # 1h overbought, 4h down move & ((stochrsi_k_1h_lt_90) | (rsi_3_4h_gt_65)) # 15m downtrend, 1h overbought, 1d overbought & ((stochrsi_k_1h_lt_90) | (stochrsi_k_1d_lt_80) | (aroonu_14_15m_gt_50)) # 5m down move, 1h overbought, 4h overbought & ((stochrsi_k_1h_lt_90) | (stochrsi_k_4h_lt_90) | (rsi_3 > 50.0)) # 1h overbought, 4h overbought, 1d down move & ((stochrsi_k_1h_lt_90) | (stochrsi_k_4h_lt_90) | (rsi_3_1d_gt_65)) # 1h down move, 4h overbought & ((roc_9_1h > -2) | (stochrsi_k_4h_lt_80)) # 1h up move, 4h downtrend & ((roc_9_1h_lt_25) | (aroonu_14_4h_gt_10)) # 1h overbought, 1d high & ((roc_9_1h_lt_80) | (stochrsi_k_1d_lt_80)) # 4h down move, 1d extended & ((rsi_3_4h_gt_35) | (roc_9_1d_lt_150)) # 5m washed out, 4h down move, 1d down move & ((rsi_3_4h_gt_40) | (roc_9_1d > 25.0) | (stochrsi_k > 30.0)) # 4h down move & still high, 1d down move & ((rsi_3_4h_gt_45) | (roc_9_1d > 25.0) | (stochrsi_k_4h < 45.0)) # 4h & 1d down move, 4h high & ((rsi_3_4h_gt_50) | (aroonu_14_4h_lt_80) | (rsi_3_1d_gt_65)) # 1h uptrend, 4h down move, 1d down move & ((rsi_3_4h_gt_50) | (roc_9_1d > 30.0) | (aroonu_14_1h < 55.0)) # 4h down move & still high, 1d high & ((rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_50) | (stochrsi_k_1d_lt_70)) # 4h down move, 1d still not low enough & downtrend & ((rsi_3_4h_gt_60) | (aroonu_14_1d_lt_30) | (roc_9_1d_gt_neg_10)) # 4h down move & uptrend, 1d down move & ((rsi_3_4h_gt_60) | (roc_9_1d > 20.0) | (aroonu_14_4h_lt_75)) # 1h still high, 4h down move & up move & ((rsi_3_4h_gt_60) | (roc_9_4h_lt_5) | (stochrsi_k_1h < 65.0)) # 4h down move & still high, 1d high & ((rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_50) | (stochrsi_k_1d_lt_80)) # 4h down move, 1d down move & ((rsi_3_4h_gt_65) | (rsi_3_1d_gt_60)) # 4h & 1d down move, 4h still high & ((rsi_3_4h_gt_65) | (stochrsi_k_4h_lt_40) | (rsi_3_1d_gt_65)) # 4h down move & still high, 1d overbought & ((rsi_3_4h_gt_65) | (stochrsi_k_4h_lt_60) | (stochrsi_k_1d_lt_80)) # 4h up move & low & ((rsi_3_4h_lt_80) | (aroonu_14_4h_gt_10)) # 4h up move, 1d downtrend & ((rsi_3_4h_lt_90) | (aroonu_14_1d_gt_10)) # 1h money leaving, 4h RSI low & ((cmf_20_1h_gt_neg_0_20) | (rsi_14_4h_gt_60)) # 4h money coming in & downtrend & ((mfi_14_4h < 85) | (aroonu_14_4h_gt_50)) # 4h downtrend, 1d downtrend & ((aroonu_14_4h_gt_10) | (aroonu_14_1d_gt_50)) # 4h downtrend, 1d money leaving & ((aroonu_14_4h_gt_10) | (cmf_20_1d_gt_neg_0_0)) # 4h low & high & ((aroonu_14_4h_gt_10) | (stochrsi_k_4h_lt_60)) # the 4h is not making new highs and has already run up hard & ((aroonu_14_4h_gt_80) | (roc_9_4h_lt_30)) # 5m overbought, 4h uptrend, 1d down move & ((aroonu_14_4h_lt_90) | (rsi_3_1d_gt_55) | (stochrsi_k < 80.0)) # 5m downtrend, 4h washed out, 1d washed out & ((stochrsi_k_4h_gt_90) | (stochrsi_k_1d_gt_60) | (aroonu_14 > 10.0)) # 4h still high & down move & ((stochrsi_k_4h_lt_50) | (roc_9_4h > 2)) # 4h & 1d high, 1d down move & ((stochrsi_k_4h_lt_60) | (rsi_3_1d_gt_60) | (aroonu_14_1d_lt_80)) # 4h high, 1d down move & ((stochrsi_k_4h_lt_70) | (rsi_3_1d_gt_55)) # 4h high, 4h & 1d downtrend & ((stochrsi_k_4h_lt_80) | (roc_9_4h > 5) | (roc_9_1d > 15)) # 4h & 1d high, 1d down move & ((stochrsi_k_4h_lt_80) | (rsi_3_1d_gt_65) | (stochrsi_k_1d_lt_70)) # 15m down move, 4h overbought, 1d down move & ((stochrsi_k_4h_lt_90) | (roc_9_1d > 25.0) | (rsi_3_15m_gt_40)) # 4h high, 1d down move & ((stochrsi_k_4h_lt_90) | (rsi_3_1d_gt_60)) # 4h & 1d downtrend & ((roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_10)) # 4h up move, 1d downtrend & ((roc_9_4h_lt_15) | (aroonu_14_1d_gt_30)) # 15m down move, 4h up move, 1d down move & ((roc_9_4h_lt_15) | (roc_9_1d > 20.0) | (rsi_3_15m_gt_55)) # 4h overbought, 1d downtrend & ((roc_9_4h_lt_25) | (roc_9_1d_gt_neg_10)) # 4h overbought, 1d downtrend & ((roc_9_4h_lt_50) | (roc_9_1d > 40)) # 4h UO low, 1d stochk 14 3 3 high & ((uo_7_14_28_4h > 50) | (stochk_14_3_3_1d < 90)) # 4h ADX low, 1d top wick high & ((adx_14_4h > 20) | (top_wick_pct_1d_lt_10)) # 1d down move & extended & ((rsi_3_1d_gt_55) | (roc_9_1d_lt_80)) # 1d downtrend & extended & ((aroonu_14_1d_gt_30) | (roc_9_1d_lt_50)) # 5m down move & uptrend, 4h up move, 1d uptrend & down move & ((aroonu_14_1d_lt_90) | (roc_9_1d > 25.0) | (roc_9_4h_lt_20) | (rsi_3 > 60.0) | (aroonu_14 < 15.0)) # 1d high & downtrend & ((stochrsi_k_1d_lt_70) | (roc_9_1d_gt_neg_10)) # 1h downtrend, 1d overbought & down move & ((stochrsi_k_1d_lt_90) | (roc_9_1d > 15.0) | (aroonu_14_1h > 45.0)) # 15m washed out, 1d overbought & down move & ((stochrsi_k_1d_lt_90) | (roc_9_1d > 20.0) | (stochrsi_k_15m_gt_20)) # 1h money flowing in, 1d stochk_14_3_3 high & ((cmf_20_1h_lt_0_30) | (stochk_14_3_3_1d < 90)) # 5m base position high, 1h money leaving & ((ph_base_pos < 11) | (mfi_14_1h > 50)) # 5m base position high, 1h willr 84 low & ((ph_base_pos < 9) | (willr_84_1h > -30)) # 5m pre-entry tightness high, 4h downtrend & ((ph_pre_tight < 7) | (aroonu_14_4h_gt_10)) # 5m pre-entry tightness low, 1d downtrend & ((ph_pre_tight > 1) | (aroonu_14_1d_gt_10)) # 5m quad s93 max 12 low, 15m overbought & ((quad_s93_max_12 > 90) | (stochrsi_k_15m_lt_80)) # 5m 12-bar low high, 4h downtrend & ((quad_s93_min_12 < 60) | (aroonu_14_4h_gt_10)) # 5m 12-bar low high, 1h up move & ((quad_s93_min_12 < 65) | (roc_9_1h_lt_15)) # 5m vol rel high, 15m stochk 14 3 3 low & ((vol_rel < 4.5) | (stochk_14_3_3_15m > 65)) # 15m rising fast, 1h downtrend & on the floor & ((rsi_14_change_pct_15m < 3.0) | (aroonu_14_1h_gt_10) | (stochrsi_k_1h > 15.0)) # 15m rising fast, 1h AROOND high & ((rsi_3_change_pct_15m < 70) | (aroond_14_1h_lt_70)) # 15m rising fast, 4h money leaving & ((rsi_3_change_pct_15m < 70) | (cmf_20_4h_gt_neg_0_10)) # 15m rising fast, 1h roc 2 high & ((rsi_3_change_pct_15m < 70) | (roc_2_1h < 5)) # 15m rising fast, 1d daily change high & ((uo_7_14_28_change_pct_15m < 13) | (change_pct_1d_lt_40)) # 5m washed out, 1h rising fast, 1d daily change high & ((rsi_3_change_pct_1h < 50.0) | (change_pct_1d_lt_10) | (stochrsi_k > 20.0)) # 1h rising fast, 1d daily change low & ((rsi_3_change_pct_1h < 80) | (change_pct_1d_gt_neg_5)) # 1h rising fast, 1d money leaving & ((rsi_3_change_pct_1h < 80) | (mfi_14_1d > 45)) # 4h falling fast & down move, 1d daily range low & washed out & ( (stochrsi_k_change_pct_4h > -5.0) | (range_pct_14_1d > 4.0) | (stochrsi_k_1d > 65.0) | (rsi_3_4h > 75.0) ) # 4h rising fast, 1d washed out & ((rsi_3_change_pct_4h < 70) | (stochrsi_k_1d_gt_60)) # 4h money leaving, 1d rising fast & ((cmf_20_4h_gt_neg_0_0) | (rsi_3_change_pct_1d < 50)) ) # Logic long_entry_logic.append( # the daily is genuinely up, not merely off its floor (stochrsi_k_1d > 50.0) # 1h momentum actually up & (rsi_3_1h > 55.0) # uptrend regime + momentum side + bullish engulfing close # the daily has to be in an uptrend too: a continuation signal has nothing to # continue inside a collapse, and it fired 524 times in the LUNA window for -9,688 & (close > ema_200_1d) # and the 4h with it: 12 of the remaining losses sit where the 4h has rolled over & (ema_12_4h > ema_200_4h) & (close > ema_200) & (rsi_14 > 50.0) & (engulf_bull > 0.5) ) # Condition #168 - Swing-failure pattern (Long, experimental, RAW — liquidity-sweep reclaim). if long_entry_condition_index == 168: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) # Logic # prior 48-candle low swept by the wick, candle closes back above it long_entry_logic.append(sfp_bull > 0.5) # Condition #169 - 1h inside-bar breakout (Long, experimental, RAW — TradingLab port). if long_entry_condition_index == 169: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m down move, 15m still high, 1h down move, 1d downtrend ((rsi_3 > 85.0) | (stochrsi_k_15m_lt_50) | (rsi_3_1h_gt_40) | (aroonu_14_1d_gt_30)) # 5m overbought, 1h on the floor, 4h down move & downtrend, 1d downtrend & ( (stochrsi_k < 90.0) | (roc_9_4h > 10.0) | (aroonu_14_4h > 75.0) | (stochrsi_k_1h > 15.0) | (aroonu_14_1d > 25.0) ) # 5m overbought & down move, 1h down move, 4h downtrend & up move & ((stochrsi_k < 90.0) | (rsi_3_1h_gt_60) | (rsi_3 > 85.0) | (aroonu_14_4h_gt_80) | (rsi_3_4h < 65.0)) # 5m overbought, 15m up move, 4h washed out, 1d up move & ((stochrsi_k < 95.0) | (roc_9_1d_lt_10) | (stochrsi_k_4h_gt_60) | (rsi_3_15m_lt_80)) # 5m up move, 1h overbought, 4h overbought, 1d washed out & up move & ( (roc_9 < 0.5) | (stochrsi_k_4h_lt_90) | (stochrsi_k_1h < 85.0) | (stochrsi_k_1d > 80.0) | (rsi_3_1d < 65.0) ) # 15m up move, 1d on the floor & at a 14-day low & ((rsi_3_15m > 65.0) | (stochrsi_k_1d > 35.0) | (aroond_14_1d < 70.0)) # 5m up move, 15m down move, 1h uptrend, 4h down move & ((rsi_3_15m > 80.0) | (aroonu_14_1h_lt_90) | (rsi_3_4h > 70.0) | (rsi_3_lt_95)) # 15m & 4h down move & ((rsi_3_15m_gt_35) | (rsi_3_4h_gt_60)) # 15m down move, 1h still not low enough, 1d overbought & ((rsi_3_15m_gt_45) | (stochrsi_k_1h_lt_20) | (roc_9_1d_lt_0)) # 15m down move & overbought & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_80)) # 15m down move & still not low enough, 1d overbought & ((rsi_3_15m_gt_55) | (aroonu_14_15m_lt_30) | (roc_9_1d_lt_0)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_55) | (aroonu_14_15m_lt_50) | (rsi_3_4h_gt_65)) # 15m & 1d down move, 1h high & ((rsi_3_15m_gt_55) | (aroonu_14_1h_lt_80) | (rsi_3_1d_gt_65)) # 15m down move, 1d downtrend & ((rsi_3_15m_gt_55) | (roc_9_1d_gt_neg_10)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_55) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_40)) # 15m down move, 1h down move & uptrend & ((rsi_3_15m_gt_55) | (rsi_3_1h_gt_60) | (aroonu_14_1h_lt_80)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_55) | (rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_40)) # 15m down move & still high, 1h uptrend & ((rsi_3_15m_gt_55) | (stochrsi_k_15m_lt_40) | (aroonu_14_1h_lt_80)) # 15m down move, 15m & 1d high & ((rsi_3_15m_gt_55) | (stochrsi_k_15m_lt_60) | (stochrsi_k_1d_lt_90)) # 15m down move & high, 1h still high & ((rsi_3_15m_gt_55) | (stochrsi_k_15m_lt_70) | (aroonu_14_1h_lt_40)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_55) | (stochrsi_k_15m_lt_80) | (rsi_3_1h_gt_60)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_55) | (stochrsi_k_1h_lt_60) | (roc_9_1d_gt_0)) # 15m uptrend & down move, 1h uptrend & down move, 1d up move & ( (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_80) | (rsi_3_1d_lt_95) | (rsi_3_15m > 75.0) | (roc_9_1h > 10.0) ) # 5m washed out, 15m uptrend & washed out, 4h uptrend, 1d down move & ( (aroonu_14_15m_lt_60) | (aroonu_14_4h_lt_90) | (stochrsi_k > 70.0) | (roc_9_1d > 5.0) | (stochrsi_k_15m > 65.0) ) # 5m washed out, 15m uptrend & up move, 1h down move, 1d uptrend & ( (aroonu_14_15m_lt_90) | (aroonu_14_1d_lt_40) | (stochrsi_k > 70.0) | (rsi_3_15m_lt_80) | (roc_9_1h > 5.0) ) # 15m uptrend, 1h down move, 4h overbought, 1d down move & downtrend & ( (aroonu_14_15m_lt_90) | (rsi_3_1d_gt_65) | (aroonu_14_1d_gt_10) | (stochrsi_k_4h < 85.0) | (rsi_3_1h > 75.0) ) # 15m & 1h still not low enough, 1d down move & ((aroonu_14_15m_lt_20) | (aroonu_14_1h_lt_30) | (rsi_3_1d_gt_65)) # 15m & 1d still not low enough, 4h down move & ((aroonu_14_15m_lt_20) | (rsi_3_4h_gt_65) | (aroonu_14_1d_lt_30)) # 15m still not low enough, 1d high & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_lt_30) | (stochrsi_k_1d_lt_80)) # 15m still not low enough, 1h high & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_lt_30) | (stochrsi_k_1h_lt_60)) # 15m still not low enough & still high, 4h high & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_lt_40) | (stochrsi_k_4h_lt_80)) # 15m still not low enough & high, 1h down move & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_lt_80) | (rsi_3_1h_gt_60)) # 15m still not low enough, 1h high, 4h overbought & ((aroonu_14_15m_lt_20) | (stochrsi_k_1h_lt_60) | (roc_9_4h_lt_5)) # 15m still not low enough, 4h high, 1d down move & ((aroonu_14_15m_lt_20) | (stochrsi_k_4h_lt_90) | (rsi_3_1d_gt_60)) # 15m still not low enough, 4h down move, 1d overbought & ((aroonu_14_15m_lt_25) | (rsi_3_4h_gt_60) | (roc_9_1d_lt_10)) # 15m still not low enough, 1d high & overbought & ((aroonu_14_15m_lt_25) | (stochrsi_k_1d_lt_70) | (roc_9_1d_lt_25)) # 15m still not low enough, 1h still high, 1d high & ((aroonu_14_15m_lt_25) | (stochrsi_k_1h_lt_40) | (stochrsi_k_1d_lt_80)) # 15m still not low enough, 1h & 4h high & ((aroonu_14_15m_lt_25) | (stochrsi_k_1h_lt_80) | (stochrsi_k_4h_lt_80)) # 5m down move, 15m uptrend, 1d up move & down move & downtrend & ((aroonu_14_15m_lt_40) | (roc_9_1d_lt_0) | (rsi_3_1d_gt_45) | (aroonu_14_1d_gt_10) | (rsi_3 > 90.0)) # 15m still high, 4h down move & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_lt_50) | (rsi_3_4h_gt_65)) # 15m still high, 1h still not low enough & ((aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_30) | (stochrsi_k_1h_lt_20)) # 15m uptrend, 1h uptrend, 4h down move & ((aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_60) | (rsi_3_4h_gt_65)) # 15m still high, 1h down move & high & ((aroonu_14_15m_lt_50) | (rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_80)) # 15m still high, 4h down move & overbought & ((aroonu_14_15m_lt_50) | (rsi_3_4h_gt_50) | (roc_9_4h_lt_5)) # 15m still high, 4h down move & high & ((aroonu_14_15m_lt_50) | (rsi_3_4h_gt_65) | (stochrsi_k_4h_lt_90)) # 15m still high & still not low enough, 4h overbought & ((aroonu_14_15m_lt_50) | (stochrsi_k_15m_lt_30) | (roc_9_4h_lt_10)) # 15m still high & high, 1h still not low enough & ((aroonu_14_15m_lt_50) | (stochrsi_k_15m_lt_60) | (stochrsi_k_1h_lt_20)) # 15m still high & high, 1d still not low enough & ((aroonu_14_15m_lt_50) | (stochrsi_k_15m_lt_70) | (aroonu_14_1d_lt_30)) # 15m still high, 15m & 1d high & ((aroonu_14_15m_lt_50) | (stochrsi_k_15m_lt_80) | (stochrsi_k_1d_lt_70)) # 15m still high, 1h & 1d high & ((aroonu_14_15m_lt_50) | (stochrsi_k_1h_lt_80) | (stochrsi_k_1d_lt_70)) # 15m high, 1h down move & ((aroonu_14_15m_lt_75) | (rsi_3_1h_gt_40)) # 15m high, 1h & 4h down move & ((aroonu_14_15m_lt_75) | (rsi_3_1h_gt_50) | (rsi_3_4h_gt_55)) # 15m uptrend, 1h down move, 4h up move & ((aroonu_14_15m_lt_75) | (rsi_3_1h_gt_60) | (roc_9_4h_lt_20)) # 15m uptrend, 1h down move & uptrend & ((aroonu_14_15m_lt_75) | (rsi_3_1h_gt_65) | (aroonu_14_1h_lt_80)) # 15m uptrend, 4h down move & overbought & ((aroonu_14_15m_lt_75) | (rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_80)) # 15m uptrend, 4h down move & uptrend & ((aroonu_14_15m_lt_75) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_90)) # 15m & 1d high, 4h down move & ((aroonu_14_15m_lt_75) | (rsi_3_4h_gt_60) | (stochrsi_k_1d_lt_90)) # 15m uptrend, 4h down move & up move & ((aroonu_14_15m_lt_75) | (rsi_3_4h_gt_65) | (roc_9_4h_lt_5)) # 15m & 1d high, 15m still high & ((aroonu_14_15m_lt_75) | (stochrsi_k_15m_lt_50) | (stochrsi_k_1d_lt_70)) # 15m & 4h high & ((aroonu_14_15m_lt_75) | (stochrsi_k_15m_lt_80) | (aroonu_14_4h_lt_100)) # 15m high, 1d downtrend & ((aroonu_14_15m_lt_75) | (stochrsi_k_15m_lt_80) | (roc_9_1d_gt_neg_10)) # 15m high, 1d still high & ((aroonu_14_15m_lt_75) | (stochrsi_k_15m_lt_80) | (stochrsi_k_1d_lt_50)) # 15m & 4h high, 1d overbought & ((aroonu_14_15m_lt_75) | (stochrsi_k_4h_lt_90) | (roc_9_1d_lt_30)) # 15m & 4h high, 1d down move & ((aroonu_14_15m_lt_75) | (stochrsi_k_4h_lt_90) | (rsi_3_1d_gt_65)) # 15m high & still not low enough, 1d still high & ((aroonu_14_15m_lt_90) | (stochrsi_k_15m_lt_30) | (aroonu_14_1d_lt_40)) # 15m still high & down move, 4h down move, 1d uptrend & washed out & ( (stochrsi_k_15m_lt_50) | (aroonu_14_1d_lt_90) | (stochrsi_k_1d_gt_50) | (rsi_3_4h > 80.0) | (rsi_3_15m > 80.0) ) # 15m still high & downtrend, 1h up move, 4h down move, 1d up move & ( (stochrsi_k_15m_lt_50) | (roc_9_1d_lt_10) | (aroonu_14_15m_gt_10) | (roc_9_1h < 0.0) | (roc_9_4h > 20.0) ) # 15m still high & downtrend, 4h washed out & up move, 1d up move & ( (stochrsi_k_15m_lt_60) | (roc_9_1d_lt_15) | (aroonu_14_15m_gt_0) | (stochrsi_k_4h > 65.0) | (rsi_3_4h_lt_70) ) # 5m down move, 15m washed out, 4h WILLR low & ((stochrsi_k_15m_gt_50) | (willr_14_4h > -20.0) | (rsi_3 > 70.0)) # 15m still not low enough, 4h high, 1d down move & ((stochrsi_k_15m_lt_30) | (aroonu_14_4h_lt_100) | (rsi_3_1d_gt_65)) # 15m still not low enough, 4h overbought, 1d still high & ((stochrsi_k_15m_lt_30) | (roc_9_4h_lt_10) | (aroonu_14_1d_lt_50)) # 15m still not low enough, 1h down move, 4h high & ((stochrsi_k_15m_lt_30) | (rsi_3_1h_gt_65) | (aroonu_14_4h_lt_80)) # 15m still high, 1h & 4h high & ((stochrsi_k_15m_lt_40) | (aroonu_14_1h_lt_60) | (stochrsi_k_4h_lt_90)) # 15m still high, 1h high & ((stochrsi_k_15m_lt_40) | (aroonu_14_1h_lt_80) | (stochrsi_k_1h_lt_70)) # 15m still high, 1h down move & high & ((stochrsi_k_15m_lt_40) | (rsi_3_1h_gt_50) | (aroonu_14_1h_lt_60)) # 15m still high, 1h down move, 4h high & ((stochrsi_k_15m_lt_40) | (rsi_3_1h_gt_65) | (aroonu_14_4h_lt_80)) # 15m still high, 1h down move & high & ((stochrsi_k_15m_lt_40) | (rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_60)) # 15m & 1h still high, 1d high & ((stochrsi_k_15m_lt_40) | (stochrsi_k_1h_lt_40) | (stochrsi_k_1d_lt_90)) # 15m still high, 1h & 1d high & ((stochrsi_k_15m_lt_50) | (aroonu_14_1h_lt_70) | (stochrsi_k_1d_lt_90)) # 15m still high, 4h overbought, 1d high & ((stochrsi_k_15m_lt_50) | (roc_9_4h_lt_10) | (stochrsi_k_1d_lt_60)) # 5m down move & uptrend, 15m still high, 4h up move & ((stochrsi_k_15m_lt_50) | (roc_9_4h_lt_5) | (rsi_3 > 60.0) | (aroonu_14 < 80.0)) # 15m still high, 1h & 4h down move & ((stochrsi_k_15m_lt_50) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_40)) # 15m still high, 1h & 4h down move & ((stochrsi_k_15m_lt_50) | (rsi_3_1h_gt_60) | (rsi_3_4h_gt_60)) # 15m still high, 4h down move & high & ((stochrsi_k_15m_lt_50) | (rsi_3_4h_gt_45) | (stochrsi_k_4h_lt_90)) # 15m still high, 1h still high, 4h overbought, 1d up move & ((stochrsi_k_15m_lt_50) | (stochrsi_k_4h_lt_90) | (rsi_3_1d_lt_95) | (stochrsi_k_1h_lt_70)) # 15m still high, 4h & 1d high & ((stochrsi_k_15m_lt_50) | (stochrsi_k_4h_lt_90) | (stochrsi_k_1d_lt_90)) # 15m high, 1d down move & overbought & ((stochrsi_k_15m_lt_60) | (rsi_3_1d_gt_55) | (roc_9_1d_lt_0)) # 15m still high & downtrend, 4h down move & ((stochrsi_k_15m_lt_60) | (rsi_3_4h_gt_30) | (aroonu_14_15m_gt_0)) # 15m high, 1d still not low enough & still high & ((stochrsi_k_15m_lt_70) | (aroonu_14_1d_lt_30) | (stochrsi_k_1d_lt_50)) # 15m & 1h high & ((stochrsi_k_15m_lt_70) | (aroonu_14_1h_lt_90) | (stochrsi_k_1h_lt_80)) # 15m & 4h & 1d high & ((stochrsi_k_15m_lt_70) | (aroonu_14_4h_lt_100) | (stochrsi_k_1d_lt_90)) # 15m high, 1h overbought & ((stochrsi_k_15m_lt_70) | (roc_9_1h_lt_10)) # 15m & 1d high, 4h down move & ((stochrsi_k_15m_lt_70) | (rsi_3_4h_gt_65) | (stochrsi_k_1d_lt_80)) # 15m high, 1h still high, 4h down move & ((stochrsi_k_15m_lt_80) | (aroonu_14_1h_lt_40) | (rsi_3_4h_gt_40)) # 15m & 4h high & ((stochrsi_k_15m_lt_80) | (aroonu_14_4h_lt_90) | (stochrsi_k_4h_lt_90)) # 15m high, 4h overbought, 1d still high & ((stochrsi_k_15m_lt_80) | (roc_9_4h_lt_5) | (stochrsi_k_1d_lt_50)) # 15m overbought, 1d down move & still high & ((stochrsi_k_15m_lt_80) | (rsi_3_1d_gt_65) | (stochrsi_k_1d_lt_70)) # 15m & 1d high, 1h down move & ((stochrsi_k_15m_lt_80) | (rsi_3_1h_gt_50) | (aroonu_14_1d_lt_75)) # 15m overbought, 4h down move & up move & ((stochrsi_k_15m_lt_80) | (rsi_3_4h_gt_40) | (roc_9_4h_lt_5)) # 15m & 1d high, 4h down move & ((stochrsi_k_15m_lt_80) | (rsi_3_4h_gt_50) | (stochrsi_k_1d_lt_70)) # 15m overbought, 1h still high, 4h down move & ((stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_20) | (rsi_3_4h_gt_40)) # 15m & 4h high, 1h still high & ((stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_50) | (stochrsi_k_4h_lt_90)) # 15m & 1h & 1d high & ((stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_60) | (aroonu_14_1d_lt_75)) # 15m & 1h high, 4h overbought & ((stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_80) | (roc_9_4h_lt_10)) # 5m up move, 15m up move, 1h overbought, 1d downtrend & up move & ((roc_9_15m < 1.5) | (stochrsi_k_1h_lt_90) | (aroonu_14_1d > 40.0) | (rsi_3_lt_90) | (rsi_3_1d < 45.0)) # 1h down move, 4h uptrend & ((rsi_3_1h_gt_20) | (aroonu_14_4h_lt_100)) # 1h & 4h down move, 1h still high & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_50) | (rsi_3_4h_gt_50)) # 1h down move & uptrend, 4h overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_50) | (stochrsi_k_4h_lt_90)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_60) | (rsi_3_4h_gt_60)) # 1h down move, 1d downtrend & ((rsi_3_1h_gt_40) | (roc_9_1d_gt_neg_10)) # 1h down move & still not low enough, 1d overbought & ((rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_20) | (roc_9_1d_lt_0)) # 1h down move, 4h high & overbought & ((rsi_3_1h_gt_40) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10)) # 1h down move & high, 1d overbought & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_60) | (roc_9_1d_lt_20)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_50) | (aroonu_14_1h_lt_60) | (stochrsi_k_1d_lt_90)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_80) | (aroonu_14_1d_lt_75)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_55) | (aroonu_14_1h_lt_70) | (rsi_3_1d_gt_65)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_60) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_90)) # 1h down move & uptrend, 1d down move & ((rsi_3_1h_gt_60) | (aroonu_14_1h_lt_70) | (rsi_3_1d_gt_60)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_60) | (aroonu_14_1h_lt_70) | (stochrsi_k_1d_lt_90)) # 1h down move, 4h overbought, 1d still high & ((rsi_3_1h_gt_60) | (roc_9_4h_lt_10) | (aroonu_14_1d_lt_40)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_60) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_60)) # 1h & 4h down move, 4h high & ((rsi_3_1h_gt_60) | (rsi_3_4h_gt_65) | (stochrsi_k_4h_lt_80)) # 1h down move, 1h & 4h high & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_60) | (aroonu_14_4h_lt_100)) # 1h down move, 1d high & overbought & ((rsi_3_1h_gt_65) | (aroonu_14_1d_lt_75) | (roc_9_1d_lt_0)) # 1h & 1d down move, 1d still high & ((rsi_3_1h_gt_65) | (rsi_3_1d_gt_65) | (aroonu_14_1d_lt_50)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_65) | (rsi_3_1d_gt_65) | (stochrsi_k_1d_lt_60)) # 1h down move & still high, 1d overbought & ((rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_40) | (roc_9_1d_lt_60)) # 1h down move & still high, 4h high & ((rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_40) | (stochrsi_k_4h_lt_80)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_60) | (rsi_3_1d_gt_40)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_65) | (stochrsi_k_4h_lt_80) | (stochrsi_k_1d_lt_80)) # 5m overbought, 15m downtrend, 1h uptrend & up move, 4h overbought & ( (aroonu_14_1h_lt_80) | (stochrsi_k_4h_lt_90) | (aroonu_14_15m > 15.0) | (rsi_3_1h_lt_65) | (stochrsi_k < 85.0) ) # 5m overbought, 15m washed out, 1h uptrend & down move, 1d down move & ( (aroonu_14_1h_lt_90) | (rsi_3_1d_gt_55) | (stochrsi_k < 95.0) | (roc_9_1h > 5.0) | (stochrsi_k_15m_gt_30) ) # 1h still high, 4h high, 1d downtrend & ((aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_80) | (roc_9_1d_gt_0)) # 1h uptrend, 4h down move, 1d overbought & ((aroonu_14_1h_lt_50) | (rsi_3_4h_gt_60) | (stochrsi_k_1d_lt_80)) # 1h still high, 4h down move, 1d overbought & ((aroonu_14_1h_lt_50) | (rsi_3_4h_gt_65) | (roc_9_1d_lt_40)) # 1h & 4h high, 1h still high & ((aroonu_14_1h_lt_60) | (stochrsi_k_1h_lt_40) | (stochrsi_k_4h_lt_90)) # 1h & 4h & 1d high & ((aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_100) | (stochrsi_k_1d_lt_90)) # 1h high, 1d down move & still not low enough & ((aroonu_14_1h_lt_70) | (rsi_3_1d_gt_60) | (aroonu_14_1d_lt_30)) # 5m up move, 1h uptrend & down move, 4h overbought & down move & ((aroonu_14_1h_lt_75) | (stochrsi_k_4h_lt_90) | (rsi_3_4h > 85.0) | (rsi_3_1h > 75.0) | (rsi_3 < 80.0)) # 1h high, 1h & 4h overbought & ((aroonu_14_1h_lt_80) | (roc_9_1h_lt_15) | (roc_9_4h_lt_15)) # 1h & 1d high, 1h still not low enough & ((aroonu_14_1h_lt_80) | (stochrsi_k_1h_lt_20) | (stochrsi_k_1d_lt_60)) # 1h high, 1d overbought & ((aroonu_14_1h_lt_80) | (stochrsi_k_1h_lt_60) | (roc_9_1d_lt_10)) # 5m washed out, 15m up move, 1h still high, 4h down move, 1d uptrend & ( (stochrsi_k_1h_lt_40) | (aroonu_14_1d_lt_90) | (rsi_3_15m_lt_90) | (stochrsi_k > 95.0) | (rsi_3_4h > 95.0) ) # 15m still high, 1h still high & downtrend, 4h uptrend, 1d up move & ( (stochrsi_k_1h_lt_40) | (roc_9_1d_lt_0) | (aroonu_14_1h_gt_40) | (aroonu_14_4h_lt_90) | (stochrsi_k_15m < 65.0) ) # 5m overbought, 1h still high & up move, 4h overbought & down move & ( (stochrsi_k_1h_lt_50) | (stochrsi_k_4h_lt_90) | (rsi_3_4h > 85.0) | (stochrsi_k < 90.0) | (rsi_3_1h_lt_60) ) # 15m downtrend, 1h overbought & up move, 1d up move & washed out & ( (stochrsi_k_1h_lt_80) | (roc_9_1d_lt_0) | (aroonu_14_15m_gt_30) | (stochrsi_k_1d > 90.0) | (rsi_3_1h_lt_75) ) # 5m up move, 1h overbought, 4h washed out, 1d up move & downtrend & ( (stochrsi_k_1h_lt_90) | (roc_9_1d_lt_0) | (aroonu_14_1d > 40.0) | (rsi_3_lt_90) | (stochrsi_k_4h > 95.0) ) # 1h & 1d still high, 1d down move & ((stochrsi_k_1h_lt_40) | (rsi_3_1d_gt_65) | (stochrsi_k_1d_lt_50)) # 1h still high, 4h down move & high & ((stochrsi_k_1h_lt_40) | (rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_80)) # 1h still high, 4h & 1d high & ((stochrsi_k_1h_lt_40) | (stochrsi_k_4h_lt_90) | (aroonu_14_1d_lt_75)) # 1h still high, 4h high, 1d downtrend & ((stochrsi_k_1h_lt_50) | (aroonu_14_4h_lt_80) | (roc_9_1d_gt_0)) # 1h high, 1d downtrend & ((stochrsi_k_1h_lt_80) | (roc_9_1d_gt_neg_10)) # 1h overbought, 4h up move, 1d down move & ((stochrsi_k_1h_lt_80) | (roc_9_4h_lt_10) | (rsi_3_1d_gt_50)) # 1h high, 4h down move & ((stochrsi_k_1h_lt_80) | (rsi_3_4h_gt_65)) # 1h & 4h high, 1d down move & ((stochrsi_k_1h_lt_80) | (stochrsi_k_4h_lt_90) | (rsi_3_1d_gt_40)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_50) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_75)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_50) | (aroonu_14_4h_lt_90) | (stochrsi_k_1d_lt_70)) # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_60) | (aroonu_14_4h_lt_100) | (stochrsi_k_1d_lt_90)) # 4h & 1d down move, 1d overbought & ((rsi_3_4h_gt_60) | (rsi_3_1d_gt_60) | (roc_9_1d_lt_10)) # 4h down move & overbought & ((rsi_3_4h_gt_65) | (roc_9_4h_lt_15)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_65) | (stochrsi_k_1d_lt_60) | (roc_9_1d_lt_0)) # 4h high, 1d down move & overbought & ((aroonu_14_4h_lt_75) | (rsi_3_1d_gt_65) | (roc_9_1d_lt_0)) # 4h & 1d high, 1d overbought & ((aroonu_14_4h_lt_80) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_0)) # 15m downtrend, 4h overbought & up move, 1d uptrend & still high & ( (stochrsi_k_4h_lt_90) | (aroonu_14_1d_lt_30) | (aroonu_14_15m > 15.0) | (stochrsi_k_1d_lt_70) | (rsi_3_4h_lt_80) ) # 15m downtrend & washed out, 4h overbought, 1d still high & up move & ( (stochrsi_k_4h_lt_90) | (stochrsi_k_1d_lt_70) | (aroonu_14_15m > 15.0) | (rsi_3_1d < 70.0) | (stochrsi_k_15m > 55.0) ) # 5m overbought, 15m down move, 4h overbought, 1d overbought & downtrend & ( (stochrsi_k_4h_lt_90) | (stochrsi_k_1d_lt_80) | (aroonu_14_1d_gt_50) | (rsi_3_15m > 70.0) | (stochrsi_k < 90.0) ) # 4h & 1d high, 1d down move & ((stochrsi_k_4h_lt_80) | (rsi_3_1d_gt_60) | (stochrsi_k_1d_lt_80)) # 4h overbought, 1d down move & still high & ((stochrsi_k_4h_lt_90) | (rsi_3_1d_gt_50) | (stochrsi_k_1d_lt_60)) # 4h overbought, 1d down move & overbought & ((stochrsi_k_4h_lt_90) | (rsi_3_1d_gt_65) | (stochrsi_k_1d_lt_80)) # 5m overbought, 15m down move & uptrend, 4h down move, 1d uptrend & ( (roc_9_4h > 5.0) | (aroonu_14_1d_lt_90) | (rsi_3_15m > 65.0) | (stochrsi_k < 85.0) | (aroonu_14_15m < 45.0) ) # 15m up move, 1h overbought, 4h down move, 1d up move & down move & ((roc_9_4h > 10.0) | (roc_9_1d_lt_0) | (rsi_3_1d_gt_45) | (stochrsi_k_1h < 85.0) | (rsi_3_15m_lt_70)) # 4h down move, 1d uptrend & overbought & ((roc_9_4h > 5.0) | (aroonu_14_1d_lt_90) | (rsi_3_4h_gt_55) | (stochrsi_k_1d < 95.0)) # 5m down move, 15m up move, 1h up move, 4h up move, 1d up move & ((roc_9_4h_lt_10) | (roc_9_1d_lt_30) | (rsi_3 > 80.0) | (roc_9_1h_lt_10) | (rsi_3_15m_lt_70)) # 4h overbought, 1d downtrend & ((roc_9_4h_lt_20) | (roc_9_1d_gt_neg_10)) # 4h overbought, 1d down move & ((roc_9_4h_lt_20) | (rsi_3_1d_gt_50)) # 1d down move & high & ((rsi_3_1d_gt_60) | (stochrsi_k_1d_lt_90)) # 4h washed out & down move, 1d uptrend & overbought & up move & ( (aroonu_14_1d_lt_90) | (stochrsi_k_1d_lt_80) | (stochrsi_k_4h > 65.0) | (roc_9_4h > 10.0) | (rsi_3_1d < 85.0) ) # 15m still high, 1h up move, 4h down move, 1d uptrend & overbought & ( (aroonu_14_1d_lt_90) | (stochrsi_k_1d_lt_90) | (stochrsi_k_15m_lt_60) | (rsi_3_1h_lt_65) | (rsi_3_4h > 95.0) ) # 1h up move, 4h down move, 1d uptrend & still high & up move & ((aroonu_14_1d_lt_90) | (stochrsi_k_1d_lt_70) | (roc_9_4h > 5.0) | (rsi_3_1h_lt_75) | (roc_9_1d_lt_15)) # 1d high & downtrend & ((stochrsi_k_1d_lt_60) | (roc_9_1d_gt_neg_10)) # 15m up move, 1h up move, 1d overbought & up move & ((stochrsi_k_1d_lt_90) | (roc_9_1d_lt_15) | (rsi_3_15m_lt_90) | (rsi_3_1h_lt_65)) # 5m pre-entry tightness low & down move, 15m washed out, 1h AROOND high, 4h downtrend & ( (ph_pre_tight > 1.0) | (aroond_14_1h_lt_25) | (aroonu_14_4h > 65.0) | (stochrsi_k_15m_gt_30) | (rsi_3 > 90.0) ) ) # Logic long_entry_logic.append( # trend side (source: trade only WITH the trend) (close > ema_200) # 4h must participate in the breakout (fresh 4h upswing, not a stale drift) & (aroonu_14_4h > 50.0) & (stochrsi_k_4h > 55.0) # last completed 1h candle was an inside bar; this 5m candle CROSSES above the mother high & (ib_ready > 0.5) & (np_shift(close, 1) <= ib_mother_h) & (close > ib_mother_h) # the daily has lifted off its floor — a breakout into a dead daily is a fake one & (stochrsi_k_1d > 30.0) ) # Condition #170 - Crash-bounce hunter (Long, experimental — capitulation relief rally). if long_entry_condition_index == 170: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m money still flowing in, 15m momentum snapping up, 1h momentum collapsing and 4h cycle falling ( (cmf_20 < -0.1) | (rsi_3_change_pct_15m < 70) | (rsi_3_change_pct_1h > -60) | (cci_20_change_pct_4h > 0.0) ) # 5m money flowing in, 1h momentum snapping up, 4h cycle falling and daily money drained & ((cmf_20 < -0.1) | (rsi_3_change_pct_1h < 80) | (cci_20_change_pct_4h > 0.0) | (mfi_14_1d > 30)) # 5m still not low enough, 1h still high, 4h high & ((aroonu_14_lt_25) | (aroonu_14_1h_lt_40) | (aroonu_14_4h_lt_60)) # 5m still not low enough, 15m down move, 4h downtrend & ((aroonu_14_lt_25) | (rsi_3_15m_gt_10) | (roc_9_4h_gt_neg_25)) # 5m & 15m still not low enough, 1d down move & ((aroonu_14_lt_30) | (rsi_3_15m_gt_10) | (rsi_3_1d_gt_5)) # 5m still not low enough, 1h & 1d down move & ((stochrsi_k_lt_30) | (rsi_3_1h_gt_5) | (rsi_3_1d_gt_5)) # 15m down move & still not low enough, 4h downtrend & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_20) | (roc_9_4h_gt_neg_20)) # 15m down move, 1h still not low enough, 4h still high & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_20) | (aroonu_14_4h_lt_50)) # 15m down move, 1h still not low enough, 1d downtrend & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_20) | (roc_9_1d_gt_neg_30)) # 15m & 4h down move, 1h still not low enough & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_25) | (rsi_3_4h_gt_3)) # 15m down move, 1h & 1d still not low enough & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_25) | (stochrsi_k_1d_lt_30)) # 15m down move, 1h still high & downtrend & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_40) | (roc_9_1h_gt_neg_20)) # 15m down move, 15m & 1h still not low enough & ((rsi_3_15m_gt_10) | (stochrsi_k_15m_lt_20) | (aroonu_14_1h_lt_30)) # 15m down move, 1h still not low enough, 1d downtrend & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_lt_30) | (roc_9_1d_gt_neg_30)) # 15m & 1d down move, 1h still high & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_40) | (rsi_3_1d_gt_5)) # 15m down move, 1h still high, 4h still not low enough & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_40) | (stochrsi_k_4h_lt_30)) # 15m down move, 15m & 1d still not low enough & ((rsi_3_15m_gt_20) | (stochrsi_k_15m_lt_20) | (stochrsi_k_1d_lt_20)) # 15m down move, 15m & 1h still not low enough & ((rsi_3_15m_gt_20) | (stochrsi_k_15m_lt_30) | (stochrsi_k_1h_lt_30)) # 15m down move & still high, 1h still not low enough & ((rsi_3_15m_gt_20) | (stochrsi_k_15m_lt_40) | (stochrsi_k_1h_lt_20)) # 15m down move & still high, 1d downtrend & ((rsi_3_15m_gt_20) | (stochrsi_k_15m_lt_50) | (roc_9_1d_gt_neg_40)) # 15m down move & still high, 4h downtrend & ((rsi_3_15m_gt_20) | (stochrsi_k_15m_lt_50) | (roc_9_4h_gt_neg_15)) # 15m & 1d down move, 15m still high & ((rsi_3_15m_gt_20) | (stochrsi_k_15m_lt_50) | (rsi_3_1d_gt_10)) # 15m down move, 1h & 4h still high & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_lt_50) | (aroonu_14_4h_lt_40)) # 15m down move, 1h high, 4h still not low enough & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_lt_60) | (aroonu_14_4h_lt_30)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_40) | (rsi_3_1h_gt_10)) # 15m down move & still not low enough, 1h down move & ((rsi_3_15m_gt_30) | (stochrsi_k_15m_lt_30) | (rsi_3_1h_gt_5)) # 15m down move & still high, 1d downtrend & ((rsi_3_15m_gt_30) | (stochrsi_k_15m_lt_40) | (roc_9_1d_gt_neg_60)) # 15m down move & still not low enough, 4h downtrend & ((rsi_3_15m_gt_40) | (stochrsi_k_15m_lt_20) | (roc_9_4h_gt_neg_35)) # 15m down move & still not low enough, 4h high & ((rsi_3_15m_gt_40) | (stochrsi_k_15m_lt_30) | (aroonu_14_4h_lt_30)) # 15m down move & still high, 1h still not low enough & ((rsi_3_15m_gt_40) | (stochrsi_k_15m_lt_40) | (aroonu_14_1h_lt_20)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_40) | (stochrsi_k_15m_lt_40) | (rsi_3_4h_gt_3)) # 15m money leaving, 1d washed out & ((cmf_20_15m < 0.1) | (rsi_14_1d > 25.0)) # 15m still not low enough & high, 1h still high & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_40)) # 15m & 1h still not low enough, 1d down move & ((aroonu_14_15m_lt_20) | (stochrsi_k_1h_lt_30) | (rsi_3_1d_gt_5)) # 15m still not low enough, 1h still high & ((aroonu_14_15m_lt_20) | (stochrsi_k_1h_lt_50)) # 15m & 4h & 1d still not low enough & ((aroonu_14_15m_lt_20) | (stochrsi_k_4h_lt_30) | (stochrsi_k_1d_lt_20)) # 15m still not low enough, 1h down move, 4h still high & ((aroonu_14_15m_lt_30) | (rsi_3_1h_gt_10) | (aroonu_14_4h_lt_40)) # 15m still not low enough, 1h down move, 1d downtrend & ((aroonu_14_15m_lt_30) | (rsi_3_1h_gt_10) | (roc_9_1d_gt_neg_30)) # 15m still not low enough & high, 1h down move & ((aroonu_14_15m_lt_30) | (stochrsi_k_15m_lt_80) | (rsi_3_1h_gt_20)) # 15m & 4h still not low enough, 1d still high & ((aroonu_14_15m_lt_30) | (stochrsi_k_4h_lt_20) | (aroonu_14_1d_lt_40)) # 15m still high, 1h down move, 1d downtrend & ((aroonu_14_15m_lt_40) | (rsi_3_1h_gt_10) | (roc_9_1d_gt_neg_20)) # 15m still high, 15m & 1h still not low enough & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_lt_20) | (stochrsi_k_1h_lt_30)) # 15m & 1d high & ((aroonu_14_15m_lt_90) | (stochrsi_k_15m_lt_80) | (aroonu_14_1d_lt_60)) # 15m no recent low, 15m momentum alive and daily no recent low & ((aroond_14_15m > 30) | (rsi_3_15m < 5) | (aroond_14_1d > 55)) # 15m stochastic high, 1h momentum collapsing, 4h a trend established and daily high in its range & ((stochrsi_k_15m < 5) | (rsi_3_change_pct_1h > -60) | (adx_14_4h < 40) | (willr_14_1d < -90)) # 15m & 1h still not low enough, 1d high & ((stochrsi_k_15m_lt_20) | (aroonu_14_1h_lt_30) | (aroonu_14_1d_lt_60)) # 15m still not low enough, 1h still high, 4h high & ((stochrsi_k_15m_lt_20) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_60)) # 15m still not low enough, 4h down move & still high & ((stochrsi_k_15m_lt_20) | (rsi_3_4h_gt_3) | (aroonu_14_4h_lt_40)) # 15m & 1d still not low enough, 1d downtrend & ((stochrsi_k_15m_lt_20) | (stochrsi_k_1d_lt_20) | (roc_9_1d_gt_neg_25)) # 15m & 1h still not low enough, 4h downtrend & ((stochrsi_k_15m_lt_20) | (stochrsi_k_1h_lt_20) | (roc_9_4h_gt_neg_25)) # 15m & 1h still not low enough, 4h down move & ((stochrsi_k_15m_lt_30) | (aroonu_14_1h_lt_20) | (rsi_3_4h_gt_5)) # 15m still high, 1h & 4h still not low enough & ((stochrsi_k_15m_lt_40) | (aroonu_14_1h_lt_25) | (aroonu_14_4h_lt_30)) # 15m & 4h still high, 1d downtrend & ((stochrsi_k_15m_lt_40) | (aroonu_14_4h_lt_40) | (roc_9_1d_gt_neg_60)) # 15m still high, 1h down move, 4h high & ((stochrsi_k_15m_lt_40) | (rsi_3_1h_gt_5) | (stochrsi_k_4h_lt_70)) # 15m & 1h still high, 1h downtrend & ((stochrsi_k_15m_lt_40) | (stochrsi_k_1h_lt_50) | (roc_9_1h_gt_neg_10)) # 15m high, 1h & 4h still not low enough & ((stochrsi_k_15m_lt_60) | (aroonu_14_1h_lt_20) | (aroonu_14_4h_lt_20)) # 15m high, 1h down move, 4h downtrend & ((stochrsi_k_15m_lt_60) | (rsi_3_1h_gt_10) | (roc_9_4h_gt_neg_15)) # 15m high, 1h down move, 1d still high & ((stochrsi_k_15m_lt_60) | (rsi_3_1h_gt_15) | (aroonu_14_1d_lt_40)) # 15m high, 1h down move & still not low enough & ((stochrsi_k_15m_lt_60) | (rsi_3_1h_gt_5) | (stochrsi_k_1h_lt_30)) # 15m still not low enough, 1h down move, 1d not collapsing & ((stochrsi_k_15m_lt_70) | (rsi_3_1h_gt_15) | (roc_9_1d_gt_neg_25)) # 15m high, 1h down move, 4h still not low enough & ((stochrsi_k_15m_lt_70) | (rsi_3_1h_gt_5) | (stochrsi_k_4h_lt_30)) # 15m high, 4h still not low enough, 1d downtrend & ((stochrsi_k_15m_lt_80) | (aroonu_14_4h_lt_20) | (roc_9_1d_gt_neg_40)) # 15m & 1d high, 4h down move & ((stochrsi_k_15m_lt_80) | (rsi_3_4h_gt_10) | (aroonu_14_1d_lt_60)) # 15m stochastic at the floor, 1h stochastic high, 4h money flowing in and 4h momentum falling & ((stochk_14_3_3_15m > 15) | (stochrsi_k_1h < 5) | (mfi_14_4h < 25) | (rsi_14_change_pct_4h > -15)) # 1h down move, 1h & 1d downtrend & ((rsi_3_1h_gt_10) | (roc_9_1h_gt_neg_15) | (roc_9_1d_gt_neg_60)) # 1h & 1d down move, 1d still high & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_5) | (aroonu_14_1d_lt_40)) # 1h down move, 1h & 4h still not low enough & ((rsi_3_1h_gt_10) | (stochrsi_k_1h_lt_30) | (stochrsi_k_4h_lt_10)) # 1h down move, 4h still not low enough, 1d downtrend & ((rsi_3_1h_gt_10) | (stochrsi_k_4h_lt_10) | (roc_9_1d_gt_neg_40)) # 1h down move, 1d still not low enough & downtrend & ((rsi_3_1h_gt_15) | (stochrsi_k_1d_lt_20) | (roc_9_1d_gt_neg_30)) # 1h down move & still high, 4h downtrend & ((rsi_3_1h_gt_15) | (stochrsi_k_1h_lt_40) | (roc_9_4h_gt_neg_35)) # 1h & 1d down move, 1h still not low enough & ((rsi_3_1h_gt_5) | (aroonu_14_1h_lt_20) | (rsi_3_1d_gt_5)) # 1h & 1d down move, 4h still not low enough & ((rsi_3_1h_gt_5) | (aroonu_14_4h_lt_30) | (rsi_3_1d_gt_5)) # 1h money leaving, 4h up move, 1d low & ((cmf_20_1h > -0.3) | (rsi_3_4h < 5.0) | (stochrsi_k_1d < 25.0)) # 1h money leaving, 1h money flowing in and 4h falling & ((cmf_20_1h > 0.02) | (mfi_14_1h < 40) | (roc_2_4h > -14)) # 1h still not low enough, 1d down move & ((aroonu_14_1h_lt_20) | (stochrsi_k_1h_lt_20) | (rsi_3_1d_gt_5)) # 1h still not low enough, 1d high & ((aroonu_14_1h_lt_20) | (stochrsi_k_1h_lt_30) | (aroonu_14_1d_lt_60)) # 1h & 4h still not low enough & ((aroonu_14_1h_lt_25) | (stochrsi_k_1h_lt_20) | (aroonu_14_4h_lt_20)) # 1h still high & downtrend, 4h down move & ((stochrsi_k_1h_lt_40) | (roc_9_1h_gt_neg_10) | (rsi_3_4h_gt_5)) # 1h still high, 4h & 1d downtrend & ((stochrsi_k_1h_lt_40) | (roc_9_4h_gt_neg_15) | (roc_9_1d_gt_neg_70)) # 1h still high, 4h down move, 1d high & ((stochrsi_k_1h_lt_40) | (rsi_3_4h_gt_10) | (aroonu_14_1d_lt_70)) # 4h momentum alive, daily no recent low and daily money drained & ((rsi_3_4h < 5) | (aroond_14_1d > 55) | (mfi_14_1d > 45)) # 4h down move & still high, 1d high & ((rsi_3_4h_gt_3) | (aroonu_14_4h_lt_40) | (aroonu_14_1d_lt_60)) # 4h a new high, 4h momentum falling, 4h momentum alive and daily money drained & ((aroonu_14_4h < 5) | (rsi_14_change_pct_4h > -15) | (rsi_3_4h < 5) | (mfi_14_1d > 30)) # 4h & 1d still not low enough, 4h downtrend & ((stochrsi_k_4h_lt_10) | (roc_9_4h_gt_neg_15) | (stochrsi_k_1d_lt_30)) # 4h & 1d still not low enough, 1d downtrend & ((stochrsi_k_4h_lt_10) | (stochrsi_k_1d_lt_20) | (roc_9_1d_gt_neg_30)) # 4h & 1d still high, 1d downtrend & ((stochrsi_k_4h_lt_40) | (aroonu_14_1d_lt_50) | (roc_9_1d_gt_neg_50)) # 4h a trend established, 4h a new high, 4h money flowing in and daily high in its range & ((adx_14_4h < 40) | (aroonu_14_4h < 5) | (mfi_14_4h < 25) | (willr_14_1d < -90)) # 15m momentum snapping up, 15m stochastic at the floor and 1h money drained & ((rsi_3_change_pct_15m < 70) | (stochk_14_3_3_15m > 15) | (mfi_14_1h > 5)) # 1h momentum collapsing, 4h momentum falling and daily range_pct_14 >= 25.0 & ((rsi_3_change_pct_1h > -50) | (rsi_14_change_pct_4h > -15) | (range_pct_14_1d < 25)) ) # Logic long_entry_logic.append( # capitulation context: crashed hard over the rolling 24h, daily fully washed (roc_288 < -15.0) # ...but not a free-fall (deeper than -30 keeps falling) & (roc_288 > -30.0) & (rsi_3_1d < 15.0) # fresh bounce only — 1h still deeply down; a half-recovered 1h means we are late # (losses entered the SECOND leg / dead-cat top) & (roc_9_1h < -5.0) # real buyers on the reclaim candle: ~1.3x+ its 24h average volume & (vol_rel > 1.3) # still near the bottom (not already rallied away) & (close < (close_min_48 * 1.08)) # the right side of the V: FIRST confirmed green close above the prior candle's high & (close > open_rate) & (close > np_shift(high_px, 1)) ) # Condition #171 - Pump hunter (Long, experimental, RAW — ignition candle rider). if long_entry_condition_index == 171: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 15m & 1h down move, 15m high ((rsi_3_15m_gt_40) | (aroonu_14_15m_lt_60) | (rsi_3_1h_gt_30)) # 15m & 1h down move, 4h still high & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_60) | (aroonu_14_4h_lt_50)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_50) | (aroonu_14_15m_lt_80) | (rsi_3_1h_gt_65)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_50) | (aroonu_14_15m_lt_80) | (stochrsi_k_1h_lt_80)) # 15m & 1h down move, 1h still not low enough & ((rsi_3_15m_gt_50) | (aroonu_14_1h_lt_20) | (rsi_3_1h_gt_50)) # 15m & 4h & 1d down move & ((rsi_3_15m_gt_50) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_30)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_50) | (rsi_3_1h_gt_30)) # 15m down move, 15m & 1d high & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_60) | (stochrsi_k_1d_lt_80)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_50) | (stochrsi_k_1h_lt_60) | (rsi_3_4h_gt_30)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_55) | (rsi_3_1h_gt_40) | (aroonu_14_4h_lt_80)) # 15m & 1h down move, 15m high & ((rsi_3_15m_gt_55) | (stochrsi_k_15m_lt_60) | (rsi_3_1h_gt_40)) # 15m down move & high, 1h still high & ((rsi_3_15m_gt_55) | (stochrsi_k_15m_lt_70) | (stochrsi_k_1h_lt_40)) # 15m still not low enough, 4h still high, 1d down move & ((aroonu_14_15m_lt_20) | (aroonu_14_4h_lt_40) | (rsi_3_1d_gt_65)) # 15m & 4h still not low enough, 1h down move & ((aroonu_14_15m_lt_20) | (rsi_3_1h_gt_40) | (stochrsi_k_4h_lt_10)) # 15m still not low enough, 1h down move & still high & ((aroonu_14_15m_lt_20) | (rsi_3_1h_gt_65) | (aroonu_14_1h_lt_40)) # 15m & 4h still not low enough, 4h down move & ((aroonu_14_15m_lt_20) | (rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_20)) # 15m still not low enough & still high, 1h high & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_lt_50) | (stochrsi_k_1h_lt_80)) # 15m still not low enough & high, 1h down move & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_lt_80) | (rsi_3_1h_gt_40)) # 15m still high, 1h & 1d down move & ((aroonu_14_15m_lt_40) | (rsi_3_1h_gt_50) | (rsi_3_1d_gt_10)) # 15m still high, 15m & 4h high & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_lt_70) | (stochrsi_k_4h_lt_80)) # 15m high, 4h & 1d still not low enough & ((aroonu_14_15m_lt_60) | (stochrsi_k_4h_lt_30) | (aroonu_14_1d_lt_30)) # 15m high, 1h still high & ((aroonu_14_15m_lt_75) | (stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_50)) # 15m high, 1d still not low enough & downtrend & ((aroonu_14_15m_lt_80) | (aroonu_14_1d_lt_30) | (roc_9_1d_gt_neg_20)) # 15m high, 1h still not low enough, 1d down move & ((aroonu_14_15m_lt_80) | (aroonu_14_1h_lt_30) | (rsi_3_1d_gt_30)) # 15m high, 4h downtrend, 1d down move & ((aroonu_14_15m_lt_80) | (roc_9_4h_gt_neg_10) | (rsi_3_1d_gt_10)) # 15m & 1d high, 1d down move & ((aroonu_14_15m_lt_80) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_80)) # 15m high, 1d down move & still high & ((aroonu_14_15m_lt_80) | (rsi_3_1d_gt_50) | (stochrsi_k_1d_lt_40)) # 15m high, 1h & 4h down move & ((aroonu_14_15m_lt_80) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_10)) # 15m high, 1h down move, 4h still high & ((aroonu_14_15m_lt_80) | (rsi_3_1h_gt_20) | (aroonu_14_4h_lt_50)) # 15m high, 1h down move, 1d downtrend & ((aroonu_14_15m_lt_80) | (rsi_3_1h_gt_30) | (roc_9_1d_gt_neg_30)) # 15m high, 1h down move, 1d overbought & ((aroonu_14_15m_lt_80) | (rsi_3_1h_gt_65) | (roc_9_1d_lt_15)) # 15m high, 1h & 1d down move & ((aroonu_14_15m_lt_80) | (rsi_3_1h_gt_65) | (rsi_3_1d_gt_10)) # 15m & 4h high, 4h down move & ((aroonu_14_15m_lt_80) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_70)) # 15m high, 1h down move & ((aroonu_14_15m_lt_80) | (stochrsi_k_15m_lt_80) | (rsi_3_1h_gt_60)) # 15m high, 4h down move & ((aroonu_14_15m_lt_80) | (stochrsi_k_15m_lt_80) | (rsi_3_4h_gt_20)) # 15m high, 1h still high, 4h down move & ((aroonu_14_15m_lt_80) | (stochrsi_k_1h_lt_50) | (rsi_3_4h_gt_50)) # 15m & 1h high, 4h downtrend & ((aroonu_14_15m_lt_80) | (stochrsi_k_1h_lt_80) | (roc_9_4h_gt_neg_15)) # 15m & 1h high, 4h still not low enough & ((aroonu_14_15m_lt_80) | (stochrsi_k_1h_lt_90) | (stochrsi_k_4h_lt_10)) # 15m high, 4h still not low enough & downtrend & ((aroonu_14_15m_lt_80) | (stochrsi_k_4h_lt_20) | (roc_9_4h_gt_neg_10)) # 15m high, 4h still high, 1d down move & ((aroonu_14_15m_lt_80) | (stochrsi_k_4h_lt_50) | (rsi_3_1d_gt_20)) # both the 15m and the 4h pinned at a new high: nothing left above & ((aroonu_14_15m_lt_90) | (aroonu_14_4h_lt_90)) # 15m still high, 1h & 4h down move & ((stochrsi_k_15m_lt_40) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_50)) # 15m still high, 1h down move, 4h downtrend & ((stochrsi_k_15m_lt_40) | (rsi_3_1h_gt_60) | (roc_9_4h_gt_neg_15)) # 15m still high, 1d still not low enough & downtrend & ((stochrsi_k_15m_lt_50) | (aroonu_14_1d_lt_30) | (roc_9_1d_gt_neg_10)) # 15m still high, 1h & 1d high & ((stochrsi_k_15m_lt_50) | (aroonu_14_1h_lt_90) | (stochrsi_k_1d_lt_60)) # 15m still high, 4h still not low enough, 1d down move & ((stochrsi_k_15m_lt_50) | (aroonu_14_4h_lt_30) | (rsi_3_1d_gt_30)) # 15m still high, 1d down move & high & ((stochrsi_k_15m_lt_50) | (rsi_3_1d_gt_60) | (stochrsi_k_1d_lt_60)) # 15m still high, 1h down move & high & ((stochrsi_k_15m_lt_50) | (rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_60)) # 15m still high, 1h high, 1d down move & ((stochrsi_k_15m_lt_50) | (stochrsi_k_1h_lt_70) | (rsi_3_1d_gt_40)) # 15m still high, 1h high, 1d overbought & ((stochrsi_k_15m_lt_50) | (stochrsi_k_1h_lt_90) | (roc_9_1d_lt_30)) # 15m high, 4h still high, 1d down move & ((stochrsi_k_15m_lt_60) | (aroonu_14_4h_lt_40) | (rsi_3_1d_gt_50)) # 15m high, 1d down move & overbought & ((stochrsi_k_15m_lt_60) | (rsi_3_1d_gt_50) | (roc_9_1d_lt_20)) # 15m & 1d high, 1d down move & ((stochrsi_k_15m_lt_60) | (rsi_3_1d_gt_65) | (stochrsi_k_1d_lt_80)) # 15m high, 1h down move & still not low enough & ((stochrsi_k_15m_lt_60) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_lt_30)) # 15m high, 1h down move & still high & ((stochrsi_k_15m_lt_60) | (rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_40)) # 15m high, 1h down move & still not low enough & ((stochrsi_k_15m_lt_60) | (rsi_3_1h_gt_60) | (aroonu_14_1h_lt_20)) # 15m & 1h & 1d high & ((stochrsi_k_15m_lt_60) | (stochrsi_k_1h_lt_80) | (stochrsi_k_1d_lt_80)) # 15m & 1h & 1d high & ((stochrsi_k_15m_lt_70) | (aroonu_14_1h_lt_70) | (stochrsi_k_1d_lt_60)) # 15m & 1h high, 4h still not low enough & ((stochrsi_k_15m_lt_70) | (aroonu_14_1h_lt_90) | (stochrsi_k_4h_lt_30)) # 15m high, 1d down move & still not low enough & ((stochrsi_k_15m_lt_70) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_30)) # 15m high, 1h down move, 1d downtrend & ((stochrsi_k_15m_lt_70) | (rsi_3_1h_gt_40) | (roc_9_1d_gt_neg_15)) # 15m & 1h high, 1h down move & ((stochrsi_k_15m_lt_70) | (rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_70)) # 15m high, 4h down move, 1d still not low enough & ((stochrsi_k_15m_lt_70) | (rsi_3_4h_gt_40) | (stochrsi_k_1d_lt_20)) # 15m & 1d high, 1h still not low enough & ((stochrsi_k_15m_lt_70) | (stochrsi_k_1h_lt_30) | (stochrsi_k_1d_lt_60)) # 15m & 1h high, 4h down move & ((stochrsi_k_15m_lt_70) | (stochrsi_k_1h_lt_70) | (rsi_3_4h_gt_40)) # 15m & 1h & 1d high & ((stochrsi_k_15m_lt_70) | (stochrsi_k_1h_lt_80) | (aroonu_14_1d_lt_80)) # 15m high, 1d down move & still high & ((stochrsi_k_15m_lt_80) | (aroonu_14_1d_lt_40) | (rsi_3_1d_gt_30)) # 15m high, 1h still not low enough, 1d overbought & ((stochrsi_k_15m_lt_80) | (aroonu_14_1h_lt_20) | (roc_9_1d_lt_15)) # 15m & 1d high, 1h still not low enough & ((stochrsi_k_15m_lt_80) | (aroonu_14_1h_lt_30) | (aroonu_14_1d_lt_80)) # 15m & 1d high, 1h still high & ((stochrsi_k_15m_lt_80) | (aroonu_14_1h_lt_50) | (stochrsi_k_1d_lt_60)) # 15m high, 4h still not low enough & ((stochrsi_k_15m_lt_80) | (aroonu_14_4h_lt_20) | (stochrsi_k_4h_lt_10)) # 15m high, 1d down move & downtrend & ((stochrsi_k_15m_lt_80) | (rsi_3_1d_gt_10) | (roc_9_1d_gt_neg_25)) # 15m high, 1d down move & still not low enough & ((stochrsi_k_15m_lt_80) | (rsi_3_1d_gt_20) | (stochrsi_k_1d_lt_30)) # 15m high, 1h down move & still not low enough & ((stochrsi_k_15m_lt_80) | (rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_30)) # 15m & 1d high, 1h down move & ((stochrsi_k_15m_lt_80) | (rsi_3_1h_gt_60) | (stochrsi_k_1d_lt_80)) # 15m high, 1h down move, 4h still not low enough & ((stochrsi_k_15m_lt_80) | (rsi_3_1h_gt_65) | (stochrsi_k_4h_lt_30)) # 15m high, 4h down move & still not low enough & ((stochrsi_k_15m_lt_80) | (rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_20)) # 15m high, 1h & 4h still high & ((stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_40) | (aroonu_14_4h_lt_40)) # 15m & 1h high, 1d down move & ((stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_60) | (rsi_3_1d_gt_20)) # 15m & 1h high, 1d overbought & ((stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_70) | (roc_9_1d_lt_0)) # 15m & 1h high, 4h still not low enough & ((stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_80) | (aroonu_14_4h_lt_30)) # 15m & 1h high, 4h down move & ((stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_80) | (rsi_3_4h_gt_60)) # 15m high, 4h still not low enough, 1d overbought & ((stochrsi_k_15m_lt_80) | (stochrsi_k_4h_lt_10) | (roc_9_1d_lt_40)) # 15m high, 4h & 1d still not low enough & ((stochrsi_k_15m_lt_80) | (stochrsi_k_4h_lt_10) | (stochrsi_k_1d_lt_20)) # 15m high, 4h still not low enough, 1d down move & ((stochrsi_k_15m_lt_80) | (stochrsi_k_4h_lt_20) | (rsi_3_1d_gt_30)) # 15m high, 4h still high, 1d down move & ((stochrsi_k_15m_lt_80) | (stochrsi_k_4h_lt_40) | (rsi_3_1d_gt_60)) # 1h & 1d down move, 1h still not low enough & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_20) | (rsi_3_1d_gt_60)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_20)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_30) | (rsi_3_1d_gt_60) | (stochrsi_k_1d_lt_80)) # 1h & 1d down move, 4h still not low enough & ((rsi_3_1h_gt_30) | (stochrsi_k_4h_lt_10) | (rsi_3_1d_gt_30)) # 1h & 1d down move, 4h downtrend & ((rsi_3_1h_gt_40) | (roc_9_4h_gt_neg_15) | (rsi_3_1d_gt_65)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_40) | (rsi_3_1d_gt_50) | (stochrsi_k_1d_lt_60)) # 1h down move & high, 1d still high & ((rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_60) | (aroonu_14_1d_lt_50)) # 1h & 1d down move, 4h still not low enough & ((rsi_3_1h_gt_40) | (stochrsi_k_4h_lt_30) | (rsi_3_1d_gt_20)) # 1h down move, 1h & 4h still high & ((rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_40) | (stochrsi_k_4h_lt_40)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_60) | (aroonu_14_1d_lt_60)) # 1h down move, 4h still not low enough, 1d high & ((rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_20) | (stochrsi_k_1d_lt_60)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_60) | (rsi_3_4h_gt_50) | (stochrsi_k_1d_lt_80)) # 1h down move & still high, 1d overbought & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_40) | (roc_9_1d_lt_10)) # 1h down move, 1h & 1d still high & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_40) | (stochrsi_k_1d_lt_40)) # 1h down move & high, 4h still not low enough & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_60) | (stochrsi_k_4h_lt_30)) # 1h & 1d down move, 1h still not low enough & ((rsi_3_1h_gt_65) | (aroonu_14_1h_lt_20) | (rsi_3_1d_gt_30)) # 1h down move & high, 4h still not low enough & ((rsi_3_1h_gt_65) | (aroonu_14_1h_lt_75) | (stochrsi_k_4h_lt_20)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_65) | (rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_10)) # 1h down move & high, 1d overbought & ((rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_60) | (roc_9_1d_lt_0)) # 1h down move & high, 1d still high & ((rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_80) | (stochrsi_k_1d_lt_40)) # 1h down move, 4h still not low enough, 1d high & ((rsi_3_1h_gt_65) | (stochrsi_k_4h_lt_30) | (stochrsi_k_1d_lt_80)) # 1h down move, 4h still high, 1d overbought & ((rsi_3_1h_gt_65) | (stochrsi_k_4h_lt_40) | (roc_9_1d_lt_0)) # 1h money inflow & (mfi_14_1h < 65.0) # 1h still not low enough, 1h & 1d high & ((aroonu_14_1h_lt_20) | (stochrsi_k_1h_lt_80) | (stochrsi_k_1d_lt_80)) # 1h still not low enough, 4h still high, 1d overbought & ((aroonu_14_1h_lt_25) | (aroonu_14_4h_lt_50) | (roc_9_1d_lt_70)) # 1h still not low enough, 1d down move & high & ((aroonu_14_1h_lt_25) | (rsi_3_1d_gt_40) | (stochrsi_k_1d_lt_60)) # 1h still not low enough, 4h & 1d down move & ((aroonu_14_1h_lt_25) | (rsi_3_4h_gt_50) | (rsi_3_1d_gt_20)) # 1h still not low enough & still high, 4h down move & ((aroonu_14_1h_lt_25) | (stochrsi_k_1h_lt_40) | (rsi_3_4h_gt_30)) # 1h still not low enough, 4h still high & ((aroonu_14_1h_lt_30) | (stochrsi_k_1h_lt_30) | (aroonu_14_4h_lt_50)) # 1h & 4h still high, 1h still not low enough & ((aroonu_14_1h_lt_40) | (stochrsi_k_1h_lt_30) | (stochrsi_k_4h_lt_50)) # 1h still high, 4h down move, 1d downtrend & ((aroonu_14_1h_lt_50) | (rsi_3_4h_gt_40) | (roc_9_1d_gt_neg_10)) # 1h still high, 4h down move & still not low enough & ((aroonu_14_1h_lt_50) | (rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_30)) # the hour making new highs while the daily oscillator is already at its ceiling & ((aroonu_14_1h_lt_50) | (stochrsi_k_1d_lt_80)) # the hour making new highs while the daily has not moved up with it & ((aroonu_14_1h_lt_60) | (rsi_3_1d_gt_40)) # 1h & 1d high, 4h still high & ((aroonu_14_1h_lt_75) | (aroonu_14_4h_lt_40) | (stochrsi_k_1d_lt_60)) # 1h high, 1d still not low enough & downtrend & ((aroonu_14_1h_lt_75) | (stochrsi_k_1d_lt_20) | (roc_9_1d_gt_neg_10)) # 1h high, 4h still high & ((aroonu_14_1h_lt_75) | (stochrsi_k_1h_lt_60) | (stochrsi_k_4h_lt_40)) # 1h & 1d high, 1d down move & ((aroonu_14_1h_lt_90) | (rsi_3_1d_gt_50) | (stochrsi_k_1d_lt_60)) # 1h high, 4h & 1d down move & ((aroonu_14_1h_lt_90) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_50)) # 1h high, 4h down move & still not low enough & ((aroonu_14_1h_lt_90) | (rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_30)) # 1h high, 4h still not low enough, 1d still high & ((aroonu_14_1h_lt_90) | (stochrsi_k_4h_lt_30) | (aroonu_14_1d_lt_40)) # 1h & 4h still not low enough, 1d down move & ((stochrsi_k_1h_lt_30) | (aroonu_14_4h_lt_20) | (rsi_3_1d_gt_65)) # 1h still not low enough, 4h still high, 1d overbought & ((stochrsi_k_1h_lt_30) | (aroonu_14_4h_lt_50) | (roc_9_1d_lt_0)) # 1h still not low enough, 4h down move, 1d downtrend & ((stochrsi_k_1h_lt_30) | (rsi_3_4h_gt_20) | (roc_9_1d_gt_neg_25)) # 1h still not low enough, 4h down move & still high & ((stochrsi_k_1h_lt_30) | (rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_50)) # 1h & 4h still high, 4h still not low enough & ((stochrsi_k_1h_lt_40) | (aroonu_14_4h_lt_20) | (stochrsi_k_4h_lt_40)) # 1h still high, 4h still not low enough, 1d high & ((stochrsi_k_1h_lt_40) | (aroonu_14_4h_lt_30) | (aroonu_14_1d_lt_75)) # 1h & 4h still high, 1d high & ((stochrsi_k_1h_lt_40) | (aroonu_14_4h_lt_50) | (stochrsi_k_1d_lt_60)) # 1h still high, 1d high & overbought & ((stochrsi_k_1h_lt_40) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_15)) # 1h still high, 4h still not low enough, 1d overbought & ((stochrsi_k_1h_lt_40) | (stochrsi_k_4h_lt_30) | (roc_9_1d_lt_20)) # 1h still high, 4h still not low enough & ((stochrsi_k_1h_lt_50) | (aroonu_14_4h_lt_20) | (stochrsi_k_4h_lt_10)) # 1h & 4h & 1d still high & ((stochrsi_k_1h_lt_50) | (stochrsi_k_4h_lt_50) | (stochrsi_k_1d_lt_40)) # 1h & 1d high, 4h still not low enough & ((stochrsi_k_1h_lt_60) | (aroonu_14_4h_lt_20) | (stochrsi_k_1d_lt_80)) # 1h & 1d high, 4h still not low enough & ((stochrsi_k_1h_lt_60) | (aroonu_14_4h_lt_30) | (stochrsi_k_1d_lt_60)) # 1h high, 4h & 1d still high & ((stochrsi_k_1h_lt_60) | (aroonu_14_4h_lt_50) | (aroonu_14_1d_lt_50)) # 1h high, 4h down move, 1d downtrend & ((stochrsi_k_1h_lt_60) | (rsi_3_4h_gt_20) | (roc_9_1d_gt_neg_10)) # 1h high, 4h down move, 1d still not low enough & ((stochrsi_k_1h_lt_60) | (rsi_3_4h_gt_20) | (stochrsi_k_1d_lt_20)) # 1h high, 4h still not low enough, 1d downtrend & ((stochrsi_k_1h_lt_60) | (stochrsi_k_4h_lt_20) | (roc_9_1d_gt_neg_10)) # 1h & 1d high, 4h still not low enough & ((stochrsi_k_1h_lt_60) | (stochrsi_k_4h_lt_30) | (aroonu_14_1d_lt_60)) # 1h high, 4h & 1d still not low enough & ((stochrsi_k_1h_lt_70) | (stochrsi_k_4h_lt_10) | (aroonu_14_1d_lt_30)) # 1h & 1d high, 1d down move & ((stochrsi_k_1h_lt_80) | (rsi_3_1d_gt_40) | (stochrsi_k_1d_lt_60)) # 4h down move, 1d high & downtrend & ((rsi_3_4h_gt_10) | (aroonu_14_1d_lt_75) | (roc_9_1d_gt_neg_10)) # 4h down move & still high, 1d high & ((rsi_3_4h_gt_10) | (aroonu_14_4h_lt_40) | (stochrsi_k_1d_lt_60)) # 4h down move & still not low enough, 1d high & ((rsi_3_4h_gt_20) | (aroonu_14_4h_lt_30) | (stochrsi_k_1d_lt_80)) # 4h down move & still not low enough, 1d downtrend & ((rsi_3_4h_gt_20) | (stochrsi_k_4h_lt_20) | (roc_9_1d_gt_neg_10)) # 4h down move & still not low enough, 1d downtrend & ((rsi_3_4h_gt_30) | (aroonu_14_4h_lt_30) | (roc_9_1d_gt_neg_10)) # 4h & 1d down move, 4h still not low enough & ((rsi_3_4h_gt_40) | (aroonu_14_4h_lt_20) | (rsi_3_1d_gt_60)) # 4h down move, 1d still high & downtrend & ((rsi_3_4h_gt_40) | (stochrsi_k_1d_lt_40) | (roc_9_1d_gt_neg_10)) # 4h & 1d down move, 4h still high & ((rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_50) | (rsi_3_1d_gt_60)) # 4h & 1d down move, 1d still not low enough & ((rsi_3_4h_gt_50) | (rsi_3_1d_gt_40) | (stochrsi_k_1d_lt_20)) # 4h up move & (rsi_3_4h_lt_70) # an ignition taken into 4h distribution: money leaving, the stochastic on the floor and no 4h momentum & ((cmf_20_4h > -0.2) | (stochrsi_k_4h > 10.0) | (rsi_3_4h > 35.0)) # 4h still not low enough & high, 1d downtrend & ((aroonu_14_4h_lt_20) | (stochrsi_k_4h_lt_60) | (roc_9_1d_gt_neg_10)) # 4h still high, 1d down move & still not low enough & ((aroonu_14_4h_lt_40) | (rsi_3_1d_gt_40) | (stochrsi_k_1d_lt_30)) # 4h still high, 1d high & overbought & ((aroonu_14_4h_lt_50) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_40)) # 4h high & (aroonu_14_4h_lt_75) # 4h still not low enough, 1d down move & still high & ((stochrsi_k_4h_lt_10) | (rsi_3_1d_gt_60) | (stochrsi_k_1d_lt_40)) # 4h still not low enough, 1d high & ((stochrsi_k_4h_lt_20) | (aroonu_14_1d_lt_75) | (stochrsi_k_1d_lt_80)) # 4h still high & (stochrsi_k_4h_lt_60) ) # Logic long_entry_logic.append( # calm base: not already pumped over the rolling 24h (ride the ignition, don't chase) (roc_288 < 8.0) # ignition: green candle with a real body, closing in its upper half, CROSSING above # the prior 48-candle high (a doji-sized ignition, or one closing back in the lower # half of its own range, has no follow-through: -4,693 and -4,587 respectively) & (close > (open_rate * 1.002)) & (close > ((high_px + low_px) / 2.0)) & (np_shift(close, 1) <= np_shift(close_max_48, 1)) & (close > np_shift(close_max_48, 1)) # ...on explosive volume. Unlike the dump hunter, where 3.0 is the sweet spot, the # pump side loses in the 3-4x band (-5,767 over 343 trades): the ignition needs real # participation, not a routine tick up in volume & (vol_rel > 4.0) ) # Condition #172 - Marubozu momentum (Long, experimental — full-body ignition). if long_entry_condition_index == 172: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m down move, 15m still high, 1h washed out, 1d down move & washed out ( (rsi_3 > 75.0) | (stochrsi_k_15m_lt_50) | (rsi_3_1d > 75.0) | (stochrsi_k_1d > 65.0) | (stochrsi_k_1h > 95.0) ) # 5m & 1h down move, 15m high & ((rsi_3 > 60) | (aroonu_14_15m_lt_90) | (rsi_3_1h_gt_55)) # 5m down move, 15m down move, 1d downtrend & ((rsi_3 > 60.0) | (rsi_3_15m_gt_45) | (aroonu_14_1d_gt_10)) # 5m down move & uptrend, 1h uptrend & down move, 1d down move & ((rsi_3 > 70.0) | (rsi_3_1d_gt_60) | (aroonu_14_1h < 95.0) | (rsi_3_1h > 90.0) | (aroonu_14 < 45.0)) # 5m down move & uptrend, 15m still high, 1h down move, 1d downtrend & ((rsi_3 > 70.0) | (rsi_3_1h_gt_50) | (aroonu_14_1d_gt_10) | (aroonu_14 < 5.0) | (stochrsi_k_15m_lt_30)) # 5m down move & uptrend, 15m down move, 4h down move & ((rsi_3 > 70.0) | (rsi_3_4h_gt_60) | (rsi_3_15m_gt_30) | (aroonu_14 < 40.0)) # 5m down move, 15m overbought, 4h up move & down move, 1d downtrend & ((rsi_3 > 70.0) | (stochrsi_k_15m_lt_80) | (aroonu_14_1d > 75.0) | (rsi_3_4h_lt_80) | (roc_9_4h > 15.0)) # 5m down move & still high, 1h down move, 4h overbought, 1d washed out & ((rsi_3 > 85.0) | (rsi_3_1h_gt_65) | (stochrsi_k_4h_lt_90) | (stochrsi_k_1d_gt_40) | (stochrsi_k < 50.0)) # 5m up move, 4h washed out & uptrend & down move, 1d uptrend & ((rsi_3_lt_90) | (stochrsi_k_4h_gt_20) | (aroonu_14_4h_lt_30) | (aroonu_14_1d_lt_80) | (rsi_3_4h_gt_65)) # 5m & 1h up move, 1d overbought & ((rsi_3_lt_95) | (rsi_3_1h_lt_80) | (roc_9_1d_lt_80)) # 5m up move, 1h up move, 4h downtrend, 1d washed out & up move & ((rsi_3_lt_97) | (stochrsi_k_1d_gt_50) | (roc_9_1d_lt_10) | (rsi_3_1h_lt_70) | (aroonu_14_4h > 95.0)) # 5m money leaving, 15m oscillator high and 4h money leaving & ((cmf_20 > 0.02) | (uo_7_14_28_15m < 55) | (cmf_20_4h_gt_neg_0_0)) # 5m uptrend, 1h down move & still high, 1d washed out & up move & ( (aroonu_14_lt_30) | (rsi_3_1h_gt_45) | (stochrsi_k_1d > 75.0) | (rsi_3_1d < 60.0) | (stochrsi_k_1h_lt_20) ) # 5m still not high enough, 15m high, 1d overbought & ((aroonu_14_gt_75) | (stochrsi_k_15m_lt_70) | (roc_9_1d_lt_150)) # 5m still not low enough, 15m down move, 1d high & ((aroonu_14_lt_25) | (rsi_3_15m_gt_55) | (stochrsi_k_1d_lt_90)) # 5m still not low enough, 1h high, 1d overbought & ((aroonu_14_lt_25) | (stochrsi_k_1h_lt_90) | (roc_9_1d_lt_10)) # 5m still not low enough, 15m still high, 1d high & ((aroonu_14_lt_30) | (aroonu_14_15m_lt_40) | (stochrsi_k_1d_lt_90)) # 5m still not low enough, 15m & 1h down move & ((aroonu_14_lt_30) | (rsi_3_15m_gt_50) | (rsi_3_1h_gt_30)) # 5m still not low enough, 1h & 1d down move & ((aroonu_14_lt_30) | (rsi_3_1h_gt_40) | (rsi_3_1d_gt_65)) # 5m still not low enough, 1h & 4h down move & ((aroonu_14_lt_30) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_40)) # 5m still not low enough, 1h down move, 1d overbought & ((aroonu_14_lt_30) | (rsi_3_1h_gt_60) | (roc_9_1d_lt_50)) # 5m still not low enough, 1h down move, 1d high & ((aroonu_14_lt_30) | (rsi_3_1h_gt_60) | (stochrsi_k_1d_lt_80)) # 5m still not low enough, 1h down move, 4h high & ((aroonu_14_lt_30) | (rsi_3_1h_gt_65) | (stochrsi_k_4h_lt_80)) # 5m still not low enough, 15m down move & ((aroonu_14_lt_30) | (stochrsi_k_lt_30) | (rsi_3_15m_gt_50)) # 5m still high & up move, 15m downtrend & up move, 1d washed out & ( (stochrsi_k_lt_30) | (roc_9 < 0.5) | (aroonu_14_15m > 15.0) | (stochrsi_k_1d > 75.0) | (rsi_3_15m < 40.0) ) # 5m still high & up move, 1h washed out, 4h downtrend, 1d downtrend & ( (stochrsi_k_lt_30) | (roc_9 < 0.5) | (aroonu_14_1d > 60.0) | (stochrsi_k_1h_gt_75) | (aroonu_14_4h > 95.0) ) # 5m still high, 15m up move, 4h washed out, 1d washed out & up move & ( (stochrsi_k_lt_30) | (roc_9_15m < 1.5) | (stochrsi_k_1d_gt_50) | (rsi_3_1d < 55.0) | (stochrsi_k_4h > 95.0) ) # 5m still high, 1h washed out, 4h up move & downtrend, 1d down move & ( (stochrsi_k_lt_30) | (roc_9_1d > 30.0) | (rsi_3_4h_lt_90) | (aroonu_14_4h > 95.0) | (stochrsi_k_1h_gt_70) ) # 5m still high, 15m uptrend, 4h uptrend, 1d down move & downtrend & ( (stochrsi_k_lt_30) | (rsi_3_1d_gt_35) | (aroonu_14_1d > 15.0) | (aroonu_14_4h < 5.0) | (aroonu_14_15m_lt_30) ) # 5m still high, 15m still high, 4h down move, 1d still high & uptrend & ( (stochrsi_k_lt_30) | (stochrsi_k_1d_lt_70) | (roc_9_4h > 0.0) | (stochrsi_k_15m < 55.0) | (aroonu_14_1d_lt_90) ) # 5m still not low enough, 15m high, 1h overbought & ((stochrsi_k_lt_30) | (aroonu_14_15m_lt_60) | (roc_9_1h_lt_10)) # 5m still not low enough, 15m & 1h high & ((stochrsi_k_lt_30) | (aroonu_14_15m_lt_60) | (stochrsi_k_1h_lt_80)) # 5m still high & down move, 1h uptrend, 4h down move, 1d up move & ((stochrsi_k_lt_30) | (aroonu_14_1h_lt_90) | (roc_9_4h > 5.0) | (rsi_3 > 85.0) | (rsi_3_1d < 55.0)) # 5m still not low enough, 1h & 4h high & ((stochrsi_k_lt_30) | (aroonu_14_1h_lt_90) | (stochrsi_k_4h_lt_70)) # 5m still not low enough, 15m down move & high & ((stochrsi_k_lt_30) | (rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_60)) # 5m still not low enough, 1d down move & high & ((stochrsi_k_lt_30) | (rsi_3_1d_gt_65) | (stochrsi_k_1d_lt_60)) # 5m still not low enough, 1h & 4h down move & ((stochrsi_k_lt_30) | (rsi_3_1h_gt_50) | (rsi_3_4h_gt_60)) # 5m & 15m still not low enough, 1h high & ((stochrsi_k_lt_30) | (stochrsi_k_15m_lt_20) | (stochrsi_k_1h_lt_80)) # 5m still not low enough, 1h high, 1d overbought & ((stochrsi_k_lt_30) | (stochrsi_k_1h_lt_60) | (roc_9_1d_lt_20)) # 5m still not low enough, 1h & 1d high & ((stochrsi_k_lt_30) | (stochrsi_k_1h_lt_80) | (stochrsi_k_1d_lt_70)) # 5m still not low enough, 1h & 4h high & ((stochrsi_k_lt_30) | (stochrsi_k_1h_lt_80) | (stochrsi_k_4h_lt_90)) # 5m up move, 15m downtrend, 4h uptrend & down move, 1d down move & ((roc_9 < 0.5) | (aroonu_14_4h_lt_30) | (rsi_3_1d > 75.0) | (rsi_3_4h > 75.0) | (aroonu_14_15m > 95.0)) # 5m up move, 1h down move, 4h washed out, 1d downtrend & ((roc_9 < 0.5) | (rsi_3_1h_gt_50) | (aroonu_14_1d > 60.0) | (rsi_3 < 85.0) | (stochrsi_k_4h > 85.0)) # 5m up move, 4h still high & uptrend & down move, 1d down move & ((roc_9 < 0.5) | (stochrsi_k_4h_lt_40) | (rsi_3_1d_gt_55) | (aroonu_14_4h_lt_30) | (rsi_3_4h > 75.0)) # 15m down move, 1h washed out & uptrend, 1d down move & washed out & ( (rsi_3_15m_gt_45) | (rsi_3_1d_gt_65) | (stochrsi_k_1h_gt_90) | (aroonu_14_1h_lt_80) | (stochrsi_k_1d_gt_40) ) # 5m downtrend, 15m down move & downtrend & washed out, 1h up move & ( (rsi_3_15m_gt_55) | (roc_9_1h_lt_10) | (aroonu_14_15m > 15.0) | (aroonu_14 > 30.0) | (stochrsi_k_15m > 35.0) ) # 15m up move & washed out & uptrend, 1d overbought & up move & ( (rsi_3_15m_lt_60) | (stochrsi_k_15m_gt_30) | (aroonu_14_15m_lt_80) | (stochrsi_k_1d_lt_80) | (roc_9_1d_lt_15) ) # 15m down move, 1h high & still high & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_80) | (stochrsi_k_1h_lt_40)) # 15m & 4h down move & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_65)) # 15m & 1d down move, 15m still high & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_40) | (rsi_3_1d_gt_60)) # 15m down move, 1d downtrend & ((rsi_3_15m_gt_30) | (roc_9_1d_gt_neg_10)) # 15m down move, 1h overbought, 1d high & ((rsi_3_15m_gt_30) | (roc_9_1h_lt_20) | (stochrsi_k_1d_lt_90)) # 15m down move, 4h overbought, 1d high & ((rsi_3_15m_gt_30) | (roc_9_4h_lt_30) | (stochrsi_k_1d_lt_80)) # 15m & 1d down move, 1d high & ((rsi_3_15m_gt_30) | (rsi_3_1d_gt_60) | (aroonu_14_1d_lt_75)) # 5m down move, 15m down move & still high, 1h down move, 1d downtrend & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_55) | (rsi_3 > 75.0) | (aroonu_14_1d > 90.0) | (stochrsi_k_15m_lt_20)) # 15m & 1d down move, 15m high & ((rsi_3_15m_gt_40) | (aroonu_14_15m_lt_80) | (rsi_3_1d_gt_30)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_50) | (rsi_3_4h_gt_55)) # 5m up move, 15m down move, 4h down move & on the floor, 1d washed out & ((rsi_3_15m_gt_40) | (rsi_3_4h_gt_60) | (stochrsi_k_4h > 15.0) | (stochrsi_k_1d > 55.0) | (rsi_3 < 60.0)) # 15m down move & high, 1d overbought & ((rsi_3_15m_gt_40) | (stochrsi_k_15m_lt_80) | (roc_9_1d_lt_50)) # 15m down move, 1h still not low enough, 4h high & ((rsi_3_15m_gt_40) | (stochrsi_k_1h_lt_30) | (stochrsi_k_4h_lt_90)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_40) | (stochrsi_k_1h_lt_40) | (rsi_3_4h_gt_50)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_50) | (aroonu_14_15m_lt_40) | (rsi_3_1h_gt_60)) # 15m down move, 15m & 1d high & ((rsi_3_15m_gt_50) | (aroonu_14_15m_lt_80) | (stochrsi_k_1d_lt_90)) # 15m & 1h down move, 1h high & ((rsi_3_15m_gt_50) | (rsi_3_1h_gt_60) | (aroonu_14_1h_lt_80)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_50) | (rsi_3_1h_gt_65) | (stochrsi_k_1d_lt_90)) # 15m down move & still high, 1d high & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_40) | (aroonu_14_1d_lt_80)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_60) | (stochrsi_k_1h_lt_70)) # 15m down move & high, 1h still not low enough & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_30)) # 15m down move, 1h & 4h high & ((rsi_3_15m_gt_50) | (stochrsi_k_1h_lt_80) | (stochrsi_k_4h_lt_90)) # 5m up move, 15m down move & uptrend, 4h still high & ((rsi_3_15m_gt_50) | (stochrsi_k_4h_lt_70) | (rsi_3_lt_90) | (aroonu_14_15m_lt_60)) # 15m & 4h down move, 1h high & ((rsi_3_15m_gt_55) | (aroonu_14_1h_lt_80) | (rsi_3_4h_gt_60)) # 15m down move, 4h overbought, 1d low & ((rsi_3_15m_gt_55) | (roc_9_4h_lt_15) | (aroonu_14_1d_gt_30)) # 5m up move, 15m down move & downtrend, 1d down move & ((rsi_3_15m_gt_55) | (rsi_3_1d_gt_40) | (aroonu_14_15m > 15.0) | (rsi_3 < 80.0)) # 15m & 1h down move, 1d high & ((rsi_3_15m_gt_55) | (rsi_3_1h_gt_30) | (stochrsi_k_1d_lt_80)) # 15m & 1h down move, 4h overbought & ((rsi_3_15m_gt_55) | (rsi_3_1h_gt_60) | (roc_9_4h_lt_20)) # 5m uptrend, 15m down move, 4h down move, 1d downtrend & ((rsi_3_15m_gt_55) | (rsi_3_4h_gt_50) | (aroonu_14_1d_gt_0) | (aroonu_14 < 15.0)) # 15m & 4h down move, 4h overbought & ((rsi_3_15m_gt_55) | (rsi_3_4h_gt_50) | (roc_9_4h_lt_15)) # 15m down move, 15m & 1d high & ((rsi_3_15m_gt_55) | (stochrsi_k_15m_lt_80) | (stochrsi_k_1d_lt_70)) # 15m down move, 1h still not low enough, 1d overbought & ((rsi_3_15m_gt_55) | (stochrsi_k_1h_lt_30) | (roc_9_1d_lt_60)) # 15m down move, 4h & 1d high & ((rsi_3_15m_gt_55) | (stochrsi_k_4h_lt_70) | (stochrsi_k_1d_lt_80)) # 15m down move, 1h high & overbought & ((rsi_3_15m_lt_60) | (stochrsi_k_1h_lt_90) | (roc_9_1h_lt_20)) # 15m up move, 1h low, 4h down move & ((rsi_3_15m_lt_85) | (aroonu_14_1h_gt_10) | (rsi_3_4h_lt_60)) # 5m down move, 15m up move, 1d down move & ((rsi_3_15m_lt_85) | (rsi_3_1d_gt_25) | (rsi_3 > 85.0)) # 15m up move, 1h still high, 1d high & ((rsi_3_15m_lt_85) | (stochrsi_k_1h_gt_50) | (stochrsi_k_1d_gt_10)) # 15m up move, 1h down move, 1d still low & ((rsi_3_15m_lt_90) | (rsi_3_1h_gt_65) | (aroonu_14_1d_gt_50)) # 15m up move, 1h down move, 4h overbought & ((rsi_3_15m_lt_90) | (rsi_3_1h_gt_65) | (roc_9_4h_lt_25)) # 5m up move, 15m up move, 1h washed out & up move, 4h washed out & ((rsi_3_15m_lt_90) | (stochrsi_k_4h_gt_40) | (rsi_3_lt_90) | (stochrsi_k_1h_gt_90) | (rsi_3_1h_lt_70)) # 15m up move, 1h uptrend & down move, 4h uptrend, 1d up move & ((rsi_3_15m_lt_95) | (aroonu_14_1h_lt_90) | (roc_9_1h > 5.0) | (aroonu_14_4h < 95.0) | (rsi_3_1d < 70.0)) # 15m downtrend, 1h up move, 4h still high, 1d washed out & up move & ( (aroonu_14_15m_gt_10) | (stochrsi_k_1d_gt_40) | (roc_9_1d < -5.0) | (stochrsi_k_4h_lt_60) | (rsi_3_1h < 45.0) ) # 15m downtrend, 1h up move, 4h overbought & down move, 1d overbought & ( (aroonu_14_15m_gt_20) | (stochrsi_k_1d_lt_80) | (stochrsi_k_4h_lt_80) | (rsi_3_4h > 80.0) | (rsi_3_1h_lt_55) ) # 5m up move, 15m uptrend, 1h uptrend & washed out, 1d down move & ( (aroonu_14_15m_lt_20) | (aroonu_14_1h_lt_40) | (rsi_3_lt_95) | (roc_9_1d > 10.0) | (stochrsi_k_1h_gt_70) ) # 5m uptrend, 15m uptrend & washed out, 4h overbought, 1d downtrend & ( (aroonu_14_15m_lt_40) | (stochrsi_k_4h_lt_80) | (aroonu_14_1d > 60.0) | (aroonu_14 < 95.0) | (stochrsi_k_15m > 85.0) ) # 5m washed out, 15m uptrend, 1h washed out, 4h down move & downtrend & ( (aroonu_14_15m_lt_60) | (rsi_3_4h_gt_45) | (aroonu_14_4h > 40.0) | (stochrsi_k > 55.0) | (stochrsi_k_1h_gt_70) ) # 15m & 1h low, 1d down move & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_gt_30) | (rsi_3_1d_gt_65)) # 15m low, 1h & 1d high & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_lt_75) | (stochrsi_k_1d_gt_10)) # 15m low, 4h high, 1d overbought & ((aroonu_14_15m_gt_10) | (stochrsi_k_4h_lt_90) | (roc_9_1d_lt_40)) # 15m still high, 1h high, 4h down move & ((aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_80) | (rsi_3_4h_gt_65)) # 15m still high, 1h & 4h down move & ((aroonu_14_15m_lt_40) | (rsi_3_1h_gt_60) | (rsi_3_4h_gt_60)) # 15m still high, 1h down move, 4h high & ((aroonu_14_15m_lt_40) | (rsi_3_1h_gt_65) | (stochrsi_k_4h_lt_80)) # 15m still high, 4h down move, 1d high & ((aroonu_14_15m_lt_40) | (rsi_3_4h_gt_65) | (aroonu_14_1d_lt_90)) # 15m uptrend, 1d uptrend & washed out & up move & ((aroonu_14_15m_lt_60) | (aroonu_14_1d_lt_80) | (stochrsi_k_1d > 25.0) | (rsi_3_1d < 65.0)) # 5m downtrend & down move, 15m uptrend, 1h uptrend, 1d down move & ((aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_90) | (aroonu_14 > 10.0) | (roc_9_1d > 25.0) | (rsi_3 > 80.0)) # 15m & 1d high, 1h down move & ((aroonu_14_15m_lt_60) | (rsi_3_1h_gt_40) | (stochrsi_k_1d_lt_90)) # 15m high, 1h down move, 1d overbought & ((aroonu_14_15m_lt_60) | (rsi_3_1h_gt_50) | (roc_9_1d_lt_30)) # 15m high, 1h & 1d down move & ((aroonu_14_15m_lt_60) | (rsi_3_1h_gt_65) | (rsi_3_1d_gt_50)) # 15m high, 4h down move & overbought & ((aroonu_14_15m_lt_60) | (rsi_3_4h_gt_60) | (roc_9_4h_lt_25)) # 15m high, 1h low & ((aroonu_14_15m_lt_75) | (aroonu_14_1h_gt_10)) # 15m & 1d high, 1d down move & ((aroonu_14_15m_lt_75) | (rsi_3_1d_gt_65) | (stochrsi_k_1d_lt_90)) # 15m high, 1h & 1d down move & ((aroonu_14_15m_lt_75) | (rsi_3_1h_gt_55) | (rsi_3_1d_gt_55)) # 15m high, 4h down move & ((aroonu_14_15m_lt_75) | (rsi_3_4h_gt_15)) # 15m & 1h & 1d high & ((aroonu_14_15m_lt_80) | (aroonu_14_1h_lt_70) | (stochrsi_k_1d_lt_90)) # 15m & 4h high & ((aroonu_14_15m_lt_80) | (aroonu_14_4h_lt_80) | (stochrsi_k_4h_lt_90)) # 15m high, 1d downtrend & ((aroonu_14_15m_lt_80) | (roc_9_1d_gt_neg_10)) # 15m & 4h high, 1h overbought & ((aroonu_14_15m_lt_80) | (roc_9_1h_lt_15) | (stochrsi_k_4h_lt_80)) # 15m high, 4h overbought & ((aroonu_14_15m_lt_80) | (roc_9_4h_lt_80)) # 15m high, 4h down move & overbought & ((aroonu_14_15m_lt_80) | (rsi_3_4h_gt_40) | (roc_9_4h_lt_5)) # 15m & 1h high, 15m still not low enough & ((aroonu_14_15m_lt_80) | (stochrsi_k_15m_lt_20) | (stochrsi_k_1h_lt_70)) # 15m & 1h high, 15m still not low enough & ((aroonu_14_15m_lt_80) | (stochrsi_k_15m_lt_30) | (stochrsi_k_1h_lt_90)) # 15m & 1h high & ((aroonu_14_15m_lt_80) | (stochrsi_k_15m_lt_80) | (aroonu_14_1h_lt_60)) # 5m overbought, 15m uptrend, 4h up move, 1d downtrend & ((aroonu_14_15m_lt_90) | (roc_9_4h_lt_15) | (aroonu_14_1d_gt_30) | (stochrsi_k < 85.0)) # 15m high, 4h overbought & ((aroonu_14_15m_lt_90) | (roc_9_4h_lt_70)) # 15m high, 1d down move & ((aroonu_14_15m_lt_90) | (rsi_3_1d_gt_25)) # 15m high, 1h down move, 4h low & ((aroonu_14_15m_lt_90) | (rsi_3_1h_gt_55) | (aroonu_14_4h_gt_10)) # 5m uptrend, 15m uptrend, 4h down move, 1d downtrend & ((aroonu_14_15m_lt_90) | (rsi_3_4h_gt_50) | (aroonu_14_1d_gt_0) | (aroonu_14 < 65.0)) # 5m down move, 15m washed out, 1h down move, 4h uptrend, 1d washed out & ( (stochrsi_k_15m_gt_30) | (stochrsi_k_1d_gt_40) | (aroonu_14_4h < 15.0) | (rsi_3 > 90.0) | (rsi_3_1h > 80.0) ) # 5m uptrend, 15m still high, 1h overbought, 1d overbought & down move & ( (stochrsi_k_15m_lt_40) | (stochrsi_k_1d_lt_90) | (stochrsi_k_1h_lt_80) | (aroonu_14 < 80.0) | (rsi_3_1d > 95.0) ) # 15m still high & downtrend, 1h uptrend & up move, 1d up move & ( (stochrsi_k_15m_lt_50) | (aroonu_14_1h_lt_80) | (aroonu_14_15m_gt_60) | (rsi_3_1d < 75.0) | (roc_9_1h < 5.0) ) # 5m overbought, 15m still high, 1h still high & downtrend, 4h down move & ( (stochrsi_k_15m_lt_60) | (stochrsi_k_1h_lt_70) | (rsi_3_4h_gt_60) | (stochrsi_k < 95.0) | (aroonu_14_1h > 80.0) ) # 5m uptrend, 15m overbought, 1h washed out, 4h up move, 1d down move & ( (stochrsi_k_15m_lt_80) | (roc_9_4h_lt_15) | (roc_9_1d > 10.0) | (stochrsi_k_1h_gt_70) | (aroonu_14 < 45.0) ) # 15m overbought, 1h washed out & up move, 1d down move & uptrend & ( (stochrsi_k_15m_lt_80) | (rsi_3_1d_gt_55) | (stochrsi_k_1h_gt_70) | (rsi_3_1h_lt_65) | (aroonu_14_1d_lt_40) ) # 15m overbought & up move, 1h washed out, 4h downtrend, 1d down move & ( (stochrsi_k_15m_lt_80) | (rsi_3_1d_gt_65) | (stochrsi_k_1h_gt_75) | (rsi_3_15m_lt_85) | (aroonu_14_4h > 90.0) ) # 15m overbought, 1h still high, 4h uptrend & down move, 1d down move & ( (stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_70) | (aroonu_14_4h_lt_90) | (roc_9_4h > 10.0) | (roc_9_1d > 20.0) ) # 5m washed out, 15m overbought, 4h overbought, 1d down move & up move & ( (stochrsi_k_15m_lt_80) | (stochrsi_k_4h_lt_90) | (stochrsi_k > 30.0) | (rsi_3_1d > 75.0) | (roc_9_1d_lt_10) ) # 5m washed out & up move, 15m washed out & up move & ((stochrsi_k_15m_gt_50) | (roc_9_15m < 1.5) | (stochrsi_k > 35.0) | (rsi_3 < 75.0) | (rsi_3_15m < 35.0)) # 15m still not low enough, 4h down move, 1d high & ((stochrsi_k_15m_lt_20) | (rsi_3_4h_gt_65) | (stochrsi_k_1d_lt_90)) # 15m still not low enough, 1h down move, 4h high & ((stochrsi_k_15m_lt_30) | (rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_90)) # 15m still not low enough, 1h down move & high & ((stochrsi_k_15m_lt_30) | (rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_70)) # 15m still not low enough, 4h & 1d down move & ((stochrsi_k_15m_lt_30) | (rsi_3_4h_gt_60) | (rsi_3_1d_gt_45)) # 15m still not low enough, 1h & 1d high & ((stochrsi_k_15m_lt_30) | (stochrsi_k_1h_lt_90) | (stochrsi_k_1d_lt_80)) # 15m still high, 4h high & overbought & ((stochrsi_k_15m_lt_40) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_30)) # 15m still high, 1h down move & ((stochrsi_k_15m_lt_40) | (rsi_3_1h_gt_15)) # 15m still high, 1h down move & high & ((stochrsi_k_15m_lt_40) | (rsi_3_1h_gt_65) | (aroonu_14_1h_lt_80)) # 15m still high, 4h & 1d high & ((stochrsi_k_15m_lt_40) | (stochrsi_k_4h_lt_80) | (aroonu_14_1d_lt_90)) # 15m still high, 4h high, 1d overbought & ((stochrsi_k_15m_lt_50) | (aroonu_14_4h_lt_90) | (roc_9_1d_lt_50)) # 15m still high, 1h down move, 4h high & ((stochrsi_k_15m_lt_50) | (rsi_3_1h_gt_65) | (stochrsi_k_4h_lt_60)) # 15m still high, 4h & 1d high & ((stochrsi_k_15m_lt_50) | (stochrsi_k_4h_lt_70) | (aroonu_14_1d_lt_80)) # 15m & 4h high, 4h overbought & ((stochrsi_k_15m_lt_60) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_15)) # 15m & 4h & 1d high & ((stochrsi_k_15m_lt_60) | (aroonu_14_4h_lt_90) | (stochrsi_k_1d_lt_80)) # 15m high, 1h down move, 4h overbought & ((stochrsi_k_15m_lt_60) | (rsi_3_1h_gt_55) | (roc_9_4h_lt_60)) # 15m & 1h & 1d high & ((stochrsi_k_15m_lt_70) | (aroonu_14_1h_lt_80) | (stochrsi_k_1d_lt_90)) # 15m & 1d high, 4h overbought & ((stochrsi_k_15m_lt_70) | (roc_9_4h_lt_5) | (stochrsi_k_1d_lt_90)) # 15m still high, 1d down move & ((stochrsi_k_15m_lt_70) | (rsi_3_1d_gt_25) | (roc_9_1d_gt_neg_15)) # 15m still high & downtrend, 1h down move, 1d down move & ((stochrsi_k_15m_lt_70) | (rsi_3_1h_gt_60) | (roc_9_1d > 0.0) | (aroonu_14_15m_gt_10)) # 15m & 4h high & ((stochrsi_k_15m_lt_80) | (aroonu_14_4h_lt_90) | (stochrsi_k_4h_lt_80)) # 15m & 1d high, 1d down move & ((stochrsi_k_15m_lt_80) | (rsi_3_1d_gt_60) | (aroonu_14_1d_lt_90)) # 15m & 1d high, 1d down move & ((stochrsi_k_15m_lt_80) | (rsi_3_1d_gt_60) | (stochrsi_k_1d_lt_70)) # 15m & 1d high, 1d down move & ((stochrsi_k_15m_lt_80) | (rsi_3_1d_gt_65) | (stochrsi_k_1d_lt_80)) # 15m & 1d high, 1h down move & ((stochrsi_k_15m_lt_80) | (rsi_3_1h_gt_60) | (stochrsi_k_1d_lt_90)) # 15m & 1d high, 1h still high & ((stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_40) | (aroonu_14_1d_lt_90)) # 15m & 4h high, 1h still high & ((stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_50) | (stochrsi_k_4h_lt_60)) # 15m & 1h & 1d high & ((stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_80) | (stochrsi_k_1d_lt_90)) # 15m down move & uptrend, 1h still high, 4h up move, 1d downtrend & ( (roc_9_15m > -1.0) | (roc_9_4h_lt_10) | (aroonu_14_1d > 80.0) | (stochrsi_k_1h < 55.0) | (aroonu_14_15m < 10.0) ) # 5m uptrend, 15m down move & still high, 1h still high, 4h uptrend & ( (roc_9_15m > -1.0) | (stochrsi_k_1h_lt_50) | (aroonu_14 < 65.0) | (stochrsi_k_15m < 15.0) | (aroonu_14_4h_lt_75) ) # 5m uptrend, 15m down move & still high, 1h uptrend, 4h still high & ( (roc_9_15m > -1.0) | (stochrsi_k_4h_lt_60) | (aroonu_14 < 65.0) | (stochrsi_k_15m < 15.0) | (aroonu_14_1h < 65.0) ) # 15m overbought, 1h down move, 4h high & ((roc_9_15m < 1.5) | (rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_80)) # 5m still high, 15m up move, 1h washed out, 4h down move, 1d down move & ((roc_9_15m < 1.5) | (rsi_3_4h_gt_55) | (rsi_3_1d_gt_65) | (stochrsi_k_1h_gt_75) | (stochrsi_k_lt_30)) # 15m overbought, 1h low & ((roc_9_15m < 10) | (aroonu_14_1h_gt_10)) # 5m uptrend, 15m down move, 1h down move & uptrend, 4h washed out & ( (rsi_3_1h_gt_50) | (aroonu_14_1h_lt_80) | (aroonu_14 < 60.0) | (stochrsi_k_4h > 85.0) | (rsi_3_15m > 75.0) ) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_30) | (aroonu_14_1h_lt_60) | (stochrsi_k_1d_lt_70)) # 15m up move, 1h down move, 4h overbought & ((rsi_3_1h_gt_35) | (stochrsi_k_4h_lt_80) | (rsi_3_15m_lt_80)) # 1h down move & high, 1d overbought & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_60) | (roc_9_1d_lt_50)) # 1h & 1d down move, 1d high & ((rsi_3_1h_gt_40) | (rsi_3_1d_gt_60) | (aroonu_14_1d_lt_90)) # 1h & 4h down move, 4h overbought & ((rsi_3_1h_gt_40) | (rsi_3_4h_gt_50) | (roc_9_4h_lt_15)) # 1h & 4h down move, 1d overbought & ((rsi_3_1h_gt_40) | (rsi_3_4h_gt_65) | (roc_9_1d_lt_30)) # 1h down move & still high, 1d high & ((rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_40) | (stochrsi_k_1d_lt_90)) # 1h down move & high, 1d overbought & ((rsi_3_1h_gt_40) | (stochrsi_k_1h_lt_60) | (roc_9_1d_lt_40)) # 5m still high, 1h down move, 4h up move, 1d washed out & down move & ((rsi_3_1h_gt_45) | (roc_9_4h_lt_10) | (stochrsi_k_1d_gt_50) | (rsi_3_1d > 85.0) | (stochrsi_k < 75.0)) # 1h down move, 4h overbought & up move, 1d downtrend & ((rsi_3_1h_gt_45) | (stochrsi_k_4h_lt_80) | (aroonu_14_1d > 25.0) | (rsi_3_4h_lt_90)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_50) | (rsi_3_4h_gt_60) | (rsi_3_1d_gt_30)) # 1h & 4h down move, 1h high & ((rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_60) | (rsi_3_4h_gt_65)) # 1h down move & high, 4h still high & ((rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_80) | (aroonu_14_4h_lt_40)) # 1h down move & overbought, 4h up move, 1d down move & ((rsi_3_1h_gt_55) | (stochrsi_k_1h_lt_80) | (rsi_3_4h_lt_90) | (rsi_3_1d_gt_65)) # 1h down move & uptrend, 1d overbought & down move & ((rsi_3_1h_gt_60) | (aroonu_14_1h_lt_90) | (stochrsi_k_1d < 95.0) | (rsi_3_1d > 70.0)) # 5m uptrend, 1h down move, 4h up move, 1d washed out & ((rsi_3_1h_gt_60) | (roc_9_4h_lt_20) | (stochrsi_k_1d_gt_20) | (aroonu_14 < 80.0)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_60) | (rsi_3_4h_gt_60) | (aroonu_14_1d_lt_80)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_60) | (rsi_3_4h_gt_65) | (stochrsi_k_1d_lt_80)) # 1h down move & still not low enough, 1d high & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_30) | (stochrsi_k_1d_lt_90)) # 1h down move & still not low enough, 4h high & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_30) | (stochrsi_k_4h_lt_70)) # 1h down move & still not low enough, 4h high & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_30) | (stochrsi_k_4h_lt_80)) # 1h down move & still high, 4h high & ((rsi_3_1h_gt_60) | (stochrsi_k_1h_lt_50) | (aroonu_14_4h_lt_90)) # 15m down move, 1h down move, 4h overbought, 1d downtrend & ((rsi_3_1h_gt_60) | (stochrsi_k_4h_lt_90) | (aroonu_14_1d > 15.0) | (rsi_3_15m_gt_55)) # 1h & 1d down move, 1h high & ((rsi_3_1h_gt_65) | (aroonu_14_1h_lt_60) | (rsi_3_1d_gt_65)) # 1h down move & high, 1d overbought & ((rsi_3_1h_gt_65) | (aroonu_14_1h_lt_90) | (roc_9_1d_lt_80)) # 5m down move, 1h down move, 4h uptrend & up move, 1d washed out & ((rsi_3_1h_gt_65) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_15) | (stochrsi_k_1d_gt_40) | (rsi_3 > 85.0)) # 1h down move, 4h overbought & ((rsi_3_1h_gt_65) | (roc_9_4h_lt_70)) # 1h & 1d down move, 1d overbought & ((rsi_3_1h_gt_65) | (rsi_3_1d_gt_65) | (roc_9_1d_lt_100)) # 1h down move & still high, 4h uptrend & down move, 1d down move & ((rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_70) | (aroonu_14_4h_lt_90) | (roc_9_4h > 5.0) | (rsi_3_1d > 75.0)) # 5m down move, 1h RSI low, 1d uptrend & washed out & ((rsi_14_1h > 50.0) | (aroonu_14_1d_lt_90) | (stochrsi_k_1d > 25.0) | (rsi_3 > 85.0)) # 5m overbought, 15m washed out, 1h uptrend, 4h uptrend & down move & ( (aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_75) | (stochrsi_k < 85.0) | (roc_9_4h > 20.0) | (stochrsi_k_15m > 75.0) ) # 1h uptrend & washed out, 4h downtrend, 1d down move & ( (aroonu_14_1h_lt_90) | (rsi_3_1d_gt_50) | (stochrsi_k_1h > 85.0) | (aroonu_14_4h_gt_50) | (roc_9_1d > 5.0) ) # 5m uptrend, 15m down move, 1h uptrend & washed out, 1d down move & ( (aroonu_14_1h_lt_90) | (rsi_3_1d_gt_55) | (stochrsi_k_1h > 95.0) | (aroonu_14 < 45.0) | (rsi_3_15m > 90.0) ) # 15m washed out, 1h uptrend, 4h down move & uptrend & ( (aroonu_14_1h_lt_90) | (rsi_3_4h_gt_55) | (stochrsi_k_15m > 85.0) | (aroonu_14_4h < 55.0) | (roc_9_4h > 5.0) ) # 5m down move, 15m overbought, 1h uptrend & still high, 4h up move & ( (aroonu_14_1h_lt_90) | (stochrsi_k_1h_lt_60) | (stochrsi_k_15m < 90.0) | (rsi_3 > 75.0) | (rsi_3_4h_lt_80) ) # 5m down move, 15m downtrend & still high, 1h uptrend & overbought & ( (aroonu_14_1h_lt_90) | (stochrsi_k_1h_lt_90) | (aroonu_14_15m_gt_50) | (stochrsi_k_15m_lt_40) | (rsi_3 > 75.0) ) # 1h still high, 4h high, 1d downtrend & ((aroonu_14_1h_lt_40) | (aroonu_14_4h_lt_90) | (roc_9_1d_gt_0)) # 5m up move & downtrend, 1h uptrend & up move, 4h uptrend & ((aroonu_14_1h_lt_70) | (aroonu_14_4h_lt_75) | (rsi_3_1h_lt_95) | (rsi_3_lt_90) | (aroonu_14 > 30.0)) # 1h high, 1d overbought & ((aroonu_14_1h_lt_75) | (roc_9_1d_lt_200)) # 1h & 4h high, 1d down move & ((aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_80) | (rsi_3_1d_gt_65)) # 1h high, 1d overbought & ((aroonu_14_1h_lt_80) | (stochrsi_k_1h_lt_80) | (roc_9_1d_lt_50)) # 5m down move, 15m up move, 1h uptrend, 1d up move & down move & ((aroonu_14_1h_lt_90) | (roc_9_1d_lt_15) | (rsi_3_1d > 70.0) | (rsi_3 > 75.0) | (rsi_3_15m < 45.0)) # 1h high, 4h down move & ((aroonu_14_1h_lt_90) | (rsi_3_4h_gt_15)) # 1h & 1d high, 4h down move & ((aroonu_14_1h_lt_90) | (rsi_3_4h_gt_40) | (aroonu_14_1d_lt_90)) # 1h high, 4h down move & overbought & ((aroonu_14_1h_lt_90) | (rsi_3_4h_gt_65) | (roc_9_4h_lt_20)) # 1h & 1d high, 1d overbought & ((aroonu_14_1h_lt_90) | (stochrsi_k_1d_lt_90) | (roc_9_1d_lt_80)) # 15m down move, 1h uptrend & washed out, 1d overbought & ((aroonu_14_1h_lt_90) | (stochrsi_k_1d_lt_90) | (stochrsi_k_1h > 25.0) | (rsi_3_15m_gt_30)) # 1h & 4h & 1d high & ((aroonu_14_1h_lt_90) | (stochrsi_k_4h_lt_70) | (aroonu_14_1d_lt_80)) # 5m on the floor, 1h AROOND high, 1d downtrend & ((aroond_14_1h_lt_50) | (aroonu_14_1d_gt_20) | (stochrsi_k > 15.0)) # 5m uptrend, 1h still high, 4h down move & uptrend & on the floor & ( (stochrsi_k_1h_lt_50) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_60) | (stochrsi_k_4h > 15.0) | (aroonu_14 < 95.0) ) # 5m down move, 15m downtrend, 1h still high & uptrend, 4h overbought & ( (stochrsi_k_1h_lt_50) | (stochrsi_k_4h_lt_80) | (aroonu_14_15m > 65.0) | (rsi_3 > 85.0) | (aroonu_14_1h_lt_80) ) # 1h washed out while the 15m spikes and the 1d is spent & ((stochrsi_k_1h_gt_10) | (rsi_3_15m_lt_80) | (rsi_3_1d_lt_90)) # 1h still not low enough & overbought, 1d still high & ((stochrsi_k_1h_gt_75) | (roc_9_1h_lt_15) | (stochrsi_k_1d_gt_40)) # 1h still not low enough, 4h down move & high & ((stochrsi_k_1h_lt_30) | (rsi_3_4h_gt_65) | (stochrsi_k_4h_lt_80)) # 1h still high, 4h down move & high & ((stochrsi_k_1h_lt_40) | (rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_70)) # 1h still high, 4h high, 1d overbought & ((stochrsi_k_1h_lt_40) | (stochrsi_k_4h_lt_70) | (roc_9_1d_lt_20)) # 1h high, 4h down move, 1d overbought & ((stochrsi_k_1h_lt_60) | (rsi_3_4h_gt_65) | (roc_9_1d_lt_30)) # 1h & 4h high, 4h down move & ((stochrsi_k_1h_lt_70) | (rsi_3_4h_gt_65) | (stochrsi_k_4h_lt_60)) # 5m up move, 1h overbought & down move, 4h uptrend & down move & ((stochrsi_k_1h_lt_80) | (aroonu_14_4h_lt_75) | (rsi_3_4h > 75.0) | (rsi_3 < 85.0) | (roc_9_1h > 10.0)) # 1h & 4h high, 1d down move & ((stochrsi_k_1h_lt_80) | (stochrsi_k_4h_lt_60) | (rsi_3_1d_gt_65)) # 15m up move, 1h overbought, 1d uptrend & down move & up move & ((stochrsi_k_1h_lt_90) | (aroonu_14_1d_lt_90) | (rsi_3_1d_gt_55) | (roc_9_1d_lt_20) | (rsi_3_15m_lt_60)) # 1h & 4h high, 1d down move & ((stochrsi_k_1h_lt_90) | (aroonu_14_4h_lt_60) | (rsi_3_1d_gt_60)) # 15m down move, 1h overbought & down move & up move, 1d up move & ((stochrsi_k_1h_lt_90) | (roc_9_1d_lt_35) | (roc_9_1h > 10.0) | (rsi_3_15m > 90.0) | (rsi_3_1h_lt_75)) # 5m up move, 1h overbought, 4h down move, 1d downtrend & ((stochrsi_k_1h_lt_90) | (rsi_3_4h_gt_65) | (aroonu_14_1d_gt_0) | (rsi_3 < 75.0)) # 1h downtrend, 4h still not low enough, 1d low & ((roc_9_1h > -2) | (stochrsi_k_4h_gt_75) | (aroonu_14_1d_gt_30)) # 1h overbought, 1d still low & high & ((roc_9_1h_lt_10) | (aroonu_14_1d_gt_50) | (stochrsi_k_1d_lt_70)) # 1h overbought, 1d low & ((roc_9_1h_lt_20) | (aroonu_14_1d_gt_10)) # 15m down move, 4h up move & washed out, 1d down move & downtrend & ( (rsi_3_4h_lt_90) | (stochrsi_k_4h_gt_60) | (roc_9_1d > 30.0) | (rsi_3_15m > 60.0) | (aroonu_14_1d > 95.0) ) # 5m down move, 1h washed out, 4h down move & uptrend, 1d down move & ((rsi_3_4h_gt_45) | (rsi_3_1d_gt_60) | (stochrsi_k_1h_gt_70) | (rsi_3 > 90.0) | (aroonu_14_4h < 15.0)) # 5m down move & still high, 1h washed out, 4h down move, 1d down move & ((rsi_3_4h_gt_45) | (rsi_3_1d_gt_65) | (stochrsi_k_1h_gt_70) | (rsi_3 > 90.0) | (stochrsi_k_lt_30)) # 4h down move & high & overbought & ((rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_60) | (roc_9_4h_lt_20)) # 4h down move, 1d high & downtrend & ((rsi_3_4h_gt_60) | (aroonu_14_1d_lt_80) | (roc_9_1d_gt_30)) # 4h down move & high, 1d overbought & ((rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_80) | (roc_9_1d_lt_30)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_65) | (aroonu_14_1d_lt_75) | (roc_9_1d_lt_60)) # 4h down move, 1d high & overbought & ((rsi_3_4h_gt_65) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_60)) # 5m up move, 15m still high, 1h uptrend, 4h down move, 1d up move & ((rsi_3_4h_gt_65) | (roc_9_1d_lt_40) | (rsi_3_lt_95) | (stochrsi_k_15m_lt_30) | (aroonu_14_1h < 5.0)) # 1h still high, 4h uptrend, 1d down move & still high & up move & ( (aroonu_14_4h_lt_40) | (rsi_3_1d_gt_40) | (stochrsi_k_1d_lt_20) | (stochrsi_k_1h_lt_70) | (roc_9_1d < -5.0) ) # 15m down move, 1h still high, 4h uptrend, 1d down move & washed out & ( (aroonu_14_4h_lt_90) | (rsi_3_1d_gt_55) | (stochrsi_k_1h_lt_70) | (rsi_3_15m > 60.0) | (stochrsi_k_1d_gt_30) ) # 4h still not high enough, 4h & 1d overbought & ((aroonu_14_4h_gt_70) | (roc_9_4h_lt_15) | (roc_9_1d_lt_70)) # 15m up move, 4h uptrend, 1d down move & ((aroonu_14_4h_lt_90) | (roc_9_1d_gt_neg_15) | (rsi_3_15m_lt_75)) # 4h high & still high, 1d overbought & ((aroonu_14_4h_lt_90) | (stochrsi_k_4h_gt_30) | (roc_9_1d_lt_70)) # 1h overbought, 4h still high & down move, 1d overbought & down move & ( (stochrsi_k_4h_lt_40) | (stochrsi_k_1d_lt_90) | (roc_9_4h > 5.0) | (stochrsi_k_1h_lt_80) | (roc_9_1d > 20.0) ) # 1h washed out & down move, 4h still high, 1d down move & downtrend & ( (stochrsi_k_4h_lt_60) | (rsi_3_1d_gt_55) | (aroonu_14_1d_gt_50) | (stochrsi_k_1h > 85.0) | (roc_9_1h > 5.0) ) # 5m uptrend, 1h down move, 4h still high, 1d still high & down move & ( (stochrsi_k_4h_lt_70) | (stochrsi_k_1d_lt_70) | (roc_9_1d > 15.0) | (rsi_3_1h > 80.0) | (aroonu_14 < 55.0) ) # 5m up move, 15m washed out, 1h still high, 4h overbought, 1d down move & ( (stochrsi_k_4h_lt_90) | (rsi_3_1d_gt_60) | (stochrsi_k_15m > 25.0) | (rsi_3 < 75.0) | (stochrsi_k_1h < 55.0) ) # 5m down move, 1h washed out & uptrend, 4h overbought, 1d washed out & ( (stochrsi_k_4h_lt_90) | (stochrsi_k_1d_gt_30) | (rsi_3 > 90.0) | (stochrsi_k_1h_gt_90) | (aroonu_14_1h < 45.0) ) # 4h stochastic up, or 4h making highs & ((stochrsi_k_4h > 50.0) | (aroonu_14_4h > 50.0)) # 5m up move, 15m down move, 4h washed out, 1d up move & down move & ((stochrsi_k_4h_gt_30) | (rsi_3_1d_lt_80) | (rsi_3_lt_90) | (roc_9_1d > 40.0) | (rsi_3_15m > 90.0)) # 5m up move, 1h washed out, 4h still high & down move, 1d up move & ((stochrsi_k_4h_lt_70) | (roc_9_1d_lt_35) | (roc_9_4h > 10.0) | (stochrsi_k_1h > 55.0) | (rsi_3 < 75.0)) # 15m downtrend & up move, 4h overbought, 1d extended & ((stochrsi_k_4h_lt_80) | (roc_9_1d_lt_50) | (aroonu_14_15m_gt_0) | (rsi_3_15m_lt_75)) # 4h & 1d high, 1d down move & ((stochrsi_k_4h_lt_80) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_70)) # 5m down move, 4h overbought, 1d down move & ((stochrsi_k_4h_lt_90) | (rsi_3_1d_gt_30) | (rsi_3 > 70.0)) # 5m downtrend & still high, 15m up move, 4h overbought, 1d down move & ((stochrsi_k_4h_lt_90) | (rsi_3_1d_gt_40) | (rsi_3_15m_lt_50) | (aroonu_14 > 95.0) | (stochrsi_k < 50.0)) # 5m overbought & down move, 1h overbought, 4h down move, 1d uptrend & ((roc_9_4h > 5.0) | (aroonu_14_1d_lt_90) | (stochrsi_k < 95.0) | (stochrsi_k_1h < 95.0) | (rsi_3 > 95.0)) # 5m up move, 15m washed out, 4h up move, 1d down move & ((roc_9_4h_lt_15) | (rsi_3_1d_gt_50) | (stochrsi_k_15m_gt_20) | (rsi_3 < 75.0)) # 15m down move, 4h up move & uptrend, 1d down move & washed out & ((roc_9_4h_lt_5) | (rsi_3_1d_gt_60) | (rsi_3_15m_gt_55) | (aroonu_14_4h < 95.0) | (stochrsi_k_1d > 35.0)) # 5m uptrend & washed out, 1h washed out, 1d down move & uptrend & ( (rsi_3_1d_gt_55) | (aroonu_14_1d_lt_90) | (aroonu_14 < 80.0) | (stochrsi_k_1h > 95.0) | (stochrsi_k > 70.0) ) # 5m downtrend, 15m up move, 1h washed out, 1d down move & uptrend & ( (rsi_3_1d_gt_55) | (aroonu_14_1d_lt_90) | (stochrsi_k_1h_gt_75) | (aroonu_14 > 65.0) | (rsi_3_15m_lt_60) ) # 5m up move, 15m overbought, 1d down move & extended & washed out & ((rsi_3_1d_gt_65) | (roc_9_1d_lt_50) | (stochrsi_k_15m < 90.0) | (stochrsi_k_1d > 25.0) | (rsi_3 < 65.0)) # 5m uptrend, 4h down move, 1d RSI high & washed out & uptrend & ( (rsi_14_1d_lt_60) | (stochrsi_k_1d_gt_60) | (roc_9_4h > 0.0) | (aroonu_14_1d_lt_90) | (aroonu_14 < 95.0) ) # 5m still high, 4h down move & uptrend, 1d uptrend & washed out & ( (aroonu_14_1d_lt_90) | (stochrsi_k_1d_gt_50) | (rsi_3_4h > 80.0) | (stochrsi_k < 60.0) | (aroonu_14_4h_lt_40) ) # 15m still high, 4h downtrend, 1d uptrend & overbought & down move & ( (aroonu_14_1d_lt_90) | (stochrsi_k_1d_lt_90) | (roc_9_1d > 15.0) | (aroonu_14_4h > 65.0) | (stochrsi_k_15m_lt_60) ) # 5m uptrend & down move, 1d uptrend & washed out & ((aroonu_14_1d_lt_90) | (stochrsi_k_1d_gt_30) | (aroonu_14 < 10.0) | (rsi_3 > 90.0)) # 15m & 1d overbought, 1d uptrend & ((aroond_14_1d > 20.0) | (roc_9_15m < 10.0) | (roc_9_1d_lt_60)) # 5m overbought, 15m downtrend, 1d still high & down move & downtrend & ( (stochrsi_k_1d_lt_40) | (roc_9_1d > 15.0) | (stochrsi_k < 95.0) | (aroonu_14_15m_gt_60) | (aroonu_14_1d > 95.0) ) # 4h down move, 1d overbought & extended & ((stochrsi_k_1d_lt_90) | (roc_9_1d_lt_80) | (rsi_3_4h_gt_20)) # 15m momentum snapping up, 4h a new high and 4h momentum snapping up & ((rsi_3_change_pct_15m < 70) | (aroonu_14_4h < 5) | (rsi_3_change_pct_4h < 65)) ) # Logic long_entry_logic.append( # trend side + momentum side (the frame proven on the engulfing pair) (close > ema_200) & (rsi_14 > 50.0) # hourly money-flow must support the ignition (no conviction candle in a bleed) & (cmf_20_1h > 0.02) # 4h trend must agree — conviction candles inside brief above-EMA windows of a # chronic downtrend are traps (the SOON cluster, verified on the chart) & (ema_12_4h > ema_200_4h) # full-body green candle: body >90% of range and a meaningful size & (mrb_bull > 0.5) # only above the daily 200 EMA: in a bear market the ignition is a rally being sold & (close > ema_200_1d) ) # Condition #173 - Hammer pin-bar (Long, experimental, RAW — rejection wick at a dip). if long_entry_condition_index == 173: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m up move & base position high, 15m downtrend, 1h still high ((rsi_3 < 35.0) | (ph_base_pos < 14.0) | (aroonu_14_15m_gt_0) | (stochrsi_k_1h_lt_20)) # 5m down move, 15m still not low enough, 4h high & ((rsi_3_gt_10) | (stochrsi_k_15m_lt_20) | (stochrsi_k_4h_lt_80)) # 5m & 1h down move, 15m still high & ((rsi_3_gt_15) | (aroonu_14_15m_lt_40) | (rsi_3_1h_gt_20)) # 5m down move, 15m & 1d high & ((rsi_3_gt_15) | (aroonu_14_15m_lt_80) | (stochrsi_k_1d_lt_80)) # 5m down move & downtrend, 15m up move, 1h down move & ((rsi_3_gt_15) | (rsi_3_1h_gt_45) | (rsi_3_15m < 40.0) | (aroonu_14 > 0.0)) # 5m down move, 1h still high, 4h overbought & ((rsi_3_gt_15) | (stochrsi_k_1h_lt_40) | (roc_9_4h_lt_5)) # 5m down move, 1h still high, 4h high & ((rsi_3_gt_15) | (stochrsi_k_1h_lt_40) | (stochrsi_k_4h_lt_80)) # 5m down move, 15m high, 1h still not low enough & ((rsi_3_gt_5) | (aroonu_14_15m_lt_60) | (stochrsi_k_1h_lt_20)) # 5m money leaving, 15m up move, 4h downtrend, 1d RSI low & ((mfi_14 > 25.0) | (rsi_14_1d_gt_60) | (rsi_3_15m < 35.0) | (aroonu_14_4h > 25.0)) # 5m still not low enough, 15m high, 4h down move & ((aroonu_14_lt_25) | (aroonu_14_15m_lt_60) | (rsi_3_4h_gt_40)) # 5m uptrend & up move, 4h overbought, 1d downtrend & ((aroonu_14_lt_25) | (stochrsi_k_4h_lt_90) | (aroonu_14_1d > 15.0) | (rsi_3 < 35.0)) # 5m uptrend & up move, 15m RSI low, 1d uptrend & ((aroonu_14_lt_30) | (rsi_14_15m > 30.0) | (aroonu_14_1d_lt_90) | (rsi_3 < 15.0)) # 5m uptrend, 15m down move & downtrend, 4h down move & ((aroonu_14_lt_30) | (rsi_3_15m_gt_10) | (roc_9_4h > 0.0) | (aroonu_14_15m_gt_10)) # 5m still not low enough, 15m & 4h down move & ((aroonu_14_lt_30) | (rsi_3_15m_gt_20) | (rsi_3_4h_gt_30)) # 5m still not low enough, 15m down move, 1h high & ((aroonu_14_lt_30) | (rsi_3_15m_gt_20) | (stochrsi_k_1h_lt_60)) # 5m still not low enough, 1h down move, 4h overbought & ((aroonu_14_lt_30) | (rsi_3_1h_gt_30) | (roc_9_4h_lt_5)) # 5m still not low enough, 4h down move & high & ((aroonu_14_lt_30) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_80)) # 5m still not low enough, 4h down move & overbought & ((aroonu_14_lt_30) | (rsi_3_4h_gt_60) | (roc_9_4h_lt_20)) # 5m uptrend & down move, 1h washed out, 4h up move, 1d overbought & ((aroonu_14_lt_30) | (stochrsi_k_1d_lt_80) | (rsi_3_4h_lt_85) | (stochrsi_k_1h_gt_20) | (rsi_3 > 25.0)) # 5m still not low enough, 1h & 4h high & ((aroonu_14_lt_30) | (stochrsi_k_1h_lt_80) | (aroonu_14_4h_lt_80)) # 5m uptrend, 15m down move, 1h overbought, 4h still high & ((aroonu_14_lt_30) | (stochrsi_k_4h_lt_40) | (stochrsi_k_1h < 95.0) | (rsi_3_15m_gt_40)) # 5m still not low enough, 15m & 1d down move & ((stochrsi_k_lt_20) | (rsi_3_15m_gt_30) | (rsi_3_1d_gt_65)) # 5m still not low enough, 1h high, 1d down move & ((stochrsi_k_lt_20) | (stochrsi_k_1h_lt_60) | (rsi_3_1d_gt_65)) # 5m still not low enough, 1h high, 1d overbought & ((stochrsi_k_lt_30) | (aroonu_14_1h_lt_75) | (roc_9_1d_lt_60)) # 5m & 1h still not low enough, 15m down move & ((stochrsi_k_lt_30) | (rsi_3_15m_gt_20) | (stochrsi_k_1h_lt_20)) # 5m still not low enough, 1h & 4h down move & ((stochrsi_k_lt_30) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20)) # 5m still not low enough, 4h still high, 1d down move & ((stochrsi_k_lt_30) | (stochrsi_k_4h_lt_40) | (rsi_3_1d_gt_60)) # 15m down move & still not low enough, 1d overbought & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_20) | (roc_9_1d_lt_200)) # 5m up move, 15m down move, 1d stochk 14 3 3 low & ((rsi_3_15m_gt_20) | (stochk_14_3_3_1d > 30.0) | (rsi_3 < 35.0)) # 15m down move & still not low enough, 1h high & ((rsi_3_15m_gt_20) | (stochrsi_k_15m_lt_20) | (stochrsi_k_1h_lt_60)) # 5m down move, 15m down move & downtrend, 1h overbought, 1d up move & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_lt_80) | (roc_9_1d_lt_20) | (aroonu_14_15m > 25.0) | (rsi_3_gt_15)) # 15m down move, 4h extended & washed out & ((rsi_3_15m_gt_30) | (roc_9_4h_lt_50) | (stochrsi_k_4h > 55.0)) # 5m up move, 15m down move & up move & ((rsi_3_15m_gt_35) | (roc_9_15m < 1.5) | (rsi_3 < 35.0)) # 15m still not low enough, 4h down move, 1d high & ((aroonu_14_15m_lt_20) | (rsi_3_4h_gt_30) | (aroonu_14_1d_lt_90)) # 15m & 1h still not low enough, 1d downtrend & ((aroonu_14_15m_lt_20) | (stochrsi_k_1h_lt_20) | (roc_9_1d_gt_neg_10)) # 15m still high, 1d down move & high & ((aroonu_14_15m_lt_40) | (rsi_3_1d_gt_60) | (aroonu_14_1d_lt_90)) # 15m still high, 1h & 1d down move & ((aroonu_14_15m_lt_40) | (rsi_3_1h_gt_30) | (rsi_3_1d_gt_30)) # 15m high, 1h still not low enough, 4h down move & ((aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_25) | (rsi_3_4h_gt_50)) # 15m uptrend & down move, 1h on the floor, 4h down move & ((aroonu_14_15m_lt_60) | (rsi_3_4h_gt_40) | (rsi_3_15m_gt_10) | (stochrsi_k_1h > 15.0)) # 15m high, 4h down move & overbought & ((aroonu_14_15m_lt_60) | (rsi_3_4h_gt_65) | (roc_9_4h_lt_10)) # 15m & 1h high, 1h down move & ((aroonu_14_15m_lt_80) | (rsi_3_1h_gt_65) | (stochrsi_k_1h_lt_80)) # 15m & 4h high, 4h down move & ((aroonu_14_15m_lt_80) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_60)) # 15m on the floor, 4h downtrend & washed out, 1d RSI low & washed out & ( (stochrsi_k_15m_gt_10) | (rsi_14_1d_gt_60) | (aroonu_14_4h_gt_10) | (stochrsi_k_4h_gt_50) | (stochrsi_k_1d > 35.0) ) # 15m still not low enough, 4h high & overbought & ((stochrsi_k_15m_lt_20) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_15)) # 15m still not low enough, 1h & 1d down move & ((stochrsi_k_15m_lt_30) | (rsi_3_1h_gt_30) | (rsi_3_1d_gt_60)) # 15m still high, 1h & 1d down move & ((stochrsi_k_15m_lt_40) | (rsi_3_1h_gt_60) | (rsi_3_1d_gt_50)) # 15m still high, 4h high & overbought & ((stochrsi_k_15m_lt_40) | (stochrsi_k_4h_lt_80) | (roc_9_4h_lt_10)) # 15m still high, 1h high, 4h overbought & ((stochrsi_k_15m_lt_50) | (aroonu_14_1h_lt_75) | (roc_9_4h_lt_5)) # 15m & 4h still high, 1h down move & ((stochrsi_k_15m_lt_50) | (rsi_3_1h_gt_50) | (stochrsi_k_4h_lt_50)) # 15m still high, 1h uptrend, 4h downtrend, 1d up move & ((stochrsi_k_15m_lt_60) | (roc_9_1d_lt_40) | (aroonu_14_4h > 15.0) | (aroonu_14_1h < 55.0)) # 15m high, 1h down move, 4h still high & ((stochrsi_k_15m_lt_60) | (rsi_3_1h_gt_50) | (aroonu_14_4h_lt_40)) # 15m & 1h high, 4h still not low enough & ((stochrsi_k_15m_lt_70) | (stochrsi_k_1h_lt_60) | (stochrsi_k_4h_lt_20)) # 15m high, 1h still not low enough, 4h overbought & ((stochrsi_k_15m_lt_80) | (aroonu_14_1h_lt_25) | (roc_9_4h_lt_5)) # 15m high, 1h still high, 4h down move & ((stochrsi_k_15m_lt_80) | (aroonu_14_1h_lt_50) | (rsi_3_4h_gt_60)) # 5m up move, 15m up move, 1h money coming in & ((roc_9_15m < 1.5) | (mfi_14_1h < 80.0) | (rsi_3 < 35.0)) # 1h & 1d down move, 1h still not low enough & ((rsi_3_1h_gt_20) | (stochrsi_k_1h_lt_20) | (rsi_3_1d_gt_60)) # 1h down move, 1h & 1d high & ((rsi_3_1h_gt_50) | (stochrsi_k_1h_lt_60) | (stochrsi_k_1d_lt_80)) # 5m still high & uptrend, 1h money coming in, 4h UO low & up move & ((cmf_20_1h < 0.1) | (uo_7_14_28_4h > 50.0) | (rsi_3_4h_lt_75) | (stochrsi_k < 5.0) | (aroonu_14_lt_25)) # 1h still not low enough, 4h down move & high & ((aroonu_14_1h_lt_20) | (rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_60)) # 1h high, 4h down move & overbought & ((aroonu_14_1h_lt_75) | (rsi_3_4h_gt_65) | (roc_9_4h_lt_10)) # 1h still not low enough, 4h down move & still high & ((stochrsi_k_1h_lt_20) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_40)) # 1h still not low enough, 4h down move & high & ((stochrsi_k_1h_lt_20) | (rsi_3_4h_gt_60) | (aroonu_14_4h_lt_80)) # 1h still not low enough, 4h down move & high & ((stochrsi_k_1h_lt_20) | (rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_60)) # 1h & 4h still high, 4h down move & ((stochrsi_k_1h_lt_50) | (rsi_3_4h_gt_60) | (stochrsi_k_4h_lt_40)) # 1h still high, 4h overbought & down move, 1d downtrend & ((stochrsi_k_1h_lt_50) | (stochrsi_k_4h_lt_90) | (rsi_3_4h > 85.0) | (aroonu_14_1d_gt_0)) # 1h high, 4h down move & still high & ((stochrsi_k_1h_lt_60) | (rsi_3_4h_gt_65) | (aroonu_14_4h_lt_40)) # 1h & 4h & 1d high & ((stochrsi_k_1h_lt_60) | (stochrsi_k_4h_lt_80) | (stochrsi_k_1d_lt_90)) # 1h & 4h high, 1d down move & ((stochrsi_k_1h_lt_80) | (aroonu_14_4h_lt_60) | (rsi_3_1d_gt_60)) # 5m still high, 1h overbought, 4h down move & ((stochrsi_k_1h_lt_80) | (rsi_3_4h_gt_45) | (stochrsi_k < 15.0)) # 4h & 1d down move, 4h still high & ((rsi_3_4h_gt_50) | (stochrsi_k_4h_lt_40) | (rsi_3_1d_gt_60)) # 4h & 1d down move, 4h overbought & ((rsi_3_4h_gt_65) | (roc_9_4h_lt_5) | (rsi_3_1d_gt_60)) # 15m up move, 4h still high, 1d down move & ((stochrsi_k_4h_lt_40) | (rsi_3_1d_gt_35) | (rsi_3_15m < 35.0)) # 15m downtrend, 1d down move & up move & downtrend & ((rsi_3_1d_gt_65) | (roc_9_1d_lt_20) | (aroonu_14_1d_gt_0) | (aroonu_14_15m_gt_0)) ) # Logic long_entry_logic.append( # dip context: near the 4h low, 5m washed (close < (close_min_48 * 1.03)) & (rsi_3 < 40.0) # the fact: long lower rejection wick, tiny upper wick & (pb_hammer > 0.5) # 4h trend must agree — a rejection inside a 4h downtrend gets broken & (ema_12_4h > ema_200_4h) # only above the daily 200 EMA: in a bear market the low keeps breaking & (close > ema_200_1d) ) # Condition #174 - Closed-hour NR4 breakout, scalp mode (Long). if long_entry_condition_index == 174: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) # strict comparisons throughout, so a NaN clause reads as false rather than passing long_entry_logic.append( # # 15m down move, 1h & 1d high ((rsi_3_15m_gt_50) | (stochrsi_k_1h_lt_90) | (stochrsi_k_1d_lt_80)) # # 15m down move, 1h & 4h overbought & ((rsi_3_15m_gt_55) | (roc_9_1h_lt_10) | (roc_9_4h_lt_25)) # # 15m & 1d down move, 1d still high & ((rsi_3_15m_gt_55) | (rsi_3_1d_gt_65) | (stochrsi_k_1d_lt_50)) # # 15m & 1d down move, 15m high & ((rsi_3_15m_gt_55) | (stochrsi_k_15m_lt_70) | (rsi_3_1d_gt_60)) # # 15m & 1h high, 4h down move & ((aroonu_14_15m_lt_100) | (stochrsi_k_1h_lt_90) | (rsi_3_4h_gt_50)) # # 15m & 4h high, 1d down move & ((aroonu_14_15m_lt_100) | (stochrsi_k_4h_lt_70) | (rsi_3_1d_gt_50)) # # 15m high, 4h down move & downtrend & ((stochrsi_k_15m_lt_70) | (rsi_3_4h_gt_60) | (roc_9_4h_gt_neg_10)) # # 15m high, 1d down move & overbought & ((stochrsi_k_15m_lt_80) | (rsi_3_1d_gt_40) | (roc_9_1d_lt_20)) # # 15m high, 4h down move & still high & ((stochrsi_k_15m_lt_80) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_40)) # # 15m high, 4h down move, 1d overbought & ((stochrsi_k_15m_lt_80) | (rsi_3_4h_gt_45) | (roc_9_1d_lt_30)) # # 15m & 1h high, 4h overbought & ((stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_70) | (roc_9_4h_lt_70)) # # 15m & 1h high, 1h overbought & ((stochrsi_k_15m_lt_80) | (stochrsi_k_1h_lt_90) | (roc_9_1h_lt_40)) # # 1h high, 4h down move & still not low enough & ((stochrsi_k_1h_lt_80) | (rsi_3_4h_gt_65) | (stochrsi_k_4h_lt_30)) # # 1h high, 4h down move & still high & ((stochrsi_k_1h_lt_90) | (rsi_3_4h_gt_65) | (aroonu_14_4h_lt_40)) # # 1h & 4h high, 1d down move & ((stochrsi_k_1h_lt_90) | (stochrsi_k_4h_lt_80) | (rsi_3_1d_gt_40)) # # 4h & 1d down move, 4h still not low enough & ((rsi_3_4h_gt_65) | (aroonu_14_4h_lt_30) | (rsi_3_1d_gt_50)) # # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_65) | (rsi_3_1d_gt_50) | (stochrsi_k_1d_lt_80)) # # 4h down move, 4h & 1d high & ((rsi_3_4h_gt_65) | (stochrsi_k_4h_lt_60) | (stochrsi_k_1d_lt_90)) # # 4h & 1d down move, 4h high & ((rsi_3_4h_gt_65) | (stochrsi_k_4h_lt_70) | (rsi_3_1d_gt_60)) # # 4h high, 1d down move & overbought & ((aroonu_14_4h_lt_60) | (rsi_3_1d_gt_55) | (roc_9_1d_lt_0)) # # 4h high, 1d down move & still high & ((aroonu_14_4h_lt_80) | (rsi_3_1d_gt_40) | (aroonu_14_1d_lt_40)) # # 4h still high, 1d down move & high & ((stochrsi_k_4h_lt_40) | (rsi_3_1d_gt_55) | (stochrsi_k_1d_lt_80)) # # 4h high, 1d down move & overbought & ((stochrsi_k_4h_lt_60) | (rsi_3_1d_gt_50) | (roc_9_1d_lt_20)) # # 4h & 1d high, 1d down move & ((stochrsi_k_4h_lt_70) | (rsi_3_1d_gt_50) | (aroonu_14_1d_lt_80)) # # 4h & 1d overbought, 1d down move & ((roc_9_4h_lt_15) | (rsi_3_1d_gt_60) | (roc_9_1d_lt_40)) # 1d high & overbought & ((stochrsi_k_1d_lt_90) | (roc_9_1d_lt_20) | (rsi_14_15m > 70)) # 15m high, 1h down move & ((stochrsi_k_15m_lt_70) | (rsi_3_1h > 85) | (rsi_3_1d < 90)) # 5m down move, 1d downtrend & ((rsi_3 > 60) | (roc_9_1d > 10) | (aroonu_14 < 90)) # 4h overbought, 1d high & ((roc_9_4h_lt_10) | (stochrsi_k_1d_lt_90) | (rsi_14_15m > 70)) # 1h downtrend, 1d overbought & ((roc_9_1h > 5) | (roc_9_1d_lt_20) | (stochrsi_k_1h < 95)) # 4h & 1d high & ((stochrsi_k_4h_lt_90) | (stochrsi_k_1d_lt_90) | (aroonu_14_1d > 95)) # 1h down move & high, 4h overbought & ((rsi_3_1h > 85) | (stochrsi_k_1h_lt_90) | (roc_9_4h_lt_5)) # 1d low & ((aroonu_14_1d_gt_20) | (stochrsi_k_1d_gt_40) | (rsi_3_1d < 70)) # 15m & 4h up move & ((rsi_3_15m_lt_95) | (rsi_3_4h_lt_95) | (stochrsi_k > 70)) # 15m high, 4h overbought & ((stochrsi_k_15m_lt_70) | (roc_9_4h_lt_25) | (aroonu_14_1d > 30)) # 1h down move, 4h overbought & ((rsi_3_1h > 85) | (roc_9_4h_lt_40) | (rsi_3_15m < 80)) # 1h down move, 1d up move & ((rsi_3_1h > 85) | (rsi_3_1d_lt_95) | (rsi_3 < 70)) # 1h low, 4h high & ((stochrsi_k_1h_gt_30) | (stochrsi_k_4h_lt_90) | (stochrsi_k > 65)) # 15m low, 1d up move & ((stochrsi_k_15m_gt_50) | (rsi_3_1d_lt_95) | (rsi_14_change_pct_15m < 3)) # 5m down move, 1d overbought & ((rsi_3 > 50) | (roc_9_1d_lt_60) | (aroonu_14_4h > 95)) # 5m high, 1d down move & ((aroonu_14 < 95) | (rsi_3_1d_gt_65) | (rsi_14 > 64)) # 15m up move, 1d low & ((rsi_3_15m_lt_85) | (aroonu_14_1d_gt_20) | (rsi_3_1d < 90)) # 15m up move & low & ((rsi_3_15m_lt_90) | (stochrsi_k_15m_gt_40) | (roc_9_1d > 20)) # 1h up move, 1d low & ((rsi_3_1h_lt_95) | (aroonu_14_1d_gt_20) | (stochrsi_k > 55)) # 1h down move & downtrend & ((rsi_3_1h > 80) | (roc_9_1h > 5) | (roc_9_4h < 10)) # 1h down move & high & ((rsi_3_1h > 80) | (stochrsi_k_1h_lt_90) | (stochrsi_k_15m < 85)) # 1h down move, 4h high & ((rsi_3_1h > 85) | (stochrsi_k_4h_lt_90) | (rsi_3_4h > 75)) # 1d down move & overbought & ((rsi_3_1d_gt_55) | (roc_9_1d_lt_20) | (aroonu_14_4h < 55)) # 1h down move, 1d high & ((rsi_3_1h > 80) | (stochrsi_k_1d_lt_90) | (aroonu_14_4h > 45)) # 5m up move, 4h low & ((rsi_3_lt_97) | (aroonu_14_4h_gt_20) | (rsi_14_15m > 70)) # 15m low, 1h downtrend & ((stochrsi_k_15m_gt_70) | (roc_9_1h > 5) | (rsi_3 < 85)) # 15m overbought, 1h high & ((roc_9_15m < 10) | (stochrsi_k_1h_lt_90) | (roc_9_1d > 10)) # 15m overbought, 4h high & ((roc_9_15m < 15) | (stochrsi_k_4h_lt_90) | (rsi_3_1h > 90)) # 1h down move, 4h downtrend & ((rsi_3_1h > 90) | (roc_9_4h > -3) | (rsi_3 < 85)) # 4h low & high, 1d overbought & ((aroonu_14_4h_gt_50) | (stochrsi_k_4h_lt_60) | (roc_9_1d_lt_25)) # 1h high, 1d downtrend & ((stochrsi_k_1h_lt_90) | (roc_9_1d > 10) | (roc_2_1d < 10)) # 5m up move, 15m low & ((rsi_3_lt_90) | (aroonu_14_15m > 95) | (aroonu_14_1d > 30)) # 1h up move, 4h low, 1d high & ((rsi_3_1h_lt_95) | (aroonu_14_4h_gt_30) | (aroonu_14_1d_lt_90)) # 15m & 4h low, 4h up move & ((stochrsi_k_15m_gt_50) | (rsi_3_4h_lt_90) | (stochrsi_k_4h_gt_50)) # 1h down move, 4h high & ((rsi_3_1h > 90) | (stochrsi_k_4h_lt_80) | (stochrsi_k_1h < 95)) # 5m down move, 1d downtrend & ((rsi_3 > 80) | (roc_9_1d > 0) | (stochrsi_k < 90)) # 4h low & high & ((aroonu_14_4h_gt_10) | (stochrsi_k_4h_lt_80)) # 1h down move & low, 1d high & ((rsi_3_1h > 85) | (stochrsi_k_1h_gt_60) | (stochrsi_k_1d_lt_90)) # 5m down move, 15m overbought & ((rsi_3 > 35) | (roc_9_15m < 1.5) | (rsi_14_1h > 65)) # 4h & 1d high, 1d downtrend & ((aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_90) | (roc_9_1d > 5)) # 4h down move & high & ((rsi_3_4h_gt_60) | (aroonu_14_4h_lt_80) | (aroonu_14_1d > 30)) # 4h up move & downtrend & ((rsi_3_4h_lt_85) | (roc_9_4h > 2) | (rsi_3_change_pct_1h < 30)) # 1d low & overbought & ((aroonu_14_1d_gt_20) | (roc_9_1d_lt_10) | (rsi_3 > 75)) # 5m up move, 1h overbought & ((rsi_3_lt_97) | (roc_9_1h_lt_10) | (aroonu_14_1d < 90)) # 4h downtrend, 1d overbought & ((roc_9_4h > 2) | (roc_9_1d_lt_10) | (rsi_3_4h < 85)) # 1h downtrend, 4h high & ((roc_9_1h > 5) | (aroonu_14_4h_lt_90) | (stochrsi_k_4h > 70)) # 15m & 1h low & ((stochrsi_k_15m_gt_60) | (stochrsi_k_1h_gt_70) | (roc_9_1d < 30)) # 1h & 1d down move & ((rsi_3_1h > 80) | (rsi_3_1d_gt_60) | (rsi_3_15m < 90)) # 4h downtrend, 1d high & ((roc_9_4h > 2) | (stochrsi_k_1d_lt_70) | (rsi_3_4h < 85)) # 4h high & low & ((aroonu_14_4h_lt_90) | (stochrsi_k_4h_gt_40) | (stochrsi_k_15m < 95)) # 5m down move, 1d high & ((rsi_3 > 65) | (stochrsi_k_1d_lt_80) | (aroonu_14_4h > 25)) # 4h & 1d high & ((aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_90) | (rsi_14_1h > 65)) # 1h & 4h high & ((stochrsi_k_1h_lt_90) | (aroonu_14_4h_lt_90) | (rsi_3_change_pct_1h < 30)) # 5m up move, 1d high & ((rsi_3_lt_98) | (stochrsi_k_1d_lt_80) | (rsi_14_4h < 70)) # 4h & 1d high & ((stochrsi_k_4h_lt_60) | (aroonu_14_1d_lt_90) | (rsi_14_1h > 65)) # 5m down move & high & ((rsi_3 > 80) | (aroonu_14 < 95) | (stochrsi_k_1d < 95)) # 5m down move, 1h high & ((rsi_3 > 75) | (stochrsi_k_1h_lt_90) | (rsi_3_change_pct_1h < 30)) # 1h & 4h high & ((stochrsi_k_1h_lt_80) | (aroonu_14_4h_lt_70) | (rsi_3_4h > 75)) # 15m & 4h up move & ((rsi_3_15m_lt_95) | (rsi_3_4h_lt_95) | (roc_9_4h > 10)) # 1h downtrend, 4h overbought & ((roc_9_1h > 5) | (roc_9_4h_lt_5) | (stochrsi_k_4h > 65)) # 5m & 4h up move & ((rsi_3_lt_90) | (rsi_3_4h_lt_95) | (roc_9_4h > 10)) # 1h high, 1d low & ((stochrsi_k_1h_lt_90) | (stochrsi_k_1d_gt_20) | (roc_2 > -0)) # 15m low, 1h high & ((stochrsi_k_15m_gt_30) | (stochrsi_k_1h_lt_90) | (stochrsi_k_4h < 90)) # 1h up move & downtrend & ((rsi_3_1h_lt_95) | (roc_9_1h > 5) | (stochrsi_k < 95)) # 5m down move, 15m up move & ((rsi_3 > 70) | (rsi_3_15m_lt_95) | (rsi_3_1h < 95)) # 4h still high & downtrend & ((stochrsi_k_4h_lt_50) | (roc_9_4h > 2) | (rsi_14_4h < 68)) # 5m low, 15m up move & ((aroonu_14_gt_75) | (rsi_3_15m_lt_80) | (stochrsi_k_15m > 75)) # 4h low & high & ((aroonu_14_4h_gt_70) | (stochrsi_k_4h_lt_60) | (rsi_3_change_pct_4h < 50)) # 5m & 1d high & ((aroonu_14 < 95) | (aroonu_14_1d_lt_90) | (rsi_14 > 64)) # 1h up move & low & ((rsi_3_1h_lt_90) | (stochrsi_k_1h_gt_75) | (aroonu_14_1d > 60)) # 15m low, 4h down move & ((aroonu_14_15m > 95) | (rsi_3_4h_gt_65) | (rsi_3_change_pct_4h < 50)) # 5m down move, 1d high & ((rsi_3 > 55) | (stochrsi_k_1d_lt_70) | (stochrsi_k < 80)) # 4h downtrend, 1d low & ((roc_9_4h > 2) | (stochrsi_k_1d_gt_30) | (rsi_3 < 90)) # 4h low & high & ((aroonu_14_4h_gt_50) | (stochrsi_k_4h_lt_60) | (stochrsi_k > 50)) # 1d up move & low & ((rsi_3_1d_lt_80) | (stochrsi_k_1d_gt_40) | (aroonu_14_1d > 40)) # 5m down move, 1h overbought & ((rsi_3 > 70) | (roc_9_1h_lt_15) | (stochrsi_k < 85)) # 4h overbought, 1d downtrend & ((roc_9_4h_lt_15) | (roc_9_1d > 15) | (rsi_3_1d < 90)) # 4h high, 1d down move & ((stochrsi_k_4h_lt_90) | (rsi_3_1d_gt_60) | (rsi_3 > 55)) ) # Logic long_entry_logic.append( s174_hour_closed & (s174_event_1h > 0.5) & (ema_12_1h > ema_200_1h) & (ema_12_4h > ema_200_4h) & np.isfinite(volume) & (volume > 0) # the 4h also needs a direction to break into. A flat 4h leaves the position sitting # until the 14-day abandon rule closes it, and that is the single largest exit among # the raw losses (140 of 384 across the 35 measured windows) & (adx_14_4h > 15.0) # and not a falling knife on the day: the liquidations sit below this & (rsi_3_1d > 25.0) ) # Condition #192 - Quad-rotation stochastic pullback (Long, experimental). if long_entry_condition_index == 192: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 5m & 15m down move, 15m high ((rsi_3_gt_10) | (rsi_3_15m_gt_35) | (aroonu_14_15m_lt_70)) # 5m & 15m down move, 15m still high & ((rsi_3_gt_15) | (rsi_3_15m_gt_30) | (stochrsi_k_15m_lt_40)) # 5m & 1h & 4h still not low enough & ((aroonu_14_lt_25) | (aroonu_14_1h_lt_20) | (stochrsi_k_4h_lt_20)) # 5m & 1h still not low enough, 15m down move & ((aroonu_14_lt_25) | (rsi_3_15m_gt_55) | (aroonu_14_1h_lt_20)) # 5m still not low enough, 15m & 4h down move & ((aroonu_14_lt_30) | (rsi_3_15m_gt_50) | (rsi_3_4h_gt_40)) # 5m still not low enough, 15m still high, 1h high & ((aroonu_14_lt_30) | (stochrsi_k_15m_lt_50) | (stochrsi_k_1h_lt_90)) # 15m down move, 1h high & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_75) | (stochrsi_k_1h_lt_80)) # 15m spent while the day is not yet stretched & ((rsi_3_15m_gt_30) | (stochrsi_k_1d_lt_90)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_75) | (aroonu_14_1h_lt_75)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_40) | (aroonu_14_15m_lt_90) | (stochrsi_k_1h_lt_90)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_40) | (aroonu_14_1h_lt_50) | (rsi_3_4h_gt_60)) # 15m down move, 1h high, 1d downtrend & ((rsi_3_15m_gt_40) | (aroonu_14_1h_lt_75) | (roc_9_1d_gt_neg_15)) # 15m down move & high, 1h still not low enough & ((rsi_3_15m_gt_40) | (stochrsi_k_15m_lt_80) | (aroonu_14_1h_lt_20)) # 15m & 1d down move, 4h still not low enough & ((rsi_3_15m_gt_45) | (stochrsi_k_4h_lt_20) | (rsi_3_1d_gt_30)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_50) | (rsi_3_1h_gt_40) | (stochrsi_k_4h_lt_80)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_50) | (rsi_3_1h_gt_50) | (aroonu_14_1h_lt_50)) # 15m down move, 15m & 1h high & ((rsi_3_15m_gt_55) | (stochrsi_k_15m_lt_80) | (aroonu_14_1h_lt_75)) # 15m high, 4h still not low enough, 1d down move & ((aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_20) | (rsi_3_1d_gt_20)) # 15m & 1d high, 4h down move & ((aroonu_14_15m_lt_70) | (rsi_3_4h_gt_40) | (stochrsi_k_1d_lt_80)) # 15m & 1h high, 1d down move & ((aroonu_14_15m_lt_75) | (aroonu_14_1h_lt_75) | (rsi_3_1d_gt_30)) # 15m & 4h high & ((aroonu_14_15m_lt_75) | (stochrsi_k_15m_lt_60) | (stochrsi_k_4h_lt_80)) # 15m & 1h high & ((aroonu_14_15m_lt_75) | (stochrsi_k_15m_lt_80) | (aroonu_14_1h_lt_75)) # 15m high, 4h & 1d still not low enough & ((stochrsi_k_15m_lt_60) | (aroonu_14_4h_lt_20) | (aroonu_14_1d_lt_30)) # 1h trend intact, day not washed out & ((aroonu_14_1h_lt_25) | (rsi_3_1d_gt_10)) # 1h & 4h high, 1d down move & ((aroonu_14_1h_lt_75) | (aroonu_14_4h_lt_75) | (rsi_3_1d_gt_50)) # 1h high, 1d down move & overbought & ((stochrsi_k_1h_lt_80) | (roc_9_1d_lt_0) | (rsi_3_1d_gt_50)) # 4h & 1d down move, 1d still not low enough & ((rsi_3_4h_gt_60) | (rsi_3_1d_gt_30) | (stochrsi_k_1d_lt_20)) ) # Logic long_entry_logic.append( # embedded up-regime + quad-oversold pullback + 5-candle shift kink (stoch_60_10 > 80.0) & (stoch_9_3 < 20.0) & (stoch_14_3 < 20.0) & (stoch_4_4 < 20.0) & (close < np_shift(close, 5)) & (stoch_9_3 > np_shift(stoch_9_3, 5)) ) # Condition #193 - Quad-rotation TRUE pivot divergence (Long, experimental). if long_entry_condition_index == 193: # Protections long_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) long_entry_logic.append(protections_long_global == True) long_entry_logic.append( # 15m & 1d down move, 15m high ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_80) | (rsi_3_1d_gt_20)) # 15m down move, 1h still not low enough, 1d still high & ((rsi_3_15m_gt_30) | (aroonu_14_1h_lt_20) | (aroonu_14_1d_lt_50)) # 15m down move & still not low enough, 1h high & ((rsi_3_15m_gt_30) | (stochrsi_k_15m_lt_20) | (aroonu_14_1h_lt_75)) # 15m & 1h down move & ((rsi_3_15m_gt_40) | (rsi_3_1h > 80.0)) # 15m down move & still not low enough, 4h high & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_20) | (stochrsi_k_4h_lt_80)) # 15m down move & still not low enough, 1h downtrend & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_lt_30) | (roc_9_1h_gt_neg_10)) ) # Logic long_entry_logic.append( # embedded up-regime + quad-oversold (stoch_60_10 > 80.0) & (stoch_9_3 < 20.0) & (stoch_14_3 < 20.0) & (stoch_4_4 < 20.0) # price LOWER-LOW across swing windows while stoch makes a HIGHER-LOW (real divergence) & (quad_low_min_12 < np_shift(quad_low_min_12, 12)) & (quad_s93_min_12 > np_shift(quad_s93_min_12, 12)) ) long_entry_logic.append(df["volume"] > 0) item_long_entry = _and_entry_conditions(long_entry_logic) _append_entry_tag(entry_tags, item_long_entry, f"{long_entry_condition_index} ") long_entry_conditions.append(item_long_entry) df.loc[:, "enter_long"] = item_long_entry.astype(int) ############################################################################################### # LONG ENTRY CONDITIONS ENDS HERE ############################################################################################### if long_entry_conditions: df.loc[:, "enter_long"] = _or_entry_conditions(long_entry_conditions).astype(int) ############################################################################################### # SHORT ENTRY CONDITIONS STARTS HERE ############################################################################################### # ______ __ __ ______ _______ ________ ________ __ __ ________ ________ _______ # / \| \ | \/ \| | \ | | \ | | | | \ # | $$$$$$| $$ | $| $$$$$$| $$$$$$$\$$$$$$$$ | $$$$$$$| $$\ | $$\$$$$$$$| $$$$$$$| $$$$$$$\ # | $$___\$| $$__| $| $$ | $| $$__| $$ | $$ | $$__ | $$$\| $$ | $$ | $$__ | $$__| $$ # \$$ \| $$ $| $$ | $| $$ $$ | $$ | $$ \ | $$$$\ $$ | $$ | $$ \ | $$ $$ # _\$$$$$$| $$$$$$$| $$ | $| $$$$$$$\ | $$ | $$$$$ | $$\$$ $$ | $$ | $$$$$ | $$$$$$$\ # | \__| $| $$ | $| $$__/ $| $$ | $$ | $$ | $$_____| $$ \$$$$ | $$ | $$_____| $$ | $$ # \$$ $| $$ | $$\$$ $| $$ | $$ | $$ | $$ | $$ \$$$ | $$ | $$ | $$ | $$ # \$$$$$$ \$$ \$$ \$$$$$$ \$$ \$$ \$$ \$$$$$$$$\$$ \$$ \$$ \$$$$$$$$\$$ \$$ # for enabled_short_entry_signal in short_entry_signal_params: short_entry_condition_index = int(enabled_short_entry_signal.rsplit("_", 2)[1]) if short_entry_signal_params[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(True) # Condition #501 - Normal mode (Short). if short_entry_condition_index == 501: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) short_entry_logic.append(global_protections_short_pump == True) short_entry_logic.append(global_protections_short_dump == True) short_entry_logic.append(rsi_3_1h >= 5.0) short_entry_logic.append(rsi_3_4h >= 20.0) short_entry_logic.append(rsi_3_1d >= 20.0) short_entry_logic.append(rsi_14_1h_gt_20) short_entry_logic.append(rsi_14_4h_gt_20) short_entry_logic.append(rsi_14_1d_gt_10) short_entry_logic.append( # 5m up move, 4h still not high enough ((rsi_3_lt_97) | (aroonu_14_4h > 60.0)) # 5m up move, 4h still low & ((rsi_3_lt_97) | (stochrsi_k_4h_gt_50)) # 5m & 15m strong up move & ((rsi_3_lt_95) | (rsi_3_15m_lt_95)) # 5m & 1h up move, 1d uptrend & ((rsi_3_lt_95) | (rsi_3_1h_lt_90) | (roc_9_1d_lt_100)) # 5m up move, 15m & 1h still not high enough & ((rsi_3_lt_95) | (aroond_14_15m_lt_25) | (aroond_14_1h_lt_25)) # 4m up move, 1h & 4h still low & ((rsi_3_lt_95) | (stochrsi_k_1h_gt_70) | (stochrsi_k_4h_gt_70)) # 4m & 1h up move, 1h still low & ((rsi_3_lt_90) | (rsi_3_1h_lt_80) | (stochrsi_k_1h_gt_50)) # 15m & 1h up move, 4h low & ((rsi_3_lt_90) | (rsi_3_1h_lt_80) | (aroonu_14_4h_gt_20)) # 5m up move, 15m & 1h uptrend & ((rsi_3_lt_90) | (cmf_20_15m_lt_0_30) | (cmf_20_1h_lt_0_30)) # 5m up move, 15m stil low & ((rsi_3_lt_90) | (aroonu_14_15m_gt_50)) # 5m up move, 15m & 1h still not high enough & ((rsi_3_lt_90) | (stochrsi_k_15m_gt_60) | (stochrsi_k_1h_gt_75)) # 15m up move, 1h low & ((rsi_3_15m_lt_97) | (aroonu_14_1h_gt_30)) # 15m & 1h up move, 4h still going up & ((rsi_3_15m_lt_95) | (rsi_3_1h_lt_95) | (cci_20_change_pct_4h_lt_neg_0)) # 15m & 1h up move, 4h still not high enough & ((rsi_3_15m_lt_95) | (rsi_3_1h_lt_90) | (stochrsi_k_4h_gt_80)) # 15m & 1h up move, 4h still not high enough & ((rsi_3_15m_lt_95) | (rsi_3_1h_lt_85) | (stochrsi_k_4h_gt_50)) # 15m & 1h up move, 1h still low & ((rsi_3_15m_lt_95) | (rsi_3_1h_lt_70) | (stochrsi_k_1h_gt_50)) # 15m & 4h up move, 1h still not high enough & ((rsi_3_15m_lt_95) | (rsi_3_4h_lt_95) | (stochrsi_k_1h_gt_75)) # 15m up move, 1d lost, 1h low & ((rsi_3_15m_lt_95) | (rsi_14_1d_gt_40) | (aroonu_14_1h_gt_40)) # 15m up move, 15m & 4h uptrend & ((rsi_3_15m_lt_95) | (aroonu_14_15m_lt_90) | (aroonu_14_4h_lt_90)) # 15m up move, 15m stil not high enough, 1h low & ((rsi_3_15m_lt_95) | (stochrsi_k_15m_gt_70) | (stochrsi_k_1h_gt_10)) # 15m up move, 1h still not high enough, 4h low & ((rsi_3_15m_lt_95) | (stochrsi_k_1h_gt_70) | (aroonu_14_4h_gt_20)) # 15m up move, 1h & 4h still not high enough & ((rsi_3_15m_lt_95) | (stochrsi_k_1h_gt_70) | (stochrsi_k_4h_gt_80)) # 15m up move, 4h still not high enough & ((rsi_3_15m_lt_95) | (aroonu_14_4h_gt_70)) # 15m up move, 4h & 1d uptrend & ((rsi_3_15m_lt_95) | (roc_9_4h_lt_30) | roc_9_1d_lt_50) # 15m up move, 1h up move, 1h still not high enough & ((rsi_3_15m_lt_95) | (rsi_3_change_pct_1h < 80.0) | (stochrsi_k_1h_gt_50)) # 15m & 1h up move, 1h still not high enough & ((rsi_3_15m_lt_90) | (rsi_3_1h_lt_85) | (stochrsi_k_1h_gt_70)) # 15m & 1h up move, 1h not high enough & ((rsi_3_15m_lt_90) | (rsi_3_1h_lt_90) | (aroond_14_1h_lt_50)) # 15m & 1h up move, 1d stil not high enough & ((rsi_3_15m_lt_90) | (rsi_3_1h_lt_90) | (rsi_14_1h > 80.0)) # 15m & 1h up move, 1d uptrend & ((rsi_3_15m_lt_90) | (rsi_3_1h_lt_80) | (roc_9_1d_lt_40)) # 15m & 1h up move, 15m still not high enough & ((rsi_3_15m_lt_90) | (rsi_3_1h_lt_80) | (stochrsi_k_15m_gt_60)) # 15m & 4h up move, 1h still not high enough & ((rsi_3_15m_lt_90) | (rsi_3_4h_lt_90) | (stochrsi_k_1h_gt_80)) # 15m & 4h up move, 1h still not high enough & ((rsi_3_15m_lt_90) | (rsi_3_4h_lt_90) | (stochrsi_k_1h_gt_90)) # 15m & 4h up move, 4h not high enough & ((rsi_3_15m_lt_90) | (rsi_3_4h_lt_90) | (aroond_14_4h_lt_50)) # 15m & 4h up move, 1d low & ((rsi_3_15m_lt_90) | (rsi_3_4h_lt_85) | (stochrsi_k_1d_gt_30)) # 15m & 4h up move, 1h low & ((rsi_3_15m_lt_90) | (rsi_3_4h_lt_70) | (stochrsi_k_1h_gt_20)) # 15m & 4h up move, 4h low & ((rsi_3_15m_lt_90) | (rsi_3_4h_lt_60) | (aroonu_14_4h_gt_30)) # 15m up move, 15m high, 1d low, 1d oversold & ((rsi_3_15m_lt_90) | (aroonu_14_15m_lt_100) | (stochrsi_k_1d_gt_20) | (roc_9_1d_gt_neg_20)) # 15m up move, 15m high, 1d oversold & ((rsi_3_15m_lt_90) | (aroonu_14_15m_lt_100) | (roc_9_1d_gt_neg_30)) # 15m up move, 15m high, 1d uptrend & ((rsi_3_15m_lt_90) | (aroonu_14_15m_lt_100) | (roc_9_1d_lt_40)) # 15m up move, 1h & 4h low & ((rsi_3_15m_lt_90) | (aroonu_14_1h_gt_40) | (aroonu_14_4h_gt_10)) # 15m up move, 1h still low, 4h low & ((rsi_3_15m_lt_90) | (aroonu_14_1h_gt_60) | (stochrsi_k_4h_gt_30)) # 15m up move, 1h low, 4h still not high enough & ((rsi_3_15m_lt_90) | (stochrsi_k_1h_gt_30) | (stochrsi_k_4h_gt_70)) # 15m & 4h up move, 1d low & ((rsi_3_15m_lt_90) | (rsi_3_4h_lt_70) | (stochrsi_k_1d_gt_20)) # 15m & 1h up move, 4h low & ((rsi_3_15m_lt_85) | (rsi_3_1h_lt_85) | (stochrsi_k_4h_gt_20)) # 15m & 1h up move, 1d still low & ((rsi_3_15m_lt_85) | (rsi_3_1h_lt_85) | (stochrsi_k_1d_gt_60)) # 15m & 1h up move, 1h low & ((rsi_3_15m_lt_85) | (rsi_3_1h_lt_70) | (stochrsi_k_1h_gt_30)) # 15m & 1h up move, 4h low & ((rsi_3_15m_lt_85) | (rsi_3_1h_lt_70) | (stochrsi_k_4h_gt_30)) # 15m & 4h down move, 4h still not high enough & ((rsi_3_15m_lt_85) | (rsi_3_4h_lt_90) | (stochrsi_k_4h_gt_75)) # 15m & 4h up move, 15m low & ((rsi_3_15m_lt_85) | (rsi_3_4h_lt_85) | (stochrsi_k_15m_gt_50)) # 15m down move, 15m still not high enough, 4h low & ((rsi_3_15m_lt_85) | (rsi_14_15m > 70.0) | (stochrsi_k_4h_gt_40)) # 15m up move, 4h overbought & ((rsi_3_15m_lt_85) | (roc_9_4h_lt_50)) # 15m & 1h up move, 1h still not high enough & ((rsi_3_15m_lt_80) | (rsi_3_1h_lt_70) | (aroonu_14_1h_gt_60)) # 15m & 4h up move, 15m still low & ((rsi_3_15m_lt_80) | (rsi_3_4h_lt_80) | (aroonu_14_15m_gt_50)) # 15m up move, 1h low & ((rsi_3_15m_lt_80) | (stochrsi_k_1h_gt_20)) # 15m & 1h up move, 1h low & ((rsi_3_15m_lt_70) | (rsi_3_1h_lt_70) | (aroonu_14_1h_gt_30)) # 15m up move, 15m still not high enough, 1h still low & ((rsi_3_15m_lt_70) | (stochrsi_k_15m_gt_90) | (stochrsi_k_1h_gt_50)) # 1h & 4h up move, 1h still not high enough & ((rsi_3_1h_lt_95) | (rsi_3_4h_lt_95) | (stochrsi_k_1h_gt_70)) # 1h up move, 4h low & ((rsi_3_1h_lt_95) | (stochrsi_k_4h_gt_30)) # 1h & 4h up move, 4h still not high enough & ((rsi_3_1h_lt_95) | (rsi_3_4h_lt_95) | (uo_7_14_28_4h > 60.0)) # 1h & 4h up move, 4h still low & ((rsi_3_1h_lt_95) | (rsi_3_4h_lt_85) | (stochrsi_k_4h_gt_50)) # 1h & 4h up move, 4h uptrend & ((rsi_3_1h_lt_95) | (rsi_3_4h_lt_85) | (roc_9_4h_lt_40)) # 1h & 1d strong up move & ((rsi_3_1h_lt_95) | (rsi_3_1d_lt_95)) # 1h up move, 4h still low & ((rsi_3_1h_lt_95) | (rsi_14_4h_gt_60)) # 1h up move, 1d still low, 1h uptrend & ((rsi_3_1h_lt_95) | (rsi_14_1d_gt_50) | (roc_9_1h_lt_30)) # 1h & 4h strong up move & ((rsi_3_1h_lt_95) | (mfi_14_1h < 95.0) | (rsi_3_4h_lt_95)) # 1h up move, 1d still low, 1h uptrend & ((rsi_3_1h_lt_95) | (stochrsi_k_1d_gt_50) | (roc_9_1h_lt_20)) # 1h strong up move, 15m still move higher & ((rsi_3_1h_lt_95) | (cci_20_change_pct_15m < -0.0)) # 1h & 4h up move, 1h still low & ((rsi_3_1h_lt_90) | (rsi_3_4h_lt_90) | (stochrsi_k_1h_gt_50)) # 1h & 4h up move, 1d still not high enough & ((rsi_3_1h_lt_90) | (rsi_3_4h_lt_90) | (stochrsi_k_1d_gt_70)) # 1h up move, 4h low, 1d overbought & ((rsi_3_1h_lt_90) | (aroonu_14_4h_gt_20) | roc_9_1d_lt_50) # 1h up move, 1h still low, 1d uptrend & ((rsi_3_1h_lt_90) | (stochrsi_k_1h_gt_60) | roc_9_1d_lt_50) # 1h up move, 1h still not high enough, 1d low & ((rsi_3_1h_lt_90) | (stochrsi_k_1h_gt_70) | (stochrsi_k_1d_gt_30)) # 1h up move, 4h low, 1h uptrend & ((rsi_3_1h_lt_90) | (stochrsi_k_4h_gt_20) | (roc_9_1h_lt_10)) # 1h up move, 4h low, 1h overbought & ((rsi_3_1h_lt_90) | (stochrsi_k_4h_gt_40) | (roc_9_1h_lt_30)) # 1h up move, 15m & 1h uptrend & ((rsi_3_1h_lt_90) | (roc_9_15m < 15.0) | (roc_9_1h_lt_15)) # 1h up move, 15m & 4h still low & ((rsi_3_1h_lt_85) | (stochrsi_k_15m_gt_50) | (stochrsi_k_4h_gt_50)) # 1h & 4h up move, 15m still not high enough & ((rsi_3_1h_lt_85) | (rsi_3_4h_lt_85) | (aroond_14_15m_lt_50)) # 1h & 4h up move, 15m still not high enough & ((rsi_3_1h_lt_85) | (rsi_3_4h_lt_85) | (stochrsi_k_15m_gt_90)) # 1h up move, 15m still not high enough, 1h still low & ((rsi_3_1h_lt_80) | (stochrsi_k_15m_gt_80) | (stochrsi_k_1h_gt_50)) # 1h up move, 1h still low & ((rsi_3_1h_lt_80) | (stochrsi_k_1h_gt_60)) # 1h up move, 1d uptrend & ((rsi_3_1h_lt_80) | (roc_9_1d_lt_200)) # 4h & 1d strong up move & ((rsi_3_4h_lt_95) | (rsi_3_1d_lt_95)) # 4h up move, 15m still low, 1h not high enough & ((rsi_3_4h_lt_95) | (stochrsi_k_15m_gt_50) | (aroond_14_1h_lt_25)) # 4h up move, 15m still not high enough, 4h overbought & ((rsi_3_4h_lt_95) | (stochrsi_k_15m_gt_70) | (roc_9_4h_lt_60)) # 4h up move, 15m uptrend & ((rsi_3_4h_lt_95) | (roc_9_15m < 20.0)) # 4h up move, 1h uptrend & ((rsi_3_4h_lt_95) | (roc_9_1h_lt_20)) # 4h up move, 1h & 4h overbought & ((rsi_3_4h_lt_95) | (roc_9_1h_lt_30) | (roc_9_4h_lt_60)) # 4h up move, 1h still low & ((rsi_3_4h_lt_90) | (aroonu_14_1h_gt_40)) # 4h up move, 1d still low, 4h uptrend & ((rsi_3_4h_lt_85) | (rsi_14_1d_gt_40) | (roc_9_4h_lt_20)) # 4h up move, 4h still low & ((rsi_3_4h_lt_80) | (stochrsi_k_4h_gt_50)) # 4h up move, 1h low & ((rsi_3_4h_lt_70) | (aroonu_14_1h > 25.0)) # 4h up move, 1d low & ((rsi_3_4h_lt_70) | (aroonu_14_1d > 20.0)) # 4h up move, 1h low & ((rsi_3_4h_lt_70) | (stochrsi_k_1h_gt_20)) # 4h up move, 1d low & ((rsi_3_4h_lt_70) | (stochrsi_k_1d_gt_20)) # 1d up move, 1h & 4h still not low enough & ((rsi_3_1d_lt_90) | (stochrsi_k_1h_gt_80) | (stochrsi_k_4h_gt_50)) # 4h still not high enough, 4h overbought, 4h uptrend & ((rsi_14_4h_gt_80) | (roc_9_4h_lt_40) | (cci_20_change_pct_4h_lt_0)) # 15m & 1h uptrend, 4h still low & ((cmf_20_15m_lt_0_30) | (cmf_20_1h_lt_0_30) | (stochrsi_k_4h_gt_60)) # 15m & 1h uptrend & ((aroonu_14_15m_lt_100) | (aroonu_14_1h_lt_100)) # 15m uptrend, 1h low & ((aroonu_14_15m_lt_100) | (stochrsi_k_1h_gt_20)) # 15m uptrend, 1d uptrend & ((aroonu_14_15m_lt_100) | (roc_9_1d_lt_60)) # 1h & 4h uptrend & ((aroonu_14_1h_lt_100) | (aroonu_14_4h_lt_100)) # 1h uptrend, 4h uptrend & ((aroonu_14_1h_lt_100) | (roc_9_4h_lt_20)) # 4h uptrend, 1d uptrend & (aroonu_14_4h_lt_100 | (aroonu_14_1d_lt_100)) # 4h uptrend, 15m uptrend & (aroonu_14_4h_lt_100 | (roc_9_15m < 10.0)) # 4h uptrend, 1h uptrend & (aroonu_14_4h_lt_100 | (roc_9_1h_lt_20)) # 1d uptrend, 15m uptrend & (aroonu_14_1d_lt_100 | (roc_9_15m < 20.0)) # 1d uptrend, 1h uptrend & (aroonu_14_1d_lt_100 | (roc_9_1h_lt_20)) # 15m still not high enough, 1h & 4h overbought & ((stochrsi_k_15m_gt_70) | (roc_9_1h_lt_30) | (roc_9_4h_lt_60)) # 1h & 4h overbought, 1h uptrend & ((roc_9_1h_lt_10) | (roc_9_4h_lt_40) | (cci_20_change_pct_1h_lt_0)) # 1h & 4h overbought, 4h uptrend & ((roc_9_1h_lt_10) | (roc_9_4h_lt_40) | (cci_20_change_pct_4h_lt_0)) # 1h & 4h & 1d uptrend & ((roc_9_1h_lt_10) | (roc_9_4h_lt_10) | (roc_9_1d_lt_20)) # 5m green, 15m still not high enough & ((change_pct < 5.0) | (aroond_14_15m_lt_50)) # 5m green, 15m still not high enough & ((change_pct < 5.0) | (stochrsi_k_15m_gt_90)) # pump in the last half hour, 1h low & ((close < (close_min_6 * 1.20)) | (aroonu_14_1h_gt_30)) # pump in the last half hour, 15m still low & ((close < (close_min_6 * 1.20)) | (stochrsi_k_15m_gt_40)) # pump in the last half hour, 1d uptrend & ((close < (close_min_6 * 1.20)) | (roc_9_1d_lt_20)) # big pump in the last 4 hours, 15m still low & ((close < (close_min_48 * 1.50)) | (aroonu_14_15m_gt_50)) ) # Logic short_entry_logic.append( (ema_12 > ema_26) & ((ema_12 - ema_26) > (open_rate * 0.030)) & ((ema_12_shift_1 - ema_26_shift_1) > (open_rate / 100.0)) & (close > (bbu_20_2_0 * 1.004)) ) # Condition #502 - Normal mode (Short). if short_entry_condition_index == 502: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) # 5m & 15m & 1h & 4h up move short_entry_logic.append( ((rsi_3_lt_97) | (rsi_3_15m_lt_90) | (rsi_3_1h_lt_90) | (rsi_3_4h_lt_80)) # 5m & 4h up move & ((rsi_3_lt_97) | (rsi_3_4h_lt_95)) # 5m up move, 4h still not high enough & ((rsi_3_lt_97) | (stochrsi_k_4h_gt_80)) # 5m & 15m strong up move & ((rsi_3_lt_95) | (rsi_3_15m_lt_95)) # 5m & 15m up move, 4h low & ((rsi_3_lt_95) | (rsi_3_15m_lt_90) | (aroonu_14_4h_gt_30)) # 5m & 1h & 4h up move & ((rsi_3_lt_95) | (rsi_3_1h_lt_90) | (rsi_3_4h_lt_90)) # 5m & 1h up move, 15m still not high enough & ((rsi_3_lt_95) | (rsi_3_1h_lt_85) | (stochrsi_k_15m_gt_70)) # 5m up move, 15m still low & ((rsi_3_lt_95) | (stochrsi_k_15m_gt_50)) # 5m up move, 4h low & ((rsi_3_lt_90) | (aroonu_14_4h_gt_20)) # 15m & 1h down move, 4h still not high enough & ((rsi_3_15m_lt_97) | (rsi_3_1h_lt_85) | (stochrsi_k_4h_gt_80)) # 15m up move, 1h still low & ((rsi_3_15m_lt_97) | (stochrsi_k_1h_gt_60)) # 15m & 1h & 4h up move & ((rsi_3_15m_lt_95) | (rsi_3_1h_lt_90) | (rsi_3_4h_lt_85)) # 15m & 1h up move, 4h still low & ((rsi_3_15m_lt_95) | (rsi_3_1h_lt_85) | (stochrsi_k_4h_gt_60)) # 15m up move, 1h still low & ((rsi_3_15m_lt_95) | (stochrsi_k_1h_gt_40)) # 15m up move, 4h still not high enough & ((rsi_3_15m_lt_95) | (aroonu_14_4h_gt_70)) # 15m & 1h & 4h up move & ((rsi_3_15m_lt_90) | (rsi_3_1h_lt_90) | (rsi_3_4h_lt_90)) # 15m & 1h up move, 15m still not high enough & ((rsi_3_15m_lt_90) | (rsi_3_1h_lt_90) | (stochrsi_k_15m_gt_80)) # 15m & 1h up move, 1d low & ((rsi_3_15m_lt_90) | (rsi_3_1h_lt_90) | (stochrsi_k_1d > 40.0)) # 15m & 1h up move, 1h still not high enough & ((rsi_3_15m_lt_90) | (rsi_3_1h_lt_85) | (stochrsi_k_1h_gt_80)) # 15m & 1h up move, 4h stil low & ((rsi_3_15m_lt_90) | (rsi_3_1h_lt_80) | (aroonu_14_4h_gt_50)) # 15m & 4h up move, 1d low & ((rsi_3_15m_lt_90) | (rsi_3_4h_lt_85) | (rsi_14_1d_gt_40)) # 15m & 4h up move, 1d low & ((rsi_3_15m_lt_90) | (rsi_3_4h_lt_85) | (stochrsi_k_1d_gt_30)) # 15m up move, 1h still low, 1d low & ((rsi_3_15m_lt_90) | (aroonu_14_1h > 50.0) | (aroonu_14_1d_gt_30)) # 15m up move, 1h high & ((rsi_3_15m_lt_90) | (aroonu_14_1h_lt_100)) # 15m up move, 1h still low & ((rsi_3_15m_lt_90) | (stochrsi_k_1h_gt_50)) # 15m up move, 4h uptrend & ((rsi_3_15m_lt_90) | (roc_9_4h_lt_20)) # 15m & 1h up move, 1h still low & ((rsi_3_15m_lt_85) | (rsi_3_1h_lt_65) | (stochrsi_k_1h_gt_60)) # 15m up move, 1h low & ((rsi_3_15m_lt_85) | (stochrsi_k_1h_gt_30)) # 15m & 1h & 4h up move, 4h uptrend & ((rsi_3_15m_lt_80) | (rsi_3_1h_lt_80) | (rsi_3_4h_lt_80) | (aroonu_14_4h_lt_100)) # 15m & 4h up move, 15m still low & ((rsi_3_15m_lt_80) | (rsi_3_4h_lt_75) | (aroonu_14_15m_gt_50)) # 15m up move, 4h low, 15m uptrend, 4h oversold & ((rsi_3_15m_lt_80) | (rsi_14_4h_gt_20) | (aroonu_14_15m_lt_100) | (roc_9_4h_gt_neg_20)) # 15m up move, 15m high, 4h & 1d oversold & ((rsi_3_15m_lt_80) | (aroonu_14_15m_lt_100) | (roc_9_4h_gt_neg_30) | (roc_9_1d_gt_neg_60)) # 15m up move, 15m high, 1h & 4h uptrend & ((rsi_3_15m_lt_80) | (aroonu_14_15m_lt_100) | (roc_9_1h_lt_20) | (roc_9_4h_lt_30)) # 15m up move, 1h low & ((rsi_3_15m_lt_80) | (aroonu_14_1h_gt_10)) # 15m up move, 1h low, 1d uptrend & ((rsi_3_15m_lt_80) | (aroonu_14_1h_gt_40) | (roc_9_1d_lt_100)) # 15m up move, 1h still low, 1d oversold & ((rsi_3_15m_lt_80) | (stochrsi_k_1h_gt_50) | (roc_9_1d_gt_neg_30)) # 15m up move, 4h low & ((rsi_3_15m_lt_80) | (stochrsi_k_4h_gt_40)) # 15m up move, 1h uptrend & ((rsi_3_15m_lt_75) | (roc_9_1h_lt_40)) # 1h & 1d strong up move & ((rsi_3_1h_lt_95) | (rsi_3_1d_lt_95)) # 1h up move, 1h still not high enough & ((rsi_3_1h_lt_95) | (stochrsi_k_1h_gt_70)) # 1h up move, 4h still low, 1h moving higher & ((rsi_3_1h_lt_95) | (stochrsi_k_4h_gt_60) | (cci_20_change_pct_1h_lt_neg_0)) # 1h up move, 1d low & ((rsi_3_1h_lt_95) | (rsi_14_1d_gt_40)) # 1h strong up move, 15m still move higher & ((rsi_3_1h_lt_95) | (cci_20_change_pct_15m < -0.0)) # 1h up move, relative stable before the hour & ((rsi_3_1h_lt_95) | (close_min_12 > (close_min_48 * 1.10))) # 1h up move, 15m uptrend & ((rsi_3_1h_lt_90) | (aroonu_14_15m_lt_100)) # 1h up move, 1d low & ((rsi_3_1h_lt_90) | (stochrsi_k_1d_gt_10)) # 1h up move, 1h & 4h uptrend & ((rsi_3_1h_lt_90) | (roc_9_1h_lt_30) | (roc_9_4h_lt_30)) # 1h up move, 4h uptrend & ((rsi_3_1h_lt_90) | (roc_9_4h_lt_20)) # 1h up move, 4h still low & ((rsi_3_1h_lt_85) | (aroonu_14_4h_gt_50)) # 1h up move, 4h still low & ((rsi_3_1h_lt_85) | (stochrsi_k_4h_gt_50)) # 1h & 4h up move, 1d low & ((rsi_3_1h_lt_80) | (rsi_3_4h_lt_80) | (stochrsi_k_1d_gt_30)) # 1h up move, 15m & 1h high, 1h uptrend & ((rsi_3_1h_lt_80) | (aroonu_14_15m_lt_100) | (aroonu_14_1h_lt_100) | (roc_9_1h_lt_20)) # 1h up move, 1h still not high enough & ((rsi_3_1h_lt_80) | (stochrsi_k_1h_gt_70)) # 1h up move, 4h still low, 1h still moving higher & ((rsi_3_1h_lt_80) | (rsi_14_4h_gt_60) | (cci_20_change_pct_1h_lt_neg_0)) # 1h up move, 4h low & ((rsi_3_1h_lt_80) | (stochrsi_k_4h_gt_20)) # 1h up move, 4h low & ((rsi_3_1h_lt_80) | (aroonu_14_4h_gt_10)) # 1h up move, 1h still low & ((rsi_3_1h_lt_75) | (stochrsi_k_1h_gt_50)) # 1h up move, 4h low & ((rsi_3_1h_lt_70) | (rsi_14_4h_gt_40)) # 1h up move, 4h low & ((rsi_3_1h_lt_70) | (stochrsi_k_4h_gt_40)) # 1h up move, 1h uptrend & ((rsi_3_1h_lt_70) | (roc_9_1h_lt_40)) # 1h up move, 1h low & ((rsi_3_1h_lt_60) | (stochrsi_k_1h_gt_20)) # 4h up move, 1d still low & ((rsi_3_4h < 97.0) | (rsi_14_1d_gt_50)) # 4h up move, 1h still not high enough & ((rsi_3_4h_lt_95) | (stochrsi_k_1h_gt_70)) # 4h up move, 4h still not high enough & ((rsi_3_4h_lt_95) | (stochrsi_k_4h_gt_80)) # 4h up move, 15m still not high enough, 4h moving higher & ((rsi_3_4h_lt_90) | (stochrsi_k_15m_gt_80) | (cci_20_change_pct_4h_lt_0)) # 4h up move, 15m still low & ((rsi_3_4h_lt_90) | (stochrsi_k_15m_gt_50)) # 4h up move, 1h still low & ((rsi_3_4h_lt_90) | (aroonu_14_1h_gt_40)) # 4h up move, 4h still not high enough & ((rsi_3_4h_lt_90) | (stochrsi_k_4h_gt_75)) # 4h up move, 4h still not high enough & ((rsi_3_4h_lt_85) | (stochrsi_k_4h_gt_70)) # 4h up move, 1d still low, 4h uptrend & ((rsi_3_4h_lt_85) | (rsi_14_1d_gt_50) | (roc_9_4h_lt_20)) # 4h up move, 4h high, 4h & 1d uptrend & ((rsi_3_4h_lt_80) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_10) | (roc_9_1d_lt_40)) # 4h up move, 4h uptrend & ((rsi_3_4h_lt_80) | (roc_9_4h_lt_20)) # 4h up move, 1h low & ((rsi_3_4h_lt_75) | (stochrsi_k_1h_gt_20)) # 4h up move, 4h low & ((rsi_3_4h_lt_70) | (stochrsi_k_4h_gt_40)) # 1d up move, 1h still not high enough & ((rsi_3_1d_lt_95) | (stochrsi_k_1h_gt_90)) # 1d up move, 1h still low & ((rsi_3_1d_lt_90) | (stochrsi_k_1h_gt_50)) # 1d up move, 4h still low & ((rsi_3_1d_lt_80) | (stochrsi_k_4h_gt_40)) # 15m low, 1h still low & ((aroonu_14_15m_gt_20) | (stochrsi_k_1h_gt_50)) # 15m low, 4h low & ((aroonu_14_15m_gt_20) | (stochrsi_k_4h_gt_20)) # 15m still low, 1h low & ((aroonu_14_15m_gt_50) | (stochrsi_k_1h_gt_30)) # 15m still not high enough, 4h low & ((stochrsi_k_15m_gt_70) | (aroonu_14_4h_gt_10)) # 1h & 4h low & ((aroonu_14_1h_gt_20) | (aroonu_14_4h_gt_20)) # 1h & 4h low & ((aroonu_14_1h_gt_20) | (stochrsi_k_4h_gt_20)) # 1h low, 1d low & ((aroonu_14_1h_gt_30) | (stochrsi_k_1d_gt_30)) # 4h low, 1d uptrend & ((aroonu_14_4h_gt_30) | (roc_9_1d_lt_80)) # 4h still not high enough, 4h & 1d uptrend & ((aroonu_14_4h_gt_70) | (roc_9_4h_lt_60) | (roc_9_1d_lt_200)) # 1h & 4h low & ((stochrsi_k_1h_gt_20) | (aroonu_14_4h_gt_20)) # 1d big green, 1d still not high enough & ((change_pct_1d_lt_30) | (rsi_14_1d > 65.0)) # rise in the last hour, relatively stable before the hour & ((close < (close_min_12 * 1.10)) | (close_min_12 > (close_min_48 * 1.10))) # big pump in the last 6 days, 4h still not high enough & ((close < (low_min_6_1d * 4.0)) | (stochrsi_k_4h_gt_80)) # big pump in the last 20 days, 1h up move & ((close < (low_min_20_1d * 6.0)) | (rsi_3_1h_lt_90)) ) # Logic short_entry_logic.append( (aroond_14_lt_25) & (stochrsi_k_gt_80) & (close > (ema_20 * 1.060)) & (close > (bbu_20_2_0 * 0.995)) & (aroond_14_15m_lt_25) ) # Condition #503 - Normal mode (Short). if short_entry_condition_index == 503: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(rsi_3_1h >= 5.0) short_entry_logic.append(rsi_3_4h >= 20.0) short_entry_logic.append(rsi_3_1d >= 20.0) short_entry_logic.append(rsi_14_1h_gt_20) short_entry_logic.append(rsi_14_4h_gt_20) short_entry_logic.append(rsi_14_1d_gt_10) # 5m strong down move short_entry_logic.append((rsi_3_lt_98) | (roc_9 < 50.0)) # 5m down move, 4h still high short_entry_logic.append((rsi_3_lt_90) | (mfi_14 > 10.0) | (stochrsi_k_4h_gt_30)) # 5m & 1h down move, 1h still high short_entry_logic.append((rsi_3_lt_90) | (rsi_3_1h_lt_90) | (stochrsi_k_1h_gt_70)) # 5m down move, 4h downtrend, 1h still high short_entry_logic.append((rsi_3_lt_95) | (rsi_3_4h_lt_85) | (stochrsi_k_1h_gt_30)) # 5m & 4h strong down move, 4h still not low enough short_entry_logic.append((rsi_3_lt_95) | (rsi_3_1h_lt_95) | (stochrsi_k_4h_gt_60)) # 5m down move, 1h high, 1d overbought short_entry_logic.append((rsi_3_lt_90) | (roc_9_1h_lt_15) | (roc_9_1d_gt_neg_40)) # 5m down move, 1h & 4h high short_entry_logic.append((rsi_3_lt_90) | (uo_7_14_28_1h > 40.0) | (stochrsi_k_4h_gt_30)) # 5m down move, 1h high, 4h downtrend short_entry_logic.append((rsi_3_lt_98) | (stochrsi_k_1h_gt_10) | (roc_9_4h_lt_10)) # 5m & 1h down move, 4h down short_entry_logic.append((rsi_3_lt_90) | (rsi_3_1h_lt_85) | (cmf_20_4h_gt_neg_0_20)) # 5m down move, 1h high short_entry_logic.append((rsi_14_change_pct < 40.0) | (stochrsi_k_1h_gt_30)) # 5m down move, 1h high short_entry_logic.append((rsi_14_change_pct < 40.0) | (stochrsi_k_4h_gt_30)) # 15m & 1h down move, 4h still high short_entry_logic.append((rsi_3_15m_lt_95) | (rsi_3_1h_lt_85) | (stochrsi_k_4h_gt_50)) # 15m down move, 15m still not low enough, 1h & 4h still not low enough short_entry_logic.append( (rsi_3_15m_lt_95) | (aroond_14_15m_lt_25) | (stochrsi_k_1h_gt_75) | (mfi_14_4h > 50.0) ) # 5m & 1h down move, 1h still high short_entry_logic.append((rsi_3_15m_lt_95) | (rsi_3_1h_lt_85) | (stochrsi_k_1h_gt_50)) # 15m & 4h down move, 1h still not low short_entry_logic.append((rsi_3_15m_lt_95) | (rsi_3_4h_lt_90) | (stochrsi_k_1h_gt_70)) # 15m & 4h down move, 4h still not low enough short_entry_logic.append((rsi_3_15m_lt_95) | (rsi_3_4h_lt_80) | (stochrsi_k_4h_gt_60)) # 15m down move, 1h & 4h still high short_entry_logic.append((rsi_3_15m_lt_95) | (stochrsi_k_1h_gt_50) | (rsi_14_4h_gt_50)) # 15m & 1h & 4h down move short_entry_logic.append((rsi_3_15m_lt_90) | (rsi_3_change_pct_1h > -60.0) | (rsi_3_change_pct_4h > -40.0)) # 15m down move, 1d downtrend, 1h still high short_entry_logic.append((rsi_3_15m_lt_90) | (roc_9_1d_gt_neg_25) | (stochrsi_k_1h_gt_30)) # 15m & 1d down move, 1h still high short_entry_logic.append((rsi_3_15m_lt_90) | (rsi_3_1d_lt_90) | (stochrsi_k_1h_gt_30)) # 15m & 4h down move, 1h still high short_entry_logic.append((rsi_3_15m_lt_90) | (rsi_3_4h_lt_95) | (stochrsi_k_1h_gt_50)) # 15m down move, 15m still not low enough, 4h down move short_entry_logic.append((rsi_3_15m_lt_90) | (aroond_14_15m_lt_50) | (rsi_3_4h_lt_85)) # 15m down move, 1h still high, 1d strong downtrend short_entry_logic.append((rsi_3_15m_lt_80) | (aroond_14_1h_lt_25) | (mfi_14_1d < 90.0)) # 15m down move, 1h still high, 1d downtrend short_entry_logic.append((rsi_3_15m_lt_85) | (stochrsi_k_1h_gt_30) | roc_9_1d_lt_50) # 15m down move, 4h still high, 1d downtrend short_entry_logic.append((rsi_3_15m_lt_85) | (stochrsi_k_4h_gt_30) | roc_9_1d_lt_50) # 15m & 4h down move, 1d downtrend short_entry_logic.append((rsi_3_15m_lt_85) | (rsi_3_4h_lt_85) | (roc_9_1d_gt_neg_70)) # 15m down move, 15m not low enough, 1h overbought short_entry_logic.append((rsi_14_change_pct_15m > -40.0) | (stochrsi_k_15m_gt_90) | (rsi_14_1h > 30.0)) # 15m strong down move, 1h still high short_entry_logic.append((roc_9_15m < 15.0) | (stochrsi_k_1h_gt_50)) # 15m downtrend, 1h & 4h still high short_entry_logic.append((roc_9_15m < 10.0) | (stochrsi_k_1h_gt_50) | (stochrsi_k_4h_gt_50)) # 15m & 1h & 4h down move short_entry_logic.append((rsi_3_15m_lt_95) | (rsi_3_1h_lt_95) | (cci_20_change_pct_4h_lt_0)) # 15m strong down move short_entry_logic.append((rsi_3_15m_lt_90) | (mfi_14_15m < 85.0) | (aroond_14_15m_lt_25)) # 14m down move, 4h still high short_entry_logic.append((rsi_3_15m_lt_80) | (aroond_14_15m_lt_50) | (uo_7_14_28_4h > 50.0)) # 15m down move, 1h stil high, 1d overbought short_entry_logic.append((rsi_3_15m_lt_85) | (aroond_14_1h_lt_25) | (roc_9_1d_gt_neg_80)) # 15m down move, 1h high, 1d overbought short_entry_logic.append((rsi_3_15m_lt_90) | (stochrsi_k_1h_gt_30) | roc_9_1d_gt_neg_50) # 1h & 4h down move, 4h still high short_entry_logic.append((rsi_3_1h_lt_90) | (rsi_3_change_pct_4h < 65.0) | (stochrsi_k_4h_gt_50)) # 1h & 4h down move, 4h still high short_entry_logic.append((rsi_3_1h_lt_90) | (rsi_3_4h_lt_85) | (stochrsi_k_4h_lt_10)) # 1h down move, 4h still not low enough, 1d overbought short_entry_logic.append((rsi_3_1h_lt_90) | (aroond_14_4h_lt_25) | (roc_9_1d > -120.0)) # 1h down move, 1h still not low enough, 4h still not low short_entry_logic.append((rsi_3_1h_lt_90) | (stochrsi_k_1h_gt_70) | (rsi_14_4h_gt_50)) # 1h down move, 4h still high short_entry_logic.append((rsi_3_1h_lt_95) | (rsi_14_4h_gt_60)) # 1h down move, 4h still high, 1d downtrend short_entry_logic.append((rsi_3_1h_lt_80) | (stochrsi_k_4h_gt_30) | roc_9_1d_lt_50) # 1h down move, 4h still high, 1d downtrend short_entry_logic.append((rsi_3_change_pct_1h > -65.0) | (stochrsi_k_4h_gt_30) | roc_9_1d_lt_50) # 4h & 1d down move, 1h still high short_entry_logic.append((rsi_3_4h_lt_90) | (roc_2_1d < 20.0) | (stochrsi_k_1h_gt_50)) # 15m still high, 1h down move, 4h high short_entry_logic.append((aroond_14_15m_lt_50) | (rsi_3_change_pct_1h < 50.0) | (stochrsi_k_4h_gt_30)) # 15m still high, 1h & 4h down move, 4h still high short_entry_logic.append((aroond_14_15m_lt_50) | (rsi_3_1h_lt_85) | (rsi_3_4h_lt_80) | (stochrsi_k_4h_gt_80)) # 15m & 1h still high, 4h overbought short_entry_logic.append((aroond_14_15m_lt_50) | (aroond_14_1h_lt_50) | (roc_9_4h_gt_neg_40)) # 15m still high, 1h down move, 1d downtrend short_entry_logic.append((stochrsi_k_15m_gt_30) | (rsi_3_4h_lt_90) | roc_9_1d_lt_50) # 1h & 4h still high, 1d strong down move short_entry_logic.append((stochrsi_k_1h_gt_50) | (uo_7_14_28_4h > 55.0) | (rsi_3_1d_lt_90)) # 1h still high, 4h & 1d downtrend short_entry_logic.append((aroond_14_1h_lt_25) | (roc_9_4h_lt_20) | roc_9_1d_lt_50) # 4h moving down, 1d P&D short_entry_logic.append((roc_9_4h_lt_30) | (rsi_3_change_pct_1d < 50.0) | roc_9_1d_gt_neg_50) # 1d strong downtrend, 4h still high short_entry_logic.append((roc_2_1d < 20.0) | roc_9_1d_lt_50 | (stochrsi_k_4h_gt_70)) # 1d P&D, 1d overbought short_entry_logic.append((roc_2_1d < 10.0) | roc_9_1d_gt_neg_50 | (stochrsi_k_1h > 5.0)) # 1h red, previous 1h green, 1h overbought short_entry_logic.append( (change_pct_1h < 1.0) | (change_pct_1h_shift_12 > -5.0) | (rsi_14_1h_shift_12 < 80.0) ) # 1h red, 1h stil high, 4h downtrend short_entry_logic.append((change_pct_1h < 5.0) | (stochrsi_k_1h_gt_50) | (roc_9_4h_gt_neg_25)) # 4h red, 15m down move, 4h still high short_entry_logic.append((change_pct_4h < 5.0) | (rsi_3_15m_lt_90) | (stochrsi_k_4h_gt_30)) # 4h red, previous 4h green, 4h overbought short_entry_logic.append( (change_pct_4h < 5.0) | (change_pct_4h_shift_48 > -5.0) | (roc_9_4h_shift_48 > -25.0) ) # 4h red, 4h still not low enough, 1h downtrend, 1h overbought short_entry_logic.append( (change_pct_4h < 10.0) | (aroond_14_4h_lt_25) | (roc_9_1h_lt_20) | (roc_9_1d_gt_neg_40) ) # 4h red, 4h still high, 1d downtrend short_entry_logic.append((change_pct_4h < 10.0) | (stochrsi_k_4h_gt_30) | (roc_9_1d_lt_40)) # 1d P&D, 1d overbought short_entry_logic.append((change_pct_1d_lt_10) | (change_pct_1d_shift_288 > -10.0) | (roc_9_1d_gt_neg_100)) # 1d P&D, 4h still high short_entry_logic.append((change_pct_1d_lt_15) | (change_pct_1d_shift_288 > -15.0) | (aroond_14_4h_lt_50)) short_entry_logic.append((rsi_3_1h_lt_90) | (rsi_3_4h_lt_95) | (cci_20_change_pct_4h_lt_0)) # Logic short_entry_logic.append(rsi_20 > rsi_20_shift_1) short_entry_logic.append(rsi_4 > 54.0) short_entry_logic.append(aroond_14_lt_25) short_entry_logic.append(close > sma_16 * 1.058) # Condition #504 - Normal mode (Short). if short_entry_condition_index == 504: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(rsi_3_1h >= 5.0) short_entry_logic.append(rsi_3_4h >= 20.0) short_entry_logic.append(rsi_3_1d >= 20.0) short_entry_logic.append(rsi_14_1h_gt_20) short_entry_logic.append(rsi_14_4h_gt_20) short_entry_logic.append(rsi_14_1d_gt_10) # 15m & 1h down move, 4h still high short_entry_logic.append((rsi_3_15m_lt_95) | (mfi_14_15m < 90.0) | (rsi_3_1h_lt_80) | (stochrsi_k_4h_gt_50)) # 15m & 1h down move, 4h still high short_entry_logic.append((rsi_3_15m_lt_90) | (mfi_14_15m < 85.0) | (stochrsi_k_4h_gt_30)) # 14m & 4h down move, 4h still high short_entry_logic.append((rsi_3_15m_lt_90) | (rsi_3_4h_lt_85) | (stochrsi_k_4h_gt_60)) # 15m down move, 1h & 4h still high short_entry_logic.append((rsi_3_15m_lt_90) | (uo_7_14_28_1h < 45.0) | (stochrsi_k_4h_gt_30)) # 1h strong down move, 4h still high short_entry_logic.append((rsi_3_1h_lt_95) | (rsi_14_change_pct_1h < 40.0) | (stochrsi_k_4h_gt_30)) # 1h strong down move, 4h down move, 4h still high short_entry_logic.append((rsi_3_1h_lt_95) | (rsi_3_change_pct_4h < 50.0) | (stochrsi_k_4h_gt_50)) # 1h & 4h down move, 4h still not low enough short_entry_logic.append((rsi_3_1h_lt_95) | (rsi_3_4h_lt_90) | (stochrsi_k_4h_gt_75)) # 1h & 4h down move, 4h still not low enough short_entry_logic.append((rsi_3_1h_lt_95) | (rsi_3_4h_lt_75) | (aroond_14_4h_lt_50)) # 15m down move, 1h strong downtrend short_entry_logic.append((rsi_3_15m_lt_95) | (rsi_3_1h_lt_95) | (mfi_14_1h > 5.0)) # 15m downtrend, 4h down move, 4h stil high short_entry_logic.append((roc_9_15m > -20.0) | (rsi_3_4h_lt_75) | (stochrsi_k_4h_gt_30)) # Logic short_entry_logic.append(aroond_14_lt_25) short_entry_logic.append(aroond_14_15m_lt_25) short_entry_logic.append(close > (ema_9 * 1.058)) short_entry_logic.append(close > (ema_20 * 1.040)) # Condition #505 - ADX trend-birth (Short, experimental, RAW — mirror). if short_entry_condition_index == 505: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) short_entry_logic.append( # 5m up move & uptrend, 15m downtrend, 4h downtrend, 1d still high ( (rsi_3_lt_46) | (aroonu_14_4h_gt_30) | (aroonu_14 < 95.0) | (aroonu_14_15m > 25.0) | (stochrsi_k_1d < 15.0) ) # 5m up move & still high, 1d bot wick pct low & still high & down move & ( (rsi_3_lt_50) | (bot_wick_pct_1d > 1.0) | (stochrsi_k_1d_lt_20) | (rsi_3_1d_gt_20) | (stochrsi_k < 70.0) ) # 5m & 15m down move, 1d uptrend & ((rsi_3_gt_10) | (rsi_3_15m_gt_10) | (roc_9_1d_lt_0)) # 5m up move, 15m & 1h uptrend & ((rsi_3_lt_40) | (aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_30)) # 5m up move, 1h low & still high & ((rsi_3_lt_40) | (aroonu_14_1h_gt_0) | (stochrsi_k_1h_gt_30)) # 5m up move, 1h uptrend, 4h high & ((rsi_3_lt_40) | (aroonu_14_1h_lt_40) | (stochrsi_k_4h_gt_10)) # 5m up move, 15m down move & uptrend, 1h downtrend, 1d still high & ((rsi_3_lt_40) | (rsi_3_15m_gt_40) | (aroonu_14_15m_lt_40) | (stochrsi_k_1d_lt_20) | (aroonu_14_1h_gt_0)) # 5m up move, 15m uptrend, 1h still high & ((rsi_3_lt_50) | (aroonu_14_15m_lt_20) | (stochrsi_k_1h_gt_30)) # 5m up move, 15m & 1h uptrend & ((rsi_3_lt_50) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_40)) # 5m up move & on the floor, 15m up move, 1h downtrend & ((rsi_3_lt_50) | (aroonu_14_1h_gt_20) | (stochrsi_k > 15.0) | (rsi_3_15m < 45.0)) # 5m up move, 15m down move & ((rsi_3_lt_50) | (roc_9_15m > -25.0)) # 5m up move, 1h up move, 4h down move, 1d down move & ((rsi_3_lt_50) | (roc_9_1h < -1.0) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_20)) # 5m up move, 1h up move, 4h down move & uptrend, 1d washed out & ((rsi_3_lt_50) | (roc_9_1h < -5.0) | (rsi_3_4h_gt_5) | (aroonu_14_4h < 15.0) | (stochrsi_k_1d_gt_60)) # 5m up move & rsi 20 high, 15m up move, 1d uptrend & still high & ((rsi_3_lt_50) | (rsi_20 < 45.0) | (rsi_3_15m_lt_80) | (aroonu_14_1d_lt_60) | (stochrsi_k_1d_lt_20)) # 5m up move, 15m down move, 4h low & ((rsi_3_lt_50) | (rsi_3_15m_gt_45) | (aroonu_14_4h_gt_20)) # 5m up move, 15m low, 1d uptrend & ((rsi_3_lt_50) | (stochrsi_k_15m_gt_20) | (roc_9_1d_lt_0)) # 5m up move, 15m low, 1d still high & ((rsi_3_lt_90) | (aroonu_14_15m_gt_40) | (stochrsi_k_1d_gt_50)) # 5m rsi 4 high & uptrend, 15m down move & downtrend, 1h down move & ((rsi_4 < 45.0) | (rsi_3_1h_gt_30) | (aroonu_14 < 95.0) | (rsi_3_15m > 65.0) | (aroonu_14_15m > 25.0)) # 5m rsi 4 high & up move, 15m WILLR low & down move, 1d down move & ((rsi_4 < 45.0) | (willr_14_15m > -35.0) | (rsi_3 < 80.0) | (rsi_3_1d_gt_25) | (rsi_3_15m > 65.0)) # 5m RSI high & uptrend, 15m down move & ((rsi_14 < 36.0) | (rsi_3_15m_gt_5) | (aroonu_14 < 5.0)) # 5m RSI high & up move, 4h uptrend, 1d bot wick pct low & down move & ((rsi_14 < 45.0) | (bot_wick_pct_1d > 1.0) | (rsi_3 < 70.0) | (aroonu_14_4h < 10.0) | (rsi_3_1d_gt_30)) # 5m money leaving & WILLR high & down move & overbought, 1h still high & ((cmf_20 > 0.0) | (willr_14 < -50.0) | (rsi_3 > 45.0) | (stochrsi_k_1h_lt_30) | (stochrsi_k < 80.0)) # 5m downtrend, 4h still high & up move, 1d downtrend & still high & ( (aroonu_14_gt_75) | (aroonu_14_1d_gt_30) | (stochrsi_k_4h < 25.0) | (stochrsi_k_1d < 55.0) | (rsi_3_4h < 25.0) ) # 5m downtrend & washed out, 15m washed out, 1d down move & still high & ( (aroonu_14_gt_75) | (stochrsi_k_gt_80) | (rsi_3_1d_gt_20) | (stochrsi_k_1d_lt_20) | (stochrsi_k_15m > 75.0) ) # 5m uptrend & overbought & down move, 15m downtrend, 1d washed out & ( (aroonu_14_lt_30) | (aroonu_14_15m_gt_60) | (stochrsi_k < 80.0) | (rsi_3 > 55.0) | (stochrsi_k_1d_gt_60) ) # 5m & 4h & 1d uptrend, 15m up move, 4h still high & ((aroonu_14 < 5) | (rsi_3_15m < 25) | (aroonu_14_4h < 55) | (stochrsi_k_4h < 25) | (aroonu_14_1d < 45)) # 5m low, 15m uptrend, 4h high & ((aroonu_14_gt_75) | (aroonu_14_15m_lt_60) | (stochrsi_k_4h_gt_10)) # 5m low, 15m uptrend, 1h still high & ((aroonu_14_gt_75) | (aroonu_14_15m_lt_80) | (stochrsi_k_1h_gt_40)) # 5m downtrend, 15m down move, 4h still high, 1d still high & ((aroonu_14_gt_75) | (rsi_3_15m_gt_50) | (stochrsi_k_4h < 55.0) | (stochrsi_k_1d < 10.0)) # 5m & 4h low, 1h up move & ((aroonu_14_gt_75) | (rsi_3_1h_lt_60) | (aroonu_14_4h_gt_10)) # 5m uptrend, 15m down move, 1d still high & ((aroonu_14_lt_25) | (rsi_3_15m_gt_50) | (stochrsi_k_1d_gt_40)) # 5m uptrend, 15m up move & still high & ((aroonu_14_lt_25) | (rsi_3_15m_lt_50) | (stochrsi_k_15m_gt_40)) # 5m uptrend, 1d down move & low & ((aroonu_14_lt_25) | (rsi_3_1d_gt_35) | (aroonu_14_1d_gt_20)) # 5m up move & uptrend, 1d low & ((aroonu_14_lt_25) | (rsi_3_lt_50) | (aroonu_14_1d_gt_50)) # 5m & 1d uptrend, 15m still high & ((aroonu_14_lt_25) | (stochrsi_k_15m_gt_40) | (aroonu_14_1d_lt_60)) # 5m uptrend, 15m still high, 4h low & ((aroonu_14_lt_25) | (stochrsi_k_15m_gt_40) | (aroonu_14_4h_gt_10)) # 5m uptrend, 1h uptrend, 1d uptrend & ((aroonu_14_lt_30) | (aroonu_14_1h_lt_20) | (aroonu_14_1d_lt_60)) # 5m & 1h & 1d uptrend & ((aroonu_14_lt_30) | (aroonu_14_1h_lt_30) | (aroonu_14_1d_lt_40)) # 5m uptrend, 1h uptrend & washed out & ((aroonu_14_lt_30) | (aroonu_14_1h_lt_60) | (stochrsi_k_1h_gt_20)) # 5m uptrend & down move, 4h up move & down move, 1d still high & ((aroonu_14_lt_30) | (roc_9_4h < -8.0) | (rsi_3_4h_gt_10) | (stochrsi_k_1d < 55.0) | (rsi_3 > 35.0)) # 5m & 15m uptrend, 15m down move & ((aroonu_14_lt_30) | (rsi_3_15m_gt_50) | (aroonu_14_15m_lt_40)) # 5m uptrend, 15m up move & downtrend, 1h down move & ((aroonu_14_lt_30) | (rsi_3_1h_gt_25) | (rsi_3_15m_lt_75) | (aroonu_14_15m > 15.0)) # 5m uptrend & up move & washed out, 15m down move, 1h down move & ((aroonu_14_lt_30) | (rsi_3_1h_gt_30) | (rsi_3 < 80.0) | (rsi_3_15m > 65.0) | (stochrsi_k > 85.0)) # 5m uptrend, 1h up move, 4h high & ((aroonu_14_lt_30) | (rsi_3_1h_lt_40) | (stochrsi_k_4h_gt_10)) # 5m uptrend, 4h down move, 1d oversold & ((aroonu_14_lt_30) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_15)) # 5m uptrend, 15m still high, 4h low & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_40) | (aroonu_14_4h_gt_30)) # 5m uptrend, 15m & 1d still high & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_40) | (stochrsi_k_1d_gt_30)) # 5m & 1h uptrend, 15m still high & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_60) | (aroonu_14_1h_lt_30)) # 5m uptrend, 15m still high, 1d high & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_60) | (stochrsi_k_1d_gt_10)) # 5m uptrend, 15m still not low enough, 1h still high & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_80) | (stochrsi_k_1h_gt_50)) # 5m still not low enough, 15m low, 4h down move & ((stochrsi_k_gt_80) | (aroonu_14_15m_gt_30) | (rsi_3_4h_gt_10)) # 5m still not low enough, 15m uptrend, 1h low & ((stochrsi_k_gt_80) | (aroonu_14_15m_lt_80) | (aroonu_14_1h_gt_0)) # 5m still not low enough, 1d uptrend & still high & ((stochrsi_k_gt_80) | (aroonu_14_1d_lt_60) | (stochrsi_k_1d_gt_60)) # 5m still not low enough, 1h uptrend, 4h low & ((stochrsi_k_gt_80) | (aroonu_14_1h_lt_20) | (stochrsi_k_4h_gt_20)) # 5m still not low enough, 1h uptrend, 4h low & ((stochrsi_k_gt_80) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_gt_10)) # 5m still not low enough, 1h down move, 4h high & ((stochrsi_k_gt_80) | (rsi_3_1h_gt_10) | (stochrsi_k_4h_gt_10)) # 5m washed out & downtrend, 15m still high, 1h down move, 1d down move & ((stochrsi_k_gt_80) | (rsi_3_1h_gt_35) | (stochrsi_k_15m_lt_30) | (roc_9_1d > 0.0) | (aroonu_14_gt_75)) # 5m WILLR high & uptrend, 15m WILLR low & down move, 1h down move & ( (willr_14 < -50.0) | (willr_14_15m > -35.0) | (aroonu_14 < 95.0) | (rsi_3_15m > 65.0) | (rsi_3_1h_gt_30) ) # 5m willr 480 high & up move, 1d bot wick pct low & uptrend & still high & ( (willr_480 < -90.0) | (bot_wick_pct_1d > 1.0) | (rsi_3 < 80.0) | (aroonu_14_1d < 55.0) | (stochrsi_k_1d_lt_20) ) # 5m downtrend & up move, 15m down move & uptrend, 1h rising fast & ( (rsi_3_15m_gt_40) | (rsi_3_change_pct_1h < -20.0) | (aroonu_14 > 0.0) | (aroonu_14_15m < 45.0) | (rsi_3 < 15.0) ) # 5m still high, 15m down move & overbought & uptrend, 4h downtrend & ( (rsi_3_15m_gt_50) | (aroonu_14_4h_gt_30) | (stochrsi_k_15m < 95.0) | (aroonu_14_15m < 5.0) | (stochrsi_k < 25.0) ) # 5m washed out, 15m up move & washed out, 4h down move & downtrend & ( (rsi_3_15m_lt_55) | (rsi_3_4h_gt_10) | (stochrsi_k > 70.0) | (aroonu_14_4h > 25.0) | (stochrsi_k_15m > 85.0) ) # 15m & 1h down move, 15m uptrend & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_20) | (rsi_3_1h_gt_20)) # 15m down move, 4h uptrend, 1d oversold & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_20) | (roc_9_1d_gt_neg_15)) # 5m down move & uptrend, 15m down move, 1h down move & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_5) | (rsi_3 > 30.0) | (aroonu_14 < 5.0)) # 15m down move & low, 1h up move & ((rsi_3_15m_gt_20) | (aroonu_14_15m_gt_10) | (rsi_3_1h_lt_40)) # 15m down move & uptrend, 4h low & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_20) | (aroonu_14_4h_gt_20)) # 15m down move, 1h & 1d low & ((rsi_3_15m_gt_20) | (aroonu_14_1h_gt_10) | (stochrsi_k_1d_gt_20)) # 15m down move & still high, 1h downtrend, 1d up move & ((rsi_3_15m_gt_30) | (aroonu_14_1h_gt_10) | (stochrsi_k_15m_lt_70) | (rsi_3_1d_lt_35)) # 5m up move, 15m down move, 1h downtrend, 4h CCI low & ((rsi_3_15m_gt_30) | (cci_20_4h > -225.0) | (aroonu_14_1h_gt_0) | (rsi_3 < 15.0)) # 15m down move, 1h money leaving & still high, 4h downtrend & ((rsi_3_15m_gt_30) | (cmf_20_1h > -0.1) | (stochrsi_k_1h < 75.0) | (aroonu_14_4h_gt_0)) # 15m & 1h down move, 4h low & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_20) | (aroonu_14_4h_gt_30)) # 15m down move, 1h uptrend, 1d low & ((rsi_3_15m_gt_40) | (aroonu_14_1h_lt_60) | (aroonu_14_1d_gt_10)) # 15m down move & low, 1d uptrend & ((rsi_3_15m_gt_40) | (stochrsi_k_15m_gt_20) | (aroonu_14_1d_lt_40)) # 15m down move & still high, 4h high & ((rsi_3_15m_gt_40) | (stochrsi_k_15m_gt_40) | (stochrsi_k_4h_gt_10)) # 5m still high, 15m down move, 1h up move, 4h down move, 1d uptrend & ((rsi_3_15m_gt_45) | (rsi_3_4h_gt_15) | (rsi_3_1h < 25.0) | (stochrsi_k < 15.0) | (aroonu_14_1d < 15.0)) # 15m down move & low, 4h up move & ((rsi_3_15m_gt_50) | (aroonu_14_15m_gt_10) | (rsi_3_4h_lt_40)) # 5m uptrend & down move, 15m down move, 1h still high, 1d uptrend & ((rsi_3_15m_gt_50) | (aroonu_14_1d_lt_50) | (aroonu_14 < 75.0) | (stochrsi_k_1h_lt_30) | (rsi_3 > 30.0)) # 15m down move, 4h low, 1d uptrend & ((rsi_3_15m_gt_50) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_lt_50)) # 15m down move & still high, 4h low & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_gt_30) | (aroonu_14_4h_gt_10)) # 15m & 1h down move, 15m still high & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_gt_30) | (rsi_3_1h_gt_20)) # 15m down move, 1h high, 1d low & ((rsi_3_15m_gt_50) | (stochrsi_k_1h_gt_10) | (aroonu_14_1d_gt_20)) # 15m down move & uptrend, 1h up move & ((rsi_3_15m_gt_55) | (aroonu_14_15m_lt_90) | (rsi_3_1h_lt_60)) # 15m down move, 1d up move & low & ((rsi_3_15m_gt_55) | (aroonu_14_1d_gt_10) | (rsi_3_1d_lt_35)) # 15m down move, 1h down move & downtrend, 4h downtrend & up move & ((rsi_3_15m_gt_55) | (aroonu_14_4h_gt_50) | (rsi_3_4h < 35.0) | (rsi_3_1h_gt_35) | (aroonu_14_1h_gt_40)) # 15m & 1h down move, 1d uptrend & ((rsi_3_15m_gt_55) | (rsi_3_1h_gt_20) | (aroonu_14_1d_lt_40)) # 15m down move, 1h up move, 4h low & ((rsi_3_15m_gt_55) | (rsi_3_1h_lt_65) | (aroonu_14_4h_gt_30)) # 15m up move, 15m & 1h low & ((rsi_3_15m_lt_50) | (aroonu_14_15m_gt_10) | (aroonu_14_1h_gt_20)) # 15m up move & low, 4h uptrend & ((rsi_3_15m_lt_50) | (aroonu_14_15m_gt_10) | (aroonu_14_4h_lt_60)) # 15m up move & low, 1h down move & ((rsi_3_15m_lt_50) | (aroonu_14_15m_gt_10) | (rsi_3_1h_gt_10)) # 15m up move & low, 1h high & ((rsi_3_15m_lt_50) | (aroonu_14_15m_gt_20) | (stochrsi_k_1h_gt_10)) # 15m & 4h up move, 15m uptrend & ((rsi_3_15m_lt_50) | (aroonu_14_15m_lt_90) | (rsi_3_4h_lt_40)) # 15m up move, 1d low & uptrend & ((rsi_3_15m_lt_50) | (aroonu_14_1d_gt_20) | (roc_9_1d_lt_10)) # 15m up move, 1h uptrend & still high & ((rsi_3_15m_lt_50) | (aroonu_14_1h_lt_20) | (stochrsi_k_1h_gt_40)) # 5m downtrend, 15m up move, 1h up move, 4h down move & ((rsi_3_15m_lt_50) | (roc_9_1h < -1.0) | (rsi_3_4h_gt_5) | (aroonu_14 > 0.0)) # 15m up move & washed out, 1h downtrend & ((rsi_3_15m_lt_50) | (stochrsi_k_15m_gt_20) | (aroonu_14_1h_gt_10)) # 15m up move & still high, 1d uptrend & ((rsi_3_15m_lt_50) | (stochrsi_k_15m_gt_40) | (aroonu_14_1d_lt_40)) # 15m up move & washed out, 1d up move & ((rsi_3_15m_lt_50) | (stochrsi_k_15m_gt_40) | (roc_9_1d_lt_15)) # 15m & 1h up move, 15m still high & ((rsi_3_15m_lt_50) | (stochrsi_k_15m_gt_40) | (rsi_3_1h_lt_40)) # 15m up move & still not low enough, 1d oversold & ((rsi_3_15m_lt_50) | (stochrsi_k_15m_gt_70) | (roc_9_1d_gt_neg_10)) # 15m up move, 1h & 4h high & ((rsi_3_15m_lt_50) | (stochrsi_k_1h_gt_10) | (stochrsi_k_4h_gt_10)) # 15m down move & uptrend, 1h up move & ((rsi_3_15m_lt_55) | (aroonu_14_15m_lt_40) | (rsi_3_1h_lt_65)) # 15m down move & uptrend, 1h up move & ((rsi_3_15m_lt_55) | (aroonu_14_15m_lt_60) | (rsi_3_1h_lt_50)) # 5m uptrend & down move, 15m up move, 1h down move, 1d up move & ((rsi_3_15m_lt_55) | (rsi_3_1h_gt_25) | (aroonu_14 < 90.0) | (roc_9_1d < -5.0) | (rsi_3 > 55.0)) # 5m down move, 15m up move, 1h down move & uptrend, 4h on the floor & ((rsi_3_15m_lt_55) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_25) | (stochrsi_k_4h_gt_10) | (rsi_3 > 65.0)) # 15m up move & downtrend, 1d downtrend & ((rsi_3_15m_lt_60) | (aroonu_14_15m_gt_10) | (aroonu_14_1d_gt_10)) # 15m up move, 15m & 1h uptrend & ((rsi_3_15m_lt_60) | (aroonu_14_15m_lt_20) | (aroonu_14_1h_lt_20)) # 15m up move & uptrend & still high & ((rsi_3_15m_lt_60) | (aroonu_14_15m_lt_30) | (stochrsi_k_15m_gt_60)) # 15m up move & uptrend, 1h low & ((rsi_3_15m_lt_60) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_gt_10)) # 15m up move & uptrend, 1h still high & ((rsi_3_15m_lt_60) | (aroonu_14_15m_lt_50) | (stochrsi_k_1h_gt_30)) # 15m up move, 1h uptrend, 4h high & ((rsi_3_15m_lt_60) | (aroonu_14_1h_lt_20) | (stochrsi_k_4h_gt_10)) # 15m up move, 4h low, 1d uptrend & ((rsi_3_15m_lt_60) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_lt_80)) # 15m up move, 1h washed out, 1d down move & ((rsi_3_15m_lt_60) | (roc_9_1d_gt_neg_15) | (stochrsi_k_1h_gt_20)) # 5m down move & overbought, 15m up move, 1h up move & ((rsi_3_15m_lt_60) | (roc_9_1h < -1.0) | (rsi_3 > 45.0) | (stochrsi_k < 80.0)) # 5m overbought, 15m up move, 1h up move & still high, 4h down move & ((rsi_3_15m_lt_60) | (roc_9_1h < -1.0) | (rsi_3_4h_gt_15) | (stochrsi_k < 85.0) | (stochrsi_k_1h < 45.0)) # 15m up move, 1h down move, 1d uptrend & ((rsi_3_15m_lt_60) | (rsi_3_1h_gt_30) | (roc_9_1d_lt_10)) # 15m up move, 4h down move, 1d low & ((rsi_3_15m_lt_60) | (rsi_3_4h_gt_5) | (stochrsi_k_1d_gt_20)) # 15m up move & still high, 4h low & ((rsi_3_15m_lt_60) | (stochrsi_k_15m_gt_40) | (aroonu_14_4h_gt_30)) # 15m up move, 15m & 1h still high & ((rsi_3_15m_lt_60) | (stochrsi_k_15m_gt_40) | (stochrsi_k_1h_gt_40)) # 15m up move & washed out, 4h uptrend & ((rsi_3_15m_lt_60) | (stochrsi_k_15m_gt_60) | (aroonu_14_4h_lt_60)) # 15m up move & uptrend, 1h low & ((rsi_3_15m_lt_70) | (aroonu_14_15m_lt_20) | (stochrsi_k_1h_gt_20)) # 15m up move, 1h uptrend & ((rsi_3_15m_lt_70) | (aroonu_14_1h_lt_70)) # 15m up move, 4h uptrend, 1d low & ((rsi_3_15m_lt_70) | (aroonu_14_4h_lt_20) | (aroonu_14_1d_gt_50)) # 15m up move & still not high enough, 1d uptrend & ((rsi_3_15m_lt_70) | (stochrsi_k_15m_gt_70) | (aroonu_14_1d_lt_60)) # 15m up move & still not low enough, 1h uptrend & ((rsi_3_15m_lt_70) | (stochrsi_k_15m_gt_80) | (aroonu_14_1h_lt_30)) # 15m up move, 1h & 1d low & ((rsi_3_15m_lt_70) | (stochrsi_k_1h_gt_20) | (stochrsi_k_1d_gt_20)) # 15m down move, 15m & 4h low & ((rsi_3_15m_lt_75) | (aroonu_14_15m_gt_10) | (aroonu_14_4h_gt_10)) # 15m down move & low, 1h up move & ((rsi_3_15m_lt_75) | (aroonu_14_15m_gt_30) | (rsi_3_1h_lt_50)) # 15m & 1h down move, 1h low & ((rsi_3_15m_lt_75) | (aroonu_14_1h_gt_20) | (rsi_3_1h_gt_35)) # 15m up move & low, 1d still high & ((rsi_3_15m_lt_80) | (aroonu_14_15m_gt_20) | (stochrsi_k_1d_gt_50)) # 15m up move, 4h up move & ((rsi_3_15m_lt_80) | (rsi_3_4h_lt_40)) # 5m uptrend, 15m RSI high, 1h down move, 4h uptrend & ((rsi_14_15m_lt_40) | (rsi_3_1h_gt_25) | (aroonu_14 < 90.0) | (aroonu_14_4h < 15.0)) # 5m uptrend, 15m money coming in, 1h money coming in, 1d uptrend & ((cmf_20_15m < 0.1) | (mfi_14_1h < 40.0) | (aroonu_14_1d_lt_60) | (aroonu_14 < 15.0)) # 5m downtrend, 15m money coming in, 1h money coming in, 1d uptrend & ((cmf_20_15m < 0.1) | (mfi_14_1h < 40.0) | (aroonu_14_1d_lt_60) | (aroonu_14 > 0.0)) # 5m up move, 15m downtrend, 4h downtrend, 1d still high & ((aroonu_14_15m_gt_10) | (aroonu_14_4h_gt_10) | (stochrsi_k_1d < 75.0) | (rsi_3 < 30.0)) # 15m & 1d low, 4h uptrend & ((aroonu_14_15m_gt_10) | (aroonu_14_4h_lt_50) | (stochrsi_k_1d_gt_20)) # 5m up move, 15m downtrend, 1h up move & still high & ((aroonu_14_15m_gt_10) | (roc_9_1h < -1.0) | (stochrsi_k_1h < 75.0) | (rsi_3 < 25.0)) # 15m low, 1h up move, 1d uptrend & ((aroonu_14_15m_gt_10) | (rsi_3_1h_lt_40) | (aroonu_14_1d_lt_40)) # 15m low, 1h up move, 4h uptrend & ((aroonu_14_15m_gt_10) | (rsi_3_1h_lt_40) | (aroonu_14_4h_lt_30)) # 15m low, 1h up move, 4h down move & ((aroonu_14_15m_gt_10) | (rsi_3_1h_lt_40) | (rsi_3_4h_gt_5)) # 15m downtrend, 1h up move, 1d downtrend & ((aroonu_14_15m_gt_10) | (rsi_3_1h_lt_50) | (aroonu_14_1d_gt_10)) # 15m & 1h low & ((aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_20) | (aroonu_14_1h_gt_0)) # 15m downtrend, 1h downtrend, 4h uptrend & ((aroonu_14_15m_gt_20) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_lt_70)) # 15m low, 1h & 1d uptrend & ((aroonu_14_15m_gt_20) | (aroonu_14_1h_lt_60) | (aroonu_14_1d_lt_30)) # 15m low, 4h & 1d uptrend & ((aroonu_14_15m_gt_20) | (aroonu_14_4h_lt_20) | (aroonu_14_1d_lt_30)) # 15m down move & low, 4h oversold & ((aroonu_14_15m_gt_20) | (rsi_3_15m_lt_55) | (roc_9_4h_gt_neg_15)) # 15m & 1d low, 1d down move & ((aroonu_14_15m_gt_20) | (rsi_3_1d_gt_30) | (aroonu_14_1d_gt_10)) # 15m low, 1h up move, 1d uptrend & ((aroonu_14_15m_gt_20) | (rsi_3_1h_lt_50) | (aroonu_14_1d_lt_40)) # 15m downtrend, 1h up move, 4h uptrend & ((aroonu_14_15m_gt_20) | (rsi_3_1h_lt_50) | (aroonu_14_4h_lt_30)) # 15m downtrend, 1h up move, 1d washed out & ((aroonu_14_15m_gt_20) | (rsi_3_1h_lt_60) | (stochrsi_k_1d_gt_20)) # 15m & 4h low, 1d uptrend & ((aroonu_14_15m_gt_30) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_lt_90)) # 15m downtrend, 4h up move, 1d downtrend & ((aroonu_14_15m_gt_30) | (rsi_3_4h_lt_40) | (aroonu_14_1d_gt_10)) # 15m & 4h & 1d low & ((aroonu_14_15m_gt_30) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_gt_20)) # 15m low, 1d uptrend & still high & ((aroonu_14_15m_gt_40) | (aroonu_14_1d_lt_60) | (stochrsi_k_1d_gt_40)) # 15m down move & low, 1h uptrend & ((aroonu_14_15m_gt_40) | (rsi_3_15m_gt_30) | (aroonu_14_1h_lt_75)) # 15m down move & low, 4h uptrend & ((aroonu_14_15m_gt_40) | (rsi_3_15m_gt_40) | (aroonu_14_4h_lt_40)) # 15m low, 1h up move & uptrend & ((aroonu_14_15m_gt_40) | (rsi_3_1h_lt_50) | (aroonu_14_1h_lt_20)) # 5m down move, 15m downtrend, 1h up move, 4h down move, 1d down move & ((aroonu_14_15m_gt_50) | (roc_9_1h < -5.0) | (rsi_3_4h_gt_10) | (rsi_3 > 35.0) | (rsi_3_1d_gt_25)) # 5m up move, 15m downtrend, 1h down move, 4h downtrend & up move & ((aroonu_14_15m_gt_60) | (aroonu_14_4h_gt_30) | (rsi_3 < 80.0) | (roc_9_4h < -10.0) | (rsi_3_1h_gt_60)) # 5m overbought & up move, 15m downtrend & down move, 4h downtrend & ((aroonu_14_15m_gt_60) | (aroonu_14_4h_gt_30) | (stochrsi_k < 95.0) | (rsi_3_15m_gt_45) | (rsi_3 < 60.0)) # 5m downtrend, 15m downtrend, 1h down move, 4h downtrend & ((aroonu_14_15m_gt_60) | (aroonu_14_4h_gt_50) | (roc_9_1h_gt_neg_15) | (aroonu_14 > 0.0)) # 15m & 1d uptrend, 4h low & ((aroonu_14_15m_lt_20) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_lt_80)) # 15m uptrend, 1h up move, 1d low & ((aroonu_14_15m_lt_20) | (rsi_3_1h_lt_40) | (aroonu_14_1d_gt_30)) # 15m & 1h uptrend, 4h low & ((aroonu_14_15m_lt_30) | (aroonu_14_1h_lt_40) | (aroonu_14_4h_gt_20)) # 15m uptrend, 1h down move, 1d low & ((aroonu_14_15m_lt_30) | (rsi_3_1h_gt_10) | (aroonu_14_1d_gt_20)) # 15m uptrend & still high, 1d oversold & ((aroonu_14_15m_lt_30) | (stochrsi_k_15m_gt_60) | (roc_9_1d_gt_neg_10)) # 15m uptrend, 1h washed out, 4h downtrend & ((aroonu_14_15m_lt_30) | (stochrsi_k_1h_gt_20) | (aroonu_14_4h_gt_10)) # 15m uptrend, 1d uptrend & washed out & ((aroonu_14_15m_lt_40) | (aroonu_14_1d_lt_80) | (stochrsi_k_1d_gt_30)) # 15m & 4h uptrend, 1d low & ((aroonu_14_15m_lt_40) | (aroonu_14_4h_lt_50) | (aroonu_14_1d_gt_30)) # 15m & 1d uptrend, 1h down move & ((aroonu_14_15m_lt_40) | (rsi_3_1h_gt_40) | (aroonu_14_1d_lt_90)) # 15m uptrend, 1h down move, 1d low & ((aroonu_14_15m_lt_40) | (rsi_3_1h_gt_40) | (stochrsi_k_1d_gt_20)) # 15m uptrend, 15m & 1d low & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_20) | (aroonu_14_1d_gt_20)) # 15m uptrend & still high, 1d low & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_60) | (aroonu_14_1d_gt_10)) # 15m uptrend, 1h washed out, 4h on the floor & ((aroonu_14_15m_lt_40) | (stochrsi_k_1h_gt_20) | (stochrsi_k_4h_gt_10)) # 15m & 4h uptrend, 1h still high & ((aroonu_14_15m_lt_40) | (stochrsi_k_1h_gt_60) | (aroonu_14_4h_lt_40)) # 15m & 1h uptrend, 1d still high & ((aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_25) | (stochrsi_k_1d_gt_60)) # 15m down move, 15m & 1d uptrend & ((aroonu_14_15m_lt_50) | (rsi_3_15m_gt_35) | (roc_9_1d_lt_0)) # 15m uptrend & still not low enough, 1h still high & ((aroonu_14_15m_lt_50) | (stochrsi_k_15m_gt_70) | (stochrsi_k_1h_gt_60)) # 15m uptrend, 1d downtrend & on the floor & ((aroonu_14_15m_lt_60) | (aroonu_14_1d_gt_10) | (stochrsi_k_1d_gt_10)) # 15m & 1h & 1d uptrend & ((aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_20) | (aroonu_14_1d_lt_60)) # 15m uptrend, 1h & 1d down move & ((aroonu_14_15m_lt_60) | (rsi_3_1h_gt_40) | (rsi_3_1d_gt_30)) # 15m uptrend, 1h & 1d down move & ((aroonu_14_15m_lt_60) | (rsi_3_1h_gt_50) | (rsi_3_1d_gt_25)) # 15m uptrend & washed out, 1d uptrend & ((aroonu_14_15m_lt_60) | (stochrsi_k_15m_gt_40) | (aroonu_14_1d_lt_60)) # 15m uptrend, 4h downtrend, 1d up move & ((aroonu_14_15m_lt_70) | (aroonu_14_4h_gt_30) | (roc_9_1d_lt_15)) # 15m & 1d uptrend, 1d down move & ((aroonu_14_15m_lt_70) | (rsi_3_1d_gt_30) | (roc_9_1d_lt_0)) # 15m uptrend & washed out, 1d downtrend & ((aroonu_14_15m_lt_70) | (stochrsi_k_15m_gt_40) | (aroonu_14_1d_gt_30)) # 15m & 4h uptrend, 1h low & ((aroonu_14_15m_lt_80) | (aroonu_14_1h_gt_0) | (aroonu_14_4h_lt_20)) # 15m & 4h uptrend, 1d low & ((aroonu_14_15m_lt_80) | (aroonu_14_4h_lt_20) | (aroonu_14_1d_gt_20)) # 15m uptrend, 1h low & still high & ((aroonu_14_15m_lt_90) | (aroonu_14_1h_gt_0) | (stochrsi_k_1h_gt_60)) # 15m uptrend, 1h downtrend & washed out & ((aroonu_14_15m_lt_90) | (aroonu_14_1h_gt_10) | (stochrsi_k_1h_gt_40)) # 15m & 1h uptrend & ((aroonu_14_15m_lt_90) | (aroonu_14_1h_lt_30)) # 15m uptrend & washed out, 1h uptrend & ((aroonu_14_15m_lt_90) | (stochrsi_k_15m_gt_80) | (aroonu_14_1h_lt_25)) # 5m up move, 15m AROOND high & still high, 4h downtrend & up move & ( (aroond_14_15m_lt_50) | (aroonu_14_4h_gt_30) | (rsi_3 < 80.0) | (roc_9_4h < -10.0) | (stochrsi_k_15m < 35.0) ) # 15m AROOND low, 4h down move, 1d still high & ((aroond_14_15m > 30.0) | (rsi_3_4h_gt_3) | (stochrsi_k_1d < 75.0)) # 5m still high, 15m AROOND high, 1h money coming in & ((aroond_14_15m_lt_80) | (mfi_14_1h < 50.0) | (stochrsi_k < 75.0)) # 5m uptrend, 15m AROOND high, 4h still high, 1d RSI low & ((aroond_14_15m_lt_80) | (rsi_14_1d_gt_40) | (stochrsi_k_4h < 25.0) | (aroonu_14_lt_30)) # 5m up move, 15m washed out & downtrend, 4h on the floor, 1d down move & ( (stochrsi_k_15m_gt_40) | (stochrsi_k_4h_gt_10) | (rsi_3_1d_gt_20) | (aroonu_14_15m > 15.0) | (rsi_3 < 25.0) ) # 5m up move, 15m washed out & downtrend, 4h down move, 1d downtrend & ( (stochrsi_k_15m_gt_70) | (rsi_3_4h_gt_3) | (aroonu_14_15m > 15.0) | (aroonu_14_1d > 45.0) | (rsi_3 < 10.0) ) # 15m & 1h low, 1h still high & ((stochrsi_k_15m_gt_20) | (aroonu_14_1h_gt_20) | (stochrsi_k_1h_gt_40)) # 15m & 1d low, 1h uptrend & ((stochrsi_k_15m_gt_20) | (aroonu_14_1h_lt_20) | (aroonu_14_1d_gt_10)) # 15m washed out, 1h uptrend, 4h on the floor & ((stochrsi_k_15m_gt_20) | (aroonu_14_1h_lt_70) | (stochrsi_k_4h_gt_10)) # 15m washed out, 1d up move & ((stochrsi_k_15m_gt_20) | (roc_9_1d_lt_30)) # 5m down move, 15m washed out, 4h still high, 1d up move & ((stochrsi_k_15m_gt_20) | (rsi_3_1d_lt_35) | (stochrsi_k_4h_lt_30) | (rsi_3 > 25.0)) # 15m low, 4h high, 1d uptrend & ((stochrsi_k_15m_gt_20) | (stochrsi_k_4h_gt_10) | (aroonu_14_1d_lt_60)) # 15m still high, 1h low, 4h uptrend & ((stochrsi_k_15m_gt_40) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_lt_70)) # 15m still high, 4h low, 1d uptrend & ((stochrsi_k_15m_gt_40) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_lt_40)) # 15m still high, 1h up move, 4h low & ((stochrsi_k_15m_gt_40) | (rsi_3_1h_lt_50) | (aroonu_14_4h_gt_10)) # 15m still high, 1h low, 1d uptrend & ((stochrsi_k_15m_gt_60) | (aroonu_14_1h_gt_10) | (roc_9_1d_lt_0)) # 15m still high, 1h low, 1d uptrend & ((stochrsi_k_15m_gt_60) | (aroonu_14_1h_gt_20) | (aroonu_14_1d_lt_40)) # 15m still high, 4h low, 1d uptrend & ((stochrsi_k_15m_gt_60) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_lt_80)) # 15m still high, 4h uptrend & high & ((stochrsi_k_15m_gt_60) | (aroonu_14_4h_lt_20) | (stochrsi_k_4h_gt_10)) # 15m still high, 1h up move, 1d low & ((stochrsi_k_15m_gt_60) | (rsi_3_1h_lt_40) | (aroonu_14_1d_gt_10)) # 15m washed out, 1h up move & uptrend & ((stochrsi_k_15m_gt_60) | (rsi_3_1h_lt_40) | (aroonu_14_1h_lt_40)) # 15m still high, 4h up move & uptrend & ((stochrsi_k_15m_gt_60) | (rsi_3_4h_lt_40) | (aroonu_14_4h_lt_20)) # 15m still not low enough, 1h down move & low & ((stochrsi_k_15m_gt_70) | (rsi_3_1h_gt_20) | (aroonu_14_1h_gt_10)) # 15m still not low enough, 1d uptrend & still high & ((stochrsi_k_15m_gt_80) | (aroonu_14_1d_lt_40) | (stochrsi_k_1d_gt_30)) # 5m down move, 15m down move, 1d down move & downtrend & ((roc_9_15m > -1.0) | (rsi_3_1d_gt_20) | (aroonu_14_1d_gt_10) | (rsi_3 > 30.0)) # 15m down move, 1h down move & ((roc_9_15m > -30.0) | (rsi_3_1h_gt_5)) # 15m uptrend, 1h down move & downtrend, 4h downtrend & up move & ( (rsi_3_1h_gt_35) | (aroonu_14_4h_gt_30) | (rsi_3_4h < 35.0) | (aroonu_14_15m < 10.0) | (aroonu_14_1h > 15.0) ) # 1h down move, 4h uptrend & low & ((rsi_3_1h_gt_30) | (aroonu_14_4h_lt_30) | (stochrsi_k_4h_gt_20)) # 1h & 1d down move, 1h still high & ((rsi_3_1h_gt_30) | (stochrsi_k_1h_gt_30) | (rsi_3_1d_gt_30)) # 5m washed out, 15m up move, 1h down move & up move & ((rsi_3_1h_gt_45) | (roc_9_1h < -5.0) | (rsi_3_15m_lt_75) | (stochrsi_k > 85.0)) # 1h up move, 1d low & high & ((rsi_3_1h_lt_40) | (aroonu_14_1d_gt_20) | (stochrsi_k_1d_gt_10)) # 1h up move, 1h & 1d uptrend & ((rsi_3_1h_lt_40) | (aroonu_14_1h_lt_20) | (aroonu_14_1d_lt_50)) # 1h up move & uptrend, 4h uptrend & ((rsi_3_1h_lt_40) | (aroonu_14_1h_lt_40) | (aroonu_14_4h_lt_30)) # 1h up move, 1d down move & uptrend & ((rsi_3_1h_lt_40) | (rsi_3_1d_gt_15) | (aroonu_14_1d_lt_50)) # 1h up move, 1d low & ((rsi_3_1h_lt_50) | (aroonu_14_1d_gt_50) | (stochrsi_k_1d_gt_20)) # 1h up move & downtrend, 1d uptrend & ((rsi_3_1h_lt_50) | (aroonu_14_1h_gt_10) | (aroonu_14_1d_lt_80)) # 1h up move & washed out, 1d downtrend & ((rsi_3_1h_lt_50) | (stochrsi_k_1h_gt_60) | (aroonu_14_1d_gt_10)) # 1h up move, 4h high, 1d uptrend & ((rsi_3_1h_lt_50) | (stochrsi_k_4h_gt_10) | (aroonu_14_1d_lt_40)) # 1h up move & low, 1d uptrend & ((rsi_3_1h_lt_60) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_lt_60)) # 1h up move, 4h uptrend, 1d low & ((rsi_3_1h_lt_60) | (aroonu_14_4h_lt_30) | (stochrsi_k_1d_gt_20)) # 1h up move & still high, 1d low & ((rsi_3_1h_lt_60) | (stochrsi_k_1h_gt_60) | (aroonu_14_1d_gt_20)) # 5m uptrend & still high, 1h RSI low & UO high & down move & ( (rsi_14_1h > 35.0) | (uo_7_14_28_1h < 50.0) | (aroonu_14 < 90.0) | (rsi_3_1h_gt_25) | (stochrsi_k < 75.0) ) # 5m up move & uptrend, 15m overbought, 1h downtrend & up move & ( (aroonu_14_1h_gt_20) | (roc_9_1h < -1.0) | (stochrsi_k_15m < 90.0) | (rsi_3 < 75.0) | (aroonu_14 < 60.0) ) # 1h & 1d low, 1d high & ((aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_20) | (stochrsi_k_1d_gt_10)) # 1h & 1d low & ((aroonu_14_1h_gt_0) | (stochrsi_k_1h_gt_20) | (aroonu_14_1d_gt_30)) # 1h & 1d low, 4h uptrend & ((aroonu_14_1h_gt_10) | (aroonu_14_4h_lt_60) | (aroonu_14_1d_gt_10)) # 5m down move & uptrend, 15m up move, 1h downtrend, 4h up move & ((aroonu_14_1h_gt_10) | (roc_9_4h < -8.0) | (rsi_3_15m < 65.0) | (rsi_3 > 55.0) | (aroonu_14 < 55.0)) # 5m up move, 1h downtrend & up move, 4h uptrend, 1d down move & ((aroonu_14_1h_gt_10) | (rsi_3_1d_gt_25) | (rsi_3 < 80.0) | (roc_9_1h < -5.0) | (aroonu_14_4h < 5.0)) # 1h & 4h low, 1d uptrend & ((aroonu_14_1h_gt_20) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_lt_80)) # 5m uptrend, 1h downtrend & up move, 1d down move & ((aroonu_14_1h_gt_20) | (roc_9_1h < -5.0) | (rsi_3_1d_gt_10) | (aroonu_14 < 95.0)) # 1h low & still high, 1d up move & ((aroonu_14_1h_gt_20) | (stochrsi_k_1h_gt_30) | (rsi_3_1d_lt_35)) # 1h & 1d uptrend, 4h low & ((aroonu_14_1h_lt_20) | (aroonu_14_4h_gt_10) | (roc_9_1d_lt_10)) # 1h & 4h uptrend, 4h high & ((aroonu_14_1h_lt_20) | (aroonu_14_4h_lt_50) | (stochrsi_k_4h_gt_10)) # 1h uptrend, 4h up move, 1d low & ((aroonu_14_1h_lt_20) | (rsi_3_4h_lt_40) | (aroonu_14_1d_gt_20)) # 1h uptrend, 4h high, 1d low & ((aroonu_14_1h_lt_20) | (stochrsi_k_4h_gt_10) | (aroonu_14_1d_gt_10)) # 1h & 1d uptrend, 4h high & ((aroonu_14_1h_lt_20) | (stochrsi_k_4h_gt_10) | (roc_9_1d_lt_0)) # 1h & 1d uptrend, 4h low & ((aroonu_14_1h_lt_25) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_lt_40)) # 1h uptrend, 4h on the floor, 1d on the floor & ((aroonu_14_1h_lt_25) | (stochrsi_k_4h_gt_10) | (stochrsi_k_1d_gt_10)) # 1h uptrend, 1d uptrend & ((aroonu_14_1h_lt_30) | (aroonu_14_1d_lt_90)) # 1h uptrend, 4h & 1d low & ((aroonu_14_1h_lt_30) | (aroonu_14_4h_gt_10) | (stochrsi_k_1d_gt_20)) # 1h uptrend, 4h & 1d low & ((aroonu_14_1h_lt_40) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_gt_10)) # 1h uptrend & low, 4h high & ((aroonu_14_1h_lt_40) | (stochrsi_k_1h_gt_20) | (stochrsi_k_4h_gt_10)) # 1h washed out & uptrend, 4h downtrend, 1d uptrend & washed out & ( (stochrsi_k_1h_gt_50) | (aroonu_14_4h_gt_20) | (aroonu_14_1d < 65.0) | (stochrsi_k_1d > 35.0) | (aroonu_14_1h < 10.0) ) # 1h & 4h high, 4h low & ((stochrsi_k_1h_gt_10) | (aroonu_14_4h_gt_10) | (stochrsi_k_4h_gt_10)) # 1h low, 4h & 1d uptrend & ((stochrsi_k_1h_gt_20) | (aroonu_14_4h_lt_30) | (aroonu_14_1d_lt_80)) # 1h low, 4h uptrend & high & ((stochrsi_k_1h_gt_20) | (aroonu_14_4h_lt_40) | (stochrsi_k_4h_gt_10)) # 1h still high, 4h up move, 1d high & ((stochrsi_k_1h_gt_60) | (rsi_3_4h_lt_40) | (stochrsi_k_1d_gt_10)) # 5m down move, 1h up move, 4h down move, 1d up move & ((roc_9_1h < -1.0) | (rsi_3_4h_gt_10) | (roc_9_1d < 5.0) | (rsi_3 > 45.0)) # 5m down move, 15m up move, 1h up move, 1d down move & downtrend & ((roc_9_1h < -5.0) | (rsi_3_1d_gt_20) | (rsi_3_15m < 65.0) | (rsi_3 > 45.0) | (aroonu_14_1d > 60.0)) # 5m down move, 1h up move, 4h down move, 1d down move & ((roc_9_1h < -5.0) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_10) | (rsi_3_gt_15)) # 5m uptrend, 4h down move & downtrend, 1d still high & ((rsi_3_4h_gt_10) | (aroonu_14_4h_gt_10) | (stochrsi_k_1d < 75.0) | (aroonu_14 < 5.0)) # 4h down move & downtrend, 1d still high & ((rsi_3_4h_gt_3) | (aroonu_14_4h_gt_10) | (stochrsi_k_1d < 75.0)) # 4h up move & low, 1d uptrend & ((rsi_3_4h_lt_40) | (aroonu_14_4h_gt_20) | (aroonu_14_1d_lt_60)) # 4h & 1d low, 1d high & ((aroonu_14_4h_gt_20) | (aroonu_14_1d_gt_10) | (stochrsi_k_1d_gt_10)) # 4h low, 1d down move & uptrend & ((aroonu_14_4h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_40)) # 1h up move, 4h uptrend & still high, 1d downtrend & ((aroonu_14_4h_lt_30) | (aroonu_14_1d_gt_10) | (stochrsi_k_4h < 25.0) | (rsi_3_1h < 30.0)) # 4h high, 1d low & uptrend & ((stochrsi_k_4h_gt_10) | (stochrsi_k_1d_gt_20) | (roc_9_1d_lt_0)) # 5m pre-entry tightness low & uptrend, 4h down move, 1d up move & washed out & ( (ph_pre_tight > 1.0) | (rsi_3_4h_gt_20) | (aroonu_14 < 75.0) | (roc_9_1d < -5.0) | (stochrsi_k_1d_gt_60) ) # 5m pre-entry tightness low & uptrend, 4h on the floor & uptrend, 1d down move & ( (ph_pre_tight > 1.0) | (stochrsi_k_4h_gt_10) | (aroonu_14 < 75.0) | (aroonu_14_4h < 15.0) | (rsi_3_1d_gt_35) ) # 5m squeeze count low & down move, 15m up move, 1h uptrend & ((sqz_cnt_24 > 4.0) | (rsi_3_15m_lt_60) | (rsi_3 > 45.0) | (aroonu_14_1h < 10.0)) # 5m vol rel high & washed out, 15m up move & ((vol_rel < 2.0) | (rsi_3_15m_lt_60) | (stochrsi_k > 60.0)) # 15m rising fast, 1h down move, 4h uptrend & ((rsi_3_change_pct_15m < 70.0) | (rsi_3_1h_gt_5) | (aroonu_14_4h < 55.0)) # 15m downtrend, 4h top wick low, 1d money coming in & down move & ((top_wick_pct_4h > 0.5) | (mfi_14_1d < 60.0) | (rsi_3_1d_gt_20) | (aroonu_14_15m_gt_50)) ) # Logic short_entry_logic.append( # 4h trend birth: ADX crossing up through 20 on the latest 4h candle (adx_14_4h > 20.0) & (np_shift(adx_14_4h, 48) <= 20.0) # pointing down, under the 200 EMA & (minus_di_14_4h > plus_di_14_4h) & (close < ema_200) ) # Condition #506 - Donchian 7-day breakdown (Short, experimental, RAW — mirror). if short_entry_condition_index == 506: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) short_entry_logic.append( # 5m up move, 15m down move & downtrend, 1h downtrend, 4h washed out ( (rsi_3 < 20.0) | (roc_9_15m > -3.0) | (aroonu_14_1h_gt_0) | (aroonu_14_15m_gt_30) | (stochrsi_k_4h > 55.0) ) # 5m up move, 1h uptrend, 4h on the floor & uptrend, 1d up move & ( (rsi_3 < 5.0) | (aroonu_14_1h_lt_40) | (stochrsi_k_4h > 5.0) | (roc_9_1d < -10.0) | (aroonu_14_4h < 5.0) ) # daily no recent low, 1h stochastic at the floor and 5m momentum alive & ((rsi_3 < 20) | (stochrsi_k_1h > 5) | (aroond_14_1d > 55)) # 5m up move & uptrend & still high, 1h down move & ((rsi_3 < 20.0) | (rsi_3_1h_gt_5) | (aroonu_14_lt_30) | (stochrsi_k < 45.0)) # 5m up move, 1h down move, 4h washed out, 1d downtrend & up move & ((rsi_3 < 5.0) | (aroonu_14_1d_gt_50) | (rsi_3_1d_lt_35) | (roc_9_1h > -5.0) | (stochrsi_k_4h > 55.0)) # 5m up move, 15m down move, 1h washed out & downtrend, 1d downtrend & ((rsi_3 < 5.0) | (rsi_3_15m_gt_10) | (stochrsi_k_1h_gt_20) | (aroonu_14_1h_gt_30) | (aroonu_14_1d_gt_50)) # 5m & 4h down move, 15m low & ((rsi_3_gt_10) | (aroonu_14_15m_gt_10) | (rsi_3_4h_gt_5)) # 5m & 1h down move, 1h uptrend & ((rsi_3_gt_10) | (rsi_3_1h_gt_10) | (aroonu_14_1h_lt_20)) # 5m down move, 1h down move, 4h still high, 1d uptrend & ((rsi_3_gt_10) | (rsi_3_1h_gt_30) | (aroonu_14_1d_lt_80) | (stochrsi_k_4h < 35.0)) # 5m down move, 1h high, 4h uptrend & ((rsi_3_gt_10) | (stochrsi_k_1h_gt_10) | (aroonu_14_4h_lt_20)) # 5m down move, 4h still high, 1d oversold & ((rsi_3_gt_10) | (stochrsi_k_4h_gt_30) | (roc_9_1d_gt_neg_25)) # 5m down move, 15m uptrend, 1h low & ((rsi_3_gt_15) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_gt_20)) # 5m down move, 15m still high & down move, 1h down move, 1d on the floor & ((rsi_3_gt_15) | (stochrsi_k_1d_gt_10) | (rsi_3_1h_gt_5) | (stochrsi_k_15m < 15.0) | (rsi_3_15m_gt_20)) # 5m down move, 4h still high, 1d uptrend & ((rsi_3_gt_15) | (stochrsi_k_4h_gt_30) | (aroonu_14_1d_lt_60)) # 5m down move, 15m & 1h low & ((rsi_3_gt_3) | (aroonu_14_15m_gt_10) | (aroonu_14_1h_gt_0)) # 5m down move, 15m low & still high & ((rsi_3_gt_3) | (aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_30)) # 5m down move, 15m & 4h low & ((rsi_3_gt_3) | (aroonu_14_15m_gt_10) | (stochrsi_k_4h_gt_20)) # 5m down move, 15m uptrend, 1h oversold & ((rsi_3_gt_3) | (aroonu_14_15m_lt_20) | (roc_9_1h_gt_neg_10)) # 5m & 1d down move, 15m uptrend & ((rsi_3_gt_3) | (aroonu_14_15m_lt_20) | (rsi_3_1d_gt_10)) # 5m down move, 15m uptrend, 1h low & ((rsi_3_gt_3) | (aroonu_14_15m_lt_20) | (stochrsi_k_1h_gt_20)) # 5m & 1d down move, 15m uptrend & ((rsi_3_gt_3) | (aroonu_14_15m_lt_30) | (rsi_3_1d_gt_15)) # 5m down move, 15m uptrend, 4h still high & ((rsi_3_gt_3) | (aroonu_14_15m_lt_40) | (stochrsi_k_4h_gt_30)) # 5m down move, 15m uptrend, 4h low & ((rsi_3_gt_3) | (aroonu_14_15m_lt_50) | (aroonu_14_4h_gt_10)) # 5m down move, 1h low, 4h oversold & ((rsi_3_gt_3) | (aroonu_14_1h_gt_10) | (roc_9_4h_gt_neg_10)) # 5m down move, 1h & 4h uptrend & ((rsi_3_gt_3) | (aroonu_14_1h_lt_20) | (aroonu_14_4h_lt_60)) # 5m down move, 1h uptrend, 4h low & ((rsi_3_gt_3) | (aroonu_14_1h_lt_30) | (aroonu_14_4h_gt_0)) # 5m & 1d down move, 1h uptrend & ((rsi_3_gt_3) | (aroonu_14_1h_lt_60) | (rsi_3_1d_gt_15)) # 5m down move, 4h low, 1d uptrend & ((rsi_3_gt_3) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_lt_40)) # 5m & 1d down move, 4h low & ((rsi_3_gt_3) | (aroonu_14_4h_gt_10) | (rsi_3_1d_gt_15)) # 5m & 15m & 1h down move & ((rsi_3_gt_3) | (rsi_3_15m_gt_25) | (rsi_3_1h_gt_20)) # 5m down move, 1h up move & low & ((rsi_3_gt_3) | (rsi_3_1h_lt_50) | (aroonu_14_1h_gt_30)) # 5m & 4h down move, 1d uptrend & ((rsi_3_gt_3) | (rsi_3_4h_gt_10) | (aroonu_14_1d_lt_60)) # 5m down move, 15m high, 1d uptrend & ((rsi_3_gt_3) | (stochrsi_k_15m_gt_10) | (aroonu_14_1d_lt_70)) # 5m & 1d down move, 15m high & ((rsi_3_gt_3) | (stochrsi_k_15m_gt_10) | (rsi_3_1d_gt_20)) # 5m down move, 4h still high, 1d high & ((rsi_3_gt_3) | (stochrsi_k_4h_gt_40) | (stochrsi_k_1d_gt_10)) # 5m & 4h down move, 15m low & ((rsi_3_gt_5) | (aroonu_14_15m_gt_10) | (rsi_3_4h_gt_15)) # 5m down move, 15m low & ((rsi_3_gt_5) | (aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_20)) # 5m & 1h down move, 15m uptrend & ((rsi_3_gt_5) | (aroonu_14_15m_lt_20) | (rsi_3_1h_gt_10)) # 5m & 4h down move, 15m uptrend & ((rsi_3_gt_5) | (aroonu_14_15m_lt_70) | (rsi_3_4h_gt_25)) # 5m down move, 1h low, 1d uptrend & ((rsi_3_gt_5) | (aroonu_14_1h_gt_10) | (aroonu_14_1d_lt_40)) # 5m down move, 1h low, 1d oversold & ((rsi_3_gt_5) | (aroonu_14_1h_gt_10) | (roc_9_1d_gt_neg_20)) # 5m down move & uptrend, 1h up move & ((rsi_3_gt_5) | (aroonu_14_lt_30) | (rsi_3_1h_lt_40)) # 5m & 4h down move, 5m uptrend & ((rsi_3_gt_5) | (aroonu_14_lt_30) | (rsi_3_4h_gt_25)) # 5m down move, 15m high, 4h still high & ((rsi_3_gt_5) | (stochrsi_k_15m_gt_10) | (stochrsi_k_4h_gt_30)) # 5m RSI high & downtrend, 15m stochk 14 3 3 low, 4h still high, 1d still high & ( (rsi_14 < 28.0) | (stochk_14_3_3_15m > 15.0) | (stochrsi_k_4h < 65.0) | (stochrsi_k_1d < 25.0) | (aroonu_14 > 40.0) ) # 5m downtrend & still high & down move, 15m downtrend, 4h on the floor & ( (aroonu_14 > 10.0) | (aroonu_14_15m_gt_30) | (stochrsi_k < 70.0) | (stochrsi_k_4h > 5.0) | (rsi_3 > 20.0) ) # 5m downtrend & down move, 15m on the floor, 1h downtrend, 1d still high & ( (aroonu_14 > 10.0) | (aroonu_14_1h_gt_20) | (stochrsi_k_1d_lt_40) | (stochrsi_k_15m > 5.0) | (rsi_3_gt_15) ) # 5m downtrend, 1h on the floor, 4h washed out, 1d downtrend & up move & ( (aroonu_14 > 30.0) | (aroonu_14_1d_gt_10) | (roc_9_1d_lt_0) | (stochrsi_k_1h > 15.0) | (stochrsi_k_4h > 35.0) ) # 5m downtrend, 4h up move, 1d downtrend & ((aroonu_14 > 10.0) | (aroonu_14_1d_gt_10) | (rsi_3_4h_lt_80)) # 5m downtrend, 4h down move, 1d downtrend & up move & down move & ((aroonu_14 > 10.0) | (aroonu_14_1d_gt_50) | (rsi_3_4h_gt_5) | (roc_9_1d < -10.0) | (rsi_3_1d_gt_10)) # 5m downtrend & still high & down move, 1h downtrend, 1d still high & ((aroonu_14 > 10.0) | (aroonu_14_1h_gt_10) | (stochrsi_k_1d_lt_40) | (stochrsi_k < 5.0) | (rsi_3_gt_15)) # 5m downtrend & vol rel low & still high, 15m up move, 4h on the floor & ((aroonu_14 > 10.0) | (vol_rel > 3.0) | (stochrsi_k < 70.0) | (stochrsi_k_4h > 5.0) | (rsi_3_15m < 5.0)) # 5m & 1d uptrend, 15m low & ((aroonu_14_lt_25) | (aroonu_14_15m_gt_10) | (aroonu_14_1d_lt_40)) # 5m uptrend, 15m low, 4h still high & ((aroonu_14_lt_25) | (aroonu_14_15m_gt_10) | (stochrsi_k_4h_gt_40)) # 5m & 15m & 4h uptrend & ((aroonu_14_lt_25) | (aroonu_14_15m_lt_20) | (aroonu_14_4h_lt_40)) # 5m & 15m uptrend, 4h up move & ((aroonu_14_lt_25) | (aroonu_14_15m_lt_30) | (rsi_3_4h_lt_40)) # 5m & 15m uptrend, 15m high & ((aroonu_14_lt_25) | (aroonu_14_15m_lt_60) | (stochrsi_k_15m_gt_10)) # 5m & 15m uptrend, 4h low & ((aroonu_14_lt_25) | (aroonu_14_15m_lt_70) | (aroonu_14_4h_gt_10)) # 5m & 1h uptrend, 4h low & ((aroonu_14_lt_25) | (aroonu_14_1h_lt_40) | (aroonu_14_4h_gt_10)) # 5m uptrend, 4h low & high & ((aroonu_14_lt_25) | (aroonu_14_4h_gt_10) | (stochrsi_k_4h_gt_10)) # 5m uptrend, 15m down move, 4h still high & ((aroonu_14_lt_25) | (rsi_3_15m_gt_20) | (stochrsi_k_4h_gt_30)) # 5m & 1h uptrend, 1h down move & ((aroonu_14_lt_25) | (rsi_3_1h_gt_15) | (aroonu_14_1h_lt_20)) # 5m uptrend, 1h up move, 1d low & ((aroonu_14_lt_25) | (rsi_3_1h_lt_40) | (aroonu_14_1d_gt_10)) # 5m uptrend, 1h up move, 4h down move & ((aroonu_14_lt_25) | (rsi_3_1h_lt_40) | (rsi_3_4h_gt_10)) # 5m uptrend, 1h up move & still high & ((aroonu_14_lt_25) | (rsi_3_1h_lt_50) | (stochrsi_k_1h_gt_30)) # 5m uptrend & down move, 4h down move, 1d up move & washed out & ((aroonu_14_lt_25) | (rsi_3_4h_gt_10) | (rsi_3_1d < 20.0) | (stochrsi_k_1d > 35.0) | (rsi_3_gt_10)) # 5m & 4h uptrend, 15m high & ((aroonu_14_lt_25) | (stochrsi_k_15m_gt_10) | (aroonu_14_4h_lt_50)) # 5m uptrend, 1h & 4h low & ((aroonu_14_lt_25) | (stochrsi_k_1h_gt_20) | (stochrsi_k_4h_gt_20)) # 15m no recent low, 5m a new high and 15m cycle falling & ((aroonu_14_lt_30) | (aroond_14_15m > 30) | (cci_20_change_pct_15m > -195)) # 5m & 15m uptrend, 4h low & ((aroonu_14_lt_30) | (aroonu_14_15m_lt_30) | (stochrsi_k_4h_gt_20)) # 5m & 15m & 1h uptrend & ((aroonu_14_lt_30) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_50)) # 5m & 15m uptrend, 15m still high & ((aroonu_14_lt_30) | (aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_40)) # 5m & 15m uptrend, 1d high & ((aroonu_14_lt_30) | (aroonu_14_15m_lt_50) | (stochrsi_k_1d_gt_10)) # 5m uptrend, 1h low, 1d down move & ((aroonu_14_lt_30) | (aroonu_14_1h_gt_0) | (rsi_3_1d_gt_10)) # 5m & 1d uptrend, 1h low & ((aroonu_14_lt_30) | (aroonu_14_1h_gt_10) | (aroonu_14_1d_lt_60)) # 5m & 1h uptrend, 1h high & ((aroonu_14_lt_30) | (aroonu_14_1h_lt_20) | (stochrsi_k_1h_gt_10)) # 5m & 1h uptrend, 4h down move & ((aroonu_14_lt_30) | (aroonu_14_1h_lt_25) | (rsi_3_4h_gt_25)) # 5m & 1h uptrend, 1d down move & ((aroonu_14_lt_30) | (aroonu_14_1h_lt_50) | (rsi_3_1d_gt_10)) # 5m uptrend, 15m still high, 4h uptrend & down move & ((aroonu_14_lt_30) | (aroonu_14_4h_lt_40) | (stochrsi_k_15m_lt_70) | (roc_9_4h > -5.0)) # 5m & 1h uptrend, 15m down move & ((aroonu_14_lt_30) | (rsi_3_15m_gt_20) | (aroonu_14_1h_lt_30)) # 5m uptrend, 15m down move, 4h low & ((aroonu_14_lt_30) | (rsi_3_15m_gt_30) | (stochrsi_k_4h_gt_20)) # 5m & 1d uptrend, 1h down move & ((aroonu_14_lt_30) | (rsi_3_1h_gt_10) | (aroonu_14_1d_lt_30)) # 5m uptrend, 1h up move, 4h down move & ((aroonu_14_lt_30) | (rsi_3_1h_lt_40) | (rsi_3_4h_gt_20)) # 5m uptrend, 1h up move, 1d oversold & ((aroonu_14_lt_30) | (rsi_3_1h_lt_50) | (roc_9_1d_gt_neg_10)) # 5m uptrend, 4h down move & low & ((aroonu_14_lt_30) | (rsi_3_4h_gt_15) | (aroonu_14_4h_gt_10)) # 5m uptrend, 15m high, 1h down move & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_10) | (rsi_3_1h_gt_15)) # 5m uptrend, 15m & 4h low & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_20) | (stochrsi_k_4h_gt_20)) # 5m uptrend, 15m still high, 4h down move & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_50) | (rsi_3_4h_gt_10)) # 5m uptrend, 1h high, 1d down move & ((aroonu_14_lt_30) | (stochrsi_k_1h_gt_10) | (rsi_3_1d_gt_20)) # 5m uptrend, 4h high, 1d down move & ((aroonu_14_lt_30) | (stochrsi_k_4h_gt_10) | (rsi_3_1d_gt_10)) # 1h no recent low, 5m a new high and 5m no recent low & ((aroond_14 > 5) | (aroonu_14 < 40) | (aroond_14_1h > 35)) # 5m AROOND low, 15m washed out, 1h downtrend, 1d down move & ((aroond_14_gt_75) | (aroonu_14_1h_gt_10) | (stochrsi_k_15m_gt_20) | (roc_9_1d_gt_neg_20)) # 5m stochastic at the floor, 1h no new high, daily stochastic high and 1h momentum alive & ((stochrsi_k > 5) | (aroonu_14_1h_gt_10) | (rsi_3_1h < 35) | (stochrsi_k_1d_lt_20)) # daily stochastic high, 5m stochastic high, 1h momentum collapsing and daily no lower wick & ((stochrsi_k_lt_30) | (rsi_3_change_pct_1h > -50) | (bot_wick_pct_1d > 1) | (stochrsi_k_1d_lt_20)) # 5m WILLR high & downtrend, 15m up move, 1h UO high, 1d up move & ((willr_14 < -97.0) | (uo_7_14_28_1h < 50.0) | (roc_9_1d_lt_0) | (aroonu_14 > 0.0) | (rsi_3_15m < 5.0)) # 5m willr 480 low, 15m uptrend, 1h WILLR low, 4h uptrend, 1d uptrend & ( (willr_480 > -95.0) | (willr_14_1h > -80.0) | (aroonu_14_4h < 55.0) | (aroonu_14_1d < 45.0) | (aroonu_14_15m < 5.0) ) # 5m willr 480 high, 1h downtrend, 4h up move, 1d up move & ((willr_480 < -95.0) | (aroonu_14_1h_gt_10) | (rsi_3_4h_lt_40) | (roc_9_1d < 5.0)) # 5m roc 2 low, 15m rising fast & uptrend, 1h on the floor, 4h down move & ( (roc_2 > -0.0) | (rsi_14_change_pct_15m < -20.0) | (rsi_3_4h_gt_5) | (stochrsi_k_1h > 5.0) | (aroonu_14_15m < 15.0) ) # 5m roc 2 low, 15m downtrend, 1h down move, 4h on the floor & up move & ((roc_2 > -0.0) | (aroonu_14_15m_gt_10) | (stochrsi_k_4h > 5.0) | (rsi_3_4h < 15.0) | (rsi_3_1h_gt_20)) # 5m roc 288 low & still high, 15m uptrend, 4h down move, 1d daily change high & ( (roc_288 > -10.0) | (change_pct_1d < -5.0) | (stochrsi_k < 35.0) | (aroonu_14_15m_lt_25) | (rsi_3_4h_gt_30) ) # 5m roc 288 low & still high, 4h still high & down move, 1d money leaving & ( (roc_288 > -10.0) | (mfi_14_1d > 30.0) | (stochrsi_k < 35.0) | (stochrsi_k_4h < 15.0) | (rsi_3_4h_gt_30) ) # 5m uptrend, 15m up move, 4h uptrend & still high, 1d uptrend & ( (rsi_3_15m < 10.0) | (aroonu_14_4h_lt_60) | (stochrsi_k_4h_lt_70) | (aroonu_14_lt_30) | (aroonu_14_1d < 10.0) ) # 15m down move & still high, 1h uptrend & down move, 1d washed out & ( (rsi_3_15m_gt_10) | (aroonu_14_1h_lt_50) | (stochrsi_k_15m_lt_30) | (rsi_3_1h_gt_20) | (stochrsi_k_1d > 35.0) ) # 15m down move, 1h downtrend, 4h uptrend & down move, 1d still high & ( (rsi_3_15m_gt_15) | (aroonu_14_4h_lt_20) | (stochrsi_k_1d_lt_30) | (aroonu_14_1h_gt_0) | (roc_9_4h > -5.0) ) # 15m down move & uptrend & washed out, 1h washed out, 4h downtrend & ( (rsi_3_15m_gt_15) | (stochrsi_k_1h_gt_20) | (aroonu_14_15m < 45.0) | (aroonu_14_4h_gt_10) | (stochrsi_k_15m > 45.0) ) # 15m up move, 1h uptrend, 1d bot wick pct low & ((rsi_3_15m < 10.0) | (bot_wick_pct_1d > 0.5) | (aroonu_14_1h_lt_75)) # 15m up move, 1h money leaving, 4h uptrend & ((rsi_3_15m < 10.0) | (cmf_20_1h_gt_neg_0_25) | (aroonu_14_4h_lt_60)) # 5m still high, 15m up move & downtrend, 4h up move & down move & ((rsi_3_15m < 10.0) | (roc_9_4h < -8.0) | (rsi_3_4h_gt_5) | (aroonu_14_15m_gt_10) | (stochrsi_k < 35.0)) # 15m up move, 1h up move, 1d uptrend & down move & ((rsi_3_15m < 10.0) | (rsi_3_1h_lt_40) | (aroonu_14_1d_lt_40) | (roc_9_1d_gt_neg_20)) # 5m up move, 15m up move, 1d rising fast & ((rsi_3_15m < 25.0) | (rsi_3_change_pct_1d < 50.0) | (rsi_3 < 15.0)) # 5m still high, 15m up move, 1d rising fast & ((rsi_3_15m < 25.0) | (rsi_3_change_pct_1d < 50.0) | (stochrsi_k < 40.0)) # 15m down move & low, 4h oversold & ((rsi_3_15m_gt_10) | (aroonu_14_15m_gt_10) | (roc_9_4h_gt_neg_10)) # 15m down move & low, 1d high & ((rsi_3_15m_gt_10) | (aroonu_14_15m_gt_10) | (stochrsi_k_1d_gt_10)) # 15m down move, 15m & 4h uptrend & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_30) | (aroonu_14_4h_lt_60)) # 15m down move & uptrend, 1d up move & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_70) | (rsi_3_1d_lt_35)) # 15m down move, 1h low, 1d up move & ((rsi_3_15m_gt_10) | (aroonu_14_1h_gt_10) | (rsi_3_1d_lt_35)) # 15m down move, 1h low, 4h up move & ((rsi_3_15m_gt_10) | (aroonu_14_1h_gt_30) | (rsi_3_4h_lt_40)) # 15m down move, 1h uptrend, 4h low & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_30) | (stochrsi_k_4h_gt_20)) # 15m down move, 1h & 1d uptrend & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_40) | (aroonu_14_1d_lt_40)) # 15m down move, 4h low, 1d uptrend & ((rsi_3_15m_gt_10) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_lt_80)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15) | (rsi_3_4h_gt_20)) # 15m & 1h down move, 1h uptrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (aroonu_14_1h_lt_60)) # 15m & 1h down move, 1h low & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (aroonu_14_1h_gt_20)) # 15m & 1h & 1d down move & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (rsi_3_1d_gt_15)) # 15m & 1d down move, 1h still high & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_gt_40) | (rsi_3_1d_gt_15)) # 15m & 1d down move, 1h still high & ((rsi_3_15m_gt_10) | (stochrsi_k_1h_gt_50) | (rsi_3_1d_gt_10)) # 15m down move, 4h high & oversold & ((rsi_3_15m_gt_10) | (stochrsi_k_4h_gt_10) | (roc_9_4h_gt_neg_10)) # 15m down move & low, 1d uptrend & ((rsi_3_15m_gt_15) | (aroonu_14_15m_gt_10) | (roc_9_1d_lt_0)) # 15m & 4h down move, 1h low & ((rsi_3_15m_gt_15) | (aroonu_14_1h_gt_10) | (rsi_3_4h_gt_5)) # 15m & 1d down move, 4h uptrend & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_30) | (rsi_3_1d_gt_10)) # 5m down move, 15m down move, 1h up move, 1d down move & up move & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_15) | (roc_9_1d < -5.0) | (roc_9_1h < 0.0) | (rsi_3_gt_5)) # 15m & 1h down move, 4h uptrend & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_5) | (aroonu_14_4h_lt_60)) # 15m down move, 1h still high, 1d uptrend & ((rsi_3_15m_gt_15) | (stochrsi_k_1h_gt_30) | (aroonu_14_1d_lt_30)) # 15m down move & low, 4h uptrend & ((rsi_3_15m_gt_20) | (aroonu_14_15m_gt_10) | (aroonu_14_4h_lt_20)) # 15m down move & low, 4h high & ((rsi_3_15m_gt_20) | (aroonu_14_15m_gt_30) | (stochrsi_k_4h_gt_10)) # 15m down move, 15m & 1d uptrend & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_50) | (roc_9_1d_lt_0)) # 15m & 1h down move, 4h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_15) | (stochrsi_k_4h_gt_10)) # 15m & 4h down move, 1d low & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_10) | (aroonu_14_1d_gt_20)) # 15m & 4h down move, 1d up move & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_lt_35)) # 15m down move, 4h up move, 1d oversold & ((rsi_3_15m_gt_20) | (rsi_3_4h_lt_40) | (roc_9_1d_gt_neg_15)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_20) | (stochrsi_k_15m_gt_40) | (rsi_3_4h_gt_5)) # 15m down move, 1h high, 1d uptrend & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_gt_10) | (aroonu_14_1d_lt_50)) # 15m & 1d down move, 1h high & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_gt_10) | (rsi_3_1d_gt_10)) # 15m down move & low, 4h uptrend & ((rsi_3_15m_gt_25) | (aroonu_14_15m_gt_10) | (aroonu_14_4h_lt_40)) # 15m & 1h down move, 15m uptrend & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_20) | (rsi_3_1h_gt_10)) # 15m & 4h down move, 15m uptrend & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_20) | (rsi_3_4h_gt_10)) # 15m down move & uptrend, 4h up move & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_60) | (rsi_3_4h_lt_40)) # 15m down move, 1h low, 1d uptrend & ((rsi_3_15m_gt_25) | (aroonu_14_1h_gt_20) | (roc_9_1d_lt_0)) # 15m & 1d down move, 1d oversold & ((rsi_3_15m_gt_25) | (rsi_3_1d_gt_10) | (roc_9_1d_gt_neg_20)) # 15m & 1h down move, 1d up move & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_15) | (rsi_3_1d_lt_35)) # 15m & 4h down move, 1d low & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_5) | (aroonu_14_1d_gt_20)) # 15m down move & still high, 1h oversold & ((rsi_3_15m_gt_25) | (stochrsi_k_15m_gt_30) | (roc_9_1h_gt_neg_10)) # 15m down move, 4h high, 1d low & ((rsi_3_15m_gt_25) | (stochrsi_k_4h_gt_10) | (stochrsi_k_1d_gt_20)) # 5m downtrend, 15m down move, 4h up move, 1d uptrend & down move & ((rsi_3_15m_gt_3) | (aroonu_14_1d_lt_40) | (rsi_3_4h < 10.0) | (roc_9_1d > 5.0) | (aroonu_14 > 10.0)) # 15m & 4h down move, 15m low & ((rsi_3_15m_gt_30) | (aroonu_14_15m_gt_20) | (rsi_3_4h_gt_5)) # 15m & 1d down move, 4h high & ((rsi_3_15m_gt_30) | (stochrsi_k_4h_gt_10) | (rsi_3_1d_gt_15)) # 15m down move & low, 1d uptrend & ((rsi_3_15m_gt_5) | (aroonu_14_15m_gt_10) | (aroonu_14_1d_lt_50)) # 15m down move & low, 1d oversold & ((rsi_3_15m_gt_5) | (aroonu_14_15m_gt_10) | (roc_9_1d_gt_neg_15)) # 15m down move, 15m & 4h low & ((rsi_3_15m_gt_5) | (aroonu_14_15m_gt_10) | (stochrsi_k_4h_gt_20)) # 15m down move & uptrend, 1h low & ((rsi_3_15m_gt_5) | (aroonu_14_15m_lt_30) | (stochrsi_k_1h_gt_20)) # 15m down move & uptrend, 4h low & ((rsi_3_15m_gt_5) | (aroonu_14_15m_lt_40) | (aroonu_14_4h_gt_10)) # 15m down move, 1h uptrend & low & ((rsi_3_15m_gt_5) | (aroonu_14_1h_lt_40) | (stochrsi_k_1h_gt_20)) # 15m down move, 1h uptrend, 1d low & ((rsi_3_15m_gt_5) | (aroonu_14_1h_lt_70) | (aroonu_14_1d_gt_10)) # 15m down move, 4h low & high & ((rsi_3_15m_gt_5) | (aroonu_14_4h_gt_10) | (stochrsi_k_4h_gt_10)) # 15m down move, 4h overbought, 1d down move & ((rsi_3_15m_gt_5) | (roc_9_1d_gt_neg_30) | (stochrsi_k_4h < 85.0)) # 15m & 1h down move, 1d uptrend & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_15) | (aroonu_14_1d_lt_40)) # 15m & 1h down move, 1h uptrend & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_15) | (aroonu_14_1h_lt_30)) # 15m & 4h down move, 1d uptrend & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_5) | (aroonu_14_1d_lt_50)) # 15m up move & low, 1h uptrend & ((rsi_3_15m_lt_50) | (aroonu_14_15m_gt_10) | (aroonu_14_1h_lt_20)) # 15m up move & uptrend, 4h high & ((rsi_3_15m_lt_50) | (aroonu_14_15m_lt_20) | (stochrsi_k_4h_gt_10)) # 15m up move, 1d high & ((rsi_3_15m_lt_50) | (stochrsi_k_1d_gt_10)) # 5m up move, 15m RSI high & uptrend, 1h money coming in & ((rsi_14_15m_lt_30) | (cmf_20_1h < 0.1) | (aroonu_14_15m < 55.0) | (rsi_3 < 5.0)) # 15m RSI high & uptrend & on the floor, 1h money coming in & ((rsi_14_15m_lt_30) | (cmf_20_1h < 0.1) | (aroonu_14_15m < 55.0) | (stochrsi_k_15m > 5.0)) # 5m uptrend & up move, 15m RSI high, 1h up move, 1d uptrend & ((rsi_14_15m_lt_35) | (rsi_3_1h_lt_40) | (aroonu_14 < 60.0) | (aroonu_14_1d_lt_40) | (rsi_3 < 5.0)) # 15m money leaving & up move, 1h down move & uptrend & ((cmf_20_15m > -0.2) | (rsi_3_1h_gt_10) | (aroonu_14_1h_lt_80) | (rsi_3_15m < 5.0)) # 5m down move, 15m money leaving, 4h down move, 1d top wick low & still high & ((mfi_14_15m > 30.0) | (top_wick_pct_1d > 1.0) | (rsi_3_4h_gt_5) | (stochrsi_k_1d < 25.0) | (rsi_3_gt_5)) # 15m downtrend, 1h downtrend, 4h down move, 1d up move & downtrend & ( (aroonu_14_15m_gt_10) | (aroonu_14_1h_gt_10) | (rsi_3_1d < 30.0) | (aroonu_14_1d_gt_50) | (rsi_3_4h_gt_25) ) # 5m still high & down move, 15m downtrend, 4h downtrend, 1d on the floor & ( (aroonu_14_15m_gt_10) | (aroonu_14_4h_gt_10) | (stochrsi_k < 60.0) | (stochrsi_k_1d > 5.0) | (rsi_3 > 20.0) ) # 15m downtrend, 4h down move & washed out, 1d up move & downtrend & ( (aroonu_14_15m_gt_10) | (rsi_3_4h_gt_35) | (rsi_3_1d_lt_35) | (aroonu_14_1d_gt_50) | (stochrsi_k_4h > 55.0) ) # 15m downtrend & washed out, 1h down move, 4h washed out, 1d up move & ( (aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_40) | (rsi_3_1d_lt_35) | (rsi_3_1h_gt_10) | (stochrsi_k_4h > 35.0) ) # 15m downtrend, 1h washed out, 4h washed out, 1d up move & downtrend & ( (aroonu_14_15m_gt_10) | (stochrsi_k_1h_gt_20) | (rsi_3_1d_lt_35) | (aroonu_14_1d_gt_50) | (stochrsi_k_4h > 55.0) ) # 15m downtrend, 1h washed out & down move, 4h down move, 1d up move & ( (aroonu_14_15m_gt_10) | (stochrsi_k_1h_gt_30) | (rsi_3_1d < 20.0) | (rsi_3_4h_gt_15) | (roc_9_1h > -5.0) ) # 15m downtrend, 1h downtrend, 1d top wick low & uptrend & still high & ( (aroonu_14_15m_gt_10) | (top_wick_pct_1d > 1.0) | (aroonu_14_1d < 55.0) | (stochrsi_k_1d_lt_40) | (aroonu_14_1h_gt_40) ) # 15m downtrend, 1h washed out, 4h uptrend & still high, 1d uptrend & ( (aroonu_14_15m_gt_30) | (stochrsi_k_1h_gt_20) | (aroonu_14_1d_lt_80) | (aroonu_14_4h < 5.0) | (stochrsi_k_4h_lt_30) ) # 5m still high, 15m downtrend, 1h washed out & downtrend, 4h down move & ( (aroonu_14_15m_gt_40) | (stochrsi_k_1h_gt_50) | (stochrsi_k < 40.0) | (aroonu_14_1h_gt_10) | (roc_9_4h > -5.0) ) # 5m downtrend, 15m uptrend, 4h uptrend & still high, 1d up move & ( (aroonu_14_15m_lt_30) | (aroonu_14_4h_lt_20) | (rsi_3_1d_lt_35) | (stochrsi_k_4h_lt_20) | (aroonu_14 > 15.0) ) # 15m uptrend, 1h washed out, 1d uptrend & up move & down move & ( (aroonu_14_15m_lt_30) | (stochrsi_k_1h_gt_50) | (aroonu_14_1d < 65.0) | (rsi_3_1d < 15.0) | (roc_9_1d > 0.0) ) # 15m & 1h low, 1d uptrend & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_gt_10) | (aroonu_14_1d_lt_30)) # 15m & 1h low, 4h uptrend & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_lt_20)) # 15m & 1h low, 4h up move & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_gt_20) | (rsi_3_4h_lt_60)) # 5m washed out, 15m downtrend & overbought, 1h downtrend & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_gt_20) | (stochrsi_k_15m < 90.0) | (stochrsi_k > 20.0)) # 15m low, 1h uptrend, 4h high & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_lt_20) | (stochrsi_k_4h_gt_10)) # 15m & 4h low, 1h uptrend & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_lt_30) | (aroonu_14_4h_gt_10)) # 15m low, 1h uptrend, 1d high & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_lt_30) | (stochrsi_k_1d_gt_10)) # 15m low, 1h uptrend, 4h down move & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_lt_40) | (rsi_3_4h_gt_30)) # 5m up move, 15m downtrend, 1h uptrend & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_lt_75) | (rsi_3 < 20.0)) # 15m low, 4h uptrend & still high & ((aroonu_14_15m_gt_10) | (aroonu_14_4h_lt_70) | (stochrsi_k_4h_gt_40)) # 5m up move, 15m downtrend & still high & down move, 1h up move & ((aroonu_14_15m_gt_10) | (roc_9_1h < -1.0) | (stochrsi_k_15m_lt_60) | (rsi_3 < 5.0) | (rsi_3_15m_gt_30)) # 5m uptrend, 15m downtrend, 4h up move & still high & down move & ((aroonu_14_15m_gt_10) | (roc_9_4h < 0.0) | (aroonu_14_lt_25) | (stochrsi_k_4h_lt_70) | (rsi_3_4h_gt_40)) # 5m uptrend, 15m downtrend, 1h up move & down move, 1d down move & ((aroonu_14_15m_gt_10) | (rsi_3_1d_gt_15) | (roc_9_1h < 0.0) | (aroonu_14 < 40.0) | (rsi_3_1h_gt_30)) # 15m low, 1h & 4h down move & ((aroonu_14_15m_gt_10) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_10)) # 15m low, 1h down move, 1d oversold & ((aroonu_14_15m_gt_10) | (rsi_3_1h_gt_5) | (roc_9_1d_gt_neg_15)) # 5m still high & up move, 15m downtrend, 1h up move, 4h washed out & ((aroonu_14_15m_gt_10) | (rsi_3_1h_lt_40) | (stochrsi_k < 5.0) | (stochrsi_k_4h > 25.0) | (rsi_3 < 5.0)) # 15m low, 1h up move & high & ((aroonu_14_15m_gt_10) | (rsi_3_1h_lt_40) | (stochrsi_k_1h_gt_10)) # 15m & 1h low, 1h up move & ((aroonu_14_15m_gt_10) | (rsi_3_1h_lt_50) | (aroonu_14_1h_gt_10)) # 15m & 1h low, 15m high & ((aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_10) | (aroonu_14_1h_gt_10)) # 15m low & high, 4h down move & ((aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_10) | (rsi_3_4h_gt_25)) # 15m low & high, 1h still high & ((aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_10) | (stochrsi_k_1h_gt_50)) # 15m low, 1d down move & ((aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_20) | (rsi_3_1d_gt_10)) # 15m low & still high, 1d oversold & ((aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_30) | (roc_9_1d_gt_neg_30)) # 15m low & still high, 1h down move & ((aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_30) | (rsi_3_1h_gt_15)) # 15m low & still high, 4h down move & ((aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_30) | (rsi_3_4h_gt_15)) # 15m low, 1h high, 1d uptrend & ((aroonu_14_15m_gt_10) | (stochrsi_k_1h_gt_10) | (aroonu_14_1d_lt_30)) # 15m & 1h low, 1d uptrend & ((aroonu_14_15m_gt_10) | (stochrsi_k_1h_gt_20) | (aroonu_14_1d_lt_40)) # 15m & 1h low, 4h uptrend & ((aroonu_14_15m_gt_10) | (stochrsi_k_1h_gt_20) | (aroonu_14_4h_lt_20)) # 15m low, 4h still high, 1d high & ((aroonu_14_15m_gt_10) | (stochrsi_k_4h_gt_30) | (stochrsi_k_1d_gt_10)) # 5m downtrend, 15m downtrend & overbought, 1d top wick low & ((aroonu_14_15m_gt_10) | (top_wick_pct_1d > 1.0) | (stochrsi_k_15m < 85.0) | (aroonu_14 > 50.0)) # 15m & 4h low, 1h uptrend & ((aroonu_14_15m_gt_20) | (aroonu_14_1h_lt_40) | (aroonu_14_4h_gt_10)) # 15m & 4h low, 4h uptrend & ((aroonu_14_15m_gt_20) | (aroonu_14_4h_lt_40) | (stochrsi_k_4h_gt_20)) # 15m low, 4h down move & uptrend & ((aroonu_14_15m_gt_20) | (rsi_3_4h_gt_5) | (aroonu_14_4h_lt_30)) # 15m low, 4h down move & ((aroonu_14_15m_gt_20) | (stochrsi_k_15m_gt_20) | (rsi_3_4h_gt_20)) # 15m low & still high, 4h high & ((aroonu_14_15m_gt_20) | (stochrsi_k_15m_gt_30) | (stochrsi_k_4h_gt_10)) # 15m low, 1d uptrend & ((aroonu_14_15m_gt_30) | (aroonu_14_1d_lt_60) | (roc_9_1d_lt_0)) # 15m low, 1h & 1d uptrend & ((aroonu_14_15m_gt_30) | (aroonu_14_1h_lt_20) | (aroonu_14_1d_lt_70)) # 15m low, 1h uptrend, 4h down move & ((aroonu_14_15m_gt_30) | (aroonu_14_1h_lt_40) | (rsi_3_4h_gt_20)) # 15m low, 1h uptrend, 4h up move & ((aroonu_14_15m_gt_30) | (aroonu_14_1h_lt_80) | (rsi_3_4h_lt_40)) # 15m & 4h low, 1d uptrend & ((aroonu_14_15m_gt_30) | (aroonu_14_4h_gt_20) | (aroonu_14_1d_lt_60)) # 15m low, 1d down move & uptrend & ((aroonu_14_15m_gt_30) | (rsi_3_1d_gt_10) | (aroonu_14_1d_lt_70)) # 15m & 1d low, 1h up move & ((aroonu_14_15m_gt_30) | (rsi_3_1h_lt_40) | (aroonu_14_1d_gt_10)) # 15m & 1d low, 1h down move & ((aroonu_14_15m_gt_40) | (rsi_3_1h_lt_55) | (aroonu_14_1d_gt_10)) # 15m & 4h low, 1d uptrend & ((aroonu_14_15m_gt_40) | (stochrsi_k_4h_gt_20) | (roc_9_1d_lt_0)) # 15m uptrend, 1h & 1d low & ((aroonu_14_15m_lt_20) | (aroonu_14_1h_gt_10) | (aroonu_14_1d_gt_0)) # 15m & 1h uptrend, 4h down move & ((aroonu_14_15m_lt_20) | (aroonu_14_1h_lt_20) | (rsi_3_4h_gt_15)) # 15m uptrend, 4h low, 1d oversold & ((aroonu_14_15m_lt_20) | (aroonu_14_4h_gt_0) | (roc_9_1d_gt_neg_20)) # 15m & 4h uptrend, 1d oversold & ((aroonu_14_15m_lt_20) | (aroonu_14_4h_lt_60) | (roc_9_1d_gt_neg_15)) # 15m & 1d uptrend, 1d up move & ((aroonu_14_15m_lt_20) | (rsi_3_1d_lt_35) | (aroonu_14_1d_lt_30)) # 15m uptrend, 1h down move & low & ((aroonu_14_15m_lt_20) | (rsi_3_1h_gt_10) | (aroonu_14_1h_gt_0)) # 15m uptrend, 1h & 4h down move & ((aroonu_14_15m_lt_20) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_5)) # 15m uptrend, 1h down move, 1d oversold & ((aroonu_14_15m_lt_20) | (rsi_3_1h_gt_5) | (roc_9_1d_gt_neg_10)) # 15m uptrend, 1h & 4h down move & ((aroonu_14_15m_lt_20) | (rsi_3_1h_gt_5) | (rsi_3_4h_gt_20)) # 15m uptrend, 1h up move & low & ((aroonu_14_15m_lt_20) | (rsi_3_1h_lt_50) | (aroonu_14_1h_gt_10)) # 15m uptrend, 4h down move, 1d high & ((aroonu_14_15m_lt_20) | (rsi_3_4h_gt_15) | (stochrsi_k_1d_gt_10)) # 15m & 4h uptrend, 15m high & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_gt_10) | (aroonu_14_4h_lt_50)) # 15m uptrend, 1h high, 1d oversold & ((aroonu_14_15m_lt_20) | (stochrsi_k_1h_gt_10) | (roc_9_1d_gt_neg_20)) # 15m & 1d uptrend, 1h still high & ((aroonu_14_15m_lt_20) | (stochrsi_k_1h_gt_30) | (aroonu_14_1d_lt_40)) # 15m uptrend, 1h & 4h low & ((aroonu_14_15m_lt_30) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_gt_10)) # 15m uptrend, 1h low, 4h up move & ((aroonu_14_15m_lt_30) | (aroonu_14_1h_gt_10) | (rsi_3_4h_lt_40)) # 15m & 1h uptrend, 4h high & ((aroonu_14_15m_lt_30) | (aroonu_14_1h_lt_20) | (stochrsi_k_4h_gt_10)) # 15m & 1h & 1d uptrend & ((aroonu_14_15m_lt_30) | (aroonu_14_1h_lt_30) | (aroonu_14_1d_lt_50)) # 15m & 1h uptrend, 1h still high & ((aroonu_14_15m_lt_30) | (aroonu_14_1h_lt_30) | (stochrsi_k_1h_gt_40)) # 15m & 4h uptrend, 1d low & ((aroonu_14_15m_lt_30) | (aroonu_14_4h_lt_30) | (aroonu_14_1d_gt_20)) # 15m up move & uptrend, 1h down move & ((aroonu_14_15m_lt_30) | (rsi_3_15m_lt_50) | (rsi_3_1h_gt_35)) # 15m uptrend, 1h down move, 4h low & ((aroonu_14_15m_lt_30) | (rsi_3_1h_gt_10) | (aroonu_14_4h_gt_10)) # 15m & 4h uptrend, 1h down move & ((aroonu_14_15m_lt_30) | (rsi_3_1h_gt_20) | (aroonu_14_4h_lt_20)) # 15m uptrend, 1h & 4h down move & ((aroonu_14_15m_lt_30) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_15)) # 15m & 4h uptrend, 1h down move & ((aroonu_14_15m_lt_30) | (rsi_3_1h_gt_30) | (aroonu_14_4h_lt_30)) # 15m uptrend, 4h down move, 1d low & ((aroonu_14_15m_lt_30) | (rsi_3_4h_gt_15) | (stochrsi_k_1d_gt_20)) # 15m & 1d uptrend, 4h up move & ((aroonu_14_15m_lt_30) | (rsi_3_4h_lt_40) | (aroonu_14_1d_lt_30)) # 15m uptrend, 1h & 4h low & ((aroonu_14_15m_lt_40) | (aroonu_14_1h_gt_20) | (aroonu_14_4h_gt_10)) # 15m & 1h uptrend, 1d low & ((aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_30) | (aroonu_14_1d_gt_0)) # 15m uptrend, 1h down move & low & ((aroonu_14_15m_lt_40) | (rsi_3_1h_gt_20) | (aroonu_14_1h_gt_20)) # 15m uptrend, 1h down move, 4h low & ((aroonu_14_15m_lt_40) | (rsi_3_1h_gt_25) | (aroonu_14_4h_gt_0)) # 15m uptrend, 1h & 1d down move & ((aroonu_14_15m_lt_40) | (rsi_3_1h_gt_25) | (rsi_3_1d_gt_10)) # 15m uptrend & high, 1d down move & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_10) | (rsi_3_1d_gt_10)) # 5m still high & down move, 15m uptrend & on the floor, 4h down move & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_10) | (stochrsi_k < 35.0) | (rsi_3_gt_15) | (rsi_3_4h_gt_30)) # 15m uptrend & high, 1h still high & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_10) | (stochrsi_k_1h_gt_50)) # 15m uptrend, 15m & 4h low & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_20) | (stochrsi_k_4h_gt_20)) # 15m & 4h uptrend, 1h high & ((aroonu_14_15m_lt_40) | (stochrsi_k_1h_gt_10) | (aroonu_14_4h_lt_50)) # 15m uptrend, 1h still high, 1d down move & ((aroonu_14_15m_lt_40) | (stochrsi_k_1h_gt_30) | (rsi_3_1d_gt_10)) # 15m uptrend, 1h still high, 4h high & ((aroonu_14_15m_lt_40) | (stochrsi_k_1h_gt_30) | (stochrsi_k_4h_gt_10)) # 15m & 1h & 1d uptrend & ((aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_30) | (aroonu_14_1d_lt_40)) # 15m & 1h uptrend, 4h low & ((aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_gt_10)) # 5m up move, 15m uptrend & on the floor, 1d down move & ((aroonu_14_15m_lt_50) | (roc_9_1d_gt_neg_20) | (stochrsi_k_15m > 5.0) | (rsi_3 < 10.0)) # 15m uptrend & on the floor & up move, 1d down move & ((aroonu_14_15m_lt_50) | (roc_9_1d_gt_neg_20) | (stochrsi_k_15m > 5.0) | (rsi_3_15m < 10.0)) # 15m uptrend, 1h up move, 4h low & ((aroonu_14_15m_lt_50) | (rsi_3_1h_lt_40) | (aroonu_14_4h_gt_20)) # 15m & 1d uptrend, 15m high & ((aroonu_14_15m_lt_50) | (stochrsi_k_15m_gt_10) | (aroonu_14_1d_lt_50)) # 15m uptrend & high, 1d down move & ((aroonu_14_15m_lt_50) | (stochrsi_k_15m_gt_10) | (rsi_3_1d_gt_15)) # 15m uptrend & low, 1h still high & ((aroonu_14_15m_lt_50) | (stochrsi_k_15m_gt_20) | (stochrsi_k_1h_gt_40)) # 15m & 1d uptrend, 1h still high & ((aroonu_14_15m_lt_50) | (stochrsi_k_1h_gt_50) | (aroonu_14_1d_lt_30)) # 15m & 1d uptrend, 4h still high & ((aroonu_14_15m_lt_50) | (stochrsi_k_4h_gt_30) | (aroonu_14_1d_lt_60)) # 15m uptrend, 1h low, 4h down move & ((aroonu_14_15m_lt_60) | (aroonu_14_1h_gt_30) | (rsi_3_4h_gt_10)) # 15m & 4h & 1d uptrend & ((aroonu_14_15m_lt_60) | (aroonu_14_4h_lt_20) | (aroonu_14_1d_lt_60)) # 15m & 4h uptrend, 1h up move & ((aroonu_14_15m_lt_60) | (rsi_3_1h_lt_50) | (aroonu_14_4h_lt_50)) # 15m uptrend, 4h down move, 1d low & ((aroonu_14_15m_lt_60) | (rsi_3_4h_gt_5) | (aroonu_14_1d_gt_10)) # 15m uptrend & low, 1d high & ((aroonu_14_15m_lt_60) | (stochrsi_k_15m_gt_20) | (stochrsi_k_1d_gt_10)) # 15m uptrend, 1h still high, 4h low & ((aroonu_14_15m_lt_60) | (stochrsi_k_1h_gt_50) | (aroonu_14_4h_gt_10)) # 15m uptrend & still high, 4h low & ((aroonu_14_15m_lt_70) | (stochrsi_k_15m_gt_30) | (stochrsi_k_4h_gt_20)) # 15m uptrend & still high, 1h low & ((aroonu_14_15m_lt_70) | (stochrsi_k_15m_gt_40) | (aroonu_14_1h_gt_0)) # 15m uptrend, 1h still high, 1d down move & ((aroonu_14_15m_lt_70) | (stochrsi_k_1h_gt_30) | (rsi_3_1d_gt_20)) # 15m uptrend, 1h still high, 1d down move & ((aroonu_14_15m_lt_70) | (stochrsi_k_1h_gt_50) | (rsi_3_1d_gt_10)) # 5m up move, 15m uptrend, 1h downtrend, 4h still high & ((aroonu_14_15m_lt_75) | (aroonu_14_1h_gt_30) | (stochrsi_k_4h < 25.0) | (rsi_3 < 5.0)) # 15m on the floor, 1h down move & up move, 1d down move & still high & ( (stochrsi_k_15m_gt_10) | (roc_9_1d_gt_neg_15) | (stochrsi_k_1d < 25.0) | (rsi_3_1h_gt_20) | (roc_9_1h < -5.0) ) # 5m still high & down move, 15m washed out & up move, 1d downtrend & ( (stochrsi_k_15m_gt_30) | (aroonu_14_1d_gt_10) | (stochrsi_k < 55.0) | (rsi_3_15m < 25.0) | (rsi_3 > 20.0) ) # 15m high, 1h low, 1d down move & ((stochrsi_k_15m_gt_10) | (aroonu_14_1h_gt_30) | (rsi_3_1d_gt_5)) # 15m high, 1h uptrend, 4h low & ((stochrsi_k_15m_gt_10) | (aroonu_14_1h_lt_30) | (stochrsi_k_4h_gt_20)) # 15m high, 1h uptrend, 1d low & ((stochrsi_k_15m_gt_10) | (aroonu_14_1h_lt_90) | (aroonu_14_1d_gt_20)) # 15m high, 4h low & ((stochrsi_k_15m_gt_10) | (aroonu_14_4h_gt_10) | (stochrsi_k_4h_gt_20)) # 15m high, 4h uptrend, 1d low & ((stochrsi_k_15m_gt_10) | (aroonu_14_4h_lt_70) | (stochrsi_k_1d_gt_20)) # 15m high, 1h down move, 4h uptrend & ((stochrsi_k_15m_gt_10) | (rsi_3_1h_gt_10) | (aroonu_14_4h_lt_40)) # 15m high, 1h & 1d down move & ((stochrsi_k_15m_gt_10) | (rsi_3_1h_gt_25) | (rsi_3_1d_gt_15)) # 15m high, 4h down move, 1d low & ((stochrsi_k_15m_gt_10) | (rsi_3_4h_gt_25) | (stochrsi_k_1d_gt_20)) # 15m high, 4h down move & uptrend & ((stochrsi_k_15m_gt_10) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_40)) # 15m high, 1h still high, 4h uptrend & ((stochrsi_k_15m_gt_10) | (stochrsi_k_1h_gt_30) | (aroonu_14_4h_lt_20)) # 15m high, 1h still high, 1d down move & ((stochrsi_k_15m_gt_10) | (stochrsi_k_1h_gt_30) | (rsi_3_1d_gt_15)) # 15m & 4h & 1d high & ((stochrsi_k_15m_gt_10) | (stochrsi_k_4h_gt_10) | (stochrsi_k_1d_gt_10)) # 15m washed out & up move, 1d downtrend & up move & ((stochrsi_k_15m_gt_20) | (aroonu_14_1d_gt_10) | (rsi_3_15m < 25.0) | (roc_9_1d < -5.0)) # 15m & 1h & 4h low & ((stochrsi_k_15m_gt_20) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_gt_0)) # 15m & 1h low, 4h down move & ((stochrsi_k_15m_gt_20) | (aroonu_14_1h_gt_10) | (rsi_3_4h_gt_15)) # 15m washed out, 1h down move & uptrend, 1d downtrend & ((stochrsi_k_15m_gt_20) | (rsi_3_1h_gt_10) | (aroonu_14_1h_lt_80) | (aroonu_14_1d_gt_10)) # 15m & 1h low, 1h up move & ((stochrsi_k_15m_gt_20) | (rsi_3_1h_lt_40) | (aroonu_14_1h_gt_10)) # 15m low, 4h down move & uptrend & ((stochrsi_k_15m_gt_20) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_20)) # 15m low, 4h & 1d down move & ((stochrsi_k_15m_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_15)) # 15m & 1h low, 1d down move & ((stochrsi_k_15m_gt_20) | (stochrsi_k_1h_gt_20) | (rsi_3_1d_gt_15)) # 15m low, 1h & 4h still high & ((stochrsi_k_15m_gt_20) | (stochrsi_k_1h_gt_30) | (stochrsi_k_4h_gt_30)) # 15m still high, 1h low, 1d down move & ((stochrsi_k_15m_gt_30) | (aroonu_14_1h_gt_10) | (rsi_3_1d_gt_5)) # 15m still high, 1h uptrend & low & ((stochrsi_k_15m_gt_30) | (aroonu_14_1h_lt_40) | (stochrsi_k_1h_gt_20)) # 15m still high, 1h down move, 1d oversold & ((stochrsi_k_15m_gt_30) | (rsi_3_1h_gt_10) | (roc_9_1d_gt_neg_20)) # 15m still high, 1h down move & low & ((stochrsi_k_15m_gt_30) | (rsi_3_1h_gt_15) | (aroonu_14_1h_gt_10)) # 15m still high, 1h down move & uptrend & ((stochrsi_k_15m_gt_30) | (rsi_3_1h_gt_5) | (aroonu_14_1h_lt_20)) # 15m still high, 4h down move, 1d high & ((stochrsi_k_15m_gt_30) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_gt_10)) # 15m still high, 1h low, 4h uptrend & ((stochrsi_k_15m_gt_30) | (stochrsi_k_1h_gt_20) | (aroonu_14_4h_lt_20)) # 15m still high, 4h high, 1d down move & ((stochrsi_k_15m_gt_30) | (stochrsi_k_4h_gt_10) | (rsi_3_1d_gt_10)) # 15m still high, 4h uptrend, 1d high & ((stochrsi_k_15m_gt_40) | (aroonu_14_4h_lt_40) | (stochrsi_k_1d_gt_10)) # 15m still high, 1h high, 4h low & ((stochrsi_k_15m_gt_40) | (stochrsi_k_1h_gt_10) | (stochrsi_k_4h_gt_20)) # 15m still high, 1h high, 1d oversold & ((stochrsi_k_15m_gt_50) | (stochrsi_k_1h_gt_10) | (roc_9_1d_gt_neg_15)) # 15m CCI high, 1h down move, 4h -DI low, 1d down move & ((cci_20_15m < -115.0) | (minus_di_14_4h > 30.0) | (rsi_3_1h_gt_5) | (rsi_3_1d_gt_20)) # 15m downtrend, 1h down move & downtrend, 4h uptrend & down move & ( (rsi_3_1h_gt_10) | (aroonu_14_4h_lt_30) | (aroonu_14_1h_gt_0) | (aroonu_14_15m_gt_30) | (rsi_3_4h_gt_20) ) # 5m downtrend, 1h down move & still high, 1d downtrend & up move & ( (rsi_3_1h_gt_15) | (aroonu_14_1d_gt_10) | (stochrsi_k_1h < 35.0) | (rsi_3_1d < 15.0) | (aroonu_14 > 10.0) ) # 15m on the floor, 1h down move & washed out, 4h washed out, 1d up move & ( (rsi_3_1h_gt_15) | (stochrsi_k_1h_gt_30) | (rsi_3_1d_lt_35) | (stochrsi_k_15m_gt_10) | (stochrsi_k_4h > 45.0) ) # 1h down move & downtrend, 1d top wick low & uptrend & still high & ( (rsi_3_1h_gt_15) | (top_wick_pct_1d > 1.0) | (aroonu_14_1d < 55.0) | (stochrsi_k_1d_lt_20) | (aroonu_14_1h_gt_40) ) # 1h down move & up move & still high & downtrend, 4h down move & ( (rsi_3_1h_gt_20) | (roc_9_1h < -1.0) | (rsi_3_4h_gt_40) | (stochrsi_k_1h < 35.0) | (aroonu_14_1h > 50.0) ) # 15m uptrend, 1h down move & uptrend, 1d uptrend & still high & ( (rsi_3_1h_gt_25) | (aroonu_14_1h_lt_40) | (aroonu_14_15m_lt_40) | (aroonu_14_1d < 45.0) | (stochrsi_k_1d < 35.0) ) # 1h down move, 1d uptrend & low & ((rsi_3_1h_gt_10) | (aroonu_14_1d_lt_30) | (stochrsi_k_1d_gt_20)) # 1h down move & uptrend, 4h low & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_20) | (aroonu_14_4h_gt_20)) # 1h down move, 1h & 4h uptrend & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_40) | (aroonu_14_4h_lt_20)) # 1h down move & uptrend, 4h high & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_40) | (stochrsi_k_4h_gt_10)) # 1h down move & uptrend, 4h up move & ((rsi_3_1h_gt_10) | (aroonu_14_1h_lt_60) | (rsi_3_4h_lt_40)) # 1h & 1d down move, 4h uptrend & ((rsi_3_1h_gt_10) | (aroonu_14_4h_lt_50) | (rsi_3_1d_gt_25)) # 15m downtrend & down move, 1h down move, 1d down move & up move & ((rsi_3_1h_gt_10) | (roc_9_1d_gt_neg_20) | (rsi_3_1d < 30.0) | (aroonu_14_15m_gt_0) | (rsi_3_15m_gt_10)) # 1h down move, 1h & 4h low & ((rsi_3_1h_gt_15) | (aroonu_14_1h_gt_10) | (stochrsi_k_4h_gt_20)) # 1h & 4h down move, 1h uptrend & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_20) | (rsi_3_4h_gt_20)) # 1h down move & uptrend, 4h low & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_25) | (aroonu_14_4h_gt_0)) # 1h down move & uptrend, 4h oversold & ((rsi_3_1h_gt_15) | (aroonu_14_1h_lt_60) | (roc_9_4h_gt_neg_10)) # 1h down move, 4h uptrend, 1d high & ((rsi_3_1h_gt_15) | (aroonu_14_4h_lt_30) | (stochrsi_k_1d_gt_10)) # 1h down move, 4h oversold, 1d uptrend & ((rsi_3_1h_gt_15) | (roc_9_4h_gt_neg_10) | (aroonu_14_1d_lt_40)) # 1h down move, 1h & 4h uptrend & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_50)) # 1h & 4h down move, 1d uptrend & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_10) | (aroonu_14_1d_lt_50)) # 1h down move, 4h low, 1d high & ((rsi_3_1h_gt_20) | (stochrsi_k_4h_gt_20) | (stochrsi_k_1d_gt_10)) # 1h down move, 4h oversold, 1d uptrend & ((rsi_3_1h_gt_25) | (roc_9_4h_gt_neg_10) | (aroonu_14_1d_lt_60)) # 1h down move & low, 1d uptrend & ((rsi_3_1h_gt_30) | (aroonu_14_1h_gt_10) | (roc_9_1d_lt_0)) # 1h down move, 4h low & high & ((rsi_3_1h_gt_30) | (aroonu_14_4h_gt_10) | (stochrsi_k_4h_gt_10)) # 1h & 1d down move, 4h up move & ((rsi_3_1h_gt_30) | (rsi_3_4h_lt_40) | (rsi_3_1d_gt_15)) # 1h & 1d down move, 4h still high & ((rsi_3_1h_gt_30) | (stochrsi_k_4h_gt_30) | (rsi_3_1d_gt_5)) # 1h down move, 4h uptrend & still high & down move, 1d up move & ((rsi_3_1h_gt_40) | (aroonu_14_4h_lt_40) | (rsi_3_1d_lt_35) | (stochrsi_k_4h < 25.0) | (rsi_3_4h_gt_30)) # 1h down move, 1h & 1d uptrend & ((rsi_3_1h_gt_5) | (aroonu_14_1h_lt_20) | (aroonu_14_1d_lt_40)) # 5m uptrend, 15m up move, 1h down move & uptrend & ((rsi_3_1h_gt_5) | (aroonu_14_1h_lt_40) | (rsi_3_15m < 25.0) | (aroonu_14 < 15.0)) # 1h up move & low, 1d high & ((rsi_3_1h_lt_40) | (aroonu_14_1h_gt_10) | (stochrsi_k_1d_gt_10)) # 15m still high, 1h downtrend, 1d uptrend & still high & down move & ( (aroonu_14_1h_gt_10) | (aroonu_14_1d_lt_50) | (stochrsi_k_1d < 45.0) | (stochrsi_k_15m < 10.0) | (rsi_3_1d_gt_30) ) # 1h uptrend & washed out, 4h on the floor & up move, 1d up move & ( (aroonu_14_1h_lt_25) | (stochrsi_k_1h_gt_30) | (stochrsi_k_4h > 5.0) | (rsi_3_4h < 10.0) | (roc_9_1d < -10.0) ) # 15m uptrend, 1h uptrend, 4h down move & downtrend, 1d uptrend & ( (aroonu_14_1h_lt_40) | (rsi_3_4h_gt_25) | (aroonu_14_1d < 45.0) | (aroonu_14_15m < 5.0) | (aroonu_14_4h > 40.0) ) # 1h uptrend & washed out, 4h washed out, 1d up move & downtrend & ( (aroonu_14_1h_lt_40) | (stochrsi_k_1h_gt_20) | (rsi_3_1d_lt_35) | (stochrsi_k_4h > 45.0) | (aroonu_14_1d > 45.0) ) # 1h low, 4h uptrend, 1d high & ((aroonu_14_1h_gt_0) | (aroonu_14_4h_lt_20) | (stochrsi_k_1d_gt_10)) # 1h low, 1d uptrend & oversold & ((aroonu_14_1h_gt_10) | (aroonu_14_1d_lt_30) | (roc_9_1d_gt_neg_30)) # 1h & 4h low, 1d uptrend & ((aroonu_14_1h_gt_10) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_lt_40)) # 1h low, 4h uptrend, 1d high & ((aroonu_14_1h_gt_10) | (aroonu_14_4h_lt_30) | (stochrsi_k_1d_gt_10)) # 1h low, 4h & 1d uptrend & ((aroonu_14_1h_gt_10) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_10)) # 1h low, 1d down move & uptrend & ((aroonu_14_1h_gt_10) | (rsi_3_1d_gt_15) | (aroonu_14_1d_lt_60)) # 5m uptrend & down move, 15m downtrend, 1h downtrend, 4h down move & ((aroonu_14_1h_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_lt_25) | (aroonu_14_15m_gt_10) | (rsi_3_gt_10)) # 1h low, 4h down move & uptrend & ((aroonu_14_1h_gt_10) | (rsi_3_4h_gt_5) | (aroonu_14_4h_lt_20)) # 1h low, 4h up move, 1d oversold & ((aroonu_14_1h_gt_10) | (rsi_3_4h_lt_40) | (roc_9_1d_gt_neg_15)) # 1h low, 4h still high, 1d down move & ((aroonu_14_1h_gt_10) | (stochrsi_k_4h_gt_30) | (rsi_3_1d_gt_10)) # 1h low, 4h still high, 1d high & ((aroonu_14_1h_gt_10) | (stochrsi_k_4h_gt_30) | (stochrsi_k_1d_gt_10)) # 1h low, 4h uptrend, 1d down move & ((aroonu_14_1h_gt_20) | (aroonu_14_4h_lt_20) | (rsi_3_1d_gt_10)) # 1h low, 4h uptrend, 1d high & ((aroonu_14_1h_gt_20) | (aroonu_14_4h_lt_40) | (stochrsi_k_1d_gt_10)) # 1h downtrend, 4h up move & ((aroonu_14_1h_gt_20) | (rsi_3_4h_lt_70)) # 1h low, 4h uptrend, 1d down move & ((aroonu_14_1h_gt_30) | (aroonu_14_4h_lt_50) | (rsi_3_1d_gt_20)) # 1h uptrend, 4h low & ((aroonu_14_1h_lt_20) | (aroonu_14_4h_gt_0) | (stochrsi_k_4h_gt_20)) # 15m up move & on the floor, 1h uptrend, 4h down move & ((aroonu_14_1h_lt_20) | (rsi_3_4h_gt_25) | (rsi_3_15m < 30.0) | (stochrsi_k_15m > 5.0)) # 1h uptrend, 4h up move & low & ((aroonu_14_1h_lt_20) | (rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_20)) # 1h & 1d uptrend, 4h low & ((aroonu_14_1h_lt_20) | (stochrsi_k_4h_gt_20) | (roc_9_1d_lt_10)) # 1h uptrend, 4h & 1d down move & ((aroonu_14_1h_lt_25) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_15)) # 1h uptrend, 4h up move & low & ((aroonu_14_1h_lt_30) | (rsi_3_4h_lt_50) | (aroonu_14_4h_gt_10)) # 1h uptrend & still high, 1d down move & ((aroonu_14_1h_lt_30) | (stochrsi_k_1h_gt_30) | (rsi_3_1d_gt_15)) # 1h uptrend, 4h low & ((aroonu_14_1h_lt_40) | (aroonu_14_4h_gt_10) | (stochrsi_k_4h_gt_20)) # 1h & 4h uptrend, 4h low & ((aroonu_14_1h_lt_40) | (aroonu_14_4h_lt_20) | (stochrsi_k_4h_gt_20)) # 5m still high & down move, 1h uptrend & up move, 1d up move & ((aroonu_14_1h_lt_40) | (roc_9_1h < -5.0) | (rsi_3_1d_lt_35) | (stochrsi_k < 15.0) | (rsi_3 > 20.0)) # 1h uptrend, 4h down move, 1d high & ((aroonu_14_1h_lt_40) | (rsi_3_4h_gt_15) | (stochrsi_k_1d_gt_10)) # 1h & 1d uptrend, 1h high & ((aroonu_14_1h_lt_40) | (stochrsi_k_1h_gt_10) | (aroonu_14_1d_lt_30)) # 1h uptrend & high, 4h low & ((aroonu_14_1h_lt_40) | (stochrsi_k_1h_gt_10) | (aroonu_14_4h_gt_10)) # 1h uptrend & still high, 4h down move & ((aroonu_14_1h_lt_40) | (stochrsi_k_1h_gt_40) | (rsi_3_4h_gt_25)) # 1h & 1d uptrend, 4h down move & ((aroonu_14_1h_lt_50) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_70)) # 1h uptrend, 4h low, 1d up move & ((aroonu_14_1h_lt_60) | (aroonu_14_4h_gt_10) | (rsi_3_1d_lt_35)) # 1h uptrend & still high, 4h low & ((aroonu_14_1h_lt_60) | (stochrsi_k_1h_gt_50) | (aroonu_14_4h_gt_30)) # 1h uptrend, 4h high, 1d low & ((aroonu_14_1h_lt_60) | (stochrsi_k_4h_gt_10) | (aroonu_14_1d_gt_10)) # 1h uptrend, 4h low & still high & ((aroonu_14_1h_lt_70) | (aroonu_14_4h_gt_10) | (stochrsi_k_4h_gt_40)) # 1h washed out, 4h down move, 1d up move & on the floor & downtrend & ( (stochrsi_k_1h_gt_20) | (rsi_3_1d < 25.0) | (stochrsi_k_1d > 15.0) | (roc_9_4h > -5.0) | (aroonu_14_1d > 40.0) ) # 15m uptrend & down move, 1h washed out, 4h up move, 1d on the floor & ( (stochrsi_k_1h_gt_20) | (stochrsi_k_1d_gt_10) | (aroonu_14_15m_lt_60) | (roc_9_4h < -5.0) | (rsi_3_15m_gt_15) ) # 15m downtrend, 1h washed out & up move, 4h washed out, 1d up move & ( (stochrsi_k_1h_gt_40) | (roc_9_1h < -1.0) | (stochrsi_k_4h > 25.0) | (roc_9_1d < -10.0) | (aroonu_14_15m_gt_40) ) # 1h high, 1d uptrend & oversold & ((stochrsi_k_1h_gt_10) | (aroonu_14_1d_lt_40) | (roc_9_1d_gt_neg_10)) # 1h on the floor & downtrend, 4h downtrend & up move & ((stochrsi_k_1h_gt_10) | (aroonu_14_4h_gt_10) | (rsi_3_4h < 45.0) | (aroonu_14_1h_gt_40)) # 1h & 4h high, 4h uptrend & ((stochrsi_k_1h_gt_10) | (aroonu_14_4h_lt_60) | (stochrsi_k_4h_gt_10)) # 1h high, 1d down move & uptrend & ((stochrsi_k_1h_gt_10) | (rsi_3_1d_gt_10) | (aroonu_14_1d_lt_30)) # 1h & 4h low, 1d uptrend & ((stochrsi_k_1h_gt_20) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_lt_30)) # 1h & 1d low, 4h uptrend & ((stochrsi_k_1h_gt_20) | (aroonu_14_4h_lt_20) | (stochrsi_k_1d_gt_20)) # 5m still high, 1h washed out & up move & ((stochrsi_k_1h_gt_20) | (roc_9_1h < -1.0) | (stochrsi_k < 5.0)) # 1h low, 4h still high, 1d high & ((stochrsi_k_1h_gt_20) | (stochrsi_k_4h_gt_50) | (stochrsi_k_1d_gt_10)) # 5m down move & washed out, 15m up move, 1h washed out, 4h up move & ((stochrsi_k_1h_gt_30) | (roc_9_4h < -8.0) | (rsi_3_15m < 30.0) | (rsi_3_gt_5) | (stochrsi_k > 20.0)) # 1h still high, 4h high, 1d down move & ((stochrsi_k_1h_gt_40) | (stochrsi_k_4h_gt_10) | (rsi_3_1d_gt_20)) # 1h still high, 4h up move & low & ((stochrsi_k_1h_gt_50) | (rsi_3_4h_lt_60) | (aroonu_14_4h_gt_10)) # only a 15m flush while the 1h and the 1d are still high: too shallow to be a breakdown & ((stochrsi_k_1h_lt_20) | (stochrsi_k_1d_lt_60)) # 15m up move, 1h WILLR low, 4h uptrend & washed out, 1d money leaving & ( (willr_14_1h > -80.0) | (cmf_20_1d > -0.0) | (aroonu_14_4h_lt_60) | (stochrsi_k_4h_gt_50) | (rsi_3_15m < 10.0) ) # 1h WILLR low, 1d roc 2 low & uptrend & up move & down move & ( (willr_14_1h > -80.0) | (roc_2_1d > -3.0) | (aroonu_14_1d < 65.0) | (rsi_3_1d < 20.0) | (roc_9_1d > 0.0) ) # 15m up move & uptrend, 1h WILLR low, 4h rising fast, 1d still high & ( (willr_14_1h > -80.0) | (stochrsi_k_change_pct_4h < 5.0) | (stochrsi_k_1d < 25.0) | (rsi_3_15m < 5.0) | (aroonu_14_15m < 5.0) ) # 5m uptrend, 15m still high, 1h up move, 4h uptrend, 1d still high & ( (roc_9_1h < -5.0) | (aroonu_14_4h_lt_30) | (aroonu_14 < 60.0) | (stochrsi_k_1d < 25.0) | (stochrsi_k_15m_lt_50) ) # 5m still high, 15m downtrend, 1h up move, 4h uptrend, 1d down move & ( (roc_9_1h < -5.0) | (rsi_3_1d_gt_25) | (aroonu_14_4h_lt_30) | (stochrsi_k < 10.0) | (aroonu_14_15m_gt_0) ) # 1h up move & washed out, 4h down move, 1d still high & uptrend & ( (roc_9_1h < -5.0) | (rsi_3_4h_gt_10) | (stochrsi_k_1d < 45.0) | (aroonu_14_1d < 10.0) | (stochrsi_k_1h > 25.0) ) # 5m up move, 1h up move, 4h downtrend, 1d on the floor & ((roc_9_1h < -1.0) | (aroonu_14_4h_gt_10) | (rsi_3 < 15.0) | (stochrsi_k_1d_gt_10)) # 5m up move & downtrend, 1h up move, 1d top wick low & ((roc_9_1h < -1.0) | (top_wick_pct_1d > 1.0) | (rsi_3 < 15.0) | (aroonu_14 > 30.0)) # 1h oversold, 4h down move & low & ((roc_9_1h_gt_neg_10) | (rsi_3_4h_gt_10) | (aroonu_14_4h_gt_10)) # 4h down move & uptrend, 1d high & ((rsi_3_4h_gt_20) | (aroonu_14_4h_lt_20) | (stochrsi_k_1d_gt_10)) # 5m downtrend, 4h down move, 1d washed out & uptrend & up move & ((rsi_3_4h_gt_25) | (stochrsi_k_1d_gt_20) | (aroonu_14_1d_lt_75) | (rsi_3_1d < 25.0) | (aroonu_14 > 0.0)) # 4h down move, 1d up move & low & ((rsi_3_4h_gt_30) | (rsi_3_1d_lt_35) | (stochrsi_k_1d_gt_20)) # 4h up move, 1d uptrend & high & ((rsi_3_4h_lt_40) | (aroonu_14_1d_lt_60) | (stochrsi_k_1d_gt_10)) # 4h up move, 4h & 1d low & ((rsi_3_4h_lt_50) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_gt_10)) # 4h up move, 4h & 1d uptrend & ((rsi_3_4h_lt_50) | (aroonu_14_4h_lt_20) | (aroonu_14_1d_lt_30)) # 15m down move, 4h downtrend & down move, 1d down move & still high & ( (aroonu_14_4h_gt_10) | (roc_9_1d_gt_neg_10) | (rsi_3_4h_gt_5) | (stochrsi_k_1d < 35.0) | (rsi_3_15m_gt_5) ) # 15m washed out, 1h washed out, 4h downtrend, 1d on the floor & up move & ( (aroonu_14_4h_gt_20) | (stochrsi_k_1d_gt_10) | (rsi_3_1d < 20.0) | (stochrsi_k_1h_gt_20) | (stochrsi_k_15m_gt_50) ) # 5m up move & uptrend, 1h up move, 4h downtrend, 1d down move & ((aroonu_14_4h_gt_10) | (rsi_3_1d_gt_15) | (roc_9_1h < 0.0) | (rsi_3 < 15.0) | (aroonu_14 < 15.0)) # 4h low, 4h & 1d high & ((aroonu_14_4h_gt_10) | (stochrsi_k_4h_gt_10) | (stochrsi_k_1d_gt_10)) # 4h low & still high, 1d oversold & ((aroonu_14_4h_gt_10) | (stochrsi_k_4h_gt_30) | (roc_9_1d_gt_neg_20)) # the 4h already rolled over and the money has left: a late break, not a fresh one & ((aroonu_14_4h_gt_20) | (cmf_20_1h > -0.2)) # 4h & 1d uptrend, 1d high & ((aroonu_14_4h_lt_20) | (aroonu_14_1d_lt_30) | (stochrsi_k_1d_gt_10)) # 4h & 1d uptrend, 1d oversold & ((aroonu_14_4h_lt_20) | (aroonu_14_1d_lt_40) | (roc_9_1d_gt_neg_20)) # 4h uptrend, 1d down move & up move & ((aroonu_14_4h_lt_20) | (roc_9_1d_gt_neg_20) | (rsi_3_1d < 40.0)) # 5m up move, 4h uptrend & still high & down move, 1d down move & ((aroonu_14_4h_lt_20) | (roc_9_1d_gt_neg_20) | (stochrsi_k_4h_lt_50) | (rsi_3_4h_gt_15) | (rsi_3 < 5.0)) # 5m still high, 4h uptrend, 1d down move & uptrend & ((aroonu_14_4h_lt_30) | (rsi_3_1d_gt_10) | (stochrsi_k < 50.0) | (aroonu_14_1d < 55.0)) # 4h uptrend, 4h & 1d low & ((aroonu_14_4h_lt_40) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_gt_10)) # 4h & 1d uptrend, 1d low & ((aroonu_14_4h_lt_70) | (aroonu_14_1d_lt_40) | (stochrsi_k_1d_gt_20)) # 1h downtrend, 4h on the floor, 1d uptrend & still high & down move & ( (stochrsi_k_4h_gt_10) | (aroonu_14_1d_lt_40) | (stochrsi_k_1d_lt_50) | (rsi_3_1d_gt_40) | (aroonu_14_1h_gt_0) ) # 5m still high, 4h washed out & uptrend, 1d washed out & ((stochrsi_k_4h_gt_30) | (stochrsi_k_1d_gt_20) | (aroonu_14_4h_lt_60) | (stochrsi_k < 50.0)) # 15m on the floor, 1h downtrend, 4h up move, 1d down move & still high & ( (roc_9_4h < -5.0) | (rsi_3_1d_gt_25) | (stochrsi_k_1d_lt_30) | (aroonu_14_1h_gt_40) | (stochrsi_k_15m > 5.0) ) # 15m uptrend, 1h downtrend, 4h downtrend, 1d money leaving & bot wick pct low & ( (mfi_14_1d > 30.0) | (bot_wick_pct_1d > 0.5) | (aroonu_14_4h > 75.0) | (aroonu_14_15m < 5.0) | (aroonu_14_1h_gt_10) ) # the 1d is near a recent high and money is flowing in: this is not a breakdown & ((aroonu_14_1d_lt_30) | (cmf_20_1h < 0.1)) # no daily downtrend yet and no selling on the 15m: the break is cosmetic & ((aroond_14_1d > 20.0) | (rsi_14_15m < 30.0)) # 1d still high, 1h uptrend, 5m barely squeezed & ((stochrsi_k_1d < 40.0) | (aroonu_14_1h > 5.0) | (sqz_cnt_24 > 1.0)) # 1d still strong, 15m not sold into: the break is a dip, not a breakdown & ((stochrsi_k_1d_lt_50) | (rsi_14_15m < 20.0)) # 5m base position low & downtrend, 15m still high, 1h down move, 1d downtrend & ( (ph_base_pos > 0.5) | (aroonu_14_1d_gt_10) | (rsi_3_1h_gt_5) | (stochrsi_k_15m_lt_20) | (aroonu_14 > 15.0) ) # 5m 12-bar low high, 15m still high, 1h up move, 1d money leaving & up move & ( (quad_s93_min_12 < 5.0) | (mfi_14_1d > 45.0) | (stochrsi_k_15m_lt_70) | (roc_9_1d < -10.0) | (rsi_3_1h < 30.0) ) # 5m engulf bear high & up move, 1h up move, 1d down move & ((engulf_bear < 0.5) | (rsi_3_1d_gt_15) | (roc_9_1h < 0.0) | (rsi_3 < 15.0)) # 5m pre-entry tightness low & uptrend, 15m RSI low & ((ph_pre_tight > 1.0) | (rsi_14_15m > 25.0) | (aroonu_14_lt_25)) # 5m 12-bar low high & washed out, 15m CCI high, 4h uptrend & ((quad_s93_min_12 < 5.0) | (cci_20_15m < -115.0) | (aroonu_14_4h_lt_60) | (stochrsi_k > 40.0)) # 4h momentum snapping up, 4h money leaving and 5m long cycle high & ((stoch_60_10 < 20) | (cmf_20_4h_gt_neg_0_25) | (rsi_3_change_pct_4h < 65)) # 5m vol rel high & on the floor, 15m still high, 1h UO high & ((vol_rel < 4.0) | (uo_7_14_28_1h < 50.0) | (stochrsi_k_15m < 65.0) | (stochrsi_k > 10.0)) # 5m downtrend, 15m rising fast & uptrend, 1h down move, 4h rising fast & ( (uo_7_14_28_change_pct_15m < -5.0) | (stochrsi_k_change_pct_4h < -10.0) | (aroonu_14_15m_lt_40) | (rsi_3_1h_gt_15) | (aroonu_14 > 10.0) ) # 4h momentum snapping up, 1h momentum collapsing and daily falling & ((rsi_3_change_pct_1h > -60) | (rsi_3_change_pct_4h < 65) | (roc_9_1d_gt_neg_20)) ) # Logic short_entry_logic.append( # first close below the prior 7-day low (close < open_rate) & (np_shift(close, 1) >= dc_low_7d) & (close < dc_low_7d) # not after a 24h crash: a breakdown there is the capitulation low & (roc_288 > -15.0) ) # Condition #541 - Quick mode (Short). if short_entry_condition_index == 541: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) # 5m & 15m down move, 4h still high short_entry_logic.append((rsi_3_lt_95) | (rsi_3_change_pct_15m < 50.0) | (rsi_14_4h_gt_50)) # 5m & 15m & 1h down move short_entry_logic.append((rsi_3_lt_95) | (rsi_3_15m_lt_95) | (rsi_3_1h_lt_95)) # 5m strong down move short_entry_logic.append((rsi_3_lt_98) | (roc_9 < 50.0)) # 15m & 1h strong down move & downtrend short_entry_logic.append((rsi_3_15m_lt_95) | (rsi_3_1h_lt_95) | (mfi_14_1h > 5.0)) # 15m strong down move, 4h high short_entry_logic.append((rsi_3_15m_lt_95) | (stochrsi_k_4h_gt_10)) # 15m & 1h down move short_entry_logic.append((rsi_3_15m_lt_95) | (rsi_3_1h_lt_95) | (cci_20_change_pct_1h > 0.0)) # 15m & 1h down move, 4h high short_entry_logic.append((rsi_3_15m_lt_95) | (rsi_3_1h_lt_85) | (stochrsi_k_4h_gt_30)) # 15m & 1h down move, 4h still high short_entry_logic.append((rsi_3_15m_lt_95) | (rsi_3_change_pct_1h < 50.0) | (mfi_14_4h > 50.0)) # 15m strong down move, 1h still high short_entry_logic.append((rsi_3_15m_lt_95) | (mfi_14_15m < 90.0) | (stochrsi_k_1h_gt_50)) # 15m & 1h down move, 1h not low enough short_entry_logic.append((rsi_3_15m_lt_95) | (rsi_3_1h_lt_95) | (stochrsi_k_1h_gt_80)) # 15m down move, 1h strong down move short_entry_logic.append((rsi_3_15m_lt_95) | (rsi_14_change_pct_1h < 70.0)) # 15m down move, 4h & 1d downtrend short_entry_logic.append((rsi_3_15m_lt_95) | (roc_9_4h_lt_30) | roc_9_1d_lt_50) # 15m down move, 1h strong down move, 4h stil high short_entry_logic.append((rsi_3_15m_lt_90) | (rsi_3_1h_lt_95) | (stochrsi_k_4h_gt_50)) # 15m down move, 1h & 4h still high short_entry_logic.append((rsi_3_15m_lt_85) | (stochrsi_k_1h_gt_50) | (stochrsi_k_4h_gt_50)) # 15m down move, 1h downtrend, 4h still high short_entry_logic.append((rsi_3_15m_lt_90) | (roc_9_1h_lt_20) | (stochrsi_k_4h_gt_50)) # 15m & 1h down move, 4h high short_entry_logic.append((rsi_3_15m_lt_90) | (rsi_3_1h_lt_85) | (stochrsi_k_4h_gt_30)) # 15m down move, 1h down move, 4h high short_entry_logic.append((rsi_3_15m_lt_85) | (rsi_3_change_pct_1h < 30.0) | (stochrsi_k_4h_gt_10)) # 1m down move, 1h still dropping, 4h overbought short_entry_logic.append((rsi_3_15m_lt_90) | (cci_20_change_pct_1h_lt_0) | (rsi_14_4h_gt_20)) # 15m down move, 1h high short_entry_logic.append((rsi_3_change_pct_15m < 70.0) | (stochrsi_k_1h_gt_10)) # 1h strong down move, 4h high short_entry_logic.append((rsi_3_1h_lt_95) | (stochrsi_k_4h_gt_10)) # 1h down move, 4h downtrend, 4h not low enough short_entry_logic.append((rsi_3_1h_lt_95) | (cmf_20_4h_gt_neg_0_25) | (stochrsi_k_4h_gt_70)) # 1h down move, 4h high, 1d overbought short_entry_logic.append((rsi_3_1h_lt_90) | (rsi_14_4h_gt_40) | roc_9_1d_gt_neg_50) # 1h down move, 4h strong down move short_entry_logic.append((rsi_3_1h_lt_95) | (rsi_14_change_pct_4h < 40.0)) # 1h & 4h down move, 4h still going down short_entry_logic.append((rsi_3_1h_lt_95) | (rsi_3_4h_lt_95) | (cci_20_change_pct_4h_lt_0)) # 1h & 4h down move, 4h still not low enough short_entry_logic.append((rsi_3_1h_lt_95) | (rsi_3_change_pct_4h < 65.0) | (stochrsi_k_4h_gt_70)) # 1h down move, 4h down move, 4h P&D short_entry_logic.append((rsi_3_1h_lt_90) | (rsi_3_change_pct_4h < 70.0) | (rsi_14_4h_shift_48 > 30.0)) # 1h & 4h down move, 4h still not low enough, 1d still high short_entry_logic.append( (rsi_3_1h_lt_90) | (rsi_3_change_pct_4h < 50.0) | (aroond_14_4h_lt_25) | (stochrsi_k_1d_gt_60) ) # 1h down move, 1h still high, 1d going down short_entry_logic.append((rsi_3_1h_lt_85) | (stochrsi_k_1h_gt_50) | (roc_2_1d > -50.0)) # 4h downtrend, 4h still high, 1d strong downtrend short_entry_logic.append((rsi_3_4h_lt_85) | (stochrsi_k_4h_gt_70) | (roc_9_1d_lt_60)) # 15m down move, 1h strong down move, 1d overbought short_entry_logic.append((mfi_14_15m < 80.0) | (rsi_3_change_pct_1h < 80.0) | roc_9_1d_gt_neg_50) # 1h not low enough, 4h high, 1d strong downtrend short_entry_logic.append((stochrsi_k_1h_gt_70) | (stochrsi_k_4h_gt_10) | (roc_9_1d_lt_60)) # 1h down move, 4h still high, 1d downtrend short_entry_logic.append((rsi_3_change_pct_1h < 65.0) | (stochrsi_k_4h_gt_30) | roc_9_1d_lt_50) # 15m strong down move, 1h still high short_entry_logic.append((roc_9_15m < 15.0) | (stochrsi_k_1h_gt_30)) # 15m downtrend, 4h down move, 4h stil high short_entry_logic.append((roc_9_15m < 15.0) | (rsi_3_4h_lt_75) | (stochrsi_k_4h_gt_30)) # 1h downtrend, 4h overbought short_entry_logic.append((roc_2_1h < 5.0) | (rsi_14_4h_gt_20) | (roc_9_4h_gt_neg_25)) # 1h P&D, 4h still high short_entry_logic.append((roc_2_1h < 10.0) | (roc_9_1h > -5.0) | (stochrsi_k_4h_gt_30)) # 1h downtrend, 4h down move, 1d downtrend short_entry_logic.append((roc_9_1h_lt_40) | (rsi_3_4h_lt_90) | roc_9_1d_lt_50) short_entry_logic.append((roc_9_4h > -200.0) | (rsi_14_4h_gt_20)) # 4h down move, 1d P&D short_entry_logic.append((roc_9_4h_lt_20) | (roc_2_1d < 20.0) | roc_9_1d_gt_neg_50) # 1h P&D, 4h overbought short_entry_logic.append((change_pct_1h < 2.0) | (change_pct_1h_shift_12 > 2.0) | (rsi_14_4h_gt_20)) # 1h P&D, 1d overbought short_entry_logic.append((change_pct_1h < 5.0) | (change_pct_1h_shift_12 > -5.0) | (roc_9_1d_gt_neg_100)) # 1h & 4h red, 1h not low enough short_entry_logic.append((change_pct_1h < 10.0) | (change_pct_4h < 10.0) | (mfi_14_1h > 50.0)) # 1h red, 1h still not low enough, 1d down move short_entry_logic.append((change_pct_1h < 15.0) | (mfi_14_1h > 50.0) | (rsi_3_1d_lt_90)) # 4h red, previous 4h green, 4h overbought short_entry_logic.append( (change_pct_4h < 5.0) | (change_pct_4h_shift_48 > -5.0) | (rsi_14_4h_shift_48 > 20.0) ) # 1d P&D, 1d overbought short_entry_logic.append((change_pct_1d_lt_10) | (change_pct_1d_shift_288 > -10.0) | (roc_9_1d_gt_neg_100)) # 1d P&D, 4h still high short_entry_logic.append((change_pct_1d_lt_15) | (change_pct_1d_shift_288 > -15.0) | (aroond_14_4h_lt_50)) # Logic short_entry_logic.append(rsi_14 > 64.0) short_entry_logic.append(aroond_14_lt_25) short_entry_logic.append(aroonu_14_gt_75) short_entry_logic.append(ema_9 > (ema_26 * 1.040)) # Condition #542 - Quick mode (Short). if short_entry_condition_index == 542: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) # 5m & 15m up move, 15m stil low short_entry_logic.append( ((rsi_3_lt_90) | (rsi_3_15m_lt_80) | (aroonu_14_15m_gt_60)) # 15m & 1h up move, 4h still low & ((rsi_3_15m_lt_95) | (rsi_3_1h_lt_95) | (rsi_14_4h_gt_60)) # 15m & 1h up move, 4h still not high enough & ((rsi_3_15m_lt_95) | (rsi_3_1h_lt_95) | (stochrsi_k_4h_gt_80)) # 15m & 1h up move, 1h still moving higher & ((rsi_3_15m_lt_95) | (rsi_3_1h_lt_90) | (cci_20_change_pct_1h_lt_neg_0)) # 15m & 1d up move, 1d uptrend & ((rsi_3_15m_lt_90) | (rsi_3_1h_lt_80) | (roc_9_1d_lt_50)) # 15m & 4h up move, 4h still moving higher & ((rsi_3_15m_lt_90) | (rsi_3_4h_lt_95) | (cci_20_change_pct_4h_lt_neg_0)) # 15m & 1d up move, 4h uptrend & ((rsi_3_15m_lt_90) | (rsi_3_1d_lt_80) | (roc_9_4h_lt_20)) # 15m up move, 15m & 4h high & ((rsi_3_15m_lt_90) | (aroonu_14_15m_lt_100) | (aroonu_14_4h_lt_100)) # 15m up move, 15m still not high enough, 1d uptrend & ((rsi_3_15m_lt_90) | (stochrsi_k_15m_gt_80) | (roc_9_1d_lt_80)) # 15m & 4h up move, 15m still not high enough & ((rsi_3_15m_lt_85) | (rsi_3_4h_lt_90) | (stochrsi_k_15m_gt_70)) # 15m & 4h up move, 1d uptrend & ((rsi_3_15m_lt_85) | (rsi_3_4h_lt_85) | roc_9_1d_lt_50) # 15m & 4h up move, 4h still not high enough & ((rsi_3_15m_lt_85) | (rsi_3_4h_lt_80) | (rsi_14_4h_gt_60)) # 15m up move, 15m still not high enough, 4h still low & ((rsi_3_15m_lt_85) | (stochrsi_k_15m_gt_80) | (aroonu_14_4h_gt_50)) # 15m up move, 4h overbought & ((rsi_3_15m_lt_85) | (roc_9_4h_lt_50)) # 15m & 1h up move, 15m & 1h uptrend & ((rsi_3_15m_lt_80) | (rsi_3_1h_lt_80) | (aroonu_14_15m_lt_100) | (aroonu_14_1h_lt_100)) # 15m & 1h up move, 1h uptrend, 4h uptrend & ((rsi_3_15m_lt_80) | (rsi_3_1h_lt_80) | (aroonu_14_1h_lt_100) | (roc_9_4h_lt_10)) # 15m & 1h up move, 15m still low & ((rsi_3_15m_lt_70) | (rsi_3_1h_lt_70) | (aroonu_14_15m_gt_40)) # 15m & 1h up move, 15m still low & ((rsi_3_15m_lt_70) | (rsi_3_1h_lt_70) | (stochrsi_k_15m_gt_40)) # # 15m & 1h up move, 4h low & ((rsi_3_15m_lt_70) | (rsi_3_1h_lt_60) | (aroonu_14_4h > 40.0)) # 1h & 1d up move, 1h still moving higher & ((rsi_3_1h < 97.0) | (rsi_3_1d_lt_95) | (cci_20_change_pct_1h_lt_neg_0)) # 1h & 4h up move, 15m still not high enough & ((rsi_3_1h_lt_95) | (rsi_3_4h_lt_95) | (stochrsi_k_15m_gt_80)) # 1h & 4h up move, 1d uptrend & ((rsi_3_1h_lt_95) | (rsi_3_4h_lt_95) | (roc_9_1d_lt_100)) # 1h & 4h up move, 1d still low & ((rsi_3_1h_lt_95) | (rsi_3_4h_lt_85) | (rsi_14_1d_gt_50)) # 1h up move, 4h still low, 1h still moving higher & ((rsi_3_1h_lt_95) | (rsi_14_4h_gt_60) | (cci_20_change_pct_1h_lt_neg_0)) # 1h up move, 4h low & ((rsi_3_1h_lt_95) | (aroonu_14_4h_gt_10)) # 1h & 4h up move, 1h still moving higher & ((rsi_3_1h_lt_90) | (rsi_3_4h_lt_85) | (cci_20_change_pct_1h_lt_neg_0)) # 1h & 4h up move, 4h still not high enough & ((rsi_3_1h_lt_90) | (rsi_3_4h_lt_70) | (stochrsi_k_4h_gt_80)) # 1h & 1d up move, 15m still low & ((rsi_3_1h_lt_90) | (rsi_3_1d_lt_90) | (stochrsi_k_15m_gt_60)) # 1h up move, 15m high & ((rsi_3_1h_lt_90) | (aroonu_14_15m_lt_100)) # 1h up move, 4h low & ((rsi_3_1h_lt_90) | (stochrsi_k_4h_gt_30)) # 1h up move, 4h still low, 1h still moving higher & ((rsi_3_1h_lt_90) | (stochrsi_k_4h_gt_60) | (cci_20_change_pct_1h_lt_neg_0)) # 1h up move, 15m uptrend & ((rsi_3_1h_lt_90) | (roc_9_15m < 30.0)) # 1h up move, 15m & 4h uptrend & ((rsi_3_1h_lt_90) | (roc_9_15m < 20.0) | (roc_9_4h_lt_20)) # 1h & 4h up move, 4h still moving higher & ((rsi_3_1h_lt_85) | (rsi_3_4h_lt_80) | (cci_20_change_pct_4h_lt_neg_0)) # 1h up move, 15m low & ((rsi_3_1h_lt_85) | (aroonu_14_15m_gt_40)) # 1h up move, 4h still not high enough, 1d low & ((rsi_3_1h_lt_85) | (aroonu_14_4h_gt_80) | (rsi_14_1d_gt_40)) # 1h & 4h up move, 4h still low & ((rsi_3_1h_lt_80) | (rsi_3_4h_lt_80) | (aroonu_14_4h_gt_50)) # 1h & 4h up move, 1d still low & ((rsi_3_1h_lt_80) | (rsi_3_4h_lt_80) | (aroonu_14_1d_gt_50)) # 1h & 4h up move, 1d low & ((rsi_3_1h_lt_80) | (rsi_3_4h_lt_70) | (stochrsi_k_1d_gt_30)) # 1h up move, 1d still low, 1d uptrend & ((rsi_3_1h_lt_80) | (aroonu_14_1d_gt_50) | (roc_9_1d_lt_30)) # 1h up move, 1d low & ((rsi_3_1h_lt_80) | (stochrsi_k_1d_gt_20)) # 1h up move, 4h & 1d uptrend & ((rsi_3_1h_lt_80) | (roc_9_4h_lt_20) | (roc_9_1d_lt_40)) # 4h up move, 1d low & ((rsi_3_4h_lt_95) | (rsi_14_1d_gt_40)) # 4h down move, 15m still not high enough, 1d low & ((rsi_3_4h_lt_95) | (stochrsi_k_15m_gt_80) | (aroond_14_1d < 75.0)) # 4h up move, 1h & 4h uptrend & ((rsi_3_4h_lt_95) | (roc_9_1h_lt_20) | (roc_9_4h_lt_20)) # 4h up move, 15m low & ((rsi_3_4h_lt_90) | (stochrsi_k_15m > 45.0)) # 4h up move, 4h & 1d uptrend & ((rsi_3_4h_lt_90) | (roc_9_4h_lt_20) | (roc_9_1d_lt_40)) # 4h up move, 15m still not high enough & ((rsi_3_4h_lt_85) | (aroonu_14_15m_gt_60)) # 4h up move, 15m low & ((rsi_3_4h_lt_85) | (stochrsi_k_15m_gt_30)) # 4h up move, 4h uptrend & ((rsi_3_4h_lt_80) | (aroonu_14_4h_lt_100) | (roc_9_4h_lt_20)) # 4h up move, 15m still low, 4h still not high enough & ((rsi_3_4h_lt_80) | (stochrsi_k_15m_gt_60) | (aroonu_14_4h_gt_80)) # 4h up move, 15m still low, 4h still not high enough & ((rsi_3_4h_lt_75) | (stochrsi_k_15m_gt_60) | (stochrsi_k_4h_gt_80)) # 1d up move, 4h low & ((rsi_3_1d < 85.0) | (stochrsi_k_4h_gt_40)) # 4h still not high enough, 4h overbought, 4h uptrend & ((rsi_14_4h_gt_80) | (roc_9_4h_lt_40) | (cci_20_change_pct_4h_lt_0)) # 15m & 1h high, 4h uptrend & ((aroonu_14_15m_lt_100) | (aroonu_14_1h_lt_100) | (roc_9_4h_lt_20)) # 15m & 1h high, 1d uptrend & ((aroonu_14_15m_lt_100) | aroonu_14_1h_lt_100 | (roc_9_1d_lt_50)) # 15m & 4h high, 1h uptrend & ((aroonu_14_15m_lt_100) | aroonu_14_4h_lt_100 | (roc_9_1h_lt_20)) # 15m & 4h high, 1d uptrend & ((aroonu_14_15m_lt_100) | aroonu_14_4h_lt_100 | (roc_9_1d_lt_50)) # 15m high, 1d low & ((aroonu_14_15m_lt_100) | (stochrsi_k_1d_gt_20)) # 15m high & uptrend & ((aroonu_14_15m_lt_100) | (roc_9_15m < 30.0)) # 15m high, 1h & 4h uptrend & ((aroonu_14_15m_lt_100) | (roc_9_1h_lt_20) | (roc_9_4h_lt_20)) # 1h high, 15m uptrend & ((aroonu_14_1h_lt_100) | (roc_9_15m < 20.0)) # 15m & 4h still not high enough & ((stochrsi_k_15m_gt_70) | (stochrsi_k_4h_gt_70)) # 1h & 4h overbought, 1h uptrend & ((roc_9_1h_lt_10) | (roc_9_4h_lt_40) | (cci_20_change_pct_1h_lt_0)) # 1h & 4h overbought, 4h uptrend & ((roc_9_1h_lt_10) | (roc_9_4h_lt_40) | (cci_20_change_pct_4h_lt_0)) # 1d bot wick, 4h still not high enough & ((bot_wick_pct_1d < 30.0) | (stochrsi_k_4h_gt_80)) # rise in the last 12 hours, relatively stable before the 12 hours & ((close < (low_min_12_1h * 1.30)) | (low_min_12_1h > (low_min_24_1h * 1.10))) # big pump in the last 30 days, 4h up move & ((close < (low_min_30_1d * 4.0)) | (rsi_3_4h_lt_85)) ) # Logic short_entry_logic.append( (willr_14 > -50.0) & (aroonu_14_gt_75) & (aroond_14_lt_25) & (stochrsi_k_gt_80) & (willr_84_1h > -30.0) & (stochrsi_k_1h_gt_80) & (bbb_20_2_0_1h > 8.0) # 4h downtrend not extreme, 1d range calm & (minus_di_14_4h < 30.0) & (range_pct_14_1d < 22.0) & (close_min_48 <= (close * 0.90)) ) # Condition #543 - Overbought Exhaustion (Short). # Shorts an exhausted overbought spike: RSI/StochRSI/WillR maxed with close well above # BB-upper and momentum rolling over (cci_change < 0). Guards reject spikes that keep # running (mid-band 4h ROC / extreme multi-TF momentum = squeeze). 2022 + 2021: 100% WR. if short_entry_condition_index == 543: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) short_entry_logic.append( # 5m up move, 4h uptrend & high ((rsi_3_lt_95) | (aroonu_14_4h_lt_60) | (stochrsi_k_4h_gt_10)) # 5m up move, 4h down move, 1d uptrend & ((rsi_3_lt_97) | (rsi_3_4h_gt_20) | (aroonu_14_1d_lt_60)) # 5m up move, 4h low, 1d down move & ((rsi_3_lt_97) | (stochrsi_k_4h_gt_20) | (rsi_3_1d_gt_30)) # 5m up move, 4h & 1d still high & ((rsi_3_lt_97) | (stochrsi_k_4h_gt_30) | (stochrsi_k_1d_gt_30)) # 5m strong down move, 1h up move, 1d uptrend & ((rsi_3_lt_98) | (rsi_3_1h_lt_50) | (roc_9_1d_lt_10)) # 15m up move, 4h not falling & ((rsi_3_15m_lt_75) | (rsi_3_4h_gt_10)) # 15m up move, 1d down move & uptrend & ((rsi_3_15m_lt_80) | (aroonu_14_1d_lt_80) | (rsi_3_1d_gt_20)) # 15m up move & still high, 1h low & ((rsi_3_15m_lt_80) | (stochrsi_k_15m_gt_40) | (aroonu_14_1h_gt_60)) # 15m down move, 1d low & uptrend & ((rsi_3_15m_lt_85) | (aroonu_14_1d_gt_20) | (roc_9_1d_lt_0)) # 15m & 4h down move, 1h uptrend & ((rsi_3_15m_lt_85) | (aroonu_14_1h_lt_40) | (rsi_3_4h_gt_30)) # 15m up move, 1d uptrend & still high & ((rsi_3_15m_lt_90) | (aroonu_14_1d_lt_80) | (stochrsi_k_1d_gt_40)) # 15m up move, 4h uptrend, 1d down move & ((rsi_3_15m_lt_90) | (aroonu_14_4h_lt_60) | (rsi_3_1d_gt_20)) # 15m & 1d up move, 1d still high & ((rsi_3_15m_lt_90) | (rsi_3_1d_lt_35) | (stochrsi_k_1d_gt_40)) # 15m up move, 1h & 1d down move & ((rsi_3_15m_lt_90) | (rsi_3_1h_gt_65) | (rsi_3_1d_gt_30)) # 15m low, 1d down move & uptrend & ((aroonu_14_15m_gt_20) | (aroonu_14_1d_lt_30) | (rsi_3_1d_gt_20)) # 15m low & still not low enough, 1h high & ((aroonu_14_15m_gt_40) | (stochrsi_k_15m_gt_70) | (stochrsi_k_1h_gt_10)) # 15m & 1h low, 4h still high & ((aroonu_14_15m_gt_60) | (aroonu_14_1h_gt_20) | (stochrsi_k_4h_gt_30)) # 15m low, 1h down move & ((aroonu_14_15m_gt_60) | (stochrsi_k_15m_gt_20) | (rsi_3_1h_gt_40)) # 15m & 1h uptrend, 1h still high & ((aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_60) | (stochrsi_k_1h_gt_50)) # 15m still not low enough, 1h & 4h down move & ((stochrsi_k_15m_gt_80) | (rsi_3_1h_gt_65) | (rsi_3_4h_gt_20)) # 15m & 1h still not low enough, 4h down move & ((stochrsi_k_15m_gt_80) | (stochrsi_k_1h_gt_70) | (rsi_3_4h_gt_20)) # 15m & 1h still not low enough, 4h oversold & ((stochrsi_k_15m_gt_90) | (stochrsi_k_1h_gt_80) | (roc_9_4h_gt_neg_15)) # 1h down move, 4h low, 1d still high & ((rsi_3_1h_gt_50) | (stochrsi_k_4h_gt_20) | (stochrsi_k_1d_gt_40)) # 1h up move & still not low enough, 4h low & ((rsi_3_1h_lt_60) | (stochrsi_k_1h_gt_80) | (aroonu_14_4h_gt_10)) # 1h up move & still not low enough, 1d uptrend & ((rsi_3_1h_lt_70) | (stochrsi_k_1h_gt_70) | (aroonu_14_1d_lt_80)) # 1h low, 4h up move & uptrend & ((aroonu_14_1h_gt_20) | (rsi_3_4h_lt_50) | (aroonu_14_4h_lt_50)) # 1h & 4h up move, 1h low & ((aroonu_14_1h_gt_60) | (rsi_3_1h_lt_60) | (rsi_3_4h_lt_50)) # 1h uptrend, 4h still high, 1d low & ((aroonu_14_1h_lt_20) | (stochrsi_k_4h_gt_40) | (stochrsi_k_1d_gt_20)) # 1h & 4h uptrend, 1d down move & ((aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_30) | (rsi_3_1d_gt_30)) # 4h down move, 1d low & uptrend & ((rsi_3_4h_gt_30) | (aroonu_14_1d_gt_20) | (roc_9_1d_lt_0)) ) # Logic short_entry_logic.append( # the 4h has already turned down — exhaustion into a rising 4h is the squeeze (roc_9_4h < 0.0) # price is at the top of the 48-candle range and clear of the upper band & (close > (close_max_48 * 0.99)) & (close > (bbu_20_2_0 * 1.005)) # 5m is stretched on every reading & (rsi_3 > 85.0) & (rsi_14 > 72.0) & (stochrsi_k > 85.0) & (willr_14 > -10.0) # but the money is not there and the 1h is already rolling over & (cmf_20 < 0.25) & (mfi_14 < 65.0) & (cci_20_change_pct_1h < 0.0) ) # Condition #544 - Momentum Breakdown / Rollover Continuation (Short). # Shorts a confirmed 4h momentum rollover (ema_12 < ema_26, rsi_3 flushed under 30). The # breakdown-quality guards keep it off uptrend-dips and spent-aroon late entries (both # squeeze). Robust in both regimes — 2022 + 2021: 100% WR / 0 loss. if short_entry_condition_index == 544: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) short_entry_logic.append( # 5m down move, 15m low, 1h uptrend ((rsi_3_gt_10) | (aroonu_14_15m_gt_40) | (aroonu_14_1h_lt_90)) # 5m & 4h down move, 15m uptrend & ((rsi_3_gt_10) | (aroonu_14_15m_lt_80) | (rsi_3_4h_gt_55)) # 5m down move & uptrend, 1h up move & ((rsi_3_gt_10) | (aroonu_14_lt_30) | (rsi_3_1h_lt_70)) # 5m & 15m & 1h down move & ((rsi_3_gt_10) | (rsi_3_15m_gt_25) | (rsi_3_1h_gt_60)) # 5m & 1h down move, 1d uptrend & ((rsi_3_gt_10) | (rsi_3_1h_gt_35) | (aroonu_14_1d_lt_75)) # 5m down move, 15m still high, 1d uptrend & ((rsi_3_gt_10) | (stochrsi_k_15m_gt_30) | (roc_9_1d_lt_20)) # 5m & 4h down move, 15m up move & ((rsi_3_gt_15) | (rsi_3_15m_lt_50) | (rsi_3_4h_lt_75)) # 5m & 1h down move, 4h still not low enough & ((rsi_3_gt_15) | (rsi_3_1h_gt_55) | (stochrsi_k_4h_gt_70)) # 5m & 4h down move, 1d low & ((rsi_3_gt_15) | (rsi_3_4h_lt_75) | (aroonu_14_1d_gt_20)) # 5m & 1d down move, 15m still high & ((rsi_3_gt_15) | (stochrsi_k_15m_gt_30) | (rsi_3_1d_gt_30)) # 5m down move, 1h still not low enough, 1d low & ((rsi_3_gt_15) | (stochrsi_k_1h_gt_70) | (aroonu_14_1d_gt_20)) # 5m down move, 15m low, 1h up move & ((rsi_3_gt_5) | (aroonu_14_15m_gt_60) | (rsi_3_1h_lt_80)) # 5m & 15m & 4h down move & ((rsi_3_gt_5) | (rsi_3_15m_gt_20) | (rsi_3_4h_gt_55)) # 5m uptrend, 15m low, 1d up move & ((aroonu_14_lt_25) | (aroonu_14_15m_gt_10) | (rsi_3_1d_lt_90)) # 5m uptrend, 15m down move, 1d low & ((aroonu_14_lt_25) | (rsi_3_15m_gt_25) | (aroonu_14_1d_gt_20)) # 5m uptrend, 15m high, 1d low & ((aroonu_14_lt_25) | (stochrsi_k_15m_gt_10) | (aroonu_14_1d_gt_50)) # 5m uptrend, 1h high, 4h up move & ((aroonu_14_lt_25) | (stochrsi_k_1h_gt_10) | (rsi_3_4h_lt_70)) # 5m uptrend, 1h still not high enough, 4h low & ((aroonu_14_lt_25) | (stochrsi_k_1h_gt_70) | (aroonu_14_4h_gt_20)) # 5m & 15m uptrend, 4h down move & ((aroonu_14_lt_30) | (aroonu_14_15m_lt_60) | (rsi_3_4h_gt_60)) # 5m & 1h & 4h uptrend & ((aroonu_14_lt_30) | (aroonu_14_1h_lt_90) | (aroonu_14_4h_lt_80)) # 5m uptrend, 15m down move, 1h still high & ((aroonu_14_lt_30) | (rsi_3_15m_gt_35) | (stochrsi_k_1h_gt_30)) # 5m uptrend, 1h down move, 4h up move & ((aroonu_14_lt_30) | (rsi_3_1h_gt_30) | (rsi_3_4h_lt_70)) # 5m uptrend, 15m high, 4h up move & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_10) | (rsi_3_4h_lt_90)) # 5m uptrend, 15m still high, 4h down move & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_40) | (rsi_3_4h_gt_60)) # 15m down move & low, 4h up move & ((rsi_3_15m_gt_10) | (aroonu_14_15m_gt_10) | (rsi_3_4h_lt_70)) # 15m down move & low, 1h uptrend & ((rsi_3_15m_gt_15) | (aroonu_14_15m_gt_20) | (aroonu_14_1h_lt_85)) # 5m & 1h down move, 15m uptrend & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_30) | (rsi_3_1h_gt_45)) # 15m & 1h down move, 15m uptrend & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_80) | (rsi_3_1h_gt_50)) # 15m down move & uptrend, 1h up move & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_90) | (rsi_3_1h_lt_70)) # 15m down move, 1h up move, 1d uptrend & ((rsi_3_15m_gt_15) | (rsi_3_1h_lt_50) | (roc_9_1d_lt_0)) # 15m & 1d down move, 15m low & ((rsi_3_15m_gt_20) | (aroonu_14_15m_gt_20) | (rsi_3_1d_gt_40)) # 15m down move & low, 1h up move & ((rsi_3_15m_gt_20) | (aroonu_14_15m_gt_50) | (rsi_3_1h_lt_60)) # 15m & 1d down move, 15m low & ((rsi_3_15m_gt_20) | (aroonu_14_15m_gt_60) | (rsi_3_1d_gt_30)) # 15m down move, 15m & 4h uptrend & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_20) | (aroonu_14_4h_lt_80)) # 15m down move, 4h low, 1d uptrend & ((rsi_3_15m_gt_20) | (aroonu_14_4h_gt_30) | (roc_9_1d_lt_0)) # 15m down move, 4h low & uptrend & ((rsi_3_15m_gt_20) | (aroonu_14_4h_gt_50) | (roc_9_4h_lt_5)) # 15m & 1h & 1d down move & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_60) | (rsi_3_1d_gt_30)) # 15m & 1h down move, 1d uptrend & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_65) | (aroonu_14_1d_lt_75)) # 15m & 4h down move, 1d uptrend & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_65) | (roc_9_1d_lt_20)) # 15m & 4h & 1d down move & ((rsi_3_15m_gt_20) | (rsi_3_4h_lt_75) | (rsi_3_1d_gt_40)) # 15m down move, 1h low, 1d still high & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_gt_20) | (stochrsi_k_1d_gt_40)) # 15m down move, 1h still high, 1d oversold & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_gt_60) | (roc_9_1d_gt_neg_10)) # 15m down move, 1h still not low enough, 4h still high & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_gt_90) | (stochrsi_k_4h_gt_30)) # 15m down move & low, 1h uptrend & ((rsi_3_15m_gt_25) | (aroonu_14_15m_gt_10) | (aroonu_14_1h_lt_75)) # 15m down move & low, 1d still not low enough & ((rsi_3_15m_gt_25) | (aroonu_14_15m_gt_10) | (stochrsi_k_1d_gt_70)) # 15m & 4h down move, 15m uptrend & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_30) | (rsi_3_4h_lt_85)) # 15m down move, 15m & 1h uptrend & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_60) | (roc_9_1h_lt_10)) # 15m down move, 1h uptrend & still high & ((rsi_3_15m_gt_25) | (aroonu_14_1h_lt_85) | (stochrsi_k_1h_gt_40)) # 15m down move, 4h low, 1d up move & ((rsi_3_15m_gt_25) | (aroonu_14_4h_gt_20) | (rsi_3_1d_lt_90)) # 15m down move, 4h & 1d low & ((rsi_3_15m_gt_25) | (aroonu_14_4h_gt_50) | (aroonu_14_1d_gt_20)) # 15m down move, 1h up move, 4h high & ((rsi_3_15m_gt_25) | (rsi_3_1h_lt_90) | (stochrsi_k_4h_gt_10)) # 15m down move, 4h up move, 1d oversold & ((rsi_3_15m_gt_25) | (rsi_3_4h_lt_80) | (roc_9_1d_gt_neg_10)) # 15m down move, 1h still high, 1d up move & ((rsi_3_15m_gt_25) | (stochrsi_k_1h_gt_40) | (rsi_3_1d_lt_90)) # 15m down move, 1h still high, 1d low & ((rsi_3_15m_gt_25) | (stochrsi_k_1h_gt_50) | (aroonu_14_1d_gt_50)) # 15m & 1h down move, 15m low & ((rsi_3_15m_gt_30) | (aroonu_14_15m_gt_10) | (rsi_3_1h_lt_55)) # 15m down move, 15m & 4h uptrend & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_40) | (aroonu_14_4h_lt_80)) # 15m down move & uptrend, 1h still high & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_40) | (stochrsi_k_1h_gt_40)) # 15m & 1h down move, 1d uptrend & ((rsi_3_15m_gt_30) | (rsi_3_1h_lt_75) | (roc_9_1d_lt_0)) # 15m & 1d down move, 1h still high & ((rsi_3_15m_gt_30) | (stochrsi_k_1h_gt_60) | (rsi_3_1d_gt_30)) # 15m down move & low, 1h uptrend & ((rsi_3_15m_gt_35) | (aroonu_14_15m_gt_10) | (aroonu_14_1h_lt_85)) # 15m down move & low, 1h up move & ((rsi_3_15m_gt_35) | (aroonu_14_15m_gt_30) | (rsi_3_1h_lt_60)) # 15m down move, 1h uptrend, 4h up move & ((rsi_3_15m_gt_35) | (aroonu_14_1h_lt_85) | (rsi_3_4h_lt_90)) # 15m & 1h & 1d down move & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_60) | (rsi_3_1d_gt_20)) # 15m down move, 4h & 1d up move & ((rsi_3_15m_gt_35) | (rsi_3_4h_lt_95) | (rsi_3_1d_lt_80)) # 15m down move, 4h low, 1d oversold & ((rsi_3_15m_gt_35) | (stochrsi_k_4h_gt_20) | (roc_9_1d_gt_neg_10)) # 15m down move & uptrend, 1h still not low enough & ((rsi_3_15m_gt_40) | (aroonu_14_15m_lt_75) | (stochrsi_k_1h_gt_70)) # 15m & 1h down move, 1h still high & ((rsi_3_15m_gt_40) | (rsi_3_1h_lt_75) | (stochrsi_k_1h_gt_60)) # 15m down move, 1h still high, 1d low & ((rsi_3_15m_gt_40) | (stochrsi_k_1h_gt_40) | (aroonu_14_1d_gt_20)) # 15m & 4h down move, 1h still high & ((rsi_3_15m_gt_40) | (stochrsi_k_1h_gt_50) | (rsi_3_4h_gt_35)) # 15m up move & low, 4h down move & ((rsi_3_15m_lt_50) | (aroonu_14_15m_gt_10) | (rsi_3_4h_lt_85)) # 15m & 1h up move, 15m low & ((rsi_3_15m_lt_50) | (aroonu_14_15m_gt_60) | (rsi_3_1h_lt_90)) # 15m up move, 15m & 1d uptrend & ((rsi_3_15m_lt_50) | (aroonu_14_15m_lt_60) | (aroonu_14_1d_lt_75)) # 15m up move, 4h & 1d down move & ((rsi_3_15m_lt_50) | (rsi_3_4h_gt_65) | (rsi_3_1d_gt_60)) # 15m & 4h up move, 1d still not high enough & ((rsi_3_15m_lt_50) | (rsi_3_4h_lt_70) | (stochrsi_k_1d_gt_70)) # 15m up move, 4h down move & still not low enough & ((rsi_3_15m_lt_50) | (rsi_3_4h_lt_75) | (stochrsi_k_4h_gt_70)) # 15m up move & low, 1d still high & ((rsi_3_15m_lt_50) | (stochrsi_k_15m_gt_20) | (stochrsi_k_1d_gt_40)) # 15m up move, 1h still not low enough, 1d down move & ((rsi_3_15m_lt_50) | (stochrsi_k_1h_gt_80) | (rsi_3_1d_gt_50)) # 15m down move & low, 1h uptrend & ((rsi_3_15m_lt_55) | (aroonu_14_15m_gt_40) | (aroonu_14_1h_lt_90)) # 15m & 4h down move, 4h still not low enough & ((rsi_3_15m_lt_55) | (rsi_3_4h_gt_60) | (stochrsi_k_4h_gt_70)) # 15m down move, 1h still high, 4h still not low enough & ((rsi_3_15m_lt_55) | (stochrsi_k_1h_gt_50) | (stochrsi_k_4h_gt_70)) # 15m down move, 1h still not low enough, 4h low & ((rsi_3_15m_lt_55) | (stochrsi_k_1h_gt_70) | (aroonu_14_4h_gt_30)) # 15m up move, 15m & 1d low & ((rsi_3_15m_lt_60) | (aroonu_14_15m_gt_60) | (stochrsi_k_1d_gt_20)) # 15m up move & low, 1h down move & ((rsi_3_15m_lt_70) | (aroonu_14_15m_gt_20) | (rsi_3_1h_gt_45)) # 15m aroonu, 1d aroond, 15m rsi & ((aroonu_14_15m < 45) | (aroond_14_1d > 10) | (rsi_3_change_pct_15m < 70)) # 15m aroonu, 1h stochrsik, 15m rsi & ((aroonu_14_15m < 45) | (stochrsi_k_1h_gt_75) | (rsi_3_change_pct_15m < 70)) # 15m & 4h low, 1d up move & ((aroonu_14_15m_gt_10) | (aroonu_14_4h_gt_20) | (rsi_3_1d_lt_80)) # 15m low, 1h & 1d down move & ((aroonu_14_15m_gt_10) | (rsi_3_1h_gt_65) | (rsi_3_1d_gt_40)) # 15m low, 1h & 4h up move & ((aroonu_14_15m_gt_10) | (rsi_3_1h_lt_50) | (rsi_3_4h_lt_90)) # 15m low & high, 1d still high & ((aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_10) | (stochrsi_k_1d_gt_40)) # 15m low, 1h high, 4h up move & ((aroonu_14_15m_gt_10) | (stochrsi_k_1h_gt_10) | (rsi_3_4h_lt_70)) # 15m low, 1h uptrend, 4h down move & ((aroonu_14_15m_gt_20) | (aroonu_14_1h_lt_85) | (rsi_3_4h_gt_60)) # 15m & 1h low, 1h uptrend & ((aroonu_14_15m_gt_20) | (aroonu_14_1h_lt_85) | (stochrsi_k_1h_gt_20)) # 15m & 4h & 1d low & ((aroonu_14_15m_gt_20) | (aroonu_14_4h_gt_80) | (aroonu_14_1d_gt_20)) # 15m & 4h low, 1d still high & ((aroonu_14_15m_gt_20) | (aroonu_14_4h_gt_80) | (stochrsi_k_1d_gt_40)) # 15m & 1d low, 1d up move & ((aroonu_14_15m_gt_20) | (rsi_3_1d_lt_80) | (aroonu_14_1d_gt_20)) # 15m low, 1h down move, 1d still high & ((aroonu_14_15m_gt_20) | (rsi_3_1h_gt_45) | (stochrsi_k_1d_gt_30)) # 15m low, 1h up move, 1d uptrend & ((aroonu_14_15m_gt_20) | (rsi_3_1h_lt_70) | (aroonu_14_1d_lt_50)) # 15m & 4h low, 4h up move & ((aroonu_14_15m_gt_20) | (rsi_3_4h_lt_80) | (aroonu_14_4h_gt_80)) # 15m & 4h low & ((aroonu_14_15m_gt_20) | (stochrsi_k_15m_gt_20) | (aroonu_14_4h_gt_20)) # 15m & 1d low, 1h still high & ((aroonu_14_15m_gt_20) | (stochrsi_k_1h_gt_40) | (stochrsi_k_1d_gt_20)) # 15m low, 1h uptrend, 1d down move & ((aroonu_14_15m_gt_30) | (aroonu_14_1h_lt_85) | (rsi_3_1d_gt_65)) # 15m low, 1h & 4h uptrend & ((aroonu_14_15m_gt_30) | (aroonu_14_1h_lt_90) | (roc_9_4h_lt_5)) # 15m low, 4h uptrend, 1d down move & ((aroonu_14_15m_gt_30) | (aroonu_14_4h_lt_80) | (rsi_3_1d_gt_40)) # 15m low, 1h & 4h down move & ((aroonu_14_15m_gt_30) | (rsi_3_1h_gt_50) | (rsi_3_4h_gt_50)) # 15m low, 1h up move, 4h uptrend & ((aroonu_14_15m_gt_30) | (rsi_3_1h_lt_60) | (roc_9_4h_lt_5)) # 15m & 4h low, 4h down move & ((aroonu_14_15m_gt_30) | (rsi_3_4h_gt_65) | (aroonu_14_4h_gt_20)) # 15m low & high, 1h uptrend & ((aroonu_14_15m_gt_30) | (stochrsi_k_15m_gt_10) | (aroonu_14_1h_lt_85)) # 15m & 1h low, 4h down move & ((aroonu_14_15m_gt_30) | (stochrsi_k_1h_gt_20) | (rsi_3_4h_gt_50)) # 15m low, 4h & 1d still high & ((aroonu_14_15m_gt_30) | (stochrsi_k_4h_gt_30) | (stochrsi_k_1d_gt_40)) # 15m low, 1h uptrend, 4h up move & ((aroonu_14_15m_gt_40) | (aroonu_14_1h_lt_90) | (rsi_3_4h_lt_80)) # 15m & 4h low, 4h still not low enough & ((aroonu_14_15m_gt_40) | (aroonu_14_4h_gt_20) | (stochrsi_k_4h_gt_70)) # 15m low, 1h down move, 4h still high & ((aroonu_14_15m_gt_40) | (rsi_3_1h_gt_60) | (stochrsi_k_4h_gt_30)) # 15m low, 1h & 4h up move & ((aroonu_14_15m_gt_40) | (rsi_3_1h_lt_65) | (rsi_3_4h_lt_70)) # 15m & 1d low, 4h down move & ((aroonu_14_15m_gt_40) | (rsi_3_4h_gt_65) | (aroonu_14_1d_gt_50)) # 15m low, 4h still high & uptrend & ((aroonu_14_15m_gt_40) | (stochrsi_k_4h_gt_30) | (roc_9_4h_lt_5)) # 15m & 1d low, 4h still not low enough & ((aroonu_14_15m_gt_40) | (stochrsi_k_4h_gt_70) | (aroonu_14_1d_gt_50)) # 15m low, 4h still not low enough, 1d uptrend & ((aroonu_14_15m_gt_40) | (stochrsi_k_4h_gt_80) | (roc_9_1d_lt_35)) # 15m & 1d low, 1h up move & ((aroonu_14_15m_gt_50) | (rsi_3_1h_lt_70) | (stochrsi_k_1d_gt_20)) # 15m low & high, 1d up move & ((aroonu_14_15m_gt_50) | (stochrsi_k_15m_gt_10) | (rsi_3_1d_lt_80)) # 15m low, 1h & 1d uptrend & ((aroonu_14_15m_gt_60) | (aroonu_14_1h_lt_100) | (aroonu_14_1d_lt_75)) # 15m low, 1h uptrend & still not low enough & ((aroonu_14_15m_gt_60) | (aroonu_14_1h_lt_100) | (stochrsi_k_1h_gt_70)) # 15m low, 1h & 4h uptrend & ((aroonu_14_15m_gt_60) | (aroonu_14_1h_lt_90) | (aroonu_14_4h_lt_80)) # 15m low, 1h uptrend & still high & ((aroonu_14_15m_gt_60) | (aroonu_14_1h_lt_90) | (stochrsi_k_1h_gt_40)) # 15m down move, 15m & 4h low & ((aroonu_14_15m_gt_60) | (rsi_3_15m_gt_25) | (aroonu_14_4h_gt_50)) # 15m & 4h low, 1h up move & ((aroonu_14_15m_gt_60) | (rsi_3_1h_lt_70) | (aroonu_14_4h_gt_20)) # 15m low, 1h up move, 1d downtrend & ((aroonu_14_15m_gt_60) | (rsi_3_1h_lt_70) | (roc_9_1d_lt_50)) # 15m & 4h low, 1h up move & ((aroonu_14_15m_gt_60) | (rsi_3_1h_lt_80) | (aroonu_14_4h_gt_30)) # 15m & 1d low, 1h down move & ((aroonu_14_15m_gt_60) | (rsi_3_1h_lt_85) | (aroonu_14_1d_gt_20)) # 15m low, 1h & 4h still high & ((aroonu_14_15m_gt_60) | (stochrsi_k_1h_gt_30) | (stochrsi_k_4h_gt_40)) # 15m low, 4h & 1d still high & ((aroonu_14_15m_gt_60) | (stochrsi_k_4h_gt_50) | (stochrsi_k_1d_gt_30)) # 15m & 4h uptrend, 1d down move & ((aroonu_14_15m_lt_20) | (roc_9_4h_lt_5) | (rsi_3_1d_gt_60)) # 15m & 1d uptrend, 1h down move & ((aroonu_14_15m_lt_20) | (rsi_3_1h_gt_50) | (aroonu_14_1d_lt_50)) # 15m uptrend & still high, 1h high & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_gt_40) | (stochrsi_k_1h_gt_10)) # 15m & 1d uptrend, 1d low & ((aroonu_14_15m_lt_20) | (stochrsi_k_1d_gt_20) | (roc_9_1d_lt_10)) # 15m uptrend, 15m & 1h still high & ((aroonu_14_15m_lt_30) | (stochrsi_k_15m_gt_30) | (stochrsi_k_1h_gt_30)) # 15m & 1d uptrend, 1d down move & ((aroonu_14_15m_lt_40) | (rsi_3_1d_gt_40) | (aroonu_14_1d_lt_75)) # 15m uptrend, 1h down move, 4h low & ((aroonu_14_15m_lt_40) | (rsi_3_1h_gt_40) | (aroonu_14_4h_gt_80)) # 15m uptrend, 1h down move, 1d low & ((aroonu_14_15m_lt_40) | (rsi_3_1h_gt_60) | (aroonu_14_1d_gt_20)) # 15m & 1d uptrend, 1h down move & ((aroonu_14_15m_lt_40) | (rsi_3_1h_lt_75) | (roc_9_1d_lt_0)) # 15m & 1d uptrend, 4h down move & ((aroonu_14_15m_lt_40) | (rsi_3_4h_lt_75) | (aroonu_14_1d_lt_75)) # 15m uptrend, 4h down move, 1d up move & ((aroonu_14_15m_lt_40) | (rsi_3_4h_lt_85) | (rsi_3_1d_lt_90)) # 15m uptrend, 1h still high, 4h up move & ((aroonu_14_15m_lt_40) | (stochrsi_k_1h_gt_50) | (rsi_3_4h_lt_90)) # 15m uptrend, 1h still high, 4h still not low enough & ((aroonu_14_15m_lt_40) | (stochrsi_k_1h_gt_60) | (stochrsi_k_4h_gt_70)) # 15m uptrend, 1d down move & low & ((aroonu_14_15m_lt_50) | (rsi_3_1d_gt_20) | (aroonu_14_1d_gt_20)) # 15m uptrend, 1d low & still high & ((aroonu_14_15m_lt_60) | (aroonu_14_1d_gt_20) | (stochrsi_k_1d_gt_50)) # 15m uptrend, 1h & 4h down move & ((aroonu_14_15m_lt_60) | (rsi_3_1h_gt_55) | (rsi_3_4h_gt_65)) # 15m uptrend, 4h & 1d up move & ((aroonu_14_15m_lt_60) | (rsi_3_4h_lt_80) | (rsi_3_1d_lt_90)) # 15m uptrend, 1h still high, 1d down move & ((aroonu_14_15m_lt_60) | (stochrsi_k_1h_gt_50) | (rsi_3_1d_gt_65)) # 15m uptrend, 1h down move, 1d low & ((aroonu_14_15m_lt_70) | (rsi_3_1h_gt_50) | (stochrsi_k_1d_gt_20)) # 15m & 1d uptrend, 4h down move & ((aroonu_14_15m_lt_70) | (rsi_3_4h_gt_55) | (roc_9_1d_lt_20)) # 15m uptrend, 1h still not high enough, 4h low & ((aroonu_14_15m_lt_70) | (stochrsi_k_1h_gt_70) | (aroonu_14_4h_gt_50)) # 15m uptrend, 4h high, 1d up move & ((aroonu_14_15m_lt_70) | (stochrsi_k_4h_gt_10) | (rsi_3_1d_lt_90)) # 15m & 1h & 4h uptrend & ((aroonu_14_15m_lt_80) | (aroonu_14_1h_lt_85) | (aroonu_14_4h_lt_80)) # 15m uptrend, 4h & 1d low & ((aroonu_14_15m_lt_80) | (aroonu_14_4h_gt_30) | (aroonu_14_1d_gt_20)) # 15m uptrend, 1h down move, 4h low & ((aroonu_14_15m_lt_80) | (rsi_3_1h_gt_50) | (aroonu_14_4h_gt_30)) # 15m uptrend, 1h up move & still not low enough & ((aroonu_14_15m_lt_80) | (rsi_3_1h_lt_60) | (stochrsi_k_1h_gt_90)) # 15m uptrend, 1h up move, 4h low & ((aroonu_14_15m_lt_80) | (rsi_3_1h_lt_90) | (aroonu_14_4h_gt_50)) # 15m uptrend & high, 1h up move & ((aroonu_14_15m_lt_80) | (stochrsi_k_15m_gt_10) | (rsi_3_1h_lt_50)) # 15m uptrend, 4h still high, 1d down move & ((aroonu_14_15m_lt_80) | (stochrsi_k_4h_gt_40) | (rsi_3_1d_gt_40)) # 15m uptrend, 4h still high, 1d low & ((aroonu_14_15m_lt_80) | (stochrsi_k_4h_gt_50) | (aroonu_14_1d_gt_20)) # 15m & 4h uptrend, 1d down move & ((aroonu_14_15m_lt_90) | (aroonu_14_4h_lt_60) | (rsi_3_1d_gt_60)) # 15m uptrend, 1h up move & still high & ((aroonu_14_15m_lt_90) | (rsi_3_1h_lt_50) | (stochrsi_k_1h_gt_30)) # 15m high, 1h uptrend & still high & ((stochrsi_k_15m_gt_10) | (aroonu_14_1h_lt_80) | (stochrsi_k_1h_gt_60)) # 15m high, 1h uptrend & still not low enough & ((stochrsi_k_15m_gt_10) | (aroonu_14_1h_lt_85) | (stochrsi_k_1h_gt_70)) # 15m high, 1h uptrend, 1d low & ((stochrsi_k_15m_gt_10) | (aroonu_14_1h_lt_90) | (aroonu_14_1d_gt_20)) # 15m high, 4h low, 1d still high & ((stochrsi_k_15m_gt_10) | (aroonu_14_4h_gt_80) | (stochrsi_k_1d_gt_40)) # 15m high, 1h & 4h down move & ((stochrsi_k_15m_gt_10) | (rsi_3_1h_gt_65) | (rsi_3_4h_gt_60)) # 15m high, 1h up move, 4h uptrend & ((stochrsi_k_15m_gt_10) | (rsi_3_1h_lt_50) | (aroonu_14_4h_lt_80)) # 15m high, 1h down move, 4h up move & ((stochrsi_k_15m_gt_10) | (rsi_3_1h_lt_55) | (rsi_3_4h_lt_70)) # 15m high, 1h up move, 1d down move & ((stochrsi_k_15m_gt_10) | (rsi_3_1h_lt_80) | (rsi_3_1d_gt_30)) # 15m high, 4h up move & still not low enough & ((stochrsi_k_15m_gt_10) | (rsi_3_4h_lt_70) | (stochrsi_k_4h_gt_80)) # 15m high, 4h up move & low & ((stochrsi_k_15m_gt_10) | (rsi_3_4h_lt_90) | (aroonu_14_4h_gt_30)) # 15m & 1h high, 1d up move & ((stochrsi_k_15m_gt_10) | (stochrsi_k_1h_gt_10) | (rsi_3_1d_lt_80)) # 15m high, 1h still high, 4h low & ((stochrsi_k_15m_gt_10) | (stochrsi_k_1h_gt_60) | (aroonu_14_4h_gt_50)) # 15m high, 1h still high, 1d oversold & ((stochrsi_k_15m_gt_10) | (stochrsi_k_1h_gt_60) | (roc_9_1d_gt_neg_10)) # 15m low, 4h uptrend, 1d oversold & ((stochrsi_k_15m_gt_20) | (aroonu_14_4h_lt_40) | (roc_9_1d_gt_neg_15)) # 15m & 4h low, 4h uptrend & ((stochrsi_k_15m_gt_20) | (aroonu_14_4h_lt_40) | (stochrsi_k_4h_gt_20)) # 15m low, 1h up move & still high & ((stochrsi_k_15m_gt_20) | (rsi_3_1h_lt_50) | (stochrsi_k_1h_gt_40)) # 15m low, 1h up move, 4h uptrend & ((stochrsi_k_15m_gt_20) | (rsi_3_1h_lt_60) | (aroonu_14_4h_lt_80)) # 15m low, 1h up move, 4h down move & ((stochrsi_k_15m_gt_20) | (rsi_3_1h_lt_70) | (rsi_3_4h_lt_85)) # 15m low, 4h down move, 1d up move & ((stochrsi_k_15m_gt_20) | (rsi_3_4h_lt_85) | (rsi_3_1d_lt_90)) # 15m low, 4h & 1d up move & ((stochrsi_k_15m_gt_20) | (rsi_3_4h_lt_95) | (rsi_3_1d_lt_80)) # 15m low, 1d still high & uptrend & ((stochrsi_k_15m_gt_20) | (stochrsi_k_1d_gt_60) | (roc_9_1d_lt_20)) # 15m still high, 1h uptrend, 1d down move & ((stochrsi_k_15m_gt_30) | (aroonu_14_1h_lt_100) | (rsi_3_1d_gt_20)) # 15m still high, 4h uptrend, 1d low & ((stochrsi_k_15m_gt_30) | (roc_9_4h_lt_5) | (aroonu_14_1d_gt_20)) # 15m still high, 4h & 1d up move & ((stochrsi_k_15m_gt_30) | (rsi_3_4h_lt_90) | (rsi_3_1d_lt_90)) # 15m still high, 1h high, 4h still not low enough & ((stochrsi_k_15m_gt_30) | (stochrsi_k_1h_gt_10) | (stochrsi_k_4h_gt_90)) # 15m & 4h still high, 1h low & ((stochrsi_k_15m_gt_30) | (stochrsi_k_1h_gt_20) | (stochrsi_k_4h_gt_60)) # 15m still high, 1h up move, 1d low & ((stochrsi_k_15m_gt_40) | (rsi_3_1h_lt_90) | (stochrsi_k_1d_gt_20)) # 1h down move, 1d uptrend & still high & ((rsi_3_1h_gt_40) | (aroonu_14_1d_lt_75) | (stochrsi_k_1d_gt_40)) # 1h & 1d down move, 1h uptrend & ((rsi_3_1h_gt_40) | (aroonu_14_1h_lt_85) | (rsi_3_1d_gt_65)) # 1h down move, 1h & 1d low & ((rsi_3_1h_gt_40) | (stochrsi_k_1h_gt_20) | (aroonu_14_1d_gt_20)) # 1h & 1d down move, 4h still not low enough & ((rsi_3_1h_gt_40) | (stochrsi_k_4h_gt_80) | (rsi_3_1d_gt_65)) # 1h down move, 4h low & ((rsi_3_1h_gt_45) | (aroonu_14_4h_gt_50)) # 1h & 1d down move, 1d uptrend & ((rsi_3_1h_gt_45) | (rsi_3_1d_gt_65) | (roc_9_1d_lt_15)) # 1h & 4h down move, 1d still not low enough & ((rsi_3_1h_gt_45) | (rsi_3_4h_gt_60) | (stochrsi_k_1d_gt_70)) # 1h down move, 4h low, 1d uptrend & ((rsi_3_1h_gt_50) | (aroonu_14_4h_gt_20) | (roc_9_1d_lt_0)) # 1h & 1d down move, 4h uptrend & ((rsi_3_1h_gt_50) | (roc_9_4h_lt_5) | (rsi_3_1d_gt_50)) # 1h & 1d down move, 1h uptrend & ((rsi_3_1h_gt_55) | (aroonu_14_1h_lt_100) | (rsi_3_1d_gt_60)) # 1h & 4h down move, 1h uptrend & ((rsi_3_1h_gt_55) | (aroonu_14_1h_lt_90) | (rsi_3_4h_gt_60)) # 1h down move & uptrend, 4h still not low enough & ((rsi_3_1h_gt_55) | (aroonu_14_1h_lt_90) | (stochrsi_k_4h_gt_70)) # 1h & 4h down move, 4h still not low enough & ((rsi_3_1h_gt_55) | (rsi_3_4h_lt_75) | (stochrsi_k_4h_gt_70)) # 1h down move, 4h still high, 1d low & ((rsi_3_1h_gt_55) | (stochrsi_k_4h_gt_40) | (aroonu_14_1d_gt_20)) # 1h down move, 1h & 4h uptrend & ((rsi_3_1h_gt_60) | (aroonu_14_1h_lt_100) | (aroonu_14_4h_lt_40)) # 1h down move & uptrend, 1d low & ((rsi_3_1h_gt_60) | (aroonu_14_1h_lt_85) | (stochrsi_k_1d_gt_20)) # 1h down move, 4h low, 1d uptrend & ((rsi_3_1h_gt_60) | (aroonu_14_4h_gt_50) | (aroonu_14_1d_lt_80)) # 1h & 4h & 1d down move & ((rsi_3_1h_gt_60) | (rsi_3_4h_gt_65) | (rsi_3_1d_gt_60)) # 1h down move, 4h still high, 1d low & ((rsi_3_1h_gt_60) | (stochrsi_k_4h_gt_50) | (stochrsi_k_1d_gt_20)) # 1h up move, 4h down move & uptrend & ((rsi_3_1h_lt_50) | (rsi_3_4h_gt_65) | (aroonu_14_4h_lt_90)) # 1h & 4h up move, 1d down move & ((rsi_3_1h_lt_50) | (rsi_3_4h_lt_90) | (rsi_3_1d_gt_30)) # 1h down move, 4h & 1d uptrend & ((rsi_3_1h_lt_55) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_lt_30)) # 1h & 4h down move, 4h uptrend & ((rsi_3_1h_lt_55) | (rsi_3_4h_lt_75) | (aroonu_14_4h_lt_60)) # 1h & 4h down move, 1h still not low enough & ((rsi_3_1h_lt_55) | (stochrsi_k_1h_gt_70) | (rsi_3_4h_lt_75)) # 1h down move, 4h still not low enough, 1d oversold & ((rsi_3_1h_lt_55) | (stochrsi_k_4h_gt_80) | (roc_9_1d_gt_neg_15)) # 1h up move, 4h uptrend, 1d low & ((rsi_3_1h_lt_60) | (roc_9_4h_lt_5) | (aroonu_14_1d_gt_50)) # 1h up move, 4h down move & uptrend & ((rsi_3_1h_lt_60) | (rsi_3_4h_gt_60) | (roc_9_4h_lt_10)) # 1h & 4h up move, 1d oversold & ((rsi_3_1h_lt_60) | (rsi_3_4h_lt_80) | (roc_9_1d_gt_neg_10)) # 1h up move & still high, 4h low & ((rsi_3_1h_lt_60) | (stochrsi_k_1h_gt_40) | (aroonu_14_4h_gt_70)) # 1h up move & still high, 4h uptrend & ((rsi_3_1h_lt_60) | (stochrsi_k_1h_gt_60) | (aroonu_14_4h_lt_90)) # 1h up move, 1d low & still high & ((rsi_3_1h_lt_65) | (aroonu_14_1d_gt_20) | (stochrsi_k_1d_gt_50)) # 1h up move, 4h uptrend, 1d down move & ((rsi_3_1h_lt_65) | (roc_9_4h_lt_5) | (rsi_3_1d_gt_40)) # 1h & 4h up move, 4h still high & ((rsi_3_1h_lt_65) | (rsi_3_4h_lt_70) | (stochrsi_k_4h_gt_50)) # 1h up move, 1d low & uptrend & ((rsi_3_1h_lt_70) | (aroonu_14_1d_gt_50) | (roc_9_1d_lt_0)) # 1h & 4h up move, 1d low & ((rsi_3_1h_lt_70) | (rsi_3_4h_lt_70) | (aroonu_14_1d_gt_20)) # 1h & 4h up move, 1d low & ((rsi_3_1h_lt_70) | (rsi_3_4h_lt_70) | (stochrsi_k_1d_gt_20)) # 1h up move, 4h down move, 1d low & ((rsi_3_1h_lt_70) | (rsi_3_4h_lt_75) | (aroonu_14_1d_gt_50)) # 1h up move, 4h uptrend & still not low enough & ((rsi_3_1h_lt_80) | (aroonu_14_4h_lt_60) | (stochrsi_k_4h_gt_70)) # 1h & 4h up move, 4h uptrend & ((rsi_3_1h_lt_80) | (rsi_3_4h_lt_70) | (roc_9_4h_lt_5)) # 1h up move, 1d low & uptrend & ((rsi_3_1h_lt_80) | (stochrsi_k_1d_gt_20) | (roc_9_1d_lt_0)) # 1h up move, 4h low, 1d still not high enough & ((rsi_3_1h_lt_80) | (stochrsi_k_4h_gt_20) | (stochrsi_k_1d_gt_70)) # 1h down move, 4h low & ((rsi_3_1h_lt_85) | (aroonu_14_4h_gt_10)) # 1h & 1d down move, 4h uptrend & ((rsi_3_1h_lt_85) | (aroonu_14_4h_lt_70) | (rsi_3_1d_gt_60)) # 1h & 1d down move, 1d low & ((rsi_3_1h_lt_85) | (rsi_3_1d_gt_60) | (aroonu_14_1d_gt_20)) # 1h & 4h & 1d uptrend & ((aroonu_14_1h_lt_100) | (aroonu_14_4h_lt_60) | (aroonu_14_1d_lt_75)) # 1h & 4h uptrend, 1d down move & ((aroonu_14_1h_lt_100) | (aroonu_14_4h_lt_80) | (rsi_3_1d_gt_20)) # 1h uptrend & still high, 1d still not high enough & ((aroonu_14_1h_lt_100) | (stochrsi_k_1h_gt_30) | (stochrsi_k_1d_gt_70)) # 1h uptrend & still not low enough, 4h low & ((aroonu_14_1h_lt_100) | (stochrsi_k_1h_gt_75) | (aroonu_14_4h_gt_20)) # 1h & 1d uptrend, 1h still not low enough & ((aroonu_14_1h_lt_100) | (stochrsi_k_1h_gt_90) | (aroonu_14_1d_lt_75)) # 1h uptrend & high, 1d up move & ((aroonu_14_1h_lt_75) | (stochrsi_k_1h_gt_10) | (rsi_3_1d_lt_90)) # 1h uptrend, 4h down move, 1d up move & ((aroonu_14_1h_lt_85) | (rsi_3_4h_gt_65) | (rsi_3_1d_lt_80)) # 1h uptrend, 1d still not high enough & downtrend & ((aroonu_14_1h_lt_85) | (stochrsi_k_1d_gt_70) | (roc_9_1d_lt_40)) # 1h & 1d uptrend, 1h still high & ((aroonu_14_1h_lt_85) | (stochrsi_k_1h_gt_50) | (aroonu_14_1d_lt_75)) # 1h & 1d uptrend, 1d oversold & ((aroonu_14_1h_lt_90) | (aroonu_14_1d_lt_30) | (roc_9_1d_gt_neg_25)) # 1h & 1d low, 4h uptrend & ((stochrsi_k_1h_gt_20) | (aroonu_14_4h_lt_90) | (aroonu_14_1d_gt_20)) # 1h still high, 1d down move & uptrend & ((stochrsi_k_1h_gt_30) | (rsi_3_1d_gt_65) | (roc_9_1d_lt_0)) # 1h still high, 4h low, 1d up move & ((stochrsi_k_1h_gt_40) | (aroonu_14_4h_gt_80) | (rsi_3_1d_lt_90)) # 1h still high, 1d down move & uptrend & ((stochrsi_k_1h_gt_60) | (rsi_3_1d_gt_60) | (roc_9_1d_lt_0)) # 1h still high, 4h still not low enough, 1d down move & ((stochrsi_k_1h_gt_60) | (stochrsi_k_4h_gt_80) | (rsi_3_1d_gt_65)) # 1h still not low enough, 4h down move & low & ((stochrsi_k_1h_gt_70) | (rsi_3_4h_gt_60) | (aroonu_14_4h_gt_30)) # 1h & 1d still not low enough, 4h still high & ((stochrsi_k_1h_gt_70) | (stochrsi_k_4h_gt_60) | (stochrsi_k_1d_gt_70)) # 1h still not low enough, 4h & 1d low & ((stochrsi_k_1h_gt_80) | (aroonu_14_4h_gt_70) | (aroonu_14_1d_gt_20)) # 1h still not low enough, 4h still high, 1d down move & ((stochrsi_k_1h_gt_80) | (stochrsi_k_4h_gt_40) | (rsi_3_1d_gt_65)) # 4h down move, 4h & 1d uptrend & ((rsi_3_4h_gt_35) | (aroonu_14_4h_lt_60) | (roc_9_1d_lt_0)) # 4h down move, 4h & 1d still high & ((rsi_3_4h_gt_55) | (stochrsi_k_4h_gt_30) | (stochrsi_k_1d_gt_50)) # 4h & 1d down move, 1d uptrend & ((rsi_3_4h_gt_60) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_50)) # 4h & 1d down move, 4h uptrend & ((rsi_3_4h_gt_65) | (roc_9_4h_lt_5) | (rsi_3_1d_gt_40)) # 4h down move & low, 1d uptrend & ((rsi_3_4h_lt_75) | (aroonu_14_4h_gt_50) | (aroonu_14_1d_lt_75)) # 4h & 1d low, 1d uptrend & ((aroonu_14_4h_gt_30) | (aroonu_14_1d_gt_50) | (roc_9_1d_lt_10)) # 4h low, 1d still high & uptrend & ((aroonu_14_4h_gt_70) | (stochrsi_k_1d_gt_50) | (roc_9_1d_lt_20)) # 4h & 1d uptrend, 1d down move & ((aroonu_14_4h_lt_50) | (rsi_3_1d_gt_60) | (aroonu_14_1d_lt_75)) # 4h uptrend & still high, 1d low & ((aroonu_14_4h_lt_50) | (stochrsi_k_4h_gt_30) | (aroonu_14_1d_gt_20)) # 4h uptrend, 1d down move & low & ((aroonu_14_4h_lt_60) | (rsi_3_1d_gt_65) | (aroonu_14_1d_lt_75)) # 4h uptrend & low, 1d still high & ((aroonu_14_4h_lt_60) | (stochrsi_k_4h_gt_20) | (stochrsi_k_1d_gt_60)) # 4h uptrend & still high, 1d down move & ((aroonu_14_4h_lt_60) | (stochrsi_k_4h_gt_40) | (rsi_3_1d_gt_50)) # 4h & 1d uptrend, 1d oversold & ((aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_30) | (roc_9_1d_gt_neg_10)) # 4h still high, 1d up move & low & ((stochrsi_k_4h_gt_40) | (rsi_3_1d_lt_80) | (aroonu_14_1d_gt_20)) # 4h still high & uptrend, 1d down move & ((stochrsi_k_4h_gt_70) | (roc_9_4h_lt_5) | (rsi_3_1d_gt_60)) # 4h uptrend, 1d low & still high & ((roc_9_4h_lt_5) | (aroonu_14_1d_gt_20) | (stochrsi_k_1d_gt_40)) # 1d aroond, 15m cci, 5m quad & ((aroond_14_1d > 10) | (cci_20_change_pct_15m < 0.0) | (quad_s93_max_12 > 70)) # 1d stochrsik, 1d aroond, 1h rsi & ((stochrsi_k_1d < 65) | (aroond_14_1d < 70) | (rsi_3_change_pct_1h < 30)) # 1d roc, 4h rsi, 4h mfi & ((roc_9_1d < 5) | (rsi_3_4h_gt_65) | (mfi_14_4h > 50)) ) # Logic short_entry_logic.append( # 1h still high and the 4h has not rolled over yet (rsi_14_1h > 55.0) & (aroonu_14_1h > 60.0) # but money is leaving on the 1h — the push is not being paid for & (cmf_20_1h < 0.0) & (mfi_14_1h < 50.0) # the 5m has started to break, without having fallen away already & (rsi_3 < 30.0) & (ema_12 < ema_26) & (roc_9_1h > -8.0) & (close > (ema_26 * 0.97)) ) # Condition #545 - Distribution / Failed Breakout (Short). # Shorts a rejected breakout / distribution top (close pushed above BB-upper then fading). # Profitable in bear markets (tops resolve down, 2022: 100% WR); the guards below reject the # two bull-market failure modes that squeeze a short: deep-crash dead-cat bounces and # strong-uptrend pullbacks. 2022 + 2021 both 100% WR / 0 loss after guards. if short_entry_condition_index == 545: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) short_entry_logic.append( # 5m & 1h up move, 1d uptrend ((rsi_3_lt_90) | (rsi_3_1h_lt_90) | (roc_9_1d_lt_30)) # 5m up move, 15m still not low enough, 4h down move & ((rsi_3_lt_95) | (stochrsi_k_15m_gt_90) | (rsi_3_4h_gt_50)) # 5m & 15m up move, 4h still not low enough & ((rsi_3_lt_97) | (rsi_3_15m_lt_95) | (stochrsi_k_4h_gt_80)) # 5m still not low enough, 15m up move, 4h down move & ((stochrsi_k_gt_80) | (rsi_3_15m_lt_95) | (rsi_3_4h_gt_65)) # 5m & 15m still not low enough, 1d low & ((stochrsi_k_gt_80) | (stochrsi_k_15m_gt_90) | (aroonu_14_1d_gt_20)) # 15m up move, 4h uptrend, 1d down move & ((rsi_3_15m_lt_95) | (roc_9_4h_lt_5) | (rsi_3_1d_gt_30)) # 15m & 4h up move, 4h uptrend & ((rsi_3_15m_lt_95) | (rsi_3_4h_lt_80) | (aroonu_14_4h_lt_20)) # 15m up move & still not low enough, 4h uptrend & ((rsi_3_15m_lt_95) | (stochrsi_k_15m_gt_90) | (aroonu_14_4h_lt_20)) # 15m up move, 1d uptrend & still high & ((rsi_3_15m_lt_97) | (aroonu_14_1d_lt_60) | (stochrsi_k_1d_gt_40)) # 15m up move, 4h low & still high & ((rsi_3_15m_lt_97) | (aroonu_14_4h_gt_10) | (stochrsi_k_4h_gt_50)) # 15m up move, 4h uptrend & still not high enough & ((rsi_3_15m_lt_97) | (aroonu_14_4h_lt_60) | (stochrsi_k_4h_gt_70)) # 15m up move, 1h up move & ((rsi_3_15m_lt_97) | (rsi_3_1h > 90.0)) # 15m up move, 4h & 1d down move & ((rsi_3_15m_lt_97) | (rsi_3_4h_gt_60) | (rsi_3_1d_gt_20)) # 15m still high, 1h still not low enough, 4h down move & ((stochrsi_k_15m_gt_60) | (stochrsi_k_1h_gt_80) | (rsi_3_4h_lt_75)) # 15m still not low enough, 4h down move & uptrend & ((stochrsi_k_15m_gt_70) | (rsi_3_4h_gt_50) | (aroonu_14_4h_lt_60)) # 15m still not high enough, 4h up move & low & ((stochrsi_k_15m_gt_70) | (rsi_3_4h_lt_80) | (aroonu_14_4h_gt_20)) # 15m still not low enough, 1d uptrend & oversold & ((stochrsi_k_15m_gt_90) | (aroonu_14_1d_lt_30) | (roc_9_1d_gt_neg_30)) # 15m still not low enough, 1h & 4h up move & ((stochrsi_k_15m_gt_90) | (rsi_3_1h_lt_90) | (rsi_3_4h_lt_90)) # 1h & 4h & 1d down move & ((rsi_3_1h_lt_85) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_20)) # 1h down move, 4h up move & low & ((rsi_3_1h_lt_85) | (rsi_3_4h_lt_70) | (stochrsi_k_4h_gt_20)) # 1h & 4h up move, 1d uptrend & ((rsi_3_1h_lt_95) | (rsi_3_4h_lt_60) | (aroonu_14_1d_lt_80)) # 1h & 4h up move, 1d high & ((rsi_3_1h_lt_95) | (rsi_3_4h_lt_80) | (stochrsi_k_1d_gt_10)) # 1h still not low enough, 4h up move, 1d uptrend & ((stochrsi_k_1h_gt_90) | (rsi_3_4h_lt_70) | (aroonu_14_1d_lt_80)) # 1h & 4h still not low enough, 1d low & ((stochrsi_k_1h_gt_90) | (stochrsi_k_4h_gt_80) | (stochrsi_k_1d_gt_20)) # 4h down move, 1d still high & uptrend & ((rsi_3_4h_gt_65) | (roc_9_1d_lt_0) | (stochrsi_k_1d_gt_30)) # 4h up move & still high, 1d high & ((rsi_3_4h_lt_60) | (stochrsi_k_4h_gt_40) | (stochrsi_k_1d_gt_10)) # 4h up move & still not low enough, 1d down move & ((rsi_3_4h_lt_70) | (stochrsi_k_4h_gt_70) | (rsi_3_1d_gt_20)) # 4h low, 1d up move & oversold & ((aroonu_14_4h_gt_10) | (roc_9_1d_gt_neg_10) | (rsi_3_1d_lt_35)) # 4h low, 4h & 1d uptrend & ((aroonu_14_4h_gt_10) | (roc_9_4h_lt_5) | (aroonu_14_1d_lt_60)) # 4h & 1d uptrend, 4h oversold & ((aroonu_14_4h_lt_20) | (roc_9_4h_gt_neg_10) | (roc_9_1d_lt_30)) # 4h & 1d uptrend, 1d down move & ((aroonu_14_4h_lt_20) | (rsi_3_1d_gt_30) | (roc_9_1d_lt_0)) # 4h uptrend & still not low enough, 1d low & ((aroonu_14_4h_lt_50) | (stochrsi_k_4h_gt_80) | (stochrsi_k_1d_gt_20)) # 4h still not low enough, 1d low & uptrend & ((stochrsi_k_4h_gt_80) | (aroonu_14_1d_gt_50) | (roc_9_1d_lt_20)) ) # Logic short_entry_logic.append( # room to fall — a wide band on both timeframes (bbb_20_2_0 > 4.0) & (bbb_20_2_0_1h > 8.0) # price pushed clear of the upper band, short-term overbought & (close > (bbu_20_2_0 * 1.002)) & (rsi_14 > 75.0) & (stochrsi_k_1h > 30.0) # 1h at the top of its range & (willr_14_1h > -20.0) & (aroonu_14_1h > 70.0) # the higher timeframes do not confirm the push — this is distribution & (rsi_14_4h < 60.0) & (cci_20_4h < 120.0) & (obv_change_pct < 0.0) ) # Condition #546 - BB Upper Rejection + Multi-TF Overbought Stack (Short). # Shorts a hard rejection off BB-upper (bbp > 0.92, roc_2 < 0) with a multi-TF overbought # stack. The doc overbought-stack guard plus per-loss CCI/momentum guards reject blow-off # tops that keep ripping (high-CCI squeeze). 2022 + 2021: 100% WR / 0 loss. if short_entry_condition_index == 546: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) short_entry_logic.append( # 15m up move, 4h low, 1d uptrend ((rsi_3_15m_lt_95) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_lt_80)) # 15m up move, 4h down move & uptrend & ((rsi_3_15m_lt_95) | (aroonu_14_4h_lt_20) | (rsi_3_4h_gt_55)) # 15m up move, 4h low & ((rsi_3_15m_lt_95) | (aroonu_14_4h_lt_30)) # 15m up move, 4h down move, 1d still high & ((rsi_3_15m_lt_95) | (rsi_3_4h_gt_55) | (stochrsi_k_1d_gt_60)) # 15m up move, 1h & 4h uptrend & ((rsi_3_15m_lt_97) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_20)) # 15m up move, 1h & 4h down move & ((rsi_3_15m_lt_97) | (rsi_3_1h_lt_85) | (rsi_3_4h_lt_75)) # 15m & 1h & 4h up move & ((rsi_3_15m_lt_97) | (rsi_3_1h_lt_95) | (rsi_3_4h_lt_60)) # 15m & 4h up move, 1d uptrend & ((rsi_3_15m_lt_97) | (rsi_3_4h_lt_70) | (aroonu_14_1d_lt_40)) # 15m still high, 4h down move & ((stochrsi_k_15m_gt_60) | (rsi_3_4h_gt_60)) # 15m still not low enough, 4h uptrend, 1d down move & ((stochrsi_k_15m_gt_70) | (aroonu_14_4h_lt_20) | (rsi_3_1d_gt_20)) # 15m still not low enough, 4h down move & uptrend & ((stochrsi_k_15m_gt_80) | (aroonu_14_4h_lt_40) | (rsi_3_4h_gt_55)) # 15m still not low enough, 1h & 4h up move & ((stochrsi_k_15m_gt_90) | (rsi_3_1h_lt_90) | (rsi_3_4h_lt_70)) # 1h down move, 4h up move & ((rsi_3_1h_gt_65) | (rsi_3_4h_lt_50)) # 1h up move, 4h uptrend & low & ((rsi_3_1h_lt_80) | (aroonu_14_4h_lt_30) | (stochrsi_k_4h_gt_20)) # 1h down move, 1d uptrend & still high & ((rsi_3_1h_lt_85) | (aroonu_14_1d_lt_40) | (stochrsi_k_1d_gt_40)) # 1h up move, 4h down move & high & ((rsi_3_1h_lt_90) | (rsi_3_4h_gt_50) | (stochrsi_k_4h_gt_10)) # 1h up move, 4h down move, 1d still high & ((rsi_3_1h_lt_90) | (rsi_3_4h_gt_60) | (stochrsi_k_1d_gt_40)) # 1h up move & still not low enough, 1d still high & ((rsi_3_1h_lt_90) | (stochrsi_k_1h_gt_90) | (stochrsi_k_1d_gt_60)) # 1h up move, 1h & 4h uptrend & ((rsi_3_1h_lt_95) | (aroonu_14_1h_lt_90) | (aroonu_14_4h_lt_30)) # 1h & 4h uptrend, 1d oversold & ((aroonu_14_1h_lt_80) | (aroonu_14_4h_lt_30) | (roc_9_1d_gt_neg_10)) # 1h still not low enough, 4h up move, 1d down move & ((stochrsi_k_1h_gt_80) | (rsi_3_4h_lt_50) | (rsi_3_1d_gt_40)) # 1h still not low enough, 1d low & ((stochrsi_k_1h_gt_90) | (aroonu_14_1d_gt_20) | (stochrsi_k_1d_gt_20)) # 4h & 1d down move, 1d still not low enough & ((rsi_3_4h_gt_50) | (rsi_3_1d_gt_20) | (stochrsi_k_1d_gt_70)) # 4h down move & still high, 1d downtrend & ((rsi_3_4h_gt_65) | (stochrsi_k_4h_gt_30) | (roc_9_1d_lt_40)) # 4h up move, 4h & 1d uptrend & ((rsi_3_4h_lt_50) | (aroonu_14_4h_lt_50) | (roc_9_1d_lt_10)) # 4h & 1d low & ((aroonu_14_4h_gt_10) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_gt_20)) # 4h & 1d low, 1d uptrend & ((aroonu_14_4h_gt_30) | (aroonu_14_1d_lt_40) | (stochrsi_k_1d_gt_20)) # 4h & 1d uptrend, 1d down move & ((aroonu_14_4h_lt_20) | (aroonu_14_1d_lt_60) | (rsi_3_1d_gt_30)) ) # Logic short_entry_logic.append( # the 4h has already turned down — selling a top into a rising 4h is the squeeze (roc_9_4h < 0.0) # rejected at the top of a wide band, right under the 48-candle high & (bbp_20_2_0 > 0.92) & (bbb_20_2_0 > 4.0) & (close > (close_max_48 * 0.98)) & (roc_2 < 0.0) # overbought on 5m and 1h at once & (stochrsi_k > 85.0) & (rsi_14 > 68.0) & (stochrsi_k_1h > 70.0) & (willr_14_1h > -15.0) # and the push is not being paid for & (obv_change_pct < 0.0) ) # Condition #548 - Market-order bubble on a 15m trend pullback (Short, experimental). if short_entry_condition_index == 548: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) short_entry_logic.append( # 5m up move, 1d low & high ((rsi_3_lt_90) | (aroonu_14_1d_gt_20) | (stochrsi_k_1d_gt_10)) # 5m & 1h up move, 1d oversold & ((rsi_3_lt_90) | (rsi_3_1h_lt_50) | (roc_9_1d_gt_neg_25)) # 5m low, 15m up move, 1d uptrend & ((aroonu_14_gt_75) | (rsi_3_15m_lt_60) | (aroonu_14_1d_lt_30)) # 5m low, 15m up move, 1h still high & ((aroonu_14_gt_75) | (rsi_3_15m_lt_60) | (stochrsi_k_1h_gt_40)) # 5m low, 1h down move, 4h still not low enough & ((aroonu_14_gt_75) | (rsi_3_1h_gt_50) | (stochrsi_k_4h_gt_70)) # 5m low, 4h up move, 1d high & ((aroonu_14_gt_75) | (rsi_3_4h_lt_60) | (stochrsi_k_1d_gt_10)) # 5m still not low enough, 15m low, 1d uptrend & ((stochrsi_k_gt_80) | (aroonu_14_15m_gt_20) | (aroonu_14_1d_lt_40)) # 5m still not low enough, 15m up move, 1h down move & ((stochrsi_k_gt_80) | (rsi_3_15m_lt_70) | (rsi_3_1h_gt_45)) # 5m still not low enough, 4h down move, 1d uptrend & ((stochrsi_k_gt_80) | (rsi_3_4h_gt_40) | (aroonu_14_1d_lt_30)) # 5m still not low enough, 4h still high, 1d low & ((stochrsi_k_gt_80) | (stochrsi_k_4h_gt_40) | (stochrsi_k_1d_gt_20)) # 15m down move & low, 1h uptrend & ((rsi_3_15m_gt_30) | (aroonu_14_15m_gt_20) | (aroonu_14_1h_lt_60)) # 15m down move, 4h uptrend & ((rsi_3_15m_gt_30) | (aroonu_14_4h_lt_30)) # 15m & 1h down move, 15m uptrend & ((rsi_3_15m_gt_40) | (aroonu_14_15m_lt_80) | (rsi_3_1h_gt_40)) # 15m down move, 1h up move & low & ((rsi_3_15m_gt_40) | (aroonu_14_1h_gt_40) | (rsi_3_1h_lt_50)) # 15m & 4h down move & ((rsi_3_15m_gt_40) | (rsi_3_4h_gt_40)) # 15m down move, 15m low, 1h oversold & ((rsi_3_15m_gt_45) | (aroonu_14_15m_gt_40) | (stochrsi_k_1h_gt_50)) # 15m & 1h down move, 15m low & ((rsi_3_15m_gt_50) | (aroonu_14_15m_gt_20) | (rsi_3_1h_lt_55)) # 15m down move, 15m & 1d low & ((rsi_3_15m_gt_50) | (aroonu_14_15m_gt_50) | (aroonu_14_1d_gt_20)) # 15m down move & uptrend, 4h low & ((rsi_3_15m_gt_50) | (aroonu_14_15m_lt_50) | (stochrsi_k_4h_gt_20)) # 15m down move & uptrend, 4h still high & ((rsi_3_15m_gt_50) | (aroonu_14_15m_lt_75) | (stochrsi_k_4h_gt_40)) # 15m down move, 1h & 1d low & ((rsi_3_15m_gt_50) | (aroonu_14_1h_gt_30) | (aroonu_14_1d_gt_20)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_50) | (stochrsi_k_15m_gt_60) | (rsi_3_4h_gt_45)) # 15m & 1h down move, 1d uptrend & ((rsi_3_15m_gt_55) | (rsi_3_1h_lt_55) | (aroonu_14_1d_lt_30)) # 15m up move, 4h down move, 1d uptrend & ((rsi_3_15m_lt_50) | (rsi_3_4h_gt_50) | (roc_9_1d_lt_0)) # 15m up move, 4h low, 1d uptrend & ((rsi_3_15m_lt_50) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_lt_40)) # 15m up move & low, 1h uptrend & ((rsi_3_15m_lt_60) | (aroonu_14_15m_gt_20) | (aroonu_14_1h_lt_60)) # 15m up move, 1h & 1d down move & ((rsi_3_15m_lt_60) | (rsi_3_1h_gt_50) | (rsi_3_1d_gt_15)) # 15m up move & low, 1h uptrend & ((rsi_3_15m_lt_70) | (aroonu_14_15m_gt_40) | (aroonu_14_1h_lt_40)) # 15m up move, 15m & 1h low & ((rsi_3_15m_lt_70) | (aroonu_14_15m_gt_50) | (aroonu_14_1h_gt_20)) # 15m up move, 4h uptrend & still not low enough & ((rsi_3_15m_lt_70) | (aroonu_14_4h_lt_30) | (stochrsi_k_4h_gt_70)) # 15m & 4h up move, 1h down move & ((rsi_3_15m_lt_70) | (rsi_3_1h_gt_40) | (rsi_3_4h_lt_70)) # 15m up move, 1h down move, 4h still high & ((rsi_3_15m_lt_70) | (rsi_3_1h_gt_65) | (stochrsi_k_4h_gt_40)) # 15m & 1h up move, 4h down move & ((rsi_3_15m_lt_70) | (rsi_3_1h_lt_50) | (rsi_3_4h_gt_20)) # 15m & 1h up move, 1h still high & ((rsi_3_15m_lt_70) | (rsi_3_1h_lt_60) | (stochrsi_k_1h_gt_30)) # 15m & 1h overbought, 1h high & ((rsi_3_15m_lt_70) | (rsi_3_1h_lt_80) | (aroonu_14_1h_lt_30)) # 15m up move, 4h still high, 1d oversold & ((rsi_3_15m_lt_70) | (stochrsi_k_4h_gt_40) | (roc_9_1d_gt_neg_30)) # 15m up move, 1h up move, 1h high & ((rsi_3_15m_lt_75) | (rsi_3_1h_lt_70) | (aroonu_14_1h_lt_30)) # 15m up move, 15m & 4h uptrend & ((rsi_3_15m_lt_80) | (aroonu_14_15m_lt_20) | (aroonu_14_4h_lt_20)) # 15m up move & uptrend, 4h down move & ((rsi_3_15m_lt_80) | (aroonu_14_15m_lt_25) | (rsi_3_4h_gt_40)) # 15m up move & uptrend, 1h still high & ((rsi_3_15m_lt_80) | (aroonu_14_15m_lt_75) | (stochrsi_k_1h_gt_30)) # 15m up move, 1h low, 1d down move & ((rsi_3_15m_lt_80) | (aroonu_14_1h_gt_10) | (rsi_3_1d_gt_20)) # 15m & 1h up move, 1h uptrend & ((rsi_3_15m_lt_80) | (aroonu_14_1h_lt_20) | (rsi_3_1h_lt_70)) # 15m up move, 1d not rising hard & ((rsi_3_15m_lt_80) | (roc_9_1d_lt_0)) # 15m & 1d down move, 4h still high & ((rsi_3_15m_lt_85) | (stochrsi_k_4h_gt_30) | (rsi_3_1d_gt_25)) # 15m up move, 4h & 1d low & ((rsi_3_15m_lt_90) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_gt_10)) # 15m up move, 1h still high, 1d low & ((rsi_3_15m_lt_90) | (stochrsi_k_1h_gt_40) | (aroonu_14_1d_gt_0)) # 15m low, 1h high & 4h overbought & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_lt_70) | (stochrsi_k_4h_lt_70)) # 15m & 4h low, 1h uptrend & ((aroonu_14_15m_gt_20) | (aroonu_14_1h_lt_40) | (aroonu_14_4h_gt_0)) # 15m low, 1h up move, 4h still high & ((aroonu_14_15m_gt_20) | (rsi_3_1h_lt_50) | (stochrsi_k_4h_gt_60)) # 15m low & still high, 4h down move & ((aroonu_14_15m_gt_30) | (stochrsi_k_15m_gt_60) | (rsi_3_4h_gt_50)) # 15m low, 4h uptrend, 1d down move & ((aroonu_14_15m_gt_50) | (aroonu_14_4h_lt_20) | (rsi_3_1d_gt_10)) # 15m low, 1h down move & still high & ((aroonu_14_15m_gt_50) | (rsi_3_1h_gt_30) | (stochrsi_k_1h_gt_30)) # 15m low, 4h up move & uptrend & ((aroonu_14_15m_gt_50) | (rsi_3_4h_lt_40) | (aroonu_14_4h_lt_20)) # 15m low, 1h up move & uptrend & ((aroonu_14_15m_gt_60) | (rsi_3_1h_lt_50) | (aroonu_14_1h_lt_50)) # 15m uptrend, 1h still high, 4h low & ((aroonu_14_15m_lt_50) | (stochrsi_k_1h_gt_40) | (aroonu_14_4h_gt_0)) # 15m high then oversold, 1d low & ((aroonu_14_15m_lt_70) | (stochrsi_k_15m_gt_60) | (rsi_3_1d_gt_5)) # 15m & 1h uptrend, 1d high & ((aroonu_14_15m_lt_75) | (aroonu_14_1h_lt_20) | (stochrsi_k_1d_gt_10)) # 15m & 4h uptrend, 15m still high & ((aroonu_14_15m_lt_75) | (stochrsi_k_15m_gt_60) | (aroonu_14_4h_lt_20)) # 15m up move & uptrend, 4h down move & ((aroonu_14_15m_lt_80) | (rsi_3_15m_lt_70) | (rsi_3_4h_gt_35)) # 15m still high, 1d down move & low & ((stochrsi_k_15m_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_1d_gt_30)) # 15m still high, 1h uptrend, 1d down move & ((stochrsi_k_15m_gt_40) | (aroonu_14_1h_lt_60) | (rsi_3_1d_gt_15)) # 15m still not low enough, 1h uptrend, 4h down move & ((stochrsi_k_15m_gt_70) | (aroonu_14_1h_lt_60) | (rsi_3_4h_gt_40)) # 15m still not low enough, 1h & 4h up move & ((stochrsi_k_15m_gt_70) | (rsi_3_1h_lt_60) | (rsi_3_4h_lt_50)) # 15m still not low enough, 1h up move, 1d low & ((stochrsi_k_15m_gt_80) | (rsi_3_1h_lt_70) | (aroonu_14_1d_gt_20)) # 15m still not low enough, 1h low, 1d down move & ((stochrsi_k_15m_gt_90) | (stochrsi_k_1h_gt_20) | (rsi_3_1d_gt_10)) # 15m & 4h overbought, 1h oversold & ((stochrsi_k_15m_lt_60) | (rsi_3_1h_gt_40) | (rsi_3_4h_lt_60)) # 1h & 4h down move, 1d low & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_50) | (stochrsi_k_1d_gt_20)) # 1h down move & low, 4h up move & ((rsi_3_1h_gt_40) | (aroonu_14_1h_gt_10) | (rsi_3_4h_lt_40)) # 1h down move, 1h high, 4h down move & ((rsi_3_1h_gt_45) | (aroonu_14_1h_lt_20) | (rsi_3_4h_gt_25)) # 1h down move & low, 1d up move & ((rsi_3_1h_gt_50) | (aroonu_14_1h_gt_30) | (rsi_3_1d_lt_35)) # 1h down move, 4h & 1d low & ((rsi_3_1h_gt_60) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_gt_20)) # 1h down move, 1h & 4h still high & ((rsi_3_1h_gt_65) | (stochrsi_k_1h_gt_60) | (stochrsi_k_4h_gt_40)) # 1h up move, 1h & 4h uptrend & ((rsi_3_1h_lt_50) | (aroonu_14_1h_lt_40) | (aroonu_14_4h_lt_20)) # 1h up move & still high, 1d low & ((rsi_3_1h_lt_50) | (stochrsi_k_1h_gt_50) | (aroonu_14_1d_gt_10)) # 1h up move & uptrend, 4h still high & ((rsi_3_1h_lt_60) | (aroonu_14_1h_lt_40) | (stochrsi_k_4h_gt_50)) # 1h up move, 4h low, 1d high & ((rsi_3_1h_lt_60) | (aroonu_14_4h_gt_0) | (stochrsi_k_1d_gt_10)) # 1h & 4h up move, 1h uptrend & ((rsi_3_1h_lt_70) | (aroonu_14_1h_lt_40) | (rsi_3_4h_lt_60)) # 1h up move, 4h down move & still high & ((rsi_3_1h_lt_70) | (rsi_3_4h_gt_30) | (stochrsi_k_4h_gt_60)) # 1h & 4h overbought, 1d low & ((rsi_3_1h_lt_70) | (stochrsi_k_4h_lt_80) | (rsi_3_1d_gt_15)) # 1h up move, 1h & 4h low & ((rsi_3_1h_lt_80) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_gt_10)) # 1h overbought, 4h oversold, 1d low & ((rsi_3_1h_lt_85) | (stochrsi_k_4h_gt_40) | (aroonu_14_1d_gt_10)) # 1h low, 4h up move & uptrend & ((aroonu_14_1h_gt_20) | (rsi_3_4h_lt_40) | (aroonu_14_4h_lt_30)) # 1h low, 4h still high, 1d high & ((aroonu_14_1h_gt_20) | (stochrsi_k_4h_gt_30) | (stochrsi_k_1d_gt_10)) # 1h uptrend, 4h & 1d still high & ((aroonu_14_1h_lt_20) | (stochrsi_k_4h_gt_50) | (stochrsi_k_1d_gt_30)) # 1h & 1d uptrend, 4h still high & ((aroonu_14_1h_lt_30) | (stochrsi_k_4h_gt_50) | (aroonu_14_1d_lt_30)) # 1h uptrend, 4h down move & ((aroonu_14_1h_lt_60) | (rsi_3_4h_gt_20)) # 1h uptrend, 4h down move, 1d oversold & ((aroonu_14_1h_lt_60) | (rsi_3_4h_gt_50) | (roc_9_1d_gt_neg_20)) # 1h uptrend & still high, 1d oversold & ((aroonu_14_1h_lt_70) | (stochrsi_k_1h_gt_50) | (roc_9_1d_gt_neg_30)) # 1h high then oversold, 4h oversold & ((aroonu_14_1h_lt_70) | (stochrsi_k_1h_gt_50) | (stochrsi_k_4h_gt_60)) # 1h uptrend, 1d down move & ((aroonu_14_1h_lt_75) | (rsi_3_1d_gt_25)) # 1h still high, 1d down move & low & ((stochrsi_k_1h_gt_30) | (rsi_3_1d_gt_20) | (aroonu_14_1d_gt_0)) # 1h still high, 4h down move, 1d uptrend & ((stochrsi_k_1h_gt_40) | (rsi_3_4h_gt_50) | (aroonu_14_1d_lt_30)) # 1h still high, 4h low, 1d oversold & ((stochrsi_k_1h_gt_40) | (stochrsi_k_4h_gt_20) | (roc_9_1d_gt_neg_20)) # 1h still high, 4h up move, 1d low & ((stochrsi_k_1h_gt_50) | (rsi_3_4h_lt_40) | (aroonu_14_1d_gt_0)) # 1h still high, 4h up move, 1d high & ((stochrsi_k_1h_gt_60) | (rsi_3_4h_lt_50) | (stochrsi_k_1d_gt_10)) # 4h up move & still high & ((rsi_3_4h_lt_70) | (stochrsi_k_4h_gt_60)) # 4h & 1d uptrend, 1d high & ((aroonu_14_4h_lt_20) | (aroonu_14_1d_lt_30) | (stochrsi_k_1d_gt_10)) # 4h & 1d low, 1d down move & ((stochrsi_k_4h_gt_20) | (rsi_3_1d_gt_30) | (aroonu_14_1d_gt_10)) ) # Logic short_entry_logic.append( # the 1d has rolled over — a 15m bounce inside a rising daily runs the short over (stochrsi_k_1d < 50.0) # the 1h bounce has not gone far — a recovered 1h is what runs the short over & (stochrsi_k_1h < 80.0) # neither the 4h nor the 1d is making new highs & (aroonu_14_4h < 50.0) & (aroonu_14_1d < 50.0) # 15m in a downtrend, price back at the 50 EMA but still below the 200 & (ema_50_15m < ema_200_15m) & (close >= (ema_50_15m * 0.998)) & (close < ema_200_15m) # a market-order bubble, and the sellers are the ones making it & (volume > large_bubble_thr) & (cvd_sell_vol > cvd_buy_vol) ) # Condition #561 - Downtrend Pullback / Continuation mode (Short). Mirror of code-64. if short_entry_condition_index == 561: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append( # 5m up move, 15m low, 1h uptrend ((rsi_3_lt_46) | (aroonu_14_15m_gt_20) | (aroonu_14_1h_lt_20)) # 5m up move, 15m still high, 4h uptrend & ((rsi_3_lt_50) | (stochrsi_k_15m_gt_50) | (aroonu_14_4h_lt_20)) # 5m & 15m low, 1h up move & ((aroonu_14_gt_75) | (aroonu_14_15m_gt_20) | (rsi_3_1h_lt_50)) # 5m & 15m low, 1h high & ((aroonu_14_gt_75) | (aroonu_14_15m_gt_20) | (stochrsi_k_1h_gt_10)) # 5m & 15m low, 4h still high & ((aroonu_14_gt_75) | (aroonu_14_15m_gt_20) | (stochrsi_k_4h_gt_30)) # 5m & 1h low, 4h uptrend & ((aroonu_14_gt_75) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_lt_30)) # 5m low, 15m still not low enough, 1d uptrend & ((aroonu_14_gt_75) | (stochrsi_k_15m_gt_80) | (aroonu_14_1d_lt_30)) # 5m low & still not low enough, 1d uptrend & ((aroonu_14_gt_75) | (stochrsi_k_gt_80) | (aroonu_14_1d_lt_40)) # 5m still not low enough, 15m low, 4h uptrend & ((stochrsi_k_gt_80) | (aroonu_14_15m_gt_20) | (aroonu_14_4h_lt_50)) # 5m still not low enough, 15m & 4h low & ((stochrsi_k_gt_80) | (aroonu_14_15m_gt_20) | (stochrsi_k_4h_gt_20)) # 5m still not low enough, 15m up move, 1d oversold & ((stochrsi_k_gt_80) | (rsi_3_15m_lt_70) | (roc_9_1d_gt_neg_10)) # 5m still not low enough, 15m down move, 4h uptrend & ((stochrsi_k_gt_80) | (rsi_3_15m_lt_75) | (aroonu_14_4h_lt_20)) # 5m still not low enough, 1h down move, 1d oversold & ((stochrsi_k_gt_80) | (rsi_3_1h_gt_40) | (roc_9_1d_gt_neg_25)) # 5m still not low enough, 4h high, 1d uptrend & ((stochrsi_k_gt_80) | (stochrsi_k_4h_gt_10) | (aroonu_14_1d_lt_40)) # 15m up move, 1h uptrend, 4h oversold & ((rsi_3_15m_lt_70) | (aroonu_14_1h_lt_30) | (roc_9_4h_gt_neg_15)) # 15m up move, 1h uptrend, 4h low & ((rsi_3_15m_lt_70) | (aroonu_14_1h_lt_40) | (stochrsi_k_4h_gt_20)) # 15m up move, 1h down move & uptrend & ((rsi_3_15m_lt_70) | (rsi_3_1h_gt_40) | (aroonu_14_1h_lt_20)) # 15m up move & still not high enough, 1h low & ((rsi_3_15m_lt_70) | (stochrsi_k_15m_gt_70) | (stochrsi_k_1h_gt_20)) # 15m up move, 1h still high, 4h high & ((rsi_3_15m_lt_70) | (stochrsi_k_1h_gt_30) | (stochrsi_k_4h_gt_10)) # 15m down move & low, 1h up move & ((rsi_3_15m_lt_75) | (aroonu_14_15m_gt_20) | (rsi_3_1h_lt_50)) # 15m down move & low, 4h still high & ((rsi_3_15m_lt_75) | (aroonu_14_15m_gt_20) | (stochrsi_k_4h_gt_40)) # 15m down move, 1h & 1d low & ((rsi_3_15m_lt_75) | (stochrsi_k_1h_gt_20) | (stochrsi_k_1d_gt_20)) # 15m down move, 4h still high, 1d low & ((rsi_3_15m_lt_75) | (stochrsi_k_4h_gt_30) | (aroonu_14_1d_gt_20)) # 15m & 1h low, 4h uptrend & ((aroonu_14_15m_gt_20) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_lt_20)) # 15m & 1h low, 4h up move & ((aroonu_14_15m_gt_20) | (aroonu_14_1h_gt_10) | (rsi_3_4h_lt_40)) # 15m low, 1h & 4h uptrend & ((aroonu_14_15m_gt_20) | (aroonu_14_1h_lt_40) | (aroonu_14_4h_lt_50)) # 15m & 1d low, 4h uptrend & ((aroonu_14_15m_gt_20) | (aroonu_14_4h_lt_20) | (aroonu_14_1d_gt_10)) # 15m low, 4h oversold, 1d down move & ((aroonu_14_15m_gt_20) | (roc_9_4h_gt_neg_20) | (rsi_3_1d_gt_15)) # 15m low, 1h up move, 4h high & ((aroonu_14_15m_gt_20) | (rsi_3_1h_lt_60) | (stochrsi_k_4h_gt_10)) # 15m & 1h low, 15m still high & ((aroonu_14_15m_gt_20) | (stochrsi_k_15m_gt_60) | (aroonu_14_1h_gt_10)) # 15m low & still not low enough, 1h oversold & ((aroonu_14_15m_gt_20) | (stochrsi_k_15m_gt_70) | (roc_9_1h_gt_neg_10)) # 15m low & still not low enough, 4h oversold & ((aroonu_14_15m_gt_20) | (stochrsi_k_15m_gt_80) | (roc_9_4h_gt_neg_10)) # 15m low & still not low enough, 4h high & ((aroonu_14_15m_gt_20) | (stochrsi_k_15m_gt_90) | (stochrsi_k_4h_gt_10)) # 15m low, 1h high, 1d oversold & ((aroonu_14_15m_gt_20) | (stochrsi_k_1h_gt_10) | (roc_9_1d_gt_neg_20)) # 15m low, 4h high, 1d uptrend & ((aroonu_14_15m_gt_20) | (stochrsi_k_4h_gt_10) | (aroonu_14_1d_lt_50)) # 15m low, 4h & 1d uptrend & ((aroonu_14_15m_gt_50) | (aroonu_14_4h_lt_20) | (aroonu_14_1d_lt_30)) # 15m low, 4h high, 1d uptrend & ((aroonu_14_15m_gt_50) | (stochrsi_k_4h_gt_10) | (aroonu_14_1d_lt_80)) # 15m & 1d low, 4h high & ((aroonu_14_15m_gt_60) | (stochrsi_k_4h_gt_10) | (aroonu_14_1d_gt_20)) # 15m uptrend, 1h up move & low & ((aroonu_14_15m_lt_20) | (rsi_3_1h_lt_50) | (stochrsi_k_1h_gt_20)) # 15m uptrend, 4h up move, 1d high & ((aroonu_14_15m_lt_20) | (rsi_3_4h_lt_40) | (stochrsi_k_1d_gt_10)) # 15m uptrend & still high, 4h low & ((aroonu_14_15m_lt_50) | (stochrsi_k_15m_gt_60) | (aroonu_14_4h_gt_20)) # 15m & 4h uptrend, 1h still high & ((aroonu_14_15m_lt_50) | (stochrsi_k_1h_gt_40) | (aroonu_14_4h_lt_30)) # 15m uptrend, 1d low & high & ((aroonu_14_15m_lt_75) | (aroonu_14_1d_gt_20) | (stochrsi_k_1d_gt_10)) # 15m uptrend, 1h low, 1d down move & ((aroonu_14_15m_lt_75) | (aroonu_14_1h_gt_10) | (rsi_3_1d_gt_5)) # 15m uptrend, 1h up move & low & ((aroonu_14_15m_lt_75) | (rsi_3_1h_lt_70) | (aroonu_14_1h_gt_10)) # 15m uptrend, 1h still high, 1d down move & ((aroonu_14_15m_lt_75) | (stochrsi_k_1h_gt_50) | (rsi_3_1d_gt_30)) # 15m still not low enough, 1h uptrend, 1d high & ((stochrsi_k_15m_gt_80) | (aroonu_14_1h_lt_30) | (stochrsi_k_1d_gt_10)) # 15m still not low enough, 1h up move, 1d uptrend & ((stochrsi_k_15m_gt_80) | (rsi_3_1h_lt_60) | (aroonu_14_1d_lt_30)) # 15m still not low enough, 1h still high, 4h high & ((stochrsi_k_15m_gt_80) | (stochrsi_k_1h_gt_60) | (stochrsi_k_4h_gt_10)) # 15m still not low enough, 1h up move, 4h uptrend & ((stochrsi_k_15m_gt_90) | (rsi_3_1h_lt_40) | (aroonu_14_4h_lt_40)) # 1h down move, 4h low, 1d oversold & ((rsi_3_1h_gt_40) | (aroonu_14_4h_gt_20) | (roc_9_1d_gt_neg_30)) # 1h & 4h down move, 1d oversold & ((rsi_3_1h_gt_40) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_30)) # 1h up move & uptrend, 1d low & ((rsi_3_1h_lt_50) | (aroonu_14_1h_lt_20) | (aroonu_14_1d_gt_30)) # 1h & 4h up move, 4h low & ((rsi_3_1h_lt_50) | (rsi_3_4h_lt_40) | (aroonu_14_4h_gt_20)) # 1h & 4h down move, 4h low & ((rsi_3_1h_lt_55) | (rsi_3_4h_gt_15) | (aroonu_14_4h_gt_10)) # 1h up move & still high, 4h low & ((rsi_3_1h_lt_55) | (stochrsi_k_1h_gt_60) | (aroonu_14_4h_gt_30)) # 1h up move, 1d low & high & ((rsi_3_1h_lt_60) | (aroonu_14_1d_gt_10) | (stochrsi_k_1d_gt_10)) # 1h up move, 4h low & ((rsi_3_1h_lt_60) | (aroonu_14_4h_gt_10) | (stochrsi_k_4h_gt_20)) # 1h up move, 4h high, 1d uptrend & ((rsi_3_1h_lt_60) | (stochrsi_k_4h_gt_10) | (aroonu_14_1d_lt_50)) # 1h & 4h & 1d low & ((aroonu_14_1h_gt_10) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_gt_10)) # 1h low, 1h & 1d high & ((aroonu_14_1h_gt_20) | (stochrsi_k_1h_gt_10) | (stochrsi_k_1d_gt_10)) # 1h uptrend, 4h oversold & ((aroonu_14_1h_lt_30) | (roc_9_4h_gt_neg_20)) # 1h low, 4h high, 1d oversold & ((stochrsi_k_1h_gt_20) | (stochrsi_k_4h_gt_10) | (roc_9_1d_gt_neg_25)) # 1h still high, 1d down move & oversold & ((stochrsi_k_1h_gt_60) | (rsi_3_1d_gt_10) | (roc_9_1d_gt_neg_25)) # both stochastics topped out while the hour is making no new high & ((stochrsi_k_1h_lt_80) | (stochrsi_k_4h_lt_20) | (aroonu_14_1h > 5.0)) # 4h & 1d down move, 1d high & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_20) | (stochrsi_k_1d_gt_10)) # 4h down move, 1d uptrend & ((rsi_3_4h_gt_5) | (aroonu_14_1d_lt_50)) # 4h uptrend & still high, 1d up move & ((aroonu_14_4h_lt_20) | (stochrsi_k_4h_gt_30) | (rsi_3_1d_lt_35)) # 4h & 1d uptrend, 1d high & ((aroonu_14_4h_lt_30) | (aroonu_14_1d_lt_50) | (stochrsi_k_1d_gt_10)) ) # Logic — Bounce in downtrend short_entry_logic.append( # 1d actually falling — a bounce without it is not a downtrend bounce (roc_9_1d < 0.0) & (rsi_3 < 90.0) & (rsi_3_15m_lt_80) # & (rsi_3_1h < 80.0) & (rsi_14 > 55.0) & (willr_14 > -30.0) & (willr_14 < -15.0) & (stochrsi_k > 70.0) & (aroond_14_15m < 90.0) & (stochrsi_k_15m_gt_20) & (close > ema_12) & (close < ema_200) & (close < (bbu_20_2_0 * 0.99)) ) # Condition #562 - Trend Breakdown mode (Short). if short_entry_condition_index == 562: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) short_entry_logic.append(roc_9_1d < 5.0) # TAG562: no shorts within 12% of the 30d high, read off the 1d frame short_entry_logic.append(((close / high_max_30_1d - 1.0) < -0.12) | np.isnan(high_max_30_1d)) # TAG562-R2: no shorts into weekly rips, read off the 1d frame short_entry_logic.append((roc_7_1d < 8.0) | np.isnan(roc_7_1d)) short_entry_logic.append(rsi_14_4h < 48.0) short_entry_logic.append(rsi_14_1d < 50.0) short_entry_logic.append(rsi_14_1d > 25.0) short_entry_logic.append( # Downtrend confirmation (higher TF) (ema_12_4h < ema_200_4h) & (rsi_14_4h < 50.0) & (aroonu_14_4h < 60.0) & (roc_9_4h < 2.0) # 1h also bearish & (rsi_14_1h < 42.0) & (aroonu_14_1h < 40.0) # Daily momentum negative & (roc_9_1d < 0.0) # 1h + 4h capitulation oversold = double-exhaustion bottom & ((rsi_3_4h_gt_5) | (rsi_3_1h_gt_5) | (stochrsi_k_1h_gt_10)) # 4h still in oversold zone post first leg + 1d sustained drop = continuation V-trap & ((rsi_3_4h_gt_20) | (stochrsi_k_4h > 10.0) | (rsi_3_1d_gt_40)) # 1d capitulation but 4h mid = bottom formation, skip shorts & ((rsi_3_1d_gt_20) | (stochrsi_k_4h_lt_50) | (rsi_3_4h_gt_60)) # 4h crash already extreme (>50% drop) = oversold bottom, dead cat & ((roc_9_4h_gt_neg_50) | (rsi_3_4h_gt_15) | (stochrsi_k_4h_gt_10)) # 1d ultra-capitulation (STOCHRSIk = 0, RSI_3 < 10) = absolute bottom & ((rsi_3_1d_gt_10) | (stochrsi_k_1d > 5.0) | (rsi_3_4h_gt_40)) # 4h drop ended (STOCHRSIk recovered) + 1h rallied = bull pullback over & ((stochrsi_k_4h_lt_50) | (stochrsi_k_1h < 60.0)) # 1d AROONU high = recent 1d high made = bull pullback, not bear & ((aroonu_14_1d_lt_60) | (rsi_3_4h_gt_25)) # 15m + 1h ultra-cap + 4h CMF positive = institutional buying, V-bottom & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (cmf_20_4h < -0.05)) # 4h CMF nearly neutral + 1h rallied = money outflow stopping, bounce starting & ((cmf_20_4h < -0.05) | (stochrsi_k_1h < 70.0)) # 1d massive crash already + 1h rallied = capitulation done, bounce starting & ((roc_9_1d > -25.0) | (stochrsi_k_1h < 60.0)) # 15m + 1h ultra-capitulation = V-bottom forming regardless of CMF & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_15)) # 1h overbought + 1d CMF positive = bull pullback bouncing on inflow & ((stochrsi_k_1h < 70.0) | (cmf_20_1d < 0.0)) # 4h STOCHRSIk still extreme + 1h moderate = second leg waiting bounce & ((stochrsi_k_4h > 10.0) | (rsi_3_1h_gt_30)) # 1d STOCHRSIk floor + 1d CMF positive = institutional buying after crash & ((stochrsi_k_1d > 5.0) | (cmf_20_1d < 0.0) | (rsi_3_4h_gt_45)) # 1d big crash + 1h moderate overbought = bull pullback after sell-off & ((roc_9_1d > -22.0) | (stochrsi_k_1h < 70.0)) ########################################################################################################## # 15m & 1h down move, 1h low, 15m low & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_25) | (aroonu_14_1h_gt_0) | (stochrsi_k_15m_gt_10)) # 15m & 1h & 4h down move, 15m low & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_35) | (rsi_3_4h_gt_35) | (stochrsi_k_15m_gt_10)) # 15m & 4h & 1d down move, 1d low & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1d_gt_20)) # 15m & 4h & 1d down move, 1h & 1d low & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_1h_gt_10) | (aroonu_14_1d_gt_30)) # 15m & 1d down move, 15m & 1d low & ((rsi_3_15m_gt_5) | (rsi_3_1d_gt_15) | (stochrsi_k_15m_gt_10) | (stochrsi_k_1d_gt_30)) # 15m & 1d down move, 1d low & ((rsi_3_15m_gt_5) | (rsi_3_1d_gt_20) | (aroonu_14_1d_gt_0)) # 15m & 1d down move, 15m & 4h low & ((rsi_3_15m_gt_5) | (rsi_3_1d_gt_20) | (stochrsi_k_15m_gt_30) | (stochrsi_k_4h_gt_30)) # 15m & 1h & 4h down move, 1h low & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (stochrsi_k_1h_gt_10)) # 15m & 1h & 4h down move, 15m low, 1h low & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_35) | (aroonu_14_1h_gt_10) | (stochrsi_k_15m_gt_10)) # 15m & 1h & 4h down move, 4h low, 15m low & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_35) | (aroonu_14_4h_gt_0) | (stochrsi_k_15m_gt_10)) # 15m & 1h & 1d down move, 15m low & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_1d_gt_20) | (stochrsi_k_15m_gt_20)) # 15m & 1h & 1d down move, 15m low & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (rsi_3_1d_gt_30) | (stochrsi_k_15m_gt_10)) # 15m & 1h down move, 15m & 1h low & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_20) | (stochrsi_k_15m_gt_20) | (stochrsi_k_1h_gt_20)) # 15m & 1h & 1d down move, 1h low, 1d oversold & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1h_gt_10) | (roc_9_1d_gt_neg_10)) # 15m & 1h & 1d down move, 15m low & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (rsi_3_1d_gt_30) | (stochrsi_k_15m_gt_10)) # 15m & 1h & 4h down move, 15m low, 1d oversold & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_15m_gt_0) | (roc_9_1d_gt_neg_20)) # 15m & 1 & 4h down move, 1h low, 15m low & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_1h_gt_10) | (stochrsi_k_15m_gt_10)) # 15m & 1h down move, 1h & 4h low & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_gt_10)) # 15m & 1h down move, 1h & 1d low & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (aroonu_14_1h_gt_10) | (aroonu_14_1d_gt_10)) # 15m & 1h down move, 15m & 4h low & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_30) | (stochrsi_k_15m_gt_10) | (stochrsi_k_4h_gt_20)) # 15m & 1h down move, 15m & 1h low & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_35) | (aroonu_14_15m_gt_0) | (aroonu_14_1h_gt_30)) # 15m & 1h down move, 1h & 4h low & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_35) | (aroonu_14_1h_gt_0) | (aroonu_14_4h_gt_20)) # 15m & 1h down move, 1h & 1d low & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_35) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_10)) # 15m & 1h down move, 1h low, 15m low & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_35) | (aroonu_14_1h_gt_10) | (stochrsi_k_15m_gt_10)) # 15m & 1h down move, 1h low, 1d oversold & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_35) | (aroonu_14_1h_gt_20) | (roc_9_1d_gt_neg_10)) # 15m & 1h down move, 4h low, 1h low & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_35) | (aroonu_14_4h_gt_0) | (stochrsi_k_1h_gt_30)) # 15m & 4h down move, 15m & 1h low & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_15) | (stochrsi_k_15m_gt_20) | (stochrsi_k_1h_gt_20)) # 15m & 4h & 1d down move, 4h low & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_30) | (stochrsi_k_4h_gt_20)) # 15m & 4h & 1d down move, 1d low, 1h low & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_35) | (stochrsi_k_1d_gt_20) | (stochrsi_k_1h_gt_30)) # 15m & 4h & 1d down move, 1h & 1d low & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_50) | (aroonu_14_1h_gt_30) | (aroonu_14_1d_gt_30)) # 15m & 4h & 1d down move, 1d low, 4h low & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_35) | (aroonu_14_1d_gt_10) | (stochrsi_k_4h_gt_30)) # 15m & 4h & 1d down move, 4h & 1d low & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_40) | (aroonu_14_4h_gt_0) | (aroonu_14_1d_gt_30)) # 15m & 4h down move, 15m & 4h low & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_30) | (aroonu_14_15m_gt_0) | (aroonu_14_4h_gt_0)) # 15m & 4h & 1d down move, 1h & 4h low & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_45) | (aroonu_14_1h_gt_30) | (aroonu_14_4h_gt_30)) # 15m & 4h down move, 15m low, 4h low & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_45) | (stochrsi_k_15m_gt_10) | (stochrsi_k_4h_gt_20)) # 15m & 1d down move, 4h low & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_10) | (aroonu_14_4h_gt_30)) # 15m & 1d down move, 4h low & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_20) | (aroonu_14_4h_gt_0) | (stochrsi_k_4h_gt_10)) # 15m & 1d down move, 1d low & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_20) | (stochrsi_k_1d_gt_10)) # 15m & 1d down move, 15m & 1h low & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_25) | (stochrsi_k_15m_gt_20) | (stochrsi_k_4h_gt_30)) # 15m & 1h & 1d down move, 15m low & ( (rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_1d_gt_25) | (aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_10) ) # 15m & 1h & 1d down move, 15m & 4h low & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (rsi_3_1d_gt_30) | (aroonu_14_15m_gt_30) | (aroonu_14_4h_gt_30)) # 15m & 1h down move, 1h low, 15m low & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (aroonu_14_1h_gt_30) | (stochrsi_k_15m_gt_10)) # 15m & 1h down move, 4h low & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (aroonu_14_4h_gt_10)) # 15m & 1h down move, 15m & 1h low & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_15) | (stochrsi_k_15m_gt_20) | (stochrsi_k_1h_gt_20)) # 15m & 1h & 4h down move, 1h love & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_25) | (aroonu_14_1h_gt_0)) # 15m & 1h down move, 15m & 4h low & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_20) | (stochrsi_k_15m_gt_20) | (stochrsi_k_4h_gt_20)) # 15m & 1h & 1d down move, 15m & 1d low & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_15m_gt_20) | (aroonu_14_1d_gt_20)) # 15m & 1h down move, 4h & 1d low & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_25) | (aroonu_14_4h_gt_20) | (aroonu_14_1d_gt_30)) # 15m & 1h & 4h down move, 4h low, 1d low & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_4h_gt_10) | (stochrsi_k_1d_gt_10)) # 15m & 1h & 4h down move, 1h low, 15m low & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (aroonu_14_1h_gt_30) | (stochrsi_k_15m_gt_30)) # 15m & 1h & 1d down move, 15m & 1h low & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (rsi_3_1d_gt_35) | (aroonu_14_15m_gt_20) | (aroonu_14_1h_gt_20)) # 15m & 1h down move, 1d low, 1d oversold & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_30) | (stochrsi_k_1d_gt_20) | (roc_9_1d_gt_neg_10)) # 15m & 1h & 4h down move, 1h low, 4h downtrend not confirmed & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_35) | (rsi_3_4h_gt_40) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_lt_50)) # 15m & 1h & 1d down move, 1h low, 4h downtrend not confirmed & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_35) | (rsi_3_1d_gt_40) | (aroonu_14_1h_gt_30) | (aroonu_14_4h_lt_40)) # 15m & 1h down move, 1h & 1d low & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_35) | (aroonu_14_1h_gt_10) | (aroonu_14_1d_gt_30)) # 15m & 1h down move, 1h low, 1d oversold & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_40) | (aroonu_14_1h_gt_0) | (roc_9_1d_gt_neg_10)) # 15m & 4h down move, 1h & 4h low & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (aroonu_14_1h_gt_20) | (aroonu_14_4h_gt_30)) # 15m & 4h & 1d down move, 4h low, 1d low & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_40) | (aroonu_14_4h_gt_20) | (stochrsi_k_1d_gt_20)) # 15m & 4h down move, 15m & 1h low & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_20) | (aroonu_14_15m_gt_10) | (aroonu_14_1h_gt_10)) # 15m & 4h down move, 1h & 1d low & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_20) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_20)) # 15m & 4h down move, 1h low, 4h low & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_20) | (aroonu_14_1h_gt_0) | (stochrsi_k_4h_gt_30)) # 15m & 4h down move, 4h low, 1d oversold & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_20) | (aroonu_14_4h_gt_0) | (roc_9_1d_gt_neg_10)) # 15m & 4h down move, 15m & 4h low & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_20) | (stochrsi_k_15m_gt_30) | (stochrsi_k_4h_gt_30)) # 15m & 4h & 1d down move, 1h low, 4h low & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1h_gt_10) | (stochrsi_k_4h_gt_20)) # 15m & 4h & 1d down move, 1d low & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_35) | (aroonu_14_1d_gt_0) | (stochrsi_k_1d_gt_10)) # 15m & 4h down move, 15m & 1h & 4h low & ( (rsi_3_15m_gt_15) | (rsi_3_4h_gt_25) | (aroonu_14_15m_gt_0) | (aroonu_14_1h_gt_0) | (aroonu_14_4h_gt_20) ) # 15m & 4h down move, 15m & 4h low & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_25) | (aroonu_14_15m_gt_0) | (aroonu_14_4h_gt_10)) # 15m & 4h down move, 1h downtrend not confirmed, 1d low & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_25) | (stochrsi_k_1h_lt_40) | (stochrsi_k_1d_gt_20)) # 15m & 4h & 1d down move, 1h low, 1d low & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_1h_gt_0) | (stochrsi_k_1d_gt_10)) # 15m & 4h down move, 15m & 4h low & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_30) | (aroonu_14_15m_gt_0) | (aroonu_14_4h_gt_30)) # 15m & 4h down move, 4h & 1d low & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_30) | (aroonu_14_4h_gt_30) | (aroonu_14_1d_gt_30)) # 15m & 1h & 1d down move, 1h & 4h low & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_40) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_gt_30)) # 15m & 4h down move, 1h low, 4h oversold & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_35) | (aroonu_14_1h_gt_0) | (roc_9_4h_gt_neg_20)) # 15m & 1d down move, 15m & 1d low & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_15) | (aroonu_14_15m_gt_10) | (aroonu_14_1d_gt_20)) # 15m & 1d down move, 1h & 1d low & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_15) | (aroonu_14_1h_gt_20) | (aroonu_14_1d_gt_30)) # 15m & 1d down move, 1d downtrend not confirmed, 1h low & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_25) | (rsi_14_1d_lt_40) | (aroonu_14_1h_gt_0)) # 15m & 1d down move, 15m low, 1d oversold & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_25) | (aroonu_14_15m_gt_30) | (roc_9_1d_gt_neg_15)) # 15m & 1d down move, 1h & 1d low & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_40) | (aroonu_14_1h_gt_10) | (aroonu_14_1d_gt_10)) # 15m down move, 1h downtrend not confirmed, 15m & 1h low & ((rsi_3_15m_gt_15) | (rsi_14_1h_lt_40) | (stochrsi_k_15m_gt_10) | (stochrsi_k_1h_gt_30)) # 15m & 1h & 4h down move, 15m & 1h low & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_15m_gt_20) | (aroonu_14_1h_gt_20)) # 15m & 1h & 4h down move, 4h low & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_30) | (aroonu_14_4h_gt_20) | (stochrsi_k_4h_gt_20)) # 15m & 1h & 4h down move, 15m low, 4h low & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (rsi_3_4h_gt_45) | (aroonu_14_15m_gt_10) | (stochrsi_k_4h_gt_20)) # 15m & 1h & 1d down move, 15m low, 1d oversold & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (rsi_3_1d_gt_25) | (aroonu_14_15m_gt_0) | (roc_9_1d_gt_neg_10)) # 15m & 1h down move, 15m & 1h low & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (aroonu_14_15m_gt_0) | (aroonu_14_4h_gt_0)) # 15m & 1h down move, 5h & 1d low & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (aroonu_14_4h_gt_0) | (aroonu_14_1d_gt_0)) # 15m & 1h down move, 1h uptrend & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_20) | (cmf_20_1h_lt_0_10)) # 15m & 1h & 4h down move, 1h & 1d low & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_20)) # 15m & 1h & 4h down move, 1h low, 15m low & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (aroonu_14_1h_gt_0) | (stochrsi_k_15m_gt_10)) # 15m & 1h & 1d down move, 1h & 4h low & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (rsi_3_1d_gt_25) | (stochrsi_k_1h_gt_20) | (stochrsi_k_4h_gt_20)) # 15m & 1h down move, 15m & 4h low & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_25) | (stochrsi_k_15m_gt_20) | (stochrsi_k_4h_gt_20)) # 15m & 1h & 4h down move, 4h downtrend not confirmed, 4h low & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (rsi_14_4h_lt_40) | (aroonu_14_4h_gt_0)) # 15m & 1h & 4h down move, 15m & 1h low & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_15m_gt_30) | (aroonu_14_1h_gt_30)) # 15m & 1h & 4h down move, 4h downtrend not confirmed, 1d low & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_35) | (rsi_14_4h_lt_40) | (aroonu_14_1d_gt_10)) # 15m & 1h & 4h down move, 1h & 1d low & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (aroonu_14_1h_gt_10) | (aroonu_14_1d_gt_10)) # 15m & 1h & 4h & 1d down move, 1h low & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_45) | (rsi_3_1d_gt_45) | (aroonu_14_1h_gt_0)) # 15m & 1h & 1d down move, 1h low, 1d oversold & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_30) | (rsi_3_1d_gt_35) | (aroonu_14_1h_gt_0) | (roc_9_1d_gt_neg_10)) # 15m & 1h down move, 15m & 1h low & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_30) | (aroonu_14_15m_gt_0) | (aroonu_14_1h_gt_0)) # 15m & 1h & 4h down move, 15m & 1h high & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_35) | (rsi_3_4h_gt_35) | (aroonu_14_15m_gt_0) | (aroonu_14_1h_gt_20)) # 15m & 1h & 4h down move, 4h low, 1d oversold & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_35) | (rsi_3_4h_gt_35) | (aroonu_14_4h_gt_10) | (roc_9_1d_gt_neg_10)) # 15m & 1h down move, 1h low, 4h downtrend not confirmed & ((rsi_3_15m_gt_20) | (rsi_3_1h_gt_35) | (aroonu_14_1h_gt_0) | (stochrsi_k_4h_lt_60)) # 15m & 4h & 1d down move, 1h low, 1d low & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_35) | (aroonu_14_1h_gt_20) | (stochrsi_k_1d_gt_10)) # 15m & 4h down move, 1h downtrend not confirmed, 4h downtrend not confirmed & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_20) | (rsi_14_1h_lt_40) | (aroonu_14_4h_lt_50)) # 15m & 4h down move, 1h low, 4h low & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_1h_gt_0) | (stochrsi_k_4h_gt_10)) # 15m & 4h down move, 1d low, 4h low & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_1d_gt_0) | (stochrsi_k_4h_gt_20)) # 15m & 4h & 1d down move, 1h & 1d low & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_30)) # 15m & 4h & 1d down move, 4h & 1d low & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_4h_gt_20) | (aroonu_14_1d_gt_30)) # 15m & 1h & 1d down move, 15m low, 4h low & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_35) | (aroonu_14_15m_gt_0) | (stochrsi_k_4h_gt_10)) # 15m & 4h & 1d down move, 15m & 4h low & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_60) | (aroonu_14_15m_gt_10) | (aroonu_14_4h_gt_30)) # 15m & 4h down move, 4h downtrend not confirmed, 1d low & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_50) | (stochrsi_k_1d_gt_20)) # 15m & 4h & 1d down move, 4h downtrend not confirmed, 15m low & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (rsi_14_4h_lt_40) | (stochrsi_k_15m_gt_20)) # 15m & 4h & 1d down move, 4h & 1d low & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_4h_gt_30) | (aroonu_14_1d_gt_30)) # 15m & 4h & 1d down move, 1d low, 4h low & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_1d_gt_10) | (stochrsi_k_4h_gt_10)) # 15m & 4h & 1d down move, 4h low, 1d oversold & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (stochrsi_k_4h_gt_20) | (roc_9_1d_gt_neg_10)) # 15m & 4h & 1d down move, 1d low, 1d oversold & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_35) | (aroonu_14_1d_gt_0) | (roc_9_1d_gt_neg_10)) # 15m & 4h & 1d down move, 1h & 4h low & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_45) | (aroonu_14_1h_gt_20) | (aroonu_14_4h_gt_30)) # 15m & 4h & 1d down move, 1h & 1d low & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_50) | (aroonu_14_1h_gt_10) | (aroonu_14_1d_gt_10)) # 15m & 4h & 1d down move, 1h low, 4h low & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_45) | (aroonu_14_1h_gt_30) | (stochrsi_k_4h_gt_10)) # 15m & 4h down move, 1h & 4h low & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_35) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_gt_20)) # 15m & 4h & 1d down move, 1h & 4h low & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_1h_gt_0) | (aroonu_14_4h_gt_20)) # 15m & 4h & 1d down move, 1h & 1d low & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_10)) # 15m & 4h & 1d down move, 1h low, 4h low & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_1h_gt_20) | (stochrsi_k_4h_gt_10)) # 15m & 4h down move, 15m & 4h low & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_40) | (stochrsi_k_15m_gt_20) | (stochrsi_k_4h_gt_20)) # 15m & 1d down move, 15m & 1d low & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_20) | (aroonu_14_15m_gt_30) | (aroonu_14_4h_gt_30)) # 15m & 1d down move, 1h & 4h low & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_20) | (aroonu_14_1h_gt_20) | (aroonu_14_4h_gt_30)) # 15m & 1d down move, 4h & 1d low & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_20) | (aroonu_14_4h_gt_30) | (aroonu_14_1d_gt_30)) # 15m & 1d down move, 4h low, 1d oversold & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_20) | (aroonu_14_4h_gt_30) | (roc_9_1d_gt_neg_20)) # 15m & 1d down move, 15m & 1d low & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_20) | (stochrsi_k_15m_gt_20) | (stochrsi_k_1d_gt_20)) # 15m & 1d down move, 15m & 1h & 1d low & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_30) | (aroonu_14_15m_gt_0) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_0)) # 15m & 1d down move, 1d low, 1d oversold & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_30) | (aroonu_14_1d_gt_0) | (roc_9_1d_gt_neg_10)) # 15m down move, 1h & 1d low & ((rsi_3_15m_gt_20) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_0)) # 15m & 1h & 4h down move, 1d low, 1d oversold & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (aroonu_14_1d_gt_10) | (roc_9_1d_gt_neg_20)) # 15m & 1h & 4h down move, 1h & 4h low & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (aroonu_14_1h_gt_30) | (aroonu_14_4h_gt_30)) # 15m & 1h & 4h down move, 15m & 4h low & ( (rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (stochrsi_k_15m_gt_20) | (stochrsi_k_4h_gt_20) ) # 15m & 1h & 4h down move, 1h & 4h low & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_35) | (stochrsi_k_1h_gt_10) | (stochrsi_k_4h_gt_20)) # 15m & 1h & 4h down move, 1h & 4h low & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (stochrsi_k_1h_gt_10) | (stochrsi_k_4h_gt_30)) # 15m & 1h & 4h down move, 15m & 4h low & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_3_4h_gt_45) | (aroonu_14_15m_gt_0) | (aroonu_14_4h_gt_30)) # 15m & 1h & 1d down move, 15m & 1h low & ( (rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_3_1d_gt_45) | (stochrsi_k_15m_gt_20) | (stochrsi_k_1h_gt_30) ) # 15m & 1h down move, 4h & 1d downtrend not confirmed, 4h low & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (rsi_14_4h_lt_40) | (rsi_14_1d_lt_40) | (aroonu_14_4h_gt_30)) # 15m & 1h down move, 1h & 1d low & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_0)) # 15m & 1h down move, 1d low, 15m low & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (aroonu_14_1d_gt_0) | (stochrsi_k_15m_gt_10)) # 15m & 1h down move, 15m & 1h low & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_25) | (stochrsi_k_15m_gt_10) | (stochrsi_k_1h_gt_20)) # 15m & 1h & 4h down move, 4h low & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_40) | (aroonu_14_4h_gt_0)) # 15m & 1h & 4h & 1d down move, 15m low & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_35) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_35) | (aroonu_14_15m_gt_0)) # 15m & 1h down move, 15m & 1h low & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_35) | (aroonu_14_15m_gt_10) | (aroonu_14_1h_gt_10)) # 15m & 1h & 4h down move, 1h & 1d low & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_40) | (aroonu_14_1h_gt_30) | (aroonu_14_1d_gt_30)) # 15m & 1h & 4h down move, 1h & 1d low & ((rsi_3_15m_gt_25) | (rsi_3_1h_gt_45) | (rsi_3_4h_gt_45) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_10)) # 15m & 4h & 1d down move, 1h & 4h low & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_30) | (aroonu_14_1h_gt_30) | (aroonu_14_4h_gt_30)) # 15m & 4h & 1d down move, 4h downtrend not confirmed, 1d low & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_35) | (aroonu_14_4h_lt_50) | (aroonu_14_1d_gt_20)) # 15m & 4h down move, 4h low, 1d oversold & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_25) | (aroonu_14_4h_gt_20) | (roc_9_1d_gt_neg_20)) # 15m & 4h down move, 1h & 4h low & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_25) | (stochrsi_k_1h_gt_20) | (stochrsi_k_4h_gt_20)) # 15m & 4h & 1d down move, 15m & 1h low & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_35) | (aroonu_14_15m_gt_20) | (aroonu_14_1h_gt_20)) # 15m & 4h & 1d down move, 4h & 1d low & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_35) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_gt_10)) # 15m & 4h & 1d down move, 1h low, 4h low & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_40) | (aroonu_14_1h_gt_20) | (stochrsi_k_4h_gt_10)) # 15m & 4h & 1d down move, 1h low & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_40) | (aroonu_14_1h_gt_10)) # 15m & 4h down move, 15m & 4h low & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_35) | (stochrsi_k_15m_gt_10) | (stochrsi_k_4h_gt_10)) # 15m & 4h & 1d down move, 1h & 4h low & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_35) | (aroonu_14_1h_gt_20) | (aroonu_14_4h_gt_0)) # 15m & 4h & 1d down move, 1h & 1d low & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_45) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_30)) # 15m & 4h & 1d down move, 1h & 4h low & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_45) | (stochrsi_k_1h_gt_20) | (stochrsi_k_4h_gt_20)) # 15m & 4h & 1d down move, 1h & 4h low & ((rsi_3_15m_gt_25) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_gt_10)) # 15m & 1d down move, 15m & 1h low & ((rsi_3_15m_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_15m_gt_20) | (aroonu_14_1h_gt_20)) # 15m & 1d down move, 15m low, 4h low & ((rsi_3_15m_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_15m_gt_30) | (stochrsi_k_4h_gt_20)) # 15m & 1d down move, 4h low, 1d oversold & ((rsi_3_15m_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_4h_gt_0) | (roc_9_1d_gt_neg_10)) # 15m & 1d down move, 4h low & ((rsi_3_15m_gt_25) | (rsi_3_1d_gt_25) | (stochrsi_k_4h_gt_10)) # 15m & 1d down move, 15m & 4h low & ((rsi_3_15m_gt_25) | (rsi_3_1d_gt_30) | (aroonu_14_15m_gt_20) | (aroonu_14_4h_gt_20)) # 15m down move, 1h low, 4h low, 15m low & ((rsi_3_15m_gt_25) | (aroonu_14_1h_gt_0) | (aroonu_14_4h_gt_20) | (stochrsi_k_15m_gt_20)) # 15m & 1h & 4h down move, 15m & 1d low & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_15m_gt_0) | (aroonu_14_1d_gt_10)) # 15m & 1h & 4h down move, 15m low, 1h low & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_15m_gt_0) | (stochrsi_k_1h_gt_20)) # 15m & 1h down move, 4h low, 1h downtrend not confirmed & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_30) | (aroonu_14_4h_gt_20) | (stochrsi_k_1h_lt_60)) # 15m & 1h down move, 1h & 1d low, 15m low & ( (rsi_3_15m_gt_30) | (rsi_3_1h_gt_30) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_0) | (stochrsi_k_15m_gt_10) ) # 15m & 1h & 4h down move, 4h low, 1d oversold & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_35) | (rsi_3_4h_gt_35) | (stochrsi_k_4h_gt_10) | (roc_9_1d_gt_neg_10)) # 15m & 1h & 4h down move, 1h & 1d low & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_35) | (rsi_3_1d_gt_35) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_30)) # 15m & 1h & 4h down move, 1h & 4h low & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_40) | (aroonu_14_1h_gt_20) | (aroonu_14_4h_gt_20)) # 15m & 1h & 4h down move, 4h downtrend not confirmed, 1h low & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_40) | (rsi_14_4h_lt_40) | (aroonu_14_1h_gt_30)) # 15m & 1h down move, 15m & 1h low, 1d oversold & ( (rsi_3_15m_gt_30) | (rsi_3_1h_gt_40) | (aroonu_14_15m_gt_0) | (aroonu_14_1h_gt_0) | (roc_9_1d_gt_neg_10) ) # 15m & 4h & 1d down move, 15m low, 4h low & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_15m_gt_0) | (stochrsi_k_4h_gt_30)) # 15m & 4h & 1d down move, 15m low, 4h low & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_15m_gt_10) | (stochrsi_k_4h_gt_10)) # 15m & 4h & 1d down move, 15m & 4h low & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_40) | (aroonu_14_15m_gt_0) | (aroonu_14_4h_gt_10)) # 15m & 4h down move, 1h & 1d low & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_0)) # 15m & 4h down move, 1h low, 1d oversold & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_1h_gt_0) | (roc_9_1d_gt_neg_10)) # 15m & 4h & 1d down move, 1h & 4h low & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_35) | (stochrsi_k_1h_gt_30) | (stochrsi_k_4h_gt_30)) # 15m & 4h & 1d down move, 4h & 1d low & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_40) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_gt_10)) # 15m down move, 1h low, 1d low, 4h low & ((rsi_3_15m_gt_30) | (aroonu_14_1h_gt_30) | (aroonu_14_1d_gt_0) | (stochrsi_k_4h_gt_10)) # 15m & 1h & 1d down move, 15m & 1h low & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_35) | (rsi_3_1d_gt_35) | (aroonu_14_15m_gt_0) | (aroonu_14_1h_gt_0)) # 15m & 1h & 1d down move, 1h & 4h low & ((rsi_3_15m_gt_35) | (rsi_3_1h_gt_40) | (rsi_3_1d_gt_45) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_gt_10)) # 15m & 4h down move, 4h downtrend not confirmed, 15m low & ((rsi_3_15m_gt_35) | (rsi_3_4h_gt_35) | (rsi_14_4h_lt_40) | (aroonu_14_4h_lt_40) | (aroonu_14_15m_gt_10)) # 15m & 4h & 1d down move, 15m & 1d low & ((rsi_3_15m_gt_35) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_35) | (aroonu_14_15m_gt_0) | (aroonu_14_1d_gt_0)) # 15m & 4h & 1d down move, 1h low, 4h low & ((rsi_3_15m_gt_35) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_1h_gt_0) | (stochrsi_k_4h_gt_10)) # 15m & 4h & 1d down move, 4h low, 1d oversold & ((rsi_3_15m_gt_35) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_4h_gt_0) | (roc_9_1d_gt_neg_10)) # 15m & 4h down move, 15m & 4h low & ((rsi_3_15m_gt_35) | (rsi_3_4h_gt_40) | (stochrsi_k_15m_gt_20) | (stochrsi_k_4h_gt_20)) # 15m & 4h & 1d down move, 15m & 1h low & ((rsi_3_15m_gt_35) | (rsi_3_4h_gt_45) | (rsi_3_1d_gt_45) | (aroonu_14_15m_gt_20) | (aroonu_14_1h_gt_20)) # 15m & 4h & 1d down move, 1h low, 15m low & ((rsi_3_15m_gt_35) | (rsi_3_4h_gt_45) | (rsi_3_1d_gt_45) | (aroonu_14_1h_gt_0) | (stochrsi_k_15m_gt_10)) # 15m & 4h down move, 15m & 4h low & ((rsi_3_15m_gt_40) | (rsi_3_4h_gt_40) | (aroonu_14_15m_gt_10) | (aroonu_14_4h_gt_10)) # 15m high, 4h down move & still high & ((aroonu_14_15m_lt_75) | (rsi_3_4h_gt_25) | (stochrsi_k_4h_lt_20)) # 1h & 4h down move, 15m & 4h low & ((rsi_3_1h_gt_3) | (rsi_3_4h_gt_30) | (aroonu_14_15m_gt_20) | (aroonu_14_4h_gt_30)) # 1h & 1d down move, 15m & 4h low & ((rsi_3_1h_gt_5) | (rsi_3_1d_gt_30) | (aroonu_14_15m_gt_0) | (aroonu_14_4h_gt_10)) # 1h down move, 1h & 4h low & ((rsi_3_1h_gt_5) | (stochrsi_k_1h_gt_10) | (stochrsi_k_4h_gt_30)) # 1h & 4h & 1d down move, 4h & 1d oversold & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_20) | (roc_9_4h_gt_neg_30) | (roc_9_1d_gt_neg_40)) # 1h & 4h down move, 1h low & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_15) | (stochrsi_k_1h_gt_10)) # 1h & 4h down move, 15m low, 4h downtrend not confirmed & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_30) | (aroonu_14_15m_gt_0) | (aroonu_14_4h_lt_50)) # 1h & 4h down move, 15m & 1h low & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_35) | (stochrsi_k_15m_gt_20) | (stochrsi_k_1h_gt_20)) # 1h & 4h & 1d down move, 4h & 1d low & ((rsi_3_1h_gt_10) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_4h_gt_0) | (aroonu_14_1d_gt_20)) # 1h & 1d down move, 4h & 1d low & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_30) | (aroonu_14_4h_gt_0) | (aroonu_14_1d_gt_10)) # 1h & 1d down move, 1d low, 1h low & ((rsi_3_1h_gt_10) | (rsi_3_1d_gt_30) | (aroonu_14_1d_gt_0) | (stochrsi_k_1h_gt_20)) # 1h down move, 15m low, 4h oversold & ((rsi_3_1h_gt_10) | (aroonu_14_15m_gt_0) | (roc_9_4h_gt_neg_20)) # 1h down move, 4h low & ((rsi_3_1h_gt_10) | (aroonu_14_4h_gt_0)) # 1h down move, 1h low, 4h low & ((rsi_3_1h_gt_10) | (aroonu_14_4h_gt_10) | (stochrsi_k_1h_gt_10)) # 1h down move, 15m & 4h low, 1d oversold & ((rsi_3_1h_gt_10) | (stochrsi_k_15m_gt_10) | (stochrsi_k_4h_gt_30) | (roc_9_1d_gt_neg_10)) # 1h & 4h down move, 1h & 4h low & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_1h_gt_30) | (stochrsi_k_4h_gt_30)) # 1h & 4h down move, 1h & 4h low & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (stochrsi_k_1h_gt_10) | (stochrsi_k_4h_gt_20)) # 1h & 4h & 1d down move, 1h & 1d low & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_25) | (rsi_3_1d_gt_30) | (stochrsi_k_1h_gt_10) | (stochrsi_k_1d_gt_10)) # 1h & 4h down move, 15m low, 1h low & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_25) | (aroonu_14_15m_gt_10) | (stochrsi_k_1h_gt_10)) # 1h & 4h & 1d down move, 15m & 4h low & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_40) | (aroonu_14_15m_gt_10) | (aroonu_14_4h_gt_20)) # 1h & 4h & 1d down move, 1d low, 1d oversold & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_1d_gt_0) | (roc_9_1d_gt_neg_10)) # 1h & 4h & 1d down move, 1h & 4h low & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_1h_gt_30) | (aroonu_14_4h_gt_30)) # 1h & 4h & 1d down move, 15m low, 1h low & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_45) | (rsi_3_1d_gt_45) | (aroonu_14_15m_gt_0) | (stochrsi_k_1h_gt_10)) # 1h & 1d down move, 15m & 4h & 1d low & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_30) | (aroonu_14_15m_gt_0) | (aroonu_14_4h_gt_0) | (aroonu_14_1d_gt_0)) # 1h down move, 15m & 4h low, 1h low & ((rsi_3_1h_gt_15) | (aroonu_14_15m_gt_0) | (aroonu_14_4h_gt_0) | (stochrsi_k_1h_gt_10)) # 1h down move, 15m low, 1h low & ((rsi_3_1h_gt_15) | (aroonu_14_15m_gt_0) | (stochrsi_k_15m_gt_20) | (stochrsi_k_1h_gt_10)) # 1h down move, 15m & 1h low & ((rsi_3_1h_gt_15) | (aroonu_14_15m_gt_20) | (aroonu_14_1h_gt_20)) # 1h down move, 4h low, 1d downtrend & ((rsi_3_1h_gt_15) | (aroonu_14_4h_gt_20) | (roc_9_1d_gt_neg_10)) # 1h down move, 15m & 1h low, 1d oversold & ((rsi_3_1h_gt_15) | (stochrsi_k_15m_gt_20) | (stochrsi_k_1h_gt_30) | (roc_9_1d_gt_neg_10)) # 1h & 4h & 1d down move, 1h low, 4h downtrend not confirmed & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_35) | (aroonu_14_1h_gt_20) | (aroonu_14_4h_lt_50)) # 1h & 4h down move, 1h & 4h low, 1d oversold & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_1h_gt_0) | (aroonu_14_4h_gt_30) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 1h & 4h & 1d low & ( (rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_1h_gt_20) | (aroonu_14_4h_gt_20) | (aroonu_14_1d_gt_20) ) # 1h & 4h down move, 1h low, 1d oversold & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_20) | (stochrsi_k_1h_gt_10) | (roc_9_1d_gt_neg_30)) # 1h & 4h down move, 1h & 4h low & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_25) | (aroonu_14_1h_gt_0) | (aroonu_14_4h_gt_20)) # 1h & 4h & 1d down move, 15m & 1h low & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_15m_gt_30) | (aroonu_14_1h_gt_30)) # 1h & 3h & 1d down move, 1h & 1d low & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_35) | (rsi_3_1d_gt_35) | (aroonu_14_1h_gt_20) | (aroonu_14_1d_gt_30)) # 1h & 4h down move, 15m & 1h low & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_40) | (aroonu_14_15m_gt_0) | (aroonu_14_1h_gt_0)) # 1h & 4h down move, 15m & 4h low & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_40) | (aroonu_14_15m_gt_0) | (aroonu_14_4h_gt_0)) # 1h & 1d down move, 15m & 1h low & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_20) | (aroonu_14_15m_gt_10) | (aroonu_14_1h_gt_10)) # 1h & 1d down move, 1d low, 4h low & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_30) | (aroonu_14_1d_gt_10) | (stochrsi_k_4h_gt_20)) # 1h & 1d down move, 1h & 1d low & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_30) | (stochrsi_k_1h_gt_10) | (stochrsi_k_1d_gt_10)) # 1h down move, 1d low, 4h downtrend not confirmed, 1h low & ((rsi_3_1h_gt_25) | (aroonu_14_1d_gt_0) | (aroonu_14_4h_lt_50) | (stochrsi_k_1h_gt_20)) # 1h & 1d down move, 1h & 1d low & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_20) | (aroonu_14_1h_gt_10) | (aroonu_14_1d_gt_10)) # 1h & 1d down move, 4h & 1d low & ((rsi_3_1h_gt_20) | (rsi_3_1d_gt_20) | (stochrsi_k_4h_gt_20) | (stochrsi_k_1d_gt_30)) # 1h down move, 1h low, 4h high & ((rsi_3_1h_gt_20) | (stochrsi_k_1h_gt_10) | (stochrsi_k_4h_lt_70)) # 1h & 4h & 1d down move, 1h & 4h low & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_gt_30)) # 1h & 4h down move, 4h downtrend not confirmed, 4h low & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_30) | (rsi_14_4h_lt_40) | (aroonu_14_4h_gt_0)) # 1h & 4h down move, 1h & 4h low, 15m low & ( (rsi_3_1h_gt_25) | (rsi_3_4h_gt_40) | (aroonu_14_1h_gt_0) | (aroonu_14_4h_gt_20) | (stochrsi_k_15m_gt_10) ) # 1h & 1d down move, 1d uptrend, 4h & 1d low & ((rsi_3_1h_gt_25) | (rsi_3_1d_gt_30) | (cmf_20_1d_lt_0_10) | (aroonu_14_4h_gt_20) | (aroonu_14_1d_gt_30)) # 1h & 1d down move, 1h & 1d low & ((rsi_3_1h_gt_25) | (rsi_3_1d_gt_45) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_0)) # 1h down move, 15m low, 1h low, 1d downtrend not confirmed & ((rsi_3_1h_gt_25) | (aroonu_14_15m_gt_10) | (aroonu_14_1h_gt_20) | (stochrsi_k_1h_lt_50)) # 1h down move, 1h low, 4h low, 15m low & ((rsi_3_1h_gt_25) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_gt_20) | (stochrsi_k_15m_gt_10)) # 1h & 4h & 1d down move, 4h low, 1d oversold & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_4h_gt_0) | (roc_9_1d_gt_neg_10)) # 1 & 4h & 1d down move, 1h low, 4h low & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_50) | (aroonu_14_1h_gt_0) | (stochrsi_k_4h_gt_30)) # 1h & 4h & 1d down move, 4h & 1d low & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_30) | (rsi_3_1d_gt_60) | (aroonu_14_4h_gt_0) | (aroonu_14_1d_gt_0)) # 1h & 4h & 1d down move, 4h & 1d low & ((rsi_3_1h_gt_30) | (rsi_3_4h_gt_45) | (rsi_3_1d_gt_45) | (aroonu_14_4h_gt_0) | (aroonu_14_1d_gt_0)) # 1h & 1d down move, 1h & 1d low, 1d oversold & ( (rsi_3_1h_gt_30) | (rsi_3_1d_gt_40) | (aroonu_14_1h_gt_10) | (stochrsi_k_1d_gt_10) | (roc_9_1d_gt_neg_30) ) # 1h down move, 1h low, 1d oversold & ((rsi_3_1h_gt_30) | (stochrsi_k_1h_gt_10) | (roc_9_1d_gt_neg_20)) # 1h & 4h down move, 4h downtrend not confirmed, 1d low, 1d oversold & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_35) | (rsi_14_4h_lt_40) | (aroonu_14_1d_gt_10) | (roc_9_1d_gt_neg_10)) # 1h & 4h down move, 1h & 1d low & ((rsi_3_1h_gt_35) | (rsi_3_4h_gt_35) | (aroonu_14_1h_gt_30) | (aroonu_14_1d_gt_30)) # 1h & 1d down move, 1h & 1d low & ((rsi_3_1h_gt_35) | (rsi_3_1d_gt_45) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_0)) # 1h down move, 1h & 4h low, 1d oversold & ((rsi_3_1h_gt_35) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_gt_10) | (roc_9_1d_gt_neg_20)) # 1h down move, 4h & 1d low, 1h downtrend not confirmed & ((rsi_3_1h_gt_35) | (aroonu_14_4h_gt_0) | (aroonu_14_1d_gt_0) | (stochrsi_k_1h_lt_70)) # 1h down move & low, 1d high & ((rsi_3_1h_gt_35) | (aroonu_14_1h_gt_20) | (aroonu_14_1d_lt_60)) # 1h & 4h & 1d down move, 15m low, 1d oversold & ((rsi_3_1h_gt_40) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_15m_gt_0) | (roc_9_1d_gt_neg_10)) # 1h & 4h & 1d down move, 1h low, 1d oversold & ((rsi_3_1h_gt_40) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_1h_gt_0) | (roc_9_1d_gt_neg_15)) # 1h & 4h & 1d down move, 1h & 1d low & ((rsi_3_1h_gt_40) | (rsi_3_4h_gt_45) | (rsi_3_1d_gt_45) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_20)) # 1h & 1d down move, 1h & 1d low & ((rsi_3_1h_gt_40) | (rsi_3_1d_gt_40) | (aroonu_14_1h_gt_10) | (aroonu_14_1d_gt_10)) # 1h down move, 15m low, 1h low & ((rsi_3_1h_gt_45) | (aroonu_14_15m_gt_0) | (aroonu_14_1h_gt_0)) # 1h high & still high, 4h low & ((aroonu_14_1h_lt_30) | (stochrsi_k_1h_lt_60) | (aroonu_14_4h_gt_30)) # 4h down move, 1h low, 4h low & ((rsi_3_4h_gt_5) | (aroonu_14_1h_gt_10) | (stochrsi_k_4h_gt_10)) # 4h down move, 1d low, 4h low & ((rsi_3_4h_gt_5) | (aroonu_14_1d_gt_20) | (stochrsi_k_4h_gt_10)) # 4h & 1d down move, 1h & 1d low & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_40) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_0)) # 4h & 1d down move, 4h low, 1d oversold & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_40) | (stochrsi_k_4h_gt_20) | (roc_9_1d_gt_neg_20)) # 4h & 1d down move, 4h low, 1d oversold & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_45) | (stochrsi_k_4h_gt_10) | (roc_9_1d_gt_neg_10)) # 4h down move, 15m & 1h low & ((rsi_3_4h_gt_10) | (aroonu_14_15m_gt_0) | (aroonu_14_1h_gt_0)) # 4h down move, 15m low, 4h low & ((rsi_3_4h_gt_10) | (aroonu_14_15m_gt_0) | (stochrsi_k_4h_gt_20)) # 4h down move, 1d low, 4h low & ((rsi_3_4h_gt_10) | (aroonu_14_1d_gt_0) | (stochrsi_k_4h_gt_20)) # 4h down move, 4h downtrend not confirmed, 1d low & ((rsi_3_4h_gt_10) | (rsi_14_4h_lt_40) | (aroonu_14_1d_gt_0)) # 4h & 1d down move, 4h & 1d low & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_20) | (stochrsi_k_4h_gt_20) | (stochrsi_k_1d_gt_20)) # 4h & 1d down move, 1h & 1d low & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_25) | (stochrsi_k_1h_gt_10) | (stochrsi_k_1d_gt_10)) # 4h & 1d down move, 15m & 1d low & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_25) | (aroonu_14_15m_gt_10) | (aroonu_14_1d_gt_10)) # 4h & 1d down move, 1d low & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_30) | (stochrsi_k_1d_gt_10)) # 4h & 1d down move, 1h low, 4h low & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_35) | (aroonu_14_1h_gt_20) | (stochrsi_k_4h_gt_30)) # 4h & 1d down move, 1d low, 1d oversold & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_35) | (aroonu_14_1d_gt_0) | (roc_9_1d_gt_neg_10)) # 4h & 1d down move, 1h & 1d low & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_40) | (aroonu_14_1h_gt_10) | (aroonu_14_1d_gt_10)) # 4h & 1d down move, 4h downtrend not confirmed, 1d low & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_45) | (aroonu_14_4h_lt_50) | (aroonu_14_1d_gt_20)) # 4h & 1d down move, 1d low, 1h low & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_40) | (aroonu_14_1d_gt_0) | (stochrsi_k_1h_gt_20)) # 4h & 1d down move, 4h & 1d low & ((rsi_3_4h_gt_15) | (rsi_3_1d_gt_60) | (stochrsi_k_4h_gt_10) | (stochrsi_k_1d_gt_30)) # 4h down move, 15m & 4h low & ((rsi_3_4h_gt_15) | (aroonu_14_15m_gt_0) | (aroonu_14_4h_gt_10)) # 4h down move, 1h & 1d low & ((rsi_3_4h_gt_15) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_0)) # 4h down move, 4h low, 1d oversold & ((rsi_3_4h_gt_15) | (stochrsi_k_4h_gt_10) | (roc_9_1d_gt_neg_30)) # 4h & 1d down move, 1h low, 1d low & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (aroonu_14_1h_gt_20) | (stochrsi_k_1d_gt_10)) # 4h & 1d down move, 4h & 1d low & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_35) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_gt_20)) # 4h down move, 15m & 1h low & ((rsi_3_4h_gt_20) | (aroonu_14_15m_gt_10) | (aroonu_14_1h_gt_30)) # 4h down move, 1h & 4h & 1d low & ((rsi_3_4h_gt_20) | (aroonu_14_1h_gt_0) | (aroonu_14_4h_gt_20) | (aroonu_14_1d_gt_30)) # 4h down move, 1h low, 4h downtrend not confirmed & ((rsi_3_4h_gt_20) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_lt_50)) # 4h down move, 1h low, 4h low, 1d downtrend not confirmed & ((rsi_3_4h_gt_20) | (aroonu_14_1h_gt_20) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_lt_50)) # 4h & 1d down move, 1h & 4h low & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_1h_gt_20) | (aroonu_14_4h_gt_20)) # 4h & 1d down move, 4h & 1d low & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_25) | (aroonu_14_4h_gt_0) | (aroonu_14_1d_gt_0)) # 4h & 1d down move, 1h low, 1d oversold & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_30) | (aroonu_14_1h_gt_0) | (roc_9_1d_gt_neg_10)) # 4h & 1d down move, 1d high, 4h high & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_30) | (aroonu_14_1d_gt_10) | (stochrsi_k_4h_gt_10)) # 4h & 1d down move, 1d low, 4h low & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_40) | (aroonu_14_1d_gt_0) | (stochrsi_k_4h_gt_10)) # 4h & 1d down move, 1h & 1d low & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_45) | (aroonu_14_1h_gt_20) | (aroonu_14_1d_gt_20)) # 4h & 1d down move, 15m & 4h low & ((rsi_3_4h_gt_25) | (rsi_3_1d_gt_40) | (aroonu_14_15m_gt_20) | (aroonu_14_4h_gt_20)) # 4h & 1d down move, 1h & 4h & 1d low & ((rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_1h_gt_0) | (aroonu_14_4h_gt_20) | (aroonu_14_1d_gt_20)) # 4h & 1d down move, 15m & 1d low & ((rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_15m_gt_10) | (aroonu_14_1d_gt_10)) # 4h & 1d down move, 4h low & ((rsi_3_4h_gt_30) | (rsi_3_1d_gt_30) | (aroonu_14_4h_gt_0)) # 4h & 1d down move, 4h & 1d low & ((rsi_3_4h_gt_30) | (rsi_3_1d_gt_35) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_gt_10)) # 4h down move, 15m & 1h low, 4h no downtrend confirmed & ((rsi_3_4h_gt_30) | (aroonu_14_15m_gt_20) | (aroonu_14_1h_gt_20) | (aroonu_14_4h_lt_50)) # 4h down move, 15m low, 1h downtrend not confirmed, 4h oversold & ((rsi_3_4h_gt_30) | (stochrsi_k_15m_gt_20) | (stochrsi_k_1h_lt_80) | (roc_9_4h_gt_neg_10)) # 4h & 1d down move, 4h oversold, 4h low & ((rsi_3_4h_gt_35) | (rsi_3_1d_gt_35) | (roc_9_4h_gt_neg_10) | (aroonu_14_4h_gt_0)) # 4h & 1d down move, 4h & 1d low & ((rsi_3_4h_gt_35) | (rsi_3_1d_gt_40) | (aroonu_14_4h_gt_0) | (aroonu_14_1d_gt_10)) # 4h down move, 15m & 1h low, 4h no downtrend confirmed & ((rsi_3_4h_gt_35) | (aroonu_14_15m_gt_0) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_lt_50)) # 4h down move, 4h low, 4h downtrend not confirmed, 1d oversold & ((rsi_3_4h_gt_35) | (aroonu_14_4h_gt_0) | (stochrsi_k_4h_lt_50) | (roc_9_1d_gt_neg_20)) # 1d down move, 1d low, 1d oversold & ((rsi_3_1d_gt_10) | (stochrsi_k_1d_gt_20) | (roc_9_1d_gt_neg_20)) # 1d down move, 15m & 1h uptrend, 1d low & ((rsi_3_1d_gt_15) | (cmf_20_15m_lt_0_20) | (cmf_20_1h_lt_0_20) | (stochrsi_k_1d_gt_20)) # 1d down move, 4h & 1d low & ((rsi_3_1d_gt_15) | (aroonu_14_4h_gt_0) | (aroonu_14_1d_gt_0)) # 1d down move, 4h low, 1d oversold & ((rsi_3_1d_gt_15) | (aroonu_14_4h_gt_0) | (roc_9_1d_gt_neg_20)) # 1d down move, 4h low, 1d low & ((rsi_3_1d_gt_15) | (aroonu_14_4h_gt_10) | (stochrsi_k_1d_gt_10)) # 15m down move, 4h high, 1d low & ((rsi_3_1d_gt_15) | (aroonu_14_4h_gt_20) | (aroonu_14_1d_gt_20) | (stochrsi_k_1d_gt_10)) # 1d down move, 1h & 1d low & ((rsi_3_1d_gt_15) | (stochrsi_k_1h_gt_10) | (stochrsi_k_1d_gt_20)) # 1d down move, 4h & 1d low & ((rsi_3_1d_gt_15) | (stochrsi_k_4h_gt_20) | (stochrsi_k_1d_gt_30)) # 1d down move, 1h low, 4h downtrend not confirmed & ((rsi_3_1d_gt_20) | (aroonu_14_1h_gt_0) | (aroonu_14_4h_lt_40)) # 1d down move, 1h & 4h low & ((rsi_3_1d_gt_20) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_gt_10)) # 1d down move, 4h low, 1d oversold & ((rsi_3_1d_gt_20) | (aroonu_14_4h_gt_0) | (roc_9_1d_gt_neg_10)) # 1d down move, 4h low, 1d low & ((rsi_3_1d_gt_20) | (aroonu_14_4h_gt_20) | (aroonu_14_1d_gt_20) | (stochrsi_k_4h_gt_20)) # 1d down move, 15m uptrend, 1d low & ((rsi_3_1d_gt_20) | (cmf_20_15m_lt_0_10) | (aroonu_14_1d_gt_0)) # 1d down move, 1d low, 4h oversold & ((rsi_3_1d_gt_20) | (stochrsi_k_1d_gt_10) | (roc_9_4h_gt_neg_30)) # 1d down move, 15m & 1h & 1d low & ((rsi_3_1d_gt_25) | (aroonu_14_15m_gt_10) | (aroonu_14_1h_gt_10) | (aroonu_14_1d_gt_20)) # 1d down move, 1h low, 4h low & ((rsi_3_1d_gt_25) | (aroonu_14_1h_gt_20) | (aroonu_14_4h_gt_0) | (stochrsi_k_1h_gt_20)) # 1d down move, 1h & 4h low, 1d oversold & ((rsi_3_1d_gt_25) | (aroonu_14_1h_gt_20) | (aroonu_14_4h_gt_20) | (roc_9_1d_gt_neg_10)) # 1d down move, 15m & 4h low & ((rsi_3_1d_gt_25) | (stochrsi_k_15m_gt_10) | (stochrsi_k_4h_gt_10)) # 1d down move, 15m & 1d low & ((rsi_3_1d_gt_25) | (stochrsi_k_15m_gt_10) | (stochrsi_k_1d_gt_20)) # 1d down move, 15m & 1d low & ((rsi_3_1d_gt_30) | (stochrsi_k_15m_gt_10) | (stochrsi_k_1d_gt_10)) # 1d down move, 1h high, 1d low & ((rsi_3_1d_gt_30) | (stochrsi_k_1h_lt_70) | (stochrsi_k_1d_gt_20)) # 1d down move, 1h & 1d low & ((rsi_3_1d_gt_40) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_0)) # 1h & 4h low & ((aroonu_14_1h_gt_0) | (aroonu_14_4h_gt_0)) # 1h high, 4h low & ((stochrsi_k_1h_lt_80) | (stochrsi_k_4h_gt_10)) ) # Logic — Breakdown below BB lower in downtrend short_entry_logic.append( (rsi_3 < 20.0) & (rsi_3_15m < 35.0) & (rsi_14 > 15.0) & (rsi_14 < 32.0) & (cmf_20 < -0.08) & (obv_change_pct_15m < 0.0) & (ema_12 < ema_26) & (close < bbl_20_2_0) ) # Condition #563 - Dead Cat Bounce mode (Short). if short_entry_condition_index == 563: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) short_entry_logic.append( # 5m still not low enough, 4h up move ((rsi_14 < 65.0) | (rsi_3_4h < 35.0)) # 5m high, 15m down move, 1h up move & ((rsi_3_15m_gt_55) | (rsi_3_1h_lt_60) | (aroonu_14 < 80.0)) # 5m down move, 15m up move, 1h overbought & ((rsi_3_15m_lt_70) | (roc_2_1h < 5.0) | (rsi_3 > 30.0)) # 5m down move, 15m up move, 1d downtrend & ((rsi_3_15m_lt_70) | (roc_9_1d_gt_neg_40) | (rsi_3 > 30.0)) # 15m low, 1h down move & uptrend & ((aroonu_14_15m_gt_40) | (rsi_3_1h_gt_45) | (aroonu_14_1h_lt_40)) # 15m uptrend & still not low enough, 1h down move & ((aroonu_14_15m_lt_80) | (stochrsi_k_15m_gt_90) | (rsi_3_1h_gt_50)) # 15m uptrend, 4h high, 1d low & ((aroonu_14_15m_lt_80) | (stochrsi_k_4h_gt_10) | (aroonu_14_1d_gt_10)) # 1h up move, 4h low & ((rsi_3_1h_lt_50) | (aroonu_14_4h_gt_20) | (stochrsi_k_4h_gt_20)) # 1h still not low enough, 4h still low & ((rsi_14_1h_lt_40) | (rsi_14_4h > 25.0)) # 1h still bearish & (rsi_14_1h < 45.0) # 1h still high, 4h & 1d oversold & ((stochrsi_k_1h_gt_50) | (roc_9_4h_gt_neg_10) | (roc_9_1d_gt_neg_15)) # 1h WILLR high & (willr_14_1h < -50.0) # 15m still high, 4h down move & ((rsi_3_4h_gt_15) | (stochrsi_k_15m < 90.0)) # 4h down move & downtrend & ((rsi_3_4h_gt_5) | (roc_9_4h_gt_neg_25)) # 15m still high & high, 4h down move & ((rsi_3_4h_gt_5) | (stochrsi_k_15m_lt_80) | (aroonu_14_15m_lt_80)) # 4h still not low enough & up move & ((rsi_14_4h < 35.0) | (rsi_3_4h < 35.0)) # 4h still low & still not low enough & ((rsi_14_4h > 25.0) | (mfi_14_4h < 40.0)) # 4h RSI high & (rsi_14_4h_lt_40) # 4h low, 1d uptrend & oversold & ((aroonu_14_4h_gt_20) | (aroonu_14_1d_lt_30) | (roc_9_1d_gt_neg_10)) # 4h uptrend & (aroonu_14_4h < 35.0) # Context: recent large drop, 4h downtrend & (roc_9_4h < -8.0) # 1d up move & still high & ((rsi_3_1d < 30.0) | (stochrsi_k_1d_lt_40)) # 1h falling, 4h down move, 1d down move & ((rsi_3_1d_gt_10) | (cci_20_change_pct_1h > -35.0) | (rsi_3_4h_gt_20)) # 1h still not low enough, 4h downtrend, 1d down move & ((rsi_3_1d_gt_10) | (roc_9_4h_gt_neg_20) | (rsi_14_1h_lt_40)) # 4h down move, 1d down move & low & ((rsi_3_1d_gt_10) | (stochrsi_k_1d > 5.0) | (rsi_3_4h_gt_40)) # 1d down move & (rsi_3_1d_gt_5) # 4h still low, 1d still not low enough & ((rsi_14_1d_lt_40) | (rsi_14_4h > 25.0)) # and the daily is weak with it & (rsi_14_1d < 45.0) # 1h rising, 1d low & ((stochrsi_k_1d > 0.0) | (cci_20_change_pct_1h < -5.0)) # 1d low & still not low enough & ((stochrsi_k_1d > 0.0) | (rsi_14_1d_lt_40)) # 5m down move, 1d overbought & ((roc_9_1d < -5.0) | (rsi_3 > 30.0)) # 4h still low & low, 1d downtrend & ((roc_9_1d_gt_neg_25) | (mfi_14_4h > 20.0) | (stochrsi_k_4h_gt_10) | (aroonu_14_4h_gt_10)) # 1h high, 1d downtrend & ((roc_9_1d_gt_neg_40) | (aroonu_14_1h_lt_40)) # the day itself is falling, not merely off its high & (roc_9_1d_lt_0) # 15m uptrend, 1h down move & low & ((aroonu_14_15m_lt_80) | (aroonu_14_1h_gt_10) | (rsi_3_1h_gt_65)) ) # Logic — Bounce that fails to reclaim resistance short_entry_logic.append( # the 4h is in a downtrend: a failed bounce only means anything there (ema_12_4h < ema_200_4h) # bounced into the 55-68 band but no further: strength without a breakout & (rsi_14 > 55.0) & (rsi_14 < 68.0) # still under the 200 EMA, so the bounce is inside a downtrend & (close < ema_200) # but above the fast EMA, so the bounce is actually happening & (close > ema_12) # the 5m leg is already rolling over & (rsi_3 < 35.0) # and the hour is turning down with it: CCI falling, money leaving & (cci_20_change_pct_1h < 0.0) & (mfi_14_1h < 45.0) ) if short_entry_condition_index == 592: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) short_entry_logic.append( # 5m low, 15m up move, 1d oversold ((aroonu_14_gt_75) | (rsi_3_15m_lt_50) | (roc_9_1d_gt_neg_20)) # 5m still not low enough, 1h high, 4h uptrend & ((stochrsi_k_gt_80) | (stochrsi_k_1h_gt_10) | (aroonu_14_4h_lt_80)) # 15m down move & low, 1h uptrend & ((rsi_3_15m_gt_40) | (aroonu_14_15m_gt_10) | (aroonu_14_1h_lt_60)) # 15m down move & low, 4h up move & ((rsi_3_15m_gt_50) | (aroonu_14_15m_gt_10) | (rsi_3_4h_lt_60)) # 15m down move & uptrend, 4h still high & ((rsi_3_15m_gt_50) | (aroonu_14_15m_lt_20) | (stochrsi_k_4h_gt_60)) # 15m & 1h down move, 15m uptrend & ((rsi_3_15m_gt_50) | (aroonu_14_15m_lt_25) | (rsi_3_1h_gt_20)) # 15m & 1h up move, 15m low & ((rsi_3_15m_lt_60) | (stochrsi_k_15m_gt_20) | (rsi_3_1h_lt_40)) # 15m up move & still high, 1h low & ((rsi_3_15m_lt_60) | (stochrsi_k_15m_gt_30) | (aroonu_14_1h_gt_20)) # 15m up move, 1h uptrend, 4h down move & ((rsi_3_15m_lt_70) | (aroonu_14_1h_lt_20) | (rsi_3_4h_gt_40)) # 15m & 1h down move, 15m low & ((aroonu_14_15m_gt_0) | (rsi_3_15m_gt_35) | (rsi_3_1h_gt_5)) # 15m low & still high, 4h up move & ((aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_30) | (rsi_3_4h_lt_80)) # 15m low & still high, 1d uptrend & ((aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_50) | (aroonu_14_1d_lt_30)) # 15m low, 1h uptrend & ((aroonu_14_15m_gt_20) | (stochrsi_k_15m_gt_20) | (aroonu_14_1h_lt_20)) # 15m uptrend & still high, 1h low & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_gt_40) | (aroonu_14_1h_gt_10)) # 15m still high, 4h down move & uptrend & ((stochrsi_k_15m_gt_30) | (rsi_3_4h_gt_40) | (aroonu_14_4h_lt_75)) # 1h & 1d down move, 4h low & ((rsi_3_1h_gt_30) | (stochrsi_k_4h_gt_20) | (rsi_3_1d_gt_50)) # 1h uptrend & low, 4h still not low enough & ((aroonu_14_1h_lt_20) | (stochrsi_k_1h_gt_20) | (stochrsi_k_4h_gt_80)) # 1h & 4h low, 4h down move & ((stochrsi_k_1h_gt_20) | (aroonu_14_4h_gt_50) | (rsi_3_4h_gt_60)) ) # Logic short_entry_logic.append( # embedded down-regime + quad-overbought bounce + 5-candle shift kink (stoch_60_10 < 20.0) & (stoch_9_3 > 80.0) & (stoch_14_3 > 80.0) & (stoch_4_4 > 80.0) & (close > np_shift(close, 5)) & (stoch_9_3 < np_shift(stoch_9_3, 5)) ) # Condition #593 - Quad-rotation TRUE pivot divergence (Short, experimental). if short_entry_condition_index == 593: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) short_entry_logic.append( # 5m & 15m low, 4h still not low enough ((aroonu_14_gt_75) | (aroonu_14_15m_gt_0) | (stochrsi_k_4h_gt_70)) # 15m & 1h down move, 4h low & ((rsi_3_15m_lt_55) | (rsi_3_1h_gt_20) | (aroonu_14_4h_gt_20)) # 15m down move & still not low enough, 4h uptrend & ((rsi_3_15m_lt_55) | (stochrsi_k_15m_gt_80) | (roc_9_4h_lt_5)) # 15m down move & uptrend, 1h low & ((rsi_3_15m_lt_75) | (aroonu_14_15m_lt_20) | (aroonu_14_1h_gt_10)) # 15m down move & low, 1h up move & ((aroonu_14_15m_gt_0) | (rsi_3_15m_gt_45) | (rsi_3_1h_lt_40)) # 15m up move & low, 1h down move & ((aroonu_14_15m_gt_0) | (rsi_3_15m_lt_70) | (rsi_3_1h_gt_10)) # 15m uptrend, 1d down move & low & ((aroonu_14_15m_lt_20) | (aroonu_14_1d_gt_50) | (rsi_3_1d_gt_50)) # 15m & 1d low, 1h uptrend & ((stochrsi_k_15m_gt_20) | (aroonu_14_1h_lt_30) | (stochrsi_k_1d_gt_20)) # 15m not rich, 4h trend not up & ((stochrsi_k_15m_gt_50) | (aroonu_14_4h_gt_50)) # 1h low & high, 1d uptrend & ((aroonu_14_1h_gt_40) | (stochrsi_k_1h_gt_10) | (roc_9_1d_lt_0)) ) # Logic short_entry_logic.append( # embedded down-regime + quad-overbought (stoch_60_10 < 20.0) & (stoch_9_3 > 80.0) & (stoch_14_3 > 80.0) & (stoch_4_4 > 80.0) # price HIGHER-HIGH across swing windows while stoch makes a LOWER-HIGH (real divergence) & (quad_high_max_12 > np_shift(quad_high_max_12, 12)) & (quad_s93_max_12 < np_shift(quad_s93_max_12, 12)) ) # Condition #605 - Williams %R snapback (Short, experimental — mirror). if short_entry_condition_index == 605: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) short_entry_logic.append( # 5m up move, 1h downtrend, 4h downtrend ((rsi_3_lt_90) | (aroonu_14_1h_gt_20) | (aroonu_14_4h_gt_30)) # 5m downtrend, 15m uptrend, 4h on the floor & ((aroonu_14_gt_75) | (aroonu_14_15m_lt_90) | (stochrsi_k_4h_gt_10)) # 5m low & still not low enough, 1d still high & ((aroonu_14_gt_75) | (stochrsi_k_gt_80) | (stochrsi_k_1d_gt_30)) # 5m still not low enough, 15m uptrend, 4h up move & ((stochrsi_k_gt_80) | (aroonu_14_15m_lt_90) | (rsi_3_4h_lt_70)) # 5m still not low enough, 4h & 1d low & ((stochrsi_k_gt_80) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_gt_20)) # 5m washed out, 15m up move & washed out & ((stochrsi_k_gt_80) | (rsi_3_15m_lt_85) | (stochrsi_k_15m_gt_70)) # 5m washed out, 15m washed out, 1h washed out & ((stochrsi_k_gt_80) | (stochrsi_k_15m_gt_90) | (stochrsi_k_1h_gt_80)) # 15m up move & washed out, 4h up move & ((rsi_3_15m_lt_80) | (stochrsi_k_15m_gt_40) | (rsi_3_4h_lt_70)) # 15m up move & washed out, 1h downtrend & ((rsi_3_15m_lt_80) | (stochrsi_k_15m_gt_60) | (aroonu_14_1h_gt_20)) # 15m up move & uptrend, 4h up move & ((rsi_3_15m_lt_85) | (aroonu_14_15m_lt_100) | (rsi_3_4h_lt_80)) # 15m down move, 4h low & high & ((rsi_3_15m_lt_85) | (aroonu_14_4h_gt_10) | (stochrsi_k_4h_gt_10)) # 15m up move & overbought, 4h downtrend, 1d on the floor & ((rsi_3_15m_lt_85) | (aroonu_14_4h_gt_20) | (stochrsi_k_1d_gt_10) | (stochrsi_k_15m < 85.0)) # 5m washed out, 15m up move & washed out, 1h downtrend & ((rsi_3_15m_lt_85) | (stochrsi_k_15m_gt_70) | (stochrsi_k > 85.0) | (aroonu_14_1h > 90.0)) # 15m up move & washed out, 1h downtrend & ((rsi_3_15m_lt_85) | (stochrsi_k_15m_gt_80) | (aroonu_14_1h_gt_20)) # 15m up move, 4h low, 1d still high & ((rsi_3_15m_lt_90) | (aroonu_14_4h_gt_20) | (stochrsi_k_1d_gt_30)) # 15m up move & overbought, 1d daily change low & uptrend & ((rsi_3_15m_lt_90) | (change_pct_1d_gt_neg_10) | (aroonu_14_1d < 25.0) | (stochrsi_k_15m < 95.0)) # 5m washed out & up move, 15m up move, 4h -DI low & ((rsi_3_15m_lt_90) | (minus_di_14_4h > 20.0) | (stochrsi_k > 85.0) | (rsi_3 < 75.0)) # 15m up move, 1h up move, 4h up move & ((rsi_3_15m_lt_90) | (rsi_3_1h_lt_90) | (rsi_3_4h_lt_70)) # 15m up move & washed out, 1h down move, 1d still high & ((rsi_3_15m_lt_90) | (stochrsi_k_15m_gt_90) | (stochrsi_k_1d < 65.0) | (rsi_3_1h > 80.0)) # 15m uptrend, 1d uptrend & washed out & ((aroonu_14_15m_lt_100) | (aroonu_14_1d_lt_80) | (stochrsi_k_1d_gt_50)) # 15m uptrend & still high, 4h low & ((aroonu_14_15m_lt_100) | (stochrsi_k_15m_gt_60) | (stochrsi_k_4h_gt_20)) # 15m uptrend, 4h downtrend & on the floor & ((aroonu_14_15m_lt_90) | (aroonu_14_4h_gt_10) | (stochrsi_k_4h_gt_10)) # 15m washed out, 4h washed out, 1d downtrend & ((stochrsi_k_15m_gt_50) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_gt_30)) # 15m washed out, 1h uptrend, 4h up move & ((stochrsi_k_15m_gt_70) | (aroonu_14_1h_lt_75) | (rsi_3_4h_lt_80)) # 15m still not low enough, 1d low & ((stochrsi_k_15m_gt_80) | (aroonu_14_1d_gt_20) | (stochrsi_k_1d_gt_20)) # 1h up move & still not low enough, 4h still high & ((rsi_3_1h_lt_80) | (stochrsi_k_1h_gt_90) | (stochrsi_k_4h_gt_30)) # 1h down move & still not low enough, 4h up move & ((rsi_3_1h_lt_85) | (stochrsi_k_1h_gt_90) | (rsi_3_4h_lt_70)) # 5m overbought, 15m up move, 1h downtrend, 4h downtrend & ((aroonu_14_1h_gt_10) | (aroonu_14_4h_gt_30) | (stochrsi_k < 95.0) | (rsi_3_15m_lt_90)) # 1h & 4h low, 1d uptrend & ((aroonu_14_1h_gt_20) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_lt_80)) # 1h still not low enough, 4h low & still high & ((stochrsi_k_1h_gt_80) | (aroonu_14_4h_gt_10) | (stochrsi_k_4h_gt_40)) # 4h up move & uptrend, 1d still high & ((rsi_3_4h_lt_70) | (aroonu_14_4h_lt_20) | (stochrsi_k_1d_gt_50)) # 4h up move & uptrend, 1d downtrend & ((rsi_3_4h_lt_80) | (aroonu_14_4h_lt_20) | (aroonu_14_1d_gt_30)) ) # Logic short_entry_logic.append( # yesterday was a clearly weak day: fade the pop in the direction of the day (change_pct_1d < -5.0) # but not a capitulated day: a pop there is the relief squeeze & (rsi_3_1d > 20.0) # 1h close crosses INTO the overbought extreme & (willr_14_1h > -10.0) & (np_shift(willr_14_1h, 12) <= -10.0) # 4h trend must agree: the pop is against it & (ema_12_4h < ema_200_4h) # only below the daily 200 EMA: in a bull market the pop is the trend & (close < ema_200_1d) ) # # 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(rsi_3_15m >= 10.0) # short_entry_logic.append(rsi_3_1h >= 5.0) # short_entry_logic.append(rsi_3_4h >= 5.0) # short_entry_logic.append(rsi_14_1h < 85.0) # short_entry_logic.append(df["RSI_14_4h"] < 85.0) # short_entry_logic.append(rsi_14_1d < 85.0) # short_entry_logic.append(close_max_48 >= (df["close"] * 1.10)) # # Logic # short_entry_logic.append(stochrsi_k_gt_80) # short_entry_logic.append(willr_14 > -20.0) # short_entry_logic.append(aroond_14_lt_25) # 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(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(rsi_3_1h >= 5.0) short_entry_logic.append(rsi_3_4h >= 20.0) short_entry_logic.append(rsi_3_1d >= 20.0) short_entry_logic.append(rsi_14_1h_gt_20) short_entry_logic.append(rsi_14_4h_gt_20) short_entry_logic.append(rsi_14_1d_gt_10) # 5m down move, 1h still not low enough, 4h high short_entry_logic.append((rsi_3_lt_90) | (stochrsi_k_1h_gt_90) | (stochrsi_k_4h_gt_30)) # 5m down move, 1h high, 4h still not low enough short_entry_logic.append((rsi_3_lt_90) | (stochrsi_k_1h_gt_20) | (stochrsi_k_4h_gt_90)) # 15m down move, 15m still not low enough, 1h still high short_entry_logic.append((rsi_3_15m_lt_95) | (aroond_14_15m_lt_25) | (stochrsi_k_1h_gt_50)) # 15m & 1h down move, 1d still not low enough short_entry_logic.append((rsi_3_15m_lt_95) | (rsi_3_1h_lt_95) | (stochrsi_k_1d_gt_70)) # 15m & 1h down move, 1h still not low enough short_entry_logic.append((rsi_3_15m_lt_85) | (rsi_3_1h_lt_85) | (stochrsi_k_1h_gt_70)) # 15m down move, 1h high, 4h still high short_entry_logic.append((rsi_3_15m_lt_85) | (stochrsi_k_1h_gt_30) | (stochrsi_k_4h_gt_75)) # 15m & 1h down move, 4h still high short_entry_logic.append((rsi_3_15m_lt_80) | (rsi_3_1h_lt_70) | (stochrsi_k_4h_gt_50)) # 15m down move, 1h still not low enough, 4h still high short_entry_logic.append((rsi_3_15m_lt_75) | (stochrsi_k_1h_gt_80) | (stochrsi_k_4h_gt_60)) # 1h & 4h & 1d down move short_entry_logic.append((rsi_3_1h_lt_95) | (rsi_3_4h_lt_90) | (rsi_3_1d_lt_80)) # 1h & 4h down move, 15m not low enough short_entry_logic.append((rsi_3_1h_lt_90) | (rsi_3_4h_lt_90) | (stochrsi_k_15m > 75.0)) # 1h down move, 1h still not low enough, 4h still high short_entry_logic.append((rsi_3_1h_lt_90) | (stochrsi_k_1h_gt_90) | (stochrsi_k_4h_gt_50)) # 1h & 4h down move, 1h still not low enough short_entry_logic.append((rsi_3_1h_lt_85) | (rsi_3_4h_lt_75) | (stochrsi_k_1h_gt_90)) # 1h & 4h down move, 4h still high short_entry_logic.append((rsi_3_1h_lt_85) | (rsi_3_4h_lt_75) | (stochrsi_k_4h_gt_50)) # 1h & 4h down move, 1h still not low enough short_entry_logic.append((rsi_3_1h_lt_80) | (rsi_3_4h_lt_85) | (stochrsi_k_1h_gt_75)) # 1h & 4h down move, 4h still not low enough short_entry_logic.append((rsi_3_1h_lt_80) | (rsi_3_4h_lt_85) | (stochrsi_k_4h_gt_75)) # 1h down move, 1h & 4h still not low enough short_entry_logic.append((rsi_3_1h_lt_80) | (stochrsi_k_1h_gt_90) | (stochrsi_k_4h_gt_70)) # 4h down move, 15m still high, 1h still not low enough short_entry_logic.append((rsi_3_4h_lt_85) | (stochrsi_k_15m_gt_50) | (stochrsi_k_1h_gt_75)) # 4h down move, 15m & 4h still not low enough short_entry_logic.append((rsi_3_4h < 15.0) | (stochrsi_k_15m_gt_30) | (stochrsi_k_4h_gt_80)) # Logic short_entry_logic.append(rsi_20 > rsi_20_shift_1) short_entry_logic.append(rsi_3 > 70.0) short_entry_logic.append(aroond_14_lt_25) short_entry_logic.append(close > 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(num_empty_288 <= allowed_empty_candles_288) # 5m & 1h & 4h down move short_entry_logic.append((rsi_3_lt_90) | (rsi_3_1h_lt_95) | (rsi_3_4h_lt_90)) # 5m down move, 15m & 4h still high short_entry_logic.append((rsi_3_lt_90) | (stochrsi_k_15m_gt_60) | (stochrsi_k_4h_gt_60)) # 5m down move, 15m still high, 1h high short_entry_logic.append((rsi_3 < 85.0) | (aroond_14_15m_lt_50) | (stochrsi_k_1h_gt_20)) # 15m & 1h down move, 1h still not low enough short_entry_logic.append((rsi_3_15m_lt_95) | (rsi_3_1h_lt_95) | (stochrsi_k_1h_gt_90)) # 15m & 1h down move, 1d still not low enough short_entry_logic.append((rsi_3_15m_lt_95) | (rsi_3_1h_lt_95) | (stochrsi_k_1d_gt_70)) # 15m strong down move, 4h high short_entry_logic.append((rsi_3_15m_lt_95) | (stochrsi_k_4h_gt_20)) # 15m & 1h down move, 1h still not low enough short_entry_logic.append((rsi_3_15m_lt_95) | (rsi_3_1h_lt_80) | (stochrsi_k_1h_gt_80)) # 15m down move, 15m stil high, 1h still not low enough short_entry_logic.append((rsi_3_15m_lt_90) | (stochrsi_k_15m_gt_50) | (stochrsi_k_1h_gt_80)) # 15m down move, 1h & 4h still high short_entry_logic.append((rsi_3_15m_lt_90) | (stochrsi_k_1h_gt_60) | (stochrsi_k_4h_gt_60)) # 15m & 1h down move, 4h still not low enough short_entry_logic.append((rsi_3_15m_lt_95) | (rsi_3_1h_lt_70) | (stochrsi_k_4h_gt_50)) # 15m down move, 15m still not low enough, 4h high short_entry_logic.append((rsi_3_15m_lt_85) | (stochrsi_k_15m_gt_80) | (stochrsi_k_4h_gt_20)) # 15m down move, 4h still high, 1d high short_entry_logic.append((rsi_3_15m_lt_85) | (stochrsi_k_4h_gt_60) | (stochrsi_k_1d_gt_30)) # 15m & 4h down move, 1d still high short_entry_logic.append((rsi_3_15m_lt_85) | (rsi_3_4h_lt_75) | (stochrsi_k_1d_gt_50)) # 15m & 1h down move, 4h still not low enough short_entry_logic.append((rsi_3_15m_lt_80) | (rsi_3_1h_lt_80) | (stochrsi_k_4h_gt_70)) # 15m & 1h down move, 4h still not low enough short_entry_logic.append((rsi_3_15m_lt_75) | (rsi_3_1h_lt_75) | (stochrsi_k_4h_gt_70)) # 15m & 4h down move, 4h still not low enough short_entry_logic.append((rsi_3_15m_lt_75) | (rsi_3_4h_lt_75) | (stochrsi_k_4h_gt_80)) # 15m down move, 1h still high, 4h still high short_entry_logic.append((rsi_3_15m_lt_75) | (stochrsi_k_1h_gt_80) | (stochrsi_k_4h_gt_60)) # 15m down move, 1h still not low enough, 4h high short_entry_logic.append((rsi_3_15m_lt_75) | (stochrsi_k_1h_gt_90) | (stochrsi_k_4h_gt_30)) # 15m down move, 1h high, 4h still not low enough short_entry_logic.append((rsi_3_15m_lt_75) | (stochrsi_k_1h_gt_20) | (stochrsi_k_4h_gt_90)) # 15m down move, 4h high, 1d stil high short_entry_logic.append((rsi_3_15m_lt_75) | (stochrsi_k_4h_gt_20) | (stochrsi_k_1d_gt_50)) # 15m & 4h down move, 1h still not low enough short_entry_logic.append((rsi_3_15m_lt_70) | (rsi_3_4h_lt_85) | (stochrsi_k_1h_gt_70)) # 15m & 4h down move, 1h still high short_entry_logic.append((rsi_3_15m_lt_70) | (rsi_3_4h_lt_80) | (stochrsi_k_1h_gt_50)) # 15m down move, 15m still high 4h still high short_entry_logic.append((rsi_3_15m_lt_70) | (stochrsi_k_15m_gt_70) | (stochrsi_k_4h_gt_50)) # 15m down move, 1h still high, 4h high short_entry_logic.append((rsi_3_15m_lt_70) | (stochrsi_k_1h_gt_50) | (stochrsi_k_4h_gt_10)) # 1h & 4h down move, 1h still not low enough short_entry_logic.append((rsi_3_1h_lt_95) | (rsi_3_4h_lt_95) | (stochrsi_k_1h_gt_90)) # 1h & 4h down move, 4h still not low enough short_entry_logic.append((rsi_3_1h_lt_95) | (rsi_3_4h_lt_85) | (stochrsi_k_4h_gt_80)) # 1h & 4h down move, 1h still not low enough short_entry_logic.append((rsi_3_1h_lt_90) | (rsi_3_4h_lt_90) | (stochrsi_k_1h_gt_90)) # 1h & 4h down move, 4h still not low enough short_entry_logic.append((rsi_3_1h_lt_90) | (rsi_3_4h_lt_90) | (stochrsi_k_4h_gt_80)) # 1h & 4h down move, 1h still not low enough short_entry_logic.append((rsi_3_1h_lt_90) | (rsi_3_4h_lt_85) | (stochrsi_k_1h > 85.0)) # 1h & 4h down move, 1d still high short_entry_logic.append((rsi_3_1h_lt_90) | (rsi_3_4h_lt_85) | (stochrsi_k_1d_gt_50)) # 1h & 4h down move, 4h still not low enough short_entry_logic.append((rsi_3_1h_lt_85) | (rsi_3_4h_lt_75) | (stochrsi_k_4h > 85.0)) # 1h down move, 4h still high, 1d high short_entry_logic.append((rsi_3_1h_lt_80) | (stochrsi_k_4h_gt_60) | (stochrsi_k_1d_gt_30)) # 1h & 4h down move, 1h still not low enough short_entry_logic.append((rsi_3_1h_lt_80) | (rsi_3_4h_lt_85) | (stochrsi_k_1h_gt_75)) # 1h & 4h down move, 15m still high short_entry_logic.append((rsi_3_1h_lt_80) | (rsi_3_4h_lt_80) | (stochrsi_k_15m_gt_50)) # 1h & 4h down move, 4h still not low enough short_entry_logic.append((rsi_3_1h_lt_75) | (rsi_3_4h_lt_90) | (stochrsi_k_1h_gt_75)) # 1h & 4h down move, 1h still high short_entry_logic.append((rsi_3_1h_lt_70) | (rsi_3_4h_lt_85) | (stochrsi_k_1h_gt_60)) # 1h down move, 1h still not low enough, 4h still high short_entry_logic.append((rsi_3_1h_lt_70) | (stochrsi_k_1h_gt_80) | (stochrsi_k_4h_gt_50)) # 4h down move, 15m still high, 1h still not low enough short_entry_logic.append((rsi_3_4h_lt_85) | (stochrsi_k_15m_gt_60) | (stochrsi_k_1h_gt_80)) # 4h down move, 15m still high, 4h still not low enough short_entry_logic.append((rsi_3_4h_lt_75) | (stochrsi_k_15m_gt_50) | (stochrsi_k_4h_gt_75)) # 4h down move, 1h still not low enough, 1d still high short_entry_logic.append((rsi_3_4h < 25.0) | (stochrsi_k_1h_gt_70) | (stochrsi_k_1d_gt_50)) # 15m & 1h still high, 4h high short_entry_logic.append((stochrsi_k_15m_gt_70) | (stochrsi_k_1h_gt_70) | (stochrsi_k_4h_gt_10)) # 15m still high, 1h & 1d high short_entry_logic.append((stochrsi_k_15m_gt_60) | (stochrsi_k_1h_gt_30) | (stochrsi_k_1d_gt_30)) # 15m & 4h high short_entry_logic.append((stochrsi_k_15m_gt_50) | (stochrsi_k_4h_gt_20)) # 15m high, 1h & 4h still not low enough short_entry_logic.append((stochrsi_k_15m_gt_30) | (stochrsi_k_1h_gt_75) | (stochrsi_k_4h_gt_75)) # 15m & 4h high short_entry_logic.append((stochrsi_k_15m_gt_30) | (stochrsi_k_4h_gt_30)) # 1h & 4h still high, 1d high short_entry_logic.append((stochrsi_k_1h_gt_70) | (stochrsi_k_4h_gt_70) | (stochrsi_k_1d_gt_50)) # 1h & 4h high short_entry_logic.append((stochrsi_k_1h_gt_30) | (stochrsi_k_4h_gt_10)) # 1h & 4h high short_entry_logic.append((stochrsi_k_1h_gt_20) | (stochrsi_k_4h_gt_20)) # 4h & 1d high short_entry_logic.append((stochrsi_k_4h_gt_20) | (stochrsi_k_1d_gt_20)) # 1d red, 1d high short_entry_logic.append((change_pct_1d < 5.0) | (stochrsi_k_1d_gt_20)) # 1d P&D, 1d high short_entry_logic.append((change_pct_1d_lt_10) | (change_pct_1d_shift_288 > -10.0) | (stochrsi_k_1d_gt_50)) # Logic short_entry_logic.append(rsi_4 > 54.0) short_entry_logic.append(rsi_20 > rsi_20_shift_1) short_entry_logic.append(close > sma_16 * 1.042) # Condition #661 - Scalp mode (Short). if short_entry_condition_index == 661: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) # 15m down move, 15m high short_entry_logic.append((rsi_3_15m_lt_75) | (aroond_14_15m_lt_80)) # 15m & 1h down move, 15m still high short_entry_logic.append((rsi_3_15m_lt_70) | (rsi_3_1h_lt_40) | (aroond_14_15m_lt_50)) # 15m down move, 15m & 4h still high short_entry_logic.append((rsi_3_15m_lt_70) | (stochrsi_k_15m_gt_50) | (stochrsi_k_4h_gt_50)) # 15m & 1h down move, 1h high short_entry_logic.append((rsi_3_15m_lt_60) | (rsi_3_1h_lt_60) | (aroond_14_1h_lt_70)) # 15m & 1h down move, 1h still high short_entry_logic.append((rsi_3_15m_lt_60) | (rsi_3_1h_lt_60) | (stochrsi_k_1h_gt_50)) # 15m & 1h down move, 4h high short_entry_logic.append((rsi_3_15m_lt_60) | (rsi_3_1h_lt_40) | (aroond_14_4h_lt_80)) # 15m & 4h down move, 15m high short_entry_logic.append((rsi_3_15m_lt_60) | (rsi_3_4h_lt_60) | (stochrsi_k_15m_gt_50)) # 15m & 4h down move, 15m high short_entry_logic.append((rsi_3_15m_lt_60) | (rsi_3_4h_lt_40) | (stochrsi_k_15m_gt_30)) # 15m down move, 15m & 1h still high short_entry_logic.append((rsi_3_15m_lt_60) | (aroond_14_15m_lt_50) | (stochrsi_k_1h_gt_50)) # 15m down move, 15m & 1h still high short_entry_logic.append((rsi_3_15m_lt_60) | (stochrsi_k_15m_gt_50) | (stochrsi_k_1h_gt_50)) # 15m down move, 4h still high, 1d overbought short_entry_logic.append((rsi_3_15m_lt_60) | (aroond_14_4h_lt_50) | (roc_9_1d_gt_neg_100)) # 15m down move, 15m high, 4h still high short_entry_logic.append((rsi_3_15m_lt_55) | (aroond_14_15m > 30.0) | (stochrsi_k_4h_gt_50)) # 15m down move, 15m & 1h still high short_entry_logic.append((rsi_3_15m_lt_55) | (stochrsi_k_15m > 55.0) | (stochrsi_k_1h_gt_60)) # 15m down move, 15m still not low enough, 4h high short_entry_logic.append((rsi_3_15m_lt_50) | (stochrsi_k_15m_gt_70) | (stochrsi_k_4h_gt_10)) # 1h down move, 4h still high, 1d high short_entry_logic.append((rsi_3_1h_lt_75) | (aroond_14_4h_lt_50) | (stochrsi_k_1d > 10.0)) short_entry_logic.append((rsi_3_1h_lt_70) | (stochrsi_k_1h_gt_60) | (stochrsi_k_1d > 10.0)) # 1h & 4h down move, 4h high short_entry_logic.append((rsi_3_1h_lt_65) | (rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_20)) # 1h down move, 15m & 1h still high short_entry_logic.append((rsi_3_1h_lt_60) | (stochrsi_k_15m_gt_50) | (stochrsi_k_1h_gt_50)) # 1h down move, 1h still high, 4h high short_entry_logic.append((rsi_3_1h_lt_60) | (stochrsi_k_1h_gt_50) | (stochrsi_k_4h_gt_70)) # 1h down move, 1h high short_entry_logic.append((rsi_3_1h_lt_60) | (stochrsi_k_1h_gt_40)) # 1h down move, 4h & 1d high short_entry_logic.append((rsi_3_1h_lt_60) | (aroond_14_4h_lt_85) | (aroond_14_1d < 90.0)) # 1h down move, 1h still high, 4h high short_entry_logic.append((rsi_3_1h_lt_55) | (aroond_14_1h_lt_50) | (aroond_14_4h < 90.0)) # 1h down move, 1h high short_entry_logic.append((rsi_3_1h_lt_55) | (stochrsi_k_1h_gt_40)) # 1h & 4h down move, 15m high short_entry_logic.append((rsi_3_1h_lt_50) | (rsi_3_4h_lt_40) | (aroond_14_15m_lt_70)) # 1h down move, 15m still high, 4h high short_entry_logic.append((rsi_3_1h_lt_50) | (aroond_14_15m_lt_50) | (aroond_14_4h_lt_80)) # 1h down move, 15m high, 1h still high short_entry_logic.append((rsi_3_1h_lt_50) | (aroond_14_15m_lt_70) | (stochrsi_k_1h_gt_60)) # 1h down move, 15m still high, 4h high short_entry_logic.append((rsi_3_1h_lt_50) | (stochrsi_k_15m_gt_50) | (stochrsi_k_4h_gt_20)) # 1h down move, 15m & 1h high short_entry_logic.append((rsi_3_1h_lt_50) | (stochrsi_k_15m_gt_40) | (aroond_14_1h < 60.0)) # 1h down move, 1h & 1d high short_entry_logic.append((rsi_3_1h_lt_50) | (aroond_14_1h_lt_70) | (stochrsi_k_1d_gt_20)) # 1h down move, 4h still high, 1d high short_entry_logic.append((rsi_3_1h_lt_50) | (stochrsi_k_4h_gt_50) | (stochrsi_k_1d > 10.0)) # 1h down move, 5m up move, 1h still high short_entry_logic.append((rsi_3_1h_lt_40) | (rsi_3 > 40.0) | (stochrsi_k_1h_gt_50)) # 1h down move, 15m still not low enough, 1h high short_entry_logic.append((rsi_3_1h_lt_40) | (stochrsi_k_15m_gt_70) | (aroond_14_1h_lt_70)) # 1h down move, 15m still not low enough, 1h high short_entry_logic.append((rsi_3_1h_lt_40) | (stochrsi_k_15m_gt_70) | (stochrsi_k_1h_gt_40)) # 1h down move, 15m & 4h still high short_entry_logic.append((rsi_3_1h_lt_40) | (stochrsi_k_15m_gt_50) | (stochrsi_k_4h_gt_50)) # 1h down move, 15m & 1h high short_entry_logic.append((rsi_3_1h_lt_40) | (aroond_14_15m_lt_70) | (aroond_14_1h < 90.0)) # 1h down move, 1h still high, 4h high short_entry_logic.append((rsi_3_1h_lt_40) | (aroond_14_1h_lt_50) | (stochrsi_k_4h_gt_10)) # 1h down move, 1h high, 4h still high short_entry_logic.append((rsi_3_1h_lt_40) | (aroond_14_1h < 80.0) | (aroond_14_4h_lt_40)) # 1h down move, 1h still high, 4h high short_entry_logic.append((rsi_3_1h_lt_40) | (stochrsi_k_1h_gt_60) | (aroond_14_4h_lt_70)) # 1h down move, 1h & 1d high short_entry_logic.append((rsi_3_1h_lt_40) | (stochrsi_k_1h_gt_30) | (aroond_14_1d < 90.0)) # 1h down move, 4h & 1d high short_entry_logic.append((rsi_3_1h_lt_40) | (rsi_14_4h_gt_30) | (rsi_14_1d > 20.0)) # 4h down move, 15m high short_entry_logic.append((rsi_3_4h_lt_80) | (aroond_14_15m_lt_80)) # 4h down move, 1h high short_entry_logic.append((rsi_3_4h_lt_75) | (stochrsi_k_1h_gt_20)) # 4h down move, 1h & 4h still high short_entry_logic.append((rsi_3_4h < 65.0) | (stochrsi_k_1h_gt_50) | (aroond_14_4h_lt_50)) # 4h down move, 15m & 1h high short_entry_logic.append((rsi_3_4h_lt_60) | (aroond_14_15m_lt_80) | (stochrsi_k_1h_gt_30)) # 4h down move, 15m still high, 1h high short_entry_logic.append((rsi_3_4h_lt_60) | (stochrsi_k_15m_gt_60) | (stochrsi_k_1h_gt_20)) # 4h down move, 1h still high, 4h still moving down short_entry_logic.append((rsi_3_4h_lt_60) | (stochrsi_k_1h_gt_50) | (cci_20_change_pct_4h_lt_0)) # 4h down move, 1h high, 4h still high short_entry_logic.append((rsi_3_4h < 55.0) | (aroond_14_1h_lt_70) | (aroond_14_4h_lt_50)) # 4h down move, 15m high, 4h still high short_entry_logic.append((rsi_3_4h_lt_50) | (aroond_14_15m_lt_70) | (stochrsi_k_4h_gt_60)) # 4h down move, 15m still high, 1h high short_entry_logic.append((rsi_3_4h_lt_50) | (stochrsi_k_15m_gt_60) | (stochrsi_k_1h_gt_30)) # 4h down move, 15m & 4h still high short_entry_logic.append((rsi_3_4h_lt_50) | (stochrsi_k_15m_gt_50) | (aroond_14_4h_lt_50)) # 4h down move, 15m high, 4h still not low enough short_entry_logic.append((rsi_3_4h_lt_50) | (stochrsi_k_15m_gt_30) | (stochrsi_k_4h_gt_70)) # 4h down move, 1h still high, 4h high short_entry_logic.append((rsi_3_4h_lt_50) | (stochrsi_k_1h_gt_50) | (aroond_14_4h_lt_70)) # 4h down move, 15m & 4h high short_entry_logic.append((rsi_3_4h_lt_40) | (aroond_14_15m_lt_70) | (aroond_14_4h_lt_70)) # 4h down move, 15m high, 4h still high short_entry_logic.append((rsi_3_4h_lt_40) | (aroond_14_15m_lt_80) | (aroond_14_4h_lt_40)) # 4h down move, 15m still high, 4h high short_entry_logic.append((rsi_3_4h_lt_40) | (stochrsi_k_15m_gt_50) | (stochrsi_k_4h_gt_30)) # 4h down move, 15m & 4h high short_entry_logic.append((rsi_3_4h_lt_40) | (stochrsi_k_15m_gt_30) | (stochrsi_k_4h_gt_40)) # 4h down move, 1h & 4h high short_entry_logic.append((rsi_3_4h_lt_40) | (stochrsi_k_1h_gt_30) | (aroond_14_4h_lt_70)) # 4h down move, 4h still high, 1d high short_entry_logic.append((rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_50) | (stochrsi_k_1d_gt_20)) # 15m high, 4h high short_entry_logic.append((aroond_14_15m_lt_70) | (aroond_14_4h_lt_85)) # 15m high, 4h still high short_entry_logic.append((aroond_14_15m_lt_80) | (stochrsi_k_4h_gt_50)) # 15m high, 1h still high short_entry_logic.append((stochrsi_k_15m_gt_30) | (stochrsi_k_1h_gt_60)) # 15m & 4h high short_entry_logic.append((stochrsi_k_15m_gt_30) | (aroond_14_4h_lt_70)) # 15m high, 1h still not low enough short_entry_logic.append((stochrsi_k_15m > 20.0) | (stochrsi_k_1h_gt_70)) # Logic short_entry_logic.append(rsi_14 > 50.0) short_entry_logic.append(aroond_14_15m < 90.0) short_entry_logic.append(stochrsi_k_15m > 10.0) if not np.isnan(sma_200[-1]): short_entry_logic.append(sma_21_shift_1 > sma_200_shift_1) short_entry_logic.append(sma_21 < sma_200) else: short_entry_logic.append(np.full(len(df), False)) if not np.isnan(ema_200_1h[-1]): short_entry_logic.append(close < ema_200_1h) else: short_entry_logic.append(np.full(len(df), False)) if not np.isnan(ema_200_4h[-1]): short_entry_logic.append(close < ema_200_4h) else: short_entry_logic.append(np.full(len(df), False)) short_entry_logic.append(bbb_20_2_0_1h > 4.0) # Condition #662 - 4h opening-range fakeout (Short, experimental). if short_entry_condition_index == 662: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) # Logic short_entry_logic.append( # don't fade an upside break out of a washed 4h with money outflow (that break is a real reversal rally) ((stochrsi_k_4h > 50.0) | (cmf_20_4h > -0.05)) # prev 5m candle CLOSED above the day's first-4h range high; current closes back INSIDE & (np_shift(close, 1) > orange_h) & (close < orange_h) & (close > orange_l) ) # Condition #663 - Fib golden-pocket continuation (Short, experimental, protected). if short_entry_condition_index == 663: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) short_entry_logic.append( # Mar/May fast break in 4h trend: +DI4h >= 15, ROC2_4h >= -4, RSI change <= -12; need relief ((rsi_14_change_pct > -12) | (plus_di_14_4h < 15) | (roc_2_4h < -4)) # Aug/Dec no-flow bounce: Aroon-up1h >= 30, CMF15m <= -0.05, WILLR15m <= -35; need one escape & ((cmf_20_15m > -0.05) | (willr_14_15m > -35) | aroonu_14_1h_lt_30) # Sep/Dec outflow bounce: 1h Aroon-up >= 20, CMF <= -0.15, RSI surge >= 20; need one escape & (aroonu_14_1h_lt_20 | (cmf_20_1h > -0.15) | (rsi_14_change_pct_1h < 20)) # Dec-20 crash rebound: 4h ROC <= -14, 1h RSI acceleration >= 50; need either side softer & ((rsi_14_change_pct_1h < 50) | (roc_2_4h > -14)) ) # Logic # wick-anchored 48-candle impulse: high/low, their order and the retrace depth # (0 = at the low, 1 = at the high) _fib_high_wick_663 = ta.MAX(high_px, timeperiod=48) _fib_low_wick_663 = ta.MIN(low_px, timeperiod=48) _fib_high_index_663 = ta.MAXINDEX(high_px, timeperiod=48) _fib_low_index_663 = ta.MININDEX(low_px, timeperiod=48) _fib_ordered_663 = np.where(_fib_high_index_663 < _fib_low_index_663, 1.0, 0.0) _fib_rng_663 = _fib_high_wick_663 - _fib_low_wick_663 _fib_retr_663 = (close - _fib_low_wick_663) / _fib_rng_663 _fib_retr_prev_663 = np_shift(_fib_retr_663, 1) short_entry_logic.append( (ema_12_4h < ema_200_4h) # R1 (eyeball): only a clean active downtrend & (rsi_14_4h < 45.0) & (aroond_14_4h > 70.0) # R1: anti-capitulation mirror & (roc_9_1d > -30.0) & (_fib_rng_663 > (_fib_low_wick_663 * 0.04)) # The engulfing candle closes back through the wick-anchored pocket's 0.618 edge. & (_fib_ordered_663 > 0.5) & (_fib_retr_prev_663 >= 0.618) & (_fib_retr_prev_663 <= 0.786) & (_fib_retr_663 >= 0.5) & (_fib_retr_663 < 0.618) & (engulf_bear > 0.5) ) # Condition #664 - Squeeze Momentum release (Short, experimental, RAW — mirror). if short_entry_condition_index == 664: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) short_entry_logic.append( # 5m up move, 15m down move, 1d uptrend gone ((rsi_3 < 20) | (rsi_3_15m_gt_15) | (aroonu_14_1d_gt_10)) # 5m up move, 15m still high, 1h high & ((rsi_3 < 20) | (stochrsi_k_15m_lt_70) | (aroonu_14_1h_lt_40)) # 5m down move, 15m high, 1h low & ((rsi_3_gt_10) | (aroonu_14_15m_lt_60) | (stochrsi_k_1h_gt_30)) # 5m down move, 1h uptrend, 1d low & ((rsi_3_gt_10) | (aroonu_14_1h_lt_20) | (stochrsi_k_1d_gt_20)) # 5m down move, 1h low, 4h still high & ((rsi_3_gt_10) | (stochrsi_k_1h_gt_10) | (stochrsi_k_4h_lt_60)) # 5m down move, 15m low, 1h up move & ((rsi_3_gt_3) | (aroonu_14_15m_gt_40) | (rsi_3_1h_lt_70)) # 5m & 4h down move, 15m uptrend & ((rsi_3_gt_3) | (aroonu_14_15m_lt_60) | (rsi_3_4h_gt_10)) # 5m down move, 1h & 4h uptrend & ((rsi_3_gt_3) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_30)) # 5m & 15m down move, 4h low & ((rsi_3_gt_3) | (rsi_3_15m_gt_10) | (aroonu_14_4h_gt_10)) # 5m & 1h down move, 1h low & ((rsi_3_gt_3) | (rsi_3_1h_gt_25) | (aroonu_14_1h_gt_20)) # 5m down move, 15m low, 1h down move & ((rsi_3_gt_3) | (stochrsi_k_15m_gt_10) | (rsi_3_1h_gt_25)) # 5m down move, 15m low & ((rsi_3_gt_5) | (aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_20)) # 5m down move, 4h low, 1d uptrend & ((rsi_3_gt_5) | (aroonu_14_4h_gt_10) | (roc_9_1d_lt_15)) # 5m down move, 4h high & ((rsi_3_gt_5) | (aroonu_14_4h_lt_80)) # 5m & 15m & 4h down move & ((rsi_3_gt_5) | (rsi_3_15m_gt_10) | (rsi_3_4h_gt_10)) # 5m & 1h down move, 4h uptrend & ((rsi_3_gt_5) | (rsi_3_1h_gt_20) | (aroonu_14_4h_lt_40)) # 5m & 1h down move, 1d uptrend & ((rsi_3_gt_5) | (rsi_3_1h_gt_20) | (roc_9_1d_lt_10)) # 5m down move, 1h down move & ((rsi_3_gt_5) | (rsi_3_1h_gt_5)) # 5m down move, 1h up move, 1d low & ((rsi_3_gt_5) | (rsi_3_1h_lt_60) | (aroonu_14_1d_gt_20)) # 5m down move, 15m high, 1d uptrend & ((rsi_3_gt_5) | (stochrsi_k_15m_gt_10) | (aroonu_14_1d_lt_80)) # 5m down move, 15m low, 1d oversold & ((rsi_3_gt_5) | (stochrsi_k_15m_gt_20) | (roc_9_1d_gt_neg_30)) # 5m down move, 1h still high, 1d uptrend & ((rsi_3_gt_5) | (stochrsi_k_1h_gt_40) | (aroonu_14_1d_lt_80)) # 5m uptrend, 15m low, 1d oversold & ((aroonu_14_lt_25) | (aroonu_14_15m_gt_30) | (roc_9_1d_gt_neg_20)) # 5m uptrend, 1d low & ((aroonu_14_lt_25) | (aroonu_14_1d_gt_30) | (stochrsi_k_1d_gt_20)) # 5m uptrend, 1h low & ((aroonu_14_lt_25) | (aroonu_14_1h_gt_10) | (stochrsi_k_1h_gt_20)) # 5m & 1h uptrend, 4h high & ((aroonu_14_lt_25) | (aroonu_14_1h_lt_50) | (stochrsi_k_4h_gt_10)) # 5m uptrend, 15m down move, 4h high & ((aroonu_14_lt_25) | (rsi_3_15m_gt_20) | (stochrsi_k_4h_gt_10)) # 5m & 1d uptrend, 15m high & ((aroonu_14_lt_25) | (stochrsi_k_15m_gt_10) | (roc_9_1d_lt_10)) # 5m & 4h uptrend, 1h low & ((aroonu_14_lt_30) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_lt_60)) # 5m uptrend, 1h up move & low & ((aroonu_14_lt_30) | (rsi_3_1h_lt_40) | (stochrsi_k_1h_gt_20)) # 5m & 4h uptrend, 4h down move & ((aroonu_14_lt_30) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_20)) # 5m uptrend, 15m still high, 1h up move & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_30) | (rsi_3_1h_lt_40)) # 5m uptrend, 15m still high, 4h down move & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_40) | (rsi_3_4h_gt_40)) # 5m uptrend, 1h still high, 4h up move & ((aroonu_14_lt_30) | (stochrsi_k_1h_gt_60) | (rsi_3_4h_lt_50)) # 5m & 1d uptrend, 4h low & ((aroonu_14_lt_30) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_lt_40)) # 5m & 1d uptrend, 4h still high & ((aroonu_14_lt_30) | (stochrsi_k_4h_gt_40) | (aroonu_14_1d_lt_60)) # 5m still high, 15m high, 1d still high & ((stochrsi_k_lt_30) | (aroonu_14_15m_lt_25) | (stochrsi_k_1d_lt_70)) # 5m still high, 1d uptrend gone, 1d still high & ((stochrsi_k_lt_30) | (aroonu_14_1d_gt_20) | (stochrsi_k_1d_lt_50)) # 5m still high, 15m down move, 1h still high & ((stochrsi_k_lt_30) | (rsi_3_15m_gt_15) | (stochrsi_k_1h_lt_50)) # 15m down move, 1h high, 4h down move & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_25) | (rsi_3_4h_gt_5)) # 15m down move, 4h uptrend & high & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_60) | (stochrsi_k_4h_gt_10)) # 15m down move, 4h uptrend, 1d down move & ((rsi_3_15m_gt_10) | (roc_9_4h < -8) | (rsi_3_1d_gt_15)) # 15m down move, 1h down move, 1d low & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_25) | (stochrsi_k_1d_gt_10)) # 15m down move, 1h up move & uptrend & ((rsi_3_15m_gt_10) | (rsi_3_1h_lt_50) | (aroonu_14_1h_lt_20)) # 15m down move, 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_10) | (aroonu_14_1d_lt_80)) # 15m down move, 15m uptrend gone, 4h high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_gt_10) | (aroonu_14_4h_lt_60)) # 15m down move & uptrend, 1d oversold & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_20) | (roc_9_1d_gt_neg_25)) # 15m down move & uptrend, 4h low & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_30) | (aroonu_14_4h_gt_10)) # 15m down move & uptrend, 1h still high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_30) | (stochrsi_k_1h_gt_40)) # 15m down move, 1h high & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_90)) # 15m down move, 1d downtrend & ((rsi_3_15m_gt_15) | (roc_9_1d_gt_neg_30)) # 15m down move, 1h downtrend, 4h uptrend gone & ((rsi_3_15m_gt_15) | (roc_9_1h_gt_neg_10) | (aroonu_14_4h_gt_10)) # 15m down move, 1d down move, 1d uptrend gone & ((rsi_3_15m_gt_15) | (rsi_3_1d_gt_15) | (aroonu_14_1d_gt_10)) # 15m down move, 1h down move, 4h low & ((rsi_3_15m_gt_15) | (rsi_3_1h_gt_5) | (stochrsi_k_4h_gt_10)) # 15m down move, 1h & 4h up move & ((rsi_3_15m_gt_15) | (rsi_3_1h_lt_50) | (rsi_3_4h_lt_50)) # 15m down move, 1h up move, 1d down move & ((rsi_3_15m_gt_15) | (rsi_3_1h_lt_70) | (rsi_3_1d_gt_15)) # 15m & 4h & 1d down move & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_10)) # 15m down move, 4h down move, 4h still high & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_15) | (stochrsi_k_4h_lt_30)) # 15m down move & low, 1d still high & ((rsi_3_15m_gt_20) | (aroonu_14_15m_gt_10) | (stochrsi_k_1d_gt_50)) # 15m down move, 15m & 4h uptrend & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_60) | (aroonu_14_4h_lt_60)) # 15m down move, 4h low, 1d still high & ((rsi_3_15m_gt_20) | (aroonu_14_4h_gt_10) | (stochrsi_k_1d_gt_40)) # 15m & 1d down move, 1d uptrend & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_60)) # 15m down move, 1h up move & uptrend & ((rsi_3_15m_gt_20) | (rsi_3_1h_lt_50) | (aroonu_14_1h_lt_40)) # 15m down move, 1h up move, 4h down move & ((rsi_3_15m_gt_20) | (rsi_3_1h_lt_50) | (rsi_3_4h_gt_20)) # 15m down move, 1h up move, 4h low & ((rsi_3_15m_gt_20) | (rsi_3_1h_lt_80) | (stochrsi_k_4h_gt_20)) # 15m down move, 4h up move & uptrend & ((rsi_3_15m_gt_20) | (rsi_3_4h_lt_50) | (aroonu_14_4h_lt_20)) # 15m down move & low, 1d uptrend & ((rsi_3_15m_gt_20) | (stochrsi_k_15m_gt_20) | (aroonu_14_1d_lt_30)) # 15m down move, 15m still high, 1d still high & ((rsi_3_15m_gt_20) | (stochrsi_k_15m_lt_70) | (stochrsi_k_1d_lt_70)) # 15m down move, 1d low & uptrend & ((rsi_3_15m_gt_20) | (stochrsi_k_1d_gt_20) | (roc_9_1d_lt_15)) # 15m down move, 1h still high, 1d low & ((rsi_3_15m_gt_20) | (stochrsi_k_1h_lt_70) | (aroonu_14_1d_gt_10)) # 15m down move, 1h & 1d uptrend & ((rsi_3_15m_gt_25) | (aroonu_14_1h_lt_40) | (aroonu_14_1d_lt_60)) # 15m down move, 4h & 1d uptrend & ((rsi_3_15m_gt_25) | (aroonu_14_4h_lt_50) | (aroonu_14_1d_lt_50)) # 15m down move, 1d uptrend & ((rsi_3_15m_gt_25) | (roc_9_1d_lt_50)) # 15m down move, 4h oversold, 1d uptrend & ((rsi_3_15m_gt_25) | (roc_9_4h_gt_neg_20) | (aroonu_14_1d_lt_60)) # 15m down move, 4h still high, 1d downtrend & ((rsi_3_15m_gt_25) | (stochrsi_k_4h_lt_70) | (roc_9_1d_gt_neg_15)) # 15m down move & uptrend, 1d high & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_50) | (stochrsi_k_1d_gt_10)) # 15m down move, 1h up move, 1d uptrend & ((rsi_3_15m_gt_30) | (rsi_3_1h_lt_65) | (aroonu_14_1d_lt_80)) # 15m & 4h down move, 1h up move & ((rsi_3_15m_gt_30) | (rsi_3_1h_lt_65) | (rsi_3_4h_gt_40)) # 15m down move, 4h up move & uptrend & ((rsi_3_15m_gt_30) | (rsi_3_4h_lt_40) | (aroonu_14_4h_lt_30)) # 15m down move, 4h up move, 1d still high & ((rsi_3_15m_gt_30) | (rsi_3_4h_lt_60) | (stochrsi_k_1d_gt_40)) # 15m up move & uptrend, 1h low & ((rsi_3_15m_lt_50) | (aroonu_14_15m_lt_30) | (stochrsi_k_1h_gt_20)) # 15m up move & uptrend, 4h high & ((rsi_3_15m_lt_50) | (aroonu_14_15m_lt_80) | (stochrsi_k_4h_gt_10)) # 15m up move, 1h uptrend, 4h still high & ((rsi_3_15m_lt_50) | (aroonu_14_1h_lt_30) | (stochrsi_k_4h_gt_30)) # 15m up move, 1h uptrend & ((rsi_3_15m_lt_50) | (aroonu_14_1h_lt_70)) # 15m & 4h up move & ((rsi_3_15m_lt_50) | (rsi_3_4h_lt_50)) # 15m up move, 15m & 1h still high & ((rsi_3_15m_lt_50) | (stochrsi_k_15m_gt_40) | (stochrsi_k_1h_gt_40)) # 15m down move & low, 1h uptrend & ((rsi_3_15m_lt_55) | (aroonu_14_15m_gt_20) | (aroonu_14_1h_lt_40)) # 15m still not low enough, 1d down move & still high & ((rsi_14_15m_lt_40) | (rsi_3_1d_gt_25) | (stochrsi_k_1d_lt_70)) # 15m & 1h low, 1d oversold & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_gt_30) | (roc_9_1d_gt_neg_10)) # 15m & 1h low, 4h uptrend & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_gt_60) | (aroonu_14_4h_lt_90)) # 15m & 4h low, 1h uptrend & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_lt_60) | (stochrsi_k_4h_gt_20)) # 15m low, 1h uptrend & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_lt_80)) # 15m & 4h low, 1d uptrend & ((aroonu_14_15m_gt_10) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_lt_60)) # 15m low, 1h down move, 1d uptrend & ((aroonu_14_15m_gt_10) | (rsi_3_1h_gt_40) | (aroonu_14_1d_lt_80)) # 15m low, 1h up move, 4h uptrend & ((aroonu_14_15m_gt_10) | (rsi_3_1h_lt_50) | (aroonu_14_4h_lt_30)) # 15m low, 4h down move, 1d uptrend & ((aroonu_14_15m_gt_10) | (rsi_3_4h_gt_40) | (aroonu_14_1d_lt_30)) # 15m & 1d low, 4h up move & ((aroonu_14_15m_gt_10) | (rsi_3_4h_lt_40) | (aroonu_14_1d_gt_50)) # 15m low & still high, 4h uptrend & ((aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_30) | (aroonu_14_4h_lt_80)) # 15m low & still high, 1h oversold & ((aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_50) | (roc_9_1h_gt_neg_10)) # 15m uptrend gone, 1h still high, 1d still high & ((aroonu_14_15m_gt_10) | (stochrsi_k_1h_lt_70) | (stochrsi_k_1d_lt_80)) # 15m & 1h low, 4h still high & ((aroonu_14_15m_gt_20) | (aroonu_14_1h_gt_10) | (stochrsi_k_4h_gt_30)) # 15m low, 4h high, 1d down move & ((aroonu_14_15m_gt_20) | (aroonu_14_4h_lt_30) | (rsi_3_1d_gt_20)) # 15m low, 1h up move, 4h down move & ((aroonu_14_15m_gt_20) | (rsi_3_1h_lt_40) | (rsi_3_4h_gt_20)) # 15m & 1d low, 1h up move & ((aroonu_14_15m_gt_20) | (rsi_3_1h_lt_60) | (aroonu_14_1d_gt_20)) # 15m low, 1h up move & ((aroonu_14_15m_gt_20) | (rsi_3_1h_lt_70)) # 15m low, 4h up move & uptrend & ((aroonu_14_15m_gt_20) | (rsi_3_4h_lt_50) | (aroonu_14_4h_lt_50)) # 15m low & still high, 1h down move & ((aroonu_14_15m_gt_20) | (stochrsi_k_15m_gt_40) | (rsi_3_1h_gt_20)) # 15m & 1d low, 4h still high & ((aroonu_14_15m_gt_20) | (stochrsi_k_4h_gt_30) | (stochrsi_k_1d_gt_20)) # 15m low, 1h uptrend, 4h high & ((aroonu_14_15m_gt_30) | (aroonu_14_1h_lt_50) | (stochrsi_k_4h_gt_10)) # 15m low, 1h up move, 4h uptrend & ((aroonu_14_15m_gt_30) | (rsi_3_1h_lt_40) | (aroonu_14_4h_lt_40)) # 15m uptrend gone, 1h up move, 1d uptrend gone & ((aroonu_14_15m_gt_30) | (rsi_3_1h_lt_50) | (aroonu_14_1d_gt_10)) # 15m low, 1h up move, 4h uptrend & ((aroonu_14_15m_gt_50) | (rsi_3_1h_lt_70) | (aroonu_14_4h_lt_70)) # 15m & 1h uptrend, 1d low & ((aroonu_14_15m_lt_20) | (aroonu_14_1h_lt_20) | (stochrsi_k_1d_gt_20)) # 15m uptrend, 1d up move & ((aroonu_14_15m_lt_20) | (rsi_3_1d_lt_80)) # 15m & 4h uptrend, 1h down move & ((aroonu_14_15m_lt_20) | (rsi_3_1h_gt_20) | (aroonu_14_4h_lt_60)) # 15m uptrend, 4h & 1d down move & ((aroonu_14_15m_lt_20) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_30)) # 15m uptrend, 4h down move, 1d low & ((aroonu_14_15m_lt_20) | (rsi_3_4h_gt_30) | (aroonu_14_1d_gt_20)) # 15m & 4h uptrend, 15m low & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_gt_20) | (aroonu_14_4h_lt_20)) # 15m & 1d uptrend, 4h high & ((aroonu_14_15m_lt_20) | (stochrsi_k_4h_gt_10) | (roc_9_1d_lt_25)) # 15m & 1h uptrend, 4h down move & ((aroonu_14_15m_lt_30) | (aroonu_14_1h_lt_20) | (rsi_3_4h_gt_10)) # 15m & 1h uptrend, 1h still not low enough & ((aroonu_14_15m_lt_30) | (aroonu_14_1h_lt_70) | (stochrsi_k_1h_gt_80)) # 15m high, 1h down move, 1d high & ((aroonu_14_15m_lt_30) | (rsi_3_1h_gt_25) | (aroonu_14_1d_lt_80)) # 15m high, 1h down move, 4h still high & ((aroonu_14_15m_lt_30) | (rsi_3_1h_gt_25) | (stochrsi_k_4h_lt_50)) # 15m & 1d uptrend, 1h low & ((aroonu_14_15m_lt_30) | (stochrsi_k_1h_gt_20) | (aroonu_14_1d_lt_80)) # 15m & 1d uptrend, 4h low & ((aroonu_14_15m_lt_40) | (aroonu_14_4h_gt_10) | (roc_9_1d_lt_20)) # 15m uptrend, 1h down move & ((aroonu_14_15m_lt_40) | (rsi_3_1h_gt_20)) # 15m high, 1h down move, 4h low & ((aroonu_14_15m_lt_40) | (rsi_3_1h_gt_25) | (stochrsi_k_4h_gt_10)) # 15m uptrend, 1h down move, 4h low & ((aroonu_14_15m_lt_40) | (rsi_3_1h_gt_30) | (aroonu_14_4h_gt_10)) # 15m uptrend, 4h down move & low & ((aroonu_14_15m_lt_40) | (rsi_3_4h_gt_20) | (aroonu_14_4h_gt_10)) # 15m & 1h uptrend, 15m high & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_10) | (aroonu_14_1h_lt_80)) # 15m uptrend & still high, 1h low & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_50) | (stochrsi_k_1h_gt_20)) # 15m & 1d uptrend, 1h low & ((aroonu_14_15m_lt_50) | (aroonu_14_1h_gt_10) | (roc_9_1d_lt_20)) # 15m high, 1d still high & downtrend & ((aroonu_14_15m_lt_50) | (stochrsi_k_1d_lt_60) | (roc_9_1d_gt_neg_10)) # 15m uptrend, 1h low, 4h up move & ((aroonu_14_15m_lt_50) | (stochrsi_k_1h_gt_20) | (rsi_3_4h_lt_40)) # 15m high, 1h uptrend gone, 4h up move & ((aroonu_14_15m_lt_60) | (aroonu_14_1h_gt_10) | (rsi_3_4h_lt_60)) # 15m uptrend, 1h & 4h low & ((aroonu_14_15m_lt_60) | (aroonu_14_1h_gt_10) | (stochrsi_k_4h_gt_20)) # 15m & 1h & 1d uptrend & ((aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_40) | (aroonu_14_1d_lt_50)) # 15m & 4h & 1d uptrend & ((aroonu_14_15m_lt_60) | (aroonu_14_4h_lt_30) | (aroonu_14_1d_lt_80)) # 15m high, 1h up move, 4h down move & ((aroonu_14_15m_lt_60) | (rsi_3_1h_lt_50) | (rsi_3_4h_gt_10)) # 15m uptrend & still high, 1h low & ((aroonu_14_15m_lt_60) | (stochrsi_k_15m_gt_60) | (stochrsi_k_1h_gt_20)) # 15m & 1h uptrend, 4h still high & ((aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_70) | (stochrsi_k_4h_gt_50)) # 15m & 4h uptrend, 4h high & ((aroonu_14_15m_lt_70) | (aroonu_14_4h_lt_60) | (stochrsi_k_4h_gt_10)) # 15m uptrend, 4h down move & low & ((aroonu_14_15m_lt_70) | (rsi_3_4h_gt_10) | (aroonu_14_4h_gt_20)) # 15m uptrend & still high, 1h down move & ((aroonu_14_15m_lt_70) | (stochrsi_k_15m_gt_50) | (rsi_3_1h_gt_50)) # 15m uptrend & still high, 1h still not low enough & ((aroonu_14_15m_lt_70) | (stochrsi_k_15m_gt_50) | (stochrsi_k_1h_gt_80)) # 15m uptrend, 15m & 1h still high & ((aroonu_14_15m_lt_70) | (stochrsi_k_15m_gt_60) | (stochrsi_k_1h_gt_60)) # 15m uptrend, 1h still high, 4h up move & ((aroonu_14_15m_lt_70) | (stochrsi_k_1h_gt_40) | (rsi_3_4h_lt_40)) # 15m high, 1h down move, 1d uptrend & ((aroonu_14_15m_lt_75) | (rsi_3_1h_gt_45) | (roc_9_1d_lt_0)) # 15m high, 1h low, 1d uptrend gone & ((aroonu_14_15m_lt_75) | (stochrsi_k_1h_gt_60) | (aroonu_14_1d_gt_10)) # 15m & 1h uptrend, 4h still high & ((aroonu_14_15m_lt_80) | (aroonu_14_1h_lt_60) | (stochrsi_k_4h_gt_40)) # 15m high, 1d uptrend & ((aroonu_14_15m_lt_80) | (roc_9_1d_lt_10)) # 15m high, 1h down move, 1d uptrend gone & ((aroonu_14_15m_lt_80) | (rsi_3_1h_gt_50) | (aroonu_14_1d_gt_10)) # 15m & 1d uptrend, 15m still high & ((aroonu_14_15m_lt_80) | (stochrsi_k_15m_gt_40) | (aroonu_14_1d_lt_30)) # 15m high, 1h low, 1d uptrend gone & ((aroonu_14_15m_lt_80) | (stochrsi_k_1h_gt_50) | (aroonu_14_1d_gt_20)) # 15m high, 4h low, 1d uptrend gone & ((aroonu_14_15m_lt_80) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_gt_50)) # 15m & 1d uptrend, 1d still not high enough & ((aroonu_14_15m_lt_90) | (aroonu_14_1d_lt_80) | (stochrsi_k_1d_gt_70)) # 15m & 4h uptrend, 4h low & ((aroonu_14_15m_lt_90) | (aroonu_14_4h_lt_40) | (stochrsi_k_4h_gt_20)) # 15m uptrend & still high, 1h low & ((aroonu_14_15m_lt_90) | (stochrsi_k_15m_gt_60) | (aroonu_14_1h_gt_10)) # 15m high, 1h uptrend, 1d low & ((stochrsi_k_15m_gt_10) | (aroonu_14_1h_lt_60) | (aroonu_14_1d_gt_20)) # 15m high, 4h oversold & ((stochrsi_k_15m_gt_10) | (roc_9_4h_gt_neg_20)) # 15m low, 1h down move & ((stochrsi_k_15m_gt_10) | (rsi_3_1h_gt_10)) # 15m low, 1h down move & high & ((stochrsi_k_15m_gt_10) | (rsi_3_1h_gt_25) | (aroonu_14_1h_lt_75)) # 15m high, 1h & 4h up move & ((stochrsi_k_15m_gt_10) | (rsi_3_1h_lt_50) | (rsi_3_4h_lt_70)) # 15m & 4h low, 1d down move & ((stochrsi_k_15m_gt_10) | (stochrsi_k_4h_gt_20) | (rsi_3_1d_gt_20)) # 15m & 1h low, 1h uptrend & ((stochrsi_k_15m_gt_20) | (aroonu_14_1h_lt_50) | (stochrsi_k_1h_gt_20)) # 15m & 1d low, 4h uptrend & ((stochrsi_k_15m_gt_20) | (aroonu_14_4h_lt_40) | (aroonu_14_1d_gt_20)) # 15m low, 1d up move & ((stochrsi_k_15m_gt_20) | (rsi_3_1d_lt_80)) # 15m & 1h low, 1h up move & ((stochrsi_k_15m_gt_20) | (rsi_3_1h_lt_40) | (aroonu_14_1h_gt_10)) # 15m & 1d low, 4h down move & ((stochrsi_k_15m_gt_20) | (rsi_3_4h_gt_15) | (aroonu_14_1d_gt_30)) # 15m low, 4h down move, 1d oversold & ((stochrsi_k_15m_gt_20) | (rsi_3_4h_gt_40) | (roc_9_1d_gt_neg_15)) # 15m low, 1h high, 4h down move & ((stochrsi_k_15m_gt_30) | (aroonu_14_1h_lt_60) | (rsi_3_4h_gt_25)) # 15m & 1h still high, 1h uptrend & ((stochrsi_k_15m_gt_30) | (aroonu_14_1h_lt_60) | (stochrsi_k_1h_gt_40)) # 15m still high, 4h uptrend, 1d low & ((stochrsi_k_15m_gt_30) | (aroonu_14_4h_lt_70) | (aroonu_14_1d_gt_20)) # 15m still high, 1d up move & low & ((stochrsi_k_15m_gt_30) | (rsi_3_1d_lt_35) | (aroonu_14_1d_gt_30)) # 15m low, 1h up move, 4h down move & ((stochrsi_k_15m_gt_30) | (rsi_3_1h_lt_40) | (rsi_3_4h_gt_20)) # 15m still high, 4h down move & low & ((stochrsi_k_15m_gt_30) | (rsi_3_4h_gt_10) | (aroonu_14_4h_gt_10)) # 15m still high, 1h up move, 1d low & ((stochrsi_k_15m_gt_40) | (rsi_3_1h_lt_50) | (aroonu_14_1d_gt_20)) # 15m still high, 4h down move, 1d oversold & ((stochrsi_k_15m_gt_40) | (rsi_3_4h_gt_35) | (roc_9_1d_gt_neg_15)) # 15m still high, 1h down move, 1d uptrend & ((stochrsi_k_15m_gt_50) | (rsi_3_1h_gt_20) | (roc_9_1d_lt_10)) # 15m still high, 1h down move, 1d low & ((stochrsi_k_15m_gt_50) | (rsi_3_1h_gt_35) | (aroonu_14_1d_gt_20)) # 15m & 1h still high, 1h up move & ((stochrsi_k_15m_gt_50) | (rsi_3_1h_lt_50) | (stochrsi_k_1h_gt_60)) # 15m still high, 4h down move, 1d uptrend & ((stochrsi_k_15m_gt_50) | (rsi_3_4h_gt_10) | (roc_9_1d_lt_10)) # 15m low, 4h down move, 1d uptrend gone & ((stochrsi_k_15m_gt_50) | (rsi_3_4h_gt_15) | (aroonu_14_1d_gt_10)) # 15m & 1h still high, 1d low & ((stochrsi_k_15m_gt_60) | (stochrsi_k_1h_gt_60) | (aroonu_14_1d_gt_30)) # 15m still high, 4h still high, 1d still high & ((stochrsi_k_15m_lt_40) | (stochrsi_k_4h_lt_40) | (stochrsi_k_1d_lt_60)) # 15m still high, 1h high, 4h still low & ((stochrsi_k_15m_lt_60) | (aroonu_14_1h_lt_25) | (rsi_14_4h_gt_30)) # 15m still high, 1h still high, 1d still high & ((stochrsi_k_15m_lt_60) | (stochrsi_k_1h_lt_40) | (stochrsi_k_1d_lt_80)) # 15m still high, 1h uptrend gone, 4h still high & ((stochrsi_k_15m_lt_70) | (aroonu_14_1h_gt_20) | (stochrsi_k_4h_lt_40)) # 15m still high, 1h up move, 1d still high & ((stochrsi_k_15m_lt_70) | (rsi_3_1h_lt_60) | (stochrsi_k_1d_lt_70)) # 15m still high, 4h still high, 1d still high & ((stochrsi_k_15m_lt_80) | (stochrsi_k_4h_lt_40) | (stochrsi_k_1d_lt_20)) # 15m downtrend, 1h still high, 4h low & ((roc_9_15m > -1) | (stochrsi_k_1h_lt_90) | (stochrsi_k_4h_gt_20)) # 15m oversold, 1h uptrend & ((roc_9_15m > -3) | (aroonu_14_1h_lt_80)) # the 15m oscillator already high, the hourly rsi holding and no daily downtrend & ((uo_7_14_28_15m < 55.0) | (rsi_14_change_pct_1h > -5.0) | (aroond_14_1d > 10.0)) # 1h down move, 1d down move, 1d uptrend & ((rsi_3_1h_gt_15) | (rsi_3_1d_gt_50) | (roc_9_1d_lt_0)) # 1h down move, 1d high, 1d low & ((rsi_3_1h_gt_20) | (aroonu_14_1d_lt_90) | (stochrsi_k_1d_gt_60)) # 1h down move & uptrend, 4h oversold & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_30) | (roc_9_4h_gt_neg_10)) # 1h & 1d down move, 1h uptrend & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_60) | (rsi_3_1d_gt_30)) # 1h down move, 4h up move & ((rsi_3_1h_gt_20) | (rsi_3_4h_lt_40)) # 1h down move, 4h & 1d low & ((rsi_3_1h_gt_20) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_gt_20)) # 1h down move, 1h uptrend gone, 4h still high & ((rsi_3_1h_gt_25) | (aroonu_14_1h_gt_20) | (stochrsi_k_4h_lt_70)) # 1h & 4h down move, 1h uptrend & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_50) | (rsi_3_4h_gt_15)) # 1h down move, 1d down move, 1d high & ((rsi_3_1h_gt_25) | (rsi_3_1d_gt_40) | (aroonu_14_1d_lt_90)) # 1h down move, 4h high, 1d low & ((rsi_3_1h_gt_30) | (stochrsi_k_4h_gt_10) | (aroonu_14_1d_gt_20)) # 1h down move, 4h low, 1d uptrend & ((rsi_3_1h_gt_30) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_lt_90)) # 1h down move, 4h up move & ((rsi_3_1h_gt_35) | (rsi_3_4h_lt_60)) # 1h down move, 4h low, 1d uptrend gone & ((rsi_3_1h_gt_35) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_gt_10)) # 1h & 1d down move, 4h uptrend & ((rsi_3_1h_gt_40) | (aroonu_14_4h_lt_40) | (rsi_3_1d_gt_30)) # 1h down move & low, 4h up move & ((rsi_3_1h_gt_50) | (aroonu_14_1h_gt_10) | (rsi_3_4h_lt_50)) # 1h up move, 1d uptrend & ((rsi_3_1h_lt_40) | (aroonu_14_1d_lt_80) | (roc_9_1d_lt_0)) # 1h up move, 4h uptrend, 1d low & ((rsi_3_1h_lt_40) | (aroonu_14_4h_lt_20) | (aroonu_14_1d_gt_20)) # 1h up move, 1h & 1d low & ((rsi_3_1h_lt_40) | (stochrsi_k_1h_gt_20) | (stochrsi_k_1d_gt_20)) # 1h up move & still high, 1d down move & ((rsi_3_1h_lt_40) | (stochrsi_k_1h_gt_40) | (rsi_3_1d_gt_10)) # 1h up move & uptrend, 4h down move & ((rsi_3_1h_lt_50) | (aroonu_14_1h_lt_50) | (rsi_3_4h_gt_30)) # 1h up move, 4h & 1d uptrend & ((rsi_3_1h_lt_50) | (aroonu_14_4h_lt_50) | (aroonu_14_1d_lt_80)) # 1h up move, 4h & 1d uptrend & ((rsi_3_1h_lt_50) | (aroonu_14_4h_lt_50) | (roc_9_1d_lt_20)) # 1h & 1d up move & ((rsi_3_1h_lt_50) | (rsi_3_1d_lt_80)) # 1h up move & still high, 1d low & ((rsi_3_1h_lt_50) | (stochrsi_k_1h_gt_40) | (stochrsi_k_1d_gt_20)) # 1h up move & still high, 4h low & ((rsi_3_1h_lt_50) | (stochrsi_k_1h_gt_60) | (stochrsi_k_4h_gt_20)) # 1h up move, 4h still high, 1d oversold & ((rsi_3_1h_lt_50) | (stochrsi_k_4h_gt_30) | (roc_9_1d_gt_neg_25)) # 1h up move, 1d high, 1d downtrend & ((rsi_3_1h_lt_55) | (aroonu_14_1d_lt_40) | (roc_9_1d_gt_neg_25)) # 1h down move & uptrend, 4h high & ((rsi_3_1h_lt_55) | (aroonu_14_1h_lt_20) | (stochrsi_k_4h_gt_10)) # 1h & 1d down move, 1d uptrend & ((rsi_3_1h_lt_55) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_40)) # 1h up move, 4h uptrend & high & ((rsi_3_1h_lt_60) | (aroonu_14_4h_lt_30) | (stochrsi_k_4h_gt_10)) # 1h up move, 4h & 1d uptrend & ((rsi_3_1h_lt_60) | (aroonu_14_4h_lt_40) | (aroonu_14_1d_lt_80)) # 1h up move, 1d uptrend & ((rsi_3_1h_lt_60) | (roc_9_1d_lt_25)) # 1h up move & still high, 1d low & ((rsi_3_1h_lt_60) | (stochrsi_k_1h_gt_60) | (stochrsi_k_1d_gt_20)) # 1h up move & still not low enough, 1d low & ((rsi_3_1h_lt_60) | (stochrsi_k_1h_gt_80) | (aroonu_14_1d_gt_20)) # 1h up move, 1d uptrend & low & ((rsi_3_1h_lt_70) | (aroonu_14_1d_lt_60) | (stochrsi_k_1d_gt_20)) # 1h up move, 4h down move & ((rsi_3_1h_lt_70) | (rsi_3_4h_gt_40)) # 1h up move, 4h high & ((rsi_3_1h_lt_70) | (stochrsi_k_4h_gt_10)) # 1h low, 4h down move, 1d uptrend & ((aroonu_14_1h_gt_10) | (rsi_3_4h_gt_20) | (roc_9_1d_lt_10)) # 1h low, 4h up move, 1d uptrend & ((aroonu_14_1h_gt_10) | (rsi_3_4h_lt_40) | (aroonu_14_1d_lt_80)) # 1h low, 4h up move, 1d uptrend & ((aroonu_14_1h_gt_10) | (rsi_3_4h_lt_50) | (aroonu_14_1d_lt_60)) # 1h low, 4h up move & uptrend & ((aroonu_14_1h_gt_10) | (rsi_3_4h_lt_50) | (aroonu_14_4h_lt_50)) # 1h low, 1d uptrend & oversold & ((aroonu_14_1h_gt_20) | (aroonu_14_1d_lt_60) | (roc_9_1d_gt_neg_30)) # 1h & 1d low, 1d uptrend & ((aroonu_14_1h_gt_20) | (aroonu_14_1d_lt_80) | (stochrsi_k_1d_gt_20)) # 1h low, 4h uptrend, 1d oversold & ((aroonu_14_1h_gt_30) | (aroonu_14_4h_lt_60) | (roc_9_1d_gt_neg_20)) # 1h low, 4h down move & uptrend & ((aroonu_14_1h_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_60)) # 1h low & still high, 4h up move & ((aroonu_14_1h_gt_30) | (stochrsi_k_1h_gt_40) | (rsi_3_4h_lt_50)) # 1h uptrend, 4h low & high & ((aroonu_14_1h_lt_30) | (aroonu_14_4h_gt_10) | (stochrsi_k_4h_gt_10)) # 1h uptrend, 4h oversold, 1d low & ((aroonu_14_1h_lt_30) | (roc_9_4h_gt_neg_10) | (aroonu_14_1d_gt_20)) # 1h uptrend, 4h down move, 1d oversold & ((aroonu_14_1h_lt_30) | (rsi_3_4h_gt_30) | (roc_9_1d_gt_neg_30)) # 1h uptrend, 4h high, 1d low & ((aroonu_14_1h_lt_30) | (stochrsi_k_4h_gt_10) | (aroonu_14_1d_gt_20)) # 1h high, 4h & 1d down move & ((aroonu_14_1h_lt_40) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_50)) # 1h uptrend, 4h down move, 1d still high & ((aroonu_14_1h_lt_40) | (rsi_3_4h_gt_25) | (stochrsi_k_1d_gt_30)) # 1h uptrend, 4h low & ((aroonu_14_1h_lt_50) | (aroonu_14_4h_gt_10) | (stochrsi_k_4h_gt_20)) # 1h uptrend, 4h down move & ((aroonu_14_1h_lt_50) | (rsi_3_4h_gt_10)) # 1h & 1d uptrend, 4h down move & ((aroonu_14_1h_lt_50) | (rsi_3_4h_gt_30) | (aroonu_14_1d_lt_60)) # 1h & 1d uptrend, 1d still high & ((aroonu_14_1h_lt_60) | (aroonu_14_1d_lt_80) | (stochrsi_k_1d_gt_40)) # 1h & 1d uptrend, 4h low & ((aroonu_14_1h_lt_60) | (aroonu_14_4h_gt_20) | (aroonu_14_1d_lt_80)) # 1h high & low, 1d overbought & ((aroonu_14_1h_lt_60) | (stochrsi_k_1h_gt_20) | (roc_9_1d_lt_0)) # 1h high, 1h low, 1d downtrend & ((aroonu_14_1h_lt_60) | (stochrsi_k_1h_gt_60) | (roc_9_1d_gt_neg_20)) # 1h uptrend, 4h high & ((aroonu_14_1h_lt_60) | (stochrsi_k_4h_gt_10)) # 1h uptrend, 1d up move & ((aroonu_14_1h_lt_70) | (rsi_3_1d_lt_80)) # 1h & 1d uptrend, 4h up move & ((aroonu_14_1h_lt_80) | (rsi_3_4h_lt_60) | (aroonu_14_1d_lt_80)) # 1h & 1d uptrend, 1d oversold & ((aroonu_14_1h_lt_90) | (aroonu_14_1d_lt_40) | (roc_9_1d_gt_neg_15)) # no hourly downtrend, the 4h trend still pointing up and the daily not sold off & ((aroond_14_1h > 35.0) | (plus_di_14_4h > 10.0) | (rsi_3_1d < 25.0)) # 1h & 1d low, 4h uptrend & ((stochrsi_k_1h_gt_20) | (aroonu_14_4h_lt_40) | (stochrsi_k_1d_gt_20)) # 1h & 4h low, 4h up move & ((stochrsi_k_1h_gt_20) | (rsi_3_4h_lt_40) | (aroonu_14_4h_gt_10)) # 1h low, 4h up move & ((stochrsi_k_1h_gt_20) | (rsi_3_4h_lt_50)) # 1h low, 4h high, 1d oversold & ((stochrsi_k_1h_gt_20) | (stochrsi_k_4h_gt_10) | (roc_9_1d_gt_neg_20)) # 1h low, 4h up move, 1d down move & ((stochrsi_k_1h_gt_40) | (rsi_3_4h_lt_40) | (rsi_3_1d_gt_25)) # 1h still high, 4h up move, 1d low & ((stochrsi_k_1h_gt_40) | (rsi_3_4h_lt_40) | (stochrsi_k_1d_gt_20)) # 1h & 4h & 1d low & ((stochrsi_k_1h_gt_50) | (stochrsi_k_4h_gt_20) | (stochrsi_k_1d_gt_10)) # 1h & 1d still high, 1d down move & ((stochrsi_k_1h_gt_60) | (rsi_3_1d_gt_10) | (stochrsi_k_1d_gt_60)) # 1h still high, 4h up move & high & ((stochrsi_k_1h_gt_60) | (rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_10)) # 1h still not low enough, 4h up move, 1d low & ((stochrsi_k_1h_gt_80) | (rsi_3_4h_lt_60) | (stochrsi_k_1d_gt_20)) # 1h still high, 4h downtrend, 1d still high & ((stochrsi_k_1h_lt_80) | (roc_9_4h_gt_neg_10) | (stochrsi_k_1d_lt_60)) # the hour off its low, the daily money flow gone and the hour not falling & ((willr_14_1h > -80.0) | (mfi_14_1d > 45.0) | (roc_9_1h < -1.0)) # 15m at the floor, 1h money flowing out, 15m not oversold & ((mfi_14_1h > 35.0) | (willr_14_15m > -75.0) | (rsi_14_15m < 45.0)) # 4h & 1d down move, 1d uptrend & ((rsi_3_4h_gt_10) | (rsi_3_1d_gt_20) | (roc_9_1d_lt_0)) # 4h down move, 4h uptrend gone, 1d uptrend & ((rsi_3_4h_gt_15) | (aroonu_14_4h_gt_10) | (roc_9_1d_lt_0)) # 4h down move, 4h high & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_60)) # 4h & 1d down move, 1d still high & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_25) | (stochrsi_k_1d_lt_30)) # 4h down move, 1d down move, 1d uptrend & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_35) | (roc_9_1d_lt_20)) # 4h down move, 1d uptrend & still high & ((rsi_3_4h_gt_35) | (aroonu_14_1d_lt_80) | (stochrsi_k_1d_gt_60)) # 4h down move, 1d uptrend & ((rsi_3_4h_gt_5) | (roc_9_1d_lt_0)) # 4h & 1d up move, 1d still high & ((rsi_3_4h_lt_40) | (rsi_3_1d_lt_35) | (stochrsi_k_1d_gt_30)) # 4h up move, 1d down move & uptrend & ((rsi_3_4h_lt_50) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_80)) # 4h up move & uptrend, 1d low & ((rsi_3_4h_lt_60) | (aroonu_14_4h_lt_30) | (stochrsi_k_1d_gt_20)) # 4h up move & uptrend, 1d still high & ((rsi_3_4h_lt_60) | (aroonu_14_4h_lt_40) | (stochrsi_k_1d_gt_40)) # 4h up move & still high, 1d low & ((rsi_3_4h_lt_60) | (stochrsi_k_4h_gt_50) | (stochrsi_k_1d_gt_20)) # the 4h making no new high with its downtrend maxed out and the daily oscillator high & ((aroonu_14_4h > 5.0) | (aroond_14_4h < 90.0) | (stochrsi_k_1d_lt_60)) # the 4h fully exhausted: no new high, stochastic on the floor, money flow gone & ((aroonu_14_4h > 5.0) | (stochrsi_k_4h > 5.0) | (mfi_14_4h > 30.0)) # 4h & 1d low, 1d uptrend & ((aroonu_14_4h_gt_30) | (aroonu_14_1d_gt_50) | (roc_9_1d_lt_20)) # 4h & 1d uptrend, 1d low & ((aroonu_14_4h_lt_20) | (aroonu_14_1d_gt_20) | (roc_9_1d_lt_0)) # 4h high, 1d low & ((aroonu_14_4h_lt_30) | (aroonu_14_1d_gt_30) | (stochrsi_k_1d_gt_10)) # 4h uptrend & low, 1d down move & ((aroonu_14_4h_lt_30) | (stochrsi_k_4h_gt_20) | (rsi_3_1d_gt_30)) # 4h high, 4h still high & ((aroonu_14_4h_lt_30) | (stochrsi_k_4h_lt_90)) # 4h uptrend & low, 1d still high & ((aroonu_14_4h_lt_40) | (stochrsi_k_4h_gt_20) | (stochrsi_k_1d_gt_40)) # 4h uptrend, 1d up move & ((aroonu_14_4h_lt_60) | (rsi_3_1d_lt_80)) # 4h high, 1d uptrend & ((aroonu_14_4h_lt_80) | (roc_9_1d_lt_10)) # 4h not bouncing, or 1d not recovered & ((stochrsi_k_4h_lt_50) | (rsi_14_1d_lt_50)) # 4h low, 1d uptrend gone, 1d uptrend & ((stochrsi_k_4h_gt_10) | (aroonu_14_1d_gt_10) | (roc_9_1d_lt_10)) # 4h high, 1d down move & uptrend & ((stochrsi_k_4h_gt_10) | (rsi_3_1d_gt_40) | (roc_9_1d_lt_0)) # 4h low, 1d uptrend & still high & ((stochrsi_k_4h_gt_20) | (aroonu_14_1d_lt_40) | (stochrsi_k_1d_gt_40)) # 4h low, 1d down move & uptrend & ((stochrsi_k_4h_gt_20) | (rsi_3_1d_gt_40) | (aroonu_14_1d_lt_40)) # 4h momentum low, 1d without a recent high, 15m without a fresh low & ((stochrsi_k_4h_lt_50) | (aroonu_14_1d > 15.0) | (aroond_14_15m > 0.0)) # 1d down move & uptrend & ((rsi_3_1d_gt_20) | (aroonu_14_1d_lt_80)) # 1d up move & low & ((rsi_3_1d_lt_80) | (aroonu_14_1d_gt_50)) # 1d low & still high & uptrend & ((aroonu_14_1d_gt_50) | (stochrsi_k_1d_gt_30) | (roc_9_1d_lt_10)) # no daily downtrend, the daily oscillator at its ceiling and the 4h one on the floor & ((aroond_14_1d > 5.0) | (stochrsi_k_1d < 85.0) | (stochrsi_k_4h > 5.0)) # the daily oscillator up at its ceiling while 4h money is already leaving & ((stochrsi_k_1d_lt_60) | (cmf_20_4h_gt_neg_0_10) | (mfi_14_1h < 65.0)) # 1d still high, 1d downtrend & ((stochrsi_k_1d_lt_70) | (roc_9_1d_gt_neg_20)) # 4h money still flowing in, 1d not collapsed, 4h stochastic at the floor & ((cmf_20_4h_lt_0_15) | (roc_9_1d_gt_neg_10) | (stochrsi_k_4h_gt_20)) # 1d strong down move, or 4h not bouncing & ((roc_9_1d < -10.0) | (rsi_3_4h_lt_50)) # 1d down move, 1d not high, 1d not overbought & ((roc_9_1d_gt_neg_30) | (rsi_14_1d_gt_60) | (stochrsi_k_1d_gt_70)) ) # Logic short_entry_logic.append( (np_shift(sqz_on, 1) > 0.5) & (sqz_on < 0.5) & (np_shift(sqz_cnt_24, 1) >= 12.0) # expansion direction: close breaks through the lower band & (close < bbl_20_2_0) # the 4h is falling into the release — a coil breaking against a rising 4h is a fake one & (roc_9_4h < 0.0) ) # Condition #665 - Engulfing continuation (Short, experimental, RAW — mirror). if short_entry_condition_index == 665: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) short_entry_logic.append( # 5m down move, 1d oversold ((rsi_3_gt_10) | (roc_9_1d_gt_neg_40)) # 5m down move, 15m & 1h still high & ((rsi_3_gt_10) | (stochrsi_k_15m_gt_40) | (stochrsi_k_1h_gt_50)) # 5m down move, 1h high, 1d oversold & ((rsi_3_gt_10) | (stochrsi_k_1h_gt_10) | (roc_9_1d_gt_neg_30)) # 5m down move, 15m uptrend, 1h oversold & ((rsi_3_gt_15) | (aroonu_14_15m_lt_20) | (roc_9_1h_gt_neg_10)) # 5m down move, 15m uptrend & high & ((rsi_3_gt_15) | (aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_10)) # 5m & 1d down move, 1d uptrend & ((rsi_3_gt_15) | (rsi_3_1d_gt_15) | (aroonu_14_1d_lt_50)) # 5m & 1h & 1d down move & ((rsi_3_gt_15) | (rsi_3_1h_gt_35) | (rsi_3_1d_gt_15)) # 5m & 1h down move, 1h oversold & ((rsi_3_gt_15) | (rsi_3_1h_gt_5) | (roc_9_1h_gt_neg_15)) # 5m down move, 1h up move & still high & ((rsi_3_gt_15) | (rsi_3_1h_lt_40) | (stochrsi_k_1h_gt_40)) # 5m & 4h down move, 15m low & ((rsi_3_gt_15) | (stochrsi_k_15m_gt_20) | (rsi_3_4h_gt_15)) # 5m down move, 15m still high, 1h low & ((rsi_3_gt_15) | (stochrsi_k_15m_gt_30) | (stochrsi_k_1h_gt_20)) # 5m down move, 15m still high, 4h high & ((rsi_3_gt_15) | (stochrsi_k_15m_gt_30) | (stochrsi_k_4h_gt_10)) # 5m & 4h down move, 15m still high & ((rsi_3_gt_15) | (stochrsi_k_15m_gt_40) | (rsi_3_4h_gt_10)) # 5m up move, 15m uptrend, 4h low & ((rsi_3_lt_40) | (aroonu_14_15m_lt_30) | (aroonu_14_4h_gt_0)) # 5m up move, 15m uptrend & ((rsi_3_lt_40) | (aroonu_14_15m_lt_60)) # 5m up move, 1d uptrend & ((rsi_3_lt_40) | (aroonu_14_1d_lt_30)) # 5m up move, 1h low & high & ((rsi_3_lt_40) | (aroonu_14_1h_gt_0) | (stochrsi_k_1h_gt_10)) # 5m up move, 1h & 4h uptrend & ((rsi_3_lt_40) | (aroonu_14_1h_lt_25) | (aroonu_14_4h_lt_30)) # 5m up move, 1h uptrend & high & ((rsi_3_lt_40) | (aroonu_14_1h_lt_30) | (stochrsi_k_1h_gt_10)) # 5m up move, 1h uptrend & ((rsi_3_lt_40) | (aroonu_14_1h_lt_40)) # 5m up move, 4h low, 1d oversold & ((rsi_3_lt_40) | (aroonu_14_4h_gt_0) | (roc_9_1d_gt_neg_20)) # 5m up move & uptrend, 1d down move & ((rsi_3_lt_40) | (aroonu_14_lt_30) | (rsi_3_1d_gt_10)) # 5m up move & uptrend, 1h down move & ((rsi_3_lt_40) | (aroonu_14_lt_30) | (rsi_3_1h_gt_30)) # 5m up move, 1d uptrend & ((rsi_3_lt_40) | (roc_9_1d_lt_0)) # 5m up move, 15m & 1d down move & ((rsi_3_lt_40) | (rsi_3_15m_gt_30) | (rsi_3_1d_gt_10)) # 5m up move, 1h & 1d down move & ((rsi_3_lt_40) | (rsi_3_1h_gt_5) | (rsi_3_1d_gt_10)) # 5m up move, 4h down move & low & ((rsi_3_lt_40) | (rsi_3_4h_gt_20) | (aroonu_14_4h_gt_0)) # 5m & 4h up move & ((rsi_3_lt_40) | (rsi_3_4h_lt_40)) # 5m up move, 15m & 1h low & ((rsi_3_lt_40) | (stochrsi_k_15m_gt_20) | (aroonu_14_1h_gt_0)) # 5m up move, 15m low, 4h uptrend & ((rsi_3_lt_40) | (stochrsi_k_15m_gt_20) | (aroonu_14_4h_lt_20)) # 5m up move, 15m low, 1h high & ((rsi_3_lt_40) | (stochrsi_k_15m_gt_20) | (stochrsi_k_1h_gt_10)) # 5m up move, 15m still high, 1h down move & ((rsi_3_lt_40) | (stochrsi_k_15m_gt_30) | (rsi_3_1h_gt_10)) # 5m up move, 15m low, 1h uptrend & ((rsi_3_lt_46) | (aroonu_14_15m_gt_10) | (aroonu_14_1h_lt_20)) # 5m & 1h up move, 15m low & ((rsi_3_lt_46) | (aroonu_14_15m_gt_20) | (rsi_3_1h_lt_40)) # 5m up move, 15m uptrend, 4h low & ((rsi_3_lt_46) | (aroonu_14_15m_lt_20) | (aroonu_14_4h_gt_0)) # 5m up move, 15m uptrend & ((rsi_3_lt_46) | (aroonu_14_15m_lt_40)) # 5m up move, 1h low, 1d oversold & ((rsi_3_lt_46) | (aroonu_14_1h_gt_10) | (roc_9_1d_gt_neg_30)) # 5m up move, 4h uptrend & ((rsi_3_lt_46) | (aroonu_14_4h_lt_30)) # 5m up move, 15m down move, 4h low & ((rsi_3_lt_46) | (rsi_3_15m_gt_35) | (aroonu_14_4h_gt_10)) # 5m up move, 15m low & ((rsi_3_lt_50) | (aroonu_14_15m_gt_20)) # 5m & 15m up move & ((rsi_3_lt_50) | (rsi_3_15m < 35)) # 5m up move, 1h down move & ((rsi_3_lt_50) | (rsi_3_1h_gt_10)) # the base still strong, the 15m not down and the daily making new highs & ((rsi_20 < 45.0) | (rsi_3_15m_gt_25) | (aroonu_14_1d_lt_30)) # money already leaving the base, the daily stochastic not yet on the floor and the hour topped out & ((mfi_14 < 40.0) | (stochrsi_k_1d_lt_30) | (stochrsi_k_1h_lt_60)) # 5m uptrend, 15m low & ((aroonu_14_lt_25) | (aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_20)) # 5m & 15m uptrend, 4h oversold & ((aroonu_14_lt_25) | (aroonu_14_15m_lt_20) | (roc_9_4h_gt_neg_25)) # 5m & 15m uptrend, 1h down move & ((aroonu_14_lt_25) | (aroonu_14_15m_lt_30) | (rsi_3_1h_gt_25)) # 5m & 15m uptrend, 4h high & ((aroonu_14_lt_25) | (aroonu_14_15m_lt_30) | (stochrsi_k_4h_gt_10)) # 5m uptrend, 1h & 4h low & ((aroonu_14_lt_25) | (aroonu_14_1h_gt_0) | (aroonu_14_4h_gt_0)) # 5m & 4h uptrend, 1h low & ((aroonu_14_lt_25) | (aroonu_14_1h_gt_20) | (aroonu_14_4h_lt_30)) # 5m & 1h uptrend, 4h down move & ((aroonu_14_lt_25) | (aroonu_14_1h_lt_20) | (rsi_3_4h_gt_25)) # 5m & 1h uptrend, 1d down move & ((aroonu_14_lt_25) | (aroonu_14_1h_lt_60) | (rsi_3_1d_gt_25)) # 5m & 4h & 1d uptrend & ((aroonu_14_lt_25) | (aroonu_14_4h_lt_30) | (aroonu_14_1d_lt_40)) # 5m uptrend, 15m & 4h down move & ((aroonu_14_lt_25) | (rsi_3_15m_gt_10) | (rsi_3_4h_gt_5)) # 5m uptrend, 15m down move, 1h high & ((aroonu_14_lt_25) | (rsi_3_15m_gt_15) | (stochrsi_k_1h_gt_10)) # 5m & 1d uptrend, 15m down move & ((aroonu_14_lt_25) | (rsi_3_15m_gt_20) | (aroonu_14_1d_lt_30)) # 5m & 1h uptrend, 15m down move & ((aroonu_14_lt_25) | (rsi_3_15m_gt_20) | (aroonu_14_1h_lt_25)) # 5m & 1h uptrend, 1h down move & ((aroonu_14_lt_25) | (rsi_3_1h_gt_10) | (aroonu_14_1h_lt_20)) # 5m & 1h uptrend, 1h down move & ((aroonu_14_lt_25) | (rsi_3_1h_gt_15) | (aroonu_14_1h_lt_40)) # 5m uptrend, 1h up move & low & ((aroonu_14_lt_25) | (rsi_3_1h_lt_60) | (aroonu_14_1h_gt_10)) # 5m uptrend, 4h up move, 1d low & ((aroonu_14_lt_25) | (rsi_3_4h_lt_40) | (aroonu_14_1d_gt_10)) # 5m uptrend, 4h up move & low & ((aroonu_14_lt_25) | (rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_20)) # 5m uptrend, 15m still high, 1h low & ((aroonu_14_lt_25) | (stochrsi_k_15m_gt_30) | (aroonu_14_1h_gt_0)) # 5m uptrend, 15m still high, 1d oversold & ((aroonu_14_lt_25) | (stochrsi_k_15m_gt_30) | (roc_9_1d_gt_neg_20)) # 5m & 1d uptrend, 15m still high & ((aroonu_14_lt_25) | (stochrsi_k_15m_gt_40) | (aroonu_14_1d_lt_40)) # 5m uptrend, 15m still high, 4h down move & ((aroonu_14_lt_25) | (stochrsi_k_15m_gt_40) | (rsi_3_4h_gt_20)) # 5m uptrend, 15m still high, 1h high & ((aroonu_14_lt_25) | (stochrsi_k_15m_gt_40) | (stochrsi_k_1h_gt_10)) # 5m uptrend, 15m still high, 4h low & ((aroonu_14_lt_25) | (stochrsi_k_15m_gt_40) | (stochrsi_k_4h_gt_20)) # 5m uptrend, 15m still high, 1h down move & ((aroonu_14_lt_25) | (stochrsi_k_15m_gt_50) | (rsi_3_1h_gt_20)) # 5m uptrend, 15m still not low enough, 4h down move & ((aroonu_14_lt_25) | (stochrsi_k_15m_gt_70) | (rsi_3_4h_gt_5)) # 5m & 15m uptrend, 1h oversold & ((aroonu_14_lt_30) | (aroonu_14_15m_lt_20) | (roc_9_1h_gt_neg_10)) # 5m & 15m uptrend, 4h oversold & ((aroonu_14_lt_30) | (aroonu_14_15m_lt_20) | (roc_9_4h_gt_neg_15)) # 5m & 15m uptrend, 1h down move & ((aroonu_14_lt_30) | (aroonu_14_15m_lt_20) | (rsi_3_1h_gt_10)) # 5m & 15m uptrend, 4h down move & ((aroonu_14_lt_30) | (aroonu_14_15m_lt_30) | (rsi_3_4h_gt_15)) # 5m & 15m uptrend, 1h still high & ((aroonu_14_lt_30) | (aroonu_14_15m_lt_50) | (stochrsi_k_1h_gt_30)) # 5m uptrend, 1d low & oversold & ((aroonu_14_lt_30) | (aroonu_14_1d_gt_10) | (roc_9_1d_gt_neg_30)) # 5m & 1d uptrend & ((aroonu_14_lt_30) | (aroonu_14_1d_lt_70)) # 5m uptrend, 1h & 1d low & ((aroonu_14_lt_30) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_0)) # 5m uptrend, 1h & 4h low & ((aroonu_14_lt_30) | (aroonu_14_1h_gt_0) | (aroonu_14_4h_gt_10)) # 5m uptrend, 1h low, 1d down move & ((aroonu_14_lt_30) | (aroonu_14_1h_gt_0) | (rsi_3_1d_gt_15)) # 5m uptrend, 1h low, 1d high & ((aroonu_14_lt_30) | (aroonu_14_1h_gt_0) | (stochrsi_k_1d_gt_10)) # 5m & 1h uptrend, 4h still high & ((aroonu_14_lt_30) | (aroonu_14_1h_lt_40) | (stochrsi_k_4h_gt_30)) # 5m & 4h uptrend, 1d high & ((aroonu_14_lt_30) | (aroonu_14_4h_lt_40) | (stochrsi_k_1d_gt_10)) # 5m uptrend, 1h oversold, 4h low & ((aroonu_14_lt_30) | (roc_9_1h_gt_neg_10) | (aroonu_14_4h_gt_0)) # 5m uptrend, 15m down move, 1d low & ((aroonu_14_lt_30) | (rsi_3_15m_gt_10) | (aroonu_14_1d_gt_10)) # 5m uptrend, 15m down move, 1d oversold & ((aroonu_14_lt_30) | (rsi_3_15m_gt_15) | (roc_9_1d_gt_neg_25)) # 5m uptrend, 15m down move, 1h still high & ((aroonu_14_lt_30) | (rsi_3_15m_gt_25) | (stochrsi_k_1h_gt_50)) # 5m uptrend, 15m down move, 1d up move & ((aroonu_14_lt_30) | (rsi_3_15m_gt_30) | (rsi_3_1d_lt_35)) # 5m uptrend, 1d down move & low & ((aroonu_14_lt_30) | (rsi_3_1d_gt_5) | (aroonu_14_1d_gt_10)) # 5m uptrend, 1h down move, 1d up move & ((aroonu_14_lt_30) | (rsi_3_1h_gt_10) | (rsi_3_1d_lt_35)) # 5m uptrend, 1h & 1d up move & ((aroonu_14_lt_30) | (rsi_3_1h_lt_40) | (rsi_3_1d_lt_35)) # 5m uptrend, 1h down move, 4h low & ((aroonu_14_lt_30) | (rsi_3_1h_lt_55) | (aroonu_14_4h_gt_20)) # 5m uptrend, 4h down move & low & ((aroonu_14_lt_30) | (rsi_3_4h_gt_20) | (aroonu_14_4h_gt_10)) # 5m uptrend, 4h up move & still high & ((aroonu_14_lt_30) | (rsi_3_4h_lt_50) | (stochrsi_k_4h_gt_30)) # 5m uptrend, 15m high, 1h low & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_10) | (aroonu_14_1h_gt_10)) # 5m uptrend, 15m low, 1d high & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_20) | (stochrsi_k_1d_gt_10)) # 5m uptrend, 15m & 4h still high & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_30) | (stochrsi_k_4h_gt_30)) # 5m & 1d uptrend, 15m still high & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_50) | (aroonu_14_1d_lt_30)) # 5m uptrend, 15m still high, 1h up move & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_50) | (rsi_3_1h_lt_40)) # 5m uptrend, 15m & 1h still high & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_50) | (stochrsi_k_1h_gt_50)) # 5m uptrend, 15m still high, 4h low & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_60) | (aroonu_14_4h_gt_0)) # 5m & 4h uptrend, 15m still high & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_60) | (aroonu_14_4h_lt_40)) # 5m uptrend, 15m still high, 1h high & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_60) | (stochrsi_k_1h_gt_10)) # 5m uptrend, 1d high & oversold & ((aroonu_14_lt_30) | (stochrsi_k_1d_gt_10) | (roc_9_1d_gt_neg_20)) # 5m uptrend, 1h low, 1d down move & ((aroonu_14_lt_30) | (stochrsi_k_1h_gt_20) | (rsi_3_1d_gt_10)) # 5m flat between extremes, 4h still high, 1h already washed & ((aroond_14 > 5) | (aroonu_14_lt_25) | (stochrsi_k_4h > 5) | (stochrsi_k_1h < 55)) # 5m & 4h no new low, 1h momentum spike, 4h collapse already spent & ((aroond_14 > 5) | (rsi_3_change_pct_1h < 80) | (aroond_14_4h > 50) | (rsi_3_change_pct_4h > -40)) # base stochastic on the floor, its 15m oscillator collapsing and no 4h downtrend to carry the short & ((stochrsi_k_lt_30) | (uo_7_14_28_change_pct_15m > -15.0) | (aroond_14_4h > 50.0)) # 5m uptrend, 4h oversold & ((roc_9 < 0.5) | (roc_9_4h_gt_neg_20)) # the base has already fallen hard while the 15m is turning up & ((roc_9 > -15.0) | (rsi_3_15m < 35.0)) # 15m up move & uptrend & ((rsi_3_15m < 35) | (aroonu_14_15m_lt_80)) # 15m up move, 15m & 1h uptrend & ((rsi_3_15m < 40) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_25)) # 15m up move, 1h & 4h uptrend & ((rsi_3_15m < 40) | (aroonu_14_1h_lt_20) | (aroonu_14_4h_lt_30)) # 15m & 1d up move, 4h uptrend & ((rsi_3_15m < 40) | (aroonu_14_4h_lt_30) | (rsi_3_1d_lt_35)) # the 15m has moved up, the hourly cci is rising and its oscillator is already high & ((rsi_3_15m < 40.0) | (cci_20_change_pct_1h_lt_0) | (uo_7_14_28_15m < 55.0)) # the 15m flat, the daily already sold off and 4h money flow still present & ((rsi_3_15m < 40.0) | (rsi_3_1d_gt_10) | (mfi_14_4h < 40.0)) # 15m down move, 15m & 1d low & ((rsi_3_15m_gt_10) | (aroonu_14_15m_gt_10) | (stochrsi_k_1d_gt_20)) # 15m & 1h down move, 15m uptrend & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_25) | (rsi_3_1h_gt_20)) # 15m down move, 1h & 1d low & ((rsi_3_15m_gt_10) | (aroonu_14_1h_gt_0) | (aroonu_14_1d_gt_10)) # 15m & 1d down move, 1h low & ((rsi_3_15m_gt_10) | (aroonu_14_1h_gt_10) | (rsi_3_1d_gt_5)) # 15m down move, 1h uptrend, 4h low & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_40) | (aroonu_14_4h_gt_10)) # 15m down move, 4h uptrend & high & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_20) | (stochrsi_k_4h_gt_10)) # 15m & 1h down move, 4h low & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_10) | (stochrsi_k_4h_gt_20)) # 15m down move & uptrend, 1h still high & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_20) | (stochrsi_k_1h_gt_50)) # 15m down move, 15m & 1h uptrend & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_30) | (aroonu_14_1h_lt_25)) # 15m down move, 15m & 4h uptrend & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_30) | (aroonu_14_4h_lt_20)) # 15m down move, 1h uptrend, 1d low & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_40) | (aroonu_14_1d_gt_10)) # 15m down move, 4h low, 1d up move & ((rsi_3_15m_gt_15) | (aroonu_14_4h_gt_10) | (rsi_3_1d_lt_35)) # 15m & 4h down move, 1d oversold & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_20)) # 15m down move, 4h low, 1d oversold & ((rsi_3_15m_gt_15) | (stochrsi_k_4h_gt_20) | (roc_9_1d_gt_neg_30)) # 15m down move & uptrend, 1h high & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_20) | (stochrsi_k_1h_gt_10)) # 15m down move & uptrend, 1d low & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_50) | (aroonu_14_1d_gt_0)) # 15m down move, 1h uptrend & high & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_40) | (stochrsi_k_1h_gt_10)) # the 15m flat, the hour making new highs and the 4h stochastic not yet topped out & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_75) | (stochrsi_k_4h < 75.0)) # 15m down move, 4h low, 1d up move & ((rsi_3_15m_gt_20) | (aroonu_14_4h_gt_0) | (rsi_3_1d_lt_35)) # 15m & 4h down move, 1d uptrend & ((rsi_3_15m_gt_20) | (rsi_3_4h_gt_15) | (aroonu_14_1d_lt_30)) # 15m down move, 1h low, 1d uptrend & ((rsi_3_15m_gt_25) | (aroonu_14_1h_gt_10) | (aroonu_14_1d_lt_50)) # 15m down move, 1h & 1d uptrend & ((rsi_3_15m_gt_25) | (aroonu_14_1h_lt_20) | (aroonu_14_1d_lt_50)) # 15m down move, 4h uptrend, 1d high & ((rsi_3_15m_gt_25) | (aroonu_14_4h_lt_40) | (stochrsi_k_1d_gt_10)) # 15m & 1d down move, 4h oversold & ((rsi_3_15m_gt_25) | (roc_9_4h_gt_neg_10) | (rsi_3_1d_gt_10)) # 15m & 1d down move, 1d uptrend & ((rsi_3_15m_gt_25) | (rsi_3_1d_gt_10) | (aroonu_14_1d_lt_30)) # 15m down move, 1h up move & oversold & ((rsi_3_15m_gt_25) | (rsi_3_1h_lt_40) | (roc_9_1h_gt_neg_10)) # the 15m flat, the 4h not sold off and the daily stochastic still mid-range & ((rsi_3_15m_gt_25) | (rsi_3_4h_lt_40) | (stochrsi_k_1d_lt_30)) # 15m down move & high, 4h low & ((rsi_3_15m_gt_25) | (stochrsi_k_15m_gt_10) | (stochrsi_k_4h_gt_20)) # 15m & 4h down move, 15m still high & ((rsi_3_15m_gt_25) | (stochrsi_k_15m_gt_40) | (rsi_3_4h_gt_15)) # 15m & 1d down move, 1h high & ((rsi_3_15m_gt_25) | (stochrsi_k_1h_gt_10) | (rsi_3_1d_gt_25)) # 15m down move & uptrend & ((rsi_3_15m_gt_3) | (aroonu_14_15m_lt_40)) # 15m & 4h down move, 15m uptrend & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_20) | (rsi_3_4h_gt_10)) # 15m down move & uptrend, 1h low & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_30) | (stochrsi_k_1h_gt_20)) # 15m down move & uptrend, 4h still high & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_70) | (stochrsi_k_4h_gt_40)) # 15m down move, 1d uptrend & oversold & ((rsi_3_15m_gt_30) | (aroonu_14_1d_lt_30) | (roc_9_1d_gt_neg_25)) # 15m & 1h down move, 4h low & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_10) | (aroonu_14_4h_gt_0)) # 15m & 1h & 4h down move & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_10)) # 15m & 4h down move, 1h up move & ((rsi_3_15m_gt_30) | (rsi_3_1h_lt_40) | (rsi_3_4h_gt_10)) # 15m down move, 1h up move & ((rsi_3_15m_gt_30) | (rsi_3_1h_lt_50)) # 15m & 4h down move, 1d uptrend & ((rsi_3_15m_gt_30) | (rsi_3_4h_gt_5) | (aroonu_14_1d_lt_50)) # 15m & 1d down move, 4h up move & ((rsi_3_15m_gt_30) | (rsi_3_4h_lt_50) | (rsi_3_1d_gt_25)) # 15m down move, 1h high, 4h low & ((rsi_3_15m_gt_30) | (stochrsi_k_1h_gt_10) | (aroonu_14_4h_gt_20)) # 15m & 4h down move, 1h uptrend & ((rsi_3_15m_gt_35) | (aroonu_14_1h_lt_40) | (rsi_3_4h_gt_15)) # 15m down move, 1h up move & uptrend & ((rsi_3_15m_gt_35) | (rsi_3_1h_lt_40) | (aroonu_14_1h_lt_40)) # 15m down move, 1h low, 4h high & ((rsi_3_15m_gt_5) | (aroonu_14_1h_gt_10) | (stochrsi_k_4h_gt_10)) # 15m down move, 1h still high, 1d high & ((rsi_3_15m_gt_5) | (stochrsi_k_1h_gt_30) | (stochrsi_k_1d_gt_10)) # shorting into a washed-out market: 15m money leaving, the daily stochastic on the floor and the daily itself not yet sold off & ((mfi_14_15m > 30.0) | (stochk_14_3_3_1d > 30.0) | (rsi_3_1d_lt_35)) # 15m & 4h low, 1h uptrend & ((aroonu_14_15m_gt_0) | (aroonu_14_1h_lt_20) | (aroonu_14_4h_gt_10)) # 15m & 4h low, 1d uptrend & ((aroonu_14_15m_gt_0) | (stochrsi_k_4h_gt_20) | (roc_9_1d_lt_0)) # 15m & 4h low, 1h uptrend & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_lt_25) | (aroonu_14_4h_gt_10)) # 15m low, 1h & 1d uptrend & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_lt_40) | (aroonu_14_1d_lt_30)) # no 15m high at all, the 4h making new highs and its stochastic already low & ((aroonu_14_15m_gt_10) | (aroonu_14_4h_lt_30) | (stochrsi_k_4h_lt_40)) # 15m & 4h low, 1h down move & ((aroonu_14_15m_gt_10) | (rsi_3_1h_gt_10) | (aroonu_14_4h_gt_20)) # 15m & 4h low, 1h down move & ((aroonu_14_15m_gt_10) | (rsi_3_1h_gt_20) | (aroonu_14_4h_gt_0)) # 15m low, 1h down move & uptrend & ((aroonu_14_15m_gt_10) | (rsi_3_1h_gt_25) | (roc_9_1h < 0)) # 15m low, 1h up move, 4h uptrend & ((aroonu_14_15m_gt_10) | (rsi_3_1h_lt_40) | (aroonu_14_4h_lt_20)) # 15m low, 1h up move, 1d down move & ((aroonu_14_15m_gt_10) | (rsi_3_1h_lt_40) | (rsi_3_1d_gt_10)) # 15m low, 4h up move, 1d down move & ((aroonu_14_15m_gt_10) | (rsi_3_4h_lt_40) | (rsi_3_1d_gt_20)) # 15m low, 1d down move & ((aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_20) | (rsi_3_1d_gt_15)) # 15m & 1h low, 1d oversold & ((aroonu_14_15m_gt_10) | (stochrsi_k_1h_gt_20) | (roc_9_1d_gt_neg_30)) # 15m low, 1h uptrend, 1d up move & ((aroonu_14_15m_gt_20) | (aroonu_14_1h_lt_50) | (rsi_3_1d_lt_35)) # 15m low, 1d down move & uptrend & ((aroonu_14_15m_gt_20) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_30)) # 15m low, 1h up move, 1d uptrend & ((aroonu_14_15m_gt_20) | (rsi_3_1h_lt_40) | (aroonu_14_1d_lt_30)) # 15m low, 1h up move & uptrend & ((aroonu_14_15m_gt_20) | (rsi_3_1h_lt_40) | (aroonu_14_1h_lt_30)) # 15m & 4h low, 4h down move & ((aroonu_14_15m_gt_20) | (rsi_3_4h_gt_15) | (aroonu_14_4h_gt_0)) # 15m low, 4h up move, 1d down move & ((aroonu_14_15m_gt_20) | (rsi_3_4h_lt_40) | (rsi_3_1d_gt_10)) # 15m low & high, 1d oversold & ((aroonu_14_15m_gt_20) | (stochrsi_k_15m_gt_10) | (roc_9_1d_gt_neg_40)) # 15m low, 1h down move & ((aroonu_14_15m_gt_20) | (stochrsi_k_15m_gt_20) | (rsi_3_1h_gt_10)) # 15m low, 1h uptrend & ((aroonu_14_15m_gt_30) | (aroonu_14_1h_lt_80)) # 15m low, 1h up move & ((aroonu_14_15m_gt_30) | (rsi_3_1h_lt_50)) # 15m low, 1h up move, 1d high & ((aroonu_14_15m_gt_50) | (rsi_3_1h_lt_60) | (stochrsi_k_1d_gt_10)) # 15m low, 1h up move & still high & ((aroonu_14_15m_gt_60) | (rsi_3_1h_lt_50) | (stochrsi_k_1h_gt_40)) # 15m & 1d uptrend & ((aroonu_14_15m_lt_20) | (aroonu_14_1d_lt_40)) # 15m uptrend, 1h low & still high & ((aroonu_14_15m_lt_20) | (aroonu_14_1h_gt_0) | (stochrsi_k_1h_gt_30)) # 15m uptrend, 1h low & high & ((aroonu_14_15m_lt_20) | (aroonu_14_1h_gt_10) | (stochrsi_k_1h_gt_10)) # 15m & 1h uptrend, 1d down move & ((aroonu_14_15m_lt_20) | (aroonu_14_1h_lt_30) | (rsi_3_1d_gt_5)) # 15m & 1h uptrend, 4h low & ((aroonu_14_15m_lt_20) | (aroonu_14_1h_lt_30) | (stochrsi_k_4h_gt_20)) # 15m & 1h uptrend, 1d low & ((aroonu_14_15m_lt_20) | (aroonu_14_1h_lt_40) | (aroonu_14_1d_gt_10)) # 15m & 1h uptrend, 1h low & ((aroonu_14_15m_lt_20) | (aroonu_14_1h_lt_40) | (stochrsi_k_1h_gt_20)) # 15m uptrend, 1h down move, 4h low & ((aroonu_14_15m_lt_20) | (rsi_3_1h_gt_10) | (aroonu_14_4h_gt_0)) # 15m uptrend, 1h down move & low & ((aroonu_14_15m_lt_20) | (rsi_3_1h_gt_15) | (aroonu_14_1h_gt_10)) # 15m & 4h uptrend, 1h down move & ((aroonu_14_15m_lt_20) | (rsi_3_1h_gt_15) | (roc_9_4h_lt_5)) # 15m & 4h uptrend, 4h down move & ((aroonu_14_15m_lt_20) | (rsi_3_4h_gt_10) | (aroonu_14_4h_lt_30)) # 15m uptrend, 4h down move, 1d oversold & ((aroonu_14_15m_lt_20) | (rsi_3_4h_gt_5) | (roc_9_1d_gt_neg_30)) # 15m uptrend & low, 4h down move & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_gt_20) | (rsi_3_4h_gt_25)) # 15m uptrend & low, 1h still high & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_gt_20) | (stochrsi_k_1h_gt_40)) # 15m uptrend & still high, 1d low & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_gt_30) | (aroonu_14_1d_gt_10)) # 15m uptrend & still high, 1d down move & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_gt_30) | (rsi_3_1d_gt_10)) # 15m uptrend & still high, 1h high & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_gt_40) | (stochrsi_k_1h_gt_10)) # 15m uptrend, 1h high, 4h down move & ((aroonu_14_15m_lt_20) | (stochrsi_k_1h_gt_10) | (rsi_3_4h_gt_10)) # 15m & 1d uptrend, 1h still high & ((aroonu_14_15m_lt_20) | (stochrsi_k_1h_gt_40) | (aroonu_14_1d_lt_30)) # 15m uptrend, 1h still high, 1d high & ((aroonu_14_15m_lt_20) | (stochrsi_k_1h_gt_40) | (stochrsi_k_1d_gt_10)) # 15m & 1h uptrend, 4h down move & ((aroonu_14_15m_lt_25) | (aroonu_14_1h_lt_20) | (rsi_3_4h_gt_25)) # 15m & 1h uptrend, 1h low & ((aroonu_14_15m_lt_25) | (aroonu_14_1h_lt_30) | (stochrsi_k_1h_gt_20)) # 15m uptrend, 1h high, 1d up move & ((aroonu_14_15m_lt_25) | (stochrsi_k_1h_gt_10) | (rsi_3_1d_lt_35)) # 15m & 1h uptrend, 1h still high & ((aroonu_14_15m_lt_30) | (aroonu_14_1h_lt_25) | (stochrsi_k_1h_gt_30)) # 15m & 1h uptrend, 4h still high & ((aroonu_14_15m_lt_30) | (aroonu_14_1h_lt_30) | (stochrsi_k_4h_gt_30)) # 15m uptrend, 4h low, 1d up move & ((aroonu_14_15m_lt_30) | (aroonu_14_4h_gt_0) | (rsi_3_1d_lt_35)) # 15m & 4h uptrend, 4h high & ((aroonu_14_15m_lt_30) | (aroonu_14_4h_lt_30) | (stochrsi_k_4h_gt_10)) # 15m & 1h uptrend, 1h down move & ((aroonu_14_15m_lt_30) | (rsi_3_1h_gt_25) | (roc_9_1h < 0)) # 15m uptrend, 1h down move, 1d up move & ((aroonu_14_15m_lt_30) | (rsi_3_1h_gt_30) | (rsi_3_1d_lt_35)) # 15m uptrend, 1h up move, 1d oversold & ((aroonu_14_15m_lt_30) | (rsi_3_1h_lt_40) | (roc_9_1d_gt_neg_25)) # 15m uptrend, 4h down move, 1d oversold & ((aroonu_14_15m_lt_30) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_20)) # 15m & 4h uptrend, 4h down move & ((aroonu_14_15m_lt_30) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_30)) # 15m uptrend, 4h up move & ((aroonu_14_15m_lt_30) | (rsi_3_4h_lt_50)) # 15m uptrend & high, 1h low & ((aroonu_14_15m_lt_30) | (stochrsi_k_15m_gt_10) | (aroonu_14_1h_gt_0)) # 15m & 4h uptrend, 15m still high & ((aroonu_14_15m_lt_30) | (stochrsi_k_15m_gt_30) | (aroonu_14_4h_lt_30)) # the 15m making new highs with both stochastics topped out & ((aroonu_14_15m_lt_30) | (stochrsi_k_15m_lt_70) | (stochrsi_k_4h_lt_80)) # 15m uptrend, 1h low, 4h down move & ((aroonu_14_15m_lt_30) | (stochrsi_k_1h_gt_20) | (rsi_3_4h_gt_10)) # 15m uptrend, 1h still high, 1d low & ((aroonu_14_15m_lt_30) | (stochrsi_k_1h_gt_30) | (stochrsi_k_1d_gt_20)) # 15m uptrend, 1h low, 4h down move & ((aroonu_14_15m_lt_40) | (aroonu_14_1h_gt_0) | (rsi_3_4h_gt_5)) # 15m uptrend, 1h down move & ((aroonu_14_15m_lt_40) | (rsi_3_1h_gt_20)) # 15m uptrend, 4h down move, 1d high & ((aroonu_14_15m_lt_40) | (rsi_3_4h_gt_15) | (stochrsi_k_1d_gt_10)) # 15m & 4h uptrend, 15m low & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_20) | (aroonu_14_4h_lt_20)) # 15m uptrend & low, 4h still high & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_20) | (stochrsi_k_4h_gt_30)) # 15m uptrend & still high, 4h high & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_40) | (stochrsi_k_4h_gt_10)) # 15m uptrend & still high, 4h down move & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_60) | (rsi_3_4h_gt_15)) # 15m uptrend, 1h high & ((aroonu_14_15m_lt_40) | (stochrsi_k_1h_gt_10)) # 15m uptrend, 4h high, 1d oversold & ((aroonu_14_15m_lt_40) | (stochrsi_k_4h_gt_10) | (roc_9_1d_gt_neg_25)) # 15m & 1h uptrend, 4h low & ((aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_25) | (aroonu_14_4h_gt_0)) # 15m & 4h uptrend, 1d high & ((aroonu_14_15m_lt_50) | (aroonu_14_4h_lt_20) | (stochrsi_k_1d_gt_10)) # 15m uptrend, 1h & 1d down move & ((aroonu_14_15m_lt_50) | (rsi_3_1h_gt_30) | (rsi_3_1d_gt_20)) # 15m uptrend & still high, 4h down move & ((aroonu_14_15m_lt_50) | (stochrsi_k_15m_gt_30) | (rsi_3_4h_gt_30)) # 15m uptrend & still high, 1h up move & ((aroonu_14_15m_lt_50) | (stochrsi_k_15m_gt_40) | (rsi_3_1h_lt_40)) # 15m uptrend & still not low enough, 4h down move & ((aroonu_14_15m_lt_50) | (stochrsi_k_15m_gt_70) | (rsi_3_4h_gt_10)) # 15m uptrend, 1h low & ((aroonu_14_15m_lt_50) | (stochrsi_k_1h_gt_20)) # 15m uptrend, 1h still high, 1d down move & ((aroonu_14_15m_lt_50) | (stochrsi_k_1h_gt_50) | (rsi_3_1d_gt_15)) # 15m uptrend, 1h still high, 4h high & ((aroonu_14_15m_lt_50) | (stochrsi_k_1h_gt_60) | (stochrsi_k_4h_gt_10)) # 15m & 1h uptrend & ((aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_60)) # 15m uptrend & still high, 1d down move & ((aroonu_14_15m_lt_60) | (stochrsi_k_15m_gt_60) | (rsi_3_1d_gt_10)) # 15m uptrend, 1h still high, 4h low & ((aroonu_14_15m_lt_60) | (stochrsi_k_1h_gt_30) | (aroonu_14_4h_gt_0)) # 15m uptrend, 1h & 4h still high & ((aroonu_14_15m_lt_60) | (stochrsi_k_1h_gt_40) | (stochrsi_k_4h_gt_30)) # 15m uptrend, 4h high, 1d low & ((aroonu_14_15m_lt_60) | (stochrsi_k_4h_gt_10) | (aroonu_14_1d_gt_10)) # 15m uptrend, 4h & 1d low & ((aroonu_14_15m_lt_60) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_gt_0)) # 15m uptrend, 1h low, 4h oversold & ((aroonu_14_15m_lt_70) | (aroonu_14_1h_gt_0) | (roc_9_4h_gt_neg_10)) # 15m & 1h uptrend, 4h low & ((aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_20) | (stochrsi_k_4h_gt_20)) # 15m uptrend & still high & ((aroonu_14_15m_lt_70) | (stochrsi_k_15m_gt_30)) # 15m uptrend & still high, 1h low & ((aroonu_14_15m_lt_70) | (stochrsi_k_15m_gt_50) | (aroonu_14_1h_gt_20)) # 15m uptrend, 1h down move & ((aroonu_14_15m_lt_75) | (rsi_3_1h_gt_25)) # 15m uptrend, 4h down move & ((aroonu_14_15m_lt_75) | (rsi_3_4h_gt_5)) # 15m uptrend, 4h & 1d low & ((aroonu_14_15m_lt_75) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_gt_10)) # 15m uptrend, 1d up move & ((aroonu_14_15m_lt_80) | (rsi_3_1d_lt_35)) # 15m uptrend, 1h still high & ((aroonu_14_15m_lt_80) | (stochrsi_k_1h_gt_40)) # 15m uptrend, 4h down move & ((aroonu_14_15m_lt_90) | (rsi_3_4h_gt_15)) # 15m uptrend, 4h high & ((aroonu_14_15m_lt_90) | (stochrsi_k_4h_gt_10)) # no 15m downtrend, the daily money flow at the floor and the daily itself at its low & ((aroond_14_15m > 30.0) | (mfi_14_1d > 25.0) | (willr_14_1d > -95.0)) # 15m downtrend already maxed out and its oscillator still high & ((aroond_14_15m_lt_80) | (uo_7_14_28_15m < 55.0)) # 15m & 1d high, 1d uptrend & ((stochrsi_k_15m_gt_10) | (aroonu_14_1d_lt_30) | (stochrsi_k_1d_gt_10)) # 15m high, 1d uptrend & ((stochrsi_k_15m_gt_10) | (aroonu_14_1d_lt_60)) # 15m high, 1h low, 4h down move & ((stochrsi_k_15m_gt_10) | (aroonu_14_1h_gt_0) | (rsi_3_4h_gt_20)) # 15m & 1h high, 1h low & ((stochrsi_k_15m_gt_10) | (aroonu_14_1h_gt_10) | (stochrsi_k_1h_gt_10)) # 15m high, 1h uptrend, 4h low & ((stochrsi_k_15m_gt_10) | (aroonu_14_1h_lt_25) | (aroonu_14_4h_gt_20)) # 15m high, 1h uptrend, 1d down move & ((stochrsi_k_15m_gt_10) | (aroonu_14_1h_lt_25) | (rsi_3_1d_gt_10)) # 15m high, 1h uptrend, 1d low & ((stochrsi_k_15m_gt_10) | (aroonu_14_1h_lt_30) | (aroonu_14_1d_gt_10)) # 15m high, 4h uptrend, 1d down move & ((stochrsi_k_15m_gt_10) | (aroonu_14_4h_lt_20) | (rsi_3_1d_gt_15)) # 15m high, 4h & 1d uptrend & ((stochrsi_k_15m_gt_10) | (aroonu_14_4h_lt_30) | (aroonu_14_1d_lt_30)) # 15m high, 4h uptrend & still high & ((stochrsi_k_15m_gt_10) | (aroonu_14_4h_lt_30) | (stochrsi_k_4h_gt_40)) # 15m stochastic on the floor, the daily collapsed and no hourly downtrend & ((stochrsi_k_15m_gt_10) | (roc_9_1d_gt_neg_25) | (aroond_14_1h > 35.0)) # 15m high, 1h down move, 1d low & ((stochrsi_k_15m_gt_10) | (rsi_3_1h_gt_10) | (aroonu_14_1d_gt_10)) # 15m high, 1h down move, 4h still high & ((stochrsi_k_15m_gt_10) | (rsi_3_1h_gt_10) | (stochrsi_k_4h_gt_30)) # 15m high, 1h down move & uptrend & ((stochrsi_k_15m_gt_10) | (rsi_3_1h_gt_15) | (aroonu_14_1h_lt_20)) # 15m high, 4h & 1d down move & ((stochrsi_k_15m_gt_10) | (rsi_3_4h_gt_20) | (rsi_3_1d_gt_10)) # 15m high, 4h down move & uptrend & ((stochrsi_k_15m_gt_10) | (rsi_3_4h_gt_25) | (aroonu_14_4h_lt_20)) # 15m & 1h high, 1d low & ((stochrsi_k_15m_gt_10) | (stochrsi_k_1h_gt_10) | (aroonu_14_1d_gt_10)) # 15m high, 1h still high, 4h low & ((stochrsi_k_15m_gt_10) | (stochrsi_k_1h_gt_40) | (stochrsi_k_4h_gt_20)) # 15m high, 4h still high, 1d uptrend & ((stochrsi_k_15m_gt_10) | (stochrsi_k_4h_gt_50) | (aroonu_14_1d_lt_50)) # 15m & 1d low, 1d uptrend & ((stochrsi_k_15m_gt_20) | (aroonu_14_1d_gt_10) | (roc_9_1d_lt_0)) # 15m & 1h low, 1d down move & ((stochrsi_k_15m_gt_20) | (aroonu_14_1h_gt_0) | (rsi_3_1d_gt_30)) # 15m & 1h low, 1h still high & ((stochrsi_k_15m_gt_20) | (aroonu_14_1h_gt_0) | (stochrsi_k_1h_gt_30)) # 15m low, 1h uptrend, 4h down move & ((stochrsi_k_15m_gt_20) | (aroonu_14_1h_lt_20) | (rsi_3_4h_gt_25)) # 15m low, 1h uptrend, 1d high & ((stochrsi_k_15m_gt_20) | (aroonu_14_1h_lt_20) | (stochrsi_k_1d_gt_10)) # 15m & 1d low, 1h uptrend & ((stochrsi_k_15m_gt_20) | (aroonu_14_1h_lt_60) | (aroonu_14_1d_gt_10)) # 15m & 4h low, 1h uptrend & ((stochrsi_k_15m_gt_20) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_gt_0)) # 15m low, 4h uptrend, 1d still high & ((stochrsi_k_15m_gt_20) | (aroonu_14_4h_lt_20) | (stochrsi_k_1d_gt_30)) # 15m low, 4h oversold, 1d uptrend & ((stochrsi_k_15m_gt_20) | (roc_9_4h_gt_neg_15) | (aroonu_14_1d_lt_30)) # 15m low, 1h down move, 4h oversold & ((stochrsi_k_15m_gt_20) | (rsi_3_1h_gt_10) | (roc_9_4h_gt_neg_25)) # 15m & 1h low, 1h down move & ((stochrsi_k_15m_gt_20) | (rsi_3_1h_gt_5) | (aroonu_14_1h_gt_10)) # 15m low, 1h down move, 4h high & ((stochrsi_k_15m_gt_20) | (rsi_3_1h_gt_5) | (stochrsi_k_4h_gt_10)) # 15m & 4h low, 4h down move & ((stochrsi_k_15m_gt_20) | (rsi_3_4h_gt_5) | (aroonu_14_4h_gt_0)) # 15m & 1h low, 1d high & ((stochrsi_k_15m_gt_20) | (stochrsi_k_1h_gt_20) | (stochrsi_k_1d_gt_10)) # 15m low, 1h still high, 4h uptrend & ((stochrsi_k_15m_gt_20) | (stochrsi_k_1h_gt_30) | (aroonu_14_4h_lt_20)) # 15m low, 4h high, 1d oversold & ((stochrsi_k_15m_gt_20) | (stochrsi_k_4h_gt_10) | (roc_9_1d_gt_neg_25)) # 15m low, 4h still high, 1d down move & ((stochrsi_k_15m_gt_20) | (stochrsi_k_4h_gt_40) | (rsi_3_1d_gt_15)) # 15m & 1d low, 4h still high & ((stochrsi_k_15m_gt_20) | (stochrsi_k_4h_gt_50) | (aroonu_14_1d_gt_0)) # 15m still high, 1h low, 4h down move & ((stochrsi_k_15m_gt_30) | (aroonu_14_1h_gt_0) | (rsi_3_4h_gt_5)) # 15m still high, 4h uptrend, 1d oversold & ((stochrsi_k_15m_gt_30) | (aroonu_14_4h_lt_20) | (roc_9_1d_gt_neg_15)) # 15m still high, 4h uptrend, 1d low & ((stochrsi_k_15m_gt_30) | (aroonu_14_4h_lt_30) | (aroonu_14_1d_gt_10)) # 15m still high, 4h uptrend, 1d down move & ((stochrsi_k_15m_gt_30) | (aroonu_14_4h_lt_30) | (rsi_3_1d_gt_15)) # 15m still high, 4h uptrend & high & ((stochrsi_k_15m_gt_30) | (aroonu_14_4h_lt_30) | (stochrsi_k_4h_gt_10)) # 15m still high, 1h up move, 4h low & ((stochrsi_k_15m_gt_30) | (rsi_3_1h_lt_40) | (aroonu_14_4h_gt_0)) # 15m still high, 4h down move, 1d uptrend & ((stochrsi_k_15m_gt_30) | (rsi_3_4h_gt_30) | (aroonu_14_1d_lt_30)) # 15m still high, 1h high, 1d uptrend & ((stochrsi_k_15m_gt_30) | (stochrsi_k_1h_gt_10) | (aroonu_14_1d_lt_30)) # 15m still high, 1h high, 4h low & ((stochrsi_k_15m_gt_30) | (stochrsi_k_1h_gt_10) | (aroonu_14_4h_gt_10)) # both stochastics on the floor while the daily has not sold off & ((stochrsi_k_15m_gt_30) | (stochrsi_k_4h_gt_10) | (rsi_3_1d_lt_35)) # 15m still high, 1d uptrend & high & ((stochrsi_k_15m_gt_40) | (aroonu_14_1d_lt_50) | (stochrsi_k_1d_gt_10)) # 15m still high, 1h low, 1d down move & ((stochrsi_k_15m_gt_40) | (aroonu_14_1h_gt_0) | (rsi_3_1d_gt_15)) # 15m still high, 1h low, 4h up move & ((stochrsi_k_15m_gt_40) | (aroonu_14_1h_gt_10) | (rsi_3_4h_lt_40)) # 15m still high, 4h uptrend, 1d up move & ((stochrsi_k_15m_gt_40) | (aroonu_14_4h_lt_30) | (rsi_3_1d_lt_35)) # 15m still high, 1d up move & low & ((stochrsi_k_15m_gt_40) | (rsi_3_1d_lt_35) | (stochrsi_k_1d_gt_20)) # 15m still high, 1h & 4h down move & ((stochrsi_k_15m_gt_40) | (rsi_3_1h_gt_10) | (rsi_3_4h_gt_5)) # 15m still high, 1h up move, 4h down move & ((stochrsi_k_15m_gt_40) | (rsi_3_1h_lt_40) | (rsi_3_4h_gt_25)) # 15m still high, 1h up move & ((stochrsi_k_15m_gt_40) | (rsi_3_1h_lt_50)) # 15m & 1d still high, 4h down move & ((stochrsi_k_15m_gt_40) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_gt_30)) # 15m still high, 4h down move & uptrend & ((stochrsi_k_15m_gt_40) | (rsi_3_4h_gt_15) | (aroonu_14_4h_lt_40)) # 15m still high, 4h up move & low & ((stochrsi_k_15m_gt_40) | (rsi_3_4h_lt_40) | (aroonu_14_4h_gt_0)) # 15m & 1h still high, 1h uptrend & ((stochrsi_k_15m_gt_50) | (aroonu_14_1h_lt_40) | (stochrsi_k_1h_gt_30)) # 15m still high, 1h down move, 1d uptrend & ((stochrsi_k_15m_gt_50) | (rsi_3_1h_gt_10) | (aroonu_14_1d_lt_50)) # 15m & 1h still high, 1h up move & ((stochrsi_k_15m_gt_50) | (rsi_3_1h_lt_40) | (stochrsi_k_1h_gt_50)) # 15m still high, 1h up move, 4h low & ((stochrsi_k_15m_gt_50) | (rsi_3_1h_lt_50) | (aroonu_14_4h_gt_20)) # 15m still high, 4h down move, 1d uptrend & ((stochrsi_k_15m_gt_50) | (rsi_3_4h_gt_25) | (aroonu_14_1d_lt_30)) # 15m still high, 4h down move, 1d uptrend & ((stochrsi_k_15m_gt_50) | (rsi_3_4h_gt_30) | (aroonu_14_1d_lt_40)) # 15m still high, 1h uptrend, 4h high & ((stochrsi_k_15m_gt_60) | (aroonu_14_1h_lt_30) | (stochrsi_k_4h_gt_10)) # 15m still high, 4h uptrend & low & ((stochrsi_k_15m_gt_60) | (aroonu_14_4h_lt_40) | (stochrsi_k_4h_gt_20)) # 15m still high, 1h up move, 4h high & ((stochrsi_k_15m_gt_60) | (rsi_3_1h_lt_50) | (stochrsi_k_4h_gt_10)) # 15m still high, 1h high, 1d uptrend & ((stochrsi_k_15m_gt_60) | (stochrsi_k_1h_gt_10) | (roc_9_1d_lt_0)) # 15m still not high enough, 1h up move & still high & ((stochrsi_k_15m_gt_70) | (rsi_3_1h_lt_50) | (stochrsi_k_1h_gt_50)) # 15m stochastic topped out, the 4h has not sold off and the base has no downtrend at all & ((stochrsi_k_15m_lt_30) | (rsi_3_4h_lt_40) | (aroond_14 > 5.0)) # 15m topped out, no 4h trend behind it and 4h money flow already gone & ((stochrsi_k_15m_lt_80) | (adx_14_4h > 20.0) | (mfi_14_4h > 20.0)) # 15m topped out while the 4h is in an uptrend and the 1d is not yet stretched & ((stochrsi_k_15m_lt_80) | (aroonu_14_4h_lt_20) | (stochrsi_k_1d_lt_40)) # both stochastics topped out while 4h money flow is already gone & ((stochrsi_k_15m_lt_80) | (stochrsi_k_4h_lt_80) | (mfi_14_4h < 40.0)) # 15m in the upper half of its range while the 4h stochastic is topped out & ((willr_14_15m < -50.0) | (stochrsi_k_4h_lt_70)) # 15m already running up, the daily deeply down and the 4h making no new high & ((roc_9_15m < 1.5) | (roc_9_1d_gt_neg_15) | (aroonu_14_4h < 10.0)) # 15m uptrend, 1d oversold & ((roc_9_15m < 1.5) | (roc_9_1d_gt_neg_25)) # 15m turned up, the 4h making new highs and its money flow still there & ((roc_9_15m > -3.0) | (aroonu_14_4h_lt_30) | (mfi_14_4h < 50.0)) # the hour flat, the daily running up and no 4h trend behind the short & ((rsi_3_1h_gt_10) | (roc_9_1d_lt_10) | (adx_14_4h > 20.0)) # 1h down move, 4h oversold, 1d uptrend & ((rsi_3_1h_gt_10) | (roc_9_4h_gt_neg_10) | (aroonu_14_1d_lt_30)) # the hour has not moved down, its stochastic already on the floor and the base making no new high & ((rsi_3_1h_gt_10) | (stochk_14_3_3_1h < 30.0) | (aroonu_14 < 10.0)) # 1h & 1d down move, 4h low & ((rsi_3_1h_gt_10) | (stochrsi_k_4h_gt_20) | (rsi_3_1d_gt_5)) # 1h down move, 1d low & uptrend & ((rsi_3_1h_gt_15) | (aroonu_14_1d_gt_20) | (roc_9_1d_lt_0)) # 1h down move, 1d oversold & ((rsi_3_1h_gt_15) | (roc_9_1d_gt_neg_25)) # 1h & 4h down move, 4h low & ((rsi_3_1h_gt_15) | (rsi_3_4h_gt_20) | (aroonu_14_4h_gt_0)) # 1h down move & uptrend, 4h oversold & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_40) | (roc_9_4h_gt_neg_15)) # 1h down move, 1h & 1d uptrend & ((rsi_3_1h_gt_25) | (aroonu_14_1h_lt_40) | (aroonu_14_1d_lt_30)) # 1h & 4h down move, 1d uptrend & ((rsi_3_1h_gt_25) | (rsi_3_4h_gt_25) | (aroonu_14_1d_lt_30)) # the hour has already fallen and is not topped out & ((rsi_3_1h_gt_25) | (stochrsi_k_1h_lt_80)) # 1h down move, 4h up move & low & ((rsi_3_1h_gt_30) | (rsi_3_4h_lt_40) | (aroonu_14_4h_gt_0)) # 1h & 1d down move, 1d uptrend & ((rsi_3_1h_gt_35) | (rsi_3_1d_gt_25) | (roc_9_1d_lt_0)) # 1h & 4h down move, 1h uptrend & ((rsi_3_1h_gt_5) | (aroonu_14_1h_lt_25) | (rsi_3_4h_gt_5)) # 1h down move & uptrend, 1d high & ((rsi_3_1h_gt_5) | (aroonu_14_1h_lt_40) | (stochrsi_k_1d_gt_10)) # 1h down move, 1h & 1d low & ((rsi_3_1h_gt_5) | (stochrsi_k_1h_gt_20) | (aroonu_14_1d_gt_10)) # 1h up move, 1d uptrend & ((rsi_3_1h_lt_40) | (aroonu_14_1d_lt_50)) # 1h up move, 1h & 1d uptrend & ((rsi_3_1h_lt_40) | (aroonu_14_1h_lt_20) | (aroonu_14_1d_lt_30)) # the hour already sold off, making new highs, with a long squeeze behind it & ((rsi_3_1h_lt_40) | (aroonu_14_1h_lt_25) | (sqz_cnt_24 < 20.0)) # 1h & 4h up move, 1h uptrend & ((rsi_3_1h_lt_40) | (aroonu_14_1h_lt_30) | (rsi_3_4h_lt_40)) # 1h up move & uptrend, 4h low & ((rsi_3_1h_lt_40) | (aroonu_14_1h_lt_30) | (stochrsi_k_4h_gt_20)) # 1h up move & uptrend, 4h still high & ((rsi_3_1h_lt_40) | (aroonu_14_1h_lt_60) | (stochrsi_k_4h_gt_30)) # 1h up move, 4h uptrend, 1d down move & ((rsi_3_1h_lt_40) | (aroonu_14_4h_lt_20) | (rsi_3_1d_gt_10)) # 1h & 1d up move, 4h uptrend & ((rsi_3_1h_lt_40) | (aroonu_14_4h_lt_20) | (rsi_3_1d_lt_35)) # 1h up move, 4h & 1d uptrend & ((rsi_3_1h_lt_40) | (aroonu_14_4h_lt_30) | (aroonu_14_1d_lt_40)) # the hour already sold off, the daily out of money flow and the hourly cci jumping & ((rsi_3_1h_lt_40) | (mfi_14_1d > 20.0) | (cci_20_change_pct_1h < 20.0)) # 1h up move, 1d overbought & ((rsi_3_1h_lt_40) | (roc_9_1d_gt_neg_70)) # 1h up move, 1d down move & uptrend & ((rsi_3_1h_lt_40) | (rsi_3_1d_gt_15) | (aroonu_14_1d_lt_30)) # 1h up move, 4h & 1d down move & ((rsi_3_1h_lt_40) | (rsi_3_4h_gt_10) | (rsi_3_1d_gt_10)) # 1h up move, 4h down move, 1d low & ((rsi_3_1h_lt_40) | (rsi_3_4h_gt_5) | (aroonu_14_1d_gt_10)) # neither the hour nor the 4h has sold off and the hour is making no new high & ((rsi_3_1h_lt_40) | (rsi_3_4h_lt_40) | (aroonu_14_1h > 5.0)) # 1h up move & low, 1d uptrend & ((rsi_3_1h_lt_40) | (stochrsi_k_1h_gt_20) | (aroonu_14_1d_lt_40)) # 1h up move & low, 4h uptrend & ((rsi_3_1h_lt_40) | (stochrsi_k_1h_gt_20) | (aroonu_14_4h_lt_20)) # 1h up move & still high, 1d down move & ((rsi_3_1h_lt_40) | (stochrsi_k_1h_gt_30) | (rsi_3_1d_gt_20)) # 1h up move, 4h still high, 1d down move & ((rsi_3_1h_lt_40) | (stochrsi_k_4h_gt_30) | (rsi_3_1d_gt_10)) # 1h up move, 1d uptrend & ((rsi_3_1h_lt_50) | (aroonu_14_1d_lt_30)) # 1h up move, 1h & 1d low & ((rsi_3_1h_lt_50) | (aroonu_14_1h_gt_10) | (aroonu_14_1d_gt_10)) # 1h up move, 1h & 4h low & ((rsi_3_1h_lt_50) | (aroonu_14_1h_gt_10) | (aroonu_14_4h_gt_0)) # 1h up move & uptrend, 4h still high & ((rsi_3_1h_lt_50) | (aroonu_14_1h_lt_50) | (stochrsi_k_4h_gt_40)) # 1h up move, 4h & 1d low & ((rsi_3_1h_lt_50) | (aroonu_14_4h_gt_0) | (aroonu_14_1d_gt_10)) # 1h & 4h up move & ((rsi_3_1h_lt_50) | (rsi_3_4h_lt_50)) # 1h down move, 1d high & oversold & ((rsi_3_1h_lt_55) | (stochrsi_k_1d_gt_10) | (roc_9_1d_gt_neg_10)) # 1h up move & uptrend, 1d low & ((rsi_3_1h_lt_60) | (aroonu_14_1h_lt_30) | (aroonu_14_1d_gt_30)) # 1h & 4h up move, 4h still high & ((rsi_3_1h_lt_60) | (rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_30)) # 1h up move & uptrend & ((rsi_3_1h_lt_70) | (aroonu_14_1h_lt_20)) # hourly money flow still strong, the 4h flow not yet negative and the hour making no new high: the move is already over & ((mfi_14_1h < 40.0) | (cmf_20_4h < -0.1) | (aroonu_14_1h > 5.0)) # hourly money flow holding, its stochastics off the floor and the other one topped out & ((mfi_14_1h < 45.0) | (stochk_14_3_3_1h > 15.0) | (stochrsi_k_1h_lt_30)) # 1h & 4h low, 1d down move & ((aroonu_14_1h_gt_0) | (aroonu_14_4h_gt_0) | (rsi_3_1d_gt_15)) # 1h low, 4h & 1d uptrend & ((aroonu_14_1h_gt_0) | (aroonu_14_4h_lt_30) | (aroonu_14_1d_lt_30)) # 1h low, 4h uptrend, 1d down move & ((aroonu_14_1h_gt_0) | (aroonu_14_4h_lt_30) | (rsi_3_1d_gt_15)) # 1h & 4h low, 1d oversold & ((aroonu_14_1h_gt_10) | (aroonu_14_4h_gt_0) | (roc_9_1d_gt_neg_25)) # 1h & 4h low, 1d down move & ((aroonu_14_1h_gt_10) | (aroonu_14_4h_gt_0) | (rsi_3_1d_gt_10)) # 1h & 1d low, 4h up move & ((aroonu_14_1h_gt_10) | (rsi_3_4h_lt_40) | (aroonu_14_1d_gt_10)) # 1h low, 4h up move, 1d uptrend & ((aroonu_14_1h_gt_10) | (rsi_3_4h_lt_40) | (aroonu_14_1d_lt_30)) # 1h & 4h low, 1h high & ((aroonu_14_1h_gt_10) | (stochrsi_k_1h_gt_10) | (aroonu_14_4h_gt_0)) # 1h low & still high, 1d high & ((aroonu_14_1h_gt_10) | (stochrsi_k_1h_gt_30) | (stochrsi_k_1d_gt_10)) # 1h low, 4h down move, 1d uptrend & ((aroonu_14_1h_gt_20) | (rsi_3_4h_gt_15) | (aroonu_14_1d_lt_60)) # 1h low, 4h up move & ((aroonu_14_1h_gt_20) | (rsi_3_4h_lt_50)) # 1h & 1d uptrend, 1d high & ((aroonu_14_1h_lt_20) | (aroonu_14_1d_lt_60) | (stochrsi_k_1d_gt_10)) # 1h & 1d uptrend, 4h low & ((aroonu_14_1h_lt_20) | (aroonu_14_4h_gt_0) | (roc_9_1d_lt_0)) # 1h & 4h & 1d uptrend & ((aroonu_14_1h_lt_20) | (aroonu_14_4h_lt_30) | (aroonu_14_1d_lt_30)) # 1h & 4h uptrend, 1d down move & ((aroonu_14_1h_lt_20) | (aroonu_14_4h_lt_30) | (rsi_3_1d_gt_10)) # 1h uptrend, 4h down move, 1d up move & ((aroonu_14_1h_lt_20) | (rsi_3_4h_gt_15) | (rsi_3_1d_lt_35)) # 1h & 1d uptrend, 1d still high & ((aroonu_14_1h_lt_20) | (stochrsi_k_1d_gt_30) | (roc_9_1d_lt_0)) # 1h & 1d uptrend, 4h high & ((aroonu_14_1h_lt_20) | (stochrsi_k_4h_gt_10) | (aroonu_14_1d_lt_40)) # 1h uptrend, 1d low & oversold & ((aroonu_14_1h_lt_25) | (aroonu_14_1d_gt_0) | (roc_9_1d_gt_neg_25)) # 1h & 4h uptrend, 1d down move & ((aroonu_14_1h_lt_25) | (aroonu_14_4h_lt_30) | (rsi_3_1d_gt_15)) # 1h uptrend, 4h up move & still high & ((aroonu_14_1h_lt_25) | (rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_30)) # 1h uptrend & high, 1d low & ((aroonu_14_1h_lt_25) | (stochrsi_k_1h_gt_10) | (stochrsi_k_1d_gt_20)) # 1h & 1d uptrend, 1h low & ((aroonu_14_1h_lt_25) | (stochrsi_k_1h_gt_20) | (aroonu_14_1d_lt_30)) # 1h & 1d uptrend & ((aroonu_14_1h_lt_30) | (aroonu_14_1d_lt_40)) # 1h & 4h uptrend, 1d high & ((aroonu_14_1h_lt_30) | (aroonu_14_4h_lt_20) | (stochrsi_k_1d_gt_10)) # 1h uptrend, 4h oversold & ((aroonu_14_1h_lt_30) | (roc_9_4h_gt_neg_20)) # 1h & 4h uptrend, 1h low & ((aroonu_14_1h_lt_30) | (stochrsi_k_1h_gt_20) | (aroonu_14_4h_lt_30)) # 1h uptrend & low, 4h down move & ((aroonu_14_1h_lt_30) | (stochrsi_k_1h_gt_20) | (rsi_3_4h_gt_10)) # 1h & 1d uptrend, 1h still high & ((aroonu_14_1h_lt_30) | (stochrsi_k_1h_gt_30) | (aroonu_14_1d_lt_30)) # 1h & 1d uptrend, 4h high & ((aroonu_14_1h_lt_30) | (stochrsi_k_4h_gt_10) | (aroonu_14_1d_lt_30)) # 1h & 4h uptrend & ((aroonu_14_1h_lt_40) | (aroonu_14_4h_lt_40)) # 1h uptrend, 1d up move & low & ((aroonu_14_1h_lt_40) | (rsi_3_1d_lt_35) | (aroonu_14_1d_gt_10)) # 1h uptrend, 4h up move, 1d low & ((aroonu_14_1h_lt_40) | (rsi_3_4h_lt_40) | (aroonu_14_1d_gt_10)) # 1h & 4h uptrend, 1h high & ((aroonu_14_1h_lt_40) | (stochrsi_k_1h_gt_10) | (aroonu_14_4h_lt_20)) # 1h uptrend & still high, 1d low & ((aroonu_14_1h_lt_50) | (stochrsi_k_1h_gt_30) | (aroonu_14_1d_gt_10)) # 1h uptrend, 4h high & ((aroonu_14_1h_lt_50) | (stochrsi_k_4h_gt_10)) # 1h & 1d uptrend & ((aroonu_14_1h_lt_60) | (aroonu_14_1d_lt_30)) # 1h uptrend & still high, 1d low & ((aroonu_14_1h_lt_60) | (stochrsi_k_1h_gt_40) | (aroonu_14_1d_gt_10)) # 1h & 4h uptrend, 1h still high & ((aroonu_14_1h_lt_60) | (stochrsi_k_1h_gt_60) | (aroonu_14_4h_lt_30)) # 1h uptrend, 1d low & ((aroonu_14_1h_lt_70) | (aroonu_14_1d_gt_20)) # no 1h downtrend, the 4h flat and money still coming in on the hour & ((aroond_14_1h > 65.0) | (rsi_3_4h_gt_5) | (cmf_20_1h < -0.1)) # the hourly stochastic pinned at zero, 4h money flow gone and the daily range twice its usual width & ((stochrsi_k_1h > 5.0) | (mfi_14_4h > 30.0) | (range_pct_14_1d < 25.0)) # 1h high, 1d uptrend & ((stochrsi_k_1h_gt_10) | (aroonu_14_1d_lt_60) | (roc_9_1d_lt_0)) # 1h high, 4h uptrend, 1d low & ((stochrsi_k_1h_gt_10) | (aroonu_14_4h_lt_30) | (aroonu_14_1d_gt_0)) # the hour on the floor, the daily collapsed and the hourly oscillator low too & ((stochrsi_k_1h_gt_10) | (roc_9_1d_gt_neg_25) | (uo_7_14_28_1h < 50.0)) # 1h high, 1d up move & oversold & ((stochrsi_k_1h_gt_10) | (rsi_3_1d_lt_35) | (roc_9_1d_gt_neg_20)) # 1h & 1d high, 4h down move & ((stochrsi_k_1h_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_gt_10)) # 1h & 4h low, 4h down move & ((stochrsi_k_1h_gt_20) | (rsi_3_4h_gt_5) | (aroonu_14_4h_gt_0)) # 1h low, 4h up move & ((stochrsi_k_1h_gt_20) | (rsi_3_4h_lt_40)) # 1h still high, 1d low & uptrend & ((stochrsi_k_1h_gt_30) | (aroonu_14_1d_gt_10) | (roc_9_1d_lt_0)) # 1h still high, 4h low & high & ((stochrsi_k_1h_gt_30) | (aroonu_14_4h_gt_20) | (stochrsi_k_4h_gt_10)) # 1h still high, 4h high, 1d oversold & ((stochrsi_k_1h_gt_30) | (stochrsi_k_4h_gt_10) | (roc_9_1d_gt_neg_40)) # 1h & 4h still high, 1d down move & ((stochrsi_k_1h_gt_30) | (stochrsi_k_4h_gt_30) | (rsi_3_1d_gt_10)) # 1h still high, 4h up move, 1d high & ((stochrsi_k_1h_gt_40) | (rsi_3_4h_lt_40) | (stochrsi_k_1d_gt_10)) # 1h still high, 4h up move & ((stochrsi_k_1h_gt_40) | (rsi_3_4h_lt_50)) # 1h uptrend, 4h & 1d down move & ((roc_9_1h < -1) | (rsi_3_4h_gt_15) | (rsi_3_1d_gt_10)) # 1h oversold, 4h low & high & ((roc_9_1h_gt_neg_10) | (aroonu_14_4h_gt_0) | (stochrsi_k_4h_gt_10)) # 4h down move & low, 1d high & ((rsi_3_4h_gt_15) | (aroonu_14_4h_gt_0) | (stochrsi_k_1d_gt_10)) # the 4h has not moved down, the day closed strongly up and no 4h trend behind the short & ((rsi_3_4h_gt_15) | (change_pct_1d < 5.0) | (adx_14_4h > 35.0)) # 4h down move, 1d up move & oversold & ((rsi_3_4h_gt_15) | (rsi_3_1d_lt_35) | (roc_9_1d_gt_neg_15)) # 4h & 1d down move, 1d uptrend & ((rsi_3_4h_gt_20) | (rsi_3_1d_gt_30) | (aroonu_14_1d_lt_30)) # 4h down move & low, 1d uptrend & ((rsi_3_4h_gt_5) | (aroonu_14_4h_gt_20) | (aroonu_14_1d_lt_30)) # 4h down move & low, 1d oversold & ((rsi_3_4h_gt_5) | (aroonu_14_4h_gt_20) | (roc_9_1d_gt_neg_30)) # 4h down move, 4h & 1d uptrend & ((rsi_3_4h_gt_5) | (aroonu_14_4h_lt_30) | (aroonu_14_1d_lt_50)) # 4h & 1d down move, 1d low & ((rsi_3_4h_gt_5) | (rsi_3_1d_gt_15) | (aroonu_14_1d_gt_10)) # 4h up move, 1d uptrend & ((rsi_3_4h_lt_40) | (aroonu_14_1d_lt_40)) # 4h up move & uptrend, 1d oversold & ((rsi_3_4h_lt_40) | (aroonu_14_4h_lt_20) | (roc_9_1d_gt_neg_15)) # 4h up move, 1d overbought & ((rsi_3_4h_lt_40) | (roc_9_1d_gt_neg_70)) # 4h up move, 1d low & ((rsi_3_4h_lt_50) | (aroonu_14_1d_gt_10)) # 4h up move, 1d still high & ((rsi_3_4h_lt_70) | (stochrsi_k_1d_gt_40)) # 4h money flow holding, the daily out of it and the 4h not yet washed out & ((mfi_14_4h < 40.0) | (mfi_14_1d > 20.0) | (cci_20_4h > -225.0)) # 4h money flow holding up while its rsi has collapsed & ((mfi_14_4h < 40.0) | (rsi_14_change_pct_4h > -15.0)) # 4h low & oversold, 1d down move & ((aroonu_14_4h_gt_10) | (roc_9_4h_gt_neg_20) | (rsi_3_1d_gt_5)) # 4h low, 1d up move & high & ((aroonu_14_4h_gt_10) | (rsi_3_1d_lt_35) | (stochrsi_k_1d_gt_10)) # 4h uptrend, 1d down move & low & ((aroonu_14_4h_lt_20) | (rsi_3_1d_gt_5) | (aroonu_14_1d_gt_10)) # 4h uptrend, 4h & 1d high & ((aroonu_14_4h_lt_20) | (stochrsi_k_4h_gt_10) | (stochrsi_k_1d_gt_10)) # the 4h making new highs with a topped-out stochastic and no daily downtrend & ((aroonu_14_4h_lt_20) | (stochrsi_k_4h_lt_70) | (aroond_14_1d > 55.0)) # 4h & 1d uptrend, 1d high & ((aroonu_14_4h_lt_30) | (aroonu_14_1d_lt_40) | (stochrsi_k_1d_gt_10)) # 4h uptrend & high, 1d down move & ((aroonu_14_4h_lt_30) | (stochrsi_k_4h_gt_10) | (rsi_3_1d_gt_25)) # 4h & 1d uptrend, 1d low & ((aroonu_14_4h_lt_40) | (aroonu_14_1d_lt_40) | (stochrsi_k_1d_gt_20)) # 4h uptrend, 1d down move & ((aroonu_14_4h_lt_40) | (rsi_3_1d_gt_10)) # 4h still high, 5m momentum not yet turned, 5m money flow high & ((stochrsi_k_4h > 5) | (rsi_14_change_pct > -12) | (mfi_14 < 65)) # 4h still high, 1h stoch off the floor, 1h money flow low & ((stochrsi_k_4h > 5) | (stochk_14_3_3_1h > 15) | (mfi_14_1h < 40)) # 4h & 1d high, 1d uptrend & ((stochrsi_k_4h_gt_10) | (aroonu_14_1d_lt_40) | (stochrsi_k_1d_gt_10)) # 4h high, 1d uptrend & ((stochrsi_k_4h_gt_10) | (aroonu_14_1d_lt_70)) # 4h high, 1d up move & oversold & ((stochrsi_k_4h_gt_10) | (rsi_3_1d_lt_35) | (roc_9_1d_gt_neg_20)) # 4h low, 1d uptrend & high & ((stochrsi_k_4h_gt_20) | (aroonu_14_1d_lt_50) | (stochrsi_k_1d_gt_10)) # 4h still high, 1d uptrend & oversold & ((stochrsi_k_4h_gt_40) | (aroonu_14_1d_lt_40) | (roc_9_1d_gt_neg_10)) # the 4h stochastic high, the daily aroon-up floored and daily money still coming in & ((stochrsi_k_4h_lt_50) | (aroonu_14_1d_gt_10) | (cmf_20_1d < 0.1)) # 4h stoch high, 1d aroon-down maxed, 5m no new high, 15m already washed & ((stochk_14_3_3_4h < 40) | (aroond_14_1d > 55) | (aroonu_14_lt_25) | (stochrsi_k_15m < 65)) # money still flowing in on the hour while the 4h trend is already strong & ((cmf_20_1h_lt_0_10) | (adx_14_4h < 40.0)) # 1d down move & uptrend & ((rsi_3_1d_gt_25) | (roc_9_1d_lt_20)) # the daily oversold on both rsi and money flow while its aroon-up is still up there & ((rsi_14_1d > 30.0) | (mfi_14_1d > 30.0) | (aroonu_14_1d < 25.0)) # the daily fully exhausted on both aroon and stochastic while its money flow has not turned & ((aroonu_14_1d > 5.0) | (stochrsi_k_1d > 5.0) | (cmf_20_1d < -0.05)) # the 12-candle ceiling already maxed, the 15m washed out and 4h money flow still present & ((quad_s93_max_12 < 95.0) | (rsi_14_15m > 30.0) | (mfi_14_4h < 40.0)) # a long squeeze behind it, the 4h oscillator high and no daily downtrend & ((sqz_cnt_24 < 20.0) | (uo_7_14_28_4h < 55.0) | (aroond_14_1d > 55.0)) # 15m & 4h collapse already spent, 5m neither new low nor new high & ((cci_20_change_pct_15m > -195) | (aroond_14 > 5) | (aroonu_14_lt_25) | (rsi_3_change_pct_4h > -40)) # the 15m cci collapsing, the daily already sold off and 4h money flow still present & ((cci_20_change_pct_15m > -195.0) | (rsi_3_1d_gt_10) | (mfi_14_4h < 25.0)) # the 15m rsi_3 has jumped, no 4h trend behind it and 4h money flow still there & ((rsi_3_change_pct_15m < 70.0) | (adx_14_4h > 20.0) | (mfi_14_4h < 55.0)) # the 15m oscillator collapsing while both 4h stochastics are already at their floor & ((uo_7_14_28_change_pct_15m > -15.0) | (stochrsi_k_4h_lt_30) | (stochk_14_3_3_4h < 40.0)) # 1h cci collapsing, 15m making lows, 1h oscillator high, 4h collapse already spent & ((cci_20_change_pct_1h < 20) | (aroond_14_15m > 30) | (uo_7_14_28_1h > 40) | (rsi_3_change_pct_4h > -40)) # 1h collapse already spent, 15m & 1h making lows, 4h trend weak & ((cci_20_change_pct_1h > -35) | (aroond_14_1h > 35) | (aroond_14_15m > 30) | (adx_14_4h < 40)) ) # Logic short_entry_logic.append( # breakdown must be real: price already in the lower half of the range, # 15m momentum actually down (losses were top-of-range fake breakdowns) (willr_14 < -50.0) & (rsi_3_15m < 45.0) # downtrend regime + momentum side + bearish engulfing close & (close < ema_200) & (rsi_14 < 50.0) & (engulf_bear > 0.5) # the 4h has not made a fresh high: a continuation short, not a pullback in a rally & (aroonu_14_4h < 50.0) # the daily oscillator is not at its ceiling either & (stochrsi_k_1d < 50.0) ) # Condition #666 - Swing-failure pattern (Short, experimental, RAW — mirror). if short_entry_condition_index == 666: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) # Logic # prior 48-candle high swept by the wick, candle closes back below it short_entry_logic.append(sfp_bear > 0.5) # Condition #667 - 1h inside-bar breakout (Short, experimental, RAW — mirror). if short_entry_condition_index == 667: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) short_entry_logic.append( # 5m down move, 1h up move, 1d uptrend ((rsi_3_gt_10) | (rsi_3_1h_lt_40) | (aroonu_14_1d_lt_60)) # 5m down move, 1h up move, 4h low & ((rsi_3_gt_15) | (rsi_3_1h_lt_50) | (aroonu_14_4h_gt_0)) # 5m down move, 15m uptrend & high & ((rsi_3_gt_3) | (aroonu_14_15m_lt_60) | (stochrsi_k_15m_gt_10)) # 5m down move, 1d low & oversold & ((rsi_3_gt_3) | (aroonu_14_1d_gt_10) | (roc_9_1d_gt_neg_40)) # 5m down move, 1h uptrend, 1d oversold & ((rsi_3_gt_3) | (aroonu_14_1h_lt_40) | (roc_9_1d_gt_neg_40)) # 5m down move, 1h oversold, 4h low & ((rsi_3_gt_3) | (roc_9_1h_gt_neg_10) | (aroonu_14_4h_gt_10)) # 5m & 15m down move, 1d oversold & ((rsi_3_gt_3) | (rsi_3_15m_gt_25) | (roc_9_1d_gt_neg_40)) # 5m & 15m down move, 1h low & ((rsi_3_gt_3) | (rsi_3_15m_gt_25) | (stochrsi_k_1h_gt_20)) # 5m & 1h down move, 15m low & ((rsi_3_gt_3) | (stochrsi_k_15m_gt_20) | (rsi_3_1h_gt_20)) # 5m & 1d down move, 1h still high & ((rsi_3_gt_3) | (stochrsi_k_1h_gt_40) | (rsi_3_1d_gt_10)) # 5m down move, 15m uptrend, 4h oversold & ((rsi_3_gt_5) | (aroonu_14_15m_lt_50) | (roc_9_4h_gt_neg_15)) # 5m down move, 1h & 1d uptrend & ((rsi_3_gt_5) | (aroonu_14_1h_lt_80) | (aroonu_14_1d_lt_60)) # 5m down move & oversold & ((rsi_3_gt_5) | (roc_9 > -15)) # 5m up move, 15m down move & ((rsi_3_lt_40) | (rsi_3_15m_gt_25)) # 5m uptrend, 15m on the floor, 4h up move, 1d downtrend & up move & ( (aroonu_14_lt_25) | (roc_9_4h < -8.0) | (stochrsi_k_15m_gt_10) | (aroonu_14_1d_gt_0) | (roc_9_1d < -10.0) ) # 5m uptrend, 15m washed out, 1h washed out, 4h down move, 1d up move & ( (aroonu_14_lt_25) | (stochrsi_k_1h_gt_70) | (stochrsi_k_15m > 25.0) | (roc_9_1d < -15.0) | (rsi_3_4h_gt_50) ) # 5m uptrend, 15m low, 4h up move & ((aroonu_14_lt_25) | (aroonu_14_15m_gt_20) | (rsi_3_4h_lt_70)) # 5m uptrend & up move, 15m down move, 1h still high, 4h down move & ((aroonu_14_lt_25) | (rsi_3_15m_gt_20) | (rsi_3 < 15.0) | (stochrsi_k_1h_lt_30) | (rsi_3_4h_gt_50)) # 5m uptrend, 1h still high, 4h up move & ((aroonu_14_lt_25) | (stochrsi_k_1h_gt_60) | (rsi_3_4h_lt_70)) # 5m uptrend, 1d low & overbought & ((aroonu_14_lt_30) | (aroonu_14_1d_gt_10) | (roc_9_1d_gt_neg_70)) # 5m uptrend, 4h oversold & ((aroonu_14_lt_30) | (roc_9_4h_gt_neg_40)) # 5m & 4h uptrend, 15m still high & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_60) | (aroonu_14_4h_lt_30)) # 5m uptrend, 1h still high, 4h low & ((aroonu_14_lt_30) | (stochrsi_k_1h_gt_60) | (aroonu_14_4h_gt_0)) # 5m uptrend, 4h still high, 1d low & ((aroonu_14_lt_30) | (stochrsi_k_4h_gt_50) | (stochrsi_k_1d_gt_20)) # 5m willr 480 low & up move, 1h CCI high, 1d down move & ((willr_480 > -85.0) | (cci_20_1h < -50.0) | (roc_9_1d_gt_neg_25) | (rsi_3 < 15.0)) # 5m oversold, 1d uptrend & ((roc_9 > -15) | (aroonu_14_1d_lt_60)) # 5m & 4h oversold & ((roc_9 > -15) | (roc_9_4h_gt_neg_30)) # 15m down move, 4h down move, 1d downtrend & on the floor & up move & ( (rsi_3_15m_gt_15) | (aroonu_14_1d_gt_10) | (stochrsi_k_1d > 5.0) | (roc_9_1d < -15.0) | (rsi_3_4h_gt_45) ) # 15m down move & downtrend, 1h uptrend, 1d uptrend & still high & ( (rsi_3_15m_gt_20) | (aroonu_14_1h_lt_60) | (aroonu_14_1d < 45.0) | (aroonu_14_15m_gt_0) | (stochrsi_k_1d < 15.0) ) # 5m on the floor, 15m down move & downtrend, 1h up move, 1d down move & ( (rsi_3_15m_gt_20) | (rsi_3_1h_lt_75) | (roc_9_1d_gt_neg_15) | (stochrsi_k > 5.0) | (aroonu_14_15m_gt_50) ) # 15m momentum alive, 15m stochastic at the floor and daily money leaving & ((rsi_3_15m < 5) | (stochk_14_3_3_15m > 15) | (cmf_20_1d_gt_neg_0_20)) # 15m down move, 1d uptrend & oversold & ((rsi_3_15m_gt_15) | (aroonu_14_1d_lt_70) | (roc_9_1d_gt_neg_40)) # 15m down move, 1h & 1d uptrend & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_80) | (aroonu_14_1d_lt_60)) # 15m down move, 15m & 1d low & ((rsi_3_15m_gt_20) | (aroonu_14_15m_gt_40) | (aroonu_14_1d_gt_30)) # 5m up move & uptrend, 15m down move & uptrend, 4h down move & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_30) | (rsi_3 < 15.0) | (rsi_3_4h_gt_25) | (aroonu_14 < 10.0)) # 15m down move & uptrend, 4h up move & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_60) | (rsi_3_4h_lt_60)) # 15m & 1d down move, 15m uptrend & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_70) | (rsi_3_1d_gt_5)) # 5m up move & still high, 15m down move, 4h downtrend & down move & ((rsi_3_15m_gt_20) | (aroonu_14_4h_gt_10) | (rsi_3 < 15.0) | (stochrsi_k_lt_30) | (rsi_3_4h_gt_50)) # 15m down move & low, 1h uptrend & ((rsi_3_15m_gt_20) | (stochrsi_k_15m_gt_20) | (aroonu_14_1h_lt_30)) # 15m down move & low, 1h oversold & ((rsi_3_15m_gt_25) | (aroonu_14_15m_gt_20) | (roc_9_1h_gt_neg_10)) # 15m down move, 15m & 1d uptrend & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_40) | (roc_9_1d_lt_15)) # 15m & 4h down move, 15m uptrend & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_70) | (rsi_3_4h_gt_10)) # 15m down move & uptrend, 1h up move & ((rsi_3_15m_gt_30) | (aroonu_14_15m_lt_50) | (rsi_3_1h_lt_70)) # 15m down move, 1h uptrend, 1d up move & ((rsi_3_15m_gt_30) | (aroonu_14_1h_lt_90) | (rsi_3_1d_lt_35)) # 15m & 1h down move, 1d oversold & ((rsi_3_15m_gt_30) | (rsi_3_1h_gt_30) | (roc_9_1d_gt_neg_20)) # 15m down move & low, 1h up move & ((rsi_3_15m_gt_35) | (aroonu_14_15m_gt_20) | (rsi_3_1h_lt_50)) # 15m down move, 15m & 1h uptrend & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_90)) # 15m down move & uptrend, 1h up move & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_70) | (rsi_3_1h_lt_40)) # 15m down move & uptrend, 4h low & ((rsi_3_15m_gt_35) | (aroonu_14_15m_lt_80) | (aroonu_14_4h_gt_10)) # 15m up move & low, 4h uptrend & ((rsi_3_15m_lt_50) | (aroonu_14_15m_gt_20) | (aroonu_14_4h_lt_20)) # 15m up move, 1h & 4h uptrend & ((rsi_3_15m_lt_50) | (aroonu_14_1h_lt_40) | (aroonu_14_4h_lt_20)) # 15m up move, 4h low, 1d still high & ((rsi_3_15m_lt_50) | (stochrsi_k_4h_gt_20) | (stochrsi_k_1d_gt_30)) # 15m & 4h down move, 4h low & ((rsi_3_15m_lt_55) | (rsi_3_4h_gt_50) | (aroonu_14_4h_gt_20)) # 5m still high, 15m up move, 1h down move & ((rsi_3_15m_lt_60) | (rsi_3_1h_gt_40) | (stochrsi_k < 45.0)) # 5m downtrend, 15m downtrend & up move, 1d on the floor & up move & ( (aroonu_14_15m_gt_50) | (stochrsi_k_1d_gt_10) | (rsi_3_15m < 40.0) | (roc_9_1d < -10.0) | (aroonu_14 > 25.0) ) # 5m downtrend, 15m uptrend & overbought, 4h up move, 1d on the floor & ( (aroonu_14_15m_lt_30) | (stochrsi_k_1d_gt_10) | (stochrsi_k_15m_lt_80) | (roc_9_4h < -10.0) | (aroonu_14 > 25.0) ) # 15m uptrend & up move, 1h up move, 1d still high & uptrend & ( (aroonu_14_15m_lt_50) | (roc_9_1h < -1.0) | (stochrsi_k_1d < 35.0) | (rsi_3_15m < 30.0) | (aroonu_14_1d < 5.0) ) # 5m downtrend, 15m downtrend, 1h uptrend, 4h up move & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_lt_75) | (roc_9_4h_lt_5) | (aroonu_14 > 15.0)) # 15m low, 1h & 1d down move & ((aroonu_14_15m_gt_10) | (rsi_3_1h_gt_40) | (rsi_3_1d_gt_25)) # 15m low, 1h up move & still high & ((aroonu_14_15m_gt_10) | (rsi_3_1h_lt_50) | (stochrsi_k_1h_gt_40)) # 15m low, 1h up move, 1d uptrend & ((aroonu_14_15m_gt_10) | (rsi_3_1h_lt_60) | (roc_9_1d_lt_0)) # 15m low & still high, 1d high & ((aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_50) | (stochrsi_k_1d_gt_10)) # 5m down move, 15m downtrend, 1h downtrend & up move & ((aroonu_14_15m_gt_20) | (aroonu_14_1h_gt_10) | (roc_9_1h < 5.0) | (rsi_3_gt_10)) # 15m & 1h low & ((aroonu_14_15m_gt_20) | (aroonu_14_1h_gt_20) | (stochrsi_k_1h_gt_20)) # 15m & 1d low, 1h down move & ((aroonu_14_15m_gt_20) | (rsi_3_1h_gt_35) | (aroonu_14_1d_gt_10)) # 15m low, 1h & 1d uptrend & ((aroonu_14_15m_gt_30) | (aroonu_14_1h_lt_80) | (aroonu_14_1d_lt_30)) # 15m low, 1h up move & still not low enough & ((aroonu_14_15m_gt_40) | (rsi_3_1h_lt_60) | (stochrsi_k_1h_gt_80)) # 15m & 1h & 1d low & ((aroonu_14_15m_gt_50) | (aroonu_14_1h_gt_20) | (aroonu_14_1d_gt_30)) # 15m low, 4h still high, 1d high & ((aroonu_14_15m_gt_50) | (stochrsi_k_4h_gt_30) | (stochrsi_k_1d_gt_10)) # 15m low, 4h still high, 1d down move & ((aroonu_14_15m_gt_50) | (stochrsi_k_4h_gt_60) | (rsi_3_1d_gt_10)) # 15m uptrend, 4h oversold, 1d up move & ((aroonu_14_15m_lt_20) | (roc_9_4h_gt_neg_15) | (rsi_3_1d_lt_35)) # 15m uptrend, 1h up move, 1d high & ((aroonu_14_15m_lt_20) | (rsi_3_1h_lt_40) | (stochrsi_k_1d_gt_10)) # 15m uptrend, 1h & 1d oversold & ((aroonu_14_15m_lt_30) | (roc_9_1h_gt_neg_10) | (roc_9_1d_gt_neg_20)) # 15m uptrend & low, 4h down move & ((aroonu_14_15m_lt_30) | (stochrsi_k_15m_gt_20) | (rsi_3_4h_gt_10)) # 15m uptrend, 1d high & oversold & ((aroonu_14_15m_lt_30) | (stochrsi_k_1d_gt_10) | (roc_9_1d_gt_neg_10)) # 15m uptrend, 1h still high, 4h up move & ((aroonu_14_15m_lt_40) | (stochrsi_k_1h_gt_60) | (rsi_3_4h_lt_60)) # 15m & 1h uptrend, 4h still high & ((aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_60) | (stochrsi_k_4h_gt_40)) # 15m uptrend, 1d down move & high & ((aroonu_14_15m_lt_50) | (rsi_3_1d_gt_10) | (stochrsi_k_1d_gt_10)) # 15m uptrend, 15m & 4h low & ((aroonu_14_15m_lt_50) | (stochrsi_k_15m_gt_20) | (stochrsi_k_4h_gt_20)) # 15m uptrend & still high, 4h down move & ((aroonu_14_15m_lt_50) | (stochrsi_k_15m_gt_30) | (rsi_3_4h_gt_30)) # 15m uptrend & still high, 4h down move & ((aroonu_14_15m_lt_50) | (stochrsi_k_15m_gt_50) | (rsi_3_4h_gt_10)) # 15m & 1d uptrend, 1h low & ((aroonu_14_15m_lt_50) | (stochrsi_k_1h_gt_20) | (aroonu_14_1d_lt_30)) # 15m uptrend & up move, 1d uptrend & down move & ((aroonu_14_15m_lt_60) | (aroonu_14_1d_lt_40) | (roc_9_1d_gt_neg_30) | (rsi_3_15m < 20.0)) # 15m & 1h uptrend, 4h low & ((aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_20) | (stochrsi_k_4h_gt_20)) # 15m uptrend, 1d up move & low & ((aroonu_14_15m_lt_60) | (rsi_3_1d_lt_35) | (stochrsi_k_1d_gt_20)) # 5m up move, 15m uptrend, 4h down move & ((aroonu_14_15m_lt_60) | (rsi_3_4h_gt_15) | (rsi_3 < 25.0)) # 15m & 1h uptrend, 1d low & ((aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_80) | (aroonu_14_1d_gt_10)) # 5m down move, 15m uptrend & washed out, 1h uptrend & ((aroonu_14_15m_lt_70) | (aroonu_14_1h_lt_90) | (stochrsi_k_15m_gt_30) | (rsi_3_gt_5)) # 15m uptrend & washed out, 1h money coming in & down move & ((aroonu_14_15m_lt_70) | (mfi_14_1h < 50.0) | (rsi_3_1h_gt_45) | (stochrsi_k_15m_gt_30)) # 15m uptrend & still high, 1h low & ((aroonu_14_15m_lt_70) | (stochrsi_k_15m_gt_50) | (aroonu_14_1h_gt_10)) # 15m uptrend, 4h & 1d high & ((aroonu_14_15m_lt_70) | (stochrsi_k_4h_gt_10) | (stochrsi_k_1d_gt_10)) # 15m uptrend, 4h washed out, 1d downtrend & ((aroonu_14_15m_lt_90) | (stochrsi_k_4h_gt_40) | (aroonu_14_1d_gt_20)) # 15m no recent low, 15m money drained and 1h cycle turning up & ((aroond_14_15m > 30) | (mfi_14_15m > 30) | (cci_20_change_pct_1h < 20)) # 5m still high, 15m washed out, 1h down move, 4h still high, 1d up move & ( (stochrsi_k_15m_gt_60) | (rsi_3_1h_gt_25) | (stochrsi_k_4h < 65.0) | (stochrsi_k < 10.0) | (roc_9_1d < -20.0) ) # 5m downtrend, 15m washed out, 1h washed out & downtrend, 1d downtrend & ( (stochrsi_k_15m_gt_60) | (stochrsi_k_1h_gt_30) | (aroonu_14_1h_gt_0) | (aroonu_14 > 30.0) | (aroonu_14_1d > 40.0) ) # 15m high, 1d uptrend & low & ((stochrsi_k_15m_gt_10) | (aroonu_14_1d_lt_70) | (stochrsi_k_1d_gt_20)) # 15m high, 1h down move, 4h uptrend & ((stochrsi_k_15m_gt_10) | (rsi_3_1h_gt_30) | (aroonu_14_4h_lt_30)) # 15m high, 4h low, 1d uptrend & ((stochrsi_k_15m_gt_10) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_lt_40)) # 15m & 1h & 1d low & ((stochrsi_k_15m_gt_20) | (aroonu_14_1h_gt_30) | (aroonu_14_1d_gt_10)) # 15m & 1h low, 1h uptrend & ((stochrsi_k_15m_gt_20) | (aroonu_14_1h_lt_30) | (stochrsi_k_1h_gt_20)) # 15m low, 1h down move & uptrend & ((stochrsi_k_15m_gt_20) | (rsi_3_1h_gt_35) | (aroonu_14_1h_lt_30)) # 15m & 1d low, 1h up move & ((stochrsi_k_15m_gt_20) | (rsi_3_1h_lt_60) | (aroonu_14_1d_gt_10)) # 15m low, 1h still not low enough, 1d down move & ((stochrsi_k_15m_gt_20) | (stochrsi_k_1h_gt_80) | (rsi_3_1d_gt_25)) # 15m still high, 1d uptrend & high & ((stochrsi_k_15m_gt_30) | (aroonu_14_1d_lt_70) | (stochrsi_k_1d_gt_10)) # 15m still high, 1h uptrend, 4h oversold & ((stochrsi_k_15m_gt_40) | (aroonu_14_1h_lt_20) | (roc_9_4h_gt_neg_10)) # 15m & 1h still high, 1h up move & ((stochrsi_k_15m_gt_50) | (rsi_3_1h_lt_50) | (stochrsi_k_1h_gt_60)) # 15m still high, 1h & 1d uptrend & ((stochrsi_k_15m_gt_60) | (aroonu_14_1h_lt_40) | (aroonu_14_1d_lt_30)) # 15m still high, 4h down move, 1d low & ((stochrsi_k_15m_gt_60) | (rsi_3_4h_gt_30) | (aroonu_14_1d_gt_50)) # 15m down move & up move, 4h down move, 1d up move & downtrend & ((roc_9_15m > -1.0) | (rsi_3_4h_gt_20) | (rsi_3_1d < 30.0) | (rsi_3_15m < 10.0) | (aroonu_14_1d > 15.0)) # 15m UO high, 1h falling fast, 1d down move & ((uo_7_14_28_15m < 55.0) | (rsi_14_change_pct_1h > -5.0) | (roc_9_1d_gt_neg_30)) # 1h down move, 4h still high, 1d downtrend & up move & ( (rsi_3_1h_gt_30) | (aroonu_14_1d_gt_20) | (roc_9_1d < -15.0) | (stochrsi_k_4h_lt_10) | (rsi_3_1d < 10.0) ) # 1h down move & uptrend, 4h up move & still high, 1d up move & ( (rsi_3_1h_gt_35) | (roc_9_4h < -8.0) | (aroonu_14_1h < 65.0) | (roc_9_1d < -10.0) | (stochrsi_k_4h_lt_40) ) # 5m up move, 15m uptrend, 1h down move, 1d on the floor & ((rsi_3_1h_gt_25) | (stochrsi_k_1d_gt_10) | (rsi_3 < 30.0) | (aroonu_14_15m < 15.0)) # 5m up move, 15m still high, 1h down move, 4h up move, 1d up move & ((rsi_3_1h_gt_30) | (roc_9_4h < -8.0) | (rsi_3 < 15.0) | (rsi_3_1d < 15.0) | (stochrsi_k_15m < 10.0)) # 1h up move & uptrend, 1d up move & ((rsi_3_1h_lt_40) | (aroonu_14_1h_lt_40) | (roc_9_1d_lt_10)) # 1h up move, 4h still high, 1d uptrend & ((rsi_3_1h_lt_40) | (stochrsi_k_4h_gt_60) | (aroonu_14_1d_lt_30)) # 1h up move & uptrend & still not low enough & ((rsi_3_1h_lt_50) | (aroonu_14_1h_lt_50) | (stochrsi_k_1h_gt_80)) # 1h & 1d up move, 4h down move & ((rsi_3_1h_lt_50) | (rsi_3_4h_gt_20) | (rsi_3_1d_lt_35)) # 1h & 4h up move, 4h still high & ((rsi_3_1h_lt_50) | (rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_60)) # 5m up move, 1h up move, 4h still high, 1d on the floor & ((rsi_3_1h_lt_50) | (stochrsi_k_1d_gt_10) | (rsi_3 < 20.0) | (stochrsi_k_4h < 75.0)) # 5m still high, 1h up move & washed out, 4h uptrend & ((rsi_3_1h_lt_50) | (stochrsi_k_1h_gt_75) | (aroonu_14_4h < 25.0) | (stochrsi_k < 25.0)) # 1h RSI low & down move, 4h up move & ((rsi_14_1h > 45.0) | (rsi_3_4h_lt_40) | (rsi_3_1h_gt_10)) # the 1h has already dumped while the 4h is not weak: a late break into a bounce & ((cmf_20_1h > -0.2) | (mfi_14_4h < 30.0)) # 5m uptrend, 1h downtrend, 4h down move, 1d up move & downtrend & ( (aroonu_14_1h_gt_10) | (roc_9_4h_gt_neg_10) | (rsi_3_1d < 15.0) | (aroonu_14 < 10.0) | (aroonu_14_1d > 45.0) ) # 1h downtrend & washed out, 4h washed out, 1d up move & downtrend & ( (aroonu_14_1h_gt_10) | (stochrsi_k_1h_gt_60) | (rsi_3_1d < 20.0) | (stochrsi_k_4h_gt_50) | (aroonu_14_1d > 40.0) ) # 15m still high, 1h downtrend, 4h washed out & uptrend, 1d up move & ( (aroonu_14_1h_gt_10) | (stochrsi_k_4h_gt_20) | (rsi_3_1d < 30.0) | (stochrsi_k_15m_lt_40) | (aroonu_14_4h < 10.0) ) # 1h downtrend & still high, 4h down move & still high, 1d downtrend & ( (aroonu_14_1h_gt_30) | (rsi_3_4h_gt_15) | (stochrsi_k_4h_lt_10) | (aroonu_14_1d > 40.0) | (stochrsi_k_1h < 5.0) ) # 5m up move, 15m down move, 1h downtrend, 4h uptrend & ((aroonu_14_1h_gt_10) | (aroonu_14_4h_lt_20) | (rsi_3_15m_gt_10) | (rsi_3 < 15.0)) # 1h & 1d low, 1d overbought & ((aroonu_14_1h_gt_20) | (aroonu_14_1d_gt_10) | (roc_9_1d_gt_neg_70)) # 1h downtrend, 4h downtrend, 1d uptrend & ((aroonu_14_1h_gt_30) | (aroonu_14_4h_gt_0) | (aroonu_14_1d_lt_80)) # 1h & 1d uptrend, 4h low & ((aroonu_14_1h_lt_20) | (aroonu_14_4h_gt_0) | (aroonu_14_1d_lt_60)) # 1h & 1d uptrend, 1d down move & ((aroonu_14_1h_lt_20) | (rsi_3_1d_gt_15) | (aroonu_14_1d_lt_60)) # 1h & 1d uptrend, 1d down move & ((aroonu_14_1h_lt_20) | (rsi_3_1d_gt_25) | (roc_9_1d_lt_0)) # 1h uptrend, 4h high, 1d down move & ((aroonu_14_1h_lt_20) | (stochrsi_k_4h_gt_10) | (rsi_3_1d_gt_5)) # 1h & 1d uptrend, 4h low & ((aroonu_14_1h_lt_40) | (aroonu_14_4h_gt_0) | (aroonu_14_1d_lt_40)) # 1h & 4h uptrend, 1h low & ((aroonu_14_1h_lt_50) | (stochrsi_k_1h_gt_20) | (aroonu_14_4h_lt_20)) # 15m down move, 1h on the floor & up move, 1d downtrend & up move & ( (stochrsi_k_1h_gt_10) | (aroonu_14_1d_gt_10) | (rsi_3_1h < 15.0) | (rsi_3_15m_gt_25) | (rsi_3_1d < 15.0) ) # 15m still high & downtrend, 1h washed out, 1d downtrend & still high & ( (stochrsi_k_1h_gt_20) | (aroonu_14_1d_gt_10) | (stochrsi_k_15m < 75.0) | (stochrsi_k_1d < 15.0) | (aroonu_14_15m_gt_0) ) # 5m still high, 15m down move, 1h washed out, 4h up move, 1d uptrend & ( (stochrsi_k_1h_gt_30) | (aroonu_14_1d_lt_30) | (stochrsi_k < 35.0) | (roc_9_4h < -5.0) | (rsi_3_15m_gt_40) ) # 1h washed out & up move, 4h still high, 1d downtrend & up move & ( (stochrsi_k_1h_gt_50) | (aroonu_14_1d_gt_10) | (roc_9_1d < -15.0) | (stochrsi_k_4h < 15.0) | (rsi_3_1h < 15.0) ) # 15m washed out, 1h washed out, 4h downtrend & still high, 1d up move & ( (stochrsi_k_1h_gt_50) | (aroonu_14_4h_gt_10) | (stochrsi_k_15m > 25.0) | (stochrsi_k_4h < 35.0) | (roc_9_1d < -20.0) ) # 5m uptrend, 1h washed out, 4h up move & washed out, 1d still high & ( (stochrsi_k_1h_gt_50) | (roc_9_4h < -8.0) | (stochrsi_k_1d < 35.0) | (aroonu_14 < 55.0) | (stochrsi_k_4h_gt_75) ) # 5m up move, 15m uptrend, 1h washed out, 4h downtrend, 1d down move & ( (stochrsi_k_1h_gt_60) | (aroonu_14_4h_gt_10) | (rsi_3 < 25.0) | (aroonu_14_15m_lt_25) | (roc_9_1d_gt_neg_10) ) # 5m up move & downtrend, 1h WILLR high, 1d bot wick pct low & on the floor & ( (willr_14_1h < -45.0) | (bot_wick_pct_1d > 1.0) | (rsi_3 < 15.0) | (stochrsi_k_1d > 5.0) | (aroonu_14 > 0.0) ) # 15m downtrend & washed out, 1h up move, 1d uptrend & still high & ( (roc_9_1h < -1.0) | (aroonu_14_1d_lt_30) | (aroonu_14_15m > 25.0) | (stochrsi_k_1d_lt_20) | (stochrsi_k_15m_gt_20) ) # 5m up move & on the floor, 1h down move, 1d downtrend & ((roc_9_1h > -5.0) | (aroonu_14_1d_gt_10) | (rsi_3 < 20.0) | (stochrsi_k > 15.0)) # 1h downtrend, 4h down move & overbought, 1d downtrend & up move & ( (rsi_3_4h_gt_30) | (aroonu_14_1d_gt_10) | (stochrsi_k_4h_lt_80) | (roc_9_1d < -25.0) | (aroonu_14_1h > 25.0) ) # 5m uptrend, 15m up move, 4h down move, 1d downtrend & up move & ((rsi_3_4h_gt_20) | (aroonu_14_1d_gt_20) | (rsi_3_1d < 30.0) | (rsi_3_15m < 10.0) | (aroonu_14 < 10.0)) # 4h down move & oversold, 1d up move & ((rsi_3_4h_gt_30) | (roc_9_4h_gt_neg_15) | (rsi_3_1d_lt_35)) # 5m washed out, 4h down move, 1d downtrend & up move & ((rsi_3_4h_gt_45) | (aroonu_14_1d_gt_30) | (rsi_3_1d < 30.0) | (roc_9_1d < -20.0) | (stochrsi_k > 25.0)) # 1h down move, 4h up move, 1d downtrend & ((rsi_3_4h_lt_40) | (aroonu_14_1d_gt_50) | (rsi_3_1h_gt_10)) # 4h up move & still high, 1d down move & ((rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_30) | (rsi_3_1d_gt_25)) # 4h up move & uptrend, 1d low & ((rsi_3_4h_lt_60) | (aroonu_14_4h_lt_20) | (stochrsi_k_1d_gt_20)) # 4h up move, 1d down move & oversold & ((rsi_3_4h_lt_60) | (rsi_3_1d_gt_10) | (roc_9_1d_gt_neg_30)) # the 4h money flow is still healthy: no breakdown behind this break & (mfi_14_4h < 50.0) # 5m uptrend, 4h washed out, 1d down move & up move & uptrend & ( (stochrsi_k_4h_gt_30) | (roc_9_1d_gt_neg_25) | (rsi_3_1d < 15.0) | (aroonu_14_1d < 25.0) | (aroonu_14 < 15.0) ) # 15m washed out, 4h up move & down move, 1d washed out & up move & ( (roc_9_4h < -8.0) | (stochrsi_k_1d_gt_30) | (roc_9_1d_lt_0) | (stochrsi_k_15m > 25.0) | (rsi_3_4h_gt_50) ) # 1d strong down move, or 4h not at the ceiling & ((roc_9_1d < -10.0) | (stochrsi_k_4h < 90.0)) # 5m quad s93 max 12 low & up move, 15m CCI high & downtrend, 4h up move & ( (quad_s93_max_12 > 70.0) | (cci_20_15m < 0.0) | (rsi_3 < 15.0) | (roc_9_4h < -5.0) | (aroonu_14_15m_gt_50) ) # 5m stochastic high, 15m money flowing in and daily no recent low & ((stoch_14_3 < 20) | (cmf_20_15m_lt_0_10) | (aroond_14_1d > 55)) # 5m still high, 15m rising fast, 4h uptrend & up move, 1d daily change low & ( (rsi_14_change_pct_15m < -3.0) | (change_pct_1d_gt_neg_5) | (stochrsi_k_lt_30) | (aroonu_14_4h < 15.0) | (roc_9_4h < -10.0) ) # 5m still high & down move, 15m rising fast, 4h rising fast & ( (rsi_14_change_pct_15m < -6.0) | (stochrsi_k_change_pct_4h < 125.0) | (stochrsi_k < 55.0) | (rsi_3 > 35.0) ) # 15m cycle falling, 4h no recent low and daily money flowing in & ((cci_20_change_pct_15m > -195) | (aroond_14_4h > 50) | (mfi_14_1d < 45)) ) # Logic short_entry_logic.append( (close < ema_200) # 15m not low, 1h not narrow, 1h not oversold, 1d deep down move & ((stochk_14_3_3_15m < 40.0) | (bbb_20_2_0_1h < 7.0) | (willr_14_1h < -70.0) | (roc_9_1d_gt_neg_20)) # don't short a breakdown when the daily cycle already sits low (bounce zone) & (stochrsi_k_1d < 45.0) # the 4h has to be in on it: no recent 4h high behind the break & (aroonu_14_4h_lt_40) # last completed 1h candle was an inside bar; this 5m candle CROSSES below the mother low & (ib_ready > 0.5) & (np_shift(close, 1) >= ib_mother_l) & (close < ib_mother_l) ) # Condition #669 - Dump hunter (Short, experimental, RAW — crash ignition, mirror of 171). if short_entry_condition_index == 669: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) short_entry_logic.append( # 5m down move & washed out, 15m downtrend & still high, 4h still high ( (rsi_3_gt_15) | (aroonu_14_15m_gt_10) | (stochrsi_k_4h < 55.0) | (stochrsi_k_15m_lt_20) | (stochrsi_k > 20.0) ) # 5m, 1h and 4h all spent & ((rsi_3_gt_10) | (stochrsi_k_1h_gt_10) | (rsi_3_4h_gt_5)) # 5m down move, 1h up move, 4h uptrend, 1d down move & ((rsi_3_gt_15) | (roc_9_1d_gt_neg_10) | (aroonu_14_4h_lt_40) | (rsi_3_1h < 10.0) | (rsi_3_1d_gt_65)) # 5m & 1d down move, 4h uptrend & ((rsi_3_gt_3) | (aroonu_14_4h_lt_20) | (rsi_3_1d_gt_10)) # 5m down move, 4h uptrend, 1d high & ((rsi_3_gt_3) | (aroonu_14_4h_lt_30) | (stochrsi_k_1d_gt_10)) # 5m & 15m down move, 1h uptrend & ((rsi_3_gt_3) | (rsi_3_15m_gt_5) | (aroonu_14_1h_lt_25)) # 5m & 1h & 1d down move & ((rsi_3_gt_3) | (rsi_3_1h_gt_10) | (rsi_3_1d_gt_10)) # 5m down move, 4h up move & still high & ((rsi_3_gt_3) | (rsi_3_4h_lt_50) | (stochrsi_k_4h_gt_50)) # 5m down move, 1h still high, 4h low & ((rsi_3_gt_3) | (stochrsi_k_1h_gt_30) | (aroonu_14_4h_gt_20)) # 5m down move, 4h & 1d low & ((rsi_3_gt_3) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_gt_10)) # 5m & 1d down move, 4h low & ((rsi_3_gt_3) | (stochrsi_k_4h_gt_20) | (rsi_3_1d_gt_10)) # 5m down move, 4h uptrend & still high & ((rsi_3_gt_5) | (aroonu_14_4h_lt_30) | (stochrsi_k_4h_gt_30)) # 5m & 1h down move, 4h still high & ((rsi_3_gt_5) | (rsi_3_1h_gt_25) | (stochrsi_k_4h_gt_30)) # 5m down move, 1h high, 4h low & ((rsi_3_gt_5) | (stochrsi_k_1h_gt_10) | (stochrsi_k_4h_gt_20)) # 5m down move, 4h high & oversold & ((rsi_3_gt_5) | (stochrsi_k_4h_gt_10) | (roc_9_4h_gt_neg_10)) # 5m uptrend, 15m low, 1d oversold & ((aroonu_14_lt_25) | (aroonu_14_15m_gt_20) | (roc_9_1d_gt_neg_20)) # 5m & 15m uptrend, 1h down move & ((aroonu_14_lt_25) | (aroonu_14_15m_lt_50) | (rsi_3_1h_gt_20)) # 5m & 1d uptrend, 4h low & ((aroonu_14_lt_25) | (aroonu_14_4h_gt_20) | (aroonu_14_1d_lt_40)) # 5m & 4h uptrend, 4h high & ((aroonu_14_lt_25) | (aroonu_14_4h_lt_40) | (stochrsi_k_4h_gt_10)) # 5m & 15m uptrend, 15m down move & ((aroonu_14_lt_25) | (rsi_3_15m_gt_10) | (aroonu_14_15m_lt_40)) # 5m & 1d uptrend, 1h down move & ((aroonu_14_lt_25) | (rsi_3_1h_gt_20) | (aroonu_14_1d_lt_40)) # 5m uptrend, 15m high, 1h low & ((aroonu_14_lt_25) | (stochrsi_k_15m_gt_10) | (aroonu_14_1h_gt_10)) # 5m uptrend, 15m & 1h low & ((aroonu_14_lt_25) | (stochrsi_k_15m_gt_20) | (aroonu_14_1h_gt_0)) # 5m & 1h uptrend, 15m low & ((aroonu_14_lt_25) | (stochrsi_k_15m_gt_20) | (aroonu_14_1h_lt_25)) # 5m & 4h uptrend, 15m low & ((aroonu_14_lt_25) | (stochrsi_k_15m_gt_20) | (aroonu_14_4h_lt_60)) # 5m uptrend, 15m still high, 1h up move & ((aroonu_14_lt_25) | (stochrsi_k_15m_gt_40) | (rsi_3_1h_lt_60)) # 5m & 4h uptrend, 15m low & ((aroonu_14_lt_30) | (aroonu_14_15m_gt_10) | (aroonu_14_4h_lt_60)) # 5m uptrend, 15m low, 4h down move & ((aroonu_14_lt_30) | (aroonu_14_15m_gt_10) | (rsi_3_4h_gt_10)) # 5m uptrend, 15m downtrend, 4h on the floor & ((aroonu_14_lt_30) | (aroonu_14_15m_gt_20) | (stochrsi_k_4h_gt_10)) # 5m & 15m uptrend, 1d low & ((aroonu_14_lt_30) | (aroonu_14_15m_lt_40) | (aroonu_14_1d_gt_20)) # 5m & 1d uptrend, 1d still high & ((aroonu_14_lt_30) | (aroonu_14_1d_lt_60) | (stochrsi_k_1d_gt_60)) # 5m & 1d uptrend, 1d still not high enough & ((aroonu_14_lt_30) | (aroonu_14_1d_lt_80) | (stochrsi_k_1d_gt_70)) # 5m uptrend, 1h & 4h low & ((aroonu_14_lt_30) | (aroonu_14_1h_gt_0) | (stochrsi_k_4h_gt_20)) # 5m & 1h uptrend, 4h low & ((aroonu_14_lt_30) | (aroonu_14_1h_lt_20) | (aroonu_14_4h_gt_10)) # 5m & 1h uptrend, 4h low & ((aroonu_14_lt_30) | (aroonu_14_1h_lt_25) | (aroonu_14_4h_gt_20)) # 5m & 1d uptrend, 4h low & ((aroonu_14_lt_30) | (aroonu_14_4h_gt_20) | (aroonu_14_1d_lt_30)) # 5m uptrend, 4h low, 1d up move & ((aroonu_14_lt_30) | (aroonu_14_4h_gt_20) | (rsi_3_1d_lt_35)) # 5m & 4h uptrend, 1d low & ((aroonu_14_lt_30) | (aroonu_14_4h_lt_80) | (stochrsi_k_1d_gt_20)) # 5m uptrend, 15m down move & high & ((aroonu_14_lt_30) | (rsi_3_15m_gt_10) | (stochrsi_k_15m_gt_10)) # 5m uptrend, 15m down move & still high, 4h uptrend & ((aroonu_14_lt_30) | (rsi_3_15m_gt_15) | (aroonu_14_4h_lt_40) | (stochrsi_k_15m < 45.0)) # 5m uptrend, 15m down move, 4h up move & ((aroonu_14_lt_30) | (rsi_3_15m_gt_20) | (rsi_3_4h_lt_40)) # 5m uptrend, 1h up move, 1d downtrend & ((aroonu_14_lt_30) | (rsi_3_1h_lt_40) | (aroonu_14_1d_gt_10)) # 5m & 1h uptrend, 1h up move & ((aroonu_14_lt_30) | (rsi_3_1h_lt_55) | (aroonu_14_1h_lt_25)) # 5m uptrend, 4h up move & still high & ((aroonu_14_lt_30) | (rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_50)) # 5m uptrend, 4h up move & low & ((aroonu_14_lt_30) | (rsi_3_4h_lt_50) | (aroonu_14_4h_gt_50)) # 5m uptrend, 15m high, 4h still not low enough & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_10) | (stochrsi_k_4h_gt_80)) # 5m uptrend, 15m & 4h low & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_20) | (aroonu_14_4h_gt_10)) # 5m & 4h uptrend, 15m low & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_20) | (aroonu_14_4h_lt_40)) # 5m uptrend, 15m still high, 1h low & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_30) | (aroonu_14_1h_gt_0)) # 5m & 1d uptrend, 15m still high & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_40) | (aroonu_14_1d_lt_60)) # 5m & 4h uptrend, 15m still high & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_40) | (aroonu_14_4h_lt_50)) # 5m uptrend, 15m still high, 4h low & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_40) | (stochrsi_k_4h_gt_20)) # 5m & 4h uptrend, 1h high & ((aroonu_14_lt_30) | (stochrsi_k_1h_gt_10) | (aroonu_14_4h_lt_90)) # 5m uptrend, 1h high, 1d low & ((aroonu_14_lt_30) | (stochrsi_k_1h_gt_10) | (stochrsi_k_1d_gt_20)) # 5m uptrend, 4h & 1d low & ((aroonu_14_lt_30) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_gt_20)) # 5m uptrend, 4h low, 1d still high & ((aroonu_14_lt_30) | (stochrsi_k_4h_gt_20) | (stochrsi_k_1d_gt_40)) # 5m uptrend, 4h still high, 1d low & ((aroonu_14_lt_30) | (stochrsi_k_4h_gt_40) | (stochrsi_k_1d_gt_20)) # 5m the last 24h is flat, 15m not oversold and 15m momentum alive & ((roc_288 < 8) | (rsi_14_15m_lt_30) | (rsi_3_15m < 5)) # 15m down move, 4h uptrend & washed out, 1d down move & downtrend & ( (rsi_3_15m_gt_20) | (aroonu_14_4h_lt_20) | (rsi_3_1d_gt_45) | (aroonu_14_1d > 15.0) | (stochrsi_k_4h_gt_70) ) # 15m down move & still high, 1h washed out, 4h uptrend, 1d down move & ( (rsi_3_15m_gt_25) | (aroonu_14_4h_lt_20) | (rsi_3_1d_gt_40) | (stochrsi_k_1h_gt_40) | (stochrsi_k_15m < 10.0) ) # 15m down move & low, 1d uptrend & ((rsi_3_15m_gt_10) | (aroonu_14_15m_gt_10) | (aroonu_14_1d_lt_70)) # 15m down move, 15m & 1h uptrend & ((rsi_3_15m_gt_10) | (aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_20)) # 15m down move & still high, 1h uptrend & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_30) | (stochrsi_k_15m < 35.0)) # 15m down move, 4h & 1d uptrend & ((rsi_3_15m_gt_10) | (aroonu_14_4h_lt_20) | (aroonu_14_1d_lt_70)) # 15m & 1d down move, 1d still high & ((rsi_3_15m_gt_10) | (rsi_3_1d_gt_40) | (stochrsi_k_1d_gt_30)) # 15m & 1h down move, 1d oversold & ((rsi_3_15m_gt_10) | (rsi_3_1h_gt_5) | (roc_9_1d_gt_neg_20)) # 15m & 4h down move, 1d high & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_5) | (stochrsi_k_1d_gt_10)) # 15m down move & uptrend, 4h low & ((rsi_3_15m_gt_15) | (aroonu_14_15m_lt_40) | (stochrsi_k_4h_gt_20)) # 15m down move, 1h & 4h uptrend & ((rsi_3_15m_gt_15) | (aroonu_14_1h_lt_25) | (aroonu_14_4h_lt_20)) # 15m down move, 4h uptrend, 1d high & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_40) | (stochrsi_k_1d_gt_10)) # 15m down move, 4h uptrend, 1d low & ((rsi_3_15m_gt_15) | (aroonu_14_4h_lt_80) | (stochrsi_k_1d_gt_20)) # 15m & 4h down move, 1d oversold & ((rsi_3_15m_gt_15) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_15)) # 15m down move & still high, 1d uptrend & ((rsi_3_15m_gt_15) | (stochrsi_k_15m_lt_50) | (aroonu_14_1d_lt_60)) # 15m down move, 1h still high, 4h uptrend & ((rsi_3_15m_gt_15) | (stochrsi_k_1h_lt_70) | (aroonu_14_4h_lt_30)) # 15m & 4h down move, 15m uptrend & ((rsi_3_15m_gt_20) | (aroonu_14_15m_lt_20) | (rsi_3_4h_gt_15)) # 15m down move, 1h & 4h uptrend & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_20) | (aroonu_14_4h_lt_30)) # 15m & 4h down move, 1h uptrend & ((rsi_3_15m_gt_20) | (aroonu_14_1h_lt_25) | (rsi_3_4h_gt_30)) # 15m down move, 1h up move, 4h low & ((rsi_3_15m_gt_20) | (rsi_3_1h_lt_40) | (stochrsi_k_4h_gt_20)) # 15m & 1d down move, 4h high & ((rsi_3_15m_gt_20) | (stochrsi_k_4h_gt_10) | (rsi_3_1d_gt_10)) # 15m & 4h down move, 15m uptrend & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_30) | (rsi_3_4h_gt_25)) # 15m down move & uptrend, 4h up move & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_40) | (rsi_3_4h_lt_50)) # 15m down move & uptrend, 1h still high & ((rsi_3_15m_gt_25) | (aroonu_14_15m_lt_80) | (stochrsi_k_1h_gt_50)) # 15m down move, 1d down move & ((rsi_3_15m_gt_3) | (roc_9_1d_gt_neg_70)) # 15m & 4h down move, 1h up move & ((rsi_3_15m_gt_30) | (rsi_3_1h_lt_65) | (rsi_3_4h_gt_30)) # 15m & 1h down move, 15m low & ((rsi_3_15m_gt_5) | (aroonu_14_15m_gt_10) | (rsi_3_1h_gt_30)) # 15m & 1h down move, 15m uptrend & ((rsi_3_15m_gt_5) | (aroonu_14_15m_lt_30) | (rsi_3_1h_gt_30)) # 15m down move & uptrend, 1h still high & ((rsi_3_15m_gt_5) | (aroonu_14_15m_lt_30) | (stochrsi_k_1h_gt_40)) # 15m down move, 1h low, 4h up move & ((rsi_3_15m_gt_5) | (aroonu_14_1h_gt_0) | (rsi_3_4h_lt_40)) # 15m and 1d spent, 1h still trending up & ((rsi_3_15m_gt_5) | (aroonu_14_1h_lt_20) | (rsi_3_1d_gt_10)) # 15m down move, 1h uptrend, 4h low & ((rsi_3_15m_gt_5) | (aroonu_14_1h_lt_20) | (stochrsi_k_4h_gt_20)) # 15m down move, 1h & 1d uptrend & ((rsi_3_15m_gt_5) | (aroonu_14_1h_lt_25) | (aroonu_14_1d_lt_30)) # 15m down move, 4h uptrend, 1d oversold & ((rsi_3_15m_gt_5) | (aroonu_14_4h_lt_20) | (roc_9_1d_gt_neg_20)) # 15m up move & low, 1h down move & ((rsi_3_15m_lt_50) | (aroonu_14_15m_gt_20) | (rsi_3_1h_gt_15)) # 15m up move & low, 1d down move & ((rsi_3_15m_lt_50) | (aroonu_14_15m_gt_30) | (rsi_3_1d_gt_40)) # 15m up move, 4h low & still high & ((rsi_3_15m_lt_50) | (aroonu_14_4h_gt_30) | (stochrsi_k_4h_gt_60)) # 15m up move, 15m & 1d low & ((rsi_3_15m_lt_55) | (aroonu_14_15m_gt_60) | (aroonu_14_1d_gt_20)) # 15m up move, 1h low, 4h still high & ((rsi_3_15m_lt_55) | (aroonu_14_1h_gt_20) | (stochrsi_k_4h_gt_60)) # 15m money drained, 1h momentum snapping up, daily momentum collapsing and daily stochastic at the floor & ((mfi_14_15m > 30) | (rsi_3_change_pct_1h < -20) | (rsi_3_change_pct_1d > -20) | (stochk_14_3_3_1d > 30)) # 15m downtrend & down move & still high, 1h up move, 1d down move & ( (aroonu_14_15m_gt_10) | (rsi_3_1d_gt_25) | (rsi_3_15m_gt_20) | (stochrsi_k_15m < 10.0) | (rsi_3_1h < 5.0) ) # 15m downtrend & still high, 1h down move, 4h uptrend, 1d downtrend & ( (aroonu_14_15m_gt_10) | (rsi_3_1h_gt_15) | (aroonu_14_4h < 15.0) | (aroonu_14_1d > 15.0) | (stochrsi_k_15m < 25.0) ) # 15m downtrend, 1h up move, 4h down move & still high, 1d up move & ( (aroonu_14_15m_gt_10) | (rsi_3_4h_gt_35) | (stochrsi_k_4h < 45.0) | (rsi_3_1d < 15.0) | (rsi_3_1h < 5.0) ) # 15m downtrend, 1h washed out & up move, 1d washed out & up move & ( (aroonu_14_15m_gt_10) | (stochrsi_k_1h_gt_30) | (rsi_3_1h < 10.0) | (stochrsi_k_1d_gt_30) | (rsi_3_1d < 15.0) ) # 15m downtrend, 1h uptrend, 4h uptrend, 1d down move & downtrend & ( (aroonu_14_15m_gt_20) | (rsi_3_1d_gt_25) | (aroonu_14_4h < 15.0) | (aroonu_14_1d > 15.0) | (aroonu_14_1h < 5.0) ) # 15m & 1h low, 1h down move & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_gt_10) | (rsi_3_1h_gt_20)) # 15m low, 1h & 4h uptrend & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_lt_20) | (aroonu_14_4h_lt_60)) # 15m & 4h low, 4h uptrend & ((aroonu_14_15m_gt_10) | (aroonu_14_4h_gt_10) | (roc_9_4h_lt_5)) # 15m low, 4h uptrend, 1d down move & ((aroonu_14_15m_gt_10) | (aroonu_14_4h_lt_30) | (rsi_3_1d_gt_20)) # 15m & 1d low, 4h uptrend & ((aroonu_14_15m_gt_10) | (aroonu_14_4h_lt_70) | (stochrsi_k_1d_gt_20)) # 15m & 4h low, 1h up move & ((aroonu_14_15m_gt_10) | (rsi_3_1h_lt_40) | (aroonu_14_4h_gt_30)) # 15m low, 1h up move, 4h still high & ((aroonu_14_15m_gt_10) | (rsi_3_1h_lt_50) | (stochrsi_k_4h_gt_40)) # 15m low & high, 4h up move & ((aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_10) | (rsi_3_4h_lt_70)) # 15m low, 4h high & ((aroonu_14_15m_gt_10) | (stochrsi_k_15m_gt_20) | (stochrsi_k_4h_gt_10)) # 15m low, 1h high, 1d uptrend & ((aroonu_14_15m_gt_10) | (stochrsi_k_1h_gt_10) | (aroonu_14_1d_lt_60)) # 15m low, 1h high, 4h uptrend & ((aroonu_14_15m_gt_10) | (stochrsi_k_1h_gt_10) | (aroonu_14_4h_lt_80)) # 15m & 4h low, 1d uptrend & ((aroonu_14_15m_gt_10) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_lt_80)) # 15m & 1h low, 4h up move & ((aroonu_14_15m_gt_20) | (aroonu_14_1h_gt_0) | (rsi_3_4h_lt_40)) # 15m low, 1h uptrend, 4h up move & ((aroonu_14_15m_gt_20) | (aroonu_14_1h_lt_25) | (rsi_3_4h_lt_70)) # 15m & 4h low, 1d uptrend & ((aroonu_14_15m_gt_20) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_lt_80)) # 15m low, 1h down move, 4h still high & ((aroonu_14_15m_gt_20) | (rsi_3_1h_gt_15) | (stochrsi_k_4h_gt_60)) # 15m low, 1h down move, 4h uptrend & ((aroonu_14_15m_gt_20) | (rsi_3_1h_gt_20) | (aroonu_14_4h_lt_70)) # 15m & 1h low, 1h up move & ((aroonu_14_15m_gt_20) | (rsi_3_1h_lt_70) | (aroonu_14_1h_gt_0)) # 15m low, 4h up move & still high & ((aroonu_14_15m_gt_30) | (rsi_3_4h_lt_50) | (stochrsi_k_4h_gt_40)) # 15m & 1d low, 1h up move & ((aroonu_14_15m_gt_40) | (rsi_3_1h_lt_40) | (stochrsi_k_1d_gt_20)) # 15m & 4h uptrend, 1h low & ((aroonu_14_15m_lt_20) | (aroonu_14_1h_gt_0) | (aroonu_14_4h_lt_70)) # 15m & 4h uptrend, 1d low & ((aroonu_14_15m_lt_20) | (aroonu_14_4h_lt_30) | (aroonu_14_1d_gt_20)) # 15m uptrend, 1h down move, 4h low & ((aroonu_14_15m_lt_20) | (rsi_3_1h_gt_15) | (aroonu_14_4h_gt_10)) # 15m uptrend & high, 4h down move & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_gt_10) | (rsi_3_4h_gt_10)) # 15m uptrend & high, 4h low & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_gt_10) | (stochrsi_k_4h_gt_20)) # 15m uptrend & still high, 1d low & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_gt_30) | (aroonu_14_1d_gt_20)) # 15m uptrend, 1h high, 1d low & ((aroonu_14_15m_lt_20) | (stochrsi_k_1h_gt_10) | (aroonu_14_1d_gt_30)) # 15m uptrend, 1h still high, 4h high & ((aroonu_14_15m_lt_20) | (stochrsi_k_1h_gt_40) | (stochrsi_k_4h_gt_10)) # 15m uptrend, 1h uptrend, 4h washed out & ((aroonu_14_15m_lt_30) | (aroonu_14_1h_lt_25) | (stochrsi_k_4h_gt_20)) # 15m & 4h uptrend, 4h high & ((aroonu_14_15m_lt_30) | (aroonu_14_4h_lt_50) | (stochrsi_k_4h_gt_10)) # 15m & 4h uptrend, 1d still high & ((aroonu_14_15m_lt_30) | (aroonu_14_4h_lt_90) | (stochrsi_k_1d_gt_60)) # 15m & 1h uptrend, 1h up move & ((aroonu_14_15m_lt_30) | (rsi_3_1h_lt_40) | (aroonu_14_1h_lt_20)) # 15m & 1d uptrend, 4h up move & ((aroonu_14_15m_lt_30) | (rsi_3_4h_lt_50) | (aroonu_14_1d_lt_60)) # 15m & 1h uptrend, 15m high & ((aroonu_14_15m_lt_30) | (stochrsi_k_15m_gt_10) | (aroonu_14_1h_lt_25)) # 15m uptrend & high, 4h low & ((aroonu_14_15m_lt_30) | (stochrsi_k_15m_gt_10) | (aroonu_14_4h_gt_30)) # 15m uptrend, 1h low, 4h still high & ((aroonu_14_15m_lt_30) | (stochrsi_k_1h_gt_20) | (stochrsi_k_4h_gt_50)) # 15m uptrend, 1h still high, 4h low & ((aroonu_14_15m_lt_30) | (stochrsi_k_1h_gt_40) | (stochrsi_k_4h_gt_20)) # 15m uptrend, 1h & 4h low & ((aroonu_14_15m_lt_40) | (aroonu_14_1h_gt_10) | (stochrsi_k_4h_gt_20)) # 15m & 1h & 4h uptrend & ((aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_25) | (aroonu_14_4h_lt_20)) # 15m & 1h uptrend, 4h still high & ((aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_30) | (stochrsi_k_4h_gt_40)) # 5m uptrend & down move, 15m uptrend, 1h washed out, 4h up move & ((aroonu_14_15m_lt_40) | (roc_9_4h < 0.0) | (stochrsi_k_1h_gt_30) | (aroonu_14 < 15.0) | (rsi_3_gt_10)) # 15m uptrend, 1h up move, 4h down move & ((aroonu_14_15m_lt_40) | (rsi_3_1h_lt_40) | (rsi_3_4h_gt_5)) # 15m uptrend, 4h up move & still high & ((aroonu_14_15m_lt_40) | (rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_50)) # 15m & 4h uptrend, 4h up move & ((aroonu_14_15m_lt_40) | (rsi_3_4h_lt_50) | (aroonu_14_4h_lt_20)) # 15m uptrend, 4h up move, 1d low & ((aroonu_14_15m_lt_40) | (rsi_3_4h_lt_70) | (aroonu_14_1d_gt_30)) # 15m uptrend & high, 1d low & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_10) | (stochrsi_k_1d_gt_20)) # 15m uptrend & high, 4h still high & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_10) | (stochrsi_k_4h_gt_40)) # 15m & 4h uptrend, 15m low & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_20) | (aroonu_14_4h_lt_40)) # 15m uptrend & low, 4h down move & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_20) | (rsi_3_4h_gt_20)) # 15m uptrend & still high, 1d low & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_40) | (aroonu_14_1d_gt_10)) # 15m uptrend & still high, 4h low & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_40) | (stochrsi_k_4h_gt_20)) # 15m uptrend, 1h on the floor, 4h downtrend & ((aroonu_14_15m_lt_40) | (stochrsi_k_1h_gt_10) | (aroonu_14_4h_gt_50)) # 15m & 1d uptrend, 1h still high & ((aroonu_14_15m_lt_40) | (stochrsi_k_1h_gt_40) | (aroonu_14_1d_lt_60)) # 15m uptrend, 4h & 1d low & ((aroonu_14_15m_lt_40) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_gt_20)) # 15m uptrend, 4h down move, 1d up move & ((aroonu_14_15m_lt_50) | (rsi_3_4h_gt_15) | (rsi_3_1d_lt_35)) # 15m uptrend & still high, 1h low & ((aroonu_14_15m_lt_50) | (stochrsi_k_15m_gt_40) | (stochrsi_k_1h_gt_20)) # 15m uptrend, 1h uptrend, 4h up move & ((aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_20) | (rsi_3_4h_lt_40)) # 15m & 1h uptrend, 1d low & ((aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_20) | (stochrsi_k_1d_gt_20)) # 15m & 1h uptrend, 1h low & ((aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_20) | (stochrsi_k_1h_gt_20)) # 15m & 1d uptrend, 15m high & ((aroonu_14_15m_lt_60) | (stochrsi_k_15m_gt_10) | (aroonu_14_1d_lt_80)) # 15m uptrend & still high, 1d low & ((aroonu_14_15m_lt_60) | (stochrsi_k_15m_gt_40) | (aroonu_14_1d_gt_30)) # 15m uptrend, 1h still high, 1d low & ((aroonu_14_15m_lt_60) | (stochrsi_k_1h_gt_60) | (aroonu_14_1d_gt_20)) # 15m uptrend, 15m & 4h still high & ((aroonu_14_15m_lt_70) | (stochrsi_k_15m_gt_30) | (stochrsi_k_4h_gt_40)) # 15m uptrend intact while 15m is low & ((aroonu_14_15m_lt_75) | (stochrsi_k_15m_gt_20)) # 15m uptrend, 1h still high, 4h low & ((aroonu_14_15m_lt_80) | (stochrsi_k_1h_gt_60) | (aroonu_14_4h_gt_20)) # 15m uptrend, 4h up move & still not low enough & ((aroonu_14_15m_lt_90) | (rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_80)) # 15m & 1d high, 1d uptrend & ((stochrsi_k_15m_gt_10) | (aroonu_14_1d_lt_30) | (stochrsi_k_1d_gt_10)) # 15m high, 1h & 4h low & ((stochrsi_k_15m_gt_10) | (aroonu_14_1h_gt_0) | (aroonu_14_4h_gt_10)) # 15m high, 1h low, 4h uptrend & ((stochrsi_k_15m_gt_10) | (aroonu_14_1h_gt_0) | (aroonu_14_4h_lt_40)) # 15m high, 1h & 4h low & ((stochrsi_k_15m_gt_10) | (aroonu_14_1h_gt_0) | (stochrsi_k_4h_gt_20)) # 15m high, 1h uptrend, 1d low & ((stochrsi_k_15m_gt_10) | (aroonu_14_1h_lt_20) | (aroonu_14_1d_gt_20)) # 15m high, 1h & 4h uptrend & ((stochrsi_k_15m_gt_10) | (aroonu_14_1h_lt_25) | (aroonu_14_4h_lt_30)) # 15m high, 4h low, 1d uptrend & ((stochrsi_k_15m_gt_10) | (aroonu_14_4h_gt_30) | (aroonu_14_1d_lt_40)) # 15m high, 4h low, 1d up move & ((stochrsi_k_15m_gt_10) | (aroonu_14_4h_gt_30) | (rsi_3_1d_lt_80)) # 15m high, 4h uptrend, 1d low & ((stochrsi_k_15m_gt_10) | (aroonu_14_4h_lt_50) | (aroonu_14_1d_gt_10)) # 15m high, 4h uptrend, 1d low & ((stochrsi_k_15m_gt_10) | (aroonu_14_4h_lt_60) | (aroonu_14_1d_gt_20)) # 15m on the floor, 4h uptrend & washed out & ((stochrsi_k_15m_gt_10) | (aroonu_14_4h_lt_80) | (stochrsi_k_4h_gt_40)) # 15m high, 1h down move, 1d up move & ((stochrsi_k_15m_gt_10) | (rsi_3_1h_gt_5) | (rsi_3_1d_lt_35)) # 15m high, 1h up move, 4h still high & ((stochrsi_k_15m_gt_10) | (rsi_3_1h_lt_40) | (stochrsi_k_4h_gt_50)) # 15m high, 4h up move & still high & ((stochrsi_k_15m_gt_10) | (rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_40)) # 15m high, 4h up move & still high & ((stochrsi_k_15m_gt_10) | (rsi_3_4h_lt_50) | (stochrsi_k_4h_gt_50)) # 15m high, 1d low & uptrend & ((stochrsi_k_15m_gt_10) | (stochrsi_k_1d_gt_20) | (roc_9_1d_lt_10)) # 15m on the floor, 4h on the floor & ((stochrsi_k_15m_gt_10) | (stochrsi_k_4h_gt_10)) # 15m high, 4h low, 1d uptrend & ((stochrsi_k_15m_gt_10) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_lt_40)) # 15m high, 4h low, 1d oversold & ((stochrsi_k_15m_gt_10) | (stochrsi_k_4h_gt_20) | (roc_9_1d_gt_neg_15)) # 15m & 1d low, 1h uptrend & ((stochrsi_k_15m_gt_20) | (aroonu_14_1h_lt_20) | (stochrsi_k_1d_gt_20)) # 15m low, 4h uptrend & still high & ((stochrsi_k_15m_gt_20) | (aroonu_14_4h_lt_60) | (stochrsi_k_4h_gt_30)) # 15m low, 4h down move, 1d oversold & ((stochrsi_k_15m_gt_20) | (rsi_3_4h_gt_15) | (roc_9_1d_gt_neg_20)) # 15m & 1h & 4h low & ((stochrsi_k_15m_gt_20) | (stochrsi_k_1h_gt_20) | (stochrsi_k_4h_gt_20)) # 15m still high, 1d uptrend & low & ((stochrsi_k_15m_gt_30) | (aroonu_14_1d_lt_40) | (stochrsi_k_1d_gt_20)) # 15m washed out, 1h still high, 1d down move & ((stochrsi_k_15m_gt_30) | (roc_9_1d_gt_neg_40) | (stochrsi_k_1h < 35.0)) # 15m still high, 1d down move & uptrend & ((stochrsi_k_15m_gt_30) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_60)) # 15m still high, 1h up move & low & ((stochrsi_k_15m_gt_30) | (rsi_3_1h_lt_40) | (aroonu_14_1h_gt_0)) # 15m still high, 1h high, 4h low & ((stochrsi_k_15m_gt_30) | (stochrsi_k_1h_gt_10) | (stochrsi_k_4h_gt_20)) # 15m still high, 4h uptrend & low & ((stochrsi_k_15m_gt_40) | (aroonu_14_4h_lt_40) | (stochrsi_k_4h_gt_20)) # 15m still high, 1h up move, 4h low & ((stochrsi_k_15m_gt_40) | (rsi_3_1h_lt_40) | (stochrsi_k_4h_gt_20)) # 15m still high, 1h up move, 4h down move & ((stochrsi_k_15m_gt_40) | (rsi_3_1h_lt_50) | (rsi_3_4h_gt_30)) # 15m & 1h still high, 4h low & ((stochrsi_k_15m_gt_40) | (stochrsi_k_1h_gt_30) | (aroonu_14_4h_gt_10)) # 15m still high, 1h low, 1d uptrend & ((stochrsi_k_15m_gt_50) | (stochrsi_k_1h_gt_20) | (aroonu_14_1d_lt_60)) # 15m overbought, 1h down move, 4h still high & ((stochrsi_k_15m_lt_80) | (rsi_3_1h_gt_10) | (stochrsi_k_4h_lt_40)) # 15m down move & washed out, 4h uptrend, 1d downtrend & down move & ( (roc_9_15m > -1.0) | (aroonu_14_1d_gt_20) | (aroonu_14_4h < 15.0) | (rsi_3_1d_gt_50) | (stochrsi_k_15m_gt_40) ) # 15m down move & still high, 1h washed out, 4h uptrend, 1d down move & ( (roc_9_15m > -1.0) | (rsi_3_1d_gt_35) | (aroonu_14_4h < 15.0) | (stochrsi_k_15m < 10.0) | (stochrsi_k_1h > 45.0) ) # 15m down move & still high, 1h down move & still high, 4h uptrend & ( (roc_9_15m > -1.0) | (rsi_3_1h_gt_20) | (aroonu_14_4h < 15.0) | (stochrsi_k_1h < 10.0) | (stochrsi_k_15m < 10.0) ) # 15m down move, 1h downtrend, 4h up move & down move, 1d down move & ((roc_9_15m > -1.0) | (aroonu_14_1h_gt_20) | (roc_9_4h < 0.0) | (rsi_3_1d_gt_35) | (rsi_3_4h_gt_35)) # 1h down move & low, 1d uptrend & ((rsi_3_1h_gt_10) | (aroonu_14_1h_gt_10) | (aroonu_14_1d_lt_40)) # 1h down move, 4h up move, 1d high & ((rsi_3_1h_gt_10) | (rsi_3_4h_lt_40) | (stochrsi_k_1d_gt_10)) # 1h down move, 4h low, 1d oversold & ((rsi_3_1h_gt_10) | (stochrsi_k_4h_gt_20) | (roc_9_1d_gt_neg_20)) # 5m up move, 1h down move, 1d AROOND low & ((rsi_3_1h_gt_15) | (aroond_14_1d > 10.0) | (rsi_3 < 15.0)) # 1h & 4h down move, 1d high & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_25) | (stochrsi_k_1d_gt_10)) # 15m down move, 1h down move & on the floor, 4h up move & down move & ((rsi_3_1h_gt_20) | (stochrsi_k_1h_gt_10) | (roc_9_4h < 0.0) | (rsi_3_15m_gt_10) | (rsi_3_4h_gt_30)) # 1h down move, 4h & 1d high & ((rsi_3_1h_gt_20) | (stochrsi_k_4h_gt_10) | (stochrsi_k_1d_gt_10)) # 1h down move, 4h high & oversold & ((rsi_3_1h_gt_25) | (stochrsi_k_4h_gt_10) | (roc_9_4h_gt_neg_10)) # 1h & 1d down move, 4h uptrend & ((rsi_3_1h_gt_5) | (aroonu_14_4h_lt_50) | (rsi_3_1d_gt_40)) # 1h up move & uptrend, 4h down move & ((rsi_3_1h_lt_40) | (aroonu_14_1h_lt_20) | (rsi_3_4h_gt_30)) # 1h up move & uptrend, 1d still high & ((rsi_3_1h_lt_40) | (aroonu_14_1h_lt_20) | (stochrsi_k_1d_gt_40)) # 1h up move, 4h still high, 1d low & ((rsi_3_1h_lt_40) | (stochrsi_k_4h_gt_30) | (aroonu_14_1d_gt_20)) # 1h up move, 1d uptrend & still not high enough & ((rsi_3_1h_lt_50) | (aroonu_14_1d_lt_60) | (stochrsi_k_1d_gt_70)) # 1h up move, 4h & 1d still high & ((rsi_3_1h_lt_50) | (stochrsi_k_4h_gt_40) | (stochrsi_k_1d_gt_40)) # 1h up move & low, 4h still high & ((rsi_3_1h_lt_55) | (aroonu_14_1h_gt_10) | (stochrsi_k_4h_gt_50)) # 1h & 1d up move, 1h still high & ((rsi_3_1h_lt_55) | (stochrsi_k_1h_gt_40) | (rsi_3_1d_lt_90)) # 1h up move, 4h & 1d uptrend & ((rsi_3_1h_lt_60) | (aroonu_14_4h_lt_70) | (roc_9_1d_lt_35)) # 5m uptrend, 1h downtrend & up move, 1d down move & up move & ( (aroonu_14_1h_gt_10) | (roc_9_1d_gt_neg_20) | (aroonu_14 < 10.0) | (rsi_3_1h < 20.0) | (rsi_3_1d < 15.0) ) # 1h low, 4h uptrend & high & ((aroonu_14_1h_gt_0) | (aroonu_14_4h_lt_30) | (stochrsi_k_4h_gt_10)) # 1h & 4h low, 4h uptrend & ((aroonu_14_1h_gt_0) | (aroonu_14_4h_lt_40) | (stochrsi_k_4h_gt_20)) # 1h low, 1d down move & oversold & ((aroonu_14_1h_gt_0) | (roc_9_1d_gt_neg_15) | (rsi_3_1d_gt_20)) # 1h low, 4h down move & uptrend & ((aroonu_14_1h_gt_0) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_40)) # 1h & 1d low, 4h up move & ((aroonu_14_1h_gt_0) | (rsi_3_4h_lt_40) | (aroonu_14_1d_gt_20)) # 1h downtrend, 1d extended & ((aroonu_14_1h_gt_10) | (roc_9_1d_lt_100)) # 1h & 4h low, 4h up move & ((aroonu_14_1h_gt_10) | (rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_20)) # 1h low & high, 1d uptrend & ((aroonu_14_1h_gt_10) | (stochrsi_k_1h_gt_10) | (aroonu_14_1d_lt_60)) # 1h low & high, 4h down move & ((aroonu_14_1h_gt_10) | (stochrsi_k_1h_gt_10) | (rsi_3_4h_gt_10)) # 1h & 4h low, 1d uptrend & ((aroonu_14_1h_gt_20) | (aroonu_14_4h_gt_20) | (roc_9_1d_lt_10)) # 1h low, 4h & 1d uptrend & ((aroonu_14_1h_gt_20) | (aroonu_14_4h_lt_60) | (aroonu_14_1d_lt_60)) # 1h & 1d uptrend, 1d low & ((aroonu_14_1h_lt_20) | (aroonu_14_1d_gt_20) | (roc_9_1d_lt_10)) # 1h & 4h uptrend, 1d low & ((aroonu_14_1h_lt_20) | (aroonu_14_4h_lt_30) | (stochrsi_k_1d_gt_20)) # 1h uptrend & high, 4h low & ((aroonu_14_1h_lt_20) | (stochrsi_k_1h_gt_10) | (stochrsi_k_4h_gt_20)) # 1h uptrend, 4h & 1d low & ((aroonu_14_1h_lt_20) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_gt_20)) # 1h uptrend, 1d down move & ((aroonu_14_1h_lt_30) | (rsi_3_1d_gt_5)) # 1h still not low enough & (aroonu_14_1h_lt_40) # 5m downtrend, 1h washed out & up move, 4h washed out, 1d down move & ( (stochrsi_k_1h_gt_20) | (roc_9_1d_gt_neg_15) | (rsi_3_1h < 10.0) | (aroonu_14 > 25.0) | (stochrsi_k_4h_gt_75) ) # 5m still high, 1h washed out, 4h washed out & uptrend, 1d downtrend & ( (stochrsi_k_1h_gt_20) | (stochrsi_k_4h_gt_40) | (aroonu_14_1d_gt_0) | (aroonu_14_4h < 15.0) | (stochrsi_k_lt_20) ) # 1h high, 4h low, 1d uptrend & ((stochrsi_k_1h_gt_10) | (aroonu_14_4h_gt_10) | (roc_9_1d_lt_10)) # 1h low, 4h leg spent, 1d washed out & ((stochrsi_k_1h_gt_10) | (roc_9_4h_gt_neg_10) | (rsi_3_1d_gt_10)) # 5m up move, 1h on the floor, 1d down move & uptrend & ((stochrsi_k_1h_gt_10) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_30) | (rsi_3 < 10.0)) # 1h high, 4h up move, 1d uptrend & ((stochrsi_k_1h_gt_10) | (rsi_3_4h_lt_40) | (aroonu_14_1d_lt_40)) # 1h high, 4h up move & low & ((stochrsi_k_1h_gt_10) | (rsi_3_4h_lt_40) | (aroonu_14_4h_gt_10)) # 1h on the floor, 4h up move, 1d still high & ((stochrsi_k_1h_gt_10) | (rsi_3_4h_lt_50) | (stochrsi_k_1d_lt_60)) # 1h high, 4h up move & uptrend & ((stochrsi_k_1h_gt_10) | (rsi_3_4h_lt_60) | (aroonu_14_4h_lt_90)) # 1h still high, 4h up move & low & ((stochrsi_k_1h_gt_30) | (rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_20)) # 4h down move & uptrend & still high & ((rsi_3_4h_gt_15) | (aroonu_14_4h_lt_60) | (stochrsi_k_4h_lt_60)) # 4h up move, 1d uptrend & oversold & ((rsi_3_4h_lt_40) | (aroonu_14_1d_lt_60) | (roc_9_1d_gt_neg_10)) # 4h up move, 1d down move & overbought & ((rsi_3_4h_lt_40) | (rsi_3_1d_gt_55) | (stochrsi_k_1d_lt_90)) # 4h up move, 1d still high & uptrend & ((rsi_3_4h_lt_40) | (stochrsi_k_1d_gt_40) | (roc_9_1d_lt_10)) # 4h up move & still high, 1d down move & ((rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_60) | (rsi_3_1d_gt_10)) # 4h up move & still not low enough, 1d still not high enough & ((rsi_3_4h_lt_60) | (stochrsi_k_4h_gt_80) | (stochrsi_k_1d_gt_70)) # 1h washed out, 4h uptrend & washed out, 1d downtrend & down move & ( (aroonu_14_4h_lt_20) | (aroonu_14_1d_gt_10) | (rsi_3_1d_gt_50) | (stochrsi_k_4h_gt_70) | (stochrsi_k_1h > 45.0) ) # 1h up move, 4h uptrend & down move & still high, 1d down move & ( (aroonu_14_4h_lt_40) | (roc_9_1d_gt_neg_10) | (rsi_3_1h < 10.0) | (rsi_3_4h_gt_40) | (stochrsi_k_4h_lt_30) ) # 4h low, 1d up move & oversold & ((aroonu_14_4h_gt_10) | (rsi_3_1d_lt_35) | (roc_9_1d_gt_neg_15)) # 4h low, 1d uptrend & ((aroonu_14_4h_gt_10) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_lt_30)) # 4h low & still high, 1d down move & ((aroonu_14_4h_gt_10) | (stochrsi_k_4h_gt_30) | (rsi_3_1d_gt_30)) # 4h & 1d uptrend, 1d down move & ((aroonu_14_4h_lt_20) | (rsi_3_1d_gt_10) | (aroonu_14_1d_lt_30)) # 4h uptrend & low, 1d down move & ((aroonu_14_4h_lt_30) | (stochrsi_k_4h_gt_20) | (rsi_3_1d_gt_20)) # 4h & 1d uptrend, 1d still high & ((aroonu_14_4h_lt_40) | (aroonu_14_1d_lt_60) | (stochrsi_k_1d_gt_60)) # 4h uptrend & still high, 1d low & ((aroonu_14_4h_lt_40) | (stochrsi_k_4h_gt_30) | (aroonu_14_1d_gt_20)) # 4h & 1d uptrend, 1d low & ((aroonu_14_4h_lt_50) | (aroonu_14_1d_lt_30) | (stochrsi_k_1d_gt_20)) # 4h high, 1d uptrend & still high & ((stochrsi_k_4h_gt_10) | (aroonu_14_1d_lt_30) | (stochrsi_k_1d_gt_40)) # 4h low, 1d uptrend & oversold & ((stochrsi_k_4h_gt_20) | (aroonu_14_1d_lt_30) | (roc_9_1d_gt_neg_15)) # 4h & 1d low, 1d uptrend & ((stochrsi_k_4h_gt_20) | (aroonu_14_1d_lt_30) | (stochrsi_k_1d_gt_20)) # 4h low, 1d uptrend & still high & ((stochrsi_k_4h_gt_20) | (aroonu_14_1d_lt_40) | (stochrsi_k_1d_gt_30)) # 4h & 1d low, 1d up move & ((stochrsi_k_4h_gt_20) | (rsi_3_1d_lt_35) | (stochrsi_k_1d_gt_20)) # 1h momentum snapping up, 4h cycle falling and 4h momentum collapsing & ((rsi_3_change_pct_1h < 80) | (cci_20_change_pct_4h > 0.0) | (rsi_3_change_pct_4h > -40)) ) # Logic short_entry_logic.append( # calm base: not already crashed over the rolling 24h (ride the ignition, don't chase) (roc_288 > -10.0) # ...but the daily trend has to be down: a dump hunter continues a decline, and in a # rising market the same ignition is a shakeout (it bled -5,105 across the bull windows) & (roc_9_1d < -5.0) # ...on explosive volume. 3.0 is load-bearing: at 2.0 the tag takes 95 more trades and # loses ~92% of its profit (measured 2026-08-13) & (vol_rel > 3.0) # ignition: red candle with a real body (a doji-sized "breakdown" has no follow-through: # bodies under 0.3% are net negative) CROSSING below the prior 48-candle low... & (close < (open_rate * 0.997)) & (close < dh_prev_min) & (np_shift(close, 1) >= dh_prev_min) ) # Condition #670 - Marubozu momentum (Short, experimental, RAW — mirror). if short_entry_condition_index == 670: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) short_entry_logic.append( # 5m down move, 15m uptrend & still high, 1h washed out, 1d uptrend ( (rsi_3_gt_15) | (stochrsi_k_1h_gt_40) | (aroonu_14_15m < 55.0) | (aroonu_14_1d_lt_30) | (stochrsi_k_15m < 55.0) ) # 5m & 4h down move, 15m low & ((rsi_3_gt_10) | (aroonu_14_15m_gt_20) | (rsi_3_4h_gt_10)) # 5m down move, 15m uptrend, 1h still high & ((rsi_3_gt_10) | (aroonu_14_15m_lt_60) | (stochrsi_k_1h_gt_50)) # 5m down move, 1h & 1d low & ((rsi_3_gt_10) | (aroonu_14_1h_gt_10) | (aroonu_14_1d_gt_20)) # 5m down move, 1h uptrend & low & ((rsi_3_gt_10) | (aroonu_14_1h_lt_40) | (stochrsi_k_1h_gt_20)) # 5m down move, 15m low, 1h uptrend & ((rsi_3_gt_10) | (stochrsi_k_15m_gt_20) | (aroonu_14_1h_lt_60)) # 5m & 1h down move, 15m up move & ((rsi_3_gt_15) | (rsi_3_15m_lt_50) | (rsi_3_1h_gt_25)) # 5m & 1h down move, 1d low & ((rsi_3_gt_15) | (rsi_3_1h_gt_30) | (stochrsi_k_1d_gt_20)) # 5m & 1h down move, 1h uptrend & ((rsi_3_gt_15) | (rsi_3_1h_gt_35) | (aroonu_14_1h_lt_60)) # 5m & 1d down move, 1h up move & ((rsi_3_gt_15) | (rsi_3_1h_lt_40) | (rsi_3_1d_gt_30)) # 5m down move, 15m low & ((rsi_3_gt_3) | (aroonu_14_15m_gt_10)) # 5m down move, 1h down move, 4h down move & ((rsi_3_gt_5) | (rsi_3_1h_gt_25) | (roc_9_4h_gt_neg_15)) # 5m & 1h down move, 1h low & ((rsi_3_gt_5) | (rsi_3_1h_gt_40) | (aroonu_14_1h_gt_20)) # 5m & 1d down move, 15m low & ((rsi_3_gt_5) | (stochrsi_k_15m_gt_20) | (rsi_3_1d_gt_30)) # 5m up move, 15m uptrend & still high & ((rsi_3_lt_40) | (aroonu_14_15m_lt_20) | (stochrsi_k_15m_gt_60)) # 5m up move, 15m uptrend, 1h high & ((rsi_3_lt_40) | (aroonu_14_15m_lt_40) | (stochrsi_k_1h_gt_10)) # 5m up move, 1h uptrend & high & ((rsi_3_lt_40) | (aroonu_14_1h_lt_50) | (stochrsi_k_1h_gt_10)) # 5m RSI high & down move, 1h still high, 4h up move, 1d uptrend & ((rsi_14 < 40.0) | (rsi_3_4h_lt_50) | (aroonu_14_1d_lt_40) | (stochrsi_k_1h < 55.0) | (rsi_3 > 20.0)) # 5m RSI high, 15m down move, 4h up move, 1d still high & ((rsi_14 < 40.0) | (stochrsi_k_1d_lt_60) | (rsi_3_15m_gt_25) | (rsi_3_4h_lt_40)) # 5m RSI high & downtrend & up move, 4h UO high & ((rsi_14 < 40.0) | (uo_7_14_28_4h < 55.0) | (aroonu_14 > 0.0) | (rsi_3 < 35.0)) # 5m money coming in, 15m down move, 1h still high, 4h up move, 1d still high & ((cmf_20 < -0.1) | (rsi_3_15m_gt_25) | (stochrsi_k_1d_lt_60) | (rsi_3_4h_lt_40) | (stochrsi_k_1h < 35.0)) # 5m uptrend, 15m downtrend & still high, 1h still high, 4h washed out & ( (aroonu_14_lt_30) | (aroonu_14_15m_gt_40) | (stochrsi_k_1h < 55.0) | (stochrsi_k_4h > 35.0) | (stochrsi_k_15m_lt_50) ) # 5m uptrend & still high, 15m downtrend, 1h downtrend, 4h up move & ( (aroonu_14_lt_30) | (aroonu_14_1h_gt_10) | (roc_9_4h < 0.0) | (stochrsi_k < 55.0) | (aroonu_14_15m > 25.0) ) # 5m & 1h uptrend, 15m low & ((aroonu_14_lt_25) | (aroonu_14_15m_gt_20) | (aroonu_14_1h_lt_20)) # 5m uptrend & up move, 1h downtrend, 4h up move, 1d downtrend & ((aroonu_14_lt_25) | (aroonu_14_1d_gt_10) | (roc_9_4h < 0.0) | (aroonu_14_1h_gt_10) | (rsi_3 < 20.0)) # 5m & 1h uptrend, 4h still high & ((aroonu_14_lt_25) | (aroonu_14_1h_lt_60) | (stochrsi_k_4h_gt_40)) # 5m uptrend, 15m down move, 4h down move, 1d up move & on the floor & ((aroonu_14_lt_25) | (roc_9_15m > -3.0) | (roc_9_1d < -15.0) | (stochrsi_k_1d > 15.0) | (rsi_3_4h_gt_30)) # 5m uptrend, 15m down move & uptrend, 1h down move, 4h up move & ((aroonu_14_lt_25) | (rsi_3_15m_gt_25) | (aroonu_14_15m_lt_75) | (roc_9_4h < 0.0) | (rsi_3_1h_gt_65)) # 5m & 1d uptrend, 1h up move & ((aroonu_14_lt_25) | (rsi_3_1h_lt_60) | (aroonu_14_1d_lt_70)) # 5m uptrend, 4h up move & still high & ((aroonu_14_lt_25) | (rsi_3_4h_lt_50) | (stochrsi_k_4h_gt_40)) # 5m uptrend, 15m & 1h low & ((aroonu_14_lt_25) | (stochrsi_k_15m_gt_20) | (stochrsi_k_1h_gt_20)) # 5m & 1d uptrend, 15m still high & ((aroonu_14_lt_25) | (stochrsi_k_15m_gt_50) | (aroonu_14_1d_lt_40)) # 5m & 4h uptrend, 15m low & ((aroonu_14_lt_30) | (aroonu_14_15m_gt_10) | (aroonu_14_4h_lt_30)) # 5m & 1h uptrend, 15m low & ((aroonu_14_lt_30) | (aroonu_14_15m_gt_10) | (roc_9_1h < -1)) # 5m uptrend, 15m low, 4h oversold & ((aroonu_14_lt_30) | (aroonu_14_15m_gt_10) | (roc_9_4h_gt_neg_10)) # 5m uptrend, 15m low, 1h down move & ((aroonu_14_lt_30) | (aroonu_14_15m_gt_10) | (rsi_3_1h_gt_20)) # 5m uptrend, 15m low, 4h up move & ((aroonu_14_lt_30) | (aroonu_14_15m_gt_20) | (rsi_3_4h_lt_60)) # 5m uptrend, 15m low & still high & ((aroonu_14_lt_30) | (aroonu_14_15m_gt_20) | (stochrsi_k_15m_gt_50)) # 5m & 15m uptrend, 15m still high & ((aroonu_14_lt_30) | (aroonu_14_15m_lt_60) | (stochrsi_k_15m_gt_40)) # 5m & 1h uptrend, 1h low & ((aroonu_14_lt_30) | (aroonu_14_1h_lt_20) | (stochrsi_k_1h_gt_20)) # 5m & 1h uptrend, 4h low & ((aroonu_14_lt_30) | (aroonu_14_1h_lt_30) | (stochrsi_k_4h_gt_20)) # 5m & 1h uptrend, 4h up move & ((aroonu_14_lt_30) | (aroonu_14_1h_lt_40) | (rsi_3_4h_lt_70)) # 5m & 1h uptrend, 1h still high & ((aroonu_14_lt_30) | (aroonu_14_1h_lt_60) | (stochrsi_k_1h_gt_60)) # 5m & 1h uptrend, 4h up move & ((aroonu_14_lt_30) | (aroonu_14_1h_lt_70) | (rsi_3_4h_lt_50)) # 5m & 1h uptrend & ((aroonu_14_lt_30) | (aroonu_14_1h_lt_90)) # 5m & 1h uptrend, 4h high & ((aroonu_14_lt_30) | (roc_9_1h < 0) | (stochrsi_k_4h_gt_10)) # 5m uptrend & up move, 15m up move, 1d still high & up move & ((aroonu_14_lt_30) | (rsi_3_15m_lt_60) | (stochrsi_k_1d < 55.0) | (rsi_3_1d_lt_35) | (rsi_3 < 20.0)) # 5m uptrend, 1h down move, 4h low & ((aroonu_14_lt_30) | (rsi_3_1h_gt_15) | (aroonu_14_4h_gt_10)) # 5m uptrend, 1h down move, 1d still high & ((aroonu_14_lt_30) | (rsi_3_1h_gt_15) | (stochrsi_k_1d_gt_30)) # 5m uptrend, 15m low, 1h up move & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_20) | (rsi_3_1h_lt_40)) # 5m uptrend, 15m still high, 1h down move & ((aroonu_14_lt_30) | (stochrsi_k_15m_gt_60) | (rsi_3_1h_gt_20)) # 5m stochrsik, 1d stochrsik, 1h aroond, 1h roc & ((stochrsi_k < 55) | (stochrsi_k_1d < 35) | (aroond_14_1h < 90) | (roc_9_1h < -1)) # 5m still high, 15m down move & downtrend, 1h downtrend, 1d up move & ( (rsi_3_15m_gt_10) | (aroonu_14_15m_gt_50) | (stochrsi_k < 60.0) | (aroonu_14_1h_gt_10) | (rsi_3_1d < 30.0) ) # 15m down move & uptrend & still high, 4h up move & downtrend & ( (rsi_3_15m_gt_25) | (aroonu_14_15m_lt_75) | (roc_9_4h < 0.0) | (aroonu_14_4h_gt_10) | (stochrsi_k_15m < 25.0) ) # 15m down move & uptrend & washed out, 4h on the floor, 1d up move & ( (rsi_3_15m_gt_30) | (stochrsi_k_4h_gt_10) | (rsi_3_1d < 30.0) | (aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_50) ) # 5m still high & uptrend, 15m down move & uptrend, 1h uptrend & ( (rsi_3_15m_gt_50) | (aroonu_14_15m_lt_40) | (stochrsi_k < 65.0) | (aroonu_14_1h < 65.0) | (aroonu_14 < 5.0) ) # 15m up move & downtrend & still high, 4h still high, 1d up move & ( (rsi_3_15m_lt_50) | (aroonu_14_15m_gt_10) | (rsi_3_1d < 25.0) | (stochrsi_k_15m_lt_70) | (stochrsi_k_4h_lt_30) ) # 5m still high, 15m up move, 1h downtrend, 4h up move, 1d down move & ( (rsi_3_15m_lt_55) | (roc_9_1d_gt_neg_10) | (rsi_3_4h < 25.0) | (aroonu_14_1h_gt_40) | (stochrsi_k < 45.0) ) # 5m up move, 15m down move & uptrend, 1h uptrend & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_50) | (aroonu_14_15m_lt_75) | (rsi_3 < 5.0)) # 15m down move, 1h uptrend, 1d low & ((rsi_3_15m_gt_10) | (aroonu_14_1h_lt_90) | (aroonu_14_1d_gt_30)) # 15m down move, 4h uptrend & ((rsi_3_15m_gt_10) | (roc_9_4h_lt_20)) # 15m down move & uptrend, 1h RSI high & ((rsi_3_15m_gt_10) | (rsi_14_1h_lt_50) | (aroonu_14_15m_lt_75)) # 15m & 4h down move & ((rsi_3_15m_gt_10) | (rsi_3_4h_gt_3)) # 15m down move, 1d overbought & ((rsi_3_15m_gt_15) | (roc_9_1d_gt_neg_70)) # 15m down move & low, 1d uptrend & ((rsi_3_15m_gt_20) | (aroonu_14_15m_gt_30) | (aroonu_14_1d_lt_70)) # 15m & 1d down move, 4h uptrend & ((rsi_3_15m_gt_20) | (aroonu_14_4h_lt_20) | (rsi_3_1d_gt_20)) # 15m & 1d down move, 1d low & ((rsi_3_15m_gt_20) | (rsi_3_1d_gt_10) | (aroonu_14_1d_gt_10)) # 15m down move, 1h up move, 4h low & ((rsi_3_15m_gt_20) | (rsi_3_1h_lt_40) | (aroonu_14_4h_gt_30)) # 15m down move, 1h up move & ((rsi_3_15m_gt_20) | (rsi_3_1h_lt_80)) # 5m up move, 15m down move, 4h uptrend & on the floor & up move & ((rsi_3_15m_gt_25) | (aroonu_14_4h_lt_20) | (stochrsi_k_4h > 5.0) | (roc_9_4h < -10.0) | (rsi_3 < 5.0)) # 15m down move, 1h up move, 1d oversold & ((rsi_3_15m_gt_25) | (rsi_3_1h_lt_40) | (roc_9_1d_gt_neg_10)) # 5m uptrend, 15m down move, 4h up move, 1d uptrend & ((rsi_3_15m_gt_25) | (rsi_3_4h_lt_40) | (aroonu_14_1d < 65.0) | (aroonu_14_lt_25)) # 15m down move, 4h oversold & ((rsi_3_15m_gt_3) | (roc_9_4h_gt_neg_10)) # 15m down move, 1d low & oversold & ((rsi_3_15m_gt_30) | (aroonu_14_1d_gt_10) | (roc_9_1d_gt_neg_30)) # 15m down move, 1h low, 4h uptrend & ((rsi_3_15m_gt_30) | (aroonu_14_1h_gt_30) | (aroonu_14_4h_lt_80)) # 15m down move, 1h uptrend & still high & ((rsi_3_15m_gt_30) | (aroonu_14_1h_lt_70) | (stochrsi_k_1h_gt_50)) # 15m down move, 4h low, 1d up move & ((rsi_3_15m_gt_30) | (aroonu_14_4h_gt_10) | (rsi_3_1d_lt_35)) # 5m still high, 15m down move, 1h up move, 4h washed out, 1d up move & ((rsi_3_15m_gt_30) | (roc_9_1h < -5.0) | (stochrsi_k_4h_gt_30) | (stochrsi_k_lt_30) | (roc_9_1d < -20.0)) # 15m down move, 1h up move, 4h low & ((rsi_3_15m_gt_30) | (rsi_3_1h_lt_40) | (aroonu_14_4h_gt_10)) # 15m down move, 1h up move, 4h still high & ((rsi_3_15m_gt_30) | (rsi_3_1h_lt_40) | (stochrsi_k_4h_gt_30)) # 15m down move, 4h still high, 1d uptrend & ((rsi_3_15m_gt_30) | (stochrsi_k_4h_gt_40) | (roc_9_1d_lt_0)) # 5m still high, 15m down move & uptrend, 1d downtrend & ((rsi_3_15m_gt_35) | (aroonu_14_1d_gt_10) | (stochrsi_k < 70.0) | (aroonu_14_15m < 45.0)) # 15m down move & uptrend, 4h up move & ((rsi_3_15m_gt_40) | (aroonu_14_15m_lt_60) | (rsi_3_4h_lt_60)) # 15m down move & uptrend, 1h low & ((rsi_3_15m_gt_40) | (aroonu_14_15m_lt_60) | (stochrsi_k_1h_gt_20)) # 15m & 4h down move, 1h uptrend & ((rsi_3_15m_gt_40) | (aroonu_14_1h_lt_40) | (rsi_3_4h_gt_10)) # 15m down move, 1h uptrend, 4h low & ((rsi_3_15m_gt_40) | (aroonu_14_1h_lt_40) | (stochrsi_k_4h_gt_20)) # 15m down move, 1h uptrend & low & ((rsi_3_15m_gt_40) | (aroonu_14_1h_lt_50) | (stochrsi_k_1h_gt_20)) # 15m & 4h down move, 1h uptrend & ((rsi_3_15m_gt_40) | (aroonu_14_1h_lt_60) | (rsi_3_4h_gt_30)) # 5m up move, 15m down move & up move & ((rsi_3_15m_gt_40) | (roc_9_15m < 1.5) | (rsi_3 < 35.0)) # 15m down move, 1h up move, 1d oversold & ((rsi_3_15m_gt_40) | (rsi_3_1h_lt_40) | (roc_9_1d_gt_neg_30)) # 15m down move, 4h still high, 1d up move & ((rsi_3_15m_gt_40) | (stochrsi_k_4h_gt_30) | (rsi_3_1d_lt_35)) # 5m downtrend, 15m down move, 1h uptrend, 4h down move & ((rsi_3_15m_gt_5) | (aroonu_14_1h_lt_50) | (rsi_3_4h_gt_20) | (aroonu_14 > 0.0)) # 15m down move, 4h uptrend, 1d low & ((rsi_3_15m_gt_5) | (aroonu_14_4h_lt_40) | (stochrsi_k_1d_gt_20)) # 15m down move, 1h RSI high, 4h down move & ((rsi_3_15m_gt_5) | (rsi_14_1h_lt_40) | (rsi_3_4h_gt_20)) # 15m & 4h down move & ((rsi_3_15m_gt_5) | (rsi_3_4h_gt_15)) # 15m up move & downtrend, 1h overbought, 1d uptrend & ((rsi_3_15m_lt_50) | (aroonu_14_15m_gt_40) | (stochrsi_k_1h < 85.0) | (aroonu_14_1d < 5.0)) # 15m & 1h up move, 15m low & ((rsi_3_15m_lt_50) | (aroonu_14_15m_gt_60) | (rsi_3_1h_lt_60)) # 15m up move, 15m & 1h uptrend & ((rsi_3_15m_lt_50) | (aroonu_14_15m_lt_20) | (aroonu_14_1h_lt_60)) # 15m up move & uptrend, 4h low & ((rsi_3_15m_lt_50) | (aroonu_14_15m_lt_20) | (stochrsi_k_4h_gt_20)) # 5m washed out, 15m up move, 1h up move, 1d uptrend & ((rsi_3_15m_lt_50) | (aroonu_14_1d_lt_30) | (stochrsi_k > 20.0) | (roc_9_1h < 0.0)) # 15m up move, 1h uptrend, 1d low & ((rsi_3_15m_lt_50) | (aroonu_14_1h_lt_50) | (aroonu_14_1d_gt_10)) # 15m up move, 1h uptrend, 1d high & ((rsi_3_15m_lt_50) | (aroonu_14_1h_lt_50) | (stochrsi_k_1d_gt_10)) # 15m up move, 1h uptrend, 4h low & ((rsi_3_15m_lt_50) | (aroonu_14_1h_lt_60) | (stochrsi_k_4h_gt_20)) # 15m up move, 4h & 1d low & ((rsi_3_15m_lt_50) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_gt_10)) # 5m up move, 15m up move, 4h up move, 1d up move & ((rsi_3_15m_lt_50) | (rsi_3_1d_lt_35) | (rsi_3_4h_lt_75) | (rsi_3 < 15.0)) # 15m & 4h up move, 1h down move & ((rsi_3_15m_lt_50) | (rsi_3_1h_gt_25) | (rsi_3_4h_lt_40)) # 15m & 1h up move, 1d low & ((rsi_3_15m_lt_50) | (rsi_3_1h_lt_70) | (aroonu_14_1d_gt_20)) # 15m & 4h up move, 1d still high & ((rsi_3_15m_lt_50) | (rsi_3_4h_lt_60) | (stochrsi_k_1d_gt_50)) # 15m up move, 15m & 4h low & ((rsi_3_15m_lt_50) | (stochrsi_k_15m_gt_20) | (aroonu_14_4h_gt_30)) # 15m & 1h up move, 15m still high & ((rsi_3_15m_lt_50) | (stochrsi_k_15m_gt_40) | (rsi_3_1h_lt_50)) # 15m up move & still high, 4h down move & ((rsi_3_15m_lt_50) | (stochrsi_k_15m_gt_40) | (rsi_3_4h_gt_20)) # 15m up move & still high, 4h high & ((rsi_3_15m_lt_50) | (stochrsi_k_15m_gt_40) | (stochrsi_k_4h_gt_10)) # 15m down move, 1h up move & ((rsi_3_15m_lt_55) | (rsi_3_1h_lt_80)) # 5m down move & still high, 15m up move, 1h downtrend & ((rsi_3_15m_lt_60) | (aroonu_14_1h_gt_10) | (rsi_3_gt_10) | (stochrsi_k < 55.0)) # 15m up move, 1d strong downtrend & ((rsi_3_15m_lt_60) | (roc_9_1d_lt_70)) # 15m up move & downtrend, 1h up move & still high & ((rsi_3_15m_lt_60) | (roc_9_1h < 0.0) | (stochrsi_k_1h < 75.0) | (aroonu_14_15m_gt_60)) # 15m & 4h up move, 4h uptrend & ((rsi_3_15m_lt_60) | (rsi_3_4h_lt_40) | (aroonu_14_4h_lt_30)) # 15m & 4h up move & ((rsi_3_15m_lt_60) | (rsi_3_4h_lt_50)) # 15m up move & still high, 1h low & ((rsi_3_15m_lt_60) | (stochrsi_k_15m_gt_60) | (aroonu_14_1h_gt_30)) # 5m washed out, 15m up move, 4h UO high & washed out & ((rsi_3_15m_lt_60) | (uo_7_14_28_4h < 55.0) | (stochrsi_k_4h_gt_50) | (stochrsi_k > 30.0)) # 15m up move & uptrend, 1h down move & ((rsi_3_15m_lt_70) | (aroonu_14_15m_lt_50) | (rsi_3_1h_gt_30)) # 15m up move, 1h uptrend & low & ((rsi_3_15m_lt_70) | (aroonu_14_1h_lt_20) | (stochrsi_k_1h_gt_20)) # 15m up move, 1h uptrend, 1d still high & ((rsi_3_15m_lt_70) | (aroonu_14_1h_lt_50) | (stochrsi_k_1d_lt_30)) # 15m up move, 4h uptrend, 1d still high & ((rsi_3_15m_lt_70) | (aroonu_14_4h_lt_30) | (stochrsi_k_1d_gt_50)) # 15m up move, 1h money coming in, 1d up move & ((rsi_3_15m_lt_70) | (mfi_14_1h < 45.0) | (roc_9_1d < 5.0)) # 15m & 1h up move, 1d still high & ((rsi_3_15m_lt_70) | (rsi_3_1h_lt_60) | (stochrsi_k_1d_gt_40)) # 15m down move, 1h up move & ((rsi_3_15m_lt_75) | (rsi_3_1h_lt_70)) # 15m up move & low, 4h uptrend & ((rsi_3_15m_lt_80) | (aroonu_14_15m_gt_20) | (aroonu_14_4h_lt_30)) # 15m down move, 1h up move & ((rsi_3_15m_lt_85) | (rsi_3_1h_lt_60)) # 15m mfi, 4h rsi, 4h cmf, 1d roc & ((mfi_14_15m > 30) | (rsi_3_change_pct_4h > -40) | (cmf_20_4h > -0.15) | (roc_9_1d_gt_neg_20)) # 15m downtrend, 1h downtrend, 1d uptrend & still high & down move & ( (aroonu_14_15m_gt_10) | (aroonu_14_1d_lt_40) | (stochrsi_k_1d_lt_50) | (rsi_3_1d_gt_20) | (aroonu_14_1h_gt_0) ) # 15m uptrend & washed out, 4h down move, 1d up move & downtrend & ( (aroonu_14_15m_lt_25) | (rsi_3_4h_gt_20) | (rsi_3_1d < 40.0) | (aroonu_14_1d > 15.0) | (stochrsi_k_15m > 65.0) ) # 5m uptrend, 15m uptrend & washed out, 1h uptrend, 4h washed out & ( (aroonu_14_15m_lt_30) | (stochrsi_k_4h_gt_20) | (aroonu_14_1h < 15.0) | (aroonu_14 < 15.0) | (stochrsi_k_15m_gt_80) ) # 5m still high, 15m uptrend, 4h on the floor & uptrend, 1d down move & ( (aroonu_14_15m_lt_50) | (stochrsi_k_4h_gt_10) | (stochrsi_k < 45.0) | (aroonu_14_4h < 5.0) | (rsi_3_1d_gt_40) ) # 15m uptrend & washed out, 1h up move & down move, 4h washed out & ( (aroonu_14_15m_lt_75) | (stochrsi_k_4h_gt_20) | (roc_9_1h < 0.0) | (stochrsi_k_15m_gt_80) | (rsi_3_1h_gt_65) ) # 15m & 1h low, 1d uptrend & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_gt_20) | (aroonu_14_1d_lt_70)) # 5m uptrend, 15m downtrend & down move, 1h downtrend, 4h up move & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_gt_20) | (rsi_3_15m_gt_30) | (aroonu_14_lt_25) | (rsi_3_4h < 5.0)) # 15m & 1h low, 4h uptrend & ((aroonu_14_15m_gt_10) | (aroonu_14_1h_gt_40) | (aroonu_14_4h_lt_90)) # 15m low, 4h & 1d uptrend & ((aroonu_14_15m_gt_10) | (aroonu_14_4h_lt_80) | (aroonu_14_1d_lt_40)) # 15m low, 1d overbought & ((aroonu_14_15m_gt_10) | (roc_9_1d_gt_neg_80)) # 15m low, 4h & 1d uptrend & ((aroonu_14_15m_gt_10) | (roc_9_4h < -5) | (aroonu_14_1d_lt_40)) # 15m low, 1d up move & still high & ((aroonu_14_15m_gt_10) | (rsi_3_1d_lt_35) | (stochrsi_k_1d_gt_30)) # 15m low, 1h up move, 1d down move & ((aroonu_14_15m_gt_10) | (rsi_3_1h_lt_40) | (rsi_3_1d_gt_10)) # 15m low, 4h up move, 1d uptrend & ((aroonu_14_15m_gt_10) | (rsi_3_4h_lt_40) | (aroonu_14_1d_lt_70)) # 15m low, 4h up move, 1d oversold & ((aroonu_14_15m_gt_10) | (rsi_3_4h_lt_60) | (roc_9_1d_gt_neg_25)) # 15m & 1h low, 4h uptrend & ((aroonu_14_15m_gt_20) | (aroonu_14_1h_gt_20) | (aroonu_14_4h_lt_60)) # 15m low, 1h & 1d uptrend & ((aroonu_14_15m_gt_20) | (aroonu_14_1h_lt_60) | (aroonu_14_1d_lt_50)) # 15m & 4h low, 1h uptrend & ((aroonu_14_15m_gt_20) | (aroonu_14_1h_lt_80) | (aroonu_14_4h_gt_10)) # 15m low, 4h uptrend, 1d high & ((aroonu_14_15m_gt_20) | (aroonu_14_4h_lt_60) | (stochrsi_k_1d_gt_10)) # 15m & 1d low, 1d up move & ((aroonu_14_15m_gt_20) | (rsi_3_1d_lt_35) | (aroonu_14_1d_gt_10)) # 15m & 1d low, 1d up move & ((aroonu_14_15m_gt_20) | (rsi_3_1d_lt_35) | (stochrsi_k_1d_gt_20)) # 15m low, 1h up move, 4h uptrend & ((aroonu_14_15m_gt_20) | (rsi_3_1h_lt_40) | (aroonu_14_4h_lt_20)) # 15m low, 1h up move & still high & ((aroonu_14_15m_gt_20) | (rsi_3_1h_lt_50) | (stochrsi_k_1h_gt_60)) # 15m & 4h low, 1h up move & ((aroonu_14_15m_gt_20) | (rsi_3_1h_lt_60) | (aroonu_14_4h_gt_10)) # 15m low, 1h still high, 1d uptrend & ((aroonu_14_15m_gt_20) | (stochrsi_k_1h_gt_40) | (aroonu_14_1d_lt_30)) # 15m & 1h low, 1d uptrend & ((aroonu_14_15m_gt_30) | (aroonu_14_1h_gt_10) | (aroonu_14_1d_lt_70)) # 15m low, 1h up move, 4h still high & ((aroonu_14_15m_gt_30) | (rsi_3_1h_lt_50) | (stochrsi_k_4h_gt_40)) # 15m & 1h low, 1d uptrend & ((aroonu_14_15m_gt_30) | (stochrsi_k_1h_gt_20) | (aroonu_14_1d_lt_70)) # 15m low, 1h uptrend & still high & ((aroonu_14_15m_gt_40) | (aroonu_14_1h_lt_90) | (stochrsi_k_1h_gt_50)) # 15m & 4h low, 4h uptrend & ((aroonu_14_15m_gt_40) | (aroonu_14_4h_lt_60) | (stochrsi_k_4h_gt_20)) # 15m low, 1h down move, 1d uptrend & ((aroonu_14_15m_gt_40) | (rsi_3_1h_gt_20) | (aroonu_14_1d_lt_50)) # 15m low, 1h & 1d uptrend & ((aroonu_14_15m_gt_60) | (aroonu_14_1h_lt_40) | (roc_9_1d_lt_0)) # 15m & 1h & 4h uptrend & ((aroonu_14_15m_lt_20) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_lt_60)) # 15m & 4h uptrend, 1d high & ((aroonu_14_15m_lt_20) | (aroonu_14_4h_lt_20) | (stochrsi_k_1d_gt_10)) # 15m & 4h & 1d uptrend & ((aroonu_14_15m_lt_20) | (aroonu_14_4h_lt_60) | (aroonu_14_1d_lt_60)) # 15m uptrend, 4h up move, 1d high & ((aroonu_14_15m_lt_20) | (rsi_3_4h_lt_40) | (stochrsi_k_1d_gt_10)) # 15m uptrend & low, 4h down move & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_gt_20) | (rsi_3_4h_gt_30)) # 15m uptrend & low, 1h high & ((aroonu_14_15m_lt_20) | (stochrsi_k_15m_gt_20) | (stochrsi_k_1h_gt_10)) # 15m & 4h uptrend, 1h low & ((aroonu_14_15m_lt_20) | (stochrsi_k_1h_gt_20) | (aroonu_14_4h_lt_90)) # 15m & 1h & 4h uptrend & ((aroonu_14_15m_lt_30) | (aroonu_14_1h_lt_60) | (roc_9_4h_lt_5)) # 15m & 4h uptrend, 4h still high & ((aroonu_14_15m_lt_30) | (aroonu_14_4h_lt_50) | (stochrsi_k_4h_gt_40)) # 5m down move, 15m uptrend & down move, 4h uptrend, 1d up move & ((aroonu_14_15m_lt_30) | (roc_9_15m > -1.0) | (rsi_3_1d < 55.0) | (rsi_3_gt_10) | (aroonu_14_4h < 15.0)) # 15m uptrend, 1h down move, 1d up move & ((aroonu_14_15m_lt_30) | (rsi_3_1h_gt_20) | (rsi_3_1d_lt_35)) # 15m & 1h & 4h uptrend & ((aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_20) | (aroonu_14_4h_lt_80)) # 15m & 1h uptrend, 1h still high & ((aroonu_14_15m_lt_40) | (aroonu_14_1h_lt_60) | (stochrsi_k_1h_gt_50)) # 15m & 4h & 1d uptrend & ((aroonu_14_15m_lt_40) | (aroonu_14_4h_lt_50) | (aroonu_14_1d_lt_30)) # 5m up move, 15m uptrend & down move, 4h roc 2 high, 1d uptrend & ((aroonu_14_15m_lt_40) | (roc_2_4h < -4.0) | (rsi_3_15m_gt_5) | (aroonu_14_1d < 55.0) | (rsi_3 < 10.0)) # 15m uptrend & down move & up move, 1d still high & ((aroonu_14_15m_lt_40) | (roc_9_15m > -3.0) | (stochrsi_k_1d_lt_50) | (rsi_3_15m < 35.0)) # 15m uptrend, 1h up move & still high & ((aroonu_14_15m_lt_40) | (rsi_3_1h_lt_40) | (stochrsi_k_1h_gt_40)) # 15m uptrend, 1h up move, 4h low & ((aroonu_14_15m_lt_40) | (rsi_3_1h_lt_40) | (stochrsi_k_4h_gt_20)) # 15m & 1d uptrend, 4h up move & ((aroonu_14_15m_lt_40) | (rsi_3_4h_lt_40) | (aroonu_14_1d_lt_40)) # 15m uptrend, 15m & 1h low & ((aroonu_14_15m_lt_40) | (stochrsi_k_15m_gt_20) | (aroonu_14_1h_gt_10)) # 15m & 1d uptrend, 1h still high & ((aroonu_14_15m_lt_40) | (stochrsi_k_1h_gt_30) | (aroonu_14_1d_lt_40)) # 15m uptrend, 1h still high, 1d down move & ((aroonu_14_15m_lt_40) | (stochrsi_k_1h_gt_30) | (rsi_3_1d_gt_20)) # 15m uptrend, 1h still high, 1d high & ((aroonu_14_15m_lt_40) | (stochrsi_k_1h_gt_30) | (stochrsi_k_1d_gt_10)) # 5m still high, 15m uptrend, 1h still high, 1d WILLR high & ((aroonu_14_15m_lt_40) | (willr_14_1d < -90.0) | (stochrsi_k < 65.0) | (stochrsi_k_1h < 75.0)) # 5m still high & down move, 15m uptrend, 1h uptrend, 4h down move & ((aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_40) | (stochrsi_k < 25.0) | (rsi_3_4h_gt_45) | (rsi_3 > 25.0)) # 15m & 1h uptrend, 4h low & ((aroonu_14_15m_lt_50) | (aroonu_14_1h_lt_60) | (aroonu_14_4h_gt_10)) # 15m uptrend, 4h & 1d low & ((aroonu_14_15m_lt_50) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_gt_10)) # 15m & 1d uptrend, 1h still high & ((aroonu_14_15m_lt_50) | (stochrsi_k_1h_gt_40) | (aroonu_14_1d_lt_60)) # 5m up move, 15m uptrend, 1h down move, 1d downtrend & ((aroonu_14_15m_lt_60) | (aroonu_14_1d_gt_30) | (rsi_3_1h_gt_10) | (rsi_3 < 20.0)) # 15m & 1h uptrend, 4h low & ((aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_40) | (aroonu_14_4h_gt_10)) # 15m & 1h uptrend, 1d down move & ((aroonu_14_15m_lt_60) | (aroonu_14_1h_lt_40) | (rsi_3_1d_gt_10)) # 15m uptrend, 4h low & ((aroonu_14_15m_lt_60) | (aroonu_14_4h_gt_20) | (stochrsi_k_4h_gt_20)) # 15m & 4h uptrend & ((aroonu_14_15m_lt_60) | (roc_9_4h_lt_5)) # 15m uptrend, 1h down move, 4h still high, 1d still high & ((aroonu_14_15m_lt_60) | (rsi_3_1h_gt_35) | (stochrsi_k_1d < 75.0) | (stochrsi_k_4h_lt_20)) # 15m uptrend, 1h up move, 4h low & ((aroonu_14_15m_lt_60) | (rsi_3_1h_lt_50) | (aroonu_14_4h_gt_30)) # 15m uptrend & still high, 4h low & ((aroonu_14_15m_lt_60) | (stochrsi_k_15m_gt_40) | (stochrsi_k_4h_gt_20)) # 15m uptrend & still high, 4h down move & ((aroonu_14_15m_lt_60) | (stochrsi_k_15m_gt_50) | (rsi_3_4h_gt_10)) # 15m & 4h uptrend, 1h still high & ((aroonu_14_15m_lt_60) | (stochrsi_k_1h_gt_30) | (aroonu_14_4h_lt_50)) # 5m downtrend, 15m uptrend, 1h uptrend, 1d downtrend & ((aroonu_14_15m_lt_75) | (aroonu_14_1d_gt_10) | (aroonu_14 > 10.0) | (aroonu_14_1h_lt_40)) # 5m up move & downtrend, 15m uptrend, 4h down move, 1d down move & ((aroonu_14_15m_lt_75) | (rsi_3_1d_gt_25) | (rsi_3 < 25.0) | (aroonu_14 > 30.0) | (rsi_3_4h_gt_35)) # 15m & 4h uptrend & ((aroonu_14_15m_lt_80) | (aroonu_14_4h_lt_75)) # 5m down move, 15m uptrend, 1h down move, 1d up move & ((aroonu_14_15m_lt_80) | (rsi_3_1h_gt_40) | (rsi_3_1d < 40.0) | (rsi_3 > 20.0)) # 15m & 4h uptrend, 1h low & ((aroonu_14_15m_lt_90) | (aroonu_14_1h_gt_30) | (aroonu_14_4h_lt_60)) # 15m uptrend, 1h down move & ((aroonu_14_15m_lt_90) | (rsi_3_1h_gt_3)) # 5m on the floor, 15m AROOND low & washed out, 1h downtrend, 4h money coming in & ( (aroond_14_15m > 30.0) | (mfi_14_4h < 40.0) | (aroonu_14_1h > 15.0) | (stochrsi_k > 10.0) | (stochrsi_k_15m > 55.0) ) # 5m still high & down move, 15m on the floor, 4h washed out & up move & ( (stochrsi_k_15m_gt_10) | (stochrsi_k_4h_gt_70) | (stochrsi_k < 60.0) | (roc_9_4h < -10.0) | (rsi_3 > 35.0) ) # 15m high, 1h down move, 4h still high & ((stochrsi_k_15m_gt_10) | (rsi_3_1h_gt_25) | (stochrsi_k_4h_gt_60)) # 15m & 1h low, 4h oversold & ((stochrsi_k_15m_gt_20) | (aroonu_14_1h_gt_10) | (roc_9_4h_gt_neg_10)) # 15m & 1h low, 1d up move & ((stochrsi_k_15m_gt_20) | (aroonu_14_1h_gt_30) | (rsi_3_1d_lt_35)) # 15m & 1d low, 4h uptrend & ((stochrsi_k_15m_gt_20) | (aroonu_14_4h_lt_20) | (aroonu_14_1d_gt_10)) # 15m low, 4h uptrend & still high & ((stochrsi_k_15m_gt_20) | (aroonu_14_4h_lt_50) | (stochrsi_k_4h_gt_60)) # 15m low, 4h uptrend & ((stochrsi_k_15m_gt_20) | (aroonu_14_4h_lt_90) | (roc_9_4h_lt_10)) # 15m low, 1d down move & oversold & ((stochrsi_k_15m_gt_20) | (rsi_3_1d_gt_10) | (roc_9_1d_gt_neg_30)) # 15m low, 1h down move, 4h still high & ((stochrsi_k_15m_gt_20) | (rsi_3_1h_gt_20) | (stochrsi_k_4h_gt_60)) # 15m low, 4h down move & uptrend & ((stochrsi_k_15m_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_20)) # 15m still high, 1h low, 4h down move & ((stochrsi_k_15m_gt_40) | (aroonu_14_1h_gt_10) | (rsi_3_4h_gt_10)) # 15m still high, 1h low, 4h uptrend & ((stochrsi_k_15m_gt_40) | (aroonu_14_1h_gt_40) | (aroonu_14_4h_lt_30)) # 15m still high, 1h uptrend & high & ((stochrsi_k_15m_gt_40) | (aroonu_14_1h_lt_50) | (stochrsi_k_1h_gt_10)) # 15m still high, 4h uptrend, 1d low & ((stochrsi_k_15m_gt_40) | (aroonu_14_4h_lt_40) | (aroonu_14_1d_gt_10)) # 15m still high, 1h up move, 4h low & ((stochrsi_k_15m_gt_40) | (rsi_3_1h_lt_40) | (stochrsi_k_4h_gt_20)) # 15m still high, 4h up move & low & ((stochrsi_k_15m_gt_40) | (rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_20)) # 15m still high, 4h uptrend & oversold & ((stochrsi_k_15m_gt_50) | (aroonu_14_4h_lt_30) | (roc_9_4h_gt_neg_15)) # 15m & 4h still high, 4h uptrend & ((stochrsi_k_15m_gt_60) | (aroonu_14_4h_lt_50) | (stochrsi_k_4h_gt_30)) # 15m still high, 1h up move & low & ((stochrsi_k_15m_gt_60) | (rsi_3_1h_lt_40) | (stochrsi_k_1h_gt_20)) # 15m & 4h still high, 1d uptrend & ((stochrsi_k_15m_gt_60) | (stochrsi_k_4h_gt_40) | (roc_9_1d_lt_10)) # 5m downtrend, 15m stochk 14 3 3 high, 4h AROOND low, 1d uptrend & down move & ( (stochk_14_3_3_15m < 55.0) | (aroond_14_4h > 50.0) | (aroonu_14 > 30.0) | (aroonu_14_1d < 15.0) | (rsi_3_1d_gt_40) ) # 15m down move & uptrend, 1h still high, 4h on the floor, 1d up move & ( (roc_9_15m > -1.0) | (stochrsi_k_4h_gt_10) | (aroonu_14_15m < 45.0) | (rsi_3_1d < 20.0) | (stochrsi_k_1h_lt_20) ) # 5m up move, 15m up move, 1h money coming in & ((roc_9_15m < 1.5) | (mfi_14_1h < 45.0) | (rsi_3 < 35.0)) # 15m uptrend, 1h up move, 4h high & ((roc_9_15m < 1.5) | (rsi_3_1h_lt_65) | (stochrsi_k_4h_gt_10)) # 15m oversold, 4h & 1d high & ((roc_9_15m > -1) | (stochrsi_k_4h_gt_10) | (stochrsi_k_1d_lt_60)) # 5m down move, 15m down move, 1d downtrend & down move & up move & ((roc_9_15m > -1.0) | (aroonu_14_1d_gt_10) | (rsi_3_gt_5) | (rsi_3_1d_gt_10) | (roc_9_1d < -10.0)) # 5m up move, 1h up move & downtrend, 4h on the floor, 1d uptrend & ( (rsi_3_1h_lt_40) | (aroonu_14_1h_gt_10) | (rsi_3 < 25.0) | (stochrsi_k_4h > 5.0) | (aroonu_14_1d < 25.0) ) # 5m washed out, 15m up move, 1h up move & falling fast & ( (rsi_3_1h_lt_40) | (rsi_14_change_pct_1h > -5.0) | (rsi_3_15m < 40.0) | (roc_9_1h < 0.0) | (stochrsi_k > 30.0) ) # 1h down move, 4h low, 1d uptrend & ((rsi_3_1h_gt_15) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_lt_40)) # 5m down move, 1h down move, 1d uptrend & ((rsi_3_1h_gt_20) | (aroonu_14_1d_lt_80) | (rsi_3_gt_5)) # 1h down move & uptrend, 4h low & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_50) | (aroonu_14_4h_gt_30)) # 1h down move & downtrend, 4h downtrend & down move, 1d up move & ((rsi_3_1h_gt_20) | (rsi_3_1d_lt_35) | (aroonu_14_1h_gt_10) | (aroonu_14_4h > 40.0) | (rsi_3_4h_gt_30)) # 5m still high, 15m still high, 1h down move, 4h up move & ((rsi_3_1h_gt_40) | (rsi_3_4h_lt_50) | (stochrsi_k_15m < 65.0) | (stochrsi_k < 15.0)) # 1h down move, 4h up move, 1d low & ((rsi_3_1h_gt_40) | (rsi_3_4h_lt_70) | (aroonu_14_1d_gt_30)) # 1h up move, 1h & 1d low & ((rsi_3_1h_lt_40) | (aroonu_14_1h_gt_10) | (aroonu_14_1d_gt_10)) # 1h up move & uptrend, 4h down move & ((rsi_3_1h_lt_40) | (aroonu_14_1h_lt_20) | (rsi_3_4h_gt_20)) # 1h up move & uptrend, 4h low & ((rsi_3_1h_lt_40) | (aroonu_14_1h_lt_20) | (stochrsi_k_4h_gt_20)) # 1h up move, 4h uptrend & still high & ((rsi_3_1h_lt_40) | (aroonu_14_4h_lt_50) | (stochrsi_k_4h_gt_40)) # 1h up move & low, 1d high & ((rsi_3_1h_lt_40) | (stochrsi_k_1h_gt_20) | (stochrsi_k_1d_gt_10)) # 1h up move & still high, 1d uptrend & ((rsi_3_1h_lt_40) | (stochrsi_k_1h_gt_50) | (aroonu_14_1d_lt_30)) # 1h up move, 1h & 1d still high & ((rsi_3_1h_lt_50) | (stochrsi_k_1h_gt_50) | (stochrsi_k_1d_gt_30)) # 1h down move, 4h uptrend & ((rsi_3_1h_lt_55) | (aroonu_14_4h_lt_90)) # 1h up move & still high, 4h down move & ((rsi_3_1h_lt_60) | (stochrsi_k_1h_gt_30) | (rsi_3_4h_gt_20)) # 1h up move & still high & ((rsi_3_1h_lt_70) | (stochrsi_k_1h_gt_30)) # 5m still high, 1h downtrend & washed out, 4h up move, 1d up move & ( (aroonu_14_1h_gt_10) | (rsi_3_1d_lt_35) | (stochrsi_k < 55.0) | (rsi_3_4h < 20.0) | (stochrsi_k_1h > 35.0) ) # 5m washed out, 1h downtrend & washed out, 4h still high & downtrend & ( (aroonu_14_1h_gt_10) | (stochrsi_k_1h_gt_20) | (stochrsi_k_4h < 55.0) | (stochrsi_k > 70.0) | (aroonu_14_4h_gt_50) ) # 1h & 4h & 1d low & ((aroonu_14_1h_gt_10) | (aroonu_14_4h_gt_10) | (aroonu_14_1d_gt_10)) # 1h low, 4h up move & still high & ((aroonu_14_1h_gt_10) | (rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_60)) # 5m washed out & up move, 1h downtrend & down move, 1d washed out & ((aroonu_14_1h_gt_10) | (stochrsi_k_1d_gt_20) | (rsi_3_1h_gt_15) | (stochrsi_k > 30.0) | (rsi_3 < 10.0)) # 1h low & high, 4h up move & ((aroonu_14_1h_gt_10) | (stochrsi_k_1h_gt_10) | (rsi_3_4h_lt_40)) # 1h low, 1d uptrend & ((aroonu_14_1h_gt_20) | (aroonu_14_1d_lt_50) | (roc_9_1d_lt_0)) # 5m downtrend, 15m down move, 1h downtrend, 1d up move & overbought & ((aroonu_14_1h_gt_20) | (roc_9_1d_lt_0) | (rsi_3_15m_gt_30) | (aroonu_14 > 10.0) | (stochrsi_k_1d_lt_80)) # 1h low, 4h up move & still high & ((aroonu_14_1h_gt_30) | (rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_50)) # 5m up move, 1h downtrend, 4h uptrend & ((aroonu_14_1h_gt_40) | (aroonu_14_4h_lt_90) | (rsi_3 < 35.0)) # 1h low, 4h up move & still high & ((aroonu_14_1h_gt_40) | (rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_40)) # 1h low, 4h up move & still high & ((aroonu_14_1h_gt_40) | (rsi_3_4h_lt_50) | (stochrsi_k_4h_gt_60)) # 1h & 4h uptrend, 1d high & ((aroonu_14_1h_lt_20) | (aroonu_14_4h_lt_20) | (stochrsi_k_1d_gt_10)) # 1h uptrend, 4h low & ((aroonu_14_1h_lt_40) | (aroonu_14_4h_gt_20) | (stochrsi_k_4h_gt_20)) # 1h & 4h uptrend, 4h still high & ((aroonu_14_1h_lt_40) | (aroonu_14_4h_lt_50) | (stochrsi_k_4h_gt_60)) # 1h & 4h uptrend, 4h down move & ((aroonu_14_1h_lt_40) | (rsi_3_4h_gt_30) | (aroonu_14_4h_lt_40)) # 1h uptrend & still high, 4h low & ((aroonu_14_1h_lt_50) | (stochrsi_k_1h_gt_40) | (stochrsi_k_4h_gt_20)) # 1h uptrend, 1d down move & ((aroonu_14_1h_lt_60) | (rsi_3_1d_gt_10)) # 1h uptrend & low & ((aroonu_14_1h_lt_60) | (stochrsi_k_1h_gt_20)) # 1h uptrend, 1h & 4h still high & ((aroonu_14_1h_lt_60) | (stochrsi_k_1h_gt_30) | (stochrsi_k_4h_gt_40)) # 1h uptrend, 1h & 1d still high & ((aroonu_14_1h_lt_60) | (stochrsi_k_1h_gt_40) | (stochrsi_k_1d_gt_40)) # 5m up move, 1h uptrend, 1d AROOND low & still high & ((aroonu_14_1h_lt_80) | (aroond_14_1d > 5.0) | (stochrsi_k_1d_lt_70) | (rsi_3 < 5.0)) # 5m up move, 1h uptrend, 1d uptrend & still high & ((aroonu_14_1h_lt_80) | (aroonu_14_1d_lt_60) | (stochrsi_k_1d_lt_70) | (rsi_3 < 20.0)) # 1h uptrend, 4h still high, 1d low & ((aroonu_14_1h_lt_80) | (stochrsi_k_4h_gt_60) | (stochrsi_k_1d_gt_20)) # 1h uptrend, 4h low, 1d oversold & ((aroonu_14_1h_lt_90) | (aroonu_14_4h_gt_10) | (roc_9_1d_gt_neg_15)) # 1h aroond, 4h stochrsik, 1h cci, 5m stoch & ((aroond_14_1h > 35) | (stochrsi_k_change_pct_4h < 5) | (cci_20_change_pct_1h < 20) | (stoch_9_3 < 20)) # 1h washed out & down move, 4h downtrend, 1d downtrend & up move & ( (stochrsi_k_1h_gt_50) | (aroonu_14_1d_gt_10) | (rsi_3_1h_gt_10) | (aroonu_14_4h > 25.0) | (rsi_3_1d < 15.0) ) # 1h stochrsik, 5m stoch, 1d aroonu, 1d top & ((stochrsi_k_1h > 25) | (stoch_9_3 < 20) | (aroonu_14_1d_gt_10) | (top_wick_pct_1d_lt_8)) # 1h high, 1d overbought & ((stochrsi_k_1h_gt_10) | (roc_9_1d_gt_neg_50)) # 1h & 1d high, 4h down move & ((stochrsi_k_1h_gt_10) | (rsi_3_4h_gt_10) | (stochrsi_k_1d_gt_10)) # 1h high, 4h up move & uptrend & ((stochrsi_k_1h_gt_10) | (rsi_3_4h_lt_40) | (aroonu_14_4h_lt_90)) # 5m downtrend, 15m overbought, 1h washed out, 1d up move & ((stochrsi_k_1h_gt_20) | (rsi_3_1d_lt_35) | (stochrsi_k_15m < 95.0) | (aroonu_14 > 60.0)) # 1h still high, 1d low & high & ((stochrsi_k_1h_gt_30) | (aroonu_14_1d_gt_10) | (stochrsi_k_1d_gt_10)) # 1h & 4h still high, 4h up move & ((stochrsi_k_1h_gt_30) | (rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_40)) # 1h still high, 4h & 1d uptrend & ((stochrsi_k_1h_gt_40) | (aroonu_14_4h_lt_30) | (aroonu_14_1d_lt_40)) # 1h still high, 1d uptrend & oversold & ((stochrsi_k_1h_gt_50) | (aroonu_14_1d_lt_40) | (roc_9_1d_gt_neg_30)) # 15m downtrend, 1h stochk 14 3 3 high, 4h WILLR low & down move, 1d still high & ( (stochk_14_3_3_1h < 30.0) | (willr_14_4h > -80.0) | (stochrsi_k_1d_lt_50) | (rsi_3_4h_gt_25) | (aroonu_14_15m > 65.0) ) # 5m uptrend, 15m washed out, 1h up move, 1d downtrend & up move & ( (roc_9_1h < -1.0) | (aroonu_14_1d_gt_10) | (aroonu_14 < 60.0) | (roc_9_1d < -10.0) | (stochrsi_k_15m_gt_90) ) # 5m uptrend, 15m downtrend, 1h up move, 4h on the floor, 1d downtrend & ( (roc_9_1h < -1.0) | (aroonu_14_1d_gt_10) | (stochrsi_k_4h > 5.0) | (aroonu_14_15m > 25.0) | (aroonu_14 < 5.0) ) # 5m still high, 1h up move & overbought, 4h on the floor & downtrend & ( (roc_9_1h < -1.0) | (stochrsi_k_4h_gt_10) | (stochrsi_k < 45.0) | (stochrsi_k_1h_lt_80) | (aroonu_14_4h > 15.0) ) # 1h uptrend, 4h down move & ((roc_9_1h < 0) | (rsi_3_4h_gt_10)) # 15m washed out, 4h down move & uptrend, 1d up move & downtrend & ( (rsi_3_4h_gt_15) | (roc_9_1d_lt_0) | (aroonu_14_1d_gt_10) | (stochrsi_k_15m_gt_70) | (aroonu_14_4h < 10.0) ) # 15m washed out, 4h down move & up move, 1d downtrend & up move & ( (rsi_3_4h_gt_20) | (aroonu_14_1d_gt_10) | (roc_9_1d < -10.0) | (stochrsi_k_15m > 75.0) | (roc_9_4h < -10.0) ) # 4h down move & low, 1d up move & ((rsi_3_4h_gt_10) | (aroonu_14_4h_gt_20) | (rsi_3_1d_lt_35)) # 4h down move & uptrend, 1d high & ((rsi_3_4h_gt_20) | (aroonu_14_4h_lt_20) | (stochrsi_k_1d_gt_10)) # 15m downtrend, 1h up move, 4h down move & up move, 1d up move & ((rsi_3_4h_gt_25) | (rsi_3_1d_lt_35) | (roc_9_4h < 0.0) | (rsi_3_1h < 35.0) | (aroonu_14_15m_gt_30)) # 4h down move, 1d uptrend & oversold & ((rsi_3_4h_gt_30) | (aroonu_14_1d_lt_40) | (roc_9_1d_gt_neg_30)) # 4h up move, 1d low & high & ((rsi_3_4h_lt_40) | (aroonu_14_1d_gt_10) | (stochrsi_k_1d_gt_10)) # 4h up move & uptrend, 1d low & ((rsi_3_4h_lt_40) | (aroonu_14_4h_lt_50) | (stochrsi_k_1d_gt_20)) # 4h up move & uptrend, 1d high & ((rsi_3_4h_lt_50) | (aroonu_14_4h_lt_20) | (stochrsi_k_1d_gt_10)) # 4h up move & still high, 1d low & ((rsi_3_4h_lt_50) | (stochrsi_k_4h_gt_40) | (stochrsi_k_1d_gt_20)) # 4h up move, 1d uptrend & still high & ((rsi_3_4h_lt_60) | (aroonu_14_1d_lt_40) | (stochrsi_k_1d_gt_30)) # 4h up move & uptrend, 1d down move & ((rsi_3_4h_lt_60) | (aroonu_14_4h_lt_20) | (rsi_3_1d_gt_30)) # 4h down move, 1d uptrend & ((rsi_3_4h_lt_75) | (aroonu_14_1d_lt_75)) # 1h still high & down move, 4h downtrend, 1d AROOND low & downtrend & ( (aroonu_14_4h_gt_10) | (aroond_14_1d > 50.0) | (stochrsi_k_1h < 65.0) | (aroonu_14_1d_gt_0) | (rsi_3_1h_gt_65) ) # 1h downtrend & down move, 4h downtrend & up move, 1d down move & ( (aroonu_14_4h_gt_10) | (roc_9_1d_gt_neg_20) | (rsi_3_4h_lt_50) | (aroonu_14_1h > 25.0) | (rsi_3_1h_gt_35) ) # 15m downtrend, 1h downtrend, 4h downtrend & up move, 1d up move & ( (aroonu_14_4h_gt_10) | (rsi_3_1d_lt_35) | (aroonu_14_1h_gt_0) | (aroonu_14_15m_gt_40) | (rsi_3_4h < 10.0) ) # 5m washed out, 1h down move, 4h downtrend, 1d stochk 14 3 3 high & on the floor & ( (aroonu_14_4h_gt_10) | (stochk_14_3_3_1d < 20.0) | (stochrsi_k_1d > 5.0) | (rsi_3_1h_gt_35) | (stochrsi_k > 50.0) ) # 15m downtrend, 4h downtrend & down move & still high, 1d up move & ( (aroonu_14_4h_gt_30) | (rsi_3_1d_lt_35) | (rsi_3_4h_gt_30) | (stochrsi_k_4h_lt_40) | (aroonu_14_15m > 25.0) ) # 5m still high, 1h overbought, 4h uptrend, 1d down move & ((aroonu_14_4h_lt_20) | (rsi_3_1d_gt_40) | (stochrsi_k_1h_lt_90) | (stochrsi_k < 60.0)) # 4h & 1d uptrend, 1d oversold & ((aroonu_14_4h_lt_30) | (aroonu_14_1d_lt_40) | (roc_9_1d_gt_neg_20)) # 4h uptrend, 1d overbought & ((aroonu_14_4h_lt_40) | (roc_9_1d_gt_neg_60)) # 4h uptrend & still high, 1d high & ((aroonu_14_4h_lt_40) | (stochrsi_k_4h_gt_50) | (stochrsi_k_1d_gt_10)) # 4h uptrend, 4h & 1d low & ((aroonu_14_4h_lt_50) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_gt_10)) # 4h uptrend & still high, 1d low & ((aroonu_14_4h_lt_60) | (stochrsi_k_4h_gt_60) | (stochrsi_k_1d_gt_20)) # 4h uptrend, 1d down move & ((aroonu_14_4h_lt_75) | (rsi_3_1d_gt_15)) # 4h aroond, 15m aroonu, 1d aroonu, 1h cmf & ((aroond_14_4h > 50) | (aroonu_14_15m_gt_20) | (aroonu_14_1d_gt_10) | (cmf_20_1h_gt_neg_0_10)) # 4h washed out & -DI low & up move, 1d down move & downtrend & ( (stochrsi_k_4h_gt_30) | (minus_di_14_4h > 25.0) | (roc_9_1d > -5.0) | (rsi_3_4h < 20.0) | (aroonu_14_1d_gt_30) ) # 5m downtrend, 15m on the floor, 1h washed out, 4h washed out, 1d up move & ( (stochrsi_k_4h_gt_30) | (rsi_3_1d_lt_35) | (stochrsi_k_15m > 5.0) | (stochrsi_k_1h_gt_40) | (aroonu_14 > 0.0) ) # 15m on the floor & uptrend, 4h washed out & up move, 1d downtrend & ( (stochrsi_k_4h_gt_50) | (aroonu_14_1d_gt_10) | (stochrsi_k_15m > 5.0) | (aroonu_14_15m_lt_40) | (rsi_3_4h < 25.0) ) # 15m on the floor, 1h uptrend & up move, 4h washed out, 1d downtrend & ( (stochrsi_k_4h_gt_80) | (aroonu_14_1d_gt_10) | (aroonu_14_1h_lt_90) | (stochrsi_k_15m_gt_10) | (roc_9_1h < 0.0) ) # 4h stochrsik, 1d roc, 15m aroonu, 1h stochk & ((stochrsi_k_4h < 55) | (roc_9_1d < -10) | (aroonu_14_15m_lt_40) | (stochk_14_3_3_1h > 15)) # 5m uptrend & down move, 1h down move, 4h on the floor, 1d uptrend & ((stochrsi_k_4h_gt_10) | (aroonu_14_1d_lt_30) | (rsi_3_1h_gt_5) | (aroonu_14 < 75.0) | (rsi_3 > 35.0)) # 4h washed out & up move, 1d downtrend & down move & ((stochrsi_k_4h_gt_60) | (aroonu_14_1d_gt_10) | (roc_9_4h < 0.0) | (rsi_3_1d_gt_20)) # 5m down move, 4h washed out & up move, 1d down move & ((stochrsi_k_4h_gt_70) | (roc_9_4h_lt_5) | (rsi_3_1d_gt_40) | (rsi_3 > 20.0)) # 1h uptrend, 4h -DI low & washed out, 1d downtrend & down move & ( (minus_di_14_4h > 25.0) | (aroonu_14_1d_gt_10) | (rsi_3_1d_gt_20) | (stochrsi_k_4h_gt_60) | (aroonu_14_1h < 10.0) ) # 15m washed out, 4h downtrend, 1d down move & still high & downtrend & ( (rsi_3_1d_gt_25) | (stochrsi_k_1d_lt_70) | (aroonu_14_4h > 15.0) | (stochrsi_k_15m_gt_80) | (aroonu_14_1d > 40.0) ) # 1d money out & still low & top_wick_pct low & ((cmf_20_1d_gt_neg_0_25) | (mfi_14_1d > 20) | (top_wick_pct_1d > 1)) # 1d mfi, 15m aroond, 4h aroond, 15m rsi & ((mfi_14_1d > 20) | (aroond_14_15m > 30) | (aroond_14_4h > 50) | (rsi_14_change_pct_15m < 3)) # 15m still high, 1h uptrend & down move, 1d downtrend & down move & ( (aroonu_14_1d_gt_10) | (roc_9_1d_gt_neg_10) | (aroonu_14_1h_lt_75) | (rsi_3_1h_gt_20) | (stochrsi_k_15m < 10.0) ) # 5m uptrend, 15m down move, 1h on the floor, 1d downtrend & down move & ( (aroonu_14_1d_gt_10) | (roc_9_1d_gt_neg_15) | (rsi_3_15m_gt_5) | (stochrsi_k_1h_gt_10) | (aroonu_14 < 10.0) ) # 5m up move, 1h overbought, 1d downtrend & washed out & ((aroonu_14_1d_gt_10) | (stochrsi_k_1d_gt_30) | (stochrsi_k_1h_lt_90) | (rsi_3 < 35.0)) # 4h overbought, 1d uptrend & down move & ((aroonu_14_1d_lt_60) | (roc_9_1d_gt_neg_20) | (stochrsi_k_4h_lt_90)) # 5m squeeze count high, 15m down move & uptrend, 4h down move & ((sqz_cnt_24 < 20.0) | (rsi_3_15m_gt_50) | (aroonu_14_15m_lt_90) | (rsi_3_4h_gt_10)) # 5m vol_rel high, 15m uo_7_14_28 high & ((vol_rel < 4) | (uo_7_14_28_15m < 55)) # 15m daily change high, 1h UO high, 4h down move & up move, 1d up move & ( (change_pct_15m < -0.5) | (uo_7_14_28_1h < 46.0) | (rsi_3_4h_gt_10) | (roc_9_4h < -5.0) | (roc_9_1d < -10.0) ) # 5m down move, 15m falling fast, 1h money coming in, 1d on the floor & up move & ( (obv_change_pct_15m > 0.0) | (mfi_14_1h < 40.0) | (stochrsi_k_1d > 5.0) | (roc_9_1d < -10.0) | (rsi_3_gt_5) ) # 15m rsi, 1h cci, 15m aroonu, 1d aroond & ((rsi_3_change_pct_15m < 70) | (cci_20_1h < -50) | (aroonu_14_15m_gt_20) | (aroond_14_1d > 55)) # 4h rsi, 15m rsi, 15m cci & ( (rsi_3_change_pct_4h < 65) | (rsi_3_change_pct_15m < 70) | (rsi_14_change_pct_15m < 3) | (cci_20_change_pct_15m < 0.0) ) ) # Logic short_entry_logic.append( (close < ema_200) & (rsi_14 < 50.0) # 4h trend must agree — a full red candle inside a 4h uptrend is a pullback's low & (ema_12_4h < ema_200_4h) # full-body red candle: body >90% of range and a meaningful size & (mrb_bear > 0.5) # only below the daily 200 EMA: in a bull market the ignition is a dip being bought & (close < ema_200_1d) # not after a 24h crash: a full red candle there is the capitulation low & (roc_288 > -15.0) ) # Condition #671 - Shooting-star pin-bar (Short, experimental, RAW — mirror at a top). if short_entry_condition_index == 671: # Protections short_entry_logic.append(num_empty_288 <= allowed_empty_candles_288) short_entry_logic.append(protections_short_global == True) short_entry_logic.append( # 5m up move & downtrend, 15m RSI low & downtrend ((rsi_3 < 85.0) | (rsi_14_15m > 60.0) | (aroonu_14 > 15.0) | (aroonu_14_15m_gt_0)) # 5m up move, 15m uptrend, 1d down move & ((rsi_3_lt_90) | (aroonu_14_15m_lt_20) | (rsi_3_1d_gt_20)) # 5m & 1h up move, 15m uptrend & ((rsi_3_lt_90) | (aroonu_14_15m_lt_75) | (rsi_3_1h_lt_60)) # 5m up move, 1d uptrend & oversold & ((rsi_3_lt_90) | (aroonu_14_1d_lt_30) | (roc_9_1d_gt_neg_10)) # 5m up move, 15m down move & high & ((rsi_3_lt_90) | (rsi_3_15m_gt_50) | (stochrsi_k_15m_gt_10)) # 5m up move, 15m down move & uptrend & ((rsi_3_lt_90) | (rsi_3_15m_gt_55) | (aroonu_14_15m_lt_20)) # 5m & 15m up move, 1d down move & ((rsi_3_lt_90) | (rsi_3_15m_lt_60) | (rsi_3_1d_gt_10)) # 5m up move, 1h still high, 1d low & ((rsi_3_lt_90) | (stochrsi_k_1h_gt_60) | (aroonu_14_1d_gt_20)) # 5m up move & still not low enough, 15m low & ((rsi_3_lt_90) | (stochrsi_k_gt_80) | (aroonu_14_15m_gt_20)) # 5m & 15m up move, 15m low & ((rsi_3_lt_95) | (rsi_3_15m_lt_70) | (aroonu_14_15m_gt_50)) # 5m & 15m & 4h up move & ((rsi_3_lt_95) | (rsi_3_15m_lt_70) | (rsi_3_4h_lt_40)) # 5m RSI low, 15m CCI high, 4h still high & ((rsi_14 > 60.0) | (cci_20_15m < 120.0) | (stochrsi_k_4h_lt_70)) # 5m & 4h low, 1h uptrend & ((aroonu_14_gt_75) | (roc_9_1h_lt_10) | (aroonu_14_4h_gt_20)) # 5m & 1d low, 15m up move & ((aroonu_14_gt_75) | (rsi_3_15m_lt_60) | (aroonu_14_1d_gt_10)) # 5m low, 15m up move, 1d down move & ((aroonu_14_gt_75) | (rsi_3_15m_lt_80) | (rsi_3_1d_gt_10)) # 5m & 1h low, 1h up move & ((aroonu_14_gt_75) | (rsi_3_1h_lt_50) | (aroonu_14_1h_gt_20)) # 5m & 4h low, 1h up move & ((aroonu_14_gt_75) | (rsi_3_1h_lt_80) | (aroonu_14_4h_gt_20)) # 5m low, 4h down move, 1d oversold & ((aroonu_14_gt_75) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_25)) # 5m low, 4h up move & uptrend & ((aroonu_14_gt_75) | (rsi_3_4h_lt_40) | (aroonu_14_4h_lt_40)) # 5m low, 15m still not low enough, 1h up move & ((aroonu_14_gt_75) | (stochrsi_k_15m_gt_80) | (rsi_3_1h_lt_80)) # 5m & 1d low, 1h still high & ((aroonu_14_gt_75) | (stochrsi_k_1h_gt_40) | (aroonu_14_1d_gt_10)) # 5m still not low enough, 15m low, 4h up move & ((stochrsi_k_gt_80) | (aroonu_14_15m_gt_20) | (rsi_3_4h_lt_40)) # 5m still not low enough, 1h uptrend, 4h down move & ((stochrsi_k_gt_80) | (aroonu_14_1h_lt_75) | (rsi_3_4h_gt_40)) # 5m & 1h still not low enough, 1h uptrend & ((stochrsi_k_gt_80) | (aroonu_14_1h_lt_75) | (stochrsi_k_1h_gt_80)) # 5m still not low enough, 4h uptrend, 1d oversold & ((stochrsi_k_gt_80) | (aroonu_14_4h_lt_40) | (roc_9_1d_gt_neg_25)) # 5m still not low enough, 4h oversold, 1d uptrend & ((stochrsi_k_gt_80) | (roc_9_4h_gt_neg_10) | (roc_9_1d_lt_0)) # 5m still not low enough, 15m up move & still high & ((stochrsi_k_gt_80) | (rsi_3_15m_lt_60) | (stochrsi_k_15m_gt_60)) # 5m still not low enough, 15m up move, 1h still high & ((stochrsi_k_gt_80) | (rsi_3_15m_lt_70) | (stochrsi_k_1h_gt_60)) # 5m still not low enough, 15m & 1h up move & ((stochrsi_k_gt_80) | (rsi_3_15m_lt_90) | (rsi_3_1h_lt_60)) # 5m still not low enough, 1h up move, 1d uptrend & ((stochrsi_k_gt_80) | (rsi_3_1h_lt_50) | (roc_9_1d_lt_0)) # 5m still not low enough, 1h up move & low & ((stochrsi_k_gt_80) | (rsi_3_1h_lt_50) | (stochrsi_k_1h_gt_20)) # 5m & 1h still not low enough, 1h up move & ((stochrsi_k_gt_80) | (rsi_3_1h_lt_70) | (stochrsi_k_1h_gt_80)) # 5m still not low enough, 15m still high, 1h low & ((stochrsi_k_gt_80) | (stochrsi_k_15m_gt_30) | (stochrsi_k_1h_gt_20)) # 5m still not low enough, 1h still high, 1d down move & ((stochrsi_k_gt_80) | (stochrsi_k_1h_gt_40) | (rsi_3_1d_gt_20)) # ikili omurga & ((roc_288 > -10.0) | (rsi_14_4h < 50.0)) # 15m & 4h down move, 1h uptrend & ((rsi_3_15m_gt_30) | (aroonu_14_1h_lt_20) | (rsi_3_4h_gt_20)) # 15m down move, 1h up move & low & ((rsi_3_15m_gt_30) | (rsi_3_1h_lt_40) | (aroonu_14_1h_gt_20)) # 15m & 4h down move, 1h up move & ((rsi_3_15m_gt_30) | (rsi_3_1h_lt_40) | (rsi_3_4h_gt_30)) # 15m down move, 15m & 1d low & ((rsi_3_15m_gt_30) | (stochrsi_k_15m_gt_20) | (aroonu_14_1d_gt_10)) # 15m & 1d down move, 1h low & ((rsi_3_15m_gt_40) | (aroonu_14_1h_gt_20) | (rsi_3_1d_gt_20)) # 15m down move, 4h uptrend, 1d oversold & ((rsi_3_15m_gt_40) | (aroonu_14_4h_lt_40) | (roc_9_1d_gt_neg_15)) # 15m & 1h down move, 1d low & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_20) | (aroonu_14_1d_gt_30)) # 15m & 1h down move, 1d oversold & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_20) | (roc_9_1d_gt_neg_20)) # 15m & 1h down move, 1d low & ((rsi_3_15m_gt_40) | (rsi_3_1h_gt_30) | (stochrsi_k_1d_gt_20)) # 15m down move, 1h up move & low & ((rsi_3_15m_gt_40) | (rsi_3_1h_lt_40) | (stochrsi_k_1h_gt_20)) # 15m & 1d down move, 1h low & ((rsi_3_15m_gt_40) | (stochrsi_k_1h_gt_20) | (rsi_3_1d_gt_20)) # 15m & 1h down move & ((rsi_3_15m_gt_5) | (rsi_3_1h_gt_10)) # 15m down move & low, 4h uptrend & ((rsi_3_15m_gt_50) | (aroonu_14_15m_gt_20) | (aroonu_14_4h_lt_80)) # 15m down move, 15m & 1d low & ((rsi_3_15m_gt_50) | (aroonu_14_15m_gt_50) | (stochrsi_k_1d_gt_20)) # 15m down move & uptrend, 1d oversold & ((rsi_3_15m_gt_50) | (aroonu_14_15m_lt_75) | (roc_9_1d_gt_neg_25)) # 15m down move, 1h uptrend, 1d low & ((rsi_3_15m_gt_50) | (aroonu_14_1h_lt_25) | (aroonu_14_1d_gt_20)) # 15m & 4h down move, 1d oversold & ((rsi_3_15m_gt_50) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_20)) # 15m down move & low, 4h up move & ((rsi_3_15m_gt_55) | (aroonu_14_15m_gt_20) | (rsi_3_4h_lt_60)) # 15m down move, 1d uptrend & still not low enough & ((rsi_3_15m_gt_55) | (aroonu_14_1d_lt_70) | (stochrsi_k_1d_gt_70)) # 15m down move, 1h up move & still high & ((rsi_3_15m_gt_55) | (rsi_3_1h_lt_70) | (stochrsi_k_1h_gt_60)) # 15m up move & low, 4h uptrend & ((rsi_3_15m_lt_60) | (aroonu_14_15m_gt_20) | (roc_9_4h_lt_15)) # 15m up move & low & still high & ((rsi_3_15m_lt_60) | (aroonu_14_15m_gt_20) | (stochrsi_k_15m_gt_30)) # 15m up move, 1h down move, 4h low & ((rsi_3_15m_lt_60) | (rsi_3_1h_gt_10) | (aroonu_14_4h_gt_20)) # 15m up move, 1h down move, 1d low & ((rsi_3_15m_lt_60) | (rsi_3_1h_gt_40) | (stochrsi_k_1d_gt_20)) # 15m up move, 4h down move & uptrend & ((rsi_3_15m_lt_60) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_80)) # 15m up move & still high, 4h uptrend & ((rsi_3_15m_lt_60) | (stochrsi_k_15m_gt_30) | (aroonu_14_4h_lt_80)) # 15m up move & still high, 4h low & ((rsi_3_15m_lt_60) | (stochrsi_k_15m_gt_30) | (stochrsi_k_4h_gt_20)) # 15m up move & still high, 1h uptrend & ((rsi_3_15m_lt_60) | (stochrsi_k_15m_gt_50) | (aroonu_14_1h_lt_75)) # 15m & 1h up move, 15m still not high enough & ((rsi_3_15m_lt_60) | (stochrsi_k_15m_gt_70) | (rsi_3_1h_lt_90)) # 15m up move & low, 1d uptrend & ((rsi_3_15m_lt_70) | (aroonu_14_15m_gt_50) | (aroonu_14_1d_lt_60)) # 15m up move & low, 1d oversold & ((rsi_3_15m_lt_70) | (aroonu_14_15m_gt_60) | (roc_9_1d_gt_neg_30)) # 15m up move, 1h down move, 4h low & ((rsi_3_15m_lt_70) | (rsi_3_1h_gt_10) | (stochrsi_k_4h_gt_20)) # 15m up move, 1h down move, 1d uptrend & ((rsi_3_15m_lt_70) | (rsi_3_1h_gt_20) | (aroonu_14_1d_lt_30)) # 15m up move, 1h & 1d down move & ((rsi_3_15m_lt_70) | (rsi_3_1h_gt_30) | (rsi_3_1d_gt_20)) # 15m up move, 4h down move, 1d uptrend & ((rsi_3_15m_lt_70) | (rsi_3_4h_gt_30) | (aroonu_14_1d_lt_50)) # 15m up move & still high, 4h still not low enough & ((rsi_3_15m_lt_70) | (stochrsi_k_15m_gt_40) | (stochrsi_k_4h_gt_80)) # 15m & 1h up move, 15m still high & ((rsi_3_15m_lt_70) | (stochrsi_k_15m_gt_50) | (rsi_3_1h_lt_40)) # 15m up move & still not low enough, 1d high & ((rsi_3_15m_lt_70) | (stochrsi_k_15m_gt_70) | (stochrsi_k_1d_gt_10)) # 15m up move, 4h still high, 1d down move & ((rsi_3_15m_lt_70) | (stochrsi_k_4h_gt_60) | (rsi_3_1d_gt_10)) # 15m up move, 1h money coming in, 1d uptrend & ((rsi_3_15m_lt_75) | (mfi_14_1h < 80.0) | (aroonu_14_1d_lt_30)) # 15m down move, 1h oversold & ((rsi_3_15m_lt_75) | (roc_9_1h_gt_neg_10)) # 15m up move & uptrend, 1h down move & ((rsi_3_15m_lt_80) | (aroonu_14_15m_lt_20) | (rsi_3_1h_gt_20)) # 15m & 4h up move, 1h low & ((rsi_3_15m_lt_80) | (aroonu_14_1h_gt_40) | (rsi_3_4h_lt_60)) # 15m up move, 1h & 1d uptrend & ((rsi_3_15m_lt_80) | (aroonu_14_1h_lt_20) | (aroonu_14_1d_lt_70)) # 15m up move, 4h & 1d uptrend & ((rsi_3_15m_lt_80) | (aroonu_14_4h_lt_60) | (aroonu_14_1d_lt_30)) # 15m up move, 4h uptrend, 1d down move & ((rsi_3_15m_lt_80) | (aroonu_14_4h_lt_80) | (rsi_3_1d_gt_40)) # 15m up move, 1h down move, 4h low & ((rsi_3_15m_lt_80) | (rsi_3_1h_gt_30) | (aroonu_14_4h_gt_20)) # 15m & 1h up move, 1h low & ((rsi_3_15m_lt_80) | (rsi_3_1h_lt_50) | (stochrsi_k_1h_gt_20)) # 15m & 1h & 4h up move & ((rsi_3_15m_lt_80) | (rsi_3_1h_lt_90) | (rsi_3_4h_lt_70)) # 15m & 4h up move, 1d uptrend & ((rsi_3_15m_lt_80) | (rsi_3_4h_lt_60) | (aroonu_14_1d_lt_90)) # 15m up move & still high, 1h down move & ((rsi_3_15m_lt_80) | (stochrsi_k_15m_gt_40) | (rsi_3_1h_gt_30)) # 15m & 4h up move, 15m still not high enough & ((rsi_3_15m_lt_80) | (stochrsi_k_15m_gt_70) | (rsi_3_4h_lt_90)) # 15m up move & still not low enough, 1d oversold & ((rsi_3_15m_lt_80) | (stochrsi_k_15m_gt_90) | (roc_9_1d_gt_neg_40)) # 15m up move, 1h still high, 1d down move & ((rsi_3_15m_lt_80) | (stochrsi_k_1h_gt_40) | (rsi_3_1d_gt_30)) # 5m overbought, 15m up move, 1d uptrend & down move & ((rsi_3_15m_lt_85) | (aroonu_14_1d_lt_40) | (roc_9_1d_gt_neg_30) | (stochrsi_k < 95.0)) # 5m up move, 15m up move, 1h rising fast, 1d down move & ((rsi_3_15m_lt_85) | (rsi_3_change_pct_1h < 65.0) | (roc_9_1d_gt_neg_30) | (rsi_3 < 65.0)) # 15m up move & uptrend, 1h down move & ((rsi_3_15m_lt_90) | (aroonu_14_15m_lt_75) | (rsi_3_1h_gt_30)) # 15m up move, 1d uptrend & low & ((rsi_3_15m_lt_90) | (aroonu_14_1d_lt_30) | (stochrsi_k_1d_gt_20)) # 15m up move, 4h uptrend, 1d oversold & ((rsi_3_15m_lt_90) | (aroonu_14_4h_lt_80) | (roc_9_1d_gt_neg_10)) # 15m up move, 1h down move & uptrend & ((rsi_3_15m_lt_90) | (rsi_3_1h_gt_50) | (aroonu_14_1h_lt_75)) # 15m & 1h up move, 1d uptrend & ((rsi_3_15m_lt_90) | (rsi_3_1h_lt_70) | (aroonu_14_1d_lt_60)) # 15m & 1h up move, 4h low & ((rsi_3_15m_lt_90) | (rsi_3_1h_lt_80) | (aroonu_14_4h_gt_30)) # 15m up move & still not low enough, 4h low & ((rsi_3_15m_lt_90) | (stochrsi_k_15m_gt_70) | (stochrsi_k_4h_gt_20)) # 15m up move, 1h still high, 1d down move & ((rsi_3_15m_lt_90) | (stochrsi_k_1h_gt_40) | (rsi_3_1d_gt_40)) # 15m up move, 1h & 4h still high & ((rsi_3_15m_lt_90) | (stochrsi_k_1h_gt_40) | (stochrsi_k_4h_gt_40)) # 5m up move, 15m downtrend, 1h up move, 4h washed out & ((aroonu_14_15m_gt_10) | (stochrsi_k_4h_gt_20) | (roc_9_1h < 0.0) | (rsi_3 < 85.0)) # 15m & 1d low, 1d oversold & ((aroonu_14_15m_gt_20) | (aroonu_14_1d_gt_10) | (roc_9_1d_gt_neg_30)) # 15m low, 1d uptrend & oversold & ((aroonu_14_15m_gt_20) | (aroonu_14_1d_lt_40) | (roc_9_1d_gt_neg_10)) # 15m low, 4h uptrend, 1d down move & ((aroonu_14_15m_gt_20) | (aroonu_14_4h_lt_40) | (rsi_3_1d_gt_30)) # 15m & 4h low, 4h uptrend & ((aroonu_14_15m_gt_20) | (aroonu_14_4h_lt_50) | (stochrsi_k_4h_gt_20)) # 15m & 1h low, 1h up move & ((aroonu_14_15m_gt_20) | (rsi_3_1h_lt_60) | (aroonu_14_1h_gt_20)) # 15m low, 4h up move & still high & ((aroonu_14_15m_gt_20) | (rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_40)) # 15m low, 4h up move, 1d uptrend & ((aroonu_14_15m_gt_20) | (rsi_3_4h_lt_60) | (aroonu_14_1d_lt_50)) # 15m low & still high, 1d uptrend & ((aroonu_14_15m_gt_20) | (stochrsi_k_15m_gt_50) | (roc_9_1d_lt_0)) # 15m low & still high, 1h up move & ((aroonu_14_15m_gt_20) | (stochrsi_k_15m_gt_50) | (rsi_3_1h_lt_40)) # 15m low & still high, 4h up move & ((aroonu_14_15m_gt_20) | (stochrsi_k_15m_gt_50) | (rsi_3_4h_lt_40)) # 15m & 1h low, 15m still high & ((aroonu_14_15m_gt_20) | (stochrsi_k_15m_gt_50) | (stochrsi_k_1h_gt_20)) # 15m low & still not low enough, 1d high & ((aroonu_14_15m_gt_20) | (stochrsi_k_15m_gt_80) | (stochrsi_k_1d_gt_10)) # 15m & 1h & 1d low & ((aroonu_14_15m_gt_20) | (stochrsi_k_1h_gt_20) | (stochrsi_k_1d_gt_20)) # 15m low, 1d uptrend & still high & ((aroonu_14_15m_gt_50) | (aroonu_14_1d_lt_70) | (stochrsi_k_1d_gt_60)) # 15m & 4h & 1d low & ((aroonu_14_15m_gt_50) | (aroonu_14_4h_gt_20) | (aroonu_14_1d_gt_10)) # 15m & 4h low, 4h uptrend & ((aroonu_14_15m_gt_50) | (aroonu_14_4h_lt_60) | (stochrsi_k_4h_gt_20)) # 15m & 4h low, 1h up move & ((aroonu_14_15m_gt_60) | (rsi_3_1h_lt_70) | (aroonu_14_4h_gt_50)) # 15m uptrend, 1h up move & still high & ((aroonu_14_15m_lt_20) | (rsi_3_1h_lt_50) | (stochrsi_k_1h_gt_40)) # 15m uptrend, 1h still high, 4h up move & ((aroonu_14_15m_lt_20) | (stochrsi_k_1h_gt_40) | (rsi_3_4h_lt_60)) # 15m uptrend, 1h still high, 4h up move & ((aroonu_14_15m_lt_25) | (stochrsi_k_1h_gt_40) | (rsi_3_4h_lt_50)) # 15m uptrend, 1h still high, 1d low & ((aroonu_14_15m_lt_25) | (stochrsi_k_1h_gt_40) | (stochrsi_k_1d_gt_20)) # 15m & 4h uptrend, 4h down move & ((aroonu_14_15m_lt_50) | (rsi_3_4h_gt_20) | (aroonu_14_4h_lt_80)) # 15m & 1d uptrend, 15m still high & ((aroonu_14_15m_lt_50) | (stochrsi_k_15m_gt_30) | (aroonu_14_1d_lt_90)) # 15m & 1d uptrend, 1d down move & ((aroonu_14_15m_lt_75) | (rsi_3_1d_gt_10) | (aroonu_14_1d_lt_60)) # 15m uptrend, 1h & 4h down move & ((aroonu_14_15m_lt_75) | (rsi_3_1h_gt_40) | (rsi_3_4h_gt_10)) # 15m & 1d uptrend, 1h up move & ((aroonu_14_15m_lt_75) | (rsi_3_1h_lt_70) | (aroonu_14_1d_lt_60)) # 15m uptrend, 4h down move, 1d high & ((aroonu_14_15m_lt_75) | (rsi_3_4h_gt_20) | (stochrsi_k_1d_gt_10)) # 15m uptrend, 15m & 1h still high & ((aroonu_14_15m_lt_75) | (stochrsi_k_15m_gt_50) | (stochrsi_k_1h_gt_40)) # 15m & 4h uptrend, 15m still not low enough & ((aroonu_14_15m_lt_75) | (stochrsi_k_15m_gt_70) | (aroonu_14_4h_lt_40)) # 15m & 4h uptrend, 15m still not low enough & ((aroonu_14_15m_lt_75) | (stochrsi_k_15m_gt_80) | (roc_9_4h_lt_5)) # 15m uptrend, 1h still high, 4h up move & ((aroonu_14_15m_lt_75) | (stochrsi_k_1h_gt_60) | (rsi_3_4h_lt_60)) # 15m & 4h uptrend, 4h still high & ((aroonu_14_15m_lt_75) | (stochrsi_k_4h_gt_60) | (roc_9_4h_lt_5)) # 5m uptrend, 15m uptrend, 1h down move, 4h up move & ((aroonu_14_15m_lt_90) | (roc_9_4h_lt_5) | (rsi_3_1h_gt_40) | (aroonu_14 < 80.0)) # 15m & 1h & 1d low & ((stochrsi_k_15m_gt_20) | (aroonu_14_1h_gt_20) | (stochrsi_k_1d_gt_20)) # 15m & 1h low, 4h up move & ((stochrsi_k_15m_gt_20) | (aroonu_14_1h_gt_60) | (rsi_3_4h_lt_70)) # 15m still high, 1h uptrend, 1d low & ((stochrsi_k_15m_gt_30) | (aroonu_14_1h_lt_50) | (aroonu_14_1d_gt_10)) # 15m still high, 1h up move, 4h still not low enough & ((stochrsi_k_15m_gt_30) | (rsi_3_1h_lt_40) | (stochrsi_k_4h_gt_80)) # 15m still high, 1h & 1d low & ((stochrsi_k_15m_gt_30) | (stochrsi_k_1h_gt_20) | (aroonu_14_1d_gt_50)) # 15m still high, 1h low, 4h down move & ((stochrsi_k_15m_gt_30) | (stochrsi_k_1h_gt_20) | (rsi_3_4h_gt_30)) # 15m still high, 1h still not low enough, 1d low & ((stochrsi_k_15m_gt_30) | (stochrsi_k_1h_gt_80) | (stochrsi_k_1d_gt_20)) # 15m still high, 1h uptrend, 4h down move & ((stochrsi_k_15m_gt_40) | (aroonu_14_1h_lt_50) | (rsi_3_4h_gt_20)) # 15m still high, 4h uptrend, 1d low & ((stochrsi_k_15m_gt_40) | (aroonu_14_4h_lt_30) | (stochrsi_k_1d_gt_20)) # 15m still high, 4h uptrend, 1d low & ((stochrsi_k_15m_gt_40) | (roc_9_4h_lt_10) | (aroonu_14_1d_gt_20)) # 15m still high, 1d down move & low & ((stochrsi_k_15m_gt_40) | (rsi_3_1d_gt_20) | (aroonu_14_1d_gt_10)) # 15m still high, 1h down move, 1d low & ((stochrsi_k_15m_gt_40) | (rsi_3_1h_gt_30) | (stochrsi_k_1d_gt_20)) # 15m still high, 4h down move, 1d low & ((stochrsi_k_15m_gt_40) | (rsi_3_4h_gt_40) | (stochrsi_k_1d_gt_20)) # 15m still high, 4h up move & low & ((stochrsi_k_15m_gt_40) | (rsi_3_4h_lt_70) | (aroonu_14_4h_gt_30)) # 15m & 1h still high, 1d down move & ((stochrsi_k_15m_gt_40) | (stochrsi_k_1h_gt_40) | (rsi_3_1d_gt_30)) # 15m & 1h still high, 1d low & ((stochrsi_k_15m_gt_40) | (stochrsi_k_1h_gt_60) | (aroonu_14_1d_gt_10)) # 15m still high, 1d uptrend & oversold & ((stochrsi_k_15m_gt_50) | (aroonu_14_1d_lt_40) | (roc_9_1d_gt_neg_15)) # 15m still high, 1d uptrend & oversold & ((stochrsi_k_15m_gt_50) | (aroonu_14_1d_lt_60) | (roc_9_1d_gt_neg_10)) # 15m & 1d still high, 1d uptrend & ((stochrsi_k_15m_gt_50) | (stochrsi_k_1d_gt_40) | (roc_9_1d_lt_0)) # 15m still high, 1d still not low enough & uptrend & ((stochrsi_k_15m_gt_50) | (stochrsi_k_1d_gt_70) | (roc_9_1d_lt_10)) # 15m & 1h still high, 1d low & ((stochrsi_k_15m_gt_50) | (stochrsi_k_1h_gt_50) | (aroonu_14_1d_gt_10)) # 15m still high, 1h up move, 4h down move & ((stochrsi_k_15m_gt_60) | (rsi_3_1h_lt_40) | (rsi_3_4h_gt_40)) # 15m still high, 1h up move & low & ((stochrsi_k_15m_gt_60) | (rsi_3_1h_lt_50) | (aroonu_14_1h_gt_20)) # 15m still high, 1h up move, 1d oversold & ((stochrsi_k_15m_gt_60) | (rsi_3_1h_lt_70) | (roc_9_1d_gt_neg_25)) # 15m still high, 1h up move, 1d uptrend & ((stochrsi_k_15m_gt_60) | (rsi_3_1h_lt_70) | (roc_9_1d_lt_0)) # 15m still high, 4h up move, 1d low & ((stochrsi_k_15m_gt_60) | (rsi_3_4h_lt_70) | (aroonu_14_1d_gt_10)) # 15m & 1d still high, 1d uptrend & ((stochrsi_k_15m_gt_60) | (stochrsi_k_1d_gt_30) | (roc_9_1d_lt_0)) # 15m still high, 1h low, 1d oversold & ((stochrsi_k_15m_gt_60) | (stochrsi_k_1h_gt_20) | (roc_9_1d_gt_neg_15)) # 15m still not low enough, 1h up move, 4h down move & ((stochrsi_k_15m_gt_70) | (rsi_3_1h_lt_40) | (rsi_3_4h_gt_30)) # 15m still not low enough, 1h up move, 4h uptrend & ((stochrsi_k_15m_gt_70) | (rsi_3_1h_lt_70) | (aroonu_14_4h_lt_60)) # 15m still not low enough, 1h up move, 4h low & ((stochrsi_k_15m_gt_80) | (rsi_3_1h_lt_50) | (stochrsi_k_4h_gt_20)) # 15m still not low enough, 1h & 4h up move & ((stochrsi_k_15m_gt_80) | (rsi_3_1h_lt_80) | (rsi_3_4h_lt_70)) # 15m still not low enough, 4h down move, 1d oversold & ((stochrsi_k_15m_gt_80) | (rsi_3_4h_gt_10) | (roc_9_1d_gt_neg_25)) # 15m still not low enough, 4h up move, 1d low & ((stochrsi_k_15m_gt_80) | (rsi_3_4h_lt_40) | (stochrsi_k_1d_gt_20)) # 15m still not low enough, 1h & 1d low & ((stochrsi_k_15m_gt_80) | (stochrsi_k_1h_gt_20) | (stochrsi_k_1d_gt_20)) # 15m still not low enough, 1h uptrend, 4h low & ((stochrsi_k_15m_gt_90) | (aroonu_14_1h_lt_50) | (stochrsi_k_4h_gt_20)) # 1h down move, 4h & 1d low & ((rsi_3_1h_gt_10) | (stochrsi_k_4h_gt_20) | (aroonu_14_1d_gt_30)) # 1h & 1d down move, 4h low & ((rsi_3_1h_gt_10) | (stochrsi_k_4h_gt_20) | (rsi_3_1d_gt_40)) # 1h down move & uptrend, 1d oversold & ((rsi_3_1h_gt_20) | (aroonu_14_1h_lt_25) | (roc_9_1d_gt_neg_10)) # 1h & 4h down move, 4h low & ((rsi_3_1h_gt_20) | (rsi_3_4h_gt_10) | (aroonu_14_4h_gt_20)) # 1h down move, 1d low & oversold & ((rsi_3_1h_gt_30) | (aroonu_14_1d_gt_10) | (roc_9_1d_gt_neg_30)) # 1h down move, 4h & 1d up move & ((rsi_3_1h_gt_30) | (rsi_3_4h_lt_40) | (rsi_3_1d_lt_80)) # 1h down move & uptrend, 4h low & ((rsi_3_1h_gt_60) | (aroonu_14_1h_lt_50) | (stochrsi_k_4h_gt_20)) # 1h up move & still high, 1d oversold & ((rsi_3_1h_lt_40) | (stochrsi_k_1h_gt_30) | (roc_9_1d_gt_neg_25)) # 1h up move & still high, 1d uptrend & ((rsi_3_1h_lt_40) | (stochrsi_k_1h_gt_40) | (aroonu_14_1d_lt_30)) # 1h up move, 4h still high, 1d uptrend & ((rsi_3_1h_lt_40) | (stochrsi_k_4h_gt_60) | (aroonu_14_1d_lt_60)) # 1h up move, 1d down move & uptrend & ((rsi_3_1h_lt_50) | (rsi_3_1d_gt_40) | (roc_9_1d_lt_10)) # 1h up move, 4h low, 1d still high & ((rsi_3_1h_lt_50) | (stochrsi_k_4h_gt_20) | (stochrsi_k_1d_gt_40)) # 1h up move & still not high enough, 4h low & ((rsi_3_1h_lt_60) | (stochrsi_k_1h_gt_70) | (aroonu_14_4h_gt_20)) # 1h up move & low, 1d oversold & ((rsi_3_1h_lt_70) | (aroonu_14_1h_gt_20) | (roc_9_1d_gt_neg_20)) # 1h up move, 1h & 1d low & ((rsi_3_1h_lt_70) | (aroonu_14_1h_gt_20) | (stochrsi_k_1d_gt_20)) # 1h up move, 4h & 1d down move & ((rsi_3_1h_lt_70) | (rsi_3_4h_gt_40) | (rsi_3_1d_gt_20)) # 1h up move, 4h down move & low & ((rsi_3_1h_lt_70) | (rsi_3_4h_gt_50) | (aroonu_14_4h_gt_20)) # 1h up move, 1h & 4h low & ((rsi_3_1h_lt_80) | (aroonu_14_1h_gt_40) | (stochrsi_k_4h_gt_20)) # 1h & 4h up move, 1d uptrend & ((rsi_3_1h_lt_80) | (rsi_3_4h_lt_70) | (roc_9_1d_lt_0)) # 1h up move & still not low enough, 4h low & ((rsi_3_1h_lt_80) | (stochrsi_k_1h_gt_80) | (aroonu_14_4h_gt_30)) # 1h up move & still not low enough, 1d down move & ((rsi_3_1h_lt_80) | (stochrsi_k_1h_gt_80) | (rsi_3_1d_gt_40)) # 1h up move, 4h low, 1d uptrend & ((rsi_3_1h_lt_90) | (aroonu_14_4h_gt_30) | (aroonu_14_1d_lt_30)) # 1h & 4h up move, 4h still high & ((rsi_3_1h_lt_90) | (rsi_3_4h_lt_70) | (stochrsi_k_4h_gt_40)) # 1h & 4h low, 1d oversold & ((aroonu_14_1h_gt_20) | (aroonu_14_4h_gt_20) | (roc_9_1d_gt_neg_20)) # 1h low, 4h uptrend, 1d up move & ((aroonu_14_1h_gt_20) | (aroonu_14_4h_lt_80) | (rsi_3_1d_lt_35)) # 1h low, 4h uptrend & ((aroonu_14_1h_gt_20) | (stochrsi_k_1h_gt_20) | (aroonu_14_4h_lt_50)) # 1h low, 4h up move, 1d down move & ((aroonu_14_1h_gt_40) | (rsi_3_4h_lt_50) | (rsi_3_1d_gt_50)) # 1h low, 1d uptrend & oversold & ((aroonu_14_1h_gt_60) | (aroonu_14_1d_lt_60) | (roc_9_1d_gt_neg_10)) # 1h & 1d low, 4h up move & ((aroonu_14_1h_gt_60) | (rsi_3_4h_lt_50) | (stochrsi_k_1d_gt_20)) # 1h uptrend, 4h down move & oversold & ((aroonu_14_1h_lt_20) | (rsi_3_4h_gt_30) | (roc_9_4h_gt_neg_20)) # 1h & 4h & 1d uptrend & ((aroonu_14_1h_lt_50) | (aroonu_14_4h_lt_20) | (roc_9_1d_lt_20)) # 1h uptrend, 4h down move, 1d still high & ((aroonu_14_1h_lt_50) | (rsi_3_4h_gt_40) | (stochrsi_k_1d_gt_40)) # 1h uptrend & still not low enough, 1d low & ((aroonu_14_1h_lt_50) | (stochrsi_k_1h_gt_80) | (stochrsi_k_1d_gt_20)) # 1h uptrend, 4h down move, 1d low & ((aroonu_14_1h_lt_75) | (rsi_3_4h_gt_40) | (aroonu_14_1d_gt_30)) # 1h uptrend, 4h down move & low & ((aroonu_14_1h_lt_75) | (rsi_3_4h_gt_50) | (aroonu_14_4h_gt_20)) # 1h & 4h uptrend, 1h still not low enough & ((aroonu_14_1h_lt_75) | (stochrsi_k_1h_gt_80) | (aroonu_14_4h_lt_50)) # 1h uptrend & still not low enough, 4h up move & ((aroonu_14_1h_lt_75) | (stochrsi_k_1h_gt_80) | (rsi_3_4h_lt_70)) # 1h & 1d low, 4h uptrend & ((stochrsi_k_1h_gt_20) | (aroonu_14_4h_lt_30) | (stochrsi_k_1d_gt_20)) # 1h & 4h low, 4h down move & ((stochrsi_k_1h_gt_20) | (rsi_3_4h_gt_20) | (aroonu_14_4h_gt_20)) # 1h low, 4h up move & still high & ((stochrsi_k_1h_gt_20) | (rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_40)) # 1h still high, 4h & 1d low & ((stochrsi_k_1h_gt_40) | (aroonu_14_4h_gt_20) | (aroonu_14_1d_gt_20)) # 1h still high, 4h & 1d low & ((stochrsi_k_1h_gt_40) | (aroonu_14_4h_gt_20) | (stochrsi_k_1d_gt_20)) # 1h still high, 1d down move & low & ((stochrsi_k_1h_gt_60) | (rsi_3_1d_gt_10) | (aroonu_14_1d_gt_10)) # 1h still high, 4h up move & low & ((stochrsi_k_1h_gt_60) | (rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_20)) # 1h still not low enough, 4h up move & still high & ((stochrsi_k_1h_gt_80) | (rsi_3_4h_lt_70) | (stochrsi_k_4h_gt_60)) # 4h up move, 4h & 1d uptrend & ((rsi_3_4h_lt_40) | (aroonu_14_4h_lt_40) | (aroonu_14_1d_lt_40)) # 4h up move & low, 1d uptrend & ((rsi_3_4h_lt_40) | (stochrsi_k_4h_gt_20) | (roc_9_1d_lt_0)) # 4h up move & still high, 1d low & ((rsi_3_4h_lt_60) | (stochrsi_k_4h_gt_40) | (stochrsi_k_1d_gt_20)) # 4h & 1d up move, 4h still high & ((rsi_3_4h_lt_70) | (stochrsi_k_4h_gt_40) | (rsi_3_1d_lt_35)) # 5m down move & washed out, 4h up move, 1d uptrend & ((rsi_3_4h_lt_75) | (aroonu_14_1d_lt_50) | (rsi_3 > 65.0) | (stochrsi_k > 70.0)) # 4h & 1d uptrend, 4h oversold & ((aroonu_14_4h_lt_40) | (roc_9_4h_gt_neg_10) | (roc_9_1d_lt_0)) # 4h uptrend & still high, 1d down move & ((aroonu_14_4h_lt_40) | (stochrsi_k_4h_gt_40) | (rsi_3_1d_gt_20)) # 4h uptrend, 1d down move & low & ((aroonu_14_4h_lt_60) | (rsi_3_1d_gt_30) | (aroonu_14_1d_gt_10)) # 4h uptrend & low, 1d oversold & ((aroonu_14_4h_lt_60) | (stochrsi_k_4h_gt_20) | (roc_9_1d_gt_neg_10)) # 4h & 1d low, 1d uptrend & ((stochrsi_k_4h_gt_20) | (aroonu_14_1d_lt_40) | (stochrsi_k_1d_gt_20)) # 4h low, 1d down move & uptrend & ((stochrsi_k_4h_gt_20) | (rsi_3_1d_gt_20) | (aroonu_14_1d_lt_60)) # 4h still high, 1d uptrend & oversold & ((stochrsi_k_4h_gt_40) | (aroonu_14_1d_lt_70) | (roc_9_1d_gt_neg_25)) # 1h cci collapsing, 15m cci not yet extreme, 4h no new high, 1h money still flowing in & ((cci_20_change_pct_1h > -35) | (cci_20_15m < 120) | (aroonu_14_4h > 25) | (cmf_20_1h > -0.05)) ) # Logic short_entry_logic.append( # top context: near the 4h high, 5m hot (close > (close_max_48 * 0.97)) & (rsi_3 > 60.0) # the fact: long upper rejection wick, tiny lower wick & (pb_star > 0.5) # ...and it does not close at a new 4h closing high: that is strength, not rejection & (close < close_max_48) # 4h trend must agree — a rejection inside a 4h uptrend gets taken out & (ema_12_4h < ema_200_4h) # only below the daily 200 EMA: in a bull market the top keeps breaking & (close < ema_200_1d) # not after a 24h crash: a wick there is the relief bounce off the low & (roc_288 > -15.0) ) short_entry_logic.append(df["volume"] > 0) item_short_entry = _and_entry_conditions(short_entry_logic) _append_entry_tag(entry_tags, item_short_entry, f"{short_entry_condition_index} ") short_entry_conditions.append(item_short_entry) df.loc[:, "enter_short"] = item_short_entry.astype(int) ############################################################################################### # SHORT ENTRY CONDITIONS ENDS HERE ############################################################################################### if short_entry_conditions: df.loc[:, "enter_short"] = _or_entry_conditions(short_entry_conditions).astype(int) df.loc[:, "enter_tag"] = entry_tags if debug: tok = time.perf_counter() log.debug("populate_entry_trend took a total of: %.4f seconds.", tok - tik) 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_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade: "Trade", current_time: "datetime", enter_tags, ) -> tuple: mark_profit_target = self.mark_profit_target set_profit_target = self._set_profit_target exit_profit_target = self.exit_profit_target mode_name = self.long_normal_mode_name 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( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Main sell signals if not sell: sell, signal_name = self.long_exit_main( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Williams %R based sells if not sell: sell, signal_name = self.long_exit_williams_r( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Downtrend/descending based sells if not sell: sell, signal_name = self.long_exit_dec( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Stoplosses if not sell: sell, signal_name = self.long_exit_stoploss( mode_name, current_rate, profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio, max_profit, max_loss, filled_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade, current_time, enter_tags, ) cache = self.target_profit_cache cache_data = cache.data if cache is not None else None profit_target_get = cache_data.get if cache_data is not None else None # Profit Target Signal # Check if pair exist on target_profit_cache target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_rate = target_data["rate"] previous_profit = target_data["profit"] previous_sell_reason = target_data["sell_reason"] previous_time_profit_reached = datetime.fromisoformat(target_data["time_profit_reached"]) sell_max, signal_name_max = exit_profit_target( 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 == f"exit_{mode_name}_stoploss_u_e": if profit_ratio > (previous_profit + 0.005): mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target(pair, mark_signal, current_rate, profit_ratio, current_time) elif (profit_init_ratio > (previous_profit + 0.001)) and ( previous_sell_reason != f"exit_{mode_name}_stoploss_doom" ): # Update the target, raise it. mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 = "" target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_profit = target_data["profit"] previous_sell_reason = target_data["sell_reason"] if signal_name in [ f"exit_{mode_name}_stoploss_doom", f"exit_{mode_name}_stoploss_u_e", ] and ( previous_sell_reason not in [ f"exit_{mode_name}_stoploss_doom", f"exit_{mode_name}_stoploss_u_e", ] ): mark_pair, mark_signal = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_profit = target_data["profit"] if (previous_profit is None) or (previous_profit < profit_init_ratio): mark_signal = f"exit_profit_{mode_name}_max" set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time) if signal_name not in [ f"exit_profit_{mode_name}_max", f"exit_{mode_name}_stoploss_doom", f"exit_{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_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade: "Trade", current_time: "datetime", enter_tags, ) -> tuple: mark_profit_target = self.mark_profit_target set_profit_target = self._set_profit_target exit_profit_target = self.exit_profit_target mode_name = self.long_pump_mode_name sell = False signal_name = None stoploss_doom = f"exit_{mode_name}_stoploss_doom" stoploss_ue = f"exit_{mode_name}_stoploss_u_e" max_signal = f"exit_profit_{mode_name}_max" candle_args = ( last_candle, previous_candle_1, ) common_args = ( mode_name, profit_init_ratio, max_profit, max_loss, *candle_args, trade, current_time, enter_tags, ) # Profit-based exits if profit_init_ratio > 0.0: exit_checks = ( self.long_exit_signals, self.long_exit_main, self.long_exit_williams_r, self.long_exit_dec, ) for exit_check in exit_checks: sell, signal_name = exit_check(*common_args) if sell: break # Stoploss exits if not sell: sell, signal_name = self.long_exit_stoploss( mode_name, current_rate, profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio, max_profit, max_loss, filled_orders, filled_entries, filled_exits, *candle_args, trade, current_time, enter_tags, ) # Cached target profit data cache = self.target_profit_cache cache_data = cache.data if cache is not None else None profit_target_get = cache_data.get if cache_data is not None else None target_data = profit_target_get(pair) if profit_target_get is not None else None previous_profit = target_data["profit"] if target_data else None previous_sell_reason = target_data["sell_reason"] if target_data else "" # Profit target logic if target_data: previous_rate = target_data["rate"] previous_time_profit_reached = datetime.fromisoformat(target_data["time_profit_reached"]) sell_max, signal_name_max = exit_profit_target( 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 == stoploss_ue: if profit_ratio > (previous_profit + 0.005): mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target( pair, mark_signal, current_rate, profit_ratio, current_time, ) elif profit_init_ratio > (previous_profit + 0.001) and previous_sell_reason != stoploss_doom: mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target( pair, mark_signal, current_rate, profit_init_ratio, current_time, ) # Sell triggered if sell and signal_name is not None: if signal_name in (stoploss_doom, stoploss_ue): mark_pair, mark_signal = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target( pair, mark_signal, current_rate, profit_ratio, current_time, ) else: return True, signal_name elif previous_profit is None or previous_profit < profit_init_ratio: mark_pair, mark_signal = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target( pair, mark_signal, current_rate, profit_init_ratio, current_time, ) else: return True, signal_name # Update cached max profit elif profit_init_ratio >= 0.005: if previous_profit is None or previous_profit < profit_init_ratio: set_profit_target( pair, max_signal, current_rate, profit_init_ratio, current_time, ) # Final sell validation if sell and signal_name is not None and signal_name not in (max_signal, stoploss_doom, stoploss_ue): return True, signal_name 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_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade: "Trade", current_time: "datetime", enter_tags, ) -> tuple: mark_profit_target = self.mark_profit_target set_profit_target = self._set_profit_target exit_profit_target = self.exit_profit_target mode_name = self.long_quick_mode_name sell = False signal_name = None stoploss_doom = f"exit_{mode_name}_stoploss_doom" stoploss_ue = f"exit_{mode_name}_stoploss_u_e" profit_max_signal = f"exit_profit_{mode_name}_max" candle_args = ( last_candle, previous_candle_1, ) common_args = ( mode_name, profit_init_ratio, max_profit, max_loss, *candle_args, trade, current_time, enter_tags, ) # ------------------------------------------------------------------------- # Profit-based exit signals # ------------------------------------------------------------------------- if profit_init_ratio > 0.0: exit_checks = ( self.long_exit_signals, self.long_exit_main, self.long_exit_williams_r, self.long_exit_dec, ) for exit_check in exit_checks: sell, signal_name = exit_check(*common_args) if sell: break # ------------------------------------------------------------------------- # Stoploss # ------------------------------------------------------------------------- if not sell: sell, signal_name = self.long_exit_stoploss( mode_name, current_rate, profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio, max_profit, max_loss, filled_orders, filled_entries, filled_exits, *candle_args, trade, current_time, enter_tags, ) # ------------------------------------------------------------------------- # Extra quick exit logic # ------------------------------------------------------------------------- if not sell and 0.02 < profit_init_ratio <= 0.09: rsi_14 = last_candle["RSI_14"] mfi_14 = last_candle["MFI_14"] willr_14 = last_candle["WILLR_14"] rsi_3 = last_candle["RSI_3"] rsi_3_15m = last_candle["RSI_3_15m"] quick_conditions = ( (rsi_14 > 78.0, "q_1"), (mfi_14 > 84.0, "q_2"), (willr_14 >= -0.1, "q_3"), ( rsi_14 >= 72.0 and rsi_3 > 90.0 and rsi_3_15m > 90.0, "q_4", ), (rsi_3_15m > 96.0, "q_5"), (rsi_3 > 85.0 and rsi_3_15m > 85.0, "q_6"), (rsi_3 > 90.0 and rsi_3_15m > 80.0, "q_7"), (rsi_3 > 92.0 and rsi_3_15m > 75.0, "q_8"), (rsi_3 > 94.0 and rsi_3_15m > 70.0, "q_9"), (rsi_3 > 99.0, "q_10"), ) for condition, suffix in quick_conditions: if condition: sell = True signal_name = f"exit_{mode_name}_{suffix}" break # ------------------------------------------------------------------------- # Cached target data # ------------------------------------------------------------------------- cache = self.target_profit_cache cache_data = cache.data if cache is not None else None profit_target_get = cache_data.get if cache_data is not None else None target_data = profit_target_get(pair) if profit_target_get is not None else None previous_profit = target_data["profit"] if target_data else None previous_sell_reason = target_data["sell_reason"] if target_data else "" # ------------------------------------------------------------------------- # Profit target logic # ------------------------------------------------------------------------- if target_data: previous_rate = target_data["rate"] previous_time_profit_reached = datetime.fromisoformat(target_data["time_profit_reached"]) sell_max, signal_name_max = exit_profit_target( 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 == stoploss_ue: if profit_ratio > (previous_profit + 0.001): mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target( pair, mark_signal, current_rate, profit_ratio, current_time, ) elif profit_init_ratio > (previous_profit + 0.001) and previous_sell_reason != stoploss_doom: mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target( pair, mark_signal, current_rate, profit_init_ratio, current_time, ) # ------------------------------------------------------------------------- # Sell triggered logic # ------------------------------------------------------------------------- if sell and signal_name is not None: if signal_name in (stoploss_doom, stoploss_ue) and previous_sell_reason not in ( stoploss_doom, f"exit_{mode_name}_stoploss_u_e", ): mark_pair, mark_signal = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target( pair, mark_signal, current_rate, profit_ratio, current_time, ) else: return True, signal_name elif previous_profit is None or previous_profit < profit_init_ratio: mark_pair, mark_signal = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target( pair, mark_signal, current_rate, profit_init_ratio, current_time, ) else: return True, signal_name # ------------------------------------------------------------------------- # Update max cached profit # ------------------------------------------------------------------------- elif profit_init_ratio >= 0.005: if previous_profit is None or previous_profit < profit_init_ratio: set_profit_target( pair, profit_max_signal, current_rate, profit_init_ratio, current_time, ) # ------------------------------------------------------------------------- # Final sell validation # ------------------------------------------------------------------------- if ( sell and signal_name is not None and signal_name not in ( profit_max_signal, stoploss_doom, stoploss_ue, ) ): return True, signal_name 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, trade: "Trade", current_time: "datetime", enter_tags, ) -> tuple: is_futures_mode = self.is_futures_mode mark_profit_target = self.mark_profit_target set_profit_target = self._set_profit_target exit_profit_target = self.exit_profit_target mode_name = self.long_rebuy_mode_name stoploss_doom = f"exit_{mode_name}_stoploss_doom" stoploss_u_e = f"exit_{mode_name}_stoploss_u_e" profit_max = f"exit_profit_{mode_name}_max" sell = False signal_name = None signal_args = ( mode_name, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Original sell signals for exit_func in ( self.long_exit_signals, self.long_exit_main, self.long_exit_williams_r, self.long_exit_dec, ): sell, signal_name = exit_func(*signal_args) if sell: break # Stoplosses if not sell: leverage = trade.leverage entry_cost = filled_entries[0].safe_filled * filled_entries[0].safe_price is_system_v3, is_system_v3_1, is_system_v3_2 = self.get_system_version_flags(trade) is_system_v4 = self.is_system_v4(trade) if is_system_v4: threshold = ( self.system_v4_stop_threshold_futures_rebuy if is_futures_mode else self.system_v4_stop_threshold_spot_rebuy ) if self.system_v4_stops_enable and profit_stake < -(entry_cost * threshold / leverage): sell, signal_name = True, stoploss_doom elif is_system_v3_2: threshold = ( self.system_v3_2_stop_threshold_futures_rebuy if is_futures_mode else self.system_v3_2_stop_threshold_spot_rebuy ) if self.system_v3_2_stops_enable and profit_stake < -(entry_cost * threshold / leverage): sell, signal_name = True, stoploss_doom elif is_system_v3_1: threshold = ( self.system_v3_1_stop_threshold_futures_rebuy if is_futures_mode else self.system_v3_1_stop_threshold_spot_rebuy ) if profit_stake < -(entry_cost * threshold / leverage): sell, signal_name = True, stoploss_doom elif is_system_v3: threshold = ( self.system_v3_stop_threshold_futures_rebuy if is_futures_mode else self.system_v3_stop_threshold_spot_rebuy ) if profit_stake < -(entry_cost * threshold / leverage): sell, signal_name = True, stoploss_doom else: threshold = self.stop_threshold_futures_rebuy if is_futures_mode else self.stop_threshold_spot_rebuy if profit_stake < -(entry_cost * threshold / leverage) and ( trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) or self.is_backtest_mode() ): sell, signal_name = True, stoploss_doom # Profit Target Signal cache = self.target_profit_cache cache_data = cache.data if cache is not None else None profit_target_get = cache_data.get if cache_data is not None else None target_data = profit_target_get(pair) if profit_target_get is not None else None previous_profit = target_data["profit"] if target_data else None previous_sell_reason = target_data["sell_reason"] if target_data else "" if target_data: previous_rate = target_data["rate"] previous_time_profit_reached = datetime.fromisoformat(target_data["time_profit_reached"]) sell_max, signal_name_max = exit_profit_target( 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 == stoploss_u_e: if profit_ratio > (previous_profit + 0.001): mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target( pair, mark_signal, current_rate, profit_ratio, current_time, ) elif profit_init_ratio > (previous_profit + 0.001) and previous_sell_reason != stoploss_doom: mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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: if signal_name in (stoploss_doom, stoploss_u_e): mark_pair, mark_signal = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target( pair, mark_signal, current_rate, profit_ratio, current_time, ) else: return True, signal_name elif (previous_profit is None) or (previous_profit < profit_init_ratio): mark_pair, mark_signal = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target( pair, mark_signal, current_rate, profit_init_ratio, current_time, ) else: return True, signal_name else: if profit_init_ratio >= 0.005: if (previous_profit is None) or (previous_profit < profit_init_ratio): set_profit_target( pair, profit_max, current_rate, profit_init_ratio, current_time, ) if signal_name not in ( profit_max, stoploss_doom, stoploss_u_e, ): if sell and signal_name is not None: return True, signal_name if ( enter_tags == ["65"] and (current_time - trade.open_date_utc).total_seconds() >= 90 * 60 and profit_init_ratio >= 0.0125 ): return True, "exit_long_rebuy_e_r" # 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_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade: "Trade", current_time: "datetime", enter_tags, ) -> tuple: mark_profit_target = self.mark_profit_target set_profit_target = self._set_profit_target exit_profit_target = self.exit_profit_target mode_name = self.long_high_profit_mode_name stoploss_doom = f"exit_{mode_name}_stoploss_doom" stoploss_u_e = f"exit_{mode_name}_stoploss_u_e" profit_max = f"exit_profit_{mode_name}_max" sell = False signal_name = None signal_args = ( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Original/Main/Williams sells for exit_func in ( self.long_exit_signals, self.long_exit_main, self.long_exit_williams_r, ): sell, signal_name = exit_func(*signal_args) if sell: break # Stoplosses if not sell: sell, signal_name = self.long_exit_stoploss( mode_name, current_rate, profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio, max_profit, max_loss, filled_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Profit Target Signal cache = self.target_profit_cache cache_data = cache.data if cache is not None else None profit_target_get = cache_data.get if cache_data is not None else None target_data = profit_target_get(pair) if profit_target_get is not None else None previous_profit = target_data["profit"] if target_data else None previous_sell_reason = target_data["sell_reason"] if target_data else "" if target_data: previous_rate = target_data["rate"] previous_time_profit_reached = datetime.fromisoformat(target_data["time_profit_reached"]) sell_max, signal_name_max = exit_profit_target( 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 == stoploss_u_e: if profit_ratio > (previous_profit + 0.001): mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target( pair, mark_signal, current_rate, profit_ratio, current_time, ) elif profit_init_ratio > (previous_profit + 0.001) and previous_sell_reason != stoploss_doom: mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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: if signal_name in (stoploss_doom, stoploss_u_e): mark_pair, mark_signal = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target( pair, mark_signal, current_rate, profit_ratio, current_time, ) else: return True, signal_name elif (previous_profit is None) or (previous_profit < profit_init_ratio): mark_pair, mark_signal = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target( pair, mark_signal, current_rate, profit_init_ratio, current_time, ) else: return True, signal_name else: if profit_init_ratio >= 0.03: if (previous_profit is None) or (previous_profit < profit_init_ratio): set_profit_target( pair, profit_max, current_rate, profit_init_ratio, current_time, ) if signal_name not in [ profit_max, # stoploss_doom, # stoploss_u_e, ]: if sell and signal_name is not None: return True, 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, trade: "Trade", current_time: "datetime", enter_tags, ) -> tuple: is_futures_mode = self.is_futures_mode stops_enable = self.stops_enable mark_profit_target = self.mark_profit_target set_profit_target = self._set_profit_target exit_profit_target = self.exit_profit_target is_backtest = self.is_backtest_mode() is_system_v3, is_system_v3_1, is_system_v3_2 = self.get_system_version_flags(trade) is_system_v4 = self.is_system_v4(trade) mode = self.long_rapid_mode_name cache = self.target_profit_cache cache_data = cache.data if cache is not None else None profit_target_get = cache_data.get if cache_data is not None else None pair_cache = profit_target_get(pair) if profit_target_get is not None else None previous_profit = pair_cache["profit"] if pair_cache else None previous_sell_reason = pair_cache["sell_reason"] if pair_cache else "" sell = False signal_name = None common_args = ( mode, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # if the profit is negative skip checking these if profit_init_ratio > 0.0: for exit_func in ( self.long_exit_signals, self.long_exit_main, self.long_exit_williams_r, self.long_exit_dec, ): sell, signal_name = exit_func(*common_args) if sell: break # Extra exit logic if not sell: in_range = 0.09 >= profit_init_ratio > 0.005 if in_range: rsi14 = last_candle["RSI_14"] mfi14 = last_candle["MFI_14"] willr14 = last_candle["WILLR_14"] rsi3 = last_candle["RSI_3"] rsi3_15m = last_candle["RSI_3_15m"] rapid_conditions = ( (rsi14 > 78.0, f"exit_{mode}_rpd_1"), (mfi14 > 84.0, f"exit_{mode}_rpd_2"), (willr14 >= -0.1, f"exit_{mode}_rpd_3"), ( rsi14 >= 72.0 and rsi3 > 90.0 and rsi3_15m > 90.0, f"exit_{mode}_rpd_4", ), (rsi3_15m > 96.0, f"exit_{mode}_rpd_5"), (rsi3 > 85.0 and rsi3_15m > 85.0, f"exit_{mode}_rpd_6"), (rsi3 > 90.0 and rsi3_15m > 80.0, f"exit_{mode}_rpd_7"), (rsi3 > 92.0 and rsi3_15m > 75.0, f"exit_{mode}_rpd_8"), (rsi3 > 94.0 and rsi3_15m > 70.0, f"exit_{mode}_rpd_9"), (rsi3 > 99.0, f"exit_{mode}_rpd_10"), ) for condition, signal in rapid_conditions: if condition: sell, signal_name = True, signal break if not sell: entry_cost = filled_entries[0].safe_filled * filled_entries[0].safe_price leverage = trade.leverage stop_threshold = None stop_enabled = False if is_system_v4: stop_enabled = self.system_v4_stops_enable stop_threshold = ( self.system_v4_stop_threshold_rapid_futures if is_futures_mode else self.system_v4_stop_threshold_rapid_spot ) elif is_system_v3_2: stop_enabled = self.system_v3_2_stops_enable stop_threshold = ( self.system_v3_2_stop_threshold_rapid_futures if is_futures_mode else self.system_v3_2_stop_threshold_rapid_spot ) elif is_system_v3_1: stop_enabled = stops_enable stop_threshold = ( self.system_v3_1_stop_threshold_rapid_futures if is_futures_mode else self.system_v3_1_stop_threshold_rapid_spot ) elif is_system_v3: stop_enabled = stops_enable stop_threshold = ( self.system_v3_stop_threshold_rapid_futures if is_futures_mode else self.system_v3_stop_threshold_rapid_spot ) else: stop_enabled = stops_enable stop_threshold = self.stop_threshold_rapid_futures if is_futures_mode else self.stop_threshold_rapid_spot if stop_enabled: stoploss_value = -(entry_cost * stop_threshold / leverage) if is_system_v3 or is_system_v3_1 or is_system_v3_2: if profit_stake < stoploss_value: sell, signal_name = True, f"exit_{mode}_stoploss_doom" elif profit_stake < stoploss_value and ( is_backtest or trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13) ): sell, signal_name = True, f"exit_{mode}_stoploss_doom" # Profit Target Signal if pair_cache: previous_rate = pair_cache["rate"] previous_time_profit_reached = datetime.fromisoformat(pair_cache["time_profit_reached"]) sell_max, signal_name_max = exit_profit_target( mode, 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 == f"exit_{mode}_stoploss_u_e": if profit_ratio > (previous_profit + 0.001): mark_pair, mark_signal = mark_profit_target( mode, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target( pair, mark_signal, current_rate, profit_ratio, current_time, ) elif profit_init_ratio > (previous_profit + 0.001) and previous_sell_reason != f"exit_{mode}_stoploss_doom": mark_pair, mark_signal = mark_profit_target( mode, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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: protected_signals = { f"exit_{mode}_stoploss_doom", f"exit_{mode}_stoploss_u_e", } blocked_previous_signals = { f"exit_{mode}_stoploss_doom", f"exit_{mode}_stoploss_u_e", } if signal_name in protected_signals and previous_sell_reason not in blocked_previous_signals: mark_pair, mark_signal = mark_profit_target( mode, pair, sell, signal_name, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target( pair, mark_signal, current_rate, profit_ratio, current_time, ) else: return True, signal_name elif previous_profit is None or previous_profit < profit_init_ratio: mark_pair, mark_signal = mark_profit_target( mode, pair, sell, signal_name, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target( pair, mark_signal, current_rate, profit_init_ratio, current_time, ) else: return True, signal_name elif profit_init_ratio >= 0.005: if previous_profit is None or previous_profit < profit_init_ratio: set_profit_target( pair, f"exit_profit_{mode}_max", current_rate, profit_init_ratio, current_time, ) ignored_signals = { f"exit_profit_{mode}_max", f"exit_{mode}_stoploss_doom", f"exit_{mode}_stoploss_u_e", } if sell and signal_name is not None and signal_name not in ignored_signals: return True, 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, 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 Btc # --------------------------------------------------------------------------------------------- def long_exit_btc( 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, trade: "Trade", current_time: "datetime", enter_tags, ) -> tuple: if profit_init_ratio > 0.25: return True, f"exit_{self.long_btc_mode_name}_g" # Here ends exit signal conditions for long_exit_btc 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_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade: "Trade", current_time: "datetime", enter_tags, ) -> tuple: mark_profit_target = self.mark_profit_target set_profit_target = self._set_profit_target exit_profit_target = self.exit_profit_target mode = self.long_top_coins_mode_name cache = self.target_profit_cache cache_data = cache.data if cache is not None else None profit_target_get = cache_data.get if cache_data is not None else None pair_cache = profit_target_get(pair) if profit_target_get is not None else None previous_profit = pair_cache["profit"] if pair_cache else None previous_sell_reason = pair_cache["sell_reason"] if pair_cache else "" sell = False signal_name = None common_args = ( mode, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Original/Main/Williams/DEC sell signals for exit_func in ( self.long_exit_signals, self.long_exit_main, self.long_exit_williams_r, self.long_exit_dec, ): sell, signal_name = exit_func(*common_args) if sell: break # Stoplosses if not sell: sell, signal_name = self.long_exit_stoploss( mode, current_rate, profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio, max_profit, max_loss, filled_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Profit Target Signal if pair_cache: previous_rate = pair_cache["rate"] previous_time_profit_reached = datetime.fromisoformat(pair_cache["time_profit_reached"]) sell_max, signal_name_max = exit_profit_target( mode, 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 == f"exit_{mode}_stoploss_u_e": if profit_ratio > (previous_profit + 0.005): mark_pair, mark_signal = mark_profit_target( mode, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target( pair, mark_signal, current_rate, profit_ratio, current_time, ) elif profit_init_ratio > (previous_profit + 0.001) and previous_sell_reason != f"exit_{mode}_stoploss_doom": mark_pair, mark_signal = mark_profit_target( mode, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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: protected_signals = { f"exit_{mode}_stoploss_doom", f"exit_{mode}_stoploss_u_e", } blocked_previous_signals = { f"exit_{mode}_stoploss_doom", f"exit_{mode}_stoploss_u_e", } target_profit = profit_ratio if signal_name in protected_signals else profit_init_ratio should_mark = (signal_name in protected_signals and previous_sell_reason not in blocked_previous_signals) or ( signal_name not in protected_signals and (previous_profit is None or previous_profit < profit_init_ratio) ) if should_mark: mark_pair, mark_signal = mark_profit_target( mode, pair, sell, signal_name, trade, current_time, current_rate, target_profit, last_candle, previous_candle_1, ) if mark_pair: set_profit_target( pair, mark_signal, current_rate, target_profit, current_time, ) else: return True, signal_name elif profit_init_ratio >= 0.005: if previous_profit is None or previous_profit < profit_init_ratio: set_profit_target( pair, f"exit_profit_{mode}_max", current_rate, profit_init_ratio, current_time, ) ignored_signals = { f"exit_profit_{mode}_max", f"exit_{mode}_stoploss_doom", f"exit_{mode}_stoploss_u_e", } if sell and signal_name is not None and signal_name not in ignored_signals: return True, signal_name # Here ends exit signal conditions for long_exit_top_coins return False, None # Long Exit Scalp # --------------------------------------------------------------------------------------------- def long_exit_scalp( 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, trade: "Trade", current_time: "datetime", enter_tags, ) -> tuple: is_futures_mode = self.is_futures_mode mark_profit_target = self.mark_profit_target set_profit_target = self._set_profit_target exit_profit_target = self.exit_profit_target mode = self.long_scalp_mode_name is_system_v3, is_system_v3_1, is_system_v3_2 = self.get_system_version_flags(trade) is_system_v4 = self.is_system_v4(trade) sell = False signal_name = None signal_args = ( profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Original sell signals sell, signal_name = self.long_exit_signals(mode, *signal_args) # Main sell signals if not sell: sell, signal_name = self.long_exit_main(mode, *signal_args) # Williams %R based sells if not sell: sell, signal_name = self.long_exit_williams_r(mode, *signal_args) # Downtrend/descending based sells if not sell: sell, signal_name = self.long_exit_dec(mode, *signal_args) # Extra exit logic if not sell: entry_cost = filled_entries[0].safe_filled * filled_entries[0].safe_price leverage = trade.leverage if is_system_v4: threshold = ( self.system_v4_stop_threshold_scalp_futures if is_futures_mode else self.system_v4_stop_threshold_scalp_spot ) stoploss_hit = self.system_v4_stops_enable and profit_stake < -(entry_cost * threshold / leverage) elif is_system_v3_2: threshold = ( self.system_v3_2_stop_threshold_scalp_futures if is_futures_mode else self.system_v3_2_stop_threshold_scalp_spot ) stoploss_hit = self.system_v3_2_stops_enable and profit_stake < -(entry_cost * threshold / leverage) elif is_system_v3_1: threshold = ( self.system_v3_1_stop_threshold_scalp_futures if is_futures_mode else self.system_v3_1_stop_threshold_scalp_spot ) stoploss_hit = profit_stake < -(entry_cost * threshold / leverage) elif is_system_v3: threshold = ( self.system_v3_stop_threshold_scalp_futures if is_futures_mode else self.system_v3_stop_threshold_scalp_spot ) stoploss_hit = profit_stake < -(entry_cost * threshold / leverage) else: threshold = self.stop_threshold_scalp_futures if is_futures_mode else self.stop_threshold_scalp_spot stoploss_hit = profit_stake < -(entry_cost * threshold) if stoploss_hit: sell, signal_name = True, f"exit_{mode}_stoploss_doom" # Profit Target Signal cache = self.target_profit_cache cache_data = cache.data if cache is not None else None profit_target_get = cache_data.get if cache_data is not None else None pair_data = profit_target_get(pair) if profit_target_get is not None else None previous_profit = pair_data["profit"] if pair_data else None previous_sell_reason = pair_data["sell_reason"] if pair_data else "" if pair_data: previous_rate = pair_data["rate"] previous_time_profit_reached = datetime.fromisoformat(pair_data["time_profit_reached"]) sell_max, signal_name_max = exit_profit_target( mode, 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 == f"exit_{mode}_stoploss_u_e": if profit_ratio > (previous_profit + 0.005): mark_pair, mark_signal = mark_profit_target( mode, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target(pair, mark_signal, current_rate, profit_ratio, current_time) elif profit_init_ratio > (previous_profit + 0.001) and previous_sell_reason != f"exit_{mode}_stoploss_doom": # Update the target, raise it. mark_pair, mark_signal = mark_profit_target( mode, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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: if signal_name in { f"exit_{mode}_stoploss_doom", f"exit_{mode}_stoploss_u_e", }: mark_pair, mark_signal = mark_profit_target( mode, pair, sell, signal_name, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 = mark_profit_target( mode, pair, sell, signal_name, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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: if (previous_profit is None) or (previous_profit < profit_init_ratio): mark_signal = f"exit_profit_{mode}_max" set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time) if signal_name not in { f"exit_profit_{mode}_max", f"exit_{mode}_stoploss_doom", f"exit_{mode}_stoploss_u_e", }: if sell and (signal_name is not None): return True, f"{signal_name}" # Here ends exit signal conditions for long_exit_scalp 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, trade: "Trade", current_time: "datetime", buy_tag, ) -> tuple: last_rsi_14 = last_candle["RSI_14"] last_close = last_candle["close"] last_ema_200 = last_candle["EMA_200"] last_ema_50 = last_candle["EMA_50"] last_rsi_14_1h = last_candle["RSI_14_1h"] last_bbu_20 = last_candle["BBU_20_2.0"] last_bbu_20_1h = last_candle["BBU_20_2.0_1h"] bb_above_count = last_candle["BB_ABOVE_COUNT"] current_profit_gt_0_01 = current_profit > 0.01 # Sell signal 1 if (last_rsi_14 > 84.0) and (last_close > last_bbu_20) and (bb_above_count >= 5): if last_close > last_ema_200: if current_profit_gt_0_01: return True, f"exit_{mode_name}_1_1_1" else: if current_profit_gt_0_01: return True, f"exit_{mode_name}_1_2_1" # Sell signal 2 elif (last_rsi_14 > 86.0) and (last_close > last_bbu_20) and (bb_above_count >= 3): if last_close > last_ema_200: if current_profit_gt_0_01: return True, f"exit_{mode_name}_2_1_1" else: if current_profit_gt_0_01: return True, f"exit_{mode_name}_2_2_1" # Sell signal 3 elif last_rsi_14 > 88.0: if last_close > last_ema_200: if current_profit_gt_0_01: return True, f"exit_{mode_name}_3_1_1" else: if current_profit_gt_0_01: return True, f"exit_{mode_name}_3_2_1" # Sell signal 4 elif (last_rsi_14 > 84.0) and (last_rsi_14_1h > 80.0): if last_close > last_ema_200: if current_profit_gt_0_01: return True, f"exit_{mode_name}_4_1_1" else: if current_profit_gt_0_01: return True, f"exit_{mode_name}_4_2_1" # Sell signal 6 elif (last_close < last_ema_200) and (last_close > last_ema_50) and (last_rsi_14 > 79.0): if current_profit_gt_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_gt_0_01: # return True, f"exit_{mode_name}_7_1_1" # else: # if current_profit_gt_0_01: # return True, f"exit_{mode_name}_7_2_1" # Sell signal 8 elif last_close > last_bbu_20_1h * 1.14: if last_close > last_ema_200: if current_profit_gt_0_01: return True, f"exit_{mode_name}_8_1_1" else: if current_profit_gt_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, trade: "Trade", current_time: "datetime", buy_tag, ) -> tuple: last_close = last_candle["close"] last_ema_200 = last_candle["EMA_200"] last_rsi_14 = last_candle["RSI_14"] if last_close > last_ema_200: if 0.01 > current_profit >= 0.001: if last_rsi_14 < 10.0: return True, f"exit_{mode_name}_o_0" elif 0.02 > current_profit >= 0.01: if last_rsi_14 < 26.0: return True, f"exit_{mode_name}_o_1" elif 0.03 > current_profit >= 0.02: if last_rsi_14 < 30.0: return True, f"exit_{mode_name}_o_2" elif 0.04 > current_profit >= 0.03: if last_rsi_14 < 32.0: return True, f"exit_{mode_name}_o_3" elif 0.05 > current_profit >= 0.04: if last_rsi_14 < 34.0: return True, f"exit_{mode_name}_o_4" elif 0.06 > current_profit >= 0.05: if last_rsi_14 < 36.0: return True, f"exit_{mode_name}_o_5" elif 0.07 > current_profit >= 0.06: if last_rsi_14 < 38.0: return True, f"exit_{mode_name}_o_6" elif 0.08 > current_profit >= 0.07: if last_rsi_14 < 40.0: return True, f"exit_{mode_name}_o_7" elif 0.09 > current_profit >= 0.08: if last_rsi_14 < 42.0: return True, f"exit_{mode_name}_o_8" elif 0.1 > current_profit >= 0.09: if last_rsi_14 < 44.0: return True, f"exit_{mode_name}_o_9" elif 0.12 > current_profit >= 0.1: if last_rsi_14 < 46.0: return True, f"exit_{mode_name}_o_10" elif 0.2 > current_profit >= 0.12: if last_rsi_14 < 44.0: return True, f"exit_{mode_name}_o_11" elif current_profit >= 0.2: if last_rsi_14 < 42.0: return True, f"exit_{mode_name}_o_12" elif last_close < last_ema_200: if 0.01 > current_profit >= 0.001: if last_rsi_14 < 12.0: return True, f"exit_{mode_name}_u_0" elif 0.02 > current_profit >= 0.01: if last_rsi_14 < 30.0: return True, f"exit_{mode_name}_u_1" elif 0.03 > current_profit >= 0.02: if last_rsi_14 < 32.0: return True, f"exit_{mode_name}_u_2" elif 0.04 > current_profit >= 0.03: if last_rsi_14 < 34.0: return True, f"exit_{mode_name}_u_3" elif 0.05 > current_profit >= 0.04: if last_rsi_14 < 36.0: return True, f"exit_{mode_name}_u_4" elif 0.06 > current_profit >= 0.05: if last_rsi_14 < 38.0: return True, f"exit_{mode_name}_u_5" elif 0.07 > current_profit >= 0.06: if last_rsi_14 < 40.0: return True, f"exit_{mode_name}_u_6" elif 0.08 > current_profit >= 0.07: if last_rsi_14 < 42.0: return True, f"exit_{mode_name}_u_7" elif 0.09 > current_profit >= 0.08: if last_rsi_14 < 44.0: return True, f"exit_{mode_name}_u_8" elif 0.1 > current_profit >= 0.09: if last_rsi_14 < 46.0: return True, f"exit_{mode_name}_u_9" elif 0.12 > current_profit >= 0.1: if last_rsi_14 < 48.0: return True, f"exit_{mode_name}_u_10" elif 0.2 > current_profit >= 0.12: if last_rsi_14 < 46.0: return True, f"exit_{mode_name}_u_11" elif current_profit >= 0.2: if last_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, trade: "Trade", current_time: "datetime", buy_tag, ) -> tuple: last_stochrsi_k = last_candle["STOCHRSIk_14_14_3_3"] last_willr_480 = last_candle["WILLR_480"] last_aroonu_14_4h = last_candle["AROONU_14_4h"] if 0.01 > current_profit >= 0.001: if (last_stochrsi_k > 95.0) and (last_willr_480 > -1.0) and (last_aroonu_14_4h > 95.0): return True, f"exit_{mode_name}_w_0_1" elif 0.02 > current_profit >= 0.01: if (last_stochrsi_k > 95.0) and (last_willr_480 > -1.0) and (last_aroonu_14_4h > 95.0): return True, f"exit_{mode_name}_w_1_1" elif 0.03 > current_profit >= 0.02: if (last_stochrsi_k > 95.0) and (last_willr_480 > -1.0) and (last_aroonu_14_4h > 95.0): return True, f"exit_{mode_name}_w_2_1" elif 0.04 > current_profit >= 0.03: if (last_stochrsi_k > 95.0) and (last_willr_480 > -1.0) and (last_aroonu_14_4h > 95.0): return True, f"exit_{mode_name}_w_3_1" elif 0.05 > current_profit >= 0.04: if (last_stochrsi_k > 90.0) and (last_willr_480 > -1.0) and (last_aroonu_14_4h > 90.0): return True, f"exit_{mode_name}_w_4_1" elif 0.06 > current_profit >= 0.05: if (last_stochrsi_k > 90.0) and (last_willr_480 > -1.0) and (last_aroonu_14_4h > 90.0): return True, f"exit_{mode_name}_w_5_1" elif 0.07 > current_profit >= 0.06: if (last_stochrsi_k > 90.0) and (last_willr_480 > -1.0) and (last_aroonu_14_4h > 90.0): return True, f"exit_{mode_name}_w_6_1" elif 0.08 > current_profit >= 0.07: if (last_stochrsi_k > 90.0) and (last_willr_480 > -1.0) and (last_aroonu_14_4h > 90.0): return True, f"exit_{mode_name}_w_7_1" elif 0.09 > current_profit >= 0.08: if (last_stochrsi_k > 90.0) and (last_willr_480 > -1.0) and (last_aroonu_14_4h > 90.0): return True, f"exit_{mode_name}_w_8_1" elif 0.1 > current_profit >= 0.09: if (last_stochrsi_k > 90.0) and (last_willr_480 > -1.0) and (last_aroonu_14_4h > 90.0): return True, f"exit_{mode_name}_w_9_1" elif 0.12 > current_profit >= 0.1: if (last_stochrsi_k > 90.0) and (last_willr_480 > -1.0) and (last_aroonu_14_4h > 90.0): return True, f"exit_{mode_name}_w_10_1" elif 0.2 > current_profit >= 0.12: if (last_stochrsi_k > 90.0) and (last_willr_480 > -1.0) and (last_aroonu_14_4h > 90.0): return True, f"exit_{mode_name}_w_11_1" elif current_profit >= 0.2: if (last_stochrsi_k > 90.0) and (last_willr_480 > -1.0) and (last_aroonu_14_4h > 90.0): return True, f"exit_{mode_name}_w_12_1" # 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, trade: "Trade", current_time: "datetime", buy_tag, ) -> tuple: last_sma_200_dec = last_candle["SMA_200_dec_24"] last_rsi_14 = last_candle["RSI_14"] last_stochrsi_k = last_candle["STOCHRSIk_14_14_3_3"] last_aroonu_14 = last_candle["AROONU_14"] last_sma_200_dec_1h = last_candle["SMA_200_dec_12_1h"] last_sma_200_dec_4h = last_candle["SMA_200_dec_6_4h"] last_rsi_3 = last_candle["RSI_3"] last_rsi_3_1h = last_candle["RSI_3_1h"] last_rsi_3_4h = last_candle["RSI_3_4h"] if 0.01 > current_profit >= 0.001: if ( last_sma_200_dec and last_sma_200_dec_1h and last_sma_200_dec_4h and (last_rsi_14 > 82.0) and (last_stochrsi_k > 95.0) and (last_aroonu_14 > 95.0) ): return True, f"exit_{mode_name}_d_0_1" if ( (last_rsi_3 > 98.0) and (last_stochrsi_k > 98.0) and (last_rsi_3_4h < 30.0) and (last_rsi_3_1h < 20.0) and last_sma_200_dec and last_sma_200_dec_1h ): return True, f"exit_{mode_name}_d_0_2" elif 0.02 > current_profit >= 0.01: if ( last_sma_200_dec and last_sma_200_dec_1h and last_sma_200_dec_4h and (last_rsi_14 > 80.0) and (last_stochrsi_k > 95.0) and (last_aroonu_14 > 95.0) ): return True, f"exit_{mode_name}_d_1_1" if ( (last_rsi_3 > 98.0) and (last_stochrsi_k > 98.0) and (last_rsi_3_4h < 30.0) and (last_rsi_3_1h < 20.0) and last_sma_200_dec and last_sma_200_dec_1h ): return True, f"exit_{mode_name}_d_1_2" elif 0.03 > current_profit >= 0.02: if ( last_sma_200_dec and last_sma_200_dec_1h and last_sma_200_dec_4h and (last_rsi_14 > 78.0) and (last_stochrsi_k > 95.0) and (last_aroonu_14 > 95.0) ): return True, f"exit_{mode_name}_d_2_1" if ( (last_rsi_3 > 98.0) and (last_stochrsi_k > 98.0) and (last_rsi_3_4h < 30.0) and (last_rsi_3_1h < 20.0) and last_sma_200_dec and last_sma_200_dec_1h ): return True, f"exit_{mode_name}_d_2_2" elif 0.04 > current_profit >= 0.03: if last_sma_200_dec and (last_rsi_14 > 76.0) and (last_stochrsi_k > 95.0) and (last_aroonu_14 > 90.0): return True, f"exit_{mode_name}_d_3_1" if ( (last_rsi_3 > 95.0) and (last_stochrsi_k > 90.0) and (last_rsi_3_4h < 30.0) and last_sma_200_dec and last_sma_200_dec_1h ): return True, f"exit_{mode_name}_d_3_2" elif 0.05 > current_profit >= 0.04: if last_sma_200_dec and (last_rsi_14 > 74.0) and (last_stochrsi_k > 92.0) and (last_aroonu_14 > 90.0): return True, f"exit_{mode_name}_d_4_1" if ( (last_rsi_3 > 95.0) and (last_stochrsi_k > 90.0) and (last_rsi_3_4h < 30.0) and last_sma_200_dec and last_sma_200_dec_1h ): return True, f"exit_{mode_name}_d_4_2" elif 0.06 > current_profit >= 0.05: if last_sma_200_dec and (last_stochrsi_k > 95.0) and (last_aroonu_14 > 90.0): return True, f"exit_{mode_name}_d_5_1" if ( (last_rsi_3 > 95.0) and (last_stochrsi_k > 90.0) and (last_rsi_3_4h < 30.0) and last_sma_200_dec and last_sma_200_dec_1h ): return True, f"exit_{mode_name}_d_5_2" elif 0.07 > current_profit >= 0.06: if last_sma_200_dec or ((last_stochrsi_k > 95.0) and (last_aroonu_14 > 90.0)): return True, f"exit_{mode_name}_d_6_1" if ( (last_rsi_3 > 95.0) and (last_stochrsi_k > 90.0) and (last_rsi_3_4h < 30.0) and last_sma_200_dec and last_sma_200_dec_1h ): return True, f"exit_{mode_name}_d_6_2" elif 0.08 > current_profit >= 0.07: if last_sma_200_dec or ((last_stochrsi_k > 95.0) and (last_aroonu_14 > 90.0)): return True, f"exit_{mode_name}_d_7_1" if ( (last_rsi_3 > 95.0) and (last_stochrsi_k > 90.0) and (last_rsi_3_4h < 30.0) and last_sma_200_dec and last_sma_200_dec_1h ): return True, f"exit_{mode_name}_d_7_2" elif 0.09 > current_profit >= 0.08: if last_sma_200_dec or ((last_stochrsi_k > 95.0) and (last_aroonu_14 > 90.0)): return True, f"exit_{mode_name}_d_8_1" if ( (last_rsi_3 > 95.0) and (last_stochrsi_k > 90.0) and (last_rsi_3_4h < 30.0) and last_sma_200_dec and last_sma_200_dec_1h ): return True, f"exit_{mode_name}_d_8_2" elif 0.1 > current_profit >= 0.09: if last_sma_200_dec or ((last_stochrsi_k > 95.0) and (last_aroonu_14 > 90.0)): return True, f"exit_{mode_name}_d_9_1" if ( (last_rsi_3 > 95.0) and (last_stochrsi_k > 90.0) and (last_rsi_3_4h < 30.0) and last_sma_200_dec and last_sma_200_dec_1h ): return True, f"exit_{mode_name}_d_9_2" elif 0.12 > current_profit >= 0.1: if last_sma_200_dec or ((last_stochrsi_k > 95.0) and (last_aroonu_14 > 90.0)): return True, f"exit_{mode_name}_d_10_1" if ( (last_rsi_3 > 95.0) and (last_stochrsi_k > 90.0) and (last_rsi_3_4h < 30.0) and last_sma_200_dec and last_sma_200_dec_1h ): return True, f"exit_{mode_name}_d_10_2" elif 0.2 > current_profit >= 0.12: if last_sma_200_dec or ((last_stochrsi_k > 95.0) and (last_aroonu_14 > 90.0)): return True, f"exit_{mode_name}_d_11_1" if ( (last_rsi_3 > 95.0) and (last_stochrsi_k > 90.0) and (last_rsi_3_4h < 30.0) and last_sma_200_dec and last_sma_200_dec_1h ): return True, f"exit_{mode_name}_d_11_2" elif current_profit >= 0.2: if last_sma_200_dec or ((last_stochrsi_k > 95.0) and (last_aroonu_14 > 90.0)): return True, f"exit_{mode_name}_d_12_1" if ( (last_rsi_3 > 95.0) and (last_stochrsi_k > 90.0) and (last_rsi_3_4h < 30.0) and last_sma_200_dec and last_sma_200_dec_1h ): return True, f"exit_{mode_name}_d_12_2" # 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_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade: "Trade", current_time: "datetime", buy_tag, ) -> tuple: is_futures_mode = self.is_futures_mode doom_stops_enable = self.doom_stops_enable trade_leverage = trade.leverage stoploss_doom = f"exit_{mode_name}_stoploss_doom" stoploss_u_e = f"exit_{mode_name}_stoploss_u_e" is_backtest = self.is_backtest_mode() trade_open_date = None if is_backtest else trade.open_date_utc.replace(tzinfo=None) is_system_v3, is_system_v3_1, is_system_v3_2 = self.get_system_version_flags(trade) is_system_v4 = self.is_system_v4(trade) if not self.stops_enable: return False, None entry_cost = filled_entries[0].safe_filled * filled_entries[0].safe_price if is_system_v4: # Stoploss doom if self.system_v4_stops_enable and ( profit_stake < -( entry_cost * ( self.system_v4_stop_threshold_doom_futures if is_futures_mode else self.system_v4_stop_threshold_doom_spot ) / trade_leverage ) ): return True, stoploss_doom elif is_system_v3_2: # Stoploss doom if self.system_v3_2_stops_enable and ( profit_stake < -( entry_cost * ( self.system_v3_2_stop_threshold_doom_futures if is_futures_mode else self.system_v3_2_stop_threshold_doom_spot ) / trade_leverage ) ): return True, stoploss_doom elif is_system_v3_1: # Stoploss doom if doom_stops_enable and ( profit_stake < -( entry_cost * ( self.system_v3_1_stop_threshold_doom_futures if is_futures_mode else self.system_v3_1_stop_threshold_doom_spot ) / trade_leverage ) ): return True, stoploss_doom elif is_system_v3: # Stoploss doom if doom_stops_enable and ( profit_stake < -( entry_cost * ( self.system_v3_stop_threshold_doom_futures if is_futures_mode else self.system_v3_stop_threshold_doom_spot ) / trade_leverage ) ): return True, stoploss_doom else: # Stoploss doom if ( doom_stops_enable and ( profit_stake < -(entry_cost * (self.stop_threshold_doom_futures if is_futures_mode else self.stop_threshold_doom_spot)) ) and ( self.has_valid_entry_conditions(trade, current_rate, last_candle, previous_candle_1, filled_orders) == False ) # temporary and (is_backtest or trade_open_date >= datetime(2024, 9, 13)) ): return True, stoploss_doom last_close = last_candle["close"] last_ema_200 = last_candle["EMA_200"] last_rsi_14 = last_candle["RSI_14"] last_cmf_20 = last_candle["CMF_20"] last_rsi_14_1h = last_candle["RSI_14_1h"] previous_rsi_14 = previous_candle_1["RSI_14"] # Stoploss u_e if ( self.u_e_stops_enable and ( profit_stake < -( entry_cost * (self.stop_threshold_futures if is_futures_mode else self.stop_threshold_spot) # / trade.leverage ) ) and (last_close < last_ema_200) and (last_cmf_20 < -0.0) and (((last_ema_200 - last_close) / last_close) < 0.010) and (last_rsi_14 > previous_rsi_14) and (last_rsi_14 > (last_rsi_14_1h + 24.0)) # and (current_time - timedelta(minutes=720) > trade.open_date_utc) # temporary and (is_backtest or trade_open_date >= datetime(2025, 4, 3)) ): return True, 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 v2 # --------------------------------------------------------------------------------------------- def long_grind_adjust_trade_position_v2( 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, ): dp = self.dp send_msg = self.dp.send_msg notification_msg = self.notification_msg scale_stakes_for_min_stake = self.scale_stakes_for_min_stake long_grind_exit_v2 = self.long_grind_exit_v2 stake_currency = self.config["stake_currency"] trade_pair = trade.pair trade_amount = trade.amount trade_stake_amount = trade.stake_amount trade_fee_open = trade.fee_open trade_fee_close = trade.fee_close is_backtest = self.is_backtest_mode() # we already waiting for an order to get filled if trade.has_open_orders: return None is_futures = self.is_futures_mode trade_leverage = trade.leverage trade_get_custom_data = trade.get_custom_data trade_set_custom_data = trade.set_custom_data trade_is_short = trade.is_short derisk_enable = self.derisk_enable long_rebuy_mode_tags = self.long_rebuy_mode_tags long_grind_mode_tags = self.long_grind_mode_tags min_stake = self.correct_min_stake(min_stake, trade_leverage) df, _ = dp.get_analyzed_dataframe(trade_pair, self.timeframe) if len(df) < 2: return None last_candle = df.iloc[-1] previous_candle = df.iloc[-2] exit_rate = current_rate filled_orders, filled_entries, filled_exits, profit_values = self.profit_or_order_snapshot( trade, current_time, exit_rate ) count_of_exits = trade.nr_of_successful_exits if dp.runmode.value in ("live", "dry_run"): ticker = dp.ticker(trade_pair) if ("bid" in ticker) and ("ask" in ticker): exit_price_side = self.config["exit_pricing"]["price_side"] if trade_is_short: if exit_price_side in ["ask", "other"]: if ticker["ask"] is not None: exit_rate = ticker["ask"] else: if exit_price_side in ["bid", "other"]: if ticker["bid"] is not None: exit_rate = ticker["bid"] if profit_values is None: profit_values = self.calc_total_profit(trade, filled_entries, filled_exits, exit_rate) profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio = profit_values first_filled_order = filled_orders[0] last_filled_order = filled_orders[-1] first_filled_entry = filled_entries[0] last_filled_entry = filled_entries[-1] current_stake_amount = trade_amount * exit_rate slice_amount = first_filled_entry.safe_filled * first_filled_entry.safe_price slice_profit = (exit_rate - last_filled_order.safe_price) / last_filled_order.safe_price slice_profit_entry = (exit_rate - last_filled_entry.safe_price) / last_filled_entry.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 ) is_rebuy_mode = all(c in long_rebuy_mode_tags for c in enter_tags) or ( any(c in long_rebuy_mode_tags for c in enter_tags) and all(c in (long_rebuy_mode_tags + long_grind_mode_tags) for c in enter_tags) ) has_order_tags = hasattr(first_filled_order, "ft_order_tag") 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 stake_scale_leverage = trade_leverage if is_futures else 1.0 derisk_flag_timeout = None def get_derisk_flag_timeout(): nonlocal derisk_flag_timeout if derisk_flag_timeout is None: derisk_flag_timeout = current_time - timedelta(hours=96) return derisk_flag_timeout grind_1_max_sub_grinds = 0 grind_1_stakes = scale_stakes_for_min_stake( self.grinding_v2_grind_1_stakes_futures if is_futures else self.grinding_v2_grind_1_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_1_sub_thresholds = ( self.grinding_v2_grind_1_thresholds_futures if is_futures else self.grinding_v2_grind_1_thresholds_spot ) grind_1_max_sub_grinds = len(grind_1_stakes) grind_1_derisk_grinds = ( self.grinding_v2_grind_1_derisk_futures if is_futures else self.grinding_v2_grind_1_derisk_spot ) grind_1_profit_threshold = ( self.grinding_v2_grind_1_profit_threshold_futures if is_futures else self.grinding_v2_grind_1_profit_threshold_spot ) grind_2_max_sub_grinds = 0 grind_2_stakes = scale_stakes_for_min_stake( self.grinding_v2_grind_2_stakes_futures if is_futures else self.grinding_v2_grind_2_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_2_sub_thresholds = ( self.grinding_v2_grind_2_thresholds_futures if is_futures else self.grinding_v2_grind_2_thresholds_spot ) grind_2_max_sub_grinds = len(grind_2_stakes) grind_2_derisk_grinds = ( self.grinding_v2_grind_2_derisk_futures if is_futures else self.grinding_v2_grind_2_derisk_spot ) grind_2_profit_threshold = ( self.grinding_v2_grind_2_profit_threshold_futures if is_futures else self.grinding_v2_grind_2_profit_threshold_spot ) grind_3_max_sub_grinds = 0 grind_3_stakes = scale_stakes_for_min_stake( self.grinding_v2_grind_3_stakes_futures if is_futures else self.grinding_v2_grind_3_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_3_sub_thresholds = ( self.grinding_v2_grind_3_thresholds_futures if is_futures else self.grinding_v2_grind_3_thresholds_spot ) grind_3_max_sub_grinds = len(grind_3_stakes) grind_3_derisk_grinds = ( self.grinding_v2_grind_3_derisk_futures if is_futures else self.grinding_v2_grind_3_derisk_spot ) grind_3_profit_threshold = ( self.grinding_v2_grind_3_profit_threshold_futures if is_futures else self.grinding_v2_grind_3_profit_threshold_spot ) grind_4_max_sub_grinds = 0 grind_4_stakes = scale_stakes_for_min_stake( self.grinding_v2_grind_4_stakes_futures if is_futures else self.grinding_v2_grind_4_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_4_sub_thresholds = ( self.grinding_v2_grind_4_thresholds_futures if is_futures else self.grinding_v2_grind_4_thresholds_spot ) grind_4_max_sub_grinds = len(grind_4_stakes) grind_4_derisk_grinds = ( self.grinding_v2_grind_4_derisk_futures if is_futures else self.grinding_v2_grind_4_derisk_spot ) grind_4_profit_threshold = ( self.grinding_v2_grind_4_profit_threshold_futures if is_futures else self.grinding_v2_grind_4_profit_threshold_spot ) grind_5_max_sub_grinds = 0 grind_5_stakes = scale_stakes_for_min_stake( self.grinding_v2_grind_5_stakes_futures if is_futures else self.grinding_v2_grind_5_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_5_sub_thresholds = ( self.grinding_v2_grind_5_thresholds_futures if is_futures else self.grinding_v2_grind_5_thresholds_spot ) grind_5_max_sub_grinds = len(grind_5_stakes) grind_5_derisk_grinds = ( self.grinding_v2_grind_5_derisk_futures if is_futures else self.grinding_v2_grind_5_derisk_spot ) grind_5_profit_threshold = ( self.grinding_v2_grind_5_profit_threshold_futures if is_futures else self.grinding_v2_grind_5_profit_threshold_spot ) is_derisk_1 = False is_derisk_1_found = False # derisk_level_1 de-risk exit derisk_1_order = None is_derisk_2 = False is_derisk_2_found = False # derisk_level_2 de-risk exit derisk_2_order = None is_derisk_3 = False is_derisk_3_found = False # derisk_level_3 de-risk exit derisk_3_order = None buyback_1_sub_grind_count = 0 buyback_1_total_amount = 0.0 buyback_1_total_cost = 0.0 buyback_1_current_open_rate = 0.0 buyback_1_current_grind_stake = 0.0 buyback_1_current_grind_stake_profit = 0.0 buyback_1_is_exit_found = False buyback_1_found = False buyback_1_buy_orders = [] buyback_1_orders = [] buyback_1_distance_ratio = 0.0 buyback_1_exit_order = None buyback_1_exit_distance_ratio = 0.0 buyback_2_sub_grind_count = 0 buyback_2_total_amount = 0.0 buyback_2_total_cost = 0.0 buyback_2_current_open_rate = 0.0 buyback_2_current_grind_stake = 0.0 buyback_2_current_grind_stake_profit = 0.0 buyback_2_is_exit_found = False buyback_2_found = False buyback_2_buy_orders = [] buyback_2_orders = [] buyback_2_distance_ratio = 0.0 buyback_2_exit_order = None buyback_2_exit_distance_ratio = 0.0 buyback_3_sub_grind_count = 0 buyback_3_total_amount = 0.0 buyback_3_total_cost = 0.0 buyback_3_current_open_rate = 0.0 buyback_3_current_grind_stake = 0.0 buyback_3_current_grind_stake_profit = 0.0 buyback_3_is_exit_found = False buyback_3_found = False buyback_3_buy_orders = [] buyback_3_orders = [] buyback_3_distance_ratio = 0.0 buyback_3_exit_order = None buyback_3_exit_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_exit_found = False grind_1_found = False grind_1_buy_orders = [] grind_1_orders = [] grind_1_distance_ratio = 0.0 grind_1_exit_order = None grind_1_exit_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_exit_found = False grind_2_found = False grind_2_buy_orders = [] grind_2_orders = [] grind_2_distance_ratio = 0.0 grind_2_exit_order = None grind_2_exit_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_exit_found = False grind_3_found = False grind_3_buy_orders = [] grind_3_orders = [] grind_3_distance_ratio = 0.0 grind_3_exit_order = None grind_3_exit_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_exit_found = False grind_4_found = False grind_4_buy_orders = [] grind_4_orders = [] grind_4_distance_ratio = 0.0 grind_4_exit_order = None grind_4_exit_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_exit_found = False grind_5_found = False grind_5_buy_orders = [] grind_5_orders = [] grind_5_distance_ratio = 0.0 grind_5_exit_order = None grind_5_exit_distance_ratio = 0.0 for order in reversed(filled_orders): if (order.ft_order_side == "buy") and (order is not first_filled_order): order_tag = "" if has_order_tags: if order.ft_order_tag is not None: order_tag = order.ft_order_tag if not buyback_1_is_exit_found and order_tag == "buyback_1_entry": buyback_1_sub_grind_count += 1 buyback_1_total_amount += order.safe_filled buyback_1_total_cost += order.safe_filled * order.safe_price buyback_1_buy_orders.append(order.id) buyback_1_orders.append(order) if not buyback_1_found: buyback_1_distance_ratio = (exit_rate - order.safe_price) / order.safe_price buyback_1_found = True elif not buyback_2_is_exit_found and order_tag == "buyback_2_entry": buyback_2_sub_grind_count += 1 buyback_2_total_amount += order.safe_filled buyback_2_total_cost += order.safe_filled * order.safe_price buyback_2_buy_orders.append(order.id) buyback_2_orders.append(order) if not buyback_2_found: buyback_2_distance_ratio = (exit_rate - order.safe_price) / order.safe_price buyback_2_found = True elif not buyback_3_is_exit_found and order_tag == "buyback_3_entry": buyback_3_sub_grind_count += 1 buyback_3_total_amount += order.safe_filled buyback_3_total_cost += order.safe_filled * order.safe_price buyback_3_buy_orders.append(order.id) buyback_3_orders.append(order) if not buyback_3_found: buyback_3_distance_ratio = (exit_rate - order.safe_price) / order.safe_price buyback_3_found = True elif not grind_1_is_exit_found and order_tag == "grind_1_entry": 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) grind_1_orders.append(order) 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_exit_found and order_tag == "grind_2_entry": 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) grind_2_orders.append(order) 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_exit_found and order_tag == "grind_3_entry": 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) grind_3_orders.append(order) 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_exit_found and order_tag == "grind_4_entry": 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) grind_4_orders.append(order) 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_exit_found and order_tag == "grind_5_entry": 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) grind_5_orders.append(order) if not grind_5_found: grind_5_distance_ratio = (exit_rate - order.safe_price) / order.safe_price grind_5_found = True elif order.ft_order_side == "sell": if order is filled_exits[-1] and (order.safe_remaining * exit_rate / stake_scale_leverage) > min_stake: partial_sell = True # break order_tag = "" if has_order_tags: if order.ft_order_tag is not None: order_tag = order.ft_order_tag.partition(" ")[0] if order_tag in ["derisk_level_1", "d"]: if not is_derisk_1_found: is_derisk_1_found = True is_derisk_1 = True derisk_1_order = order elif order_tag == "derisk_level_2": if not is_derisk_2_found: is_derisk_2_found = True is_derisk_2 = True derisk_2_order = order elif order_tag == "derisk_level_3": if not is_derisk_3_found: is_derisk_3_found = True is_derisk_3 = True derisk_3_order = order elif not buyback_1_is_exit_found and order_tag in ["buyback_1_exit", "buyback_1_derisk"]: buyback_1_is_exit_found = True buyback_1_exit_order = order elif not buyback_2_is_exit_found and order_tag in ["buyback_2_exit", "buyback_2_derisk"]: buyback_2_is_exit_found = True buyback_2_exit_order = order elif not buyback_3_is_exit_found and order_tag in ["buyback_3_exit", "buyback_3_derisk"]: buyback_3_is_exit_found = True buyback_3_exit_order = order elif not grind_1_is_exit_found and order_tag in ["grind_1_exit", "grind_1_derisk"]: grind_1_is_exit_found = True grind_1_exit_order = order elif not grind_2_is_exit_found and order_tag in ["grind_2_exit", "grind_2_derisk"]: grind_2_is_exit_found = True grind_2_exit_order = order elif not grind_3_is_exit_found and order_tag in ["grind_3_exit", "grind_3_derisk"]: grind_3_is_exit_found = True grind_3_exit_order = order elif not grind_4_is_exit_found and order_tag in ["grind_4_exit", "grind_4_derisk"]: grind_4_is_exit_found = True grind_4_exit_order = order elif not grind_5_is_exit_found and order_tag in ["grind_5_exit", "grind_5_derisk"]: grind_5_is_exit_found = True grind_5_exit_order = order elif order_tag == "derisk_global": if not buyback_1_is_exit_found: buyback_1_is_exit_found = True buyback_1_exit_order = order if not buyback_2_is_exit_found: buyback_2_is_exit_found = True buyback_2_exit_order = order if not buyback_3_is_exit_found: buyback_3_is_exit_found = True buyback_3_exit_order = order if not grind_1_is_exit_found: grind_1_is_exit_found = True grind_1_exit_order = order if not grind_2_is_exit_found: grind_2_is_exit_found = True grind_2_exit_order = order if not grind_3_is_exit_found: grind_3_is_exit_found = True grind_3_exit_order = order if not grind_4_is_exit_found: grind_4_is_exit_found = True grind_4_exit_order = order if not grind_5_is_exit_found: grind_5_is_exit_found = True grind_5_exit_order = order if buyback_1_sub_grind_count > 0: buyback_1_current_open_rate = buyback_1_total_cost / buyback_1_total_amount buyback_1_current_grind_stake = buyback_1_total_amount * exit_rate * (1 - trade_fee_close) buyback_1_current_grind_stake_profit = buyback_1_current_grind_stake - buyback_1_total_cost if buyback_2_sub_grind_count > 0: buyback_2_current_open_rate = buyback_2_total_cost / buyback_2_total_amount buyback_2_current_grind_stake = buyback_2_total_amount * exit_rate * (1 - trade_fee_close) buyback_2_current_grind_stake_profit = buyback_2_current_grind_stake - buyback_2_total_cost if buyback_3_sub_grind_count > 0: buyback_3_current_open_rate = buyback_3_total_cost / buyback_3_total_amount buyback_3_current_grind_stake = buyback_3_total_amount * exit_rate * (1 - trade_fee_close) buyback_3_current_grind_stake_profit = buyback_3_current_grind_stake - buyback_3_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_1_is_exit_found: grind_1_exit_distance_ratio = (exit_rate - grind_1_exit_order.safe_price) / grind_1_exit_order.safe_price if grind_2_is_exit_found: grind_2_exit_distance_ratio = (exit_rate - grind_2_exit_order.safe_price) / grind_2_exit_order.safe_price if grind_3_is_exit_found: grind_3_exit_distance_ratio = (exit_rate - grind_3_exit_order.safe_price) / grind_3_exit_order.safe_price if grind_4_is_exit_found: grind_4_exit_distance_ratio = (exit_rate - grind_4_exit_order.safe_price) / grind_4_exit_order.safe_price if buyback_1_is_exit_found: buyback_1_exit_distance_ratio = (exit_rate - buyback_1_exit_order.safe_price) / buyback_1_exit_order.safe_price elif is_derisk_1_found: buyback_1_exit_distance_ratio = (exit_rate - derisk_1_order.safe_price) / derisk_1_order.safe_price if buyback_2_is_exit_found: buyback_2_exit_distance_ratio = (exit_rate - buyback_2_exit_order.safe_price) / buyback_2_exit_order.safe_price elif is_derisk_2_found: buyback_2_exit_distance_ratio = (exit_rate - derisk_2_order.safe_price) / derisk_2_order.safe_price if buyback_3_is_exit_found: buyback_3_exit_distance_ratio = (exit_rate - buyback_3_exit_order.safe_price) / buyback_3_exit_order.safe_price elif is_derisk_3_found: buyback_3_exit_distance_ratio = (exit_rate - derisk_3_order.safe_price) / derisk_3_order.safe_price # all buybacks & grinds current_open_grind_stake_profit = ( buyback_1_current_grind_stake_profit + buyback_2_current_grind_stake_profit + buyback_3_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 ) num_open_grinds_and_buybacks = ( buyback_1_sub_grind_count + buyback_2_sub_grind_count + buyback_3_sub_grind_count + 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 ) # Rebuy mode, the first entry is lower than normal slot stake if is_rebuy_mode: slice_amount /= self.rebuy_mode_stake_multiplier # not reached the max allowed stake for all grinds is_not_trade_max_stake = (current_stake_amount < (slice_amount * self.grinding_v2_max_stake)) and ( num_open_grinds_and_buybacks < self.grinding_v2_max_grinds_and_buybacks ) slice_profit_lt_neg_0_06 = slice_profit < -0.06 is_long_extra_checks_entry = ( (current_time - timedelta(minutes=5) > last_filled_entry.order_filled_utc) and ((current_time - timedelta(hours=2) > last_filled_order.order_filled_utc) or slice_profit_lt_neg_0_06) and ( (current_stake_amount < ((first_filled_entry.safe_filled * first_filled_entry.safe_price) * 0.50)) or (current_time - timedelta(hours=6) > last_filled_order.order_filled_utc) or slice_profit_lt_neg_0_06 ) ) is_long_buyback_entry = self.long_buyback_entry_v2(last_candle, previous_candle, slice_profit, True) last_rsi_3 = last_candle["RSI_3"] last_rsi_3_15m = last_candle["RSI_3_15m"] last_rsi_3_1h = last_candle["RSI_3_1h"] last_aroonu_14 = last_candle["AROONU_14"] last_aroonu_14_15m = last_candle["AROONU_14_15m"] is_long_grind_entry = ( self.long_grind_entry_v3( last_candle, previous_candle, num_open_grinds_and_buybacks, slice_profit, slice_profit_entry, slice_profit_exit, True, ) or ( (is_derisk_1_found or is_derisk_2_found or is_derisk_3_found) and (num_open_grinds_and_buybacks == 0) and ( (last_rsi_3 > 10.0) and (last_rsi_3_15m > 20.0) and (last_rsi_3_1h > 20.0) and (last_rsi_3_1h > 20.0) and (last_aroonu_14 < 50.0) and (last_aroonu_14_15m < 50.0) ) ) or ( is_futures and trade.liquidation_price is not None and ( (trade_is_short and current_rate > trade.liquidation_price * 0.90) or (not trade_is_short and current_rate < trade.liquidation_price * 1.10) ) and (slice_profit < -0.03) and (last_rsi_3 > 10.0) and (last_rsi_3_15m > 20.0) # and (last_candle["RSI_3_1h"] > 20.0) # and (last_candle["RSI_3_1h"] > 20.0) and (last_aroonu_14 < 50.0) and (last_aroonu_14_15m < 50.0) ) ) # De-risk level 1 # flag it if ( derisk_enable and self.grinding_v2_derisk_level_1_enable and (not is_derisk_1_found) and not is_rebuy_mode and (trade_get_custom_data(key="grinding_v2_derisk_level_1_flag") is not True) and ( profit_stake < ( slice_amount * (self.grinding_v2_derisk_level_1_futures[0] if is_futures else self.grinding_v2_derisk_level_1_spot[0]) ) / trade_leverage ) ): trade_set_custom_data(key="grinding_v2_derisk_level_1_flag", value=True) trade_set_custom_data(key="grinding_v2_derisk_level_1_profit", value=profit_stake) trade_set_custom_data(key="grinding_v2_derisk_level_1_time", value=current_time.isoformat()) flag_is_derisk_level_1 = False if ( derisk_enable and self.grinding_v2_derisk_level_1_enable and (not is_derisk_1_found) and not is_rebuy_mode and (trade_get_custom_data(key="grinding_v2_derisk_level_1_flag") is True) ): flag_profit = trade_get_custom_data(key="grinding_v2_derisk_level_1_profit") flag_time = datetime.fromisoformat(trade_get_custom_data(key="grinding_v2_derisk_level_1_time")) if get_derisk_flag_timeout() > flag_time: if profit_stake > flag_profit: trade_set_custom_data(key="grinding_v2_derisk_level_1_flag", value=False) else: flag_is_derisk_level_1 = True if ( derisk_enable and self.grinding_v2_derisk_level_1_enable and (not is_derisk_1_found) and not is_rebuy_mode and ( flag_is_derisk_level_1 or ( profit_stake < ( slice_amount * (self.grinding_v2_derisk_level_1_futures[1] if is_futures else self.grinding_v2_derisk_level_1_spot[1]) ) / trade_leverage ) ) ): sell_amount = ( ( first_filled_entry.safe_filled * ( self.grinding_v2_derisk_level_1_stake_futures if is_futures else self.grinding_v2_derisk_level_1_stake_spot ) ) * 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 send_msg( notification_msg( "de-risk", tag="Level 1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Level 1 [{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, "derisk_level_1" # De-risk level 2 # flag it if ( derisk_enable and self.grinding_v2_derisk_level_2_enable and (not is_derisk_2_found) and not is_rebuy_mode and (trade_get_custom_data(key="grinding_v2_derisk_level_2_flag") is not True) and ( profit_stake < ( slice_amount * (self.grinding_v2_derisk_level_2_futures[0] if is_futures else self.grinding_v2_derisk_level_2_spot[0]) ) / trade_leverage ) ): trade_set_custom_data(key="grinding_v2_derisk_level_2_flag", value=True) trade_set_custom_data(key="grinding_v2_derisk_level_2_profit", value=profit_stake) trade_set_custom_data(key="grinding_v2_derisk_level_2_time", value=current_time.isoformat()) flag_is_derisk_level_2 = False if ( derisk_enable and self.grinding_v2_derisk_level_2_enable and (not is_derisk_2_found) and not is_rebuy_mode and (trade_get_custom_data(key="grinding_v2_derisk_level_2_flag") is True) ): flag_profit = trade_get_custom_data(key="grinding_v2_derisk_level_2_profit") flag_time = datetime.fromisoformat(trade_get_custom_data(key="grinding_v2_derisk_level_2_time")) if get_derisk_flag_timeout() > flag_time: if profit_stake > flag_profit: trade_set_custom_data(key="grinding_v2_derisk_level_2_flag", value=False) else: flag_is_derisk_level_2 = True if ( derisk_enable and self.grinding_v2_derisk_level_2_enable and (not is_derisk_2_found) and not is_rebuy_mode and ( flag_is_derisk_level_2 or ( profit_stake < ( slice_amount * (self.grinding_v2_derisk_level_2_futures[1] if is_futures else self.grinding_v2_derisk_level_2_spot[1]) ) / trade_leverage ) ) ): sell_amount = ( ( first_filled_entry.safe_filled * ( self.grinding_v2_derisk_level_2_stake_futures if is_futures else self.grinding_v2_derisk_level_2_stake_spot ) ) * 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 send_msg( notification_msg( "de-risk", tag="Level 2", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Level 2 [{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, "derisk_level_2" # De-risk level 3 # flag it if ( derisk_enable and self.grinding_v2_derisk_level_3_enable and (not is_derisk_3_found) and not is_rebuy_mode and (trade_get_custom_data(key="grinding_v2_derisk_level_3_flag") is not True) and ( profit_stake < ( slice_amount * (self.grinding_v2_derisk_level_3_futures[0] if is_futures else self.grinding_v2_derisk_level_3_spot[0]) ) / trade_leverage ) ): trade_set_custom_data(key="grinding_v2_derisk_level_3_flag", value=True) trade_set_custom_data(key="grinding_v2_derisk_level_3_profit", value=profit_stake) trade_set_custom_data(key="grinding_v2_derisk_level_3_time", value=current_time.isoformat()) flag_is_derisk_level_3 = False if ( derisk_enable and self.grinding_v2_derisk_level_3_enable and (not is_derisk_3_found) and not is_rebuy_mode and (trade_get_custom_data(key="grinding_v2_derisk_level_3_flag") is True) ): flag_profit = trade_get_custom_data(key="grinding_v2_derisk_level_3_profit") flag_time = datetime.fromisoformat(trade_get_custom_data(key="grinding_v2_derisk_level_3_time")) if get_derisk_flag_timeout() > flag_time: if profit_stake > flag_profit: trade_set_custom_data(key="grinding_v2_derisk_level_3_flag", value=False) else: flag_is_derisk_level_3 = True if ( derisk_enable and self.grinding_v2_derisk_level_3_enable and (not is_derisk_3_found) and not is_rebuy_mode and ( flag_is_derisk_level_3 or ( profit_stake < ( slice_amount * (self.grinding_v2_derisk_level_3_futures[1] if is_futures else self.grinding_v2_derisk_level_3_spot[1]) ) / trade_leverage ) ) ): sell_amount = ( ( first_filled_entry.safe_filled * ( self.grinding_v2_derisk_level_3_stake_futures if is_futures else self.grinding_v2_derisk_level_3_stake_spot ) ) * 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 send_msg( notification_msg( "de-risk", tag="Level 3", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Level 3 [{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, "derisk_level_3" # De-risk global if ( self.grinding_v2_derisk_global_enable and is_derisk_1_found and ( current_open_grind_stake_profit < ( slice_amount * (self.grinding_v2_derisk_global_futures if is_futures else self.grinding_v2_derisk_global_spot) ) / 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 send_msg( notification_msg( "de-risk", tag="Global", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Global [{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, "derisk_global" # Grinding 1 if ( (self.grinding_v2_grind_1_enable) and (is_derisk_1_found or is_derisk_2_found or is_derisk_3_found) and is_long_grind_entry and is_long_extra_checks_entry and (grind_1_sub_grind_count < grind_1_max_sub_grinds) and (grind_1_sub_grind_count == 0 or (grind_1_distance_ratio < grind_1_sub_thresholds[grind_1_sub_grind_count])) and is_not_trade_max_stake ): buy_amount = slice_amount * grind_1_stakes[grind_1_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "grinding-entry", tag="grind_1_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_1_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%" ) order_tag = "grind_1_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount 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)) and long_grind_exit_v2( last_candle, previous_candle, slice_profit, True ): 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: send_msg( notification_msg( "grinding-exit", tag="grind_1_exit", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_1_total_amount, ) ) log.info( f"Grinding exit (grind_1_exit) [{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} {stake_currency})" ) order_tag = "grind_1_exit" 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 # if ( # self.grinding_v2_grind_1_use_derisk # and (grind_1_sub_grind_count > 0) # and (((exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate) < grind_1_derisk_grinds) # and (grind_1_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) or is_backtest) # ): if ( self.grinding_v2_grind_1_use_derisk and (grind_1_sub_grind_count > 0) and (grind_1_current_grind_stake_profit < (slice_amount * grind_1_derisk_grinds)) and (is_backtest or grind_1_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3)) ): 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_exit_found else profit_ratio ) send_msg( notification_msg( "grinding-derisk", tag="grind_1_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_1_current_grind_stake_profit, grind_profit_pct=grind_profit, coin_amount=grind_1_total_amount, ) ) log.info( f"Grinding de-risk (grind_1_derisk) [{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_1_current_grind_stake_profit} {stake_currency})" ) order_tag = "grind_1_derisk" 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 if ( (self.grinding_v2_grind_2_enable) # and (is_derisk_1_found or is_derisk_2_found or is_derisk_3_found) and is_long_grind_entry and is_long_extra_checks_entry and (grind_2_sub_grind_count < grind_2_max_sub_grinds) and (grind_2_sub_grind_count == 0 or (grind_2_distance_ratio < grind_2_sub_thresholds[grind_2_sub_grind_count])) and is_not_trade_max_stake ): buy_amount = slice_amount * grind_2_stakes[grind_2_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "grinding-entry", tag="grind_2_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_2_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%" ) order_tag = "grind_2_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount 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)) and long_grind_exit_v2( last_candle, previous_candle, slice_profit, True ): 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: send_msg( notification_msg( "grinding-exit", tag="grind_2_exit", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_2_total_amount, ) ) log.info( f"Grinding exit (grind_2_exit) [{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} {stake_currency})" ) order_tag = "grind_2_exit" 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 # if ( # self.grinding_v2_grind_2_use_derisk # and (grind_2_sub_grind_count > 0) # and (((exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate) < grind_2_derisk_grinds) # and (grind_2_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) or is_backtest) # ): if ( self.grinding_v2_grind_2_use_derisk and (grind_2_sub_grind_count > 0) and (grind_2_current_grind_stake_profit < (slice_amount * grind_2_derisk_grinds)) and (is_backtest or grind_2_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3)) ): 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_exit_found else profit_ratio ) send_msg( notification_msg( "grinding-derisk", tag="grind_2_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_2_current_grind_stake_profit, grind_profit_pct=grind_profit, coin_amount=grind_2_total_amount, ) ) log.info( f"Grinding de-risk (grind_2_derisk) [{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_2_current_grind_stake_profit} {stake_currency})" ) order_tag = "grind_2_derisk" 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 if ( (self.grinding_v2_grind_3_enable) # and (is_derisk_1_found or is_derisk_2_found or is_derisk_3_found) and is_long_grind_entry and is_long_extra_checks_entry and (grind_3_sub_grind_count < grind_3_max_sub_grinds) and (grind_3_sub_grind_count == 0 or (grind_3_distance_ratio < grind_3_sub_thresholds[grind_3_sub_grind_count])) and is_not_trade_max_stake ): buy_amount = slice_amount * grind_3_stakes[grind_3_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "grinding-entry", tag="grind_3_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_3_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%" ) order_tag = "grind_3_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount 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)) and long_grind_exit_v2( last_candle, previous_candle, slice_profit, True ): 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: send_msg( notification_msg( "grinding-exit", tag="grind_3_exit", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_3_total_amount, ) ) log.info( f"Grinding exit (grind_3_exit) [{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} {stake_currency})" ) order_tag = "grind_3_exit" 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 # if ( # self.grinding_v2_grind_3_use_derisk # and (grind_3_sub_grind_count > 0) # and (((exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate) < grind_3_derisk_grinds) # and (grind_3_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) or is_backtest) # ): if ( self.grinding_v2_grind_3_use_derisk and (grind_3_sub_grind_count > 0) and (grind_3_current_grind_stake_profit < (slice_amount * grind_3_derisk_grinds)) and (is_backtest or grind_3_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3)) ): 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_exit_found else profit_ratio ) send_msg( notification_msg( "grinding-derisk", tag="grind_3_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_3_current_grind_stake_profit, grind_profit_pct=grind_profit, coin_amount=grind_3_total_amount, ) ) log.info( f"Grinding de-risk (grind_3_derisk) [{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_3_current_grind_stake_profit} {stake_currency})" ) order_tag = "grind_3_derisk" 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 if ( (self.grinding_v2_grind_4_enable) # and (is_derisk_1_found or is_derisk_2_found or is_derisk_3_found) and ( is_long_grind_entry # or ( # is_derisk_1_found # # only queue 4 grinds open # and (num_open_grinds_and_buybacks == grind_4_sub_grind_count) # and (last_candle["protections_long_global"] == True) # and ( # (slice_profit < -0.04) # and (last_candle["RSI_3"] > 10.0) # and (last_candle["RSI_3_15m"] > 20.0) # and (last_candle["AROONU_14"] < 50.0) # and (last_candle["AROONU_14_15m"] < 50.0) # ) # ) # or ( # (is_derisk_1_found or is_derisk_2_found or is_derisk_3_found) # and (num_open_grinds_and_buybacks == 0) # and ( # (last_candle["RSI_3"] > 10.0) # and (last_candle["RSI_3_15m"] > 20.0) # and (last_candle["RSI_3_1h"] > 20.0) # and (last_candle["RSI_3_1h"] > 20.0) # and (last_candle["AROONU_14"] < 50.0) # and (last_candle["AROONU_14_15m"] < 50.0) # ) # ) ) and is_long_extra_checks_entry and (grind_4_sub_grind_count < grind_4_max_sub_grinds) and (grind_4_sub_grind_count == 0 or (grind_4_distance_ratio < grind_4_sub_thresholds[grind_4_sub_grind_count])) and is_not_trade_max_stake ): buy_amount = slice_amount * grind_4_stakes[grind_4_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "grinding-entry", tag="grind_4_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_4_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%" ) order_tag = "grind_4_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount 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)) and long_grind_exit_v2( last_candle, previous_candle, slice_profit, True ): 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: send_msg( notification_msg( "grinding-exit", tag="grind_4_exit", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_4_total_amount, ) ) log.info( f"Grinding exit (grind_4_exit) [{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} {stake_currency})" ) order_tag = "grind_4_exit" 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 # if ( # self.grinding_v2_grind_4_use_derisk # and (grind_4_sub_grind_count > 0) # and (((exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate) < grind_4_derisk_grinds) # and (grind_4_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) or is_backtest) # ): if ( self.grinding_v2_grind_4_use_derisk and (grind_4_sub_grind_count > 0) and (grind_4_current_grind_stake_profit < (slice_amount * grind_4_derisk_grinds)) and (is_backtest or grind_4_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3)) ): 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_exit_found else profit_ratio ) send_msg( notification_msg( "grinding-derisk", tag="grind_4_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_4_current_grind_stake_profit, grind_profit_pct=grind_profit, coin_amount=grind_4_total_amount, ) ) log.info( f"Grinding de-risk (grind_4_derisk) [{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_4_current_grind_stake_profit} {stake_currency})" ) order_tag = "grind_4_derisk" 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 if ( (self.grinding_v2_grind_5_enable) and (is_derisk_1_found or is_derisk_2_found or is_derisk_3_found) and ( is_long_grind_entry or ( is_derisk_1_found and (slice_profit_entry < -0.10) and (slice_profit_exit < -0.04) and (last_candle["protections_long_global"] == True) # and ( # (slice_profit < -0.04) # and (last_candle["RSI_3"] > 10.0) # and (last_candle["RSI_3_15m"] > 20.0) # and (last_candle["AROONU_14"] < 50.0) # and (last_candle["AROONU_14_15m"] < 50.0) # ) ) ) and is_long_extra_checks_entry and (grind_5_sub_grind_count < grind_5_max_sub_grinds) and (grind_5_sub_grind_count == 0 or (grind_5_distance_ratio < grind_5_sub_thresholds[grind_5_sub_grind_count])) and is_not_trade_max_stake ): buy_amount = slice_amount * grind_5_stakes[grind_5_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "grinding-entry", tag="grind_5_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_5_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%" ) order_tag = "grind_5_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount 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)) and long_grind_exit_v2( last_candle, previous_candle, slice_profit, True ): 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: send_msg( notification_msg( "grinding-exit", tag="grind_5_exit", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_5_total_amount, ) ) log.info( f"Grinding exit (grind_5_exit) [{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} {stake_currency})" ) order_tag = "grind_5_exit" 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 # if ( # self.grinding_v2_grind_5_use_derisk # and (grind_5_sub_grind_count > 0) # and (((exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate) < grind_5_derisk_grinds) # and (grind_5_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) or is_backtest) # ): if ( self.grinding_v2_grind_5_use_derisk and (grind_5_sub_grind_count > 0) and (grind_5_current_grind_stake_profit < (slice_amount * grind_5_derisk_grinds)) and (is_backtest or grind_5_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3)) ): 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_exit_found else profit_ratio ) send_msg( notification_msg( "grinding-derisk", tag="grind_5_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_5_current_grind_stake_profit, grind_profit_pct=grind_profit, coin_amount=grind_5_total_amount, ) ) log.info( f"Grinding de-risk (grind_5_derisk) [{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_5_current_grind_stake_profit} {stake_currency})" ) order_tag = "grind_5_derisk" 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 # Buyback 1 if ( self.grinding_v2_buyback_1_enable and is_derisk_1_found and is_long_buyback_entry and is_long_extra_checks_entry and (buyback_1_current_open_rate == 0) and ( buyback_1_exit_distance_ratio < ( self.grinding_v2_buyback_1_distance_ratio_futures if is_futures else self.grinding_v2_buyback_1_distance_ratio_spot ) ) and is_not_trade_max_stake ): buy_amount = ( slice_amount * (self.grinding_v2_buyback_1_stake_futures if is_futures else self.grinding_v2_buyback_1_stake_spot) / trade_leverage ) if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "buyback-entry", tag="buyback_1_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Buyback entry (buyback_1_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%" ) order_tag = "buyback_1_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if buyback_1_sub_grind_count > 0: grind_profit = (exit_rate - buyback_1_current_open_rate) / buyback_1_current_open_rate if ( grind_profit > ( ( self.grinding_v2_buyback_1_profit_threshold_futures if is_futures else self.grinding_v2_buyback_1_profit_threshold_spot ) + fee_open_rate + fee_close_rate ) ) and long_grind_exit_v2(last_candle, previous_candle, slice_profit, True): sell_amount = buyback_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: send_msg( notification_msg( "buyback-exit", tag="buyback_1_exit", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=buyback_1_total_amount, ) ) log.info( f"Buyback exit (buyback_1_exit) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {buyback_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} {stake_currency})" ) order_tag = "buyback_1_exit" for grind_entry_id in buyback_1_buy_orders: order_tag += " " + str(grind_entry_id) if has_order_tags: return -ft_sell_amount, order_tag else: return -ft_sell_amount # if ( # self.grinding_v2_buyback_1_use_derisk # and (buyback_1_sub_grind_count > 0) # and ( # ((exit_rate - buyback_1_current_open_rate) / buyback_1_current_open_rate) # < ( # self.grinding_v2_buyback_1_derisk_futures if self.is_futures_mode else self.grinding_v2_buyback_1_derisk_spot # ) # ) # and (buyback_1_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) or is_backtest) # ): if ( self.grinding_v2_buyback_1_use_derisk and (buyback_1_sub_grind_count > 0) and ( buyback_1_current_grind_stake_profit < ( slice_amount * (self.grinding_v2_buyback_1_derisk_futures if is_futures else self.grinding_v2_buyback_1_derisk_spot) ) ) and (is_backtest or buyback_1_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3)) ): sell_amount = buyback_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 buyback_1_current_open_rate > 0.0: grind_profit = ( ((exit_rate - buyback_1_current_open_rate) / buyback_1_current_open_rate) if buyback_1_is_exit_found else profit_ratio ) send_msg( notification_msg( "buyback-derisk", tag="buyback_1_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=buyback_1_current_grind_stake_profit, grind_profit_pct=grind_profit, coin_amount=buyback_1_total_amount, ) ) log.info( f"Buyback de-risk (buyback_1_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {buyback_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({buyback_1_current_grind_stake_profit} {stake_currency})" ) order_tag = "buyback_1_derisk" for grind_entry_id in buyback_1_buy_orders: order_tag += " " + str(grind_entry_id) if has_order_tags: return -ft_sell_amount, order_tag else: return -ft_sell_amount # # Buyback 2 if ( self.grinding_v2_buyback_2_enable and is_derisk_2_found and is_long_buyback_entry and is_long_extra_checks_entry and (buyback_2_current_open_rate == 0) and ( buyback_2_exit_distance_ratio < ( self.grinding_v2_buyback_2_distance_ratio_futures if is_futures else self.grinding_v2_buyback_2_distance_ratio_spot ) ) and is_not_trade_max_stake ): buy_amount = ( slice_amount * (self.grinding_v2_buyback_2_stake_futures if is_futures else self.grinding_v2_buyback_2_stake_spot) / trade_leverage ) if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "buyback-entry", tag="buyback_2_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Buyback entry (buyback_2_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%" ) order_tag = "buyback_2_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if buyback_2_sub_grind_count > 0: grind_profit = (exit_rate - buyback_2_current_open_rate) / buyback_2_current_open_rate if ( grind_profit > ( ( self.grinding_v2_buyback_2_profit_threshold_futures if is_futures else self.grinding_v2_buyback_2_profit_threshold_spot ) + fee_open_rate + fee_close_rate ) ) and long_grind_exit_v2(last_candle, previous_candle, slice_profit, True): sell_amount = buyback_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: send_msg( notification_msg( "buyback-exit", tag="buyback_2_exit", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=buyback_2_total_amount, ) ) log.info( f"Buyback exit (buyback_2_exit) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {buyback_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} {stake_currency})" ) order_tag = "buyback_2_exit" for grind_entry_id in buyback_2_buy_orders: order_tag += " " + str(grind_entry_id) if has_order_tags: return -ft_sell_amount, order_tag else: return -ft_sell_amount # if ( # self.grinding_v2_buyback_2_use_derisk # and (buyback_2_sub_grind_count > 0) # and ( # ((exit_rate - buyback_2_current_open_rate) / buyback_2_current_open_rate) # < ( # self.grinding_v2_buyback_2_derisk_futures if self.is_futures_mode else self.grinding_v2_buyback_2_derisk_spot # ) # ) # and (buyback_2_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) or is_backtest) # ): if ( self.grinding_v2_buyback_2_use_derisk and (buyback_2_sub_grind_count > 0) and ( buyback_2_current_grind_stake_profit < ( slice_amount * (self.grinding_v2_buyback_2_derisk_futures if is_futures else self.grinding_v2_buyback_2_derisk_spot) ) ) and (is_backtest or buyback_2_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3)) ): sell_amount = buyback_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 buyback_2_current_open_rate > 0.0: grind_profit = ( ((exit_rate - buyback_2_current_open_rate) / buyback_2_current_open_rate) if buyback_2_is_exit_found else profit_ratio ) send_msg( notification_msg( "buyback-derisk", tag="buyback_2_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=buyback_2_current_grind_stake_profit, grind_profit_pct=grind_profit, coin_amount=buyback_2_total_amount, ) ) log.info( f"Buyback de-risk (buyback_2_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {buyback_2_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({buyback_2_current_grind_stake_profit} {stake_currency})" ) order_tag = "buyback_2_derisk" for grind_entry_id in buyback_2_buy_orders: order_tag += " " + str(grind_entry_id) if has_order_tags: return -ft_sell_amount, order_tag else: return -ft_sell_amount # # Buyback 3 if ( self.grinding_v2_buyback_3_enable and is_derisk_3_found and is_long_buyback_entry and is_long_extra_checks_entry and (buyback_3_current_open_rate == 0) and ( buyback_3_exit_distance_ratio < ( self.grinding_v2_buyback_3_distance_ratio_futures if is_futures else self.grinding_v2_buyback_3_distance_ratio_spot ) ) and is_not_trade_max_stake ): buy_amount = ( slice_amount * (self.grinding_v2_buyback_3_stake_futures if is_futures else self.grinding_v2_buyback_3_stake_spot) / trade_leverage ) if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "buyback-entry", tag="buyback_3_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Buyback entry (buyback_3_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%" ) order_tag = "buyback_3_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if buyback_3_sub_grind_count > 0: grind_profit = (exit_rate - buyback_3_current_open_rate) / buyback_3_current_open_rate if ( grind_profit > ( ( self.grinding_v2_buyback_3_profit_threshold_futures if is_futures else self.grinding_v2_buyback_3_profit_threshold_spot ) + fee_open_rate + fee_close_rate ) ) and long_grind_exit_v2(last_candle, previous_candle, slice_profit, True): sell_amount = buyback_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: send_msg( notification_msg( "buyback-exit", tag="buyback_3_exit", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=buyback_3_total_amount, ) ) log.info( f"Buyback exit (buyback_3_exit) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {buyback_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} {stake_currency})" ) order_tag = "buyback_3_exit" for grind_entry_id in buyback_3_buy_orders: order_tag += " " + str(grind_entry_id) if has_order_tags: return -ft_sell_amount, order_tag else: return -ft_sell_amount # if ( # self.grinding_v2_buyback_3_use_derisk # and (buyback_3_sub_grind_count > 0) # and ( # ((exit_rate - buyback_3_current_open_rate) / buyback_3_current_open_rate) # < ( # self.grinding_v2_buyback_3_derisk_futures if self.is_futures_mode else self.grinding_v2_buyback_3_derisk_spot # ) # ) # and (buyback_3_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) or is_backtest) # ): if ( self.grinding_v2_buyback_3_use_derisk and (buyback_3_sub_grind_count > 0) and ( buyback_3_current_grind_stake_profit < ( slice_amount * (self.grinding_v2_buyback_3_derisk_futures if is_futures else self.grinding_v2_buyback_3_derisk_spot) ) ) and (is_backtest or buyback_3_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3)) ): sell_amount = buyback_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 buyback_3_current_open_rate > 0.0: grind_profit = ( ((exit_rate - buyback_3_current_open_rate) / buyback_3_current_open_rate) if buyback_3_is_exit_found else profit_ratio ) send_msg( notification_msg( "buyback-derisk", tag="buyback_3_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=buyback_3_current_grind_stake_profit, grind_profit_pct=grind_profit, coin_amount=buyback_3_total_amount, ) ) log.info( f"Buyback de-risk (buyback_3_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {buyback_3_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({buyback_3_current_grind_stake_profit} {stake_currency})" ) order_tag = "buyback_3_derisk" for grind_entry_id in buyback_3_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 def long_buyback_entry_v2( self, last_candle: Series, previous_candle: Series, slice_profit: float, is_derisk: bool ) -> float: previous_ema_26 = previous_candle["EMA_26"] previous_ema_12 = previous_candle["EMA_12"] last_rsi_3_1d = last_candle["RSI_3_1d"] last_roc_9_1h = last_candle["ROC_9_1h"] last_roc_9_4h = last_candle["ROC_9_4h"] last_close_max_48 = last_candle["close_max_48"] last_high_max_6_1h = last_candle["high_max_6_1h"] last_high_max_12_1h = last_candle["high_max_12_1h"] last_open = last_candle["open"] last_ema_12 = last_candle["EMA_12"] last_ema_26 = last_candle["EMA_26"] last_roc_9_1d = last_candle["ROC_9_1d"] last_rsi_3 = last_candle["RSI_3"] last_rsi_3_1h = last_candle["RSI_3_1h"] last_rsi_3_4h = last_candle["RSI_3_4h"] last_close = last_candle["close"] last_rsi_14 = last_candle["RSI_14"] last_rsi_3_15m = last_candle["RSI_3_15m"] last_roc_2_1h = last_candle["ROC_2_1h"] last_roc_2_4h = last_candle["ROC_2_4h"] last_protections_long_global = last_candle["protections_long_global"] last_enter_long = last_candle["enter_long"] last_aroonu_14 = last_candle["AROONU_14"] last_aroonu_14_15m = last_candle["AROONU_14_15m"] last_stochrsi_k = last_candle["STOCHRSIk_14_14_3_3"] last_stochrsi_k_15m = last_candle["STOCHRSIk_14_14_3_3_15m"] last_stochrsi_k_1h = last_candle["STOCHRSIk_14_14_3_3_1h"] last_stochrsi_k_4h = last_candle["STOCHRSIk_14_14_3_3_4h"] last_roc_2_1d = last_candle["ROC_2_1d"] last_ema_16 = last_candle["EMA_16"] last_bbl_20 = last_candle["BBL_20_2.0"] # Reused long buyback entry v2 thresholds last_rsi_14_lt_36 = last_rsi_14 < 36.0 last_roc_2_4h_gt_neg_5 = last_roc_2_4h > -5.0 last_roc_2_1h_gt_neg_5 = last_roc_2_1h > -5.0 last_rsi_3_4h_gt_10 = last_rsi_3_4h > 10.0 last_rsi_3_1h_gt_10 = last_rsi_3_1h > 10.0 last_rsi_3_1d_gt_10 = last_rsi_3_1d > 10.0 last_rsi_3_15m_gt_10 = last_rsi_3_15m > 10.0 last_roc_9_4h_gt_neg_5 = last_roc_9_4h > -5.0 last_roc_9_1h_gt_neg_5 = last_roc_9_1h > -5.0 last_roc_9_1d_gt_neg_5 = last_roc_9_1d > -5.0 if (last_protections_long_global == True) and ( (last_enter_long == True) or ( (last_rsi_14_lt_36) and (last_rsi_3 > 20.0) and (last_rsi_3_15m > 20.0) # and (last_candle["RSI_3_1h"] > 20.0) # and (last_candle["RSI_3_4h"] > 20.0) and (last_aroonu_14 < 25.0) and (last_roc_2_1h_gt_neg_5) and (last_roc_2_4h_gt_neg_5) # and (last_candle["ROC_9_4h"] > -20.0) # and (last_candle["ROC_9_4h"] < 40.0) # and (last_candle["ROC_9_1d"] > -20.0) # and (last_candle["ROC_9_1d"] < 50.0) and (last_stochrsi_k < 20.0) and (last_stochrsi_k_15m < 20.0) # and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0) # and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0) and (last_close > (last_close_max_48 * 0.90)) and (last_close > (last_high_max_6_1h * 0.85)) and (last_close > (last_high_max_12_1h * 0.80)) # and (last_candle["close"] < (last_candle["low_min_24_4h"] * 1.20)) and (last_close < (last_ema_16 * 0.980)) ) or ( (last_rsi_14_lt_36) and (last_rsi_3 > 5.0) and (last_rsi_3_15m > 15.0) and (last_rsi_3_1h > 15.0) and (last_rsi_3_4h > 15.0) and (last_roc_2_1h_gt_neg_5) and (last_roc_2_4h_gt_neg_5) # and (last_candle["ROC_2_1d"] > -10.0) # and (last_candle["ROC_9_1h"] > -10.0) # and (last_candle["ROC_9_4h"] > -10.0) and (last_roc_9_1d_gt_neg_5) and (last_ema_26 > last_ema_12) and ((last_ema_26 - last_ema_12) > (last_open * 0.020)) and ((previous_ema_26 - previous_ema_12) > (last_open / 100.0)) ) or ( (last_rsi_14_lt_36) and (last_rsi_3 > 10.0) and (last_rsi_3_15m_gt_10) and (last_rsi_3_1h_gt_10) and (last_rsi_3_4h_gt_10) and (last_rsi_3_1d_gt_10) and (last_roc_2_1h_gt_neg_5) and (last_roc_2_4h_gt_neg_5) and (last_roc_2_1d > -5.0) and (last_roc_9_1h_gt_neg_5) and (last_roc_9_4h_gt_neg_5) and (last_roc_9_1d > -10.0) # and (last_candle["ROC_9_4h"] < 40.0) # and (last_candle["ROC_9_1d"] < 50.0) and (last_aroonu_14_15m < 25.0) and (last_close > (last_close_max_48 * 0.90)) and (last_close > (last_high_max_6_1h * 0.85)) and (last_close > (last_high_max_12_1h * 0.80)) # and (last_candle["close"] < (last_candle["low_min_24_4h"] * 1.20)) and (last_close < (last_ema_12 * 0.980)) ) or ( (last_rsi_14_lt_36) and (last_rsi_3_15m_gt_10) and (last_rsi_3_1h_gt_10) and (last_rsi_3_4h_gt_10) and (last_rsi_3_1d_gt_10) and (last_roc_2_1h_gt_neg_5) and (last_roc_2_4h_gt_neg_5) # and (last_candle["ROC_2_1d"] > -5.0) and (last_roc_9_1h_gt_neg_5) and (last_roc_9_4h_gt_neg_5) and (last_roc_9_1d_gt_neg_5) and (last_stochrsi_k_1h < 80.0) and (last_stochrsi_k_4h < 70.0) # and (last_candle["close"] > (last_candle["close_max_48"] * 0.90)) # and (last_candle["close"] > (last_candle["high_max_6_1h"] * 0.85)) # and (last_candle["close"] > (last_candle["high_max_12_1h"] * 0.80)) and (last_close < (last_ema_26 * 0.960)) and (last_close < (last_bbl_20 * 0.999)) ) ): return True return False def long_grind_entry_v2( self, last_candle: Series, previous_candle: Series, slice_profit: float, is_derisk: bool ) -> float: previous_ema_26 = previous_candle["EMA_26"] previous_ema_12 = previous_candle["EMA_12"] last_bbl_20_2_0 = last_candle["BBL_20_2.0"] last_aroonu_14_15m = last_candle["AROONU_14_15m"] last_rsi_14_1h = last_candle["RSI_14_1h"] last_low_min_24_4h = last_candle["low_min_24_4h"] last_low_min_12_4h = last_candle["low_min_12_4h"] last_ema_12 = last_candle["EMA_12"] last_ema_26 = last_candle["EMA_26"] last_stochrsik_14_14_3_3 = last_candle["STOCHRSIk_14_14_3_3"] last_close_max_48 = last_candle["close_max_48"] last_open = last_candle["open"] last_aroonu_14 = last_candle["AROONU_14"] last_roc_2_1d = last_candle["ROC_2_1d"] last_roc_9_1d = last_candle["ROC_9_1d"] last_rsi_3_1d = last_candle["RSI_3_1d"] last_high_max_12_1h = last_candle["high_max_12_1h"] last_high_max_6_1h = last_candle["high_max_6_1h"] last_close = last_candle["close"] last_rsi_3 = last_candle["RSI_3"] last_rsi_3_15m = last_candle["RSI_3_15m"] last_rsi_3_1h = last_candle["RSI_3_1h"] last_rsi_3_4h = last_candle["RSI_3_4h"] last_rsi_14 = last_candle["RSI_14"] last_roc_2_1h = last_candle["ROC_2_1h"] last_roc_2_4h = last_candle["ROC_2_4h"] last_roc_9_1h = last_candle["ROC_9_1h"] last_roc_9_4h = last_candle["ROC_9_4h"] last_protections_long_global = last_candle["protections_long_global"] last_enter_long = last_candle["enter_long"] last_stochrsi_k_15m = last_candle["STOCHRSIk_14_14_3_3_15m"] last_stochrsi_k_1h = last_candle["STOCHRSIk_14_14_3_3_1h"] last_stochrsi_k_4h = last_candle["STOCHRSIk_14_14_3_3_4h"] last_willr_14 = last_candle["WILLR_14"] last_ema_16 = last_candle["EMA_16"] # Reused long grind entry v2 thresholds last_rsi_3_gt_5 = last_rsi_3 > 5.0 last_rsi_3_4h_gt_10 = last_rsi_3_4h > 10.0 last_rsi_3_1h_gt_10 = last_rsi_3_1h > 10.0 last_rsi_3_15m_gt_10 = last_rsi_3_15m > 10.0 last_rsi_3_gt_10 = last_rsi_3 > 10.0 last_rsi_14_lt_36 = last_rsi_14 < 36.0 last_aroonu_14_lt_25 = last_aroonu_14 < 25.0 last_stochrsik_14_14_3_3_lt_20 = last_stochrsik_14_14_3_3 < 20.0 last_rsi_3_1d_gt_10 = last_rsi_3_1d > 10.0 last_roc_9_4h_gt_neg_10 = last_roc_9_4h > -10.0 last_roc_9_1h_gt_neg_10 = last_roc_9_1h > -10.0 last_roc_2_4h_gt_neg_10 = last_roc_2_4h > -10.0 last_roc_2_1h_gt_neg_10 = last_roc_2_1h > -10.0 last_rsi_3_15m_gt_15 = last_rsi_3_15m > 15.0 last_roc_2_4h_gt_neg_5 = last_roc_2_4h > -5.0 last_roc_2_1h_gt_neg_5 = last_roc_2_1h > -5.0 last_roc_2_1d_gt_neg_10 = last_roc_2_1d > -10.0 last_rsi_3_4h_gt_15 = last_rsi_3_4h > 15.0 last_rsi_3_1h_gt_15 = last_rsi_3_1h > 15.0 last_rsi_3_15m_gt_5 = last_rsi_3_15m > 5.0 last_roc_9_1d_gt_neg_30 = last_roc_9_1d > -30.0 if (last_protections_long_global == True) and ( (last_enter_long == True) or ( (last_rsi_14 < 46.0) and (last_rsi_3_gt_10) and (last_rsi_3_15m_gt_15) and (last_rsi_3_1h_gt_15) and (last_rsi_3_4h_gt_15) and (last_roc_2_1h_gt_neg_10) and (last_roc_2_4h_gt_neg_10) and (last_roc_2_1d_gt_neg_10) and (last_roc_9_1h > -25.0) and (last_roc_9_4h > -25.0) and (last_roc_9_1d > -25.0) # and (last_candle["ROC_9_1d"] < 40.0) and (last_aroonu_14_lt_25) # and (last_candle["STOCHRSIk_14_14_3_3"] < 20.0) # and (last_candle["STOCHRSIk_14_14_3_3_15m"] < 20.0) # and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0) # and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0) and (last_close > (last_close_max_48 * 0.90)) and (last_close > (last_high_max_6_1h * 0.85)) and (last_close > (last_high_max_12_1h * 0.80)) and (last_close < (last_low_min_24_4h * 1.20)) and (last_close < (last_ema_16 * 0.968)) ) or ( (last_rsi_14_lt_36) and (last_rsi_3_gt_5) and (last_rsi_3_15m_gt_15) and (last_rsi_3_1h_gt_15) and (last_rsi_3_4h_gt_15) # and (last_candle["RSI_3_1d"] > 15.0) and (last_roc_2_1h_gt_neg_10) and (last_roc_2_4h_gt_neg_10) # and (last_candle["ROC_2_1d"] > -10.0) and (last_roc_9_1h_gt_neg_10) and (last_roc_9_4h_gt_neg_10) and (last_roc_9_1d_gt_neg_30) and (last_stochrsik_14_14_3_3 < 50.0) and (last_ema_26 > last_ema_12) and ((last_ema_26 - last_ema_12) > (last_open * 0.020)) and ((previous_ema_26 - previous_ema_12) > (last_open / 100.0)) ) or ( (last_rsi_14_lt_36) and (last_rsi_3_gt_10) and (last_rsi_3_15m_gt_10) and (last_rsi_3_1h_gt_10) and (last_rsi_3_4h_gt_10) and (last_rsi_3_1d_gt_10) and (last_roc_2_1h_gt_neg_5) and (last_roc_2_4h_gt_neg_5) and (last_roc_2_1d > -5.0) and (last_roc_9_1h_gt_neg_10) and (last_roc_9_4h_gt_neg_10) and (last_roc_9_1d > -10.0) # and (last_roc_9_4h < 40.0) # and (last_candle["ROC_9_1d"] < 50.0) and (last_aroonu_14_15m < 25.0) and (last_close > (last_close_max_48 * 0.90)) and (last_close > (last_high_max_6_1h * 0.85)) and (last_close > (last_high_max_12_1h * 0.80)) # and (last_close < (last_candle["low_min_24_4h"] * 1.20)) and (last_close < (last_ema_12 * 0.980)) ) or ( (last_rsi_14_lt_36) and (last_rsi_3_gt_10) and (last_rsi_3_15m_gt_10) and (last_rsi_3_1h_gt_10) and (last_rsi_3_4h_gt_10) and (last_rsi_3_1d_gt_10) and (last_roc_2_1h_gt_neg_10) and (last_roc_2_4h_gt_neg_10) and (last_roc_2_1d_gt_neg_10) # and (last_roc_9_1h > -10.0) # and (last_roc_9_4h > -10.0) # and (last_candle["ROC_9_1d"] > -10.0) and (last_aroonu_14_lt_25) and (last_close > (last_close_max_48 * 0.90)) and (last_close > (last_high_max_6_1h * 0.85)) and (last_close > (last_high_max_12_1h * 0.80)) and (last_close < (last_ema_26 * 0.962)) and (last_close < (last_bbl_20_2_0 * 0.999)) ) or ( (last_rsi_14 < 35.0) and (last_rsi_3_gt_10) and (last_rsi_3_15m_gt_10) and (last_rsi_3_1h_gt_10) and (last_rsi_3_4h_gt_10) # and (last_candle["RSI_3_1d"] > 10.0) and (last_roc_2_1h_gt_neg_10) and (last_roc_2_4h_gt_neg_10) and (last_roc_2_1d_gt_neg_10) and (last_roc_9_1h_gt_neg_10) and (last_roc_9_4h_gt_neg_10) # and (last_candle["ROC_9_1d"] > -10.0) and (last_aroonu_14_lt_25) # and (last_candle["AROONU_14_15m"] < 25.0) # and (last_candle["STOCHRSIk_14_14_3_3"] < 20.0) # and (last_candle["STOCHRSIk_14_14_3_3_15m"] < 20.0) # and (last_close > (last_candle["close_max_48"] * 0.90)) # and (last_close > (last_candle["high_max_6_1h"] * 0.85)) # and (last_close > (last_candle["high_max_12_1h"] * 0.80)) and (last_close < (last_low_min_12_4h * 1.25)) and (last_close < (last_candle["EMA_9"] * 0.968)) and (last_close < (last_candle["EMA_20"] * 0.980)) ) or ( (last_rsi_14 > 35.0) and (last_rsi_3_gt_10) and (last_rsi_3 < 40.0) # and (last_candle["RSI_4"] < 40.0) and (last_rsi_3_15m_gt_15) # and (last_rsi_3_1h > 20.0) # and (last_rsi_3_4h > 20.0) # and (last_candle["RSI_3_1d"] > 20.0) and (last_roc_2_1h_gt_neg_5) and (last_roc_2_4h_gt_neg_5) # and (last_candle["ROC_2_1d"] > -5.0) and (last_roc_9_1h_gt_neg_10) and (last_roc_9_4h_gt_neg_10) # and (last_candle["ROC_9_1d"] > -10.0) and (last_aroonu_14_lt_25) # and (last_candle["AROONU_14_15m"] < 25.0) # and (last_candle["STOCHRSIk_14_14_3_3"] < 20.0) # and (last_candle["STOCHRSIk_14_14_3_3_15m"] < 20.0) # and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0) # and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0) # and (last_close > (last_candle["close_max_48"] * 0.90)) # and (last_close > (last_candle["high_max_6_1h"] * 0.85)) # and (last_close > (last_candle["high_max_12_1h"] * 0.80)) and (last_candle["RSI_20"] < previous_candle["RSI_20"]) and (last_close < (last_candle["SMA_16"] * 0.955)) # and (last_close < (last_candle["EMA_20"] * 0.980)) ) or ( (last_rsi_3_gt_5) and (last_rsi_3_15m_gt_10) and (last_rsi_3_1h_gt_10) and (last_rsi_3_4h_gt_10) and (last_roc_2_1h_gt_neg_5) and (last_roc_2_4h_gt_neg_5) and (last_roc_9_1h > -5.0) and (last_roc_9_4h > -5.0) and (last_willr_14 < -50.0) # and (last_candle["AROONU_14"] < 25.0) and (last_stochrsik_14_14_3_3_lt_20) and (last_candle["WILLR_84_1h"] < -70.0) # and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 40.0) and (last_close < (last_low_min_24_4h * 1.30)) and (last_candle["BBB_20_2.0_1h"] > 12.0) and (last_close_max_48 >= (last_close * 1.10)) ) or ( (last_rsi_3 < 30.0) and (last_rsi_3_gt_5) and (last_rsi_3_15m_gt_5) and (last_rsi_3_1h_gt_10) and (last_rsi_3_4h_gt_10) # and (last_roc_2_1h > -5.0) # and (last_roc_2_4h > -5.0) # and (last_roc_9_1h > -5.0) # and (last_roc_9_4h > -5.0) and (last_roc_9_1d_gt_neg_30) # and (last_candle["STOCHRSIk_14_14_3_3"] < 20.0) # and (last_close < (last_candle["low_min_24_4h"] * 1.50)) and (last_ema_26 > last_ema_12) and ((last_ema_26 - last_ema_12) > (last_open * 0.034)) and ((previous_ema_26 - previous_ema_12) > (last_open / 100.0)) ) or ( (last_rsi_3_gt_5) and (last_rsi_3_15m > 25.0) and (last_rsi_3_1h > 30.0) and (last_close < (last_candle["high_max_24_4h"] * 0.90)) and (last_close < (last_close_max_48 * 0.90)) and (last_close > (last_candle["close_min_12"] * 1.08)) ) or ( (last_rsi_3_gt_5) and (last_rsi_3_15m_gt_5) and (last_stochrsik_14_14_3_3_lt_20) and (last_rsi_14 < (last_rsi_14_1h - 45.0)) ) or ( (last_rsi_3_gt_10) and (last_rsi_3_15m_gt_10) and (last_rsi_3_1h_gt_10) and (last_rsi_3_4h_gt_10) and (last_rsi_3_1d_gt_10) and (last_stochrsik_14_14_3_3_lt_20) and (last_close < (last_candle["SMA_30"] * 0.978)) and (last_close < (last_bbl_20_2_0 * 0.999)) ) or ( (last_rsi_14_lt_36) and (last_rsi_3_gt_5) and (last_rsi_3_15m_gt_10) and (last_rsi_3_1h_gt_10) and (last_rsi_3_4h_gt_10) and (last_rsi_3_1d_gt_10) and (last_stochrsik_14_14_3_3 < 30.0) and (last_close > (last_close_max_48 * 0.85)) and (last_close > (last_high_max_6_1h * 0.80)) and (last_close > (last_high_max_12_1h * 0.75)) and (last_close < (last_low_min_12_4h * 1.25)) and (last_ema_26 > last_ema_12) and ((last_ema_26 - last_ema_12) > (last_open * 0.018)) and ((previous_ema_26 - previous_ema_12) > (last_open / 100.0)) ) or ( (last_rsi_3_gt_5) and (previous_candle["SMA_9"] < previous_candle["SMA_21"]) and (last_candle["SMA_9"] > last_candle["SMA_21"]) and (last_close < (last_candle["EMA_100"] * 0.984)) and (last_rsi_3_1h > 20.0) and (last_rsi_3_4h > 20.0) ) or ( (slice_profit < -0.12) and (last_rsi_3_gt_5) and (last_rsi_3_15m_gt_10) and (last_rsi_14 < 40.0) and (last_aroonu_14_lt_25) and (last_aroonu_14_15m < 30.0) and (last_stochrsik_14_14_3_3_lt_20) and (last_stochrsi_k_15m < 30.0) and (last_rsi_14_1h < 50.0) and (last_candle["RSI_14_4h"] < 50.0) ) or ( (last_rsi_14_lt_36) and (last_rsi_3_gt_5) and (last_rsi_3_1h_gt_10) and (last_rsi_3_4h_gt_10) and (last_close < (last_ema_12 * 0.999)) and (last_close < (last_bbl_20_2_0 * 0.996)) ) ): return True return False def long_buyback_exit_v2( self, last_candle: Series, previous_candle: Series, slice_profit: float, is_derisk: bool ) -> float: last_rsi_3 = last_candle["RSI_3"] last_rsi_14 = last_candle["RSI_14"] last_willr_14 = last_candle["WILLR_14"] last_stochrsi_k = last_candle["STOCHRSIk_14_14_3_3"] last_close = last_candle["close"] last_bbu_20 = last_candle["BBU_20_2.0"] if ( (last_rsi_3 > 99.0) or (last_rsi_14 > 70.0) or (last_willr_14 > -0.1) or (last_stochrsi_k > 95.0) or (last_close > (last_bbu_20 * 1.01)) or ((last_rsi_3 > 90.0) and (last_rsi_14 < 50.0)) ): return True return False def long_grind_exit_v2( self, last_candle: Series, previous_candle: Series, slice_profit: float, is_derisk: bool ) -> float: last_rsi_3 = last_candle["RSI_3"] last_rsi_14 = last_candle["RSI_14"] last_willr_14 = last_candle["WILLR_14"] last_stochrsi_k = last_candle["STOCHRSIk_14_14_3_3"] last_close = last_candle["close"] last_bbu_20 = last_candle["BBU_20_2.0"] if ( (last_rsi_3 > 99.0) or (last_rsi_14 > 70.0) or (last_willr_14 > -0.1) or (last_stochrsi_k > 95.0) or (last_close > (last_bbu_20 * 1.01)) or ((last_rsi_3 > 90.0) and (last_rsi_14 < 50.0)) or ( (last_rsi_3 > 80.0) and (last_candle["RSI_3_1h"] < 20.0) and (last_candle["RSI_3_4h"] < 20.0) and (last_candle["ROC_9_1d"] > -10.0) and (last_candle["BTC_RSI_14_4h"] < 35.0) ) ): return True return False # Long Grinding Adjust Trade Position v3 # --------------------------------------------------------------------------------------------- def long_grind_adjust_trade_position_v3( 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, ): dp = self.dp send_msg = self.dp.send_msg notification_msg = self.notification_msg config = self.config stake_currency = config["stake_currency"] is_futures_mode = self.is_futures_mode scale_stakes_for_min_stake = self.scale_stakes_for_min_stake trade_pair = trade.pair trade_amount = trade.amount trade_stake_amount = trade.stake_amount trade_leverage = trade.leverage trade_fee_open = trade.fee_open trade_fee_close = trade.fee_close is_backtest = self.is_backtest_mode() # we already waiting for an order to get filled if trade.has_open_orders: return None min_stake = self.correct_min_stake(min_stake, trade_leverage) df, _ = dp.get_analyzed_dataframe(trade_pair, self.timeframe) if len(df) < 2: return None last_candle = df.iloc[-1] previous_candle = df.iloc[-2] exit_rate = current_rate filled_orders, filled_entries, filled_exits, profit_values = self.profit_or_order_snapshot( trade, current_time, exit_rate ) count_of_exits = trade.nr_of_successful_exits if dp.runmode.value in ("live", "dry_run"): ticker = dp.ticker(trade_pair) if ("bid" in ticker) and ("ask" in ticker): exit_price_side = config["exit_pricing"]["price_side"] if trade.is_short: if exit_price_side in ["ask", "other"]: if ticker["ask"] is not None: exit_rate = ticker["ask"] else: if exit_price_side in ["bid", "other"]: if ticker["bid"] is not None: exit_rate = ticker["bid"] if profit_values is None: profit_values = self.calc_total_profit(trade, filled_entries, filled_exits, exit_rate) profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio = profit_values current_stake_amount = trade_amount * exit_rate slice_amount = filled_entries[0].safe_filled * filled_entries[0].safe_price 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 ) 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) ) # Rebuy mode, the first entry is lower than normal slot stake if is_rebuy_mode: slice_amount /= self.system_v3_rebuy_mode_stake_multiplier is_system_v3, is_system_v3_1, is_system_v3_2 = self.get_system_version_flags(trade) has_order_tags = hasattr(filled_orders[0], "ft_order_tag") 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 fee_rate = fee_open_rate + fee_close_rate stake_scale_leverage = trade_leverage if is_futures_mode else 1.0 grind_entry_retry_time = current_time - timedelta(minutes=5) # ========================================================================= # GRINDING CONFIGURATION # ========================================================================= if is_futures_mode: grind_1_stakes = self.system_v3_grind_1_stakes_futures grind_1_sub_thresholds = self.system_v3_grind_1_thresholds_futures grind_1_derisk_grinds = self.system_v3_grind_1_derisk_futures grind_1_profit_threshold = self.system_v3_grind_1_profit_threshold_futures grind_2_stakes = self.system_v3_grind_2_stakes_futures grind_2_sub_thresholds = self.system_v3_grind_2_thresholds_futures grind_2_derisk_grinds = self.system_v3_grind_2_derisk_futures grind_2_profit_threshold = self.system_v3_grind_2_profit_threshold_futures grind_3_stakes = self.system_v3_grind_3_stakes_futures grind_3_sub_thresholds = self.system_v3_grind_3_thresholds_futures grind_3_derisk_grinds = self.system_v3_grind_3_derisk_futures grind_3_profit_threshold = self.system_v3_grind_3_profit_threshold_futures grind_4_stakes = self.system_v3_grind_4_stakes_futures grind_4_sub_thresholds = self.system_v3_grind_4_thresholds_futures grind_4_derisk_grinds = self.system_v3_grind_4_derisk_futures grind_4_profit_threshold = self.system_v3_grind_4_profit_threshold_futures grind_5_stakes = self.system_v3_grind_5_stakes_futures grind_5_sub_thresholds = self.system_v3_grind_5_thresholds_futures grind_5_derisk_grinds = self.system_v3_grind_5_derisk_futures grind_5_profit_threshold = self.system_v3_grind_5_profit_threshold_futures rebuy_stakes = self.system_v3_1_rebuy_stakes_futures rebuy_sub_thresholds = self.system_v3_1_rebuy_thresholds_futures else: grind_1_stakes = self.system_v3_grind_1_stakes_spot grind_1_sub_thresholds = self.system_v3_grind_1_thresholds_spot grind_1_derisk_grinds = self.system_v3_grind_1_derisk_spot grind_1_profit_threshold = self.system_v3_grind_1_profit_threshold_spot grind_2_stakes = self.system_v3_grind_2_stakes_spot grind_2_sub_thresholds = self.system_v3_grind_2_thresholds_spot grind_2_derisk_grinds = self.system_v3_grind_2_derisk_spot grind_2_profit_threshold = self.system_v3_grind_2_profit_threshold_spot grind_3_stakes = self.system_v3_grind_3_stakes_spot grind_3_sub_thresholds = self.system_v3_grind_3_thresholds_spot grind_3_derisk_grinds = self.system_v3_grind_3_derisk_spot grind_3_profit_threshold = self.system_v3_grind_3_profit_threshold_spot grind_4_stakes = self.system_v3_grind_4_stakes_spot grind_4_sub_thresholds = self.system_v3_grind_4_thresholds_spot grind_4_derisk_grinds = self.system_v3_grind_4_derisk_spot grind_4_profit_threshold = self.system_v3_grind_4_profit_threshold_spot grind_5_stakes = self.system_v3_grind_5_stakes_spot grind_5_sub_thresholds = self.system_v3_grind_5_thresholds_spot grind_5_derisk_grinds = self.system_v3_grind_5_derisk_spot grind_5_profit_threshold = self.system_v3_grind_5_profit_threshold_spot rebuy_stakes = self.system_v3_1_rebuy_stakes_spot rebuy_sub_thresholds = self.system_v3_1_rebuy_thresholds_spot grind_1_max_sub_grinds = 0 grind_1_stakes = scale_stakes_for_min_stake( grind_1_stakes, slice_amount, min_stake, trade_leverage, trade_leverage ) grind_1_max_sub_grinds = len(grind_1_stakes) grind_2_max_sub_grinds = 0 grind_2_stakes = scale_stakes_for_min_stake( grind_2_stakes, slice_amount, min_stake, stake_scale_leverage, trade_leverage ) grind_2_max_sub_grinds = len(grind_2_stakes) grind_3_max_sub_grinds = 0 grind_3_stakes = scale_stakes_for_min_stake( grind_3_stakes, slice_amount, min_stake, stake_scale_leverage, trade_leverage ) grind_3_max_sub_grinds = len(grind_3_stakes) grind_4_max_sub_grinds = 0 grind_4_stakes = scale_stakes_for_min_stake( grind_4_stakes, slice_amount, min_stake, stake_scale_leverage, trade_leverage ) grind_4_max_sub_grinds = len(grind_4_stakes) grind_5_max_sub_grinds = 0 grind_5_stakes = scale_stakes_for_min_stake( grind_5_stakes, slice_amount, min_stake, stake_scale_leverage, trade_leverage ) grind_5_max_sub_grinds = len(grind_5_stakes) rebuy_max_sub_grinds = len(rebuy_stakes) is_derisk_1 = False is_derisk_1_found = False # derisk_level_1 de-risk exit derisk_1_order = None is_derisk_2 = False is_derisk_2_found = False # derisk_level_2 de-risk exit derisk_2_order = None is_derisk_3 = False is_derisk_3_found = False # derisk_level_3 de-risk exit derisk_3_order = None is_derisk_4 = False is_derisk_4_found = False # derisk_level_4 de-risk exit derisk_4_order = None 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_profit_stake = 0.0 grind_1_current_grind_profit_rate = 0.0 grind_1_is_exit_found = False grind_1_found = False grind_1_buy_orders = [] grind_1_orders = [] grind_1_distance_ratio = 0.0 grind_1_exit_order = None grind_1_exit_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_profit_stake = 0.0 grind_2_current_grind_profit_rate = 0.0 grind_2_is_exit_found = False grind_2_found = False grind_2_buy_orders = [] grind_2_orders = [] grind_2_distance_ratio = 0.0 grind_2_exit_order = None grind_2_exit_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_profit_stake = 0.0 grind_3_current_grind_profit_rate = 0.0 grind_3_is_exit_found = False grind_3_found = False grind_3_buy_orders = [] grind_3_orders = [] grind_3_distance_ratio = 0.0 grind_3_exit_order = None grind_3_exit_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_profit_stake = 0.0 grind_4_current_grind_profit_rate = 0.0 grind_4_is_exit_found = False grind_4_found = False grind_4_buy_orders = [] grind_4_orders = [] grind_4_distance_ratio = 0.0 grind_4_exit_order = None grind_4_exit_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_profit_stake = 0.0 grind_5_current_grind_profit_rate = 0.0 grind_5_is_exit_found = False grind_5_found = False grind_5_buy_orders = [] grind_5_orders = [] grind_5_distance_ratio = 0.0 grind_5_exit_order = None grind_5_exit_distance_ratio = 0.0 buyback_1_sub_grind_count = 0 buyback_1_total_amount = 0.0 buyback_1_total_cost = 0.0 buyback_1_current_open_rate = 0.0 buyback_1_current_grind_stake = 0.0 buyback_1_current_grind_stake_profit = 0.0 buyback_1_is_exit_found = False buyback_1_found = False buyback_1_buy_orders = [] buyback_1_orders = [] buyback_1_distance_ratio = 0.0 buyback_1_exit_order = None buyback_1_exit_distance_ratio = 0.0 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_exit_found = False rebuy_found = False rebuy_buy_orders = [] rebuy_orders = [] rebuy_distance_ratio = 0.0 rebuy_exit_order = None rebuy_exit_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_exit_found and order_tag == "grind_1_entry": 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) grind_1_orders.append(order) 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_exit_found and order_tag == "grind_2_entry": 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) grind_2_orders.append(order) 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_exit_found and order_tag == "grind_3_entry": 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) grind_3_orders.append(order) 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_exit_found and order_tag == "grind_4_entry": 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) grind_4_orders.append(order) 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_exit_found and order_tag == "grind_5_entry": 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) grind_5_orders.append(order) if not grind_5_found: grind_5_distance_ratio = (exit_rate - order.safe_price) / order.safe_price grind_5_found = True elif not buyback_1_is_exit_found and order_tag == "buyback_1_entry": buyback_1_sub_grind_count += 1 buyback_1_total_amount += order.safe_filled buyback_1_total_cost += order.safe_filled * order.safe_price buyback_1_buy_orders.append(order.id) buyback_1_orders.append(order) if not buyback_1_found: buyback_1_distance_ratio = (exit_rate - order.safe_price) / order.safe_price buyback_1_found = True elif not rebuy_is_exit_found and order_tag == "rebuy_entry": 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) rebuy_orders.append(order) 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 / stake_scale_leverage) > min_stake: partial_sell = True # break order_tag = "" if has_order_tags: if order.ft_order_tag is not None: order_tag = order.ft_order_tag.partition(" ")[0] if order_tag == "derisk_level_1": if not is_derisk_1_found: is_derisk_1_found = True is_derisk_1 = True derisk_1_order = order elif order_tag == "derisk_level_2": if not is_derisk_2_found: is_derisk_2_found = True is_derisk_2 = True derisk_2_order = order elif order_tag == "derisk_level_3": if not is_derisk_3_found: is_derisk_3_found = True is_derisk_3 = True derisk_3_order = order elif order_tag == "derisk_level_4": if not is_derisk_4_found: is_derisk_4_found = True is_derisk_4 = True derisk_4_order = order elif not grind_1_is_exit_found and order_tag in ["grind_1_exit", "grind_1_derisk"]: grind_1_is_exit_found = True grind_1_exit_order = order elif not grind_2_is_exit_found and order_tag in ["grind_2_exit", "grind_2_derisk"]: grind_2_is_exit_found = True grind_2_exit_order = order elif not grind_3_is_exit_found and order_tag in ["grind_3_exit", "grind_3_derisk"]: grind_3_is_exit_found = True grind_3_exit_order = order elif not grind_4_is_exit_found and order_tag in ["grind_4_exit", "grind_4_derisk"]: grind_4_is_exit_found = True grind_4_exit_order = order elif not grind_5_is_exit_found and order_tag in ["grind_5_exit", "grind_5_derisk"]: grind_5_is_exit_found = True grind_5_exit_order = order elif not buyback_1_is_exit_found and order_tag in ["buyback_1_exit", "buyback_1_derisk"]: buyback_1_is_exit_found = True buyback_1_exit_order = order elif not rebuy_is_exit_found and order_tag in ["rebuy_exit", "rebuy_derisk"]: rebuy_is_exit_found = True rebuy_exit_order = order elif order_tag == "derisk_global": if not grind_1_is_exit_found: grind_1_is_exit_found = True grind_1_exit_order = order if not grind_2_is_exit_found: grind_2_is_exit_found = True grind_2_exit_order = order if not grind_3_is_exit_found: grind_3_is_exit_found = True grind_3_exit_order = order if not grind_4_is_exit_found: grind_4_is_exit_found = True grind_4_exit_order = order if not grind_5_is_exit_found: grind_5_is_exit_found = True grind_5_exit_order = order if not buyback_1_is_exit_found: buyback_1_is_exit_found = True buyback_1_exit_order = order if not rebuy_is_exit_found: rebuy_is_exit_found = True rebuy_exit_order = order 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_profit_stake = grind_1_current_grind_stake - grind_1_total_cost grind_1_current_grind_profit_rate = (exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate 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_profit_stake = grind_2_current_grind_stake - grind_2_total_cost grind_2_current_grind_profit_rate = (exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate 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_profit_stake = grind_3_current_grind_stake - grind_3_total_cost grind_3_current_grind_profit_rate = (exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate 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_profit_stake = grind_4_current_grind_stake - grind_4_total_cost grind_4_current_grind_profit_rate = (exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate 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_profit_stake = grind_5_current_grind_stake - grind_5_total_cost grind_5_current_grind_profit_rate = (exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate 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 buyback_1_sub_grind_count > 0: buyback_1_current_open_rate = buyback_1_total_cost / buyback_1_total_amount buyback_1_current_grind_stake = buyback_1_total_amount * exit_rate * (1 - trade_fee_close) buyback_1_current_grind_stake_profit = buyback_1_current_grind_stake - buyback_1_total_cost if grind_1_is_exit_found: grind_1_exit_distance_ratio = (exit_rate - grind_1_exit_order.safe_price) / grind_1_exit_order.safe_price if grind_2_is_exit_found: grind_2_exit_distance_ratio = (exit_rate - grind_2_exit_order.safe_price) / grind_2_exit_order.safe_price if grind_3_is_exit_found: grind_3_exit_distance_ratio = (exit_rate - grind_3_exit_order.safe_price) / grind_3_exit_order.safe_price if grind_4_is_exit_found: grind_4_exit_distance_ratio = (exit_rate - grind_4_exit_order.safe_price) / grind_4_exit_order.safe_price if grind_5_is_exit_found: grind_5_exit_distance_ratio = (exit_rate - grind_5_exit_order.safe_price) / grind_5_exit_order.safe_price if buyback_1_is_exit_found: buyback_1_exit_distance_ratio = (exit_rate - buyback_1_exit_order.safe_price) / buyback_1_exit_order.safe_price elif is_derisk_4_found: buyback_1_exit_distance_ratio = (exit_rate - derisk_4_order.safe_price) / derisk_4_order.safe_price if rebuy_is_exit_found: rebuy_exit_distance_ratio = (exit_rate - rebuy_exit_order.safe_price) / rebuy_exit_order.safe_price # all buybacks & grinds current_open_grind_stake_profit = ( grind_1_current_grind_profit_stake + grind_2_current_grind_profit_stake + grind_3_current_grind_profit_stake + grind_4_current_grind_profit_stake + grind_5_current_grind_profit_stake + buyback_1_current_grind_stake_profit + rebuy_current_grind_stake_profit ) num_open_grinds_and_buybacks = ( 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 + buyback_1_sub_grind_count + rebuy_sub_grind_count ) # not reached the max allowed stake for all grinds is_not_trade_max_stake_v3 = current_stake_amount < (slice_amount * self.system_v3_max_stake) is_not_trade_max_stake_v3_1 = current_stake_amount < (slice_amount * self.system_v3_1_max_stake) grind_1_cluster_max_profit_stake = trade.get_custom_data(key="grind_1_cluster_max_profit_stake") or 0.0 grind_1_cluster_max_profit_rate = trade.get_custom_data(key="grind_1_cluster_max_profit_rate") or 0.0 if grind_1_current_grind_profit_stake > grind_1_cluster_max_profit_stake: trade.set_custom_data(key="grind_1_cluster_max_profit_stake", value=grind_1_current_grind_profit_stake) if grind_1_current_grind_profit_rate > grind_1_cluster_max_profit_rate: trade.set_custom_data(key="grind_1_cluster_max_profit_rate", value=grind_1_current_grind_profit_rate) grind_2_cluster_max_profit_stake = trade.get_custom_data(key="grind_2_cluster_max_profit_stake") or 0.0 grind_2_cluster_max_profit_rate = trade.get_custom_data(key="grind_2_cluster_max_profit_rate") or 0.0 if grind_2_current_grind_profit_stake > grind_2_cluster_max_profit_stake: trade.set_custom_data(key="grind_2_cluster_max_profit_stake", value=grind_2_current_grind_profit_stake) if grind_2_current_grind_profit_rate > grind_2_cluster_max_profit_rate: trade.set_custom_data(key="grind_2_cluster_max_profit_rate", value=grind_2_current_grind_profit_rate) grind_3_cluster_max_profit_stake = trade.get_custom_data(key="grind_3_cluster_max_profit_stake") or 0.0 grind_3_cluster_max_profit_rate = trade.get_custom_data(key="grind_3_cluster_max_profit_rate") or 0.0 if grind_3_current_grind_profit_stake > grind_3_cluster_max_profit_stake: trade.set_custom_data(key="grind_3_cluster_max_profit_stake", value=grind_3_current_grind_profit_stake) if grind_3_current_grind_profit_rate > grind_3_cluster_max_profit_rate: trade.set_custom_data(key="grind_3_cluster_max_profit_rate", value=grind_3_current_grind_profit_rate) grind_4_cluster_max_profit_stake = trade.get_custom_data(key="grind_4_cluster_max_profit_stake") or 0.0 grind_4_cluster_max_profit_rate = trade.get_custom_data(key="grind_4_cluster_max_profit_rate") or 0.0 if grind_4_current_grind_profit_stake > grind_4_cluster_max_profit_stake: trade.set_custom_data(key="grind_4_cluster_max_profit_stake", value=grind_4_current_grind_profit_stake) if grind_4_current_grind_profit_rate > grind_4_cluster_max_profit_rate: trade.set_custom_data(key="grind_4_cluster_max_profit_rate", value=grind_4_current_grind_profit_rate) grind_5_cluster_max_profit_stake = trade.get_custom_data(key="grind_5_cluster_max_profit_stake") or 0.0 grind_5_cluster_max_profit_rate = trade.get_custom_data(key="grind_5_cluster_max_profit_rate") or 0.0 if grind_5_current_grind_profit_stake > grind_5_cluster_max_profit_stake: trade.set_custom_data(key="grind_5_cluster_max_profit_stake", value=grind_5_current_grind_profit_stake) if grind_5_current_grind_profit_rate > grind_5_cluster_max_profit_rate: trade.set_custom_data(key="grind_5_cluster_max_profit_rate", value=grind_5_current_grind_profit_rate) is_long_extra_checks_entry = ( grind_entry_retry_time > filled_entries[-1].order_filled_utc # and ((current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc) or (slice_profit < -0.02)) and ( (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc) or (slice_profit < -0.06) or (is_derisk_3) ) # and ( # (current_stake_amount < (filled_entries[0].cost * 0.50)) # or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc) # or (slice_profit < -0.06) # ) ) # is_long_extra_checks_entry = True is_long_grind_entry = self.long_grind_entry_v3( last_candle, previous_candle, num_open_grinds_and_buybacks, slice_profit, slice_profit_entry, slice_profit_exit, True, ) is_long_buyback_entry = self.long_buyback_entry_v3(last_candle, previous_candle, slice_profit, True) is_long_rebuy_entry = self.long_rebuy_entry_v3(last_candle, previous_candle, slice_profit, True) stake_fmt = ".8f" if stake_currency in ("BTC", "ETH", "BNB", "SOL") else ".3f" send_notifications = not is_backtest # ========================================================================= # DE-RISK CONFIGURATION # ========================================================================= if is_system_v3: derisk_1_enable = self.system_v3_derisk_level_1_enable derisk_2_enable = self.system_v3_derisk_level_2_enable derisk_3_enable = self.system_v3_derisk_level_3_enable derisk_4_enable = False if is_futures_mode: derisk_1_threshold = self.system_v3_derisk_level_1_futures[1] derisk_1_stake = self.system_v3_derisk_level_1_stake_futures derisk_2_threshold = self.system_v3_derisk_level_2_futures[1] derisk_2_stake = self.system_v3_derisk_level_2_stake_futures derisk_3_threshold = self.system_v3_derisk_level_3_futures[1] derisk_3_stake = self.system_v3_derisk_level_3_stake_futures else: derisk_1_threshold = self.system_v3_derisk_level_1_spot[1] derisk_1_stake = self.system_v3_derisk_level_1_stake_spot derisk_2_threshold = self.system_v3_derisk_level_2_spot[1] derisk_2_stake = self.system_v3_derisk_level_2_stake_spot derisk_3_threshold = self.system_v3_derisk_level_3_spot[1] derisk_3_stake = self.system_v3_derisk_level_3_stake_spot elif is_system_v3_1: derisk_1_enable = False derisk_2_enable = False derisk_3_enable = False derisk_4_enable = False elif is_system_v3_2: derisk_1_enable = self.system_v3_2_derisk_level_1_enable derisk_2_enable = self.system_v3_2_derisk_level_2_enable derisk_3_enable = self.system_v3_2_derisk_level_3_enable derisk_4_enable = self.system_v3_2_derisk_level_4_enable if is_futures_mode: derisk_1_threshold = self.system_v3_2_derisk_level_1_futures[1] derisk_1_stake = self.system_v3_2_derisk_level_1_stake_futures derisk_2_threshold = self.system_v3_2_derisk_level_2_futures[1] derisk_2_stake = self.system_v3_2_derisk_level_2_stake_futures derisk_3_threshold = self.system_v3_2_derisk_level_3_futures[1] derisk_3_stake = self.system_v3_2_derisk_level_3_stake_futures derisk_4_threshold = self.system_v3_2_derisk_level_4_futures[1] derisk_4_stake = self.system_v3_2_derisk_level_4_stake_futures else: derisk_1_threshold = self.system_v3_2_derisk_level_1_spot[1] derisk_1_stake = self.system_v3_2_derisk_level_1_stake_spot derisk_2_threshold = self.system_v3_2_derisk_level_2_spot[1] derisk_2_stake = self.system_v3_2_derisk_level_2_stake_spot derisk_3_threshold = self.system_v3_2_derisk_level_3_spot[1] derisk_3_stake = self.system_v3_2_derisk_level_3_stake_spot derisk_4_threshold = self.system_v3_2_derisk_level_4_spot[1] derisk_4_stake = self.system_v3_2_derisk_level_4_stake_spot derisk_enable = self.derisk_enable # --------------------------------------------------------------------- # De-risk level 1 # --------------------------------------------------------------------- if ( derisk_enable and derisk_1_enable and not (is_derisk_1_found) and not is_rebuy_mode and profit_stake < slice_amount * derisk_1_threshold / trade_leverage ): sell_amount = filled_entries[0].safe_filled * derisk_1_stake * 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 send_notifications: send_msg( notification_msg( "de-risk", tag="Level 1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Level 1 [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) return -ft_sell_amount, "derisk_level_1" # --------------------------------------------------------------------- # De-risk level 2 # --------------------------------------------------------------------- if ( derisk_enable and derisk_2_enable and not is_derisk_2_found and not is_rebuy_mode and profit_stake < slice_amount * derisk_2_threshold / trade_leverage ): sell_amount = filled_entries[0].safe_filled * derisk_2_stake * 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 send_notifications: send_msg( notification_msg( "de-risk", tag="Level 2", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Level 2 [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) return -ft_sell_amount, "derisk_level_2" # --------------------------------------------------------------------- # De-risk level 3 # --------------------------------------------------------------------- if ( derisk_enable and derisk_3_enable and not is_derisk_3_found and not is_rebuy_mode and profit_stake < slice_amount * derisk_3_threshold / trade_leverage ): sell_amount = filled_entries[0].safe_filled * derisk_3_stake * 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 send_notifications: send_msg( notification_msg( "de-risk", tag="Level 3", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Level 3 [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) return -ft_sell_amount, "derisk_level_3" # --------------------------------------------------------------------- # De-risk level 4 # --------------------------------------------------------------------- if ( derisk_enable and derisk_4_enable and not is_derisk_4_found and not is_rebuy_mode and profit_stake < (slice_amount * derisk_4_threshold / trade_leverage) ): sell_amount = filled_entries[0].safe_filled * derisk_4_stake * 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 send_notifications: send_msg( notification_msg( "de-risk", tag="Level 4", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Level 4 [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) return -ft_sell_amount, "derisk_level_4" # Grinding 1 if ( (self.system_v3_grind_1_enable) # and is_derisk_1_found and is_long_grind_entry and is_long_extra_checks_entry and (grind_1_sub_grind_count < grind_1_max_sub_grinds) and (grind_1_sub_grind_count == 0 or (grind_1_distance_ratio < grind_1_sub_thresholds[grind_1_sub_grind_count])) and is_not_trade_max_stake_v3 ): buy_amount = slice_amount * grind_1_stakes[grind_1_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None if send_notifications: send_msg( notification_msg( "grinding-entry", tag="grind_1_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_1_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Tag: {self._grind_entry_tag}" ) order_tag = "grind_1_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if grind_1_sub_grind_count > 0: ft_exit_amount, tag = self.long_grind_exit_v3( last_candle, previous_candle, slice_profit, current_time, min_stake, current_stake_amount, exit_rate, profit_stake, profit_ratio, "grind_1_exit", "grind_1_exit", fee_open_rate, fee_close_rate, grind_1_cluster_max_profit_stake, grind_1_cluster_max_profit_rate, grind_1_current_grind_profit_stake, grind_1_current_grind_profit_rate, grind_1_total_amount, grind_1_profit_threshold, grind_1_orders, trade, ) if ft_exit_amount is not None and tag is not None: return ft_exit_amount, tag if ( self.system_v3_grind_1_use_derisk and (grind_1_sub_grind_count > 0) and (((exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate) < grind_1_derisk_grinds) ): # if ( # self.system_v3_grind_1_use_derisk # and (grind_1_sub_grind_count > 0) # and (grind_1_current_grind_profit_stake < (slice_amount * grind_1_derisk_grinds)) # and (grind_1_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) 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_exit_found else profit_ratio ) if send_notifications: send_msg( notification_msg( "grinding-derisk", tag="grind_1_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_1_current_grind_profit_stake, grind_profit_pct=grind_profit, coin_amount=grind_1_total_amount, ) ) log.info( f"Grinding de-risk (grind_1_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_1_total_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = "grind_1_derisk" 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 if ( (self.system_v3_grind_2_enable) # and is_derisk_1_found and is_long_grind_entry and is_long_extra_checks_entry and (grind_2_sub_grind_count < grind_2_max_sub_grinds) and (grind_2_sub_grind_count == 0 or (grind_2_distance_ratio < grind_2_sub_thresholds[grind_2_sub_grind_count])) and is_not_trade_max_stake_v3 ): buy_amount = slice_amount * grind_2_stakes[grind_2_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None if send_notifications: send_msg( notification_msg( "grinding-entry", tag="grind_2_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_2_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Tag: {self._grind_entry_tag}" ) order_tag = "grind_2_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if grind_2_sub_grind_count > 0: ft_exit_amount, tag = self.long_grind_exit_v3( last_candle, previous_candle, slice_profit, current_time, min_stake, current_stake_amount, exit_rate, profit_stake, profit_ratio, "grind_2_exit", "grind_2_exit", fee_open_rate, fee_close_rate, grind_2_cluster_max_profit_stake, grind_2_cluster_max_profit_rate, grind_2_current_grind_profit_stake, grind_2_current_grind_profit_rate, grind_2_total_amount, grind_2_profit_threshold, grind_2_orders, trade, ) if ft_exit_amount is not None and tag is not None: return ft_exit_amount, tag if ( self.system_v3_grind_2_use_derisk and (grind_2_sub_grind_count > 0) and (((exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate) < grind_2_derisk_grinds) ): # if ( # self.system_v3_grind_2_use_derisk # and (grind_2_sub_grind_count > 0) # and (grind_2_current_grind_profit_stake < (slice_amount * grind_2_derisk_grinds)) # and (grind_2_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) 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_exit_found else profit_ratio ) if send_notifications: send_msg( notification_msg( "grinding-derisk", tag="grind_2_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_2_current_grind_profit_stake, grind_profit_pct=grind_profit, coin_amount=grind_2_total_amount, ) ) log.info( f"Grinding de-risk (grind_2_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_2_total_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_2_current_grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = "grind_2_derisk" 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 if ( (self.system_v3_grind_3_enable) # and is_derisk_1_found and is_long_grind_entry and is_long_extra_checks_entry and (grind_3_sub_grind_count < grind_3_max_sub_grinds) and (grind_3_sub_grind_count == 0 or (grind_3_distance_ratio < grind_3_sub_thresholds[grind_3_sub_grind_count])) and is_not_trade_max_stake_v3 ): buy_amount = slice_amount * grind_3_stakes[grind_3_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None if send_notifications: send_msg( notification_msg( "grinding-entry", tag="grind_3_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_3_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Tag: {self._grind_entry_tag}" ) order_tag = "grind_3_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if grind_3_sub_grind_count > 0: ft_exit_amount, tag = self.long_grind_exit_v3( last_candle, previous_candle, slice_profit, current_time, min_stake, current_stake_amount, exit_rate, profit_stake, profit_ratio, "grind_3_exit", "grind_3_exit", fee_open_rate, fee_close_rate, grind_3_cluster_max_profit_stake, grind_3_cluster_max_profit_rate, grind_3_current_grind_profit_stake, grind_3_current_grind_profit_rate, grind_3_total_amount, grind_3_profit_threshold, grind_3_orders, trade, ) if ft_exit_amount is not None and tag is not None: return ft_exit_amount, tag if ( self.system_v3_grind_3_use_derisk and (grind_3_sub_grind_count > 0) and (((exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate) < grind_3_derisk_grinds) ): # if ( # self.system_v3_grind_3_use_derisk # and (grind_3_sub_grind_count > 0) # and (grind_3_current_grind_profit_stake < (slice_amount * grind_3_derisk_grinds)) # and (grind_3_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) 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_exit_found else profit_ratio ) if send_notifications: send_msg( notification_msg( "grinding-derisk", tag="grind_3_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_3_current_grind_profit_stake, grind_profit_pct=grind_profit, coin_amount=grind_3_total_amount, ) ) log.info( f"Grinding de-risk (grind_3_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_3_total_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_3_current_grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = "grind_3_derisk" 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 if ( (self.system_v3_grind_4_enable) # and is_derisk_1_found # and is_long_grind_entry and ( is_long_grind_entry or ( (slice_profit_entry < -0.06) and (last_candle["RSI_3"] > 5.0) and (last_candle["RSI_3_15m"] > 10.0) and (last_candle["RSI_14"] < 35.0) and (last_candle["close"] < (last_candle["EMA_20"] * 0.985)) ) or ( (slice_profit_entry < -0.06) and (num_open_grinds_and_buybacks == 0) and (last_candle["RSI_14"] < 30.0) and (last_candle["close"] < (last_candle["EMA_20"] * 0.980)) ) ) and is_long_extra_checks_entry and (grind_4_sub_grind_count < grind_4_max_sub_grinds) and (grind_4_sub_grind_count == 0 or (grind_4_distance_ratio < grind_4_sub_thresholds[grind_4_sub_grind_count])) and is_not_trade_max_stake_v3 ): buy_amount = slice_amount * grind_4_stakes[grind_4_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None if send_notifications: send_msg( notification_msg( "grinding-entry", tag="grind_4_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_4_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Tag: {self._grind_entry_tag}" ) order_tag = "grind_4_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if grind_4_sub_grind_count > 0: ft_exit_amount, tag = self.long_grind_exit_v3( last_candle, previous_candle, slice_profit, current_time, min_stake, current_stake_amount, exit_rate, profit_stake, profit_ratio, "grind_4_exit", "grind_4_exit", fee_open_rate, fee_close_rate, grind_4_cluster_max_profit_stake, grind_4_cluster_max_profit_rate, grind_4_current_grind_profit_stake, grind_4_current_grind_profit_rate, grind_4_total_amount, grind_4_profit_threshold, grind_4_orders, trade, ) if ft_exit_amount is not None and tag is not None: return ft_exit_amount, tag if ( self.system_v3_grind_4_use_derisk and (grind_4_sub_grind_count > 0) and (((exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate) < grind_4_derisk_grinds) ): # if ( # self.system_v3_grind_4_use_derisk # and (grind_4_sub_grind_count > 0) # and (grind_4_current_grind_profit_stake < (slice_amount * grind_4_derisk_grinds)) # and (grind_4_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) 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_exit_found else profit_ratio ) if send_notifications: send_msg( notification_msg( "grinding-derisk", tag="grind_4_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_4_current_grind_profit_stake, grind_profit_pct=grind_profit, coin_amount=grind_4_total_amount, ) ) log.info( f"Grinding de-risk (grind_4_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_4_total_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_4_current_grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = "grind_4_derisk" 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 if ( (self.system_v3_grind_5_enable) # and is_derisk_1_found # and is_long_grind_entry and ( is_long_grind_entry or ( (is_derisk_1_found or is_derisk_2_found or is_derisk_3_found) and (slice_profit_entry < -0.06) and (last_candle["RSI_3"] > 10.0) and (last_candle["RSI_3_15m"] > 20.0) and (last_candle["AROONU_14"] < 50.0) ) or ( (self.is_futures_mode) and (slice_profit_entry < -0.15) and (trade.liquidation_price is not None) and ( (trade.is_short and current_rate > trade.liquidation_price * 0.80) or (not trade.is_short and current_rate < trade.liquidation_price * 1.20) ) ) ) and is_long_extra_checks_entry and (grind_5_sub_grind_count < grind_5_max_sub_grinds) and (grind_5_sub_grind_count == 0 or (grind_5_distance_ratio < grind_5_sub_thresholds[grind_5_sub_grind_count])) and is_not_trade_max_stake_v3 ): buy_amount = slice_amount * grind_5_stakes[grind_5_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None if send_notifications: send_msg( notification_msg( "grinding-entry", tag="grind_5_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_5_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Tag: {self._grind_entry_tag}" ) order_tag = "grind_5_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if grind_5_sub_grind_count > 0: ft_exit_amount, tag = self.long_grind_exit_v3( last_candle, previous_candle, slice_profit, current_time, min_stake, current_stake_amount, exit_rate, profit_stake, profit_ratio, "grind_5_exit", "grind_5_exit", fee_open_rate, fee_close_rate, grind_5_cluster_max_profit_stake, grind_5_cluster_max_profit_rate, grind_5_current_grind_profit_stake, grind_5_current_grind_profit_rate, grind_5_total_amount, grind_5_profit_threshold, grind_5_orders, trade, ) if ft_exit_amount is not None and tag is not None: return ft_exit_amount, tag if ( self.system_v3_grind_5_use_derisk and (grind_5_sub_grind_count > 0) and (((exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate) < grind_5_derisk_grinds) ): # if ( # self.system_v3_grind_5_use_derisk # and (grind_5_sub_grind_count > 0) # and (grind_5_current_grind_profit_stake < (slice_amount * grind_5_derisk_grinds)) # and (grind_5_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) 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_exit_found else profit_ratio ) if send_notifications: send_msg( notification_msg( "grinding-derisk", tag="grind_5_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_5_current_grind_profit_stake, grind_profit_pct=grind_profit, coin_amount=grind_5_total_amount, ) ) log.info( f"Grinding de-risk (grind_5_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_5_total_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_5_current_grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = "grind_5_derisk" 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 # Buyback 1 if ( self.system_v3_buyback_1_enable and is_system_v3_2 and is_derisk_4_found and is_long_buyback_entry # and is_long_extra_checks_entry and (buyback_1_current_open_rate == 0) and ( ( buyback_1_exit_distance_ratio < ( self.system_v3_buyback_1_distance_ratio_negative_futures if is_futures_mode else self.system_v3_buyback_1_distance_ratio_negative_spot ) ) or ( buyback_1_exit_distance_ratio > ( self.system_v3_buyback_1_distance_ratio_positive_futures if is_futures_mode else self.system_v3_buyback_1_distance_ratio_positive_spot ) ) ) and is_not_trade_max_stake_v3 ): buy_amount = ( slice_amount * (self.system_v3_buyback_1_stake_futures if is_futures_mode else self.system_v3_buyback_1_stake_spot) / trade_leverage ) if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None if send_notifications: send_msg( notification_msg( "buyback-entry", tag="buyback_1_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Buyback entry (buyback_1_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) order_tag = "buyback_1_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount # if buyback_1_sub_grind_count > 0: # grind_profit = (exit_rate - buyback_1_current_open_rate) / buyback_1_current_open_rate # if ( # grind_profit # > ( # ( # self.system_v3_buyback_1_profit_threshold_futures # if self.is_futures_mode # else self.system_v3_buyback_1_profit_threshold_spot # ) # + fee_open_rate # + fee_close_rate # ) # ) and self.long_grind_exit_v2(last_candle, previous_candle, slice_profit, True): # sell_amount = buyback_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( # self.notification_msg( # "buyback-exit", # tag="buyback_1_exit", # pair=trade.pair, # rate=exit_rate, # stake_amount=sell_amount, # profit_stake=profit_stake, # profit_ratio=profit_ratio, # stake_currency=self.config["stake_currency"], # grind_profit_stake=grind_profit * sell_amount * trade.leverage, # grind_profit_pct=grind_profit, # coin_amount=buyback_1_total_amount, # ) # ) # log.info( # f"Buyback exit (buyback_1_exit) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {buyback_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 = "buyback_1_exit" # for grind_entry_id in buyback_1_buy_orders: # order_tag += " " + str(grind_entry_id) # if has_order_tags: # return -ft_sell_amount, order_tag # else: # return -ft_sell_amount # if ( # self.grinding_v2_buyback_1_use_derisk # and (buyback_1_sub_grind_count > 0) # and ( # ((exit_rate - buyback_1_current_open_rate) / buyback_1_current_open_rate) # < ( # self.grinding_v2_buyback_1_derisk_futures if self.is_futures_mode else self.grinding_v2_buyback_1_derisk_spot # ) # ) # and (buyback_1_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) or is_backtest) # ): if ( self.system_v3_buyback_1_use_derisk and (buyback_1_sub_grind_count > 0) and ( buyback_1_current_grind_stake_profit < ( slice_amount * (self.system_v3_buyback_1_derisk_futures if is_futures_mode else self.system_v3_buyback_1_derisk_spot) ) ) ): sell_amount = buyback_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 buyback_1_current_open_rate > 0.0: grind_profit = ( ((exit_rate - buyback_1_current_open_rate) / buyback_1_current_open_rate) if buyback_1_is_exit_found else profit_ratio ) if send_notifications: send_msg( notification_msg( "buyback-derisk", tag="buyback_1_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=buyback_1_current_grind_stake_profit, grind_profit_pct=grind_profit, coin_amount=buyback_1_total_amount, ) ) log.info( f"Buyback de-risk (buyback_1_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {buyback_1_total_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({buyback_1_current_grind_stake_profit:{stake_fmt}} {stake_currency})" ) order_tag = "buyback_1_derisk" for grind_entry_id in buyback_1_buy_orders: order_tag += " " + str(grind_entry_id) if has_order_tags: return -ft_sell_amount, order_tag else: return -ft_sell_amount # Rebuy if ( is_system_v3_1 and is_long_rebuy_entry and ( (0 <= rebuy_sub_grind_count < rebuy_max_sub_grinds) and (slice_profit_entry < rebuy_sub_thresholds[rebuy_sub_grind_count]) ) and is_not_trade_max_stake_v3_1 ): buy_amount = slice_amount * rebuy_stakes[rebuy_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None if send_notifications: send_msg( notification_msg( "rebuy", tag="rebuy_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Rebuy (rebuy_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) if has_order_tags: return buy_amount, "rebuy_entry" else: return buy_amount return None def long_grind_entry_v3( self, last_candle: Series, previous_candle: Series, num_open_grinds_and_buybacks: int, slice_profit: float, slice_profit_entry: float, slice_profit_exit: float, is_derisk: bool, ) -> float: if last_candle["protections_long_global"] != True: return False # g0 — signal entry if last_candle["enter_long"] == True: self._grind_entry_tag = "g0" return True last_close = last_candle["close"] last_open = last_candle["open"] last_close_min_12 = last_candle["close_min_12"] last_close_max_48 = last_candle["close_max_48"] last_high_max_24_1h = last_candle["high_max_24_1h"] last_low_min_12_4h = last_candle["low_min_12_4h"] last_low_min_24_4h = last_candle["low_min_24_4h"] last_rsi_3 = last_candle["RSI_3"] last_rsi_3_15m = last_candle["RSI_3_15m"] last_rsi_3_1h = last_candle["RSI_3_1h"] last_rsi_3_4h = last_candle["RSI_3_4h"] last_rsi_3_1d = last_candle["RSI_3_1d"] last_rsi_14 = last_candle["RSI_14"] last_rsi_14_1h = last_candle["RSI_14_1h"] last_rsi_14_4h = last_candle["RSI_14_4h"] last_rsi_20 = last_candle["RSI_20"] last_sma_9 = last_candle["SMA_9"] last_sma_16 = last_candle["SMA_16"] last_sma_21 = last_candle["SMA_21"] last_sma_30 = last_candle["SMA_30"] last_ema_9 = last_candle["EMA_9"] last_ema_12 = last_candle["EMA_12"] last_ema_16 = last_candle["EMA_16"] last_ema_20 = last_candle["EMA_20"] last_ema_26 = last_candle["EMA_26"] last_ema_100 = last_candle["EMA_100"] last_ema_12_4h = last_candle["EMA_12_4h"] last_ema_50_4h = last_candle["EMA_50_4h"] last_ema_100_4h = last_candle["EMA_100_4h"] last_ema_200_4h = last_candle["EMA_200_4h"] last_aroonu_14 = last_candle["AROONU_14"] last_aroonu_14_15m = last_candle["AROONU_14_15m"] last_aroonu_14_1h = last_candle["AROONU_14_1h"] last_aroonu_14_4h = last_candle["AROONU_14_4h"] last_aroonu_14_1d = last_candle["AROONU_14_1d"] last_roc_9_1h = last_candle["ROC_9_1h"] last_roc_9_4h = last_candle["ROC_9_4h"] last_roc_9_1d = last_candle["ROC_9_1d"] last_stochrsi_k = last_candle["STOCHRSIk_14_14_3_3"] last_stochrsi_k_15m = last_candle["STOCHRSIk_14_14_3_3_15m"] last_stochrsi_k_1h = last_candle["STOCHRSIk_14_14_3_3_1h"] last_stochrsi_k_4h = last_candle["STOCHRSIk_14_14_3_3_4h"] last_stochrsi_k_1d = last_candle["STOCHRSIk_14_14_3_3_1d"] last_willr_14 = last_candle["WILLR_14"] last_willr_84_1h = last_candle["WILLR_84_1h"] last_bbl_20 = last_candle["BBL_20_2.0"] last_bbands_20_1h = last_candle["BBB_20_2.0_1h"] last_cmf_20 = last_candle["CMF_20"] prev_rsi_20 = previous_candle["RSI_20"] prev_sma_9 = previous_candle["SMA_9"] prev_sma_21 = previous_candle["SMA_21"] prev_ema_12 = previous_candle["EMA_12"] prev_ema_26 = previous_candle["EMA_26"] # g1 — AROONU dip + EMA_16 drop if ( (last_rsi_3 > 10.0) and (last_rsi_3_15m > 15.0) and (last_rsi_3_1h > 15.0) and (last_rsi_3_4h > 15.0) and (last_rsi_14 < 45.0) and (last_aroonu_14 < 25.0) and (last_aroonu_14_4h < 100.0) and (last_roc_9_1h < 20.0) and (last_close > (last_close_max_48 * 0.90)) and (last_close < (last_low_min_24_4h * 1.60)) and (last_close < (last_ema_16 * 0.975)) and ((last_rsi_3_1h > 35.0) or (last_aroonu_14_1h < 100.0)) and ((last_aroonu_14_1h < 100.0) or (last_aroonu_14_1d < 100.0)) and ((last_aroonu_14_1d < 100.0) or (last_stochrsi_k_1h < 90.0)) ): self._grind_entry_tag = "g1" return True # g2 — EMA_26 > EMA_12 divergence + BBL if ( (last_rsi_3 > 5.0) and (last_rsi_3_15m > 10.0) and (last_rsi_3_1h > 15.0) and (last_rsi_3_4h > 15.0) and (last_rsi_14 < 30.0) and (last_stochrsi_k < 30.0) and (last_ema_26 > last_ema_12) and ((last_ema_26 - last_ema_12) > (last_open * 0.020)) and ((prev_ema_26 - prev_ema_12) > (last_open / 100.0)) and (last_close < (last_bbl_20 * 1.010)) ): self._grind_entry_tag = "g2" return True # g3 — AROONU_15m dip + EMA_12 drop if ( (last_rsi_3 > 10.0) and (last_rsi_3_15m > 10.0) and (last_rsi_3_1h > 10.0) and (last_rsi_3_4h > 15.0) and (last_rsi_14 < 35.0) and (last_aroonu_14_15m < 25.0) and (last_stochrsi_k_15m < 70.0) and (last_stochrsi_k_1h < 90.0) and (last_roc_9_1h > -15.0) and (last_roc_9_4h > -15.0) and (last_close > (last_close_max_48 * 0.85)) and (last_close < (last_ema_12 * 0.980)) and ((last_rsi_3_1h > 20.0) or (last_rsi_3_1d > 20.0)) and ((last_rsi_3_1h > 20.0) or (last_stochrsi_k_1d < 70.0)) and ((last_rsi_3_1h > 25.0) or (last_stochrsi_k_1h < 70.0)) and ((last_rsi_3_4h > 30.0) or (last_stochrsi_k_4h < 60.0)) ): self._grind_entry_tag = "g3" return True # g4 — multi-TF RSI + EMA_26 + BBL if ( (last_rsi_3 > 10.0) and (last_rsi_3_15m > 10.0) and (last_rsi_3_1h > 10.0) and (last_rsi_3_4h > 10.0) and (last_rsi_3_1d > 10.0) and (last_rsi_14 < 35.0) and (last_aroonu_14 < 25.0) and (last_roc_9_1h > -20.0) and (last_roc_9_4h > -20.0) # and (last_close > (last_close_max_48 * 0.90)) and (last_close < (last_ema_26 * 0.970)) and (last_close < (last_bbl_20 * 0.999)) ): self._grind_entry_tag = "g4" return True # g5 — deep dip + EMA_9/20 if ( (last_rsi_3 > 10.0) and (last_rsi_3_15m > 10.0) and (last_rsi_3_1h > 15.0) and (last_rsi_3_4h > 15.0) and (last_rsi_14 < 35.0) and (last_aroonu_14 < 30.0) and (last_roc_9_4h > -20.0) and (last_close > (last_high_max_24_1h * 0.80)) and (last_close < (last_low_min_12_4h * 1.50)) and (last_close < (last_ema_9 * 0.975)) and (last_close < (last_ema_20 * 0.970)) ): self._grind_entry_tag = "g5" return True # g6 — RSI_20 falling + SMA_16 drop if ( (last_rsi_3 > 5.0) and (last_rsi_3 < 40.0) and (last_rsi_3_15m > 15.0) and (last_rsi_14 > 35.0) and (last_roc_9_1h > -20.0) and (last_roc_9_4h > -20.0) and (last_aroonu_14 < 25.0) and (last_close < (last_low_min_12_4h * 1.60)) and (last_rsi_20 < prev_rsi_20) and (last_close < (last_sma_16 * 0.960)) and ((last_aroonu_14_1d < 100.0) or (last_roc_9_1d < 50.0)) ): self._grind_entry_tag = "g6" return True # g7 — WILLR deep + BBB wide if ( (last_rsi_3 > 5.0) and (last_rsi_3_15m > 20.0) and (last_rsi_3_1h > 20.0) and (last_rsi_3_4h > 20.0) and (last_willr_14 < -50.0) and (last_willr_84_1h < -70.0) and (last_stochrsi_k < 30.0) and (last_stochrsi_k_1h < 90.0) and (last_roc_9_1h > -10.0) and (last_roc_9_1h < 20.0) and (last_roc_9_4h > -10.0) and (last_close < (last_low_min_24_4h * 1.50)) and (last_bbands_20_1h > 12.0) and (last_close_max_48 >= (last_close * 1.10)) ): self._grind_entry_tag = "g7" return True # g8 — EMA_26/12 gap wide + low_min_24_1h if ( (last_rsi_3 < 30.0) and (last_rsi_3 > 5.0) and (last_rsi_3_15m > 10.0) and (last_rsi_3_1h > 10.0) and (last_rsi_3_4h > 10.0) and (last_roc_9_1h > -10.0) and (last_roc_9_4h > -25.0) # and (last_close < (last_candle["low_min_24_1h"] * 1.30)) and (last_ema_26 > last_ema_12) and ((last_ema_26 - last_ema_12) > (last_open * 0.030)) and ((prev_ema_26 - prev_ema_12) > (last_open / 100.0)) ): self._grind_entry_tag = "g8" return True # g9 — pullback recovery if ( (last_rsi_3 > 5.0) and (last_rsi_3_15m > 15.0) and (last_rsi_3_1h > 20.0) and (last_rsi_3_4h > 20.0) and (last_stochrsi_k < 50.0) and (last_close < (last_close_max_48 * 0.90)) and (last_close > (last_close_min_12 * 1.03)) ): self._grind_entry_tag = "g9" return True # g10 — RSI_14 divergence vs 1h if ( (last_rsi_3 > 5.0) and (last_rsi_3_15m > 20.0) and (last_stochrsi_k < 20.0) and (last_rsi_14 < (last_rsi_14_1h - 45.0)) ): self._grind_entry_tag = "g10" return True # g11 — multi-TF RSI + SMA_30 + BBL if ( (last_rsi_3 > 5.0) and (last_rsi_3_15m > 10.0) and (last_rsi_3_1h > 10.0) and (last_cmf_20 > 0.0) and (last_close < (last_sma_30 * 0.965)) and (last_close < (last_bbl_20 * 1.000)) ): self._grind_entry_tag = "g11" return True # g12 — EMA_26/12 divergence + close_max_48 if ( (last_rsi_3 > 5.0) and (last_rsi_3_15m > 10.0) and (last_rsi_3_1h > 10.0) and (last_stochrsi_k < 30.0) and (last_close > (last_close_max_48 * 0.90)) and (last_close < (last_low_min_12_4h * 1.60)) and (last_ema_26 > last_ema_12) and ((last_ema_26 - last_ema_12) > (last_open * 0.025)) and ((prev_ema_26 - prev_ema_12) > (last_open / 100.0)) ): self._grind_entry_tag = "g12" return True # g13 — SMA_9 cross SMA_21 + EMA_100 drop if ( (last_rsi_3 > 5.0) and (last_rsi_3_1h > 20.0) and (last_rsi_14_1h > 40.0) and (last_stochrsi_k_15m < 80.0) and (last_roc_9_1h > -15.0) and (last_roc_9_4h > -15.0) and (prev_sma_9 < prev_sma_21) and (last_sma_9 > last_sma_21) and (last_close < (last_ema_100 * 0.975)) and ((last_rsi_3_4h > 30.0) or (last_aroonu_14_4h < 100.0)) and ((last_rsi_3_4h > 40.0) or (last_roc_9_4h < 30.0)) ): self._grind_entry_tag = "g13" return True # g14 — SMA_9 cross SMA_21 + 4h uptrend (trend follower) if ( (last_rsi_3 > 5.0) and (last_aroonu_14_15m < 50.0) and (last_stochrsi_k < 40.0) and (last_stochrsi_k_15m < 70.0) and (prev_sma_9 < prev_sma_21) and (last_sma_9 > last_sma_21) and (last_ema_12_4h > last_ema_200_4h) and (last_close > (last_close_max_48 * 0.90)) and ((last_rsi_3_1h > 30.0) or (last_stochrsi_k_1h < 70.0)) and ((last_rsi_3_1h > 40.0) or (last_aroonu_14_1h < 80.0)) and ((last_rsi_3_1h > 55.0) or (last_stochrsi_k_1h < 70.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_1d > 25.0) or (last_stochrsi_k_1h < 80.0)) and ((last_stochrsi_k_1h < 80.0) or (last_stochrsi_k_1d < 90.0)) ): self._grind_entry_tag = "g14" return True # g15 — deep loss recovery (slice_profit < -0.16) if ( (slice_profit < -0.16) and (last_rsi_3 > 5.0) and (last_rsi_3_15m > 10.0) and (last_rsi_14 < 40.0) and (last_aroonu_14 < 25.0) and (last_aroonu_14_15m < 30.0) and (last_stochrsi_k < 30.0) and (last_stochrsi_k_15m < 30.0) and ((last_rsi_3_1h > 30.0) or (last_stochrsi_k_1h < 80.0)) and ((last_rsi_3_4h > 30.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1d > 30.0) or (last_stochrsi_k_1d < 80.0)) ): self._grind_entry_tag = "g15" return True # g16 — EMA_12 drop + BBL if ( (last_rsi_3 > 8.0) and (last_rsi_3_15m > 15.0) and (last_rsi_3_1h > 15.0) and (last_rsi_3_4h > 15.0) and (last_rsi_14 < 35.0) and (last_close < (last_ema_12 * 0.965)) and (last_close < (last_bbl_20 * 0.999)) ): self._grind_entry_tag = "g16" return True # g17 — StochRSI + EMA_20 drop if ( (last_rsi_3 > 15.0) and (last_rsi_3_15m > 15.0) and (last_rsi_3_1h > 15.0) and (last_rsi_3_4h > 15.0) and (last_rsi_14 < 30.0) and (last_stochrsi_k < 30.0) and (last_close < (last_ema_20 * 0.975)) and ((last_aroonu_14_4h < 100.0) or (last_aroonu_14_1d < 100.0)) ): self._grind_entry_tag = "g17" return True # g18 — moderate loss recovery (slice_profit < -0.10) if ( (slice_profit < -0.10) and (last_rsi_3 > 5.0) and (last_rsi_3_15m > 15.0) and (last_rsi_3_1h > 20.0) and (last_rsi_3_4h > 20.0) and (last_rsi_14 < 40.0) and (last_close < (last_ema_26 * 0.970)) and (last_close < (last_bbl_20 * 0.999)) ): self._grind_entry_tag = "g18" return True # g19 — EMA_26/12 wide gap (slice_profit < -0.06) if ( (slice_profit < -0.06) and (last_rsi_3 < 30.0) and (last_rsi_3 > 5.0) and (last_rsi_3_15m > 10.0) and (last_ema_26 > last_ema_12) and ((last_ema_26 - last_ema_12) > (last_open * 0.035)) and ((prev_ema_26 - prev_ema_12) > (last_open / 100.0)) ): self._grind_entry_tag = "g19" return True # AROONU 4h uptrend pullback recovery if ( (last_rsi_3 > 10.0) and (last_rsi_3_15m > 15.0) and (last_rsi_3_1h > 20.0) and (last_rsi_14 < 42.0) and (last_rsi_14_4h > 50.0) and (last_aroonu_14 < 30.0) and (last_aroonu_14_4h > 50.0) and (last_roc_9_1d > -15.0) and (last_ema_50_4h > last_ema_100_4h) and (last_close < (last_close_max_48 * 0.95)) and ((last_rsi_3_15m > 20.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1h > 30.0) or (last_roc_9_4h < 30.0) or (last_roc_9_1d < 30.0)) and ((last_rsi_3_1h > 50.0) or (last_roc_9_1d < 60.0)) and ((last_rsi_3_4h > 40.0) or (last_aroonu_14_4h < 90.0)) and ((last_rsi_3_4h > 45.0) or (last_aroonu_14_4h < 100.0)) and ((last_rsi_3_4h > 60.0) or (last_roc_9_4h < 40.0)) and ((last_aroonu_14_4h < 100.0) or (last_stochrsi_k_1d < 80.0)) and ((last_aroonu_14_4h < 100.0) or (last_aroonu_14_1d < 100.0)) and ((last_stochrsi_k_4h < 90.0) or (last_roc_9_4h < 30.0)) ): self._grind_entry_tag = "g20" return True if ( (slice_profit_entry < -0.02) and (last_rsi_3 > 10.0) and (last_rsi_3_15m > 15.0) and (last_rsi_14 < 35.0) and (last_aroonu_14_15m < 50.0) and (last_close < (last_ema_20 * 0.955)) ): self._grind_entry_tag = "g21" return True # g22 — early recovery rebuild: reclaiming off the low BEFORE the 4h trend confirms (g14 needs # EMA_12_4h > EMA_200_4h and fires too late for a deep-derisk bounce). Anti-fake-rise gating via # multi-TF RSI recovery + reclaim off the 4h low + not-extended. NOTE: slice_profit_entry gate # removed — it self-defeats in recovery (last grind buy is in profit); underwater-scope TBD. if ( (last_rsi_3 > 30.0) and (last_rsi_3_15m > 30.0) and (last_rsi_14 > 45.0) and (last_rsi_14_1h > 45.0) and (last_roc_9_1h > 0.0) and (last_roc_9_4h > -10.0) # anti-parabolic: even at a formed bottom, a parabolic 4h overshoot reverses (dead-cat). # cross-coin (SFP/CELR/DYDX/APE): cuts 17 severe at ~1% good cost within recovery-starts. and (last_roc_9_4h < 25.0) # recovery-started gate: only rebuild once the 4h bottom is IN (not still making new lows). # g22's job is the recovery rebuild — NOT entering mid-dump (that's g1..g21). AROOND high = # a fresh 4h low was just made = still dumping; require it low = bottom formed = recovery start. and (last_aroonu_14_4h < 50.0) # aggressive risk-free: g22 fires ONLY deep below the 4h 200-EMA (fresh recovery zone). The # near/above-EMA overextended-bounce zone is where dead-cats live AND where g22's late-recovery # adds sit — we sacrifice those wins on purpose, because g23 (extended-continuation, ~0.2% severe) # backstops the real recoveries above. So g22 stays clean, g23 captures the continuation. and (last_close < last_ema_200_4h) and (last_close > (last_low_min_12_4h * 1.10)) and (last_close > (last_ema_20 * 0.97)) and (last_close < (last_ema_20 * 1.02)) and ((last_rsi_3_1h > 30.0) or (last_stochrsi_k_1d < 80.0)) and ((last_rsi_3_1h > 35.0) or (last_aroonu_14_1d < 100.0)) and ((last_rsi_3_4h > 50.0) or (last_aroonu_14_1h < 100.0)) and ((last_rsi_3_1d > 10.0) or (last_aroonu_14_1d < 70.0)) and ((last_rsi_3_1d > 10.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_1d > 15.0) or (last_aroonu_14_1h < 70.0)) and ((last_rsi_3_1d > 40.0) or (last_stochrsi_k_1h < 80.0)) and ((last_rsi_3_1d > 40.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1d > 45.0) or (last_aroonu_14_1h < 100.0)) and ((last_rsi_3_1d > 45.0) or (last_aroonu_14_4h < 100.0)) and ((last_rsi_3_1d > 45.0) or (last_stochrsi_k_1h < 90.0)) and ((last_rsi_3_1d > 45.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1d > 50.0) or (last_aroonu_14_15m < 100.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_1d > 65.0) or (last_aroonu_14_1h < 70.0) or (last_aroonu_14_1d < 90.0)) and ((last_aroonu_14_15m < 70.0) or (last_aroonu_14_1h < 100.0)) and ((last_aroonu_14_15m < 80.0) or (last_stochrsi_k_15m < 80.0)) and ((last_aroonu_14_15m < 100.0) or (last_stochrsi_k_1h < 90.0)) and ((last_aroonu_14_15m < 100.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_1h < 80.0) or (last_stochrsi_k_1h < 80.0) or (last_stochrsi_k_1d < 90.0)) and ((last_aroonu_14_1h < 100.0) or (last_stochrsi_k_1d < 80.0)) and ((last_stochrsi_k_1h < 50.0) or (last_roc_9_1d > -40.0)) and ((last_roc_9_1d > -20.0) or (last_aroonu_14_4h < 100.0)) and ((last_roc_9_1d > -20.0) or (last_stochrsi_k_4h < 90.0)) and ((last_roc_9_1d > -30.0) or (last_stochrsi_k_1h < 90.0)) ): self._grind_entry_tag = "g22" return True # g23 — pump-continuation scalp: extended zone ABOVE g22's EMA_20*1.02 cap. Only rides a CONFIRMED # continuation (price already advancing past the reclaim), so dead-cats (which roll over before # reaching the extended zone) are structurally avoided. Complements g22: g22 = early recovery-start # (ambiguous zone, dead-cat risk trimmed by P1), g23 = confirmed continuation (clean, ~0.2% severe). if ( (last_rsi_3 > 30.0) and (last_rsi_3_15m > 30.0) and (last_rsi_14 > 50.0) and (last_rsi_14_1h > 50.0) and (last_roc_9_1h > 0.0) and (last_roc_9_4h > 0.0) # anti-parabolic blow-off + anti-exhaustion top and (last_roc_9_4h < 25.0) and ((last_stochrsi_k < 97.0) or (last_rsi_14 < 80.0)) and (last_close > (last_low_min_12_4h * 1.10)) # extended zone: above g22's 1.02*EMA cap = continuation confirmed, not a reclaim and (last_close >= (last_ema_20 * 1.02)) and (last_close < (last_ema_20 * 1.12)) and ((last_rsi_3_1h > 45.0) or (last_aroonu_14_4h < 80.0)) and ((last_rsi_3_1h > 65.0) or (last_aroonu_14_15m < 60.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1h > 65.0) or (last_stochrsi_k_15m < 60.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_4h > 40.0) or (last_stochrsi_k_15m < 90.0)) and ((last_rsi_3_4h > 50.0) or (last_aroonu_14_4h < 70.0)) and ((last_rsi_3_1d > 15.0) or (last_stochrsi_k_1h < 80.0)) and ((last_rsi_3_1d > 30.0) or (last_aroonu_14_1h < 100.0)) and ((last_rsi_3_1d > 30.0) or (last_aroonu_14_4h < 100.0)) and ((last_rsi_3_1d > 40.0) or (last_aroonu_14_15m < 80.0) or (last_aroonu_14_1h < 100.0)) and ((last_rsi_3_1d > 50.0) or (last_stochrsi_k_1h < 80.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1d > 55.0) or (last_aroonu_14_15m < 100.0) or (last_stochrsi_k_15m < 90.0)) and ((last_aroonu_14_15m < 80.0) or (last_aroonu_14_1h < 100.0) or (last_roc_9_1d < 10.0)) and ((last_aroonu_14_15m < 90.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_15m < 100.0) or (last_aroonu_14_1h < 100.0)) and ((last_aroonu_14_15m < 100.0) or (last_aroonu_14_4h < 100.0)) and ((last_aroonu_14_15m < 100.0) or (last_aroonu_14_1d < 90.0) or (last_roc_9_1d < 20.0)) and ((last_aroonu_14_15m < 100.0) or (last_aroonu_14_1d < 100.0)) and ((last_aroonu_14_15m < 100.0) or (last_stochrsi_k_15m < 90.0) or (last_stochrsi_k_1d < 70.0)) and ((last_aroonu_14_15m < 100.0) or (last_stochrsi_k_1h < 80.0)) and ((last_aroonu_14_15m < 100.0) or (last_stochrsi_k_4h < 70.0)) and ((last_aroonu_14_1h < 80.0) or (last_aroonu_14_4h < 100.0) or (last_stochrsi_k_4h < 80.0)) and ((last_aroonu_14_1h < 100.0) or (last_aroonu_14_4h < 100.0)) and ((last_aroonu_14_4h < 70.0) or (last_aroonu_14_1d < 100.0) or (last_roc_9_4h < 10.0)) and ((last_aroonu_14_4h < 70.0) or (last_roc_9_1d < 50.0)) and ((last_aroonu_14_4h < 100.0) or (last_stochrsi_k_1h < 90.0)) and ((last_aroonu_14_4h < 100.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_1d < 100.0) or (last_stochrsi_k_15m < 90.0)) and ((last_stochrsi_k_15m < 80.0) or (last_stochrsi_k_1h < 90.0)) and ((last_stochrsi_k_15m < 90.0) or (last_aroonu_14_1h < 100.0)) and ((last_stochrsi_k_15m < 90.0) or (last_stochrsi_k_4h < 90.0)) and ((last_stochrsi_k_1h < 90.0) or (last_stochrsi_k_4h < 90.0)) and ((last_stochrsi_k_1h < 90.0) or (last_stochrsi_k_4h < 90.0)) and ((last_stochrsi_k_1h < 90.0) or (last_stochrsi_k_1d < 90.0)) ): self._grind_entry_tag = "g23" return True # g24 — trend-pullback continuation add: the zone ABOVE the 4h 200-EMA that g22 explicitly sacrifices. if ( # momentum healthy on the pullback: RSI holds up (a real reversal cracks RSI hard) (last_rsi_3 > 20.0) and (last_rsi_3_15m > 20.0) and (last_rsi_14 > 40.0) # trend intact + this is a PULLBACK not a reversal: 4h still rising, 1h not in freefall and (last_roc_9_1h > -10.0) and (last_roc_9_4h > 0.0) and (last_roc_9_4h < 25.0) # anti-parabolic blow-off top # bull scope-gate: confirmed 4h uptrend + price above the 200-EMA regime (complements g22's <200EMA) and (last_ema_12_4h > last_ema_200_4h) and (last_close > last_ema_200_4h) # shallow pullback to the short EMA — buy the dip WITHIN the trend, never the top nor a deep dump and (last_close < (last_ema_20 * 1.01)) and (last_close > (last_ema_20 * 0.94)) and ((last_rsi_3_15m > 40.0) or (last_stochrsi_k_15m < 70.0)) and ((last_rsi_3_1h > 10.0) or (last_rsi_3_4h > 30.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_1h > 10.0) or (last_aroonu_14_1h < 60.0)) and ((last_rsi_3_1h > 15.0) or (last_aroonu_14_4h < 70.0)) and ((last_rsi_3_1h > 25.0) or (last_rsi_3_4h > 45.0) or (last_stochrsi_k_4h < 50.0)) and ((last_rsi_3_1h > 25.0) or (last_aroonu_14_1h < 70.0)) and ((last_rsi_3_1h > 25.0) or (last_rsi_3_1d > 45.0) or (last_aroonu_14_1d < 70.0)) and ((last_rsi_3_1h > 25.0) or (last_aroonu_14_1h < 80.0)) and ((last_rsi_3_1h > 30.0) or (last_rsi_3_4h > 60.0) or (last_aroonu_14_1d < 70.0)) and ((last_rsi_3_1h > 30.0) or (last_rsi_3_4h > 60.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1h > 30.0) or (last_stochrsi_k_1d < 80.0) or (last_roc_9_1d < 10.0)) and ((last_rsi_3_1h > 35.0) or (last_rsi_3_4h > 45.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_1h > 35.0) or (last_aroonu_14_1h < 60.0) or (last_aroonu_14_1d < 100.0)) and ((last_rsi_3_1h > 35.0) or (last_stochrsi_k_1d < 90.0) or (last_roc_9_1d < 20.0)) and ((last_rsi_3_1h > 40.0) or (last_rsi_3_4h > 40.0) or (last_aroonu_14_1d < 90.0)) and ((last_rsi_3_1h > 40.0) or (last_rsi_3_4h > 65.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1h > 40.0) or (last_rsi_3_1d > 60.0) or (last_aroonu_14_1d < 100.0)) and ((last_rsi_3_1h > 40.0) or (last_aroonu_14_1h < 100.0)) and ((last_rsi_3_1h > 40.0) or (last_aroonu_14_4h < 100.0)) and ((last_rsi_3_1h > 40.0) or (last_aroonu_14_1d < 100.0) or (last_roc_9_1d < 20.0)) and ((last_rsi_3_1h > 40.0) or (last_stochrsi_k_1d < 80.0) or (last_roc_9_1d < 50.0)) and ((last_rsi_3_1h > 35.0) or (last_rsi_3_4h > 50.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1h > 40.0) or (last_rsi_3_4h > 55.0) or (last_aroonu_14_4h < 90.0)) and ((last_rsi_3_1h > 45.0) or (last_rsi_3_4h > 45.0) or (last_rsi_3_1d > 45.0) or (last_stochrsi_k_4h < 50.0)) and ((last_rsi_3_1h > 45.0) or (last_rsi_3_4h > 45.0) or (last_aroonu_14_4h < 60.0)) and ((last_rsi_3_1h > 45.0) or (last_aroonu_14_4h < 80.0) or (last_roc_9_1d < 10.0)) and ((last_rsi_3_1h > 50.0) or (last_rsi_3_4h > 55.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_1h > 50.0) or (last_aroonu_14_1h < 80.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_1h > 50.0) or (last_aroonu_14_1h < 70.0) or (last_aroonu_14_1d < 70.0)) and ((last_rsi_3_1h > 50.0) or (last_aroonu_14_4h < 80.0) or (last_aroonu_14_1d < 100.0)) and ((last_rsi_3_1h > 50.0) or (last_aroonu_14_4h < 80.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1h > 50.0) or (last_aroonu_14_4h < 90.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1h > 55.0) or (last_rsi_3_4h > 55.0) or (last_stochrsi_k_15m < 70.0)) and ((last_rsi_3_1h > 55.0) or (last_aroonu_14_1h < 80.0) or (last_aroonu_14_4h < 80.0)) and ((last_rsi_3_1h > 55.0) or (last_stochrsi_k_4h < 90.0) or (last_roc_9_1d < 10.0)) and ((last_rsi_3_1h > 60.0) or (last_aroonu_14_15m < 70.0) or (last_aroonu_14_4h < 80.0)) and ((last_rsi_3_1h > 60.0) or (last_stochrsi_k_1h < 60.0) or (last_stochrsi_k_1d < 90.0)) and ((last_rsi_3_1h > 65.0) or (last_aroonu_14_15m < 70.0) or (last_aroonu_14_1h < 100.0)) and ((last_rsi_3_1h > 65.0) or (last_aroonu_14_1h < 70.0) or (last_aroonu_14_1d < 90.0)) and ((last_rsi_3_1h > 65.0) or (last_aroonu_14_1h < 100.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_4h > 25.0) or (last_roc_9_1d < 30.0)) and ((last_rsi_3_4h > 40.0) or (last_rsi_3_1d > 60.0) or (last_aroonu_14_1d < 100.0)) and ((last_rsi_3_4h > 40.0) or (last_aroonu_14_15m < 70.0) or (last_aroonu_14_1d < 90.0)) and ((last_rsi_3_4h > 40.0) or (last_aroonu_14_1d < 90.0) or (last_roc_9_1d < 10.0)) and ((last_rsi_3_4h > 40.0) or (last_stochrsi_k_15m < 60.0) or (last_aroonu_14_1d < 90.0)) and ((last_rsi_3_4h > 45.0) or (last_rsi_3_1d > 45.0) or (last_aroonu_14_15m < 60.0)) and ((last_rsi_3_4h > 45.0) or (last_rsi_3_1d > 45.0) or (last_stochrsi_k_15m < 60.0)) and ((last_rsi_3_4h > 45.0) or (last_rsi_3_1d > 45.0) or (last_stochrsi_k_1h < 60.0)) and ((last_rsi_3_4h > 45.0) or (last_rsi_3_1d > 45.0) or (last_stochrsi_k_4h < 60.0)) and ((last_rsi_3_4h > 45.0) or (last_aroonu_14_4h < 70.0)) and ((last_rsi_3_4h > 50.0) or (last_aroonu_14_4h < 70.0) or (last_aroonu_14_1d < 100.0)) and ((last_rsi_3_4h > 50.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_4h > 55.0) or (last_aroonu_14_15m < 70.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_4h > 60.0) or (last_rsi_3_1d > 65.0) or (last_aroonu_14_15m < 70.0)) and ((last_rsi_3_4h > 60.0) or (last_aroonu_14_15m < 90.0) or (last_stochrsi_k_15m < 90.0)) and ((last_rsi_3_4h > 60.0) or (last_aroonu_14_15m < 100.0) or (last_stochrsi_k_15m < 80.0)) and ((last_rsi_3_4h > 60.0) or (last_stochrsi_k_15m < 70.0) or (last_stochrsi_k_1h < 70.0)) and ((last_rsi_3_4h > 60.0) or (last_stochrsi_k_1h < 60.0) or (last_stochrsi_k_1h < 90.0)) and ((last_rsi_3_1d > 30.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1d > 35.0) or (last_stochrsi_k_15m < 90.0)) and ((last_rsi_3_1d > 35.0) or (last_stochrsi_k_1h < 90.0)) and ((last_rsi_3_1d > 35.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1d > 40.0) or (last_aroonu_14_1h < 90.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1d > 45.0) or (last_aroonu_14_15m < 50.0) or (last_stochrsi_k_1h < 90.0)) and ((last_rsi_3_1d > 45.0) or (last_aroonu_14_1h < 80.0) or (last_stochrsi_k_1h < 90.0)) and ((last_rsi_3_1d > 45.0) or (last_aroonu_14_1d < 70.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1d > 45.0) or (last_stochrsi_k_1h < 70.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1d > 50.0) or (last_aroonu_14_15m < 60.0) or (last_aroonu_14_1h < 100.0)) and ((last_rsi_3_1d > 50.0) or (last_aroonu_14_4h < 90.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1d > 50.0) or (last_stochrsi_k_15m < 90.0) or (last_roc_9_1d < 10.0)) and ((last_rsi_3_1d > 50.0) or (last_stochrsi_k_1h < 80.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1d > 60.0) or (last_aroonu_14_1h < 80.0) or (last_aroonu_14_1d < 100.0)) and ((last_rsi_14_1h < 70.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_15m < 80.0) or (last_aroonu_14_1h < 80.0) or (last_aroonu_14_4h < 80.0)) and ((last_aroonu_14_15m < 80.0) or (last_stochrsi_k_15m < 70.0) or (last_stochrsi_k_4h < 70.0)) and ((last_aroonu_14_15m < 80.0) or (last_aroonu_14_1d < 100.0)) and ((last_aroonu_14_15m < 80.0) or (last_stochrsi_k_15m < 80.0) or (last_stochrsi_k_1h < 80.0)) and ((last_aroonu_14_15m < 90.0) or (last_aroonu_14_1h < 80.0) or (last_stochrsi_k_1h < 90.0)) and ((last_aroonu_14_15m < 90.0) or (last_aroonu_14_1h < 100.0) or (last_stochrsi_k_1h < 80.0)) and ((last_aroonu_14_15m < 100.0) or (last_aroonu_14_1h < 100.0)) and ((last_aroonu_14_15m < 100.0) or (last_aroonu_14_4h < 100.0)) and ((last_aroonu_14_15m < 100.0) or (last_stochrsi_k_1h < 90.0)) and ((last_aroonu_14_15m < 100.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_15m < 100.0) or (last_stochrsi_k_1d < 80.0) or (last_roc_9_1d < 10.0)) and ((last_aroonu_14_1h < 70.0) or (last_aroonu_14_4h < 100.0)) and ((last_aroonu_14_1h < 70.0) or (last_aroonu_14_1d < 90.0) or (last_roc_9_1d < 10.0)) and ((last_aroonu_14_1h < 80.0) or (last_aroonu_14_4h < 100.0)) and ((last_aroonu_14_1h < 90.0) or (last_stochrsi_k_1h < 90.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_1h < 90.0) or (last_stochrsi_k_1h < 90.0) or (last_roc_9_1d < 10.0)) and ((last_aroonu_14_1h < 100.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_1h < 100.0) or (last_stochrsi_k_1d < 90.0)) and ((last_aroonu_14_4h < 70.0) or (last_aroonu_14_1d < 100.0) or (last_roc_9_1d < 20.0)) and ((last_aroonu_14_4h < 90.0) or (last_stochrsi_k_4h < 90.0) or (last_roc_9_1d < 10.0)) and ((last_aroonu_14_4h < 90.0) or (last_roc_9_1d < 30.0)) and ((last_aroonu_14_4h < 100.0) or (last_aroonu_14_1d < 100.0)) and ((last_aroonu_14_4h < 100.0) or (last_stochrsi_k_1h < 90.0)) and ((last_aroonu_14_4h < 100.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_1d < 100.0) or (last_stochrsi_k_15m < 90.0)) and ((last_aroonu_14_1d < 100.0) or (last_stochrsi_k_1h < 90.0)) and ((last_aroonu_14_1d < 100.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_1d < 100.0) or (last_roc_9_4h < 15.0) or (last_roc_9_1d < 50.0)) # do not buy an overbought top on the bounce and ((last_stochrsi_k < 90.0) or (last_rsi_14 < 70.0)) and ((last_stochrsi_k_15m < 80.0) or (last_stochrsi_k_1h < 80.0) or (last_roc_9_1d < 10.0)) and ((last_stochrsi_k_15m < 80.0) or (last_aroonu_14_1d < 100.0)) and ((last_stochrsi_k_15m < 80.0) or (last_stochrsi_k_1d < 90.0) or (last_roc_9_1d < 20.0)) and ((last_stochrsi_k_15m < 90.0) or (last_stochrsi_k_1h < 90.0)) and ((last_stochrsi_k_15m < 90.0) or (last_stochrsi_k_1d < 90.0)) and ((last_stochrsi_k_1h < 80.0) or (last_stochrsi_k_1d < 90.0)) and ((last_stochrsi_k_1h < 80.0) or (last_roc_9_1d > -20.0)) and ((last_stochrsi_k_1h < 90.0) or (last_roc_9_4h < 15.0)) and ((last_stochrsi_k_4h < 90.0) or (last_roc_9_4h < 15.0)) and ((last_stochrsi_k_4h < 90.0) or (last_roc_9_1d > -15.0)) and ((last_stochrsi_k_1d < 90.0) or (last_roc_9_4h < 20.0)) ): self._grind_entry_tag = "g24" return True if ( (last_rsi_3 > 15.0) and (last_rsi_3_15m > 15.0) and (last_rsi_14 > 40.0) and (last_rsi_14_1h > 40.0) # the coil signature: 1h momentum negative-to-flat under a flat price and (last_roc_9_1h > -15.0) and (last_roc_9_1h < 2.0) and (last_close > (last_ema_20 * 0.98)) and (last_close < (last_ema_20 * 1.02)) # squeeze integrity: regime still broken, 4h reclaim HELD, not dripping to new lows and (last_close < last_ema_200_4h) and (last_close > (last_low_min_12_4h * 1.10)) and (last_close > (last_close_min_12 * 1.005)) # general protections first and ((last_rsi_3_15m > 20.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1h > 15.0) or (last_aroonu_14_4h < 70.0)) and ((last_rsi_3_1h > 20.0) or (last_rsi_3_4h > 20.0) or (last_aroonu_14_1d < 90.0)) and ((last_rsi_3_1h > 20.0) or (last_stochrsi_k_1h < 80.0)) and ((last_rsi_3_1h > 30.0) or (last_rsi_3_1d > 30.0) or (last_stochrsi_k_1h < 70.0)) and ((last_rsi_3_1h > 35.0) or (last_aroonu_14_1h < 70.0)) and ((last_rsi_3_1h > 35.0) or (last_aroonu_14_4h < 70.0)) and ((last_rsi_3_1h > 40.0) or (last_aroonu_14_4h < 80.0)) and ((last_rsi_3_1h > 45.0) or (last_aroonu_14_1h < 90.0) or (last_stochrsi_k_1h < 70.0)) and ((last_rsi_3_1h > 40.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1h > 45.0) or (last_aroonu_14_1h < 90.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1h > 45.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1h > 50.0) or (last_aroonu_14_1h < 70.0) or (last_aroonu_14_4h < 70.0)) and ((last_rsi_3_1h > 55.0) or (last_rsi_3_4h > 60.0) or (last_aroonu_14_4h < 60.0)) and ((last_rsi_3_1h > 50.0) or (last_aroonu_14_4h < 80.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1h > 50.0) or (last_stochrsi_k_1d < 90.0) or (last_roc_9_1d < 30.0)) and ((last_rsi_3_1h > 55.0) or (last_aroonu_14_4h < 80.0) or (last_aroonu_14_1d < 100.0)) and ((last_rsi_3_1h > 55.0) or (last_aroonu_14_4h < 90.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1h > 60.0) or (last_rsi_3_1d > 60.0) or (last_aroonu_14_1h < 80.0)) and ((last_rsi_3_1h > 60.0) or (last_stochrsi_k_4h < 70.0) or (last_stochrsi_k_1d < 80.0)) and ((last_rsi_3_1h > 60.0) or (last_stochrsi_k_4h < 80.0) or (last_roc_9_4h < 10.0)) and ((last_rsi_3_4h > 10.0) or (last_rsi_3_1d > 40.0) or (last_stochrsi_k_15m < 80.0)) and ((last_rsi_3_4h > 25.0) or (last_stochrsi_k_4h < 50.0) or (last_roc_9_4h < 10.0)) and ((last_rsi_3_4h > 35.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_4h > 40.0) or (last_rsi_3_1d > 40.0) or (last_aroonu_14_15m < 70.0)) and ((last_rsi_3_4h > 40.0) or (last_aroonu_14_15m < 100.0) or (last_stochrsi_k_15m < 90.0)) and ((last_rsi_3_4h > 40.0) or (last_aroonu_14_1h < 90.0) or (last_aroonu_14_4h < 100.0)) and ((last_rsi_3_4h > 40.0) or (last_aroonu_14_4h < 70.0)) and ((last_rsi_3_4h > 50.0) or (last_aroonu_14_15m < 80.0) or (last_aroonu_14_4h < 80.0)) and ((last_rsi_3_4h > 50.0) or (last_stochrsi_k_15m < 70.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_4h > 55.0) or (last_aroonu_14_1h < 100.0) or (last_aroonu_14_1d < 80.0)) and ((last_rsi_3_4h > 60.0) or (last_rsi_3_1d > 60.0) or (last_stochrsi_k_1h < 80.0)) and ((last_rsi_3_4h > 60.0) or (last_aroonu_14_15m < 70.0) or (last_aroonu_14_1h < 70.0)) and ((last_rsi_3_4h > 60.0) or (last_aroonu_14_1h < 100.0) or (last_stochrsi_k_1d < 80.0)) and ((last_rsi_3_4h > 60.0) or (last_stochrsi_k_4h < 70.0) or (last_roc_9_1d > -10.0)) and ((last_rsi_3_4h > 65.0) or (last_aroonu_14_1h < 70.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_4h > 65.0) or (last_aroonu_14_4h < 80.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_4h > 65.0) or (last_stochrsi_k_4h < 70.0) or (last_roc_9_1d > -10.0)) and ((last_rsi_3_4h > 65.0) or (last_stochrsi_k_4h < 90.0) or (last_roc_9_4h < 10.0)) and ((last_rsi_3_1d > 10.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_1d > 20.0) or (last_aroonu_14_1d < 90.0)) and ((last_rsi_3_1d > 25.0) or (last_stochrsi_k_15m < 70.0)) and ((last_rsi_3_1d > 25.0) or (last_aroonu_14_1h < 70.0)) and ((last_rsi_3_1d > 25.0) or (last_stochrsi_k_1h < 90.0)) and ((last_rsi_3_1d > 30.0) or (last_aroonu_14_15m < 100.0)) and ((last_rsi_3_1d > 30.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1d > 40.0) or (last_aroonu_14_1h < 90.0) or (last_aroonu_14_4h < 100.0)) and ((last_rsi_3_1d > 50.0) or (last_stochrsi_k_4h < 90.0) or (last_stochrsi_k_1d < 70.0)) and ((last_aroonu_14_15m < 70.0) or (last_aroonu_14_1h < 100.0) or (last_stochrsi_k_1d < 80.0)) and ((last_aroonu_14_15m < 70.0) or (last_aroonu_14_4h < 70.0) or (last_roc_9_4h < 10.0)) and ((last_aroonu_14_15m < 80.0) or (last_stochrsi_k_15m < 70.0)) and ((last_aroonu_14_15m < 80.0) or (last_aroonu_14_1h < 100.0)) and ((last_aroonu_14_15m < 100.0) or (last_aroonu_14_4h < 90.0)) and ((last_aroonu_14_15m < 100.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_1h < 80.0) or (last_aroonu_14_4h < 100.0) or (last_stochrsi_k_1h < 80.0)) and ((last_aroonu_14_1h < 80.0) or (last_stochrsi_k_4h < 100.0) or (last_stochrsi_k_4h < 80.0)) and ((last_aroonu_14_1h < 80.0) or (last_stochrsi_k_4h < 90.0) or (last_roc_9_4h < 10.0)) and ((last_aroonu_14_1h < 100.0) or (last_aroonu_14_1d < 100.0)) and ((last_aroonu_14_1h < 100.0) or (last_stochrsi_k_15m < 80.0)) and ((last_aroonu_14_1h < 100.0) or (last_stochrsi_k_4h < 80.0) or (last_roc_9_4h < 10.0)) and ((last_aroonu_14_1h < 100.0) or (last_stochrsi_k_1d < 90.0) or (last_roc_9_1d < 20.0)) and ((last_aroonu_14_4h < 70.0) or (last_roc_9_1d > -25.0)) and ((last_aroonu_14_4h < 70.0) or (last_roc_9_1d < 50.0)) and ((last_aroonu_14_4h < 80.0) or (last_stochrsi_k_4h < 80.0) or (last_roc_9_4h < 10.0)) and ((last_aroonu_14_4h < 80.0) or (last_stochrsi_k_1d < 80.0) or (last_roc_9_1d < 10.0)) and ((last_aroonu_14_4h < 90.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_4h < 90.0) or (last_roc_9_4h < 10.0)) and ((last_stochrsi_k_15m < 60.0) or (last_stochrsi_k_4h < 80.0)) and ((last_stochrsi_k_1h < 70.0) or (last_stochrsi_k_4h < 80.0)) and ((last_stochrsi_k_1h < 90.0) or (last_roc_9_4h > -20.0)) and ((last_stochrsi_k_4h < 70.0) or (last_roc_9_1d > -25.0)) and ((last_stochrsi_k_4h < 80.0) or (last_stochrsi_k_1d < 90.0) or (last_roc_9_1d < 20.0)) and ((last_roc_9_1d > -40.0) or (last_aroonu_14_1h < 90.0)) and ((last_roc_9_1d > -40.0) or (last_stochrsi_k_1h < 80.0)) and ((last_roc_9_1d > -25.0) or (last_stochrsi_k_15m < 90.0)) and ((last_roc_9_1d > -25.0) or (last_aroonu_14_4h < 80.0)) and ((last_roc_9_1d > -15.0) or (last_stochrsi_k_4h < 80.0)) ): self._grind_entry_tag = "g27" return True self._grind_entry_tag = "" return False def long_buyback_entry_v3( self, last_candle: Series, previous_candle: Series, slice_profit: float, is_derisk: bool ) -> float: if (last_candle["protections_long_global"] == True) and ( (last_candle["enter_long"] == True) or ( (last_candle["RSI_3"] > 10.0) and (last_candle["RSI_3_15m"] > 10.0) and (last_candle["AROONU_14"] < 30.0) and (last_candle["AROONU_14_15m"] < 30.0) ) ): return True return False def long_rebuy_entry_v3( self, last_candle: Series, previous_candle: Series, slice_profit: float, is_derisk: bool ) -> float: if (last_candle["protections_long_global"] == True) and ( (last_candle["enter_long"] == True) or ( (last_candle["RSI_3"] > 10.0) and (last_candle["RSI_3_15m"] > 10.0) and (last_candle["AROONU_14"] < 30.0) and (last_candle["AROONU_14_15m"] < 30.0) and (last_candle["close"] < (last_candle["EMA_26"] * 0.988)) ) ): return True def long_grind_exit_v3( self, last_candle: Series, previous_candle: Series, slice_profit: float, current_time: datetime, min_stake: float, current_stake_amount: float, exit_rate: float, profit_stake: float, profit_ratio: float, name: str, tag: str, fee_open_rate: float, fee_close_rate: float, max_profit: float, max_profit_rate: float, grind_profit_stake: float, grind_profit_rate: float, grind_total_amount: float, grind_exit_profit_threshold: float, grind_open_orders, trade: Trade, ) -> tuple: if grind_profit_rate < (grind_exit_profit_threshold + fee_open_rate + fee_close_rate): return None, None last_rsi_3 = last_candle["RSI_3"] last_rsi_14 = last_candle["RSI_14"] last_willr_14 = last_candle["WILLR_14"] last_stochrsi_k = last_candle["STOCHRSIk_14_14_3_3"] last_close = last_candle["close"] last_bbu_20 = last_candle["BBU_20_2.0"] is_normal_exit = False if ( (last_rsi_3 > 99.0) or (last_rsi_14 > 70.0) or (last_willr_14 > -0.1) or (last_stochrsi_k > 95.0) or (last_close > (last_bbu_20 * 1.01)) or ((last_rsi_3 > 90.0) and (last_rsi_14 < 50.0)) or ( (last_rsi_3 > 80.0) and (last_candle["RSI_3_1h"] < 20.0) and (last_candle["RSI_3_4h"] < 20.0) and (last_candle["ROC_9_1d"] > -10.0) and (last_candle["BTC_RSI_14_4h"] < 35.0) ) ): is_normal_exit = True is_trailing_exit = False # if 0.01 <= grind_profit_rate < 0.02: # if grind_profit_rate < (max_profit_rate - 0.025): # is_trailing_exit = True # elif 0.02 <= grind_profit_rate <= 0.05: # if grind_profit_rate < (max_profit_rate - 0.035): # is_trailing_exit = True # elif 0.05 <= grind_profit_rate <= 0.08: # if grind_profit_rate < (max_profit_rate - 0.045): # is_trailing_exit = True # elif 0.08 <= grind_profit_rate <= 0.12: # if grind_profit_rate < (max_profit_rate - 0.050): # is_trailing_exit = True # elif 0.12 <= grind_profit_rate: # if grind_profit_rate < (max_profit_rate - 0.055): # is_trailing_exit = True # is_trailing_exit = grind_profit_rate > 0.04 if is_normal_exit or is_trailing_exit: stake_currency = self.config["stake_currency"] stake_fmt = ".8f" if stake_currency in ("BTC", "ETH", "BNB", "SOL") else ".3f" trade_pair = trade.pair trade_leverage = trade.leverage trade_amount = trade.amount trade_stake_amount = trade.stake_amount exit_amount = grind_total_amount * exit_rate / trade_leverage if ((current_stake_amount / trade_leverage) - exit_amount) < (min_stake * 1.55): exit_amount = (trade_amount * exit_rate / trade_leverage) - (min_stake * 1.55) ft_exit_amount = exit_amount * trade_leverage * (trade_stake_amount / trade_amount) / exit_rate if exit_amount > min_stake and ft_exit_amount > min_stake: self.dp.send_msg( self.notification_msg( "grinding-exit", tag=name, pair=trade_pair, rate=exit_rate, stake_amount=exit_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit_stake, grind_profit_pct=grind_profit_rate, coin_amount=grind_total_amount, ) ) log.info( f"Grinding exit ({name}) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {exit_amount:{stake_fmt}} | Coin amount: {grind_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit_rate * 100.0):.2f}% ({grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = tag for grind_entry in grind_open_orders: order_tag += " " + str(grind_entry.id) return -ft_exit_amount, order_tag return None, None # Long Grinding Adjust Trade Position v4 # --------------------------------------------------------------------------------------------- def long_grind_adjust_trade_position_v4( 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, ): dp = self.dp send_msg = self.dp.send_msg notification_msg = self.notification_msg config = self.config stake_currency = config["stake_currency"] is_futures_mode = self.is_futures_mode scale_stakes_for_min_stake = self.scale_stakes_for_min_stake trade_pair = trade.pair trade_amount = trade.amount trade_stake_amount = trade.stake_amount trade_leverage = trade.leverage trade_fee_open = trade.fee_open trade_fee_close = trade.fee_close # Reset so the log "Tag:" never shows a value left over from another pair's previous call self._grind_entry_tag = "" is_backtest = self.is_backtest_mode() # we already waiting for an order to get filled if trade.has_open_orders: return None min_stake = self.correct_min_stake(min_stake, trade_leverage) df, _ = dp.get_analyzed_dataframe(trade_pair, self.timeframe) if len(df) < 2: return None last_candle = None previous_candle = None def load_candles(): # Only the (expensive on wide frames) row extraction is deferred; the frame is already fetched. nonlocal last_candle, previous_candle if last_candle is None: last_candle = df.iloc[-1] previous_candle = df.iloc[-2] exit_rate = current_rate filled_orders, filled_entries, filled_exits, profit_values = self.profit_or_order_snapshot( trade, current_time, exit_rate ) count_of_exits = trade.nr_of_successful_exits if dp.runmode.value in ("live", "dry_run"): ticker = dp.ticker(trade_pair) if ("bid" in ticker) and ("ask" in ticker): exit_price_side = config["exit_pricing"]["price_side"] if trade.is_short: if exit_price_side in ["ask", "other"]: if ticker["ask"] is not None: exit_rate = ticker["ask"] else: if exit_price_side in ["bid", "other"]: if ticker["bid"] is not None: exit_rate = ticker["bid"] # Finish managed partial exits before allowing another de-risk or grind. partial_exit = filled_exits[-1] if filled_exits else None if partial_exit is not None and partial_exit.safe_remaining > 0.0: partial_exit_tag = partial_exit.ft_order_tag or "" if partial_exit_tag.partition(" ")[0] in ( "derisk_level_1", "derisk_level_2", "derisk_level_3", "derisk_level_4", "derisk_global", "grind_1_exit", "grind_1_derisk", "grind_2_exit", "grind_2_derisk", "grind_3_exit", "grind_3_derisk", "grind_4_exit", "grind_4_derisk", "grind_5_exit", "grind_5_derisk", ): partial_exit_amount = min(partial_exit.safe_remaining, trade_amount) exit_amount = partial_exit_amount * exit_rate / trade_leverage ft_exit_amount = partial_exit_amount * trade_stake_amount / trade_amount remaining_stake = (trade_amount - partial_exit_amount) * exit_rate / trade_leverage partial_exit_min_stake = min_stake or 0.0 if ( exit_amount > partial_exit_min_stake and ft_exit_amount > partial_exit_min_stake and (remaining_stake == 0.0 or remaining_stake >= partial_exit_min_stake * 1.55) ): return -ft_exit_amount, partial_exit_tag # Do not clip the recovery: a fully filled clipped order would hide the leftover. return None if profit_values is None: profit_values = self.calc_total_profit(trade, filled_entries, filled_exits, exit_rate) profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio = profit_values current_stake_amount = trade_amount * exit_rate slice_amount = filled_entries[0].safe_filled * filled_entries[0].safe_price 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 ) 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) ) # Rebuy mode, the first entry is lower than normal slot stake if is_rebuy_mode: slice_amount /= self.system_v4_rebuy_mode_stake_multiplier is_system_v4 = self.is_system_v4(trade) has_order_tags = hasattr(filled_orders[0], "ft_order_tag") 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 fee_rate = fee_open_rate + fee_close_rate stake_scale_leverage = trade_leverage if is_futures_mode else 1.0 grind_entry_retry_time = current_time - timedelta(minutes=5) # ========================================================================= # GRINDING CONFIGURATION # ========================================================================= if is_futures_mode: grind_1_stakes = self.system_v4_grind_1_stakes_futures grind_1_sub_thresholds = self.system_v4_grind_1_thresholds_futures grind_1_derisk_grinds = self.system_v4_grind_1_derisk_futures grind_1_profit_threshold = self.system_v4_grind_1_profit_threshold_futures grind_2_stakes = self.system_v4_grind_2_stakes_futures grind_2_sub_thresholds = self.system_v4_grind_2_thresholds_futures grind_2_derisk_grinds = self.system_v4_grind_2_derisk_futures grind_2_profit_threshold = self.system_v4_grind_2_profit_threshold_futures grind_3_stakes = self.system_v4_grind_3_stakes_futures grind_3_sub_thresholds = self.system_v4_grind_3_thresholds_futures grind_3_derisk_grinds = self.system_v4_grind_3_derisk_futures grind_3_profit_threshold = self.system_v4_grind_3_profit_threshold_futures grind_4_stakes = self.system_v4_grind_4_stakes_futures grind_4_sub_thresholds = self.system_v4_grind_4_thresholds_futures grind_4_derisk_grinds = self.system_v4_grind_4_derisk_futures grind_4_profit_threshold = self.system_v4_grind_4_profit_threshold_futures grind_5_stakes = self.system_v4_grind_5_stakes_futures grind_5_sub_thresholds = self.system_v4_grind_5_thresholds_futures grind_5_derisk_grinds = self.system_v4_grind_5_derisk_futures grind_5_profit_threshold = self.system_v4_grind_5_profit_threshold_futures # rebuy_stakes = self.system_v4_1_rebuy_stakes_futures # rebuy_sub_thresholds = self.system_v4_1_rebuy_thresholds_futures else: grind_1_stakes = self.system_v4_grind_1_stakes_spot grind_1_sub_thresholds = self.system_v4_grind_1_thresholds_spot grind_1_derisk_grinds = self.system_v4_grind_1_derisk_spot grind_1_profit_threshold = self.system_v4_grind_1_profit_threshold_spot grind_2_stakes = self.system_v4_grind_2_stakes_spot grind_2_sub_thresholds = self.system_v4_grind_2_thresholds_spot grind_2_derisk_grinds = self.system_v4_grind_2_derisk_spot grind_2_profit_threshold = self.system_v4_grind_2_profit_threshold_spot grind_3_stakes = self.system_v4_grind_3_stakes_spot grind_3_sub_thresholds = self.system_v4_grind_3_thresholds_spot grind_3_derisk_grinds = self.system_v4_grind_3_derisk_spot grind_3_profit_threshold = self.system_v4_grind_3_profit_threshold_spot grind_4_stakes = self.system_v4_grind_4_stakes_spot grind_4_sub_thresholds = self.system_v4_grind_4_thresholds_spot grind_4_derisk_grinds = self.system_v4_grind_4_derisk_spot grind_4_profit_threshold = self.system_v4_grind_4_profit_threshold_spot grind_5_stakes = self.system_v4_grind_5_stakes_spot grind_5_sub_thresholds = self.system_v4_grind_5_thresholds_spot grind_5_derisk_grinds = self.system_v4_grind_5_derisk_spot grind_5_profit_threshold = self.system_v4_grind_5_profit_threshold_spot # rebuy_stakes = self.system_v4_1_rebuy_stakes_spot # rebuy_sub_thresholds = self.system_v4_1_rebuy_thresholds_spot grind_1_max_sub_grinds = 0 grind_1_stakes = scale_stakes_for_min_stake( grind_1_stakes, slice_amount, min_stake, trade_leverage, trade_leverage ) grind_1_max_sub_grinds = len(grind_1_stakes) grind_2_max_sub_grinds = 0 grind_2_stakes = scale_stakes_for_min_stake( grind_2_stakes, slice_amount, min_stake, stake_scale_leverage, trade_leverage ) grind_2_max_sub_grinds = len(grind_2_stakes) grind_3_max_sub_grinds = 0 grind_3_stakes = scale_stakes_for_min_stake( grind_3_stakes, slice_amount, min_stake, stake_scale_leverage, trade_leverage ) grind_3_max_sub_grinds = len(grind_3_stakes) grind_4_max_sub_grinds = 0 grind_4_stakes = scale_stakes_for_min_stake( grind_4_stakes, slice_amount, min_stake, stake_scale_leverage, trade_leverage ) grind_4_max_sub_grinds = len(grind_4_stakes) grind_5_max_sub_grinds = 0 grind_5_stakes = scale_stakes_for_min_stake( grind_5_stakes, slice_amount, min_stake, stake_scale_leverage, trade_leverage ) grind_5_max_sub_grinds = len(grind_5_stakes) # rebuy_max_sub_grinds = len(rebuy_stakes) is_derisk_1 = False is_derisk_1_found = False # derisk_level_1 de-risk exit derisk_1_order = None is_derisk_2 = False is_derisk_2_found = False # derisk_level_2 de-risk exit derisk_2_order = None is_derisk_3 = False is_derisk_3_found = False # derisk_level_3 de-risk exit derisk_3_order = None is_derisk_4 = False is_derisk_4_found = False # derisk_level_4 de-risk exit derisk_4_order = None 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_profit_stake = 0.0 grind_1_current_grind_profit_rate = 0.0 grind_1_is_exit_found = False grind_1_found = False grind_1_buy_orders = [] grind_1_orders = [] grind_1_distance_ratio = 0.0 grind_1_exit_order = None grind_1_exit_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_profit_stake = 0.0 grind_2_current_grind_profit_rate = 0.0 grind_2_is_exit_found = False grind_2_found = False grind_2_buy_orders = [] grind_2_orders = [] grind_2_distance_ratio = 0.0 grind_2_exit_order = None grind_2_exit_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_profit_stake = 0.0 grind_3_current_grind_profit_rate = 0.0 grind_3_is_exit_found = False grind_3_found = False grind_3_buy_orders = [] grind_3_orders = [] grind_3_distance_ratio = 0.0 grind_3_exit_order = None grind_3_exit_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_profit_stake = 0.0 grind_4_current_grind_profit_rate = 0.0 grind_4_is_exit_found = False grind_4_found = False grind_4_buy_orders = [] grind_4_orders = [] grind_4_distance_ratio = 0.0 grind_4_exit_order = None grind_4_exit_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_profit_stake = 0.0 grind_5_current_grind_profit_rate = 0.0 grind_5_is_exit_found = False grind_5_found = False grind_5_buy_orders = [] grind_5_orders = [] grind_5_distance_ratio = 0.0 grind_5_exit_order = None grind_5_exit_distance_ratio = 0.0 buyback_1_sub_grind_count = 0 buyback_1_total_amount = 0.0 buyback_1_total_cost = 0.0 buyback_1_current_open_rate = 0.0 buyback_1_current_grind_stake = 0.0 buyback_1_current_grind_stake_profit = 0.0 buyback_1_is_exit_found = False buyback_1_found = False buyback_1_buy_orders = [] buyback_1_orders = [] buyback_1_distance_ratio = 0.0 buyback_1_exit_order = None buyback_1_exit_distance_ratio = 0.0 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_exit_found = False rebuy_found = False rebuy_buy_orders = [] rebuy_orders = [] rebuy_distance_ratio = 0.0 rebuy_exit_order = None rebuy_exit_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_exit_found and order_tag == "grind_1_entry": 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) grind_1_orders.append(order) 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_exit_found and order_tag == "grind_2_entry": 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) grind_2_orders.append(order) 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_exit_found and order_tag == "grind_3_entry": 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) grind_3_orders.append(order) 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_exit_found and order_tag == "grind_4_entry": 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) grind_4_orders.append(order) 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_exit_found and order_tag == "grind_5_entry": 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) grind_5_orders.append(order) if not grind_5_found: grind_5_distance_ratio = (exit_rate - order.safe_price) / order.safe_price grind_5_found = True elif not buyback_1_is_exit_found and order_tag == "buyback_1_entry": buyback_1_sub_grind_count += 1 buyback_1_total_amount += order.safe_filled buyback_1_total_cost += order.safe_filled * order.safe_price buyback_1_buy_orders.append(order.id) buyback_1_orders.append(order) if not buyback_1_found: buyback_1_distance_ratio = (exit_rate - order.safe_price) / order.safe_price buyback_1_found = True elif not rebuy_is_exit_found and order_tag == "rebuy_entry": 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) rebuy_orders.append(order) if not rebuy_found: rebuy_distance_ratio = (exit_rate - order.safe_price) / order.safe_price rebuy_found = True elif order.ft_order_side == "sell": order_tag = "" if has_order_tags: if order.ft_order_tag is not None: order_tag = order.ft_order_tag.partition(" ")[0] if order_tag == "derisk_level_1": if not is_derisk_1_found: is_derisk_1_found = True is_derisk_1 = True derisk_1_order = order elif order_tag == "derisk_level_2": if not is_derisk_2_found: is_derisk_2_found = True is_derisk_2 = True derisk_2_order = order elif order_tag == "derisk_level_3": if not is_derisk_3_found: is_derisk_3_found = True is_derisk_3 = True derisk_3_order = order elif order_tag == "derisk_level_4": if not is_derisk_4_found: is_derisk_4_found = True is_derisk_4 = True derisk_4_order = order elif not grind_1_is_exit_found and order_tag in ["grind_1_exit", "grind_1_derisk"]: grind_1_is_exit_found = True grind_1_exit_order = order elif not grind_2_is_exit_found and order_tag in ["grind_2_exit", "grind_2_derisk"]: grind_2_is_exit_found = True grind_2_exit_order = order elif not grind_3_is_exit_found and order_tag in ["grind_3_exit", "grind_3_derisk"]: grind_3_is_exit_found = True grind_3_exit_order = order elif not grind_4_is_exit_found and order_tag in ["grind_4_exit", "grind_4_derisk"]: grind_4_is_exit_found = True grind_4_exit_order = order elif not grind_5_is_exit_found and order_tag in ["grind_5_exit", "grind_5_derisk"]: grind_5_is_exit_found = True grind_5_exit_order = order elif not buyback_1_is_exit_found and order_tag in ["buyback_1_exit", "buyback_1_derisk"]: buyback_1_is_exit_found = True buyback_1_exit_order = order elif not rebuy_is_exit_found and order_tag in ["rebuy_exit", "rebuy_derisk"]: rebuy_is_exit_found = True rebuy_exit_order = order elif order_tag == "derisk_global": if not grind_1_is_exit_found: grind_1_is_exit_found = True grind_1_exit_order = order if not grind_2_is_exit_found: grind_2_is_exit_found = True grind_2_exit_order = order if not grind_3_is_exit_found: grind_3_is_exit_found = True grind_3_exit_order = order if not grind_4_is_exit_found: grind_4_is_exit_found = True grind_4_exit_order = order if not grind_5_is_exit_found: grind_5_is_exit_found = True grind_5_exit_order = order if not buyback_1_is_exit_found: buyback_1_is_exit_found = True buyback_1_exit_order = order if not rebuy_is_exit_found: rebuy_is_exit_found = True rebuy_exit_order = order 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_profit_stake = grind_1_current_grind_stake - grind_1_total_cost grind_1_current_grind_profit_rate = (exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate 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_profit_stake = grind_2_current_grind_stake - grind_2_total_cost grind_2_current_grind_profit_rate = (exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate 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_profit_stake = grind_3_current_grind_stake - grind_3_total_cost grind_3_current_grind_profit_rate = (exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate 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_profit_stake = grind_4_current_grind_stake - grind_4_total_cost grind_4_current_grind_profit_rate = (exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate 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_profit_stake = grind_5_current_grind_stake - grind_5_total_cost grind_5_current_grind_profit_rate = (exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate 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 buyback_1_sub_grind_count > 0: buyback_1_current_open_rate = buyback_1_total_cost / buyback_1_total_amount buyback_1_current_grind_stake = buyback_1_total_amount * exit_rate * (1 - trade_fee_close) buyback_1_current_grind_stake_profit = buyback_1_current_grind_stake - buyback_1_total_cost if grind_1_is_exit_found: grind_1_exit_distance_ratio = (exit_rate - grind_1_exit_order.safe_price) / grind_1_exit_order.safe_price if grind_2_is_exit_found: grind_2_exit_distance_ratio = (exit_rate - grind_2_exit_order.safe_price) / grind_2_exit_order.safe_price if grind_3_is_exit_found: grind_3_exit_distance_ratio = (exit_rate - grind_3_exit_order.safe_price) / grind_3_exit_order.safe_price if grind_4_is_exit_found: grind_4_exit_distance_ratio = (exit_rate - grind_4_exit_order.safe_price) / grind_4_exit_order.safe_price if grind_5_is_exit_found: grind_5_exit_distance_ratio = (exit_rate - grind_5_exit_order.safe_price) / grind_5_exit_order.safe_price if buyback_1_is_exit_found: buyback_1_exit_distance_ratio = (exit_rate - buyback_1_exit_order.safe_price) / buyback_1_exit_order.safe_price elif is_derisk_4_found: buyback_1_exit_distance_ratio = (exit_rate - derisk_4_order.safe_price) / derisk_4_order.safe_price if rebuy_is_exit_found: rebuy_exit_distance_ratio = (exit_rate - rebuy_exit_order.safe_price) / rebuy_exit_order.safe_price # all buybacks & grinds current_open_grind_stake_profit = ( grind_1_current_grind_profit_stake + grind_2_current_grind_profit_stake + grind_3_current_grind_profit_stake + grind_4_current_grind_profit_stake + grind_5_current_grind_profit_stake + buyback_1_current_grind_stake_profit + rebuy_current_grind_stake_profit ) num_open_grinds_and_buybacks = ( 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 + buyback_1_sub_grind_count + rebuy_sub_grind_count ) # not reached the max allowed stake for all grinds is_not_trade_max_stake_v4 = current_stake_amount < (slice_amount * self.system_v4_max_stake) grind_1_cluster_max_profit_stake = trade.get_custom_data(key="grind_1_cluster_max_profit_stake") or 0.0 grind_1_cluster_max_profit_rate = trade.get_custom_data(key="grind_1_cluster_max_profit_rate") or 0.0 if grind_1_current_grind_profit_stake > grind_1_cluster_max_profit_stake: trade.set_custom_data(key="grind_1_cluster_max_profit_stake", value=grind_1_current_grind_profit_stake) if grind_1_current_grind_profit_rate > grind_1_cluster_max_profit_rate: trade.set_custom_data(key="grind_1_cluster_max_profit_rate", value=grind_1_current_grind_profit_rate) grind_2_cluster_max_profit_stake = trade.get_custom_data(key="grind_2_cluster_max_profit_stake") or 0.0 grind_2_cluster_max_profit_rate = trade.get_custom_data(key="grind_2_cluster_max_profit_rate") or 0.0 if grind_2_current_grind_profit_stake > grind_2_cluster_max_profit_stake: trade.set_custom_data(key="grind_2_cluster_max_profit_stake", value=grind_2_current_grind_profit_stake) if grind_2_current_grind_profit_rate > grind_2_cluster_max_profit_rate: trade.set_custom_data(key="grind_2_cluster_max_profit_rate", value=grind_2_current_grind_profit_rate) grind_3_cluster_max_profit_stake = trade.get_custom_data(key="grind_3_cluster_max_profit_stake") or 0.0 grind_3_cluster_max_profit_rate = trade.get_custom_data(key="grind_3_cluster_max_profit_rate") or 0.0 if grind_3_current_grind_profit_stake > grind_3_cluster_max_profit_stake: trade.set_custom_data(key="grind_3_cluster_max_profit_stake", value=grind_3_current_grind_profit_stake) if grind_3_current_grind_profit_rate > grind_3_cluster_max_profit_rate: trade.set_custom_data(key="grind_3_cluster_max_profit_rate", value=grind_3_current_grind_profit_rate) grind_4_cluster_max_profit_stake = trade.get_custom_data(key="grind_4_cluster_max_profit_stake") or 0.0 grind_4_cluster_max_profit_rate = trade.get_custom_data(key="grind_4_cluster_max_profit_rate") or 0.0 if grind_4_current_grind_profit_stake > grind_4_cluster_max_profit_stake: trade.set_custom_data(key="grind_4_cluster_max_profit_stake", value=grind_4_current_grind_profit_stake) if grind_4_current_grind_profit_rate > grind_4_cluster_max_profit_rate: trade.set_custom_data(key="grind_4_cluster_max_profit_rate", value=grind_4_current_grind_profit_rate) grind_5_cluster_max_profit_stake = trade.get_custom_data(key="grind_5_cluster_max_profit_stake") or 0.0 grind_5_cluster_max_profit_rate = trade.get_custom_data(key="grind_5_cluster_max_profit_rate") or 0.0 if grind_5_current_grind_profit_stake > grind_5_cluster_max_profit_stake: trade.set_custom_data(key="grind_5_cluster_max_profit_stake", value=grind_5_current_grind_profit_stake) if grind_5_current_grind_profit_rate > grind_5_cluster_max_profit_rate: trade.set_custom_data(key="grind_5_cluster_max_profit_rate", value=grind_5_current_grind_profit_rate) is_long_extra_checks_entry = ( grind_entry_retry_time > filled_entries[-1].order_filled_utc # and ((current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc) or (slice_profit < -0.02)) and ( (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc) or (slice_profit < -0.06) or (is_derisk_3) ) # and ( # (current_stake_amount < (filled_entries[0].cost * 0.50)) # or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc) # or (slice_profit < -0.06) # ) ) # is_long_extra_checks_entry = True is_long_grind_entry = None is_long_buyback_entry = None is_derisk_hold = None def long_grind_entry_signal(): nonlocal is_long_grind_entry if is_long_grind_entry is None: load_candles() is_long_grind_entry = self.long_grind_entry_v4( last_candle, previous_candle, num_open_grinds_and_buybacks, slice_profit, slice_profit_entry, slice_profit_exit, True, ) # past the near end of the de-risk range, no grind add while the 4h is at capitulation if profit_stake < slice_amount * ( self.system_v4_derisk_level_1_futures[0] if is_futures_mode else self.system_v4_derisk_level_1_spot[0] ) / trade_leverage and self._bad_trade_controller_capitulation(last_candle, False): is_long_grind_entry = False return is_long_grind_entry def long_grind_4_fallback_entry(): if slice_profit_entry >= -0.06: return False load_candles() if ( (last_candle["RSI_3"] > 5.0) and (last_candle["RSI_3_15m"] > 10.0) and (last_candle["RSI_14"] < 35.0) and (last_candle["close"] < (last_candle["EMA_20"] * 0.985)) ): self._grind_entry_tag = "g4_fb1" return True if ( (num_open_grinds_and_buybacks == 0) and (last_candle["RSI_14"] < 30.0) and (last_candle["close"] < (last_candle["EMA_20"] * 0.980)) ): self._grind_entry_tag = "g4_fb2" return True return False def long_grind_5_fallback_entry(): if not (is_derisk_1_found or is_derisk_2_found or is_derisk_3_found) or slice_profit_entry >= -0.06: return False load_candles() if (last_candle["RSI_3"] > 10.0) and (last_candle["RSI_3_15m"] > 20.0) and (last_candle["AROONU_14"] < 50.0): self._grind_entry_tag = "g5_fb1" return True return False def long_grind_5_liquidation_entry(): if not (is_futures_mode and (slice_profit_entry < -0.15) and (trade.liquidation_price is not None)): return False if (trade.is_short and current_rate > trade.liquidation_price * 0.80) or ( not trade.is_short and current_rate < trade.liquidation_price * 1.20 ): self._grind_entry_tag = "g5_liq1" return True return False def long_grind_5_liquidation_rescue_entry(): if ( self.system_v4_grind_5_liquidation_rescue_enable and is_futures_mode and (trade.liquidation_price is not None) and (trade.liquidation_price > 0.0) and (trade.liquidation_price < current_rate < trade.liquidation_price * 1.20) and (slice_profit_entry < -self.system_v4_grind_5_liquidation_rescue_threshold) and (num_open_grinds_and_buybacks <= 1) and ( trade_stake_amount + max(slice_amount * grind_5_stakes[grind_5_sub_grind_count] / trade_leverage, min_stake * 1.5) <= slice_amount * self.system_v4_grind_5_liquidation_rescue_max_stake / trade_leverage ) ): self._grind_entry_tag = "g5_liq2" return True return False def long_buyback_entry_signal(): nonlocal is_long_buyback_entry if is_long_buyback_entry is None: load_candles() is_long_buyback_entry = self.long_buyback_entry_v4(last_candle, previous_candle, slice_profit, True) return is_long_buyback_entry def derisk_hold(): nonlocal is_derisk_hold if is_derisk_hold is None: load_candles() is_derisk_hold = self._bad_trade_controller_derisk_hold(last_candle, False) return is_derisk_hold stake_fmt = ".8f" if stake_currency in ("BTC", "ETH", "BNB", "SOL") else ".3f" send_notifications = not is_backtest # ========================================================================= # DE-RISK CONFIGURATION # ========================================================================= if is_system_v4: derisk_1_enable = self.system_v4_derisk_level_1_enable derisk_2_enable = self.system_v4_derisk_level_2_enable derisk_3_enable = self.system_v4_derisk_level_3_enable derisk_4_enable = self.system_v4_derisk_level_4_enable if is_futures_mode: derisk_1_threshold = self.system_v4_derisk_level_1_futures[1] derisk_1_stake = self.system_v4_derisk_level_1_stake_futures derisk_2_threshold = self.system_v4_derisk_level_2_futures[1] derisk_2_stake = self.system_v4_derisk_level_2_stake_futures derisk_3_threshold = self.system_v4_derisk_level_3_futures[1] derisk_3_stake = self.system_v4_derisk_level_3_stake_futures derisk_4_threshold = self.system_v4_derisk_level_4_futures[1] derisk_4_stake = self.system_v4_derisk_level_4_stake_futures else: derisk_1_threshold = self.system_v4_derisk_level_1_spot[1] derisk_1_stake = self.system_v4_derisk_level_1_stake_spot derisk_2_threshold = self.system_v4_derisk_level_2_spot[1] derisk_2_stake = self.system_v4_derisk_level_2_stake_spot derisk_3_threshold = self.system_v4_derisk_level_3_spot[1] derisk_3_stake = self.system_v4_derisk_level_3_stake_spot derisk_4_threshold = self.system_v4_derisk_level_4_spot[1] derisk_4_stake = self.system_v4_derisk_level_4_stake_spot derisk_enable = self.derisk_enable force_derisk_3 = ( self.system_v4_derisk_level_3_liquidation_enable and derisk_enable and derisk_3_enable and not is_derisk_3_found and not is_rebuy_mode and is_futures_mode and (profit_stake < 0.0) and (trade.liquidation_price is not None) and (trade.liquidation_price > 0.0) and ( trade.liquidation_price < current_rate <= trade.liquidation_price * (1.0 + self.system_v4_derisk_level_3_liquidation_distance) ) ) # --------------------------------------------------------------------- # De-risk level 1 # --------------------------------------------------------------------- if ( derisk_enable and derisk_1_enable and not (is_derisk_1_found) and not is_rebuy_mode and not force_derisk_3 and profit_stake < slice_amount * derisk_1_threshold / trade_leverage and not derisk_hold() ): sell_amount = filled_entries[0].safe_filled * derisk_1_stake * 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 send_notifications: send_msg( notification_msg( "de-risk", tag="Level 1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Level 1 [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) return -ft_sell_amount, "derisk_level_1" # --------------------------------------------------------------------- # De-risk level 2 # --------------------------------------------------------------------- if ( derisk_enable and derisk_2_enable and not is_derisk_2_found and not is_rebuy_mode and not force_derisk_3 and profit_stake < slice_amount * derisk_2_threshold / trade_leverage and not derisk_hold() ): sell_amount = filled_entries[0].safe_filled * derisk_2_stake * 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 send_notifications: send_msg( notification_msg( "de-risk", tag="Level 2", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Level 2 [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) return -ft_sell_amount, "derisk_level_2" # --------------------------------------------------------------------- # De-risk level 3 # --------------------------------------------------------------------- if ( derisk_enable and derisk_3_enable and not is_derisk_3_found and not is_rebuy_mode and (force_derisk_3 or (profit_stake < slice_amount * derisk_3_threshold / trade_leverage and not derisk_hold())) ): sell_amount = filled_entries[0].safe_filled * derisk_3_stake * 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 send_notifications: send_msg( notification_msg( "de-risk", tag="Level 3", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Level 3 [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) return -ft_sell_amount, "derisk_level_3" # --------------------------------------------------------------------- # De-risk level 4 # --------------------------------------------------------------------- if ( derisk_enable and derisk_4_enable and not is_derisk_4_found and not is_rebuy_mode and profit_stake < (slice_amount * derisk_4_threshold / trade_leverage) ): sell_amount = filled_entries[0].safe_filled * derisk_4_stake * 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 send_notifications: send_msg( notification_msg( "de-risk", tag="Level 4", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Level 4 [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) return -ft_sell_amount, "derisk_level_4" # Grinding 1 if ( (self.system_v4_grind_1_enable) # and is_derisk_1_found and is_long_extra_checks_entry and (grind_1_sub_grind_count < grind_1_max_sub_grinds) and (grind_1_sub_grind_count == 0 or (grind_1_distance_ratio < grind_1_sub_thresholds[grind_1_sub_grind_count])) and is_not_trade_max_stake_v4 and ( long_grind_entry_signal() or self._grind_entry_before_derisk( False, exit_rate, grind_1_current_open_rate, grind_1_derisk_grinds, self.system_v4_grind_1_use_derisk, ) ) ): buy_amount = slice_amount * grind_1_stakes[grind_1_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount <= max_stake: if send_notifications: send_msg( notification_msg( "grinding-entry", tag="grind_1_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_1_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Tag: {self._grind_entry_tag}" ) order_tag = "grind_1_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if grind_1_sub_grind_count > 0 and not ( grind_1_current_grind_profit_rate < (grind_1_profit_threshold + fee_open_rate + fee_close_rate) ): load_candles() ft_exit_amount, tag = self.long_grind_exit_v4( last_candle, previous_candle, slice_profit, current_time, min_stake, current_stake_amount, exit_rate, profit_stake, profit_ratio, "grind_1_exit", "grind_1_exit", fee_open_rate, fee_close_rate, grind_1_cluster_max_profit_stake, grind_1_cluster_max_profit_rate, grind_1_current_grind_profit_stake, grind_1_current_grind_profit_rate, grind_1_total_amount, grind_1_profit_threshold, grind_1_orders, trade, ) if ft_exit_amount is not None and tag is not None: return ft_exit_amount, tag if ( self.system_v4_grind_1_use_derisk and (grind_1_sub_grind_count > 0) and (((exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate) < grind_1_derisk_grinds) ): # if ( # self.system_v4_grind_1_use_derisk # and (grind_1_sub_grind_count > 0) # and (grind_1_current_grind_profit_stake < (slice_amount * grind_1_derisk_grinds)) # and (grind_1_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) 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_exit_found else profit_ratio ) if send_notifications: send_msg( notification_msg( "grinding-derisk", tag="grind_1_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_1_current_grind_profit_stake, grind_profit_pct=grind_profit, coin_amount=grind_1_total_amount, ) ) log.info( f"Grinding de-risk (grind_1_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_1_total_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = "grind_1_derisk" 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 if ( (self.system_v4_grind_2_enable) # and is_derisk_1_found and is_long_extra_checks_entry and (grind_2_sub_grind_count < grind_2_max_sub_grinds) and (grind_2_sub_grind_count == 0 or (grind_2_distance_ratio < grind_2_sub_thresholds[grind_2_sub_grind_count])) and is_not_trade_max_stake_v4 and ( long_grind_entry_signal() or self._grind_entry_before_derisk( False, exit_rate, grind_2_current_open_rate, grind_2_derisk_grinds, self.system_v4_grind_2_use_derisk, ) ) ): buy_amount = slice_amount * grind_2_stakes[grind_2_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount <= max_stake: if send_notifications: send_msg( notification_msg( "grinding-entry", tag="grind_2_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_2_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Tag: {self._grind_entry_tag}" ) order_tag = "grind_2_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if grind_2_sub_grind_count > 0 and not ( grind_2_current_grind_profit_rate < (grind_2_profit_threshold + fee_open_rate + fee_close_rate) ): load_candles() ft_exit_amount, tag = self.long_grind_exit_v4( last_candle, previous_candle, slice_profit, current_time, min_stake, current_stake_amount, exit_rate, profit_stake, profit_ratio, "grind_2_exit", "grind_2_exit", fee_open_rate, fee_close_rate, grind_2_cluster_max_profit_stake, grind_2_cluster_max_profit_rate, grind_2_current_grind_profit_stake, grind_2_current_grind_profit_rate, grind_2_total_amount, grind_2_profit_threshold, grind_2_orders, trade, ) if ft_exit_amount is not None and tag is not None: return ft_exit_amount, tag if ( self.system_v4_grind_2_use_derisk and (grind_2_sub_grind_count > 0) and (((exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate) < grind_2_derisk_grinds) ): # if ( # self.system_v4_grind_2_use_derisk # and (grind_2_sub_grind_count > 0) # and (grind_2_current_grind_profit_stake < (slice_amount * grind_2_derisk_grinds)) # and (grind_2_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) 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_exit_found else profit_ratio ) if send_notifications: send_msg( notification_msg( "grinding-derisk", tag="grind_2_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_2_current_grind_profit_stake, grind_profit_pct=grind_profit, coin_amount=grind_2_total_amount, ) ) log.info( f"Grinding de-risk (grind_2_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_2_total_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_2_current_grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = "grind_2_derisk" 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 if ( (self.system_v4_grind_3_enable) # and is_derisk_1_found and is_long_extra_checks_entry and (grind_3_sub_grind_count < grind_3_max_sub_grinds) and (grind_3_sub_grind_count == 0 or (grind_3_distance_ratio < grind_3_sub_thresholds[grind_3_sub_grind_count])) and is_not_trade_max_stake_v4 and ( long_grind_entry_signal() or self._grind_entry_before_derisk( False, exit_rate, grind_3_current_open_rate, grind_3_derisk_grinds, self.system_v4_grind_3_use_derisk, ) ) ): buy_amount = slice_amount * grind_3_stakes[grind_3_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount <= max_stake: if send_notifications: send_msg( notification_msg( "grinding-entry", tag="grind_3_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_3_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Tag: {self._grind_entry_tag}" ) order_tag = "grind_3_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if grind_3_sub_grind_count > 0 and not ( grind_3_current_grind_profit_rate < (grind_3_profit_threshold + fee_open_rate + fee_close_rate) ): load_candles() ft_exit_amount, tag = self.long_grind_exit_v4( last_candle, previous_candle, slice_profit, current_time, min_stake, current_stake_amount, exit_rate, profit_stake, profit_ratio, "grind_3_exit", "grind_3_exit", fee_open_rate, fee_close_rate, grind_3_cluster_max_profit_stake, grind_3_cluster_max_profit_rate, grind_3_current_grind_profit_stake, grind_3_current_grind_profit_rate, grind_3_total_amount, grind_3_profit_threshold, grind_3_orders, trade, ) if ft_exit_amount is not None and tag is not None: return ft_exit_amount, tag if ( self.system_v4_grind_3_use_derisk and (grind_3_sub_grind_count > 0) and (((exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate) < grind_3_derisk_grinds) ): # if ( # self.system_v4_grind_3_use_derisk # and (grind_3_sub_grind_count > 0) # and (grind_3_current_grind_profit_stake < (slice_amount * grind_3_derisk_grinds)) # and (grind_3_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) 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_exit_found else profit_ratio ) if send_notifications: send_msg( notification_msg( "grinding-derisk", tag="grind_3_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_3_current_grind_profit_stake, grind_profit_pct=grind_profit, coin_amount=grind_3_total_amount, ) ) log.info( f"Grinding de-risk (grind_3_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_3_total_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_3_current_grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = "grind_3_derisk" 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 if ( (self.system_v4_grind_4_enable) # and is_derisk_1_found # and is_long_grind_entry and is_long_extra_checks_entry and (grind_4_sub_grind_count < grind_4_max_sub_grinds) and (grind_4_sub_grind_count == 0 or (grind_4_distance_ratio < grind_4_sub_thresholds[grind_4_sub_grind_count])) and is_not_trade_max_stake_v4 and ( long_grind_4_fallback_entry() or long_grind_entry_signal() or self._grind_entry_before_derisk( False, exit_rate, grind_4_current_open_rate, grind_4_derisk_grinds, self.system_v4_grind_4_use_derisk, ) ) ): buy_amount = slice_amount * grind_4_stakes[grind_4_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount <= max_stake: if send_notifications: send_msg( notification_msg( "grinding-entry", tag="grind_4_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_4_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Tag: {self._grind_entry_tag}" ) order_tag = "grind_4_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if grind_4_sub_grind_count > 0 and not ( grind_4_current_grind_profit_rate < (grind_4_profit_threshold + fee_open_rate + fee_close_rate) ): load_candles() ft_exit_amount, tag = self.long_grind_exit_v4( last_candle, previous_candle, slice_profit, current_time, min_stake, current_stake_amount, exit_rate, profit_stake, profit_ratio, "grind_4_exit", "grind_4_exit", fee_open_rate, fee_close_rate, grind_4_cluster_max_profit_stake, grind_4_cluster_max_profit_rate, grind_4_current_grind_profit_stake, grind_4_current_grind_profit_rate, grind_4_total_amount, grind_4_profit_threshold, grind_4_orders, trade, ) if ft_exit_amount is not None and tag is not None: return ft_exit_amount, tag if ( self.system_v4_grind_4_use_derisk and (grind_4_sub_grind_count > 0) and (((exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate) < grind_4_derisk_grinds) ): # if ( # self.system_v4_grind_4_use_derisk # and (grind_4_sub_grind_count > 0) # and (grind_4_current_grind_profit_stake < (slice_amount * grind_4_derisk_grinds)) # and (grind_4_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) 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_exit_found else profit_ratio ) if send_notifications: send_msg( notification_msg( "grinding-derisk", tag="grind_4_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_4_current_grind_profit_stake, grind_profit_pct=grind_profit, coin_amount=grind_4_total_amount, ) ) log.info( f"Grinding de-risk (grind_4_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_4_total_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_4_current_grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = "grind_4_derisk" 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 if ( (self.system_v4_grind_5_enable) # and is_derisk_1_found # and is_long_grind_entry and is_long_extra_checks_entry and (grind_5_sub_grind_count < grind_5_max_sub_grinds) and (grind_5_sub_grind_count == 0 or (grind_5_distance_ratio < grind_5_sub_thresholds[grind_5_sub_grind_count])) and is_not_trade_max_stake_v4 and ( long_grind_5_fallback_entry() or long_grind_5_liquidation_entry() or long_grind_entry_signal() or long_grind_5_liquidation_rescue_entry() or self._grind_entry_before_derisk( False, exit_rate, grind_5_current_open_rate, grind_5_derisk_grinds, self.system_v4_grind_5_use_derisk, ) ) ): buy_amount = slice_amount * grind_5_stakes[grind_5_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount <= max_stake: if send_notifications: send_msg( notification_msg( "grinding-entry", tag="grind_5_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_5_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Tag: {self._grind_entry_tag}" ) order_tag = "grind_5_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if grind_5_sub_grind_count > 0 and not ( grind_5_current_grind_profit_rate < (grind_5_profit_threshold + fee_open_rate + fee_close_rate) ): load_candles() ft_exit_amount, tag = self.long_grind_exit_v4( last_candle, previous_candle, slice_profit, current_time, min_stake, current_stake_amount, exit_rate, profit_stake, profit_ratio, "grind_5_exit", "grind_5_exit", fee_open_rate, fee_close_rate, grind_5_cluster_max_profit_stake, grind_5_cluster_max_profit_rate, grind_5_current_grind_profit_stake, grind_5_current_grind_profit_rate, grind_5_total_amount, grind_5_profit_threshold, grind_5_orders, trade, ) if ft_exit_amount is not None and tag is not None: return ft_exit_amount, tag if ( self.system_v4_grind_5_use_derisk and (grind_5_sub_grind_count > 0) and (((exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate) < grind_5_derisk_grinds) ): # if ( # self.system_v4_grind_5_use_derisk # and (grind_5_sub_grind_count > 0) # and (grind_5_current_grind_profit_stake < (slice_amount * grind_5_derisk_grinds)) # and (grind_5_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) 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_exit_found else profit_ratio ) if send_notifications: send_msg( notification_msg( "grinding-derisk", tag="grind_5_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_5_current_grind_profit_stake, grind_profit_pct=grind_profit, coin_amount=grind_5_total_amount, ) ) log.info( f"Grinding de-risk (grind_5_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_5_total_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_5_current_grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = "grind_5_derisk" 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 # Buyback 1 if ( self.system_v4_buyback_1_enable and is_system_v4 and is_derisk_4_found # and is_long_extra_checks_entry and (buyback_1_current_open_rate == 0) and ( ( buyback_1_exit_distance_ratio < ( self.system_v4_buyback_1_distance_ratio_negative_futures if is_futures_mode else self.system_v4_buyback_1_distance_ratio_negative_spot ) ) or ( buyback_1_exit_distance_ratio > ( self.system_v4_buyback_1_distance_ratio_positive_futures if is_futures_mode else self.system_v4_buyback_1_distance_ratio_positive_spot ) ) ) and is_not_trade_max_stake_v4 and long_buyback_entry_signal() ): buy_amount = ( slice_amount * (self.system_v4_buyback_1_stake_futures if is_futures_mode else self.system_v4_buyback_1_stake_spot) / trade_leverage ) if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None if send_notifications: send_msg( notification_msg( "buyback-entry", tag="buyback_1_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Buyback entry (buyback_1_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) order_tag = "buyback_1_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount # if buyback_1_sub_grind_count > 0: # grind_profit = (exit_rate - buyback_1_current_open_rate) / buyback_1_current_open_rate # if ( # grind_profit # > ( # ( # self.system_v4_buyback_1_profit_threshold_futures # if self.is_futures_mode # else self.system_v4_buyback_1_profit_threshold_spot # ) # + fee_open_rate # + fee_close_rate # ) # ) and self.long_grind_exit_v2(last_candle, previous_candle, slice_profit, True): # sell_amount = buyback_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( # self.notification_msg( # "buyback-exit", # tag="buyback_1_exit", # pair=trade.pair, # rate=exit_rate, # stake_amount=sell_amount, # profit_stake=profit_stake, # profit_ratio=profit_ratio, # stake_currency=self.config["stake_currency"], # grind_profit_stake=grind_profit * sell_amount * trade.leverage, # grind_profit_pct=grind_profit, # coin_amount=buyback_1_total_amount, # ) # ) # log.info( # f"Buyback exit (buyback_1_exit) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {buyback_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 = "buyback_1_exit" # for grind_entry_id in buyback_1_buy_orders: # order_tag += " " + str(grind_entry_id) # if has_order_tags: # return -ft_sell_amount, order_tag # else: # return -ft_sell_amount # if ( # self.grinding_v2_buyback_1_use_derisk # and (buyback_1_sub_grind_count > 0) # and ( # ((exit_rate - buyback_1_current_open_rate) / buyback_1_current_open_rate) # < ( # self.grinding_v2_buyback_1_derisk_futures if self.is_futures_mode else self.grinding_v2_buyback_1_derisk_spot # ) # ) # and (buyback_1_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) or is_backtest) # ): if ( self.system_v4_buyback_1_use_derisk and (buyback_1_sub_grind_count > 0) and ( buyback_1_current_grind_stake_profit < ( slice_amount * (self.system_v4_buyback_1_derisk_futures if is_futures_mode else self.system_v4_buyback_1_derisk_spot) ) ) ): sell_amount = buyback_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 buyback_1_current_open_rate > 0.0: grind_profit = ( ((exit_rate - buyback_1_current_open_rate) / buyback_1_current_open_rate) if buyback_1_is_exit_found else profit_ratio ) if send_notifications: send_msg( notification_msg( "buyback-derisk", tag="buyback_1_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=buyback_1_current_grind_stake_profit, grind_profit_pct=grind_profit, coin_amount=buyback_1_total_amount, ) ) log.info( f"Buyback de-risk (buyback_1_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {buyback_1_total_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({buyback_1_current_grind_stake_profit:{stake_fmt}} {stake_currency})" ) order_tag = "buyback_1_derisk" for grind_entry_id in buyback_1_buy_orders: order_tag += " " + str(grind_entry_id) if has_order_tags: return -ft_sell_amount, order_tag else: return -ft_sell_amount # Rebuy # if ( # is_system_v4_1 # and is_long_rebuy_entry # and ( # (0 <= rebuy_sub_grind_count < rebuy_max_sub_grinds) # and (slice_profit_entry < rebuy_sub_thresholds[rebuy_sub_grind_count]) # ) # and is_not_trade_max_stake_v4_1 # ): # buy_amount = slice_amount * rebuy_stakes[rebuy_sub_grind_count] / trade_leverage # if buy_amount < (min_stake * 1.5): # buy_amount = min_stake * 1.5 # if buy_amount > max_stake: # return None # if send_notifications: # send_msg( # notification_msg( # "rebuy", # tag="rebuy_entry", # pair=trade_pair, # rate=current_rate, # stake_amount=buy_amount, # profit_stake=profit_stake, # profit_ratio=profit_ratio, # stake_currency=stake_currency, # ) # ) # log.info( # f"Rebuy (rebuy_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" # ) # if has_order_tags: # return buy_amount, "rebuy_entry" # else: # return buy_amount return None def long_grind_entry_v4( self, last_candle: Series, previous_candle: Series, num_open_grinds_and_buybacks: int, slice_profit: float, slice_profit_entry: float, slice_profit_exit: float, is_derisk: bool, ) -> float: if last_candle["protections_long_global"] != True: return False # g0 — signal entry if last_candle["enter_long"] == True: self._grind_entry_tag = "g0" return True last_close = last_candle["close"] last_open = last_candle["open"] last_close_min_12 = last_candle["close_min_12"] last_close_max_48 = last_candle["close_max_48"] last_high_max_24_1h = last_candle["high_max_24_1h"] last_low_min_12_4h = last_candle["low_min_12_4h"] last_low_min_24_4h = last_candle["low_min_24_4h"] last_rsi_3 = last_candle["RSI_3"] last_rsi_3_15m = last_candle["RSI_3_15m"] last_rsi_3_1h = last_candle["RSI_3_1h"] last_rsi_3_4h = last_candle["RSI_3_4h"] last_rsi_3_1d = last_candle["RSI_3_1d"] last_rsi_14 = last_candle["RSI_14"] last_rsi_14_1h = last_candle["RSI_14_1h"] last_rsi_14_4h = last_candle["RSI_14_4h"] last_rsi_20 = last_candle["RSI_20"] last_sma_9 = last_candle["SMA_9"] last_sma_16 = last_candle["SMA_16"] last_sma_21 = last_candle["SMA_21"] last_sma_30 = last_candle["SMA_30"] last_ema_9 = last_candle["EMA_9"] last_ema_12 = last_candle["EMA_12"] last_ema_16 = last_candle["EMA_16"] last_ema_20 = last_candle["EMA_20"] last_ema_26 = last_candle["EMA_26"] last_ema_100 = last_candle["EMA_100"] last_ema_12_4h = last_candle["EMA_12_4h"] last_ema_50_4h = last_candle["EMA_50_4h"] last_ema_100_4h = last_candle["EMA_100_4h"] last_ema_200_4h = last_candle["EMA_200_4h"] last_aroonu_14 = last_candle["AROONU_14"] last_aroonu_14_15m = last_candle["AROONU_14_15m"] last_aroonu_14_1h = last_candle["AROONU_14_1h"] last_aroonu_14_4h = last_candle["AROONU_14_4h"] last_aroonu_14_1d = last_candle["AROONU_14_1d"] last_roc_9_1h = last_candle["ROC_9_1h"] last_roc_9_4h = last_candle["ROC_9_4h"] last_roc_9_1d = last_candle["ROC_9_1d"] last_stochrsi_k = last_candle["STOCHRSIk_14_14_3_3"] last_stochrsi_k_15m = last_candle["STOCHRSIk_14_14_3_3_15m"] last_stochrsi_k_1h = last_candle["STOCHRSIk_14_14_3_3_1h"] last_stochrsi_k_4h = last_candle["STOCHRSIk_14_14_3_3_4h"] last_stochrsi_k_1d = last_candle["STOCHRSIk_14_14_3_3_1d"] last_willr_14 = last_candle["WILLR_14"] last_willr_84_1h = last_candle["WILLR_84_1h"] last_bbl_20 = last_candle["BBL_20_2.0"] last_bbands_20_1h = last_candle["BBB_20_2.0_1h"] last_cmf_20 = last_candle["CMF_20"] prev_rsi_20 = previous_candle["RSI_20"] prev_sma_9 = previous_candle["SMA_9"] prev_sma_21 = previous_candle["SMA_21"] prev_ema_12 = previous_candle["EMA_12"] prev_ema_26 = previous_candle["EMA_26"] # g1 — AROONU dip + EMA_16 drop if ( (last_rsi_3 > 10.0) and (last_rsi_3_15m > 15.0) and (last_rsi_3_1h > 15.0) and (last_rsi_3_4h > 15.0) and (last_rsi_14 < 45.0) and (last_aroonu_14 < 25.0) and (last_aroonu_14_4h < 100.0) and (last_roc_9_1h < 20.0) and (last_close > (last_close_max_48 * 0.90)) and (last_close < (last_low_min_24_4h * 1.60)) and (last_close < (last_ema_16 * 0.975)) and ((last_rsi_3_1h > 35.0) or (last_aroonu_14_1h < 100.0)) and ((last_aroonu_14_1h < 100.0) or (last_aroonu_14_1d < 100.0)) and ((last_aroonu_14_1d < 100.0) or (last_stochrsi_k_1h < 90.0)) ): self._grind_entry_tag = "g1" return True # g2 — EMA_26 > EMA_12 divergence + BBL if ( (last_rsi_3 > 5.0) and (last_rsi_3_15m > 10.0) and (last_rsi_3_1h > 15.0) and (last_rsi_3_4h > 15.0) and (last_rsi_14 < 30.0) and (last_stochrsi_k < 30.0) and (last_ema_26 > last_ema_12) and ((last_ema_26 - last_ema_12) > (last_open * 0.020)) and ((prev_ema_26 - prev_ema_12) > (last_open / 100.0)) and (last_close < (last_bbl_20 * 1.010)) ): self._grind_entry_tag = "g2" return True # g3 — AROONU_15m dip + EMA_12 drop if ( (last_rsi_3 > 10.0) and (last_rsi_3_15m > 10.0) and (last_rsi_3_1h > 10.0) and (last_rsi_3_4h > 15.0) and (last_rsi_14 < 35.0) and (last_aroonu_14_15m < 25.0) and (last_stochrsi_k_15m < 70.0) and (last_stochrsi_k_1h < 90.0) and (last_roc_9_1h > -15.0) and (last_roc_9_4h > -15.0) and (last_close > (last_close_max_48 * 0.85)) and (last_close < (last_ema_12 * 0.980)) and ((last_rsi_3_1h > 20.0) or (last_rsi_3_1d > 20.0)) and ((last_rsi_3_1h > 20.0) or (last_stochrsi_k_1d < 70.0)) and ((last_rsi_3_1h > 25.0) or (last_stochrsi_k_1h < 70.0)) and ((last_rsi_3_4h > 30.0) or (last_stochrsi_k_4h < 60.0)) ): self._grind_entry_tag = "g3" return True # g4 — multi-TF RSI + EMA_26 + BBL if ( (last_rsi_3 > 10.0) and (last_rsi_3_15m > 10.0) and (last_rsi_3_1h > 10.0) and (last_rsi_3_4h > 10.0) and (last_rsi_3_1d > 10.0) and (last_rsi_14 < 35.0) and (last_aroonu_14 < 25.0) and (last_roc_9_1h > -20.0) and (last_roc_9_4h > -20.0) # and (last_close > (last_close_max_48 * 0.90)) and (last_close < (last_ema_26 * 0.970)) and (last_close < (last_bbl_20 * 0.999)) ): self._grind_entry_tag = "g4" return True # g5 — deep dip + EMA_9/20 if ( (last_rsi_3 > 10.0) and (last_rsi_3_15m > 10.0) and (last_rsi_3_1h > 15.0) and (last_rsi_3_4h > 15.0) and (last_rsi_14 < 35.0) and (last_aroonu_14 < 30.0) and (last_roc_9_4h > -20.0) and (last_close > (last_high_max_24_1h * 0.80)) and (last_close < (last_low_min_12_4h * 1.50)) and (last_close < (last_ema_9 * 0.975)) and (last_close < (last_ema_20 * 0.970)) ): self._grind_entry_tag = "g5" return True # g6 — RSI_20 falling + SMA_16 drop if ( (last_rsi_3 > 5.0) and (last_rsi_3 < 40.0) and (last_rsi_3_15m > 15.0) and (last_rsi_14 > 35.0) and (last_roc_9_1h > -20.0) and (last_roc_9_4h > -20.0) and (last_aroonu_14 < 25.0) and (last_close < (last_low_min_12_4h * 1.60)) and (last_rsi_20 < prev_rsi_20) and (last_close < (last_sma_16 * 0.960)) and ((last_aroonu_14_1d < 100.0) or (last_roc_9_1d < 50.0)) ): self._grind_entry_tag = "g6" return True # g7 — WILLR deep + BBB wide if ( (last_rsi_3 > 5.0) and (last_rsi_3_15m > 20.0) and (last_rsi_3_1h > 20.0) and (last_rsi_3_4h > 20.0) and (last_willr_14 < -50.0) and (last_willr_84_1h < -70.0) and (last_stochrsi_k < 30.0) and (last_stochrsi_k_1h < 90.0) and (last_roc_9_1h > -10.0) and (last_roc_9_1h < 20.0) and (last_roc_9_4h > -10.0) and (last_close < (last_low_min_24_4h * 1.50)) and (last_bbands_20_1h > 12.0) and (last_close_max_48 >= (last_close * 1.10)) ): self._grind_entry_tag = "g7" return True # g8 — EMA_26/12 gap wide + low_min_24_1h if ( (last_rsi_3 < 30.0) and (last_rsi_3 > 5.0) and (last_rsi_3_15m > 10.0) and (last_rsi_3_1h > 10.0) and (last_rsi_3_4h > 10.0) and (last_roc_9_1h > -10.0) and (last_roc_9_4h > -25.0) # and (last_close < (last_candle["low_min_24_1h"] * 1.30)) and (last_ema_26 > last_ema_12) and ((last_ema_26 - last_ema_12) > (last_open * 0.030)) and ((prev_ema_26 - prev_ema_12) > (last_open / 100.0)) ): self._grind_entry_tag = "g8" return True # g9 — pullback recovery if ( (last_rsi_3 > 5.0) and (last_rsi_3_15m > 15.0) and (last_rsi_3_1h > 20.0) and (last_rsi_3_4h > 20.0) and (last_stochrsi_k < 50.0) and (last_close < (last_close_max_48 * 0.90)) and (last_close > (last_close_min_12 * 1.03)) ): self._grind_entry_tag = "g9" return True # g10 — RSI_14 divergence vs 1h if ( (last_rsi_3 > 5.0) and (last_rsi_3_15m > 20.0) and (last_stochrsi_k < 20.0) and (last_rsi_14 < (last_rsi_14_1h - 45.0)) ): self._grind_entry_tag = "g10" return True # g11 — multi-TF RSI + SMA_30 + BBL if ( (last_rsi_3 > 5.0) and (last_rsi_3_15m > 10.0) and (last_rsi_3_1h > 10.0) and (last_cmf_20 > 0.0) and (last_close < (last_sma_30 * 0.965)) and (last_close < (last_bbl_20 * 1.000)) ): self._grind_entry_tag = "g11" return True # g12 — EMA_26/12 divergence + close_max_48 if ( (last_rsi_3 > 5.0) and (last_rsi_3_15m > 10.0) and (last_rsi_3_1h > 10.0) and (last_stochrsi_k < 30.0) and (last_close > (last_close_max_48 * 0.90)) and (last_close < (last_low_min_12_4h * 1.60)) and (last_ema_26 > last_ema_12) and ((last_ema_26 - last_ema_12) > (last_open * 0.025)) and ((prev_ema_26 - prev_ema_12) > (last_open / 100.0)) ): self._grind_entry_tag = "g12" return True # g13 — SMA_9 cross SMA_21 + EMA_100 drop if ( (last_rsi_3 > 5.0) and (last_rsi_3_1h > 20.0) and (last_rsi_14_1h > 40.0) and (last_stochrsi_k_15m < 80.0) and (last_roc_9_1h > -15.0) and (last_roc_9_4h > -15.0) and (prev_sma_9 < prev_sma_21) and (last_sma_9 > last_sma_21) and (last_close < (last_ema_100 * 0.975)) and ((last_rsi_3_4h > 30.0) or (last_aroonu_14_4h < 100.0)) and ((last_rsi_3_4h > 40.0) or (last_roc_9_4h < 30.0)) ): self._grind_entry_tag = "g13" return True # g14 — SMA_9 cross SMA_21 + 4h uptrend (trend follower) if ( (last_rsi_3 > 5.0) and (last_aroonu_14_15m < 50.0) and (last_stochrsi_k < 40.0) and (last_stochrsi_k_15m < 70.0) and (prev_sma_9 < prev_sma_21) and (last_sma_9 > last_sma_21) and (last_ema_12_4h > last_ema_200_4h) and (last_close > (last_close_max_48 * 0.90)) and ((last_rsi_3_1h > 30.0) or (last_stochrsi_k_1h < 70.0)) and ((last_rsi_3_1h > 40.0) or (last_aroonu_14_1h < 80.0)) and ((last_rsi_3_1h > 55.0) or (last_stochrsi_k_1h < 70.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_1d > 25.0) or (last_stochrsi_k_1h < 80.0)) and ((last_stochrsi_k_1h < 80.0) or (last_stochrsi_k_1d < 90.0)) ): self._grind_entry_tag = "g14" return True # g15 — deep loss recovery (slice_profit < -0.16) if ( (slice_profit < -0.16) and (last_rsi_3 > 5.0) and (last_rsi_3_15m > 10.0) and (last_rsi_14 < 40.0) and (last_aroonu_14 < 25.0) and (last_aroonu_14_15m < 30.0) and (last_stochrsi_k < 30.0) and (last_stochrsi_k_15m < 30.0) and ((last_rsi_3_1h > 30.0) or (last_stochrsi_k_1h < 80.0)) and ((last_rsi_3_4h > 30.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1d > 30.0) or (last_stochrsi_k_1d < 80.0)) ): self._grind_entry_tag = "g15" return True # g16 — EMA_12 drop + BBL if ( (last_rsi_3 > 8.0) and (last_rsi_3_15m > 15.0) and (last_rsi_3_1h > 15.0) and (last_rsi_3_4h > 15.0) and (last_rsi_14 < 35.0) and (last_close < (last_ema_12 * 0.965)) and (last_close < (last_bbl_20 * 0.999)) ): self._grind_entry_tag = "g16" return True # g17 — StochRSI + EMA_20 drop if ( (last_rsi_3 > 15.0) and (last_rsi_3_15m > 15.0) and (last_rsi_3_1h > 15.0) and (last_rsi_3_4h > 15.0) and (last_rsi_14 < 30.0) and (last_stochrsi_k < 30.0) and (last_close < (last_ema_20 * 0.975)) and ((last_aroonu_14_4h < 100.0) or (last_aroonu_14_1d < 100.0)) ): self._grind_entry_tag = "g17" return True # g18 — moderate loss recovery (slice_profit < -0.10) if ( (slice_profit < -0.10) and (last_rsi_3 > 5.0) and (last_rsi_3_15m > 15.0) and (last_rsi_3_1h > 20.0) and (last_rsi_3_4h > 20.0) and (last_rsi_14 < 40.0) and (last_close < (last_ema_26 * 0.970)) and (last_close < (last_bbl_20 * 0.999)) ): self._grind_entry_tag = "g18" return True # g19 — EMA_26/12 wide gap (slice_profit < -0.06) if ( (slice_profit < -0.06) and (last_rsi_3 < 30.0) and (last_rsi_3 > 5.0) and (last_rsi_3_15m > 10.0) and (last_ema_26 > last_ema_12) and ((last_ema_26 - last_ema_12) > (last_open * 0.035)) and ((prev_ema_26 - prev_ema_12) > (last_open / 100.0)) ): self._grind_entry_tag = "g19" return True # AROONU 4h uptrend pullback recovery if ( (last_rsi_3 > 10.0) and (last_rsi_3_15m > 15.0) and (last_rsi_3_1h > 20.0) and (last_rsi_14 < 42.0) and (last_rsi_14_4h > 50.0) and (last_aroonu_14 < 30.0) and (last_aroonu_14_4h > 50.0) and (last_roc_9_1d > -15.0) and (last_ema_50_4h > last_ema_100_4h) and (last_close < (last_close_max_48 * 0.95)) and ((last_rsi_3_15m > 20.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1h > 30.0) or (last_roc_9_4h < 30.0) or (last_roc_9_1d < 30.0)) and ((last_rsi_3_1h > 50.0) or (last_roc_9_1d < 60.0)) and ((last_rsi_3_4h > 40.0) or (last_aroonu_14_4h < 90.0)) and ((last_rsi_3_4h > 45.0) or (last_aroonu_14_4h < 100.0)) and ((last_rsi_3_4h > 60.0) or (last_roc_9_4h < 40.0)) and ((last_aroonu_14_4h < 100.0) or (last_stochrsi_k_1d < 80.0)) and ((last_aroonu_14_4h < 100.0) or (last_aroonu_14_1d < 100.0)) and ((last_stochrsi_k_4h < 90.0) or (last_roc_9_4h < 30.0)) ): self._grind_entry_tag = "g20" return True if ( (slice_profit_entry < -0.02) and (last_rsi_3 > 10.0) and (last_rsi_3_15m > 15.0) and (last_rsi_14 < 35.0) and (last_aroonu_14_15m < 50.0) and (last_close < (last_ema_20 * 0.955)) ): self._grind_entry_tag = "g21" return True # g22 — early recovery rebuild: reclaiming off the low BEFORE the 4h trend confirms (g14 needs # EMA_12_4h > EMA_200_4h and fires too late for a deep-derisk bounce). Anti-fake-rise gating via # multi-TF RSI recovery + reclaim off the 4h low + not-extended. NOTE: slice_profit_entry gate # removed — it self-defeats in recovery (last grind buy is in profit); underwater-scope TBD. if ( (last_rsi_3 > 30.0) and (last_rsi_3_15m > 30.0) and (last_rsi_14 > 45.0) and (last_rsi_14_1h > 45.0) and (last_roc_9_1h > 0.0) and (last_roc_9_4h > -10.0) # anti-parabolic: even at a formed bottom, a parabolic 4h overshoot reverses (dead-cat). # cross-coin (SFP/CELR/DYDX/APE): cuts 17 severe at ~1% good cost within recovery-starts. and (last_roc_9_4h < 25.0) # recovery-started gate: only rebuild once the 4h bottom is IN (not still making new lows). # g22's job is the recovery rebuild — NOT entering mid-dump (that's g1..g21). AROOND high = # a fresh 4h low was just made = still dumping; require it low = bottom formed = recovery start. and (last_aroonu_14_4h < 50.0) # aggressive risk-free: g22 fires ONLY deep below the 4h 200-EMA (fresh recovery zone). The # near/above-EMA overextended-bounce zone is where dead-cats live AND where g22's late-recovery # adds sit — we sacrifice those wins on purpose, because g23 (extended-continuation, ~0.2% severe) # backstops the real recoveries above. So g22 stays clean, g23 captures the continuation. and (last_close < last_ema_200_4h) and (last_close > (last_low_min_12_4h * 1.10)) and (last_close > (last_ema_20 * 0.97)) and (last_close < (last_ema_20 * 1.02)) and ((last_rsi_3_1h > 30.0) or (last_stochrsi_k_1d < 80.0)) and ((last_rsi_3_1h > 35.0) or (last_aroonu_14_1d < 100.0)) and ((last_rsi_3_4h > 50.0) or (last_aroonu_14_1h < 100.0)) and ((last_rsi_3_1d > 10.0) or (last_aroonu_14_1d < 70.0)) and ((last_rsi_3_1d > 10.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_1d > 15.0) or (last_aroonu_14_1h < 70.0)) and ((last_rsi_3_1d > 40.0) or (last_stochrsi_k_1h < 80.0)) and ((last_rsi_3_1d > 40.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1d > 45.0) or (last_aroonu_14_1h < 100.0)) and ((last_rsi_3_1d > 45.0) or (last_aroonu_14_4h < 100.0)) and ((last_rsi_3_1d > 45.0) or (last_stochrsi_k_1h < 90.0)) and ((last_rsi_3_1d > 45.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1d > 50.0) or (last_aroonu_14_15m < 100.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_1d > 65.0) or (last_aroonu_14_1h < 70.0) or (last_aroonu_14_1d < 90.0)) and ((last_aroonu_14_15m < 70.0) or (last_aroonu_14_1h < 100.0)) and ((last_aroonu_14_15m < 80.0) or (last_stochrsi_k_15m < 80.0)) and ((last_aroonu_14_15m < 100.0) or (last_stochrsi_k_1h < 90.0)) and ((last_aroonu_14_15m < 100.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_1h < 80.0) or (last_stochrsi_k_1h < 80.0) or (last_stochrsi_k_1d < 90.0)) and ((last_aroonu_14_1h < 100.0) or (last_stochrsi_k_1d < 80.0)) and ((last_stochrsi_k_1h < 50.0) or (last_roc_9_1d > -40.0)) and ((last_roc_9_1d > -20.0) or (last_aroonu_14_4h < 100.0)) and ((last_roc_9_1d > -20.0) or (last_stochrsi_k_4h < 90.0)) and ((last_roc_9_1d > -30.0) or (last_stochrsi_k_1h < 90.0)) ): self._grind_entry_tag = "g22" return True # g23 — pump-continuation scalp: extended zone ABOVE g22's EMA_20*1.02 cap. Only rides a CONFIRMED # continuation (price already advancing past the reclaim), so dead-cats (which roll over before # reaching the extended zone) are structurally avoided. Complements g22: g22 = early recovery-start # (ambiguous zone, dead-cat risk trimmed by P1), g23 = confirmed continuation (clean, ~0.2% severe). if ( (last_rsi_3 > 30.0) and (last_rsi_3_15m > 30.0) and (last_rsi_14 > 50.0) and (last_rsi_14_1h > 50.0) and (last_roc_9_1h > 0.0) and (last_roc_9_4h > 0.0) # anti-parabolic blow-off + anti-exhaustion top and (last_roc_9_4h < 25.0) and ((last_stochrsi_k < 97.0) or (last_rsi_14 < 80.0)) and (last_close > (last_low_min_12_4h * 1.10)) # extended zone: above g22's 1.02*EMA cap = continuation confirmed, not a reclaim and (last_close >= (last_ema_20 * 1.02)) and (last_close < (last_ema_20 * 1.12)) and ((last_rsi_3_1h > 45.0) or (last_aroonu_14_4h < 80.0)) and ((last_rsi_3_1h > 65.0) or (last_aroonu_14_15m < 60.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1h > 65.0) or (last_stochrsi_k_15m < 60.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_4h > 40.0) or (last_stochrsi_k_15m < 90.0)) and ((last_rsi_3_4h > 50.0) or (last_aroonu_14_4h < 70.0)) and ((last_rsi_3_1d > 15.0) or (last_stochrsi_k_1h < 80.0)) and ((last_rsi_3_1d > 30.0) or (last_aroonu_14_1h < 100.0)) and ((last_rsi_3_1d > 30.0) or (last_aroonu_14_4h < 100.0)) and ((last_rsi_3_1d > 40.0) or (last_aroonu_14_15m < 80.0) or (last_aroonu_14_1h < 100.0)) and ((last_rsi_3_1d > 50.0) or (last_stochrsi_k_1h < 80.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1d > 55.0) or (last_aroonu_14_15m < 100.0) or (last_stochrsi_k_15m < 90.0)) and ((last_aroonu_14_15m < 80.0) or (last_aroonu_14_1h < 100.0) or (last_roc_9_1d < 10.0)) and ((last_aroonu_14_15m < 90.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_15m < 100.0) or (last_aroonu_14_1h < 100.0)) and ((last_aroonu_14_15m < 100.0) or (last_aroonu_14_4h < 100.0)) and ((last_aroonu_14_15m < 100.0) or (last_aroonu_14_1d < 90.0) or (last_roc_9_1d < 20.0)) and ((last_aroonu_14_15m < 100.0) or (last_aroonu_14_1d < 100.0)) and ((last_aroonu_14_15m < 100.0) or (last_stochrsi_k_15m < 90.0) or (last_stochrsi_k_1d < 70.0)) and ((last_aroonu_14_15m < 100.0) or (last_stochrsi_k_1h < 80.0)) and ((last_aroonu_14_15m < 100.0) or (last_stochrsi_k_4h < 70.0)) and ((last_aroonu_14_1h < 80.0) or (last_aroonu_14_4h < 100.0) or (last_stochrsi_k_4h < 80.0)) and ((last_aroonu_14_1h < 100.0) or (last_aroonu_14_4h < 100.0)) and ((last_aroonu_14_4h < 70.0) or (last_aroonu_14_1d < 100.0) or (last_roc_9_4h < 10.0)) and ((last_aroonu_14_4h < 70.0) or (last_roc_9_1d < 50.0)) and ((last_aroonu_14_4h < 100.0) or (last_stochrsi_k_1h < 90.0)) and ((last_aroonu_14_4h < 100.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_1d < 100.0) or (last_stochrsi_k_15m < 90.0)) and ((last_stochrsi_k_15m < 80.0) or (last_stochrsi_k_1h < 90.0)) and ((last_stochrsi_k_15m < 90.0) or (last_aroonu_14_1h < 100.0)) and ((last_stochrsi_k_15m < 90.0) or (last_stochrsi_k_4h < 90.0)) and ((last_stochrsi_k_1h < 90.0) or (last_stochrsi_k_4h < 90.0)) and ((last_stochrsi_k_1h < 90.0) or (last_stochrsi_k_4h < 90.0)) and ((last_stochrsi_k_1h < 90.0) or (last_stochrsi_k_1d < 90.0)) ): self._grind_entry_tag = "g23" return True # g24 — trend-pullback continuation add: the zone ABOVE the 4h 200-EMA that g22 explicitly sacrifices. if ( # momentum healthy on the pullback: RSI holds up (a real reversal cracks RSI hard) (last_rsi_3 > 20.0) and (last_rsi_3_15m > 20.0) and (last_rsi_14 > 40.0) # trend intact + this is a PULLBACK not a reversal: 4h still rising, 1h not in freefall and (last_roc_9_1h > -10.0) and (last_roc_9_4h > 0.0) and (last_roc_9_4h < 25.0) # anti-parabolic blow-off top # bull scope-gate: confirmed 4h uptrend + price above the 200-EMA regime (complements g22's <200EMA) and (last_ema_12_4h > last_ema_200_4h) and (last_close > last_ema_200_4h) # shallow pullback to the short EMA — buy the dip WITHIN the trend, never the top nor a deep dump and (last_close < (last_ema_20 * 1.01)) and (last_close > (last_ema_20 * 0.94)) and ((last_rsi_3_15m > 40.0) or (last_stochrsi_k_15m < 70.0)) and ((last_rsi_3_1h > 10.0) or (last_rsi_3_4h > 30.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_1h > 10.0) or (last_aroonu_14_1h < 60.0)) and ((last_rsi_3_1h > 15.0) or (last_aroonu_14_4h < 70.0)) and ((last_rsi_3_1h > 25.0) or (last_rsi_3_4h > 45.0) or (last_stochrsi_k_4h < 50.0)) and ((last_rsi_3_1h > 25.0) or (last_aroonu_14_1h < 70.0)) and ((last_rsi_3_1h > 25.0) or (last_rsi_3_1d > 45.0) or (last_aroonu_14_1d < 70.0)) and ((last_rsi_3_1h > 25.0) or (last_aroonu_14_1h < 80.0)) and ((last_rsi_3_1h > 30.0) or (last_rsi_3_4h > 60.0) or (last_aroonu_14_1d < 70.0)) and ((last_rsi_3_1h > 30.0) or (last_rsi_3_4h > 60.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1h > 30.0) or (last_stochrsi_k_1d < 80.0) or (last_roc_9_1d < 10.0)) and ((last_rsi_3_1h > 35.0) or (last_rsi_3_4h > 45.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_1h > 35.0) or (last_aroonu_14_1h < 60.0) or (last_aroonu_14_1d < 100.0)) and ((last_rsi_3_1h > 35.0) or (last_stochrsi_k_1d < 90.0) or (last_roc_9_1d < 20.0)) and ((last_rsi_3_1h > 40.0) or (last_rsi_3_4h > 40.0) or (last_aroonu_14_1d < 90.0)) and ((last_rsi_3_1h > 40.0) or (last_rsi_3_4h > 65.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1h > 40.0) or (last_rsi_3_1d > 60.0) or (last_aroonu_14_1d < 100.0)) and ((last_rsi_3_1h > 40.0) or (last_aroonu_14_1h < 100.0)) and ((last_rsi_3_1h > 40.0) or (last_aroonu_14_4h < 100.0)) and ((last_rsi_3_1h > 40.0) or (last_aroonu_14_1d < 100.0) or (last_roc_9_1d < 20.0)) and ((last_rsi_3_1h > 40.0) or (last_stochrsi_k_1d < 80.0) or (last_roc_9_1d < 50.0)) and ((last_rsi_3_1h > 35.0) or (last_rsi_3_4h > 50.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1h > 40.0) or (last_rsi_3_4h > 55.0) or (last_aroonu_14_4h < 90.0)) and ((last_rsi_3_1h > 45.0) or (last_rsi_3_4h > 45.0) or (last_rsi_3_1d > 45.0) or (last_stochrsi_k_4h < 50.0)) and ((last_rsi_3_1h > 45.0) or (last_rsi_3_4h > 45.0) or (last_aroonu_14_4h < 60.0)) and ((last_rsi_3_1h > 45.0) or (last_aroonu_14_4h < 80.0) or (last_roc_9_1d < 10.0)) and ((last_rsi_3_1h > 50.0) or (last_rsi_3_4h > 55.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_1h > 50.0) or (last_aroonu_14_1h < 80.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_1h > 50.0) or (last_aroonu_14_1h < 70.0) or (last_aroonu_14_1d < 70.0)) and ((last_rsi_3_1h > 50.0) or (last_aroonu_14_4h < 80.0) or (last_aroonu_14_1d < 100.0)) and ((last_rsi_3_1h > 50.0) or (last_aroonu_14_4h < 80.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1h > 50.0) or (last_aroonu_14_4h < 90.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1h > 55.0) or (last_rsi_3_4h > 55.0) or (last_stochrsi_k_15m < 70.0)) and ((last_rsi_3_1h > 55.0) or (last_aroonu_14_1h < 80.0) or (last_aroonu_14_4h < 80.0)) and ((last_rsi_3_1h > 55.0) or (last_stochrsi_k_4h < 90.0) or (last_roc_9_1d < 10.0)) and ((last_rsi_3_1h > 60.0) or (last_aroonu_14_15m < 70.0) or (last_aroonu_14_4h < 80.0)) and ((last_rsi_3_1h > 60.0) or (last_stochrsi_k_1h < 60.0) or (last_stochrsi_k_1d < 90.0)) and ((last_rsi_3_1h > 65.0) or (last_aroonu_14_15m < 70.0) or (last_aroonu_14_1h < 100.0)) and ((last_rsi_3_1h > 65.0) or (last_aroonu_14_1h < 70.0) or (last_aroonu_14_1d < 90.0)) and ((last_rsi_3_1h > 65.0) or (last_aroonu_14_1h < 100.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_4h > 25.0) or (last_roc_9_1d < 30.0)) and ((last_rsi_3_4h > 40.0) or (last_rsi_3_1d > 60.0) or (last_aroonu_14_1d < 100.0)) and ((last_rsi_3_4h > 40.0) or (last_aroonu_14_15m < 70.0) or (last_aroonu_14_1d < 90.0)) and ((last_rsi_3_4h > 40.0) or (last_aroonu_14_1d < 90.0) or (last_roc_9_1d < 10.0)) and ((last_rsi_3_4h > 40.0) or (last_stochrsi_k_15m < 60.0) or (last_aroonu_14_1d < 90.0)) and ((last_rsi_3_4h > 45.0) or (last_rsi_3_1d > 45.0) or (last_aroonu_14_15m < 60.0)) and ((last_rsi_3_4h > 45.0) or (last_rsi_3_1d > 45.0) or (last_stochrsi_k_15m < 60.0)) and ((last_rsi_3_4h > 45.0) or (last_rsi_3_1d > 45.0) or (last_stochrsi_k_1h < 60.0)) and ((last_rsi_3_4h > 45.0) or (last_rsi_3_1d > 45.0) or (last_stochrsi_k_4h < 60.0)) and ((last_rsi_3_4h > 45.0) or (last_aroonu_14_4h < 70.0)) and ((last_rsi_3_4h > 50.0) or (last_aroonu_14_4h < 70.0) or (last_aroonu_14_1d < 100.0)) and ((last_rsi_3_4h > 50.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_4h > 55.0) or (last_aroonu_14_15m < 70.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_4h > 60.0) or (last_rsi_3_1d > 65.0) or (last_aroonu_14_15m < 70.0)) and ((last_rsi_3_4h > 60.0) or (last_aroonu_14_15m < 90.0) or (last_stochrsi_k_15m < 90.0)) and ((last_rsi_3_4h > 60.0) or (last_aroonu_14_15m < 100.0) or (last_stochrsi_k_15m < 80.0)) and ((last_rsi_3_4h > 60.0) or (last_stochrsi_k_15m < 70.0) or (last_stochrsi_k_1h < 70.0)) and ((last_rsi_3_4h > 60.0) or (last_stochrsi_k_1h < 60.0) or (last_stochrsi_k_1h < 90.0)) and ((last_rsi_3_1d > 30.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1d > 35.0) or (last_stochrsi_k_15m < 90.0)) and ((last_rsi_3_1d > 35.0) or (last_stochrsi_k_1h < 90.0)) and ((last_rsi_3_1d > 35.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1d > 40.0) or (last_aroonu_14_1h < 90.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1d > 45.0) or (last_aroonu_14_15m < 50.0) or (last_stochrsi_k_1h < 90.0)) and ((last_rsi_3_1d > 45.0) or (last_aroonu_14_1h < 80.0) or (last_stochrsi_k_1h < 90.0)) and ((last_rsi_3_1d > 45.0) or (last_aroonu_14_1d < 70.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1d > 45.0) or (last_stochrsi_k_1h < 70.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1d > 50.0) or (last_aroonu_14_15m < 60.0) or (last_aroonu_14_1h < 100.0)) and ((last_rsi_3_1d > 50.0) or (last_aroonu_14_4h < 90.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1d > 50.0) or (last_stochrsi_k_15m < 90.0) or (last_roc_9_1d < 10.0)) and ((last_rsi_3_1d > 50.0) or (last_stochrsi_k_1h < 80.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1d > 60.0) or (last_aroonu_14_1h < 80.0) or (last_aroonu_14_1d < 100.0)) and ((last_rsi_14_1h < 70.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_15m < 80.0) or (last_aroonu_14_1h < 80.0) or (last_aroonu_14_4h < 80.0)) and ((last_aroonu_14_15m < 80.0) or (last_stochrsi_k_15m < 70.0) or (last_stochrsi_k_4h < 70.0)) and ((last_aroonu_14_15m < 80.0) or (last_aroonu_14_1d < 100.0)) and ((last_aroonu_14_15m < 80.0) or (last_stochrsi_k_15m < 80.0) or (last_stochrsi_k_1h < 80.0)) and ((last_aroonu_14_15m < 90.0) or (last_aroonu_14_1h < 80.0) or (last_stochrsi_k_1h < 90.0)) and ((last_aroonu_14_15m < 90.0) or (last_aroonu_14_1h < 100.0) or (last_stochrsi_k_1h < 80.0)) and ((last_aroonu_14_15m < 100.0) or (last_aroonu_14_1h < 100.0)) and ((last_aroonu_14_15m < 100.0) or (last_aroonu_14_4h < 100.0)) and ((last_aroonu_14_15m < 100.0) or (last_stochrsi_k_1h < 90.0)) and ((last_aroonu_14_15m < 100.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_15m < 100.0) or (last_stochrsi_k_1d < 80.0) or (last_roc_9_1d < 10.0)) and ((last_aroonu_14_1h < 70.0) or (last_aroonu_14_4h < 100.0)) and ((last_aroonu_14_1h < 70.0) or (last_aroonu_14_1d < 90.0) or (last_roc_9_1d < 10.0)) and ((last_aroonu_14_1h < 80.0) or (last_aroonu_14_4h < 100.0)) and ((last_aroonu_14_1h < 90.0) or (last_stochrsi_k_1h < 90.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_1h < 90.0) or (last_stochrsi_k_1h < 90.0) or (last_roc_9_1d < 10.0)) and ((last_aroonu_14_1h < 100.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_1h < 100.0) or (last_stochrsi_k_1d < 90.0)) and ((last_aroonu_14_4h < 70.0) or (last_aroonu_14_1d < 100.0) or (last_roc_9_1d < 20.0)) and ((last_aroonu_14_4h < 90.0) or (last_stochrsi_k_4h < 90.0) or (last_roc_9_1d < 10.0)) and ((last_aroonu_14_4h < 90.0) or (last_roc_9_1d < 30.0)) and ((last_aroonu_14_4h < 100.0) or (last_aroonu_14_1d < 100.0)) and ((last_aroonu_14_4h < 100.0) or (last_stochrsi_k_1h < 90.0)) and ((last_aroonu_14_4h < 100.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_1d < 100.0) or (last_stochrsi_k_15m < 90.0)) and ((last_aroonu_14_1d < 100.0) or (last_stochrsi_k_1h < 90.0)) and ((last_aroonu_14_1d < 100.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_1d < 100.0) or (last_roc_9_4h < 15.0) or (last_roc_9_1d < 50.0)) # do not buy an overbought top on the bounce and ((last_stochrsi_k < 90.0) or (last_rsi_14 < 70.0)) and ((last_stochrsi_k_15m < 80.0) or (last_stochrsi_k_1h < 80.0) or (last_roc_9_1d < 10.0)) and ((last_stochrsi_k_15m < 80.0) or (last_aroonu_14_1d < 100.0)) and ((last_stochrsi_k_15m < 80.0) or (last_stochrsi_k_1d < 90.0) or (last_roc_9_1d < 20.0)) and ((last_stochrsi_k_15m < 90.0) or (last_stochrsi_k_1h < 90.0)) and ((last_stochrsi_k_15m < 90.0) or (last_stochrsi_k_1d < 90.0)) and ((last_stochrsi_k_1h < 80.0) or (last_stochrsi_k_1d < 90.0)) and ((last_stochrsi_k_1h < 80.0) or (last_roc_9_1d > -20.0)) and ((last_stochrsi_k_1h < 90.0) or (last_roc_9_4h < 15.0)) and ((last_stochrsi_k_4h < 90.0) or (last_roc_9_4h < 15.0)) and ((last_stochrsi_k_4h < 90.0) or (last_roc_9_1d > -15.0)) and ((last_stochrsi_k_1d < 90.0) or (last_roc_9_4h < 20.0)) ): self._grind_entry_tag = "g24" return True if ( (last_rsi_3 > 15.0) and (last_rsi_3_15m > 15.0) and (last_rsi_14 > 40.0) and (last_rsi_14_1h > 40.0) # the coil signature: 1h momentum negative-to-flat under a flat price and (last_roc_9_1h > -15.0) and (last_roc_9_1h < 2.0) and (last_close > (last_ema_20 * 0.98)) and (last_close < (last_ema_20 * 1.02)) # squeeze integrity: regime still broken, 4h reclaim HELD, not dripping to new lows and (last_close < last_ema_200_4h) and (last_close > (last_low_min_12_4h * 1.10)) and (last_close > (last_close_min_12 * 1.005)) # general protections first and ((last_rsi_3_15m > 20.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1h > 15.0) or (last_aroonu_14_4h < 70.0)) and ((last_rsi_3_1h > 20.0) or (last_rsi_3_4h > 20.0) or (last_aroonu_14_1d < 90.0)) and ((last_rsi_3_1h > 20.0) or (last_stochrsi_k_1h < 80.0)) and ((last_rsi_3_1h > 30.0) or (last_rsi_3_1d > 30.0) or (last_stochrsi_k_1h < 70.0)) and ((last_rsi_3_1h > 35.0) or (last_aroonu_14_1h < 70.0)) and ((last_rsi_3_1h > 35.0) or (last_aroonu_14_4h < 70.0)) and ((last_rsi_3_1h > 40.0) or (last_aroonu_14_4h < 80.0)) and ((last_rsi_3_1h > 45.0) or (last_aroonu_14_1h < 90.0) or (last_stochrsi_k_1h < 70.0)) and ((last_rsi_3_1h > 40.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1h > 45.0) or (last_aroonu_14_1h < 90.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1h > 45.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1h > 50.0) or (last_aroonu_14_1h < 70.0) or (last_aroonu_14_4h < 70.0)) and ((last_rsi_3_1h > 55.0) or (last_rsi_3_4h > 60.0) or (last_aroonu_14_4h < 60.0)) and ((last_rsi_3_1h > 50.0) or (last_aroonu_14_4h < 80.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1h > 50.0) or (last_stochrsi_k_1d < 90.0) or (last_roc_9_1d < 30.0)) and ((last_rsi_3_1h > 55.0) or (last_aroonu_14_4h < 80.0) or (last_aroonu_14_1d < 100.0)) and ((last_rsi_3_1h > 55.0) or (last_aroonu_14_4h < 90.0) or (last_stochrsi_k_4h < 80.0)) and ((last_rsi_3_1h > 60.0) or (last_rsi_3_1d > 60.0) or (last_aroonu_14_1h < 80.0)) and ((last_rsi_3_1h > 60.0) or (last_stochrsi_k_4h < 70.0) or (last_stochrsi_k_1d < 80.0)) and ((last_rsi_3_1h > 60.0) or (last_stochrsi_k_4h < 80.0) or (last_roc_9_4h < 10.0)) and ((last_rsi_3_4h > 10.0) or (last_rsi_3_1d > 40.0) or (last_stochrsi_k_15m < 80.0)) and ((last_rsi_3_4h > 25.0) or (last_stochrsi_k_4h < 50.0) or (last_roc_9_4h < 10.0)) and ((last_rsi_3_4h > 35.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_4h > 40.0) or (last_rsi_3_1d > 40.0) or (last_aroonu_14_15m < 70.0)) and ((last_rsi_3_4h > 40.0) or (last_aroonu_14_15m < 100.0) or (last_stochrsi_k_15m < 90.0)) and ((last_rsi_3_4h > 40.0) or (last_aroonu_14_1h < 90.0) or (last_aroonu_14_4h < 100.0)) and ((last_rsi_3_4h > 40.0) or (last_aroonu_14_4h < 70.0)) and ((last_rsi_3_4h > 50.0) or (last_aroonu_14_15m < 80.0) or (last_aroonu_14_4h < 80.0)) and ((last_rsi_3_4h > 50.0) or (last_stochrsi_k_15m < 70.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_4h > 55.0) or (last_aroonu_14_1h < 100.0) or (last_aroonu_14_1d < 80.0)) and ((last_rsi_3_4h > 60.0) or (last_rsi_3_1d > 60.0) or (last_stochrsi_k_1h < 80.0)) and ((last_rsi_3_4h > 60.0) or (last_aroonu_14_15m < 70.0) or (last_aroonu_14_1h < 70.0)) and ((last_rsi_3_4h > 60.0) or (last_aroonu_14_1h < 100.0) or (last_stochrsi_k_1d < 80.0)) and ((last_rsi_3_4h > 60.0) or (last_stochrsi_k_4h < 70.0) or (last_roc_9_1d > -10.0)) and ((last_rsi_3_4h > 65.0) or (last_aroonu_14_1h < 70.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_4h > 65.0) or (last_aroonu_14_4h < 80.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_4h > 65.0) or (last_stochrsi_k_4h < 70.0) or (last_roc_9_1d > -10.0)) and ((last_rsi_3_4h > 65.0) or (last_stochrsi_k_4h < 90.0) or (last_roc_9_4h < 10.0)) and ((last_rsi_3_1d > 10.0) or (last_stochrsi_k_4h < 70.0)) and ((last_rsi_3_1d > 20.0) or (last_aroonu_14_1d < 90.0)) and ((last_rsi_3_1d > 25.0) or (last_stochrsi_k_15m < 70.0)) and ((last_rsi_3_1d > 25.0) or (last_aroonu_14_1h < 70.0)) and ((last_rsi_3_1d > 25.0) or (last_stochrsi_k_1h < 90.0)) and ((last_rsi_3_1d > 30.0) or (last_aroonu_14_15m < 100.0)) and ((last_rsi_3_1d > 30.0) or (last_stochrsi_k_4h < 90.0)) and ((last_rsi_3_1d > 40.0) or (last_aroonu_14_1h < 90.0) or (last_aroonu_14_4h < 100.0)) and ((last_rsi_3_1d > 50.0) or (last_stochrsi_k_4h < 90.0) or (last_stochrsi_k_1d < 70.0)) and ((last_aroonu_14_15m < 70.0) or (last_aroonu_14_1h < 100.0) or (last_stochrsi_k_1d < 80.0)) and ((last_aroonu_14_15m < 70.0) or (last_aroonu_14_4h < 70.0) or (last_roc_9_4h < 10.0)) and ((last_aroonu_14_15m < 80.0) or (last_stochrsi_k_15m < 70.0)) and ((last_aroonu_14_15m < 80.0) or (last_aroonu_14_1h < 100.0)) and ((last_aroonu_14_15m < 100.0) or (last_aroonu_14_4h < 90.0)) and ((last_aroonu_14_15m < 100.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_1h < 80.0) or (last_aroonu_14_4h < 100.0) or (last_stochrsi_k_1h < 80.0)) and ((last_aroonu_14_1h < 80.0) or (last_stochrsi_k_4h < 100.0) or (last_stochrsi_k_4h < 80.0)) and ((last_aroonu_14_1h < 80.0) or (last_stochrsi_k_4h < 90.0) or (last_roc_9_4h < 10.0)) and ((last_aroonu_14_1h < 100.0) or (last_aroonu_14_1d < 100.0)) and ((last_aroonu_14_1h < 100.0) or (last_stochrsi_k_15m < 80.0)) and ((last_aroonu_14_1h < 100.0) or (last_stochrsi_k_4h < 80.0) or (last_roc_9_4h < 10.0)) and ((last_aroonu_14_1h < 100.0) or (last_stochrsi_k_1d < 90.0) or (last_roc_9_1d < 20.0)) and ((last_aroonu_14_4h < 70.0) or (last_roc_9_1d > -25.0)) and ((last_aroonu_14_4h < 70.0) or (last_roc_9_1d < 50.0)) and ((last_aroonu_14_4h < 80.0) or (last_stochrsi_k_4h < 80.0) or (last_roc_9_4h < 10.0)) and ((last_aroonu_14_4h < 80.0) or (last_stochrsi_k_1d < 80.0) or (last_roc_9_1d < 10.0)) and ((last_aroonu_14_4h < 90.0) or (last_stochrsi_k_4h < 90.0)) and ((last_aroonu_14_4h < 90.0) or (last_roc_9_4h < 10.0)) and ((last_stochrsi_k_15m < 60.0) or (last_stochrsi_k_4h < 80.0)) and ((last_stochrsi_k_1h < 70.0) or (last_stochrsi_k_4h < 80.0)) and ((last_stochrsi_k_1h < 90.0) or (last_roc_9_4h > -20.0)) and ((last_stochrsi_k_4h < 70.0) or (last_roc_9_1d > -25.0)) and ((last_stochrsi_k_4h < 80.0) or (last_stochrsi_k_1d < 90.0) or (last_roc_9_1d < 20.0)) and ((last_roc_9_1d > -40.0) or (last_aroonu_14_1h < 90.0)) and ((last_roc_9_1d > -40.0) or (last_stochrsi_k_1h < 80.0)) and ((last_roc_9_1d > -25.0) or (last_stochrsi_k_15m < 90.0)) and ((last_roc_9_1d > -25.0) or (last_aroonu_14_4h < 80.0)) and ((last_roc_9_1d > -15.0) or (last_stochrsi_k_4h < 80.0)) ): self._grind_entry_tag = "g27" return True self._grind_entry_tag = "" return False def long_buyback_entry_v4( self, last_candle: Series, previous_candle: Series, slice_profit: float, is_derisk: bool ) -> float: if (last_candle["protections_long_global"] == True) and ( (last_candle["enter_long"] == True) or ( (last_candle["RSI_3"] > 10.0) and (last_candle["RSI_3_15m"] > 10.0) and (last_candle["AROONU_14"] < 30.0) and (last_candle["AROONU_14_15m"] < 30.0) ) ): return True return False def long_rebuy_entry_v4( self, last_candle: Series, previous_candle: Series, slice_profit: float, is_derisk: bool ) -> float: if (last_candle["protections_long_global"] == True) and ( (last_candle["enter_long"] == True) or ( (last_candle["RSI_3"] > 10.0) and (last_candle["RSI_3_15m"] > 10.0) and (last_candle["AROONU_14"] < 30.0) and (last_candle["AROONU_14_15m"] < 30.0) and (last_candle["close"] < (last_candle["EMA_26"] * 0.988)) ) ): return True def long_grind_exit_v4( self, last_candle: Series, previous_candle: Series, slice_profit: float, current_time: datetime, min_stake: float, current_stake_amount: float, exit_rate: float, profit_stake: float, profit_ratio: float, name: str, tag: str, fee_open_rate: float, fee_close_rate: float, max_profit: float, max_profit_rate: float, grind_profit_stake: float, grind_profit_rate: float, grind_total_amount: float, grind_exit_profit_threshold: float, grind_open_orders, trade: Trade, ) -> tuple: # Already guarded. # if grind_profit_rate < (grind_exit_profit_threshold + fee_open_rate + fee_close_rate): # return None, None last_rsi_3 = last_candle["RSI_3"] last_rsi_14 = last_candle["RSI_14"] last_willr_14 = last_candle["WILLR_14"] last_stochrsi_k = last_candle["STOCHRSIk_14_14_3_3"] last_close = last_candle["close"] last_bbu_20 = last_candle["BBU_20_2.0"] is_normal_exit = False if ( (last_rsi_3 > 99.0) or (last_rsi_14 > 70.0) or (last_willr_14 > -0.1) or (last_stochrsi_k > 95.0) or (last_close > (last_bbu_20 * 1.01)) or ((last_rsi_3 > 90.0) and (last_rsi_14 < 50.0)) or ( (last_rsi_3 > 80.0) and (last_candle["RSI_3_1h"] < 20.0) and (last_candle["RSI_3_4h"] < 20.0) and (last_candle["ROC_9_1d"] > -10.0) and (last_candle["BTC_RSI_14_4h"] < 35.0) ) ): is_normal_exit = True is_trailing_exit = False # if 0.01 <= grind_profit_rate < 0.02: # if grind_profit_rate < (max_profit_rate - 0.025): # is_trailing_exit = True # elif 0.02 <= grind_profit_rate <= 0.05: # if grind_profit_rate < (max_profit_rate - 0.035): # is_trailing_exit = True # elif 0.05 <= grind_profit_rate <= 0.08: # if grind_profit_rate < (max_profit_rate - 0.045): # is_trailing_exit = True # elif 0.08 <= grind_profit_rate <= 0.12: # if grind_profit_rate < (max_profit_rate - 0.050): # is_trailing_exit = True # elif 0.12 <= grind_profit_rate: # if grind_profit_rate < (max_profit_rate - 0.055): # is_trailing_exit = True # is_trailing_exit = grind_profit_rate > 0.04 if is_normal_exit or is_trailing_exit: stake_currency = self.config["stake_currency"] stake_fmt = ".8f" if stake_currency in ("BTC", "ETH", "BNB", "SOL") else ".3f" trade_pair = trade.pair trade_leverage = trade.leverage trade_amount = trade.amount trade_stake_amount = trade.stake_amount exit_amount = grind_total_amount * exit_rate / trade_leverage if ((current_stake_amount / trade_leverage) - exit_amount) < (min_stake * 1.55): exit_amount = (trade_amount * exit_rate / trade_leverage) - (min_stake * 1.55) ft_exit_amount = exit_amount * trade_leverage * (trade_stake_amount / trade_amount) / exit_rate if exit_amount > min_stake and ft_exit_amount > min_stake: self.dp.send_msg( self.notification_msg( "grinding-exit", tag=name, pair=trade_pair, rate=exit_rate, stake_amount=exit_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit_stake, grind_profit_pct=grind_profit_rate, coin_amount=grind_total_amount, ) ) log.info( f"Grinding exit ({name}) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {exit_amount:{stake_fmt}} | Coin amount: {grind_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit_rate * 100.0):.2f}% ({grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = tag for grind_entry in grind_open_orders: order_tag += " " + str(grind_entry.id) return -ft_exit_amount, order_tag return None, None # 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, ): dp = self.dp send_msg = self.dp.send_msg notification_msg = self.notification_msg scale_stakes_for_min_stake = self.scale_stakes_for_min_stake stake_currency = self.config["stake_currency"] trade_pair = trade.pair trade_amount = trade.amount trade_stake_amount = trade.stake_amount trade_fee_open = trade.fee_open trade_fee_close = trade.fee_close runmode_value = dp.runmode.value is_backtest = runmode_value in ["backtest", "hyperopt"] trade_open_date = None if is_backtest else trade.open_date_utc.replace(tzinfo=None) # we already waiting for an order to get filled if trade.has_open_orders: return None is_futures = self.is_futures_mode derisk_use_grind_stops = self.derisk_use_grind_stops long_rebuy_mode_tags = self.long_rebuy_mode_tags long_grind_mode_tags = self.long_grind_mode_tags trade_leverage = trade.leverage min_stake = self.correct_min_stake(min_stake, trade_leverage) df, _ = dp.get_analyzed_dataframe(trade_pair, self.timeframe) if len(df) < 2: return None last_candle = df.iloc[-1] previous_candle = df.iloc[-2] exit_rate = current_rate filled_orders, filled_entries, filled_exits, profit_values = self.profit_or_order_snapshot( trade, current_time, exit_rate ) count_of_entries = trade.nr_of_successful_entries count_of_exits = trade.nr_of_successful_exits if count_of_entries == 0: return None first_filled_entry = filled_entries[0] last_filled_entry = filled_entries[-1] last_filled_order = filled_orders[-1] has_order_tags = hasattr(filled_orders[0], "ft_order_tag") if runmode_value in ("live", "dry_run"): ticker = dp.ticker(trade_pair) if ("bid" in ticker) and ("ask" in ticker): exit_price_side = self.config["exit_pricing"]["price_side"] if trade.is_short: if exit_price_side in ["ask", "other"]: if ticker["ask"] is not None: exit_rate = ticker["ask"] else: if exit_price_side in ["bid", "other"]: if ticker["bid"] is not None: exit_rate = ticker["bid"] if profit_values is None: profit_values = self.calc_total_profit(trade, filled_entries, filled_exits, exit_rate) profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio = profit_values slice_amount = first_filled_entry.safe_filled * first_filled_entry.safe_price slice_profit = (exit_rate - last_filled_order.safe_price) / last_filled_order.safe_price slice_profit_entry = (exit_rate - last_filled_entry.safe_price) / last_filled_entry.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 < (first_filled_entry.safe_filled * 0.95) is_derisk_calc = False is_rebuy_mode = all(c in long_rebuy_mode_tags for c in enter_tags) or ( any(c in long_rebuy_mode_tags for c in enter_tags) and all(c in (long_rebuy_mode_tags + long_grind_mode_tags) for c in enter_tags) ) is_grind_mode = all(c in 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 stake_scale_leverage = trade_leverage if is_futures else 1.0 grind_mode_stake_multipliers = ( self.grind_mode_stake_multiplier_futures if is_futures else self.grind_mode_stake_multiplier_spot ) regular_mode_stake_multipliers = ( self.regular_mode_stake_multiplier_futures if is_futures else self.regular_mode_stake_multiplier_spot ) grind_entry_retry_time = current_time - timedelta(minutes=10) grind_order_age_time = current_time - timedelta(hours=6) grind_force_order_age_time = current_time - timedelta(hours=24) # Rebuy mode if is_rebuy_mode: slice_amount /= self.rebuy_mode_stake_multiplier # Grind mode elif is_grind_mode: slice_amount /= grind_mode_stake_multipliers[0] elif not is_derisk and (is_backtest or trade_open_date >= datetime(2024, 2, 5)): 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, count_of_exits, ) 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 is_backtest or trade_open_date >= datetime(2024, 4, 16): slice_amount /= regular_mode_stake_multipliers[0] is_not_trade_max_stake = current_stake_amount < ( ((first_filled_entry.safe_filled * first_filled_entry.safe_price) * self.grinding_v1_max_stake) / (grind_mode_stake_multipliers[0] if is_grind_mode else 1.0) ) grind_1_max_sub_grinds = 0 grind_1_stakes = scale_stakes_for_min_stake( self.grind_1_stakes_futures if is_futures else self.grind_1_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_1_sub_thresholds = self.grind_1_sub_thresholds_futures if is_futures else self.grind_1_sub_thresholds_spot grind_1_max_sub_grinds = len(grind_1_stakes) grind_1_stop_grinds = self.grind_1_stop_grinds_futures if is_futures else self.grind_1_stop_grinds_spot grind_1_profit_threshold = ( self.grind_1_profit_threshold_futures if is_futures else self.grind_1_profit_threshold_spot ) grind_2_max_sub_grinds = 0 grind_2_stakes = scale_stakes_for_min_stake( self.grind_2_stakes_futures if is_futures else self.grind_2_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_2_sub_thresholds = self.grind_2_sub_thresholds_futures if is_futures else self.grind_2_sub_thresholds_spot grind_2_max_sub_grinds = len(grind_2_stakes) grind_2_stop_grinds = self.grind_2_stop_grinds_futures if is_futures else self.grind_2_stop_grinds_spot grind_2_profit_threshold = ( self.grind_2_profit_threshold_futures if is_futures else self.grind_2_profit_threshold_spot ) grind_3_max_sub_grinds = 0 grind_3_stakes = scale_stakes_for_min_stake( self.grind_3_stakes_futures if is_futures else self.grind_3_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_3_sub_thresholds = self.grind_3_sub_thresholds_futures if is_futures else self.grind_3_sub_thresholds_spot grind_3_max_sub_grinds = len(grind_3_stakes) grind_3_stop_grinds = self.grind_3_stop_grinds_futures if is_futures else self.grind_3_stop_grinds_spot grind_3_profit_threshold = ( self.grind_3_profit_threshold_futures if is_futures else self.grind_3_profit_threshold_spot ) grind_4_max_sub_grinds = 0 grind_4_stakes = scale_stakes_for_min_stake( self.grind_4_stakes_futures if is_futures else self.grind_4_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_4_sub_thresholds = self.grind_4_sub_thresholds_futures if is_futures else self.grind_4_sub_thresholds_spot grind_4_max_sub_grinds = len(grind_4_stakes) grind_4_stop_grinds = self.grind_4_stop_grinds_futures if is_futures else self.grind_4_stop_grinds_spot grind_4_profit_threshold = ( self.grind_4_profit_threshold_futures if is_futures else self.grind_4_profit_threshold_spot ) grind_5_max_sub_grinds = 0 grind_5_stakes = scale_stakes_for_min_stake( self.grind_5_stakes_futures if is_futures else self.grind_5_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_5_sub_thresholds = self.grind_5_sub_thresholds_futures if is_futures else self.grind_5_sub_thresholds_spot grind_5_max_sub_grinds = len(grind_5_stakes) grind_5_stop_grinds = self.grind_5_stop_grinds_futures if is_futures else self.grind_5_stop_grinds_spot grind_5_profit_threshold = ( self.grind_5_profit_threshold_futures if is_futures else self.grind_5_profit_threshold_spot ) grind_6_max_sub_grinds = 0 grind_6_stakes = scale_stakes_for_min_stake( self.grind_6_stakes_futures if is_futures else self.grind_6_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_6_sub_thresholds = self.grind_6_sub_thresholds_futures if is_futures else self.grind_6_sub_thresholds_spot grind_6_max_sub_grinds = len(grind_6_stakes) grind_6_stop_grinds = self.grind_6_stop_grinds_futures if is_futures else self.grind_6_stop_grinds_spot grind_6_profit_threshold = ( self.grind_6_profit_threshold_futures if is_futures else self.grind_6_profit_threshold_spot ) grind_1_derisk_1_max_sub_grinds = 0 grind_1_derisk_1_stakes = scale_stakes_for_min_stake( self.grind_1_derisk_1_stakes_futures if is_futures else self.grind_1_derisk_1_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_1_derisk_1_sub_thresholds = ( self.grind_1_derisk_1_sub_thresholds_futures if is_futures else self.grind_1_derisk_1_sub_thresholds_spot ) 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 is_futures else self.grind_1_derisk_1_stop_grinds_spot ) grind_1_derisk_1_profit_threshold = ( self.grind_1_derisk_1_profit_threshold_futures if is_futures else self.grind_1_derisk_1_profit_threshold_spot ) grind_2_derisk_1_max_sub_grinds = 0 grind_2_derisk_1_stakes = scale_stakes_for_min_stake( self.grind_2_derisk_1_stakes_futures if is_futures else self.grind_2_derisk_1_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_2_derisk_1_sub_thresholds = ( self.grind_2_derisk_1_sub_thresholds_futures if is_futures else self.grind_2_derisk_1_sub_thresholds_spot ) 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 is_futures else self.grind_2_derisk_1_stop_grinds_spot ) grind_2_derisk_1_profit_threshold = ( self.grind_2_derisk_1_profit_threshold_futures if is_futures 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): order_side = order.ft_order_side if (order_side == "buy") and (order is not filled_orders[0]): order_tag = "" if has_order_tags: order_ft_tag = order.ft_order_tag if order_ft_tag is not None: order_tag = order_ft_tag order_safe_filled = order.safe_filled order_safe_price = order.safe_price order_id = order.id 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", "gdr", ]: 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_side == "sell": if order is filled_exits[-1] and (order.safe_remaining * exit_rate / stake_scale_leverage) > min_stake: partial_sell = True break order_tag = "" if has_order_tags: order_ft_tag = order.ft_order_tag if order_ft_tag is not None: order_tag = order_ft_tag.partition(" ")[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 == "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 == "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", "gdr", ]: 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 ) stake_fmt = ".8f" if self.config["stake_currency"] in ("BTC", "ETH", "BNB", "SOL") else ".3f" # 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: send_msg( f"Exit (remaining) [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {order.safe_remaining} | Profit (stake): {profit_stake:{stake_fmt}} | 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 ( (first_filled_entry.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: order_tag = order.ft_order_tag.partition(" ")[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 = first_filled_entry 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 is_futures 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 send_msg( notification_msg( "grinding-exit", tag="gm0", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=coin_amount, ) ) log.info( f"Grinding exit (gm0) [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {coin_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade_leverage:{stake_fmt}} {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 derisk_use_grind_stops and ( first_entry_distance_ratio < ( self.grind_mode_first_entry_stop_threshold_spot if is_futures 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 send_msg( notification_msg( "grinding-derisk", tag="gmd0", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=coin_amount, ) ) log.info( f"Grinding de-risk (gmd0) [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {coin_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade_leverage:{stake_fmt}} {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_v3( last_candle, previous_candle, num_open_grinds, slice_profit, slice_profit_entry, slice_profit_exit, True ) # 120 grinds via the v3 entry set (g0..g23) instead of the legacy grind mode slice_profit_lt_neg_0_06 = slice_profit < -0.06 num_open_grinds_eq_0 = num_open_grinds == 0 # 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) and is_not_trade_max_stake ): buy_amount = slice_amount * grind_1_derisk_1_stakes[grind_1_derisk_1_sub_grind_count] / stake_scale_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 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 (grind_entry_retry_time > last_filled_entry.order_filled_utc) and ((grind_force_order_age_time > last_filled_order.order_filled_utc) or slice_profit_lt_neg_0_06) and ( num_open_grinds_eq_0 or (grind_order_age_time > last_filled_order.order_filled_utc) or slice_profit_lt_neg_0_06 ) # and ((num_open_grinds == 0) or (slice_profit < -0.03)) and is_long_grind_entry and buy_amount <= max_stake ): 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 send_msg( notification_msg( "grinding-entry", tag="dl1", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_1_derisk_1_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) log.info( f"Grinding entry (dl1) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_derisk_1_current_grind_stake_profit:{stake_fmt}} {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: send_msg( notification_msg( "grinding-exit", tag="dl1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_1_derisk_1_total_amount, ) ) log.info( f"Grinding exit (dl1) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_1_derisk_1_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade_leverage:{stake_fmt}} {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 ( derisk_use_grind_stops and (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 (is_backtest or trade_open_date >= datetime(2026, 6, 18)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="ddl1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_1_derisk_1_total_amount, ) ) log.info( f"Grinding stop exit (ddl1) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_1_derisk_1_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | 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) and is_not_trade_max_stake ): buy_amount = slice_amount * grind_2_derisk_1_stakes[grind_2_derisk_1_sub_grind_count] / stake_scale_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 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 (grind_entry_retry_time > last_filled_entry.order_filled_utc) and ((grind_force_order_age_time > last_filled_order.order_filled_utc) or slice_profit_lt_neg_0_06) and ( num_open_grinds_eq_0 or (grind_order_age_time > last_filled_order.order_filled_utc) or slice_profit_lt_neg_0_06 ) # and ((num_open_grinds == 0) or (slice_profit < -0.03)) and is_long_grind_entry and buy_amount <= max_stake ): 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 send_msg( notification_msg( "grinding-entry", tag="dl2", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_2_derisk_1_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) log.info( f"Grinding entry (dl2) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_2_derisk_1_current_grind_stake_profit:{stake_fmt}} {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: send_msg( notification_msg( "grinding-exit", tag="dl2", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_2_derisk_1_total_amount, ) ) log.info( f"Grinding exit (dl2) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_2_derisk_1_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade_leverage:{stake_fmt}} {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 ( derisk_use_grind_stops and (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 (is_backtest or trade_open_date >= datetime(2026, 6, 18)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="ddl2", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_2_derisk_1_total_amount, ) ) log.info( f"Grinding stop exit (ddl2) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_2_derisk_1_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | 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): buy_amount = slice_amount * grind_1_stakes[grind_1_sub_grind_count] / stake_scale_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 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 (grind_entry_retry_time > last_filled_entry.order_filled_utc) and ((grind_force_order_age_time > last_filled_order.order_filled_utc) or slice_profit_lt_neg_0_06) and ( num_open_grinds_eq_0 or (grind_order_age_time > last_filled_order.order_filled_utc) or slice_profit_lt_neg_0_06 ) # and ((num_open_grinds == 0) or (slice_profit < -0.03)) and is_long_grind_entry and is_not_trade_max_stake and buy_amount <= max_stake ): 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 send_msg( notification_msg( "grinding-entry", tag="gd1", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_1_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) log.info( f"Grinding entry (gd1) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_stake_profit:{stake_fmt}} {stake_currency})" ) order_tag = "gd1" if has_order_tags: return buy_amount, order_tag else: return buy_amount if ( is_futures 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] / stake_scale_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount <= max_stake: 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 send_msg( notification_msg( "grinding-entry", tag="gd1", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_1_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) log.info( f"Grinding entry (gd1) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_stake_profit:{stake_fmt}} {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: send_msg( notification_msg( "grinding-exit", tag="gd1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_1_total_amount, ) ) log.info( f"Grinding exit (gd1) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade_leverage:{stake_fmt}} {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 ( derisk_use_grind_stops and ( (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 (is_backtest or trade_open_date >= datetime(2026, 6, 18)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="dd1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_1_total_amount, ) ) log.info( f"Grinding stop exit (dd1) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | 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): buy_amount = slice_amount * grind_2_stakes[grind_2_sub_grind_count] / stake_scale_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 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 (grind_entry_retry_time > last_filled_entry.order_filled_utc) and ((grind_force_order_age_time > last_filled_order.order_filled_utc) or slice_profit_lt_neg_0_06) and ( num_open_grinds_eq_0 or (grind_order_age_time > last_filled_order.order_filled_utc) or slice_profit_lt_neg_0_06 ) # and ((num_open_grinds == 0) or (slice_profit < -0.03)) and is_long_grind_entry and is_not_trade_max_stake and buy_amount <= max_stake ): 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 send_msg( notification_msg( "grinding-entry", tag="gd2", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_2_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) log.info( f"Grinding entry (gd2) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_2_current_grind_stake_profit:{stake_fmt}} {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: send_msg( notification_msg( "grinding-exit", tag="gd2", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_2_total_amount, ) ) log.info( f"Grinding exit (gd2) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade_leverage:{stake_fmt}} {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 ( derisk_use_grind_stops and ( (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 (is_backtest or trade_open_date >= datetime(2026, 6, 18)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="dd2", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_2_total_amount, ) ) log.info( f"Grinding stop exit (dd2) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | 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): buy_amount = slice_amount * grind_3_stakes[grind_3_sub_grind_count] / stake_scale_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 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 (grind_entry_retry_time > last_filled_entry.order_filled_utc) and ((grind_force_order_age_time > last_filled_order.order_filled_utc) or slice_profit_lt_neg_0_06) and ( num_open_grinds_eq_0 or (grind_order_age_time > last_filled_order.order_filled_utc) or slice_profit_lt_neg_0_06 ) # and ((num_open_grinds == 0) or (slice_profit < -0.03)) and is_long_grind_entry and is_not_trade_max_stake and buy_amount <= max_stake ): 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 send_msg( notification_msg( "grinding-entry", tag="gd3", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_3_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) log.info( f"Grinding entry (gd3) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_3_current_grind_stake_profit:{stake_fmt}} {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: send_msg( notification_msg( "grinding-exit", tag="gd3", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_3_total_amount, ) ) log.info( f"Grinding exit (gd3) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade_leverage:{stake_fmt}} {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 ( derisk_use_grind_stops and ( (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 (is_backtest or trade_open_date >= datetime(2026, 6, 18)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="dd3", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_3_total_amount, ) ) log.info( f"Grinding stop exit (dd3) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | 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): buy_amount = slice_amount * grind_4_stakes[grind_4_sub_grind_count] / stake_scale_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 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 (grind_entry_retry_time > last_filled_entry.order_filled_utc) and ((grind_force_order_age_time > last_filled_order.order_filled_utc) or slice_profit_lt_neg_0_06) and ( num_open_grinds_eq_0 or (grind_order_age_time > last_filled_order.order_filled_utc) or slice_profit_lt_neg_0_06 ) # and ((num_open_grinds == 0) or (slice_profit < -0.03)) and is_long_grind_entry and is_not_trade_max_stake and buy_amount <= max_stake ): 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 send_msg( notification_msg( "grinding-entry", tag="gd4", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_4_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) log.info( f"Grinding entry (gd4) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_4_current_grind_stake_profit:{stake_fmt}} {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: send_msg( notification_msg( "grinding-exit", tag="gd4", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_4_total_amount, ) ) log.info( f"Grinding exit (gd4) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade_leverage:{stake_fmt}} {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 ( derisk_use_grind_stops and ( (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 (is_backtest or trade_open_date >= datetime(2026, 6, 18)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="dd4", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_4_total_amount, ) ) log.info( f"Grinding stop exit (dd4) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | 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 gd5_liquidation_rescue_eligible = ( is_futures and (slice_profit_entry < -0.12) and (trade.liquidation_price is not None) and (current_rate < trade.liquidation_price * 1.20) and (trade.get_custom_data(key="gd5_liquidation_rescue_used") is None) ) # Grinding 5 # Buy if has_order_tags and (not partial_sell) and (grind_5_sub_grind_count < grind_5_max_sub_grinds): buy_amount = slice_amount * grind_5_stakes[grind_5_sub_grind_count] / stake_scale_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 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 (grind_entry_retry_time > last_filled_entry.order_filled_utc) and ((grind_force_order_age_time > last_filled_order.order_filled_utc) or slice_profit_lt_neg_0_06) and ( num_open_grinds_eq_0 or (grind_order_age_time > last_filled_order.order_filled_utc) or slice_profit_lt_neg_0_06 ) # and ((num_open_grinds == 0) or (slice_profit < -0.03)) and (is_long_grind_entry or gd5_liquidation_rescue_eligible) and is_not_trade_max_stake and buy_amount <= max_stake ): if gd5_liquidation_rescue_eligible: trade.set_custom_data(key="gd5_liquidation_rescue_used", value=True) 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 send_msg( notification_msg( "grinding-entry", tag="gd5", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_5_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) log.info( f"Grinding entry (gd5) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_5_current_grind_stake_profit:{stake_fmt}} {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: send_msg( notification_msg( "grinding-exit", tag="gd5", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_5_total_amount, ) ) log.info( f"Grinding exit (gd5) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade_leverage:{stake_fmt}} {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 ( derisk_use_grind_stops and ( (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 (is_backtest or trade_open_date >= datetime(2026, 6, 18)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="dd5", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_5_total_amount, ) ) log.info( f"Grinding stop exit (dd5) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | 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): buy_amount = slice_amount * grind_6_stakes[grind_6_sub_grind_count] / stake_scale_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 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 (grind_entry_retry_time > last_filled_entry.order_filled_utc) and ((grind_force_order_age_time > last_filled_order.order_filled_utc) or slice_profit_lt_neg_0_06) and ( num_open_grinds_eq_0 or (grind_order_age_time > last_filled_order.order_filled_utc) or slice_profit_lt_neg_0_06 ) # and ((num_open_grinds == 0) or (slice_profit < -0.03)) and is_long_grind_entry and is_not_trade_max_stake and buy_amount <= max_stake ): 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 send_msg( notification_msg( "grinding-entry", tag="gd6", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_6_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) log.info( f"Grinding entry (gd6) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_6_current_grind_stake_profit:{stake_fmt}} {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: send_msg( notification_msg( "grinding-exit", tag="gd6", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_6_total_amount, ) ) log.info( f"Grinding exit (gd6) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_6_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade_leverage:{stake_fmt}} {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 ( derisk_use_grind_stops and ( (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 (is_backtest or trade_open_date >= datetime(2026, 6, 18)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="dd6", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_6_total_amount, ) ) log.info( f"Grinding stop exit (dd6) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_6_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | 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 is_futures else self.regular_mode_derisk_1_reentry_spot) ) ): 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 ( (grind_entry_retry_time > last_filled_entry.order_filled_utc) and ((grind_force_order_age_time > last_filled_order.order_filled_utc) or slice_profit_lt_neg_0_06) and ( num_open_grinds_eq_0 or (grind_order_age_time > last_filled_order.order_filled_utc) or slice_profit_lt_neg_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 and buy_amount <= max_stake ): 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 send_msg( notification_msg( "re-entry", tag="d1", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=derisk_1_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) log.info( f"Re-entry (d1) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({derisk_1_current_grind_stake_profit:{stake_fmt}} {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 is_futures else self.regular_mode_derisk_1_reentry_spot) / stake_scale_leverage ) ): 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 send_msg( notification_msg( "de-risk", tag="d1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk (d1) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | 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:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" # ) # log.info( # f"De-risk [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | 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:{stake_fmt}} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" # ) # log.info( # f"De-risk (dd0) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | 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: last_aroonu_14 = last_candle["AROONU_14"] last_aroonu_14_15m = last_candle["AROONU_14_15m"] last_rsi_14_1h = last_candle["RSI_14_1h"] last_rsi_14_4h = last_candle["RSI_14_4h"] previous_ema_12 = previous_candle["EMA_12"] previous_ema_26 = previous_candle["EMA_26"] last_rsi_14 = last_candle["RSI_14"] last_rsi_3_15m = last_candle["RSI_3_15m"] last_rsi_3_1h = last_candle["RSI_3_1h"] last_rsi_3_4h = last_candle["RSI_3_4h"] last_close = last_candle["close"] last_ema_26 = last_candle["EMA_26"] last_ema_12 = last_candle["EMA_12"] last_rsi_3 = last_candle["RSI_3"] last_stochrsi_k_1h = last_candle["STOCHRSIk_14_14_3_3_1h"] last_stochrsi_k_4h = last_candle["STOCHRSIk_14_14_3_3_4h"] last_open = last_candle["open"] # Reused long regular grind-entry thresholds last_rsi_14_lt_36 = last_rsi_14 < 36.0 last_rsi_3_4h_gt_20 = last_rsi_3_4h > 20.0 last_rsi_3_1h_gt_20 = last_rsi_3_1h > 20.0 last_rsi_3_15m_gt_10 = last_rsi_3_15m > 10.0 last_rsi_3_4h_gt_10 = last_rsi_3_4h > 10.0 last_rsi_3_1h_gt_10 = last_rsi_3_1h > 10.0 last_rsi_14_4h_lt_60 = last_rsi_14_4h < 60.0 last_rsi_14_1h_lt_80 = last_rsi_14_1h < 80.0 last_aroonu_14_15m_lt_25 = last_aroonu_14_15m < 25.0 last_aroonu_14_lt_25 = last_aroonu_14 < 25.0 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_rsi_14_lt_36) and (last_rsi_3 > 10.0) and (last_rsi_3_15m_gt_10) and (last_aroonu_14_lt_25) and (last_stochrsi_k_1h < 70.0) and (last_stochrsi_k_4h < 70.0) and (last_close < (last_candle["EMA_16"] * 0.980)) ) or ( (last_rsi_14_lt_36) and (last_rsi_3_15m > 5.0) and (last_rsi_3_1h > 5.0) and (last_rsi_3_4h > 5.0) and (last_ema_26 > last_ema_12) and ((last_ema_26 - last_ema_12) > (last_open * 0.030)) and ((previous_ema_26 - previous_ema_12) > (last_open / 100.0)) ) or ( (last_rsi_14_lt_36) and (last_rsi_3 > 5.0) and (last_rsi_3_15m_gt_10) and (last_rsi_3_1h_gt_10) and (last_rsi_3_4h_gt_10) and (last_ema_26 > last_ema_12) and ((last_ema_26 - last_ema_12) > (last_open * 0.020)) and ((previous_ema_26 - previous_ema_12) > (last_open / 100.0)) ) or ( (last_rsi_14_lt_36) and (last_rsi_3 > 16.0) and (last_aroonu_14_15m_lt_25) and (last_close < (last_ema_12 * 0.984)) ) or ( (last_rsi_14_lt_36) and (last_rsi_3_15m_gt_10) and (last_rsi_3_1h_gt_10) and (last_rsi_3_4h_gt_10) and (last_candle["AROONU_14_1h"] > last_candle["AROOND_14_1h"]) and (last_candle["AROONU_14_4h"] > last_candle["AROOND_14_4h"]) and (last_close < (last_ema_26 * 0.978)) and (last_close < (last_candle["BBL_20_2.0"] * 0.999)) ) or ( (last_rsi_14_lt_36) and (last_rsi_3_1h_gt_20) and (last_rsi_3_4h_gt_20) and (last_rsi_14_1h_lt_80) and (last_rsi_14_4h_lt_60) and (last_aroonu_14 > last_candle["AROOND_14"]) and (previous_candle["AROONU_14"] < previous_candle["AROOND_14"]) ) or ( (last_rsi_14_lt_36) and (last_rsi_3_15m > 15.0) and (last_rsi_3_1h_gt_20) and (last_rsi_3_4h_gt_20) and (last_rsi_14_1h_lt_80) and (last_rsi_14_4h_lt_60) 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_rsi_3 > 20.0) and (last_rsi_3_15m > 20.0) and (last_rsi_3_1h_gt_20) and (last_rsi_3_4h_gt_20) and (last_rsi_14_lt_36) and (last_aroonu_14_lt_25) and (last_aroonu_14_15m_lt_25) and (last_candle["STOCHRSIk_14_14_3_3_15m"] < 50.0) and (last_close < (last_candle["EMA_20"] * 0.980)) ) ) ): 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, count_of_exits: int, **kwargs, ) -> tuple[Optional[float], str, bool]: dp = self.dp send_msg = self.dp.send_msg notification_msg = self.notification_msg scale_stakes_for_min_stake = self.scale_stakes_for_min_stake stake_currency = self.config["stake_currency"] trade_pair = trade.pair trade_amount = trade.amount trade_stake_amount = trade.stake_amount trade_fee_open = trade.fee_open trade_fee_close = trade.fee_close is_backtest = dp.runmode.value in ["backtest", "hyperopt"] trade_open_date = None if is_backtest else trade.open_date_utc.replace(tzinfo=None) is_futures = self.is_futures_mode trade_leverage = trade.leverage stake_scale_leverage = trade_leverage if is_futures else 1.0 regular_mode_use_grind_stops = self.regular_mode_use_grind_stops # Reused no-derisk slice-profit gates slice_profit_lt_neg_0_02 = slice_profit < -0.02 slice_profit_lt_neg_0_03 = slice_profit < -0.03 slice_profit_lt_neg_0_06 = slice_profit < -0.06 last_filled_entry = filled_entries[-1] first_filled_order = filled_orders[0] last_filled_order = filled_orders[-1] max_rebuy_sub_grinds = 0 regular_mode_rebuy_stakes = scale_stakes_for_min_stake( self.regular_mode_rebuy_stakes_futures if is_futures else self.regular_mode_rebuy_stakes_spot, slice_amount, min_stake, trade_leverage, trade_leverage, ) regular_mode_rebuy_sub_thresholds = ( self.regular_mode_rebuy_thresholds_futures if is_futures else self.regular_mode_rebuy_thresholds_spot ) max_rebuy_sub_grinds = len(regular_mode_rebuy_stakes) max_grind_1_sub_grinds = 0 regular_mode_grind_1_stakes = scale_stakes_for_min_stake( self.regular_mode_grind_1_stakes_futures if is_futures else self.regular_mode_grind_1_stakes_spot, slice_amount, min_stake, trade_leverage, trade_leverage, ) regular_mode_grind_1_sub_thresholds = ( self.regular_mode_grind_1_thresholds_futures if is_futures else self.regular_mode_grind_1_thresholds_spot ) 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 is_futures else self.regular_mode_grind_1_stop_grinds_spot ) regular_mode_grind_1_profit_threshold = ( self.regular_mode_grind_1_profit_threshold_futures if is_futures else self.regular_mode_grind_1_profit_threshold_spot ) max_grind_2_sub_grinds = 0 regular_mode_grind_2_stakes = scale_stakes_for_min_stake( self.regular_mode_grind_2_stakes_futures if is_futures else self.regular_mode_grind_2_stakes_spot, slice_amount, min_stake, trade_leverage, trade_leverage, ) regular_mode_grind_2_sub_thresholds = ( self.regular_mode_grind_2_thresholds_futures if is_futures else self.regular_mode_grind_2_thresholds_spot ) 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 is_futures else self.regular_mode_grind_2_stop_grinds_spot ) regular_mode_grind_2_profit_threshold = ( self.regular_mode_grind_2_profit_threshold_futures if is_futures else self.regular_mode_grind_2_profit_threshold_spot ) max_grind_3_sub_grinds = 0 regular_mode_grind_3_stakes = scale_stakes_for_min_stake( self.regular_mode_grind_3_stakes_futures if is_futures else self.regular_mode_grind_3_stakes_spot, slice_amount, min_stake, trade_leverage, trade_leverage, ) regular_mode_grind_3_sub_thresholds = ( self.regular_mode_grind_3_thresholds_futures if is_futures else self.regular_mode_grind_3_thresholds_spot ) 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 is_futures else self.regular_mode_grind_3_stop_grinds_spot ) regular_mode_grind_3_profit_threshold = ( self.regular_mode_grind_3_profit_threshold_futures if is_futures else self.regular_mode_grind_3_profit_threshold_spot ) max_grind_4_sub_grinds = 0 regular_mode_grind_4_stakes = scale_stakes_for_min_stake( self.regular_mode_grind_4_stakes_futures if is_futures else self.regular_mode_grind_4_stakes_spot, slice_amount, min_stake, trade_leverage, trade_leverage, ) regular_mode_grind_4_sub_thresholds = ( self.regular_mode_grind_4_thresholds_futures if is_futures else self.regular_mode_grind_4_thresholds_spot ) 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 is_futures else self.regular_mode_grind_4_stop_grinds_spot ) regular_mode_grind_4_profit_threshold = ( self.regular_mode_grind_4_profit_threshold_futures if is_futures else self.regular_mode_grind_4_profit_threshold_spot ) max_grind_5_sub_grinds = 0 regular_mode_grind_5_stakes = scale_stakes_for_min_stake( self.regular_mode_grind_5_stakes_futures if is_futures else self.regular_mode_grind_5_stakes_spot, slice_amount, min_stake, trade_leverage, trade_leverage, ) regular_mode_grind_5_sub_thresholds = ( self.regular_mode_grind_5_thresholds_futures if is_futures else self.regular_mode_grind_5_thresholds_spot ) 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 is_futures else self.regular_mode_grind_5_stop_grinds_spot ) regular_mode_grind_5_profit_threshold = ( self.regular_mode_grind_5_profit_threshold_futures if is_futures else self.regular_mode_grind_5_profit_threshold_spot ) max_grind_6_sub_grinds = 0 regular_mode_grind_6_stakes = scale_stakes_for_min_stake( self.regular_mode_grind_6_stakes_futures if is_futures else self.regular_mode_grind_6_stakes_spot, slice_amount, min_stake, trade_leverage, trade_leverage, ) regular_mode_grind_6_sub_thresholds = ( self.regular_mode_grind_6_thresholds_futures if is_futures else self.regular_mode_grind_6_thresholds_spot ) 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 is_futures else self.regular_mode_grind_6_stop_grinds_spot ) regular_mode_grind_6_profit_threshold = ( self.regular_mode_grind_6_profit_threshold_futures if is_futures 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): order_side = order.ft_order_side if (order_side == "buy") and (order is not first_filled_order): order_tag = "" if has_order_tags: order_ft_tag = order.ft_order_tag if order_ft_tag is not None: order_tag = order_ft_tag order_safe_filled = order.safe_filled order_safe_price = order.safe_price order_id = order.id 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_side == "sell": if order is filled_exits[-1] and (order.safe_remaining * exit_rate / stake_scale_leverage) > min_stake: partial_sell = True break order_tag = "" if has_order_tags: order_ft_tag = order.ft_order_tag if order_ft_tag is not None: order_tag = order_ft_tag.partition(" ")[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 == "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 = first_filled_order.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 count_of_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_scalp_mode = all(c in self.long_scalp_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: 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) > last_filled_entry.order_filled_utc) and ((current_time - timedelta(hours=12) > last_filled_order.order_filled_utc) or (slice_profit_lt_neg_0_06)) and is_long_grind_entry ): buy_amount = slice_amount * regular_mode_rebuy_stakes[rebuy_sub_grind_count] / stake_scale_leverage 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 send_msg( notification_msg( "rebuy", tag="r", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) 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) > last_filled_entry.order_filled_utc) and ((current_time - timedelta(hours=2) > last_filled_order.order_filled_utc) or (slice_profit_lt_neg_0_02)) and ( (num_open_grinds == 0) or (current_time - timedelta(hours=6) > last_filled_order.order_filled_utc) or (slice_profit_lt_neg_0_06) ) and ((num_open_grinds == 0) or (slice_profit_lt_neg_0_03)) and is_long_grind_entry ): buy_amount = slice_amount * regular_mode_grind_1_stakes[grind_1_sub_grind_count] / stake_scale_leverage 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 send_msg( notification_msg( "grinding-entry", tag="g1", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_1_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) 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} {stake_currency})" ) order_tag = "g1" return buy_amount, order_tag, is_derisk if ( is_futures 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] / stake_scale_leverage 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 send_msg( notification_msg( "grinding-entry", tag="g1", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_1_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) 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} {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: send_msg( notification_msg( "grinding-exit", tag="g1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_1_total_amount, ) ) 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} {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 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 (is_backtest or trade_open_date >= datetime(2024, 4, 16)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="sg1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_1_total_amount, ) ) 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) > last_filled_entry.order_filled_utc) and ((current_time - timedelta(hours=2) > last_filled_order.order_filled_utc) or (slice_profit_lt_neg_0_02)) and ( (num_open_grinds == 0) or (current_time - timedelta(hours=6) > last_filled_order.order_filled_utc) or (slice_profit_lt_neg_0_06) ) and ((num_open_grinds == 0) or (slice_profit_lt_neg_0_03)) and is_long_grind_entry ): buy_amount = slice_amount * regular_mode_grind_2_stakes[grind_2_sub_grind_count] / stake_scale_leverage 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 send_msg( notification_msg( "grinding-entry", tag="g2", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_2_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) 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} {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: send_msg( notification_msg( "grinding-exit", tag="g2", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_2_total_amount, ) ) 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} {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 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 (is_backtest or trade_open_date >= datetime(2024, 4, 16)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="sg2", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_2_total_amount, ) ) 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) > last_filled_entry.order_filled_utc) and ((current_time - timedelta(hours=2) > last_filled_order.order_filled_utc) or (slice_profit_lt_neg_0_02)) and ( (num_open_grinds == 0) or (current_time - timedelta(hours=6) > last_filled_order.order_filled_utc) or (slice_profit_lt_neg_0_06) ) and ((num_open_grinds == 0) or (slice_profit_lt_neg_0_03)) and is_long_grind_entry ): buy_amount = slice_amount * regular_mode_grind_3_stakes[grind_3_sub_grind_count] / stake_scale_leverage 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 send_msg( notification_msg( "grinding-entry", tag="g3", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_3_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) 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} {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: send_msg( notification_msg( "grinding-exit", tag="g3", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_3_total_amount, ) ) 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} {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 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 (is_backtest or trade_open_date >= datetime(2024, 4, 16)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="sg3", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_3_total_amount, ) ) 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) > last_filled_entry.order_filled_utc) and ((current_time - timedelta(hours=2) > last_filled_order.order_filled_utc) or (slice_profit_lt_neg_0_02)) and ( (num_open_grinds == 0) or (current_time - timedelta(hours=6) > last_filled_order.order_filled_utc) or (slice_profit_lt_neg_0_06) ) and ((num_open_grinds == 0) or (slice_profit_lt_neg_0_03)) and is_long_grind_entry ): buy_amount = slice_amount * regular_mode_grind_4_stakes[grind_4_sub_grind_count] / stake_scale_leverage 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 send_msg( notification_msg( "grinding-entry", tag="g4", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_4_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) 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} {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: send_msg( notification_msg( "grinding-exit", tag="g4", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_4_total_amount, ) ) 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} {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 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 (is_backtest or trade_open_date >= datetime(2024, 4, 16)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="sg4", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_4_total_amount, ) ) 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) > last_filled_entry.order_filled_utc) and ((current_time - timedelta(hours=2) > last_filled_order.order_filled_utc) or (slice_profit_lt_neg_0_02)) and ( (num_open_grinds == 0) or (current_time - timedelta(hours=6) > last_filled_order.order_filled_utc) or (slice_profit_lt_neg_0_06) ) and ((num_open_grinds == 0) or (slice_profit_lt_neg_0_03)) and is_long_grind_entry ): buy_amount = slice_amount * regular_mode_grind_5_stakes[grind_5_sub_grind_count] / stake_scale_leverage 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 send_msg( notification_msg( "grinding-entry", tag="g5", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_5_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) 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} {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: send_msg( notification_msg( "grinding-exit", tag="g5", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_5_total_amount, ) ) 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} {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 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 (is_backtest or trade_open_date >= datetime(2024, 4, 16)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="sg5", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_5_total_amount, ) ) 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) > last_filled_entry.order_filled_utc) and ((current_time - timedelta(hours=2) > last_filled_order.order_filled_utc) or (slice_profit_lt_neg_0_02)) and ( (num_open_grinds == 0) or (current_time - timedelta(hours=6) > last_filled_order.order_filled_utc) or (slice_profit_lt_neg_0_06) ) # and ((num_open_grinds == 0) or (slice_profit_lt_neg_0_03)) and (is_long_grind_entry) ): buy_amount = slice_amount * regular_mode_grind_6_stakes[grind_6_sub_grind_count] / stake_scale_leverage 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 send_msg( notification_msg( "grinding-entry", tag="g6", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_6_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) 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} {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: send_msg( notification_msg( "grinding-exit", tag="g6", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_6_total_amount, ) ) 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} {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 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 (is_backtest or trade_open_date >= datetime(2024, 4, 16)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="sg6", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_6_total_amount, ) ) 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 is_futures else self.regular_mode_derisk_spot) if (is_backtest or trade_open_date >= datetime(2024, 9, 13)) else (self.regular_mode_derisk_futures_old if is_futures else self.regular_mode_derisk_spot_old) ) / trade_leverage ) ) and (is_backtest or trade_open_date >= datetime(2024, 9, 13)) ): 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 send_msg( notification_msg( "de-risk", tag="d", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) 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 (is_backtest or trade_open_date >= datetime(2024, 9, 13)) and profit_stake < ( slice_amount * ( (self.regular_mode_derisk_1_scalp_mode_futures if is_futures else self.regular_mode_derisk_1_scalp_mode_spot) if is_scalp_mode else ( (self.regular_mode_derisk_1_futures if is_futures else self.regular_mode_derisk_1_spot) if (is_backtest or trade_open_date >= datetime(2024, 9, 13)) else (self.regular_mode_derisk_1_futures_old if is_futures 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 send_msg( notification_msg( "de-risk", tag="d1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) 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]: # Stake limits and rebuy amounts are margin, before leverage. config = self.config dp = self.dp is_futures_mode = self.is_futures_mode trade_pair = trade.pair trade_amount = trade.amount trade_leverage = trade.leverage min_stake = self.correct_min_stake(min_stake, trade_leverage) # we already waiting for an order to get filled if trade.has_open_orders: return None df, _ = dp.get_analyzed_dataframe(trade_pair, self.timeframe) exit_rate = current_rate filled_orders, filled_entries, filled_exits, profit_values = self.profit_or_order_snapshot( trade, current_time, exit_rate ) count_of_entries = trade.nr_of_successful_entries count_of_exits = trade.nr_of_successful_exits if count_of_entries == 0: return None first_filled_order = filled_orders[0] last_filled_order = filled_orders[-1] last_filled_entry = filled_entries[-1] has_order_tags = hasattr(first_filled_order, "ft_order_tag") # The first exit is de-risk (providing the trade is still open) # Preserve the existing grind handoff budget after de-risk. if (count_of_exits > 0) and (filled_exits[0].ft_order_tag == "derisk_level_3"): if len(df) < 2: return None return self.long_grind_adjust_trade_position_v2( trade, enter_tags, current_time, current_rate, current_profit, min_stake, max_stake / trade_leverage, current_entry_rate, current_exit_rate, current_entry_profit, current_exit_profit, ) if dp.runmode.value in ("live", "dry_run"): ticker = dp.ticker(trade_pair) if ("bid" in ticker) and ("ask" in ticker): exit_price_side = config["exit_pricing"]["price_side"] if trade.is_short: if exit_price_side in ["ask", "other"]: if ticker["ask"] is not None: exit_rate = ticker["ask"] else: if exit_price_side in ["bid", "other"]: if ticker["bid"] is not None: exit_rate = ticker["bid"] if profit_values is None: profit_values = self.calc_total_profit(trade, filled_entries, filled_exits, exit_rate) profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio = profit_values slice_amount = filled_entries[0].safe_filled * filled_entries[0].safe_price slice_profit = (exit_rate - last_filled_order.safe_price) / last_filled_order.safe_price slice_profit_entry = (exit_rate - last_filled_entry.safe_price) / last_filled_entry.safe_price if count_of_exits > 0: last_filled_exit_price = filled_exits[-1].safe_price slice_profit_exit = (exit_rate - last_filled_exit_price) / last_filled_exit_price else: slice_profit_exit = 0.0 current_stake_amount = trade_amount * current_rate stake_scale_leverage = trade_leverage if is_futures_mode else 1.0 rebuy_mode_stakes = self.rebuy_mode_stakes_futures if 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 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 first_filled_order): 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 / stake_scale_leverage) > 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 (len(df) >= 2) and (not partial_sell) and (sub_grind_count < max_sub_grinds): last_candle = df.iloc[-1] previous_candle = df.iloc[-2] if ( ((0 <= sub_grind_count < max_sub_grinds) and (slice_profit_entry < rebuy_mode_sub_thresholds[sub_grind_count])) # 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"] < 40.0) and (last_candle["ROC_2"] > -0.0) and (last_candle["close"] < (last_candle["EMA_26"] * 0.988)) ) ): buy_amount = slice_amount * rebuy_mode_stakes[sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount <= max_stake: dp.send_msg( self.notification_msg( "rebuy", tag="r", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=config["stake_currency"], ) ) 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 self.derisk_enable and ( profit_stake < ( slice_amount * (self.rebuy_mode_derisk_futures if 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 dp.send_msg( f"❌​​ ​**Rebuy De-risk:** `Level 3`\n" f"🪙​ **Pair:** `{trade_pair}`\n" f"〽️​ **Rate:** `{exit_rate}`\n" f"💰 **Stake amount:** `{sell_amount}`\n" f"💵​ **Profit (stake):** `{profit_stake}`\n" f"💸 **Profit (percent):** `{(profit_ratio * 100.0):.2f}%`" ) log.info( f"Rebuy De-risk Level 3 [{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, "derisk_level_3" else: return -ft_sell_amount return None # Long Rebuy Adjust Trade Position v3 # --------------------------------------------------------------------------------------------- def long_rebuy_adjust_trade_position_v3( 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]: # Stake limits and rebuy amounts are margin, before leverage. dp = self.dp is_futures_mode = self.is_futures_mode config = self.config trade_pair = trade.pair trade_amount = trade.amount trade_leverage = trade.leverage # we already waiting for an order to get filled if trade.has_open_orders: return None min_stake = self.correct_min_stake(min_stake, trade_leverage) exit_rate = current_rate filled_orders, filled_entries, filled_exits, profit_values = self.profit_or_order_snapshot( trade, current_time, exit_rate ) count_of_entries = trade.nr_of_successful_entries count_of_exits = trade.nr_of_successful_exits if count_of_entries == 0: return None first_filled_order = filled_orders[0] last_filled_order = filled_orders[-1] last_filled_entry = filled_entries[-1] has_order_tags = hasattr(first_filled_order, "ft_order_tag") # The first exit is de-risk (providing the trade is still open) # Preserve the existing grind handoff budget after de-risk. if (count_of_exits > 0) and (filled_exits[0].ft_order_tag == "derisk_level_3"): return self.long_grind_adjust_trade_position_v3( trade, enter_tags, current_time, current_rate, current_profit, min_stake, max_stake / trade_leverage, current_entry_rate, current_exit_rate, current_entry_profit, current_exit_profit, ) if dp.runmode.value in ("live", "dry_run"): ticker = dp.ticker(trade_pair) if ("bid" in ticker) and ("ask" in ticker): exit_price_side = config["exit_pricing"]["price_side"] if trade.is_short: if exit_price_side in ["ask", "other"]: if ticker["ask"] is not None: exit_rate = ticker["ask"] else: if exit_price_side in ["bid", "other"]: if ticker["bid"] is not None: exit_rate = ticker["bid"] if profit_values is None: profit_values = self.calc_total_profit(trade, filled_entries, filled_exits, exit_rate) profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio = profit_values slice_amount = filled_entries[0].safe_filled * filled_entries[0].safe_price slice_profit = (exit_rate - last_filled_order.safe_price) / last_filled_order.safe_price slice_profit_entry = (exit_rate - last_filled_entry.safe_price) / last_filled_entry.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 stake_scale_leverage = trade_leverage if is_futures_mode else 1.0 if is_futures_mode: rebuy_mode_stakes = self.system_v3_rebuy_mode_stakes_futures rebuy_mode_sub_thresholds = self.system_v3_rebuy_mode_thresholds_futures else: rebuy_mode_stakes = self.system_v3_rebuy_mode_stakes_spot rebuy_mode_sub_thresholds = self.system_v3_rebuy_mode_thresholds_spot max_sub_grinds = len(rebuy_mode_stakes) 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 first_filled_order): 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 / stake_scale_leverage) > 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): df, _ = dp.get_analyzed_dataframe(trade_pair, self.timeframe) if len(df) >= 1: last_candle = df.iloc[-1] 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["RSI_3"] > 10.0) and (last_candle["RSI_3_15m"] > 10.0) and (last_candle["AROONU_14"] < 30.0) and (last_candle["AROONU_14_15m"] < 30.0) # and (last_candle["ROC_9"] > -5.0) # and (last_candle["ROC_9_15m"] > -5.0) # and (last_candle["close"] > (last_candle["close_max_12"] * 0.99)) and (last_candle["close"] < (last_candle["EMA_26"] * 0.988)) ) ): stake_currency = config["stake_currency"] stake_fmt = ".8f" if stake_currency in ("BTC", "ETH", "BNB", "SOL") else ".3f" send_notifications = not self.is_backtest_mode() buy_amount = slice_amount * rebuy_mode_stakes[sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount <= max_stake: if send_notifications: dp.send_msg( self.notification_msg( "rebuy", tag="r", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Rebuy (r) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) if has_order_tags: return buy_amount, "r" else: return buy_amount if self.derisk_enable and ( profit_stake < ( slice_amount * (self.system_v3_rebuy_mode_derisk_futures if is_futures_mode else self.system_v3_rebuy_mode_derisk_spot) ) / 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: stake_currency = config["stake_currency"] stake_fmt = ".8f" if stake_currency in ("BTC", "ETH", "BNB", "SOL") else ".3f" send_notifications = not self.is_backtest_mode() grind_profit = 0.0 if send_notifications: dp.send_msg( f"❌​​ ​**Rebuy De-risk:** `Level 3`\n" f"🪙​ **Pair:** `{trade_pair}`\n" f"〽️​ **Rate:** `{exit_rate}`\n" f"💰 **Stake amount:** `{sell_amount:{stake_fmt}}`\n" f"💵​ **Profit (stake):** `{profit_stake:{stake_fmt}}`\n" f"💸 **Profit (percent):** `{(profit_ratio * 100.0):.2f}%`" ) log.info( f"Rebuy De-risk Level 3 [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) if has_order_tags: return -ft_sell_amount, "derisk_level_3" else: return -ft_sell_amount return None # Long Rebuy Adjust Trade Position v4 # --------------------------------------------------------------------------------------------- def long_rebuy_adjust_trade_position_v4( 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]: # Stake limits and rebuy amounts are margin, before leverage. dp = self.dp is_futures_mode = self.is_futures_mode config = self.config trade_pair = trade.pair trade_amount = trade.amount trade_leverage = trade.leverage # we already waiting for an order to get filled if trade.has_open_orders: return None min_stake = self.correct_min_stake(min_stake, trade_leverage) exit_rate = current_rate filled_orders, filled_entries, filled_exits, profit_values = self.profit_or_order_snapshot( trade, current_time, exit_rate ) count_of_entries = trade.nr_of_successful_entries count_of_exits = trade.nr_of_successful_exits if count_of_entries == 0: return None first_filled_order = filled_orders[0] last_filled_order = filled_orders[-1] last_filled_entry = filled_entries[-1] has_order_tags = hasattr(first_filled_order, "ft_order_tag") # The first exit is de-risk (providing the trade is still open) # Preserve the existing grind handoff budget after de-risk. if (count_of_exits > 0) and (filled_exits[0].ft_order_tag == "derisk_level_3"): return self.long_grind_adjust_trade_position_v4( trade, enter_tags, current_time, current_rate, current_profit, min_stake, max_stake / trade_leverage, current_entry_rate, current_exit_rate, current_entry_profit, current_exit_profit, ) if dp.runmode.value in ("live", "dry_run"): ticker = dp.ticker(trade_pair) if ("bid" in ticker) and ("ask" in ticker): exit_price_side = config["exit_pricing"]["price_side"] if trade.is_short: if exit_price_side in ["ask", "other"]: if ticker["ask"] is not None: exit_rate = ticker["ask"] else: if exit_price_side in ["bid", "other"]: if ticker["bid"] is not None: exit_rate = ticker["bid"] if profit_values is None: profit_values = self.calc_total_profit(trade, filled_entries, filled_exits, exit_rate) profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio = profit_values slice_amount = filled_entries[0].safe_filled * filled_entries[0].safe_price slice_profit = (exit_rate - last_filled_order.safe_price) / last_filled_order.safe_price slice_profit_entry = (exit_rate - last_filled_entry.safe_price) / last_filled_entry.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 stake_scale_leverage = trade_leverage if is_futures_mode else 1.0 if is_futures_mode: rebuy_mode_stakes = self.system_v4_rebuy_mode_stakes_futures rebuy_mode_sub_thresholds = self.system_v4_rebuy_mode_thresholds_futures else: rebuy_mode_stakes = self.system_v4_rebuy_mode_stakes_spot rebuy_mode_sub_thresholds = self.system_v4_rebuy_mode_thresholds_spot max_sub_grinds = len(rebuy_mode_stakes) 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 first_filled_order): 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 / stake_scale_leverage) > 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]): df, _ = dp.get_analyzed_dataframe(trade_pair, self.timeframe) if len(df) >= 1: last_candle = df.iloc[-1] if ( (last_candle["protections_long_global"] == True) and (last_candle["RSI_3"] > 10.0) and (last_candle["RSI_3_15m"] > 10.0) and (last_candle["AROONU_14"] < 30.0) and (last_candle["AROONU_14_15m"] < 30.0) # and (last_candle["ROC_9"] > -5.0) # and (last_candle["ROC_9_15m"] > -5.0) # and (last_candle["close"] > (last_candle["close_max_12"] * 0.99)) and (last_candle["close"] < (last_candle["EMA_26"] * 0.988)) ): stake_currency = config["stake_currency"] stake_fmt = ".8f" if stake_currency in ("BTC", "ETH", "BNB", "SOL") else ".3f" send_notifications = not self.is_backtest_mode() buy_amount = slice_amount * rebuy_mode_stakes[sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount <= max_stake: if send_notifications: dp.send_msg( self.notification_msg( "rebuy", tag="r", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Rebuy (r) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) if has_order_tags: return buy_amount, "r" else: return buy_amount if self.derisk_enable and ( profit_stake < ( slice_amount * (self.system_v4_rebuy_mode_derisk_futures if is_futures_mode else self.system_v4_rebuy_mode_derisk_spot) ) / 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: stake_currency = config["stake_currency"] stake_fmt = ".8f" if stake_currency in ("BTC", "ETH", "BNB", "SOL") else ".3f" send_notifications = not self.is_backtest_mode() grind_profit = 0.0 if send_notifications: dp.send_msg( f"❌​​ ​**Rebuy De-risk:** `Level 3`\n" f"🪙​ **Pair:** `{trade_pair}`\n" f"〽️​ **Rate:** `{exit_rate}`\n" f"💰 **Stake amount:** `{sell_amount:{stake_fmt}}`\n" f"💵​ **Profit (stake):** `{profit_stake:{stake_fmt}}`\n" f"💸 **Profit (percent):** `{(profit_ratio * 100.0):.2f}%`" ) log.info( f"Rebuy De-risk Level 3 [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) if has_order_tags: return -ft_sell_amount, "derisk_level_3" 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_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade: "Trade", current_time: "datetime", enter_tags, ) -> tuple: mark_profit_target = self.mark_profit_target set_profit_target = self._set_profit_target exit_profit_target = self.exit_profit_target mode_name = self.short_normal_mode_name 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( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Main sell signals if not sell: sell, signal_name = self.short_exit_main( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Williams %R based sells if not sell: sell, signal_name = self.short_exit_williams_r( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Downtrend/descending based sells if not sell: sell, signal_name = self.short_exit_dec( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Stoplosses if not sell: sell, signal_name = self.short_exit_stoploss( mode_name, current_rate, profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio, max_profit, max_loss, filled_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade, current_time, enter_tags, ) cache = self.target_profit_cache cache_data = cache.data if cache is not None else None profit_target_get = cache_data.get if cache_data is not None else None # Profit Target Signal # Check if pair exist on target_profit_cache target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_rate = target_data["rate"] previous_profit = target_data["profit"] previous_sell_reason = target_data["sell_reason"] previous_time_profit_reached = datetime.fromisoformat(target_data["time_profit_reached"]) sell_max, signal_name_max = exit_profit_target( 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 == f"exit_{mode_name}_stoploss_u_e": if profit_ratio > (previous_profit + 0.005): mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target(pair, mark_signal, current_rate, profit_ratio, current_time) elif (profit_init_ratio > (previous_profit + 0.001)) and ( previous_sell_reason != f"exit_{mode_name}_stoploss_doom" ): # Update the target, raise it. mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 = "" target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_profit = target_data["profit"] previous_sell_reason = target_data["sell_reason"] if signal_name in [ f"exit_{mode_name}_stoploss_doom", f"exit_{mode_name}_stoploss_u_e", ] and ( previous_sell_reason not in [ f"exit_{mode_name}_stoploss_doom", f"exit_{mode_name}_stoploss_u_e", ] ): mark_pair, mark_signal = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_profit = target_data["profit"] if (previous_profit is None) or (previous_profit < profit_init_ratio): mark_signal = f"exit_profit_{mode_name}_max" set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time) if signal_name not in [ f"exit_profit_{mode_name}_max", f"exit_{mode_name}_stoploss_doom", f"exit_{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_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade: "Trade", current_time: "datetime", enter_tags, ) -> tuple: mark_profit_target = self.mark_profit_target set_profit_target = self._set_profit_target exit_profit_target = self.exit_profit_target mode_name = self.short_pump_mode_name 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( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Main sell signals if not sell: sell, signal_name = self.short_exit_main( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Williams %R based sells if not sell: sell, signal_name = self.short_exit_williams_r( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Downtrend/descending based sells if not sell: sell, signal_name = self.short_exit_dec( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Stoplosses if not sell: sell, signal_name = self.short_exit_stoploss( mode_name, current_rate, profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio, max_profit, max_loss, filled_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade, current_time, enter_tags, ) cache = self.target_profit_cache cache_data = cache.data if cache is not None else None profit_target_get = cache_data.get if cache_data is not None else None # Profit Target Signal # Check if pair exist on target_profit_cache target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_rate = target_data["rate"] previous_profit = target_data["profit"] previous_sell_reason = target_data["sell_reason"] previous_time_profit_reached = datetime.fromisoformat(target_data["time_profit_reached"]) sell_max, signal_name_max = exit_profit_target( 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 == f"exit_{mode_name}_stoploss_u_e": if profit_ratio > (previous_profit + 0.005): mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target(pair, mark_signal, current_rate, profit_ratio, current_time) elif (profit_init_ratio > (previous_profit + 0.001)) and ( previous_sell_reason != f"exit_{mode_name}_stoploss_doom" ): # Update the target, raise it. mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_profit = target_data["profit"] if signal_name in [ f"exit_{mode_name}_stoploss_doom", f"exit_{mode_name}_stoploss_u_e", ]: mark_pair, mark_signal = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_profit = target_data["profit"] if (previous_profit is None) or (previous_profit < profit_init_ratio): mark_signal = f"exit_profit_{mode_name}_max" set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time) if signal_name not in [ f"exit_profit_{mode_name}_max", f"exit_{mode_name}_stoploss_doom", f"exit_{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_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade: "Trade", current_time: "datetime", enter_tags, ) -> tuple: mark_profit_target = self.mark_profit_target set_profit_target = self._set_profit_target exit_profit_target = self.exit_profit_target mode_name = self.short_quick_mode_name 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( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Main sell signals if not sell: sell, signal_name = self.short_exit_main( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Williams %R based sells if not sell: sell, signal_name = self.short_exit_williams_r( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Downtrend/descending based sells if not sell: sell, signal_name = self.short_exit_dec( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Stoplosses if not sell: sell, signal_name = self.short_exit_stoploss( mode_name, current_rate, profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio, max_profit, max_loss, filled_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Extra sell logic if not sell: last_rsi_14 = last_candle["RSI_14"] last_rsi_3 = last_candle["RSI_3"] last_rsi_3_15m = last_candle["RSI_3_15m"] last_willr_14 = last_candle["WILLR_14"] if (0.09 >= profit_init_ratio > 0.02) and (last_rsi_14 < 22.0): sell, signal_name = True, f"exit_{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_{mode_name}_q_2" elif (0.09 >= profit_init_ratio > 0.02) and (last_willr_14 <= -99.9): sell, signal_name = True, f"exit_{mode_name}_q_3" elif ( (0.09 >= profit_init_ratio > 0.02) and (last_rsi_14 <= 18.0) and (last_rsi_3 < 10.0) and (last_rsi_3_15m < 10.0) ): sell, signal_name = True, f"exit_{mode_name}_q_4" elif (0.09 >= profit_init_ratio > 0.02) and (last_rsi_3_15m < 4.0): sell, signal_name = True, f"exit_{mode_name}_q_5" elif (0.09 >= profit_init_ratio > 0.02) and (last_rsi_3 < 15.0) and (last_rsi_3_15m < 15.0): sell, signal_name = True, f"exit_{mode_name}_q_6" elif (0.09 >= profit_init_ratio > 0.02) and (last_rsi_3 < 10.0) and (last_rsi_3_15m < 20.0): sell, signal_name = True, f"exit_{mode_name}_q_7" elif (0.09 >= profit_init_ratio > 0.02) and (last_rsi_3 < 8.0) and (last_rsi_3_15m < 25.0): sell, signal_name = True, f"exit_{mode_name}_q_8" elif (0.09 >= profit_init_ratio > 0.02) and (last_rsi_3 < 6.0) and (last_rsi_3_15m < 30.0): sell, signal_name = True, f"exit_{mode_name}_q_9" elif (0.09 >= profit_init_ratio > 0.02) and (last_rsi_3 < 1.0): sell, signal_name = True, f"exit_{mode_name}_q_10" cache = self.target_profit_cache cache_data = cache.data if cache is not None else None profit_target_get = cache_data.get if cache_data is not None else None # Profit Target Signal # Check if pair exist on target_profit_cache target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_rate = target_data["rate"] previous_profit = target_data["profit"] previous_sell_reason = target_data["sell_reason"] previous_time_profit_reached = datetime.fromisoformat(target_data["time_profit_reached"]) sell_max, signal_name_max = exit_profit_target( 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 == f"exit_{mode_name}_stoploss_u_e": if profit_ratio > (previous_profit + 0.001): mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target(pair, mark_signal, current_rate, profit_ratio, current_time) elif (profit_init_ratio > (previous_profit + 0.001)) and ( previous_sell_reason != f"exit_{mode_name}_stoploss_doom" ): # Update the target, raise it. mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 = "" target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_profit = target_data["profit"] previous_sell_reason = target_data["sell_reason"] if signal_name in [ f"exit_{mode_name}_stoploss_doom", f"exit_{mode_name}_stoploss_u_e", ] and ( previous_sell_reason not in [ f"exit_{mode_name}_stoploss_doom", f"exit_{mode_name}_stoploss_u_e", ] ): mark_pair, mark_signal = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_profit = target_data["profit"] if (previous_profit is None) or (previous_profit < profit_init_ratio): mark_signal = f"exit_profit_{mode_name}_max" set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time) if signal_name not in [ f"exit_profit_{mode_name}_max", f"exit_{mode_name}_stoploss_doom", f"exit_{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, trade: "Trade", current_time: "datetime", enter_tags, ) -> tuple: is_futures_mode = self.is_futures_mode trade_leverage = trade.leverage mark_profit_target = self.mark_profit_target set_profit_target = self._set_profit_target exit_profit_target = self.exit_profit_target mode_name = self.short_rebuy_mode_name is_backtest = self.is_backtest_mode() is_system_v3, is_system_v3_1, is_system_v3_2 = self.get_system_version_flags(trade) is_system_v4 = self.is_system_v4(trade) sell = False # Original sell signals sell, signal_name = self.short_exit_signals( mode_name, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Main sell signals if not sell: sell, signal_name = self.short_exit_main( mode_name, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Williams %R based sells if not sell: sell, signal_name = self.short_exit_williams_r( mode_name, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Downtrend/descending based sells if not sell: sell, signal_name = self.short_exit_dec( mode_name, profit_current_stake_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Stoplosses if not sell: entry_cost = filled_entries[0].safe_filled * filled_entries[0].safe_price if is_system_v4: if self.system_v4_stops_enable and profit_stake < -( entry_cost * ( self.system_v4_stop_threshold_futures_rebuy if is_futures_mode else self.system_v4_stop_threshold_spot_rebuy ) / trade_leverage ): sell, signal_name = True, f"exit_{mode_name}_stoploss_doom" elif is_system_v3_2: if self.system_v3_2_stops_enable and profit_stake < -( entry_cost * ( self.system_v3_2_stop_threshold_futures_rebuy if is_futures_mode else self.system_v3_2_stop_threshold_spot_rebuy ) / trade_leverage ): sell, signal_name = True, f"exit_{mode_name}_stoploss_doom" elif is_system_v3_1: if profit_stake < -( entry_cost * ( self.system_v3_1_stop_threshold_futures_rebuy if is_futures_mode else self.system_v3_1_stop_threshold_spot_rebuy ) / trade_leverage ): sell, signal_name = True, f"exit_{mode_name}_stoploss_doom" elif is_system_v3: if profit_stake < -( entry_cost * ( self.system_v3_stop_threshold_futures_rebuy if is_futures_mode else self.system_v3_stop_threshold_spot_rebuy ) / trade_leverage ): sell, signal_name = True, f"exit_{mode_name}_stoploss_doom" else: if ( profit_stake < -( entry_cost * (self.stop_threshold_futures_rebuy if is_futures_mode else self.stop_threshold_spot_rebuy) / trade_leverage ) # temporary and (is_backtest or trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13)) ): sell, signal_name = True, f"exit_{mode_name}_stoploss_doom" cache = self.target_profit_cache cache_data = cache.data if cache is not None else None profit_target_get = cache_data.get if cache_data is not None else None # Profit Target Signal # Check if pair exist on target_profit_cache target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_rate = target_data["rate"] previous_profit = target_data["profit"] previous_sell_reason = target_data["sell_reason"] previous_time_profit_reached = datetime.fromisoformat(target_data["time_profit_reached"]) sell_max, signal_name_max = exit_profit_target( 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 == f"exit_{mode_name}_stoploss_u_e": if profit_ratio > (previous_profit + 0.001): mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target(pair, mark_signal, current_rate, profit_ratio, current_time) elif (profit_init_ratio > (previous_profit + 0.001)) and ( previous_sell_reason != f"exit_{mode_name}_stoploss_doom" ): # Update the target, raise it. mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_profit = target_data["profit"] if signal_name in [ f"exit_{mode_name}_stoploss_doom", f"exit_{mode_name}_stoploss_u_e", ]: mark_pair, mark_signal = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_profit = target_data["profit"] if (previous_profit is None) or (previous_profit < profit_init_ratio): mark_signal = f"exit_profit_{mode_name}_max" set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time) if signal_name not in [ f"exit_profit_{mode_name}_max", f"exit_{mode_name}_stoploss_doom", f"exit_{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_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_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade: "Trade", current_time: "datetime", enter_tags, ) -> tuple: mark_profit_target = self.mark_profit_target set_profit_target = self._set_profit_target exit_profit_target = self.exit_profit_target mode_name = self.short_high_profit_mode_name sell = False # Original sell signals sell, signal_name = self.short_exit_signals( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Main sell signals if not sell: sell, signal_name = self.short_exit_main( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Williams %R based sells if not sell: sell, signal_name = self.short_exit_williams_r( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Stoplosses if not sell: sell, signal_name = self.short_exit_stoploss( mode_name, current_rate, profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio, max_profit, max_loss, filled_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade, current_time, enter_tags, ) cache = self.target_profit_cache cache_data = cache.data if cache is not None else None profit_target_get = cache_data.get if cache_data is not None else None # Profit Target Signal # Check if pair exist on target_profit_cache target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_rate = target_data["rate"] previous_profit = target_data["profit"] previous_sell_reason = target_data["sell_reason"] previous_time_profit_reached = datetime.fromisoformat(target_data["time_profit_reached"]) sell_max, signal_name_max = exit_profit_target( 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 == f"exit_{mode_name}_stoploss_u_e": if profit_ratio > (previous_profit + 0.001): mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target(pair, mark_signal, current_rate, profit_ratio, current_time) elif (profit_init_ratio > (previous_profit + 0.001)) and ( previous_sell_reason != f"exit_{mode_name}_stoploss_doom" ): # Update the target, raise it. mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_profit = target_data["profit"] if signal_name in [ f"exit_{mode_name}_stoploss_doom", f"exit_{mode_name}_stoploss_u_e", ]: mark_pair, mark_signal = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_profit = target_data["profit"] if (previous_profit is None) or (previous_profit < profit_init_ratio): mark_signal = f"exit_profit_{mode_name}_max" set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time) if signal_name not in [ f"exit_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, trade: "Trade", current_time: "datetime", enter_tags, ) -> tuple: is_futures_mode = self.is_futures_mode stops_enable = self.stops_enable trade_leverage = trade.leverage mark_profit_target = self.mark_profit_target set_profit_target = self._set_profit_target exit_profit_target = self.exit_profit_target mode_name = self.short_rapid_mode_name is_backtest = self.is_backtest_mode() is_system_v3, is_system_v3_1, is_system_v3_2 = self.get_system_version_flags(trade) is_system_v4 = self.is_system_v4(trade) sell = False signal_name = None # if the profit is negative skip checking these if profit_init_ratio > 0.0: # Original sell signals sell, signal_name = self.short_exit_signals( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Main sell signals if not sell: sell, signal_name = self.short_exit_main( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Williams %R based sells if not sell: sell, signal_name = self.short_exit_williams_r( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Downtrend/descending based sells if not sell: sell, signal_name = self.short_exit_dec( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Extra exit logic if not sell: last_rsi_14 = last_candle["RSI_14"] last_rsi_3 = last_candle["RSI_3"] last_rsi_3_15m = last_candle["RSI_3_15m"] last_willr_14 = last_candle["WILLR_14"] if (0.09 >= profit_init_ratio > 0.005) and (last_rsi_14 < 22.0): sell, signal_name = True, f"exit_{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_{mode_name}_rpd_2" elif (0.09 >= profit_init_ratio > 0.005) and (last_willr_14 <= -99.9): sell, signal_name = True, f"exit_{mode_name}_rpd_3" elif ( (0.09 >= profit_init_ratio > 0.005) and (last_rsi_14 <= 28.0) and (last_rsi_3 < 10.0) and (last_rsi_3_15m < 10.0) ): sell, signal_name = True, f"exit_{mode_name}_rpd_4" elif (0.09 >= profit_init_ratio > 0.005) and (last_rsi_3_15m < 4.0): sell, signal_name = True, f"exit_{mode_name}_rpd_5" elif (0.09 >= profit_init_ratio > 0.005) and (last_rsi_3 < 15.0) and (last_rsi_3_15m < 15.0): sell, signal_name = True, f"exit_{mode_name}_rpd_6" elif (0.09 >= profit_init_ratio > 0.005) and (last_rsi_3 < 10.0) and (last_rsi_3_15m < 20.0): sell, signal_name = True, f"exit_{mode_name}_rpd_7" elif (0.09 >= profit_init_ratio > 0.005) and (last_rsi_3 < 8.0) and (last_rsi_3_15m < 25.0): sell, signal_name = True, f"exit_{mode_name}_rpd_8" elif (0.09 >= profit_init_ratio > 0.005) and (last_rsi_3 < 6.0) and (last_rsi_3_15m < 30.0): sell, signal_name = True, f"exit_{mode_name}_rpd_9" elif (0.09 >= profit_init_ratio > 0.005) and (last_rsi_3 < 1.0): sell, signal_name = True, f"exit_{mode_name}_rpd_10" entry_cost = filled_entries[0].safe_filled * filled_entries[0].safe_price if is_system_v4: # Stoplosses if self.system_v4_stops_enable and ( profit_stake < -( entry_cost * ( self.system_v4_stop_threshold_rapid_futures if is_futures_mode else self.system_v4_stop_threshold_rapid_spot ) / trade_leverage ) ): sell, signal_name = True, f"exit_{mode_name}_stoploss_doom" elif is_system_v3_2: # Stoplosses if self.system_v3_2_stops_enable and ( profit_stake < -( entry_cost * ( self.system_v3_2_stop_threshold_rapid_futures if is_futures_mode else self.system_v3_2_stop_threshold_rapid_spot ) / trade_leverage ) ): sell, signal_name = True, f"exit_{mode_name}_stoploss_doom" elif is_system_v3_1: # Stoplosses if stops_enable and ( profit_stake < -( entry_cost * ( self.system_v3_1_stop_threshold_rapid_futures if is_futures_mode else self.system_v3_1_stop_threshold_rapid_spot ) / trade_leverage ) ): sell, signal_name = True, f"exit_{mode_name}_stoploss_doom" elif is_system_v3: # Stoplosses if stops_enable and ( profit_stake < -( entry_cost * ( self.system_v3_stop_threshold_rapid_futures if is_futures_mode else self.system_v3_stop_threshold_rapid_spot ) / trade_leverage ) ): sell, signal_name = True, f"exit_{mode_name}_stoploss_doom" else: # Stoplosses if ( ( stops_enable and ( profit_stake < -( entry_cost * (self.stop_threshold_rapid_futures if is_futures_mode else self.stop_threshold_rapid_spot) ) ) ) # temporary and (is_backtest or trade.open_date_utc.replace(tzinfo=None) >= datetime(2024, 9, 13)) ): sell, signal_name = True, f"exit_{mode_name}_stoploss_doom" cache = self.target_profit_cache cache_data = cache.data if cache is not None else None profit_target_get = cache_data.get if cache_data is not None else None # Profit Target Signal # Check if pair exist on target_profit_cache target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_rate = target_data["rate"] previous_profit = target_data["profit"] previous_sell_reason = target_data["sell_reason"] previous_time_profit_reached = datetime.fromisoformat(target_data["time_profit_reached"]) sell_max, signal_name_max = exit_profit_target( 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 == f"exit_{mode_name}_stoploss_u_e": if profit_ratio > (previous_profit + 0.001): mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target(pair, mark_signal, current_rate, profit_ratio, current_time) elif (profit_init_ratio > (previous_profit + 0.001)) and ( previous_sell_reason != f"exit_{mode_name}_stoploss_doom" ): # Update the target, raise it. mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 = "" target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_profit = target_data["profit"] previous_sell_reason = target_data["sell_reason"] if signal_name in [ f"exit_{mode_name}_stoploss_doom", f"exit_{mode_name}_stoploss_u_e", ] and ( previous_sell_reason not in [ f"exit_{mode_name}_stoploss_doom", f"exit_{mode_name}_stoploss_u_e", ] ): mark_pair, mark_signal = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_profit = target_data["profit"] if (previous_profit is None) or (previous_profit < profit_init_ratio): mark_signal = f"exit_profit_{mode_name}_max" set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time) if signal_name not in [ f"exit_profit_{mode_name}_max", f"exit_{mode_name}_stoploss_doom", f"exit_{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_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, 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_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade: "Trade", current_time: "datetime", enter_tags, ) -> tuple: mark_profit_target = self.mark_profit_target set_profit_target = self._set_profit_target exit_profit_target = self.exit_profit_target mode_name = self.short_top_coins_mode_name sell = False # Original sell signals sell, signal_name = self.short_exit_signals( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Main sell signals if not sell: sell, signal_name = self.short_exit_main( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Williams %R based sells if not sell: sell, signal_name = self.short_exit_williams_r( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Downtrend/descending based sells if not sell: sell, signal_name = self.short_exit_dec( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Stoplosses if not sell: sell, signal_name = self.short_exit_stoploss( mode_name, current_rate, profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio, max_profit, max_loss, filled_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade, current_time, enter_tags, ) cache = self.target_profit_cache cache_data = cache.data if cache is not None else None profit_target_get = cache_data.get if cache_data is not None else None # Profit Target Signal # Check if pair exist on target_profit_cache target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_rate = target_data["rate"] previous_profit = target_data["profit"] previous_sell_reason = target_data["sell_reason"] previous_time_profit_reached = datetime.fromisoformat(target_data["time_profit_reached"]) sell_max, signal_name_max = exit_profit_target( 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 == f"exit_{mode_name}_stoploss_u_e": if profit_ratio > (previous_profit + 0.005): mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target(pair, mark_signal, current_rate, profit_ratio, current_time) elif (profit_init_ratio > (previous_profit + 0.001)) and ( previous_sell_reason != f"exit_{mode_name}_stoploss_doom" ): # Update the target, raise it. mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 = "" target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_profit = target_data["profit"] previous_sell_reason = target_data["sell_reason"] if signal_name in [ f"exit_{mode_name}_stoploss_doom", f"exit_{mode_name}_stoploss_u_e", ] and ( previous_sell_reason not in [ f"exit_{mode_name}_stoploss_doom", f"exit_{mode_name}_stoploss_u_e", ] ): mark_pair, mark_signal = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_profit = target_data["profit"] if (previous_profit is None) or (previous_profit < profit_init_ratio): mark_signal = f"exit_profit_{mode_name}_max" set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time) if signal_name not in [ f"exit_profit_{mode_name}_max", f"exit_{mode_name}_stoploss_doom", f"exit_{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 Scalp # --------------------------------------------------------------------------------------------- def short_exit_scalp( 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, trade: "Trade", current_time: "datetime", enter_tags, ) -> tuple: is_futures_mode = self.is_futures_mode trade_leverage = trade.leverage mark_profit_target = self.mark_profit_target set_profit_target = self._set_profit_target exit_profit_target = self.exit_profit_target mode_name = self.short_scalp_mode_name is_system_v3, is_system_v3_1, is_system_v3_2 = self.get_system_version_flags(trade) is_system_v4 = self.is_system_v4(trade) sell = False # Original sell signals sell, signal_name = self.short_exit_signals( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Main sell signals if not sell: sell, signal_name = self.short_exit_main( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Williams %R based sells if not sell: sell, signal_name = self.short_exit_williams_r( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Downtrend/descending based sells if not sell: sell, signal_name = self.short_exit_dec( mode_name, profit_init_ratio, max_profit, max_loss, last_candle, previous_candle_1, trade, current_time, enter_tags, ) # Extra exit logic if not sell: entry_cost = filled_entries[0].safe_filled * filled_entries[0].safe_price if is_system_v4: # Stoplosses if self.system_v4_stops_enable and ( profit_stake < -( entry_cost * ( self.system_v4_stop_threshold_scalp_futures if is_futures_mode else self.system_v4_stop_threshold_scalp_spot ) / trade_leverage ) ): sell, signal_name = True, f"exit_{mode_name}_stoploss_doom" elif is_system_v3_2: # Stoplosses if self.system_v3_2_stops_enable and ( profit_stake < -( entry_cost * ( self.system_v3_2_stop_threshold_scalp_futures if is_futures_mode else self.system_v3_2_stop_threshold_scalp_spot ) / trade_leverage ) ): sell, signal_name = True, f"exit_{mode_name}_stoploss_doom" elif is_system_v3_1: # Stoplosses if profit_stake < -( entry_cost * ( self.system_v3_1_stop_threshold_scalp_futures if is_futures_mode else self.system_v3_1_stop_threshold_scalp_spot ) / trade_leverage ): sell, signal_name = True, f"exit_{mode_name}_stoploss_doom" elif is_system_v3: # Stoplosses if profit_stake < -( entry_cost * ( self.system_v3_stop_threshold_scalp_futures if is_futures_mode else self.system_v3_stop_threshold_scalp_spot ) / trade_leverage ): sell, signal_name = True, f"exit_{mode_name}_stoploss_doom" else: # Stoplosses if profit_stake < -( entry_cost * (self.stop_threshold_scalp_futures if is_futures_mode else self.stop_threshold_scalp_spot) # / (trade.leverage if self.is_futures_mode else 1.0) ): sell, signal_name = True, f"exit_{mode_name}_stoploss_doom" cache = self.target_profit_cache cache_data = cache.data if cache is not None else None profit_target_get = cache_data.get if cache_data is not None else None # Profit Target Signal # Check if pair exist on target_profit_cache target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_rate = target_data["rate"] previous_profit = target_data["profit"] previous_sell_reason = target_data["sell_reason"] previous_time_profit_reached = datetime.fromisoformat(target_data["time_profit_reached"]) sell_max, signal_name_max = exit_profit_target( 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 == f"exit_{mode_name}_stoploss_u_e": if profit_ratio > (previous_profit + 0.005): mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: set_profit_target(pair, mark_signal, current_rate, profit_ratio, current_time) elif (profit_init_ratio > (previous_profit + 0.001)) and ( previous_sell_reason != f"exit_{mode_name}_stoploss_doom" ): # Update the target, raise it. mark_pair, mark_signal = mark_profit_target( mode_name, pair, True, previous_sell_reason, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_profit = target_data["profit"] if signal_name in [ f"exit_{mode_name}_stoploss_doom", f"exit_{mode_name}_stoploss_u_e", ]: mark_pair, mark_signal = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 = mark_profit_target( mode_name, pair, sell, signal_name, trade, current_time, current_rate, profit_init_ratio, last_candle, previous_candle_1, ) if mark_pair: 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 target_data = profit_target_get(pair) if profit_target_get is not None else None if target_data is not None: previous_profit = target_data["profit"] if (previous_profit is None) or (previous_profit < profit_init_ratio): mark_signal = f"exit_profit_{mode_name}_max" set_profit_target(pair, mark_signal, current_rate, profit_init_ratio, current_time) if signal_name not in [ f"exit_profit_{mode_name}_max", f"exit_{mode_name}_stoploss_doom", f"exit_{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, trade: "Trade", current_time: "datetime", buy_tag, ) -> tuple: last_rsi_14 = last_candle["RSI_14"] last_close = last_candle["close"] last_ema_200 = last_candle["EMA_200"] last_ema_50 = last_candle["EMA_50"] last_rsi_14_1h = last_candle["RSI_14_1h"] last_bbl_20 = last_candle["BBL_20_2.0"] last_bbl_20_1h = last_candle["BBL_20_2.0_1h"] bb_below_count = last_candle["BB_BELOW_COUNT"] current_profit_gt_0_01 = current_profit > 0.01 # Sell signal 1 if (last_rsi_14 < 16.0) and (last_close < last_bbl_20) and bb_below_count >= 5: if last_close < last_ema_200: if current_profit_gt_0_01: return True, f"exit_{mode_name}_1_1_1" else: if current_profit_gt_0_01: return True, f"exit_{mode_name}_1_2_1" # Sell signal 2 elif (last_rsi_14 < 14.0) and (last_close < last_bbl_20) and bb_below_count >= 3: if last_close < last_ema_200: if current_profit_gt_0_01: return True, f"exit_{mode_name}_2_1_1" else: if current_profit_gt_0_01: return True, f"exit_{mode_name}_2_2_1" # Sell signal 3 elif last_rsi_14 < 12.0: if last_close < last_ema_200: if current_profit_gt_0_01: return True, f"exit_{mode_name}_3_1_1" else: if current_profit_gt_0_01: return True, f"exit_{mode_name}_3_2_1" # Sell signal 4 elif (last_rsi_14 < 16.0) and (last_rsi_14_1h < 20.0): if last_close < last_ema_200: if current_profit_gt_0_01: return True, f"exit_{mode_name}_4_1_1" else: if current_profit_gt_0_01: return True, f"exit_{mode_name}_4_2_1" # Sell signal 6 elif (last_close > last_ema_200) and (last_close < last_ema_50) and (last_rsi_14 < 21.0): if current_profit_gt_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_gt_0_01: # return True, f"exit_{mode_name}_7_1_1" # else: # if current_profit_gt_0_01: # return True, f"exit_{mode_name}_7_2_1" # Sell signal 8 elif last_close < last_bbl_20_1h * 0.86: if last_close < last_ema_200: if current_profit_gt_0_01: return True, f"exit_{mode_name}_8_1_1" else: if current_profit_gt_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, trade: "Trade", current_time: "datetime", buy_tag, ) -> tuple: last_rsi_14 = last_candle["RSI_14"] last_close = last_candle["close"] last_ema_200 = last_candle["EMA_200"] if last_close < last_ema_200: if 0.01 > current_profit >= 0.001: if last_rsi_14 > 90.0: return True, f"exit_{mode_name}_o_0" elif 0.02 > current_profit >= 0.01: if last_rsi_14 > 72.0: return True, f"exit_{mode_name}_o_1" elif 0.03 > current_profit >= 0.02: if last_rsi_14 > 70.0: return True, f"exit_{mode_name}_o_2" elif 0.04 > current_profit >= 0.03: if last_rsi_14 > 68.0: return True, f"exit_{mode_name}_o_3" elif 0.05 > current_profit >= 0.04: if last_rsi_14 > 66.0: return True, f"exit_{mode_name}_o_4" elif 0.06 > current_profit >= 0.05: if last_rsi_14 > 64.0: return True, f"exit_{mode_name}_o_5" elif 0.07 > current_profit >= 0.06: if last_rsi_14 > 62.0: return True, f"exit_{mode_name}_o_6" elif 0.08 > current_profit >= 0.07: if last_rsi_14 > 60.0: return True, f"exit_{mode_name}_o_7" elif 0.09 > current_profit >= 0.08: if last_rsi_14 > 58.0: return True, f"exit_{mode_name}_o_8" elif 0.1 > current_profit >= 0.09: if last_rsi_14 > 56.0: return True, f"exit_{mode_name}_o_9" elif 0.12 > current_profit >= 0.1: if last_rsi_14 > 54.0: return True, f"exit_{mode_name}_o_10" elif 0.2 > current_profit >= 0.12: if last_rsi_14 > 56.0: return True, f"exit_{mode_name}_o_11" elif current_profit >= 0.2: if last_rsi_14 > 58.0: return True, f"exit_{mode_name}_o_12" elif last_close > last_ema_200: if 0.01 > current_profit >= 0.001: if last_rsi_14 > 88.0: return True, f"exit_{mode_name}_u_0" elif 0.02 > current_profit >= 0.01: if last_rsi_14 > 70.0: return True, f"exit_{mode_name}_u_1" elif 0.03 > current_profit >= 0.02: if last_rsi_14 > 68.0: return True, f"exit_{mode_name}_u_2" elif 0.04 > current_profit >= 0.03: if last_rsi_14 > 66.0: return True, f"exit_{mode_name}_u_3" elif 0.05 > current_profit >= 0.04: if last_rsi_14 > 64.0: return True, f"exit_{mode_name}_u_4" elif 0.06 > current_profit >= 0.05: if last_rsi_14 > 62.0: return True, f"exit_{mode_name}_u_5" elif 0.07 > current_profit >= 0.06: if last_rsi_14 > 60.0: return True, f"exit_{mode_name}_u_6" elif 0.08 > current_profit >= 0.07: if last_rsi_14 > 58.0: return True, f"exit_{mode_name}_u_7" elif 0.09 > current_profit >= 0.08: if last_rsi_14 > 56.0: return True, f"exit_{mode_name}_u_8" elif 0.1 > current_profit >= 0.09: if last_rsi_14 > 54.0: return True, f"exit_{mode_name}_u_9" elif 0.12 > current_profit >= 0.1: if last_rsi_14 > 52.0: return True, f"exit_{mode_name}_u_10" elif 0.2 > current_profit >= 0.12: if last_rsi_14 > 54.0: return True, f"exit_{mode_name}_u_11" elif current_profit >= 0.2: if last_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, trade: "Trade", current_time: "datetime", buy_tag, ) -> tuple: last_stochrsi_k = last_candle["STOCHRSIk_14_14_3_3"] last_willr_480 = last_candle["WILLR_480"] last_aroonu_14_4h = last_candle["AROONU_14_4h"] if 0.01 > current_profit >= 0.001: if (last_stochrsi_k < 5.0) and (last_willr_480 < -99.0) and (last_aroonu_14_4h < 5.0): return True, f"exit_{mode_name}_w_0_1" elif 0.02 > current_profit >= 0.01: if (last_stochrsi_k < 5.0) and (last_willr_480 < -99.0) and (last_aroonu_14_4h < 5.0): return True, f"exit_{mode_name}_w_1_1" elif 0.03 > current_profit >= 0.02: if (last_stochrsi_k < 5.0) and (last_willr_480 < -99.0) and (last_aroonu_14_4h < 5.0): return True, f"exit_{mode_name}_w_2_1" elif 0.04 > current_profit >= 0.03: if (last_stochrsi_k < 5.0) and (last_willr_480 < -99.0) and (last_aroonu_14_4h < 5.0): return True, f"exit_{mode_name}_w_3_1" elif 0.05 > current_profit >= 0.04: if (last_stochrsi_k < 5.0) and (last_willr_480 < -99.0) and (last_aroonu_14_4h < 5.0): return True, f"exit_{mode_name}_w_4_1" elif 0.06 > current_profit >= 0.05: if (last_stochrsi_k < 10.0) and (last_willr_480 < -99.0) and (last_aroonu_14_4h < 10.0): return True, f"exit_{mode_name}_w_5_1" elif 0.07 > current_profit >= 0.06: if (last_stochrsi_k < 10.0) and (last_willr_480 < -99.0) and (last_aroonu_14_4h < 10.0): return True, f"exit_{mode_name}_w_6_1" elif 0.08 > current_profit >= 0.07: if (last_stochrsi_k < 10.0) and (last_willr_480 < -99.0) and (last_aroonu_14_4h < 10.0): return True, f"exit_{mode_name}_w_7_1" elif 0.09 > current_profit >= 0.08: if (last_stochrsi_k < 10.0) and (last_willr_480 < -99.0) and (last_aroonu_14_4h < 10.0): return True, f"exit_{mode_name}_w_8_1" elif 0.1 > current_profit >= 0.09: if (last_stochrsi_k < 10.0) and (last_willr_480 < -99.0) and (last_aroonu_14_4h < 10.0): return True, f"exit_{mode_name}_w_9_1" elif 0.12 > current_profit >= 0.1: if (last_stochrsi_k < 10.0) and (last_willr_480 < -99.0) and (last_aroonu_14_4h < 10.0): return True, f"exit_{mode_name}_w_10_1" elif 0.2 > current_profit >= 0.12: if (last_stochrsi_k < 10.0) and (last_willr_480 < -99.0) and (last_aroonu_14_4h < 10.0): return True, f"exit_{mode_name}_w_11_1" elif current_profit >= 0.2: if (last_stochrsi_k < 10.0) and (last_willr_480 < -99.0) and (last_aroonu_14_4h < 10.0): return True, f"exit_{mode_name}_w_12_1" # 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, trade: "Trade", current_time: "datetime", buy_tag, ) -> tuple: last_sma_200_inc = last_candle["SMA_200_inc_24"] last_rsi_14 = last_candle["RSI_14"] last_stochrsi_k = last_candle["STOCHRSIk_14_14_3_3"] last_aroonu_14 = last_candle["AROONU_14"] last_sma_200_inc_1h = last_candle["SMA_200_inc_12_1h"] last_sma_200_inc_4h = last_candle["SMA_200_inc_6_4h"] last_rsi_3 = last_candle["RSI_3"] last_rsi_3_1h = last_candle["RSI_3_1h"] last_rsi_3_4h = last_candle["RSI_3_4h"] if 0.01 > current_profit >= 0.001: if ( last_sma_200_inc and last_sma_200_inc_1h and last_sma_200_inc_4h and (last_rsi_14 < 18.0) and (last_stochrsi_k < 5.0) and (last_aroonu_14 < 5.0) ): return True, f"exit_{mode_name}_d_0_1" if ( (last_rsi_3 < 2.0) and (last_stochrsi_k < 2.0) and (last_rsi_3_4h > 70.0) and (last_rsi_3_1h > 80.0) and last_sma_200_inc and last_sma_200_inc_1h ): return True, f"exit_{mode_name}_d_0_2" elif 0.02 > current_profit >= 0.01: if ( last_sma_200_inc and last_sma_200_inc_1h and last_sma_200_inc_4h and (last_rsi_14 < 20.0) and (last_stochrsi_k < 5.0) and (last_aroonu_14 < 5.0) ): return True, f"exit_{mode_name}_d_1_1" if ( (last_rsi_3 < 2.0) and (last_stochrsi_k < 2.0) and (last_rsi_3_4h > 70.0) and (last_rsi_3_1h > 80.0) and last_sma_200_inc and last_sma_200_inc_1h ): return True, f"exit_{mode_name}_d_1_2" elif 0.03 > current_profit >= 0.02: if ( last_sma_200_inc and last_sma_200_inc_1h and last_sma_200_inc_4h and (last_rsi_14 < 22.0) and (last_stochrsi_k < 5.0) and (last_aroonu_14 < 5.0) ): return True, f"exit_{mode_name}_d_2_1" if ( (last_rsi_3 < 2.0) and (last_stochrsi_k < 2.0) and (last_rsi_3_4h > 70.0) and (last_rsi_3_1h > 80.0) and last_sma_200_inc and last_sma_200_inc_1h ): return True, f"exit_{mode_name}_d_2_2" elif 0.04 > current_profit >= 0.03: if last_sma_200_inc and (last_rsi_14 < 24.0) and (last_stochrsi_k < 5.0) and (last_aroonu_14 < 10.0): return True, f"exit_{mode_name}_d_3_1" if ( (last_rsi_3 < 5.0) and (last_stochrsi_k < 10.0) and (last_rsi_3_4h > 70.0) and last_sma_200_inc and last_sma_200_inc_1h ): return True, f"exit_{mode_name}_d_3_2" elif 0.05 > current_profit >= 0.04: if last_sma_200_inc and (last_rsi_14 < 26.0) and (last_stochrsi_k < 8.0) and (last_aroonu_14 < 10.0): return True, f"exit_{mode_name}_d_4_1" if ( (last_rsi_3 < 5.0) and (last_stochrsi_k < 10.0) and (last_rsi_3_4h > 70.0) and last_sma_200_inc and last_sma_200_inc_1h ): return True, f"exit_{mode_name}_d_4_2" elif 0.06 > current_profit >= 0.05: if last_sma_200_inc and (last_stochrsi_k < 5.0) and (last_aroonu_14 < 10.0): return True, f"exit_{mode_name}_d_5_1" if ( (last_rsi_3 < 5.0) and (last_stochrsi_k < 10.0) and (last_rsi_3_4h > 70.0) and last_sma_200_inc and last_sma_200_inc_1h ): return True, f"exit_{mode_name}_d_5_2" elif 0.07 > current_profit >= 0.06: if last_sma_200_inc or ((last_stochrsi_k < 5.0) and (last_aroonu_14 < 10.0)): return True, f"exit_{mode_name}_d_6_1" if ( (last_rsi_3 < 5.0) and (last_stochrsi_k < 10.0) and (last_rsi_3_4h > 70.0) and last_sma_200_inc and last_sma_200_inc_1h ): return True, f"exit_{mode_name}_d_6_2" elif 0.08 > current_profit >= 0.07: if last_sma_200_inc or ((last_stochrsi_k < 5.0) and (last_aroonu_14 < 10.0)): return True, f"exit_{mode_name}_d_7_1" if ( (last_rsi_3 < 5.0) and (last_stochrsi_k < 10.0) and (last_rsi_3_4h > 70.0) and last_sma_200_inc and last_sma_200_inc_1h ): return True, f"exit_{mode_name}_d_7_2" elif 0.09 > current_profit >= 0.08: if last_sma_200_inc or ((last_stochrsi_k < 5.0) and (last_aroonu_14 < 10.0)): return True, f"exit_{mode_name}_d_8_1" if ( (last_rsi_3 < 5.0) and (last_stochrsi_k < 10.0) and (last_rsi_3_4h > 70.0) and last_sma_200_inc and last_sma_200_inc_1h ): return True, f"exit_{mode_name}_d_8_2" elif 0.1 > current_profit >= 0.09: if last_sma_200_inc or ((last_stochrsi_k < 5.0) and (last_aroonu_14 < 10.0)): return True, f"exit_{mode_name}_d_9_1" if ( (last_rsi_3 < 5.0) and (last_stochrsi_k < 10.0) and (last_rsi_3_4h > 70.0) and last_sma_200_inc and last_sma_200_inc_1h ): return True, f"exit_{mode_name}_d_9_2" elif 0.12 > current_profit >= 0.1: if last_sma_200_inc or ((last_stochrsi_k < 5.0) and (last_aroonu_14 < 10.0)): return True, f"exit_{mode_name}_d_10_1" if ( (last_rsi_3 < 5.0) and (last_stochrsi_k < 10.0) and (last_rsi_3_4h > 70.0) and last_sma_200_inc and last_sma_200_inc_1h ): return True, f"exit_{mode_name}_d_10_2" elif 0.2 > current_profit >= 0.12: if last_sma_200_inc or ((last_stochrsi_k < 5.0) and (last_aroonu_14 < 10.0)): return True, f"exit_{mode_name}_d_11_1" if ( (last_rsi_3 < 5.0) and (last_stochrsi_k < 10.0) and (last_rsi_3_4h > 70.0) and last_sma_200_inc and last_sma_200_inc_1h ): return True, f"exit_{mode_name}_d_11_2" elif current_profit >= 0.2: if last_sma_200_inc or ((last_stochrsi_k < 5.0) and (last_aroonu_14 < 10.0)): return True, f"exit_{mode_name}_d_12_1" if ( (last_rsi_3 < 5.0) and (last_stochrsi_k < 10.0) and (last_rsi_3_4h > 70.0) and last_sma_200_inc and last_sma_200_inc_1h ): return True, f"exit_{mode_name}_d_12_2" # 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_orders, filled_entries, filled_exits, last_candle, previous_candle_1, trade: "Trade", current_time: "datetime", buy_tag, ) -> tuple: is_futures_mode = self.is_futures_mode doom_stops_enable = self.doom_stops_enable trade_leverage = trade.leverage stoploss_doom = f"exit_{mode_name}_stoploss_doom" stoploss_u_e = f"exit_{mode_name}_stoploss_u_e" is_backtest = self.is_backtest_mode() trade_open_date = None if is_backtest else trade.open_date_utc.replace(tzinfo=None) is_system_v3, is_system_v3_1, is_system_v3_2 = self.get_system_version_flags(trade) is_system_v4 = self.is_system_v4(trade) if not self.stops_enable: return False, None entry_cost = filled_entries[0].safe_filled * filled_entries[0].safe_price if is_system_v4: # Stoploss doom if self.system_v4_stops_enable and ( profit_stake < -( entry_cost * ( self.system_v4_stop_threshold_doom_futures if is_futures_mode else self.system_v4_stop_threshold_doom_spot ) / trade_leverage ) ): return True, stoploss_doom elif is_system_v3_2: # Stoploss doom if self.system_v3_2_stops_enable and ( profit_stake < -( entry_cost * ( self.system_v3_2_stop_threshold_doom_futures if is_futures_mode else self.system_v3_2_stop_threshold_doom_spot ) / trade_leverage ) ): return True, stoploss_doom elif is_system_v3_1: # Stoploss doom if doom_stops_enable and ( profit_stake < -( entry_cost * ( self.system_v3_1_stop_threshold_doom_futures if is_futures_mode else self.system_v3_1_stop_threshold_doom_spot ) / trade_leverage ) ): return True, stoploss_doom elif is_system_v3: # Stoploss doom if doom_stops_enable and ( profit_stake < -( entry_cost * ( self.system_v3_stop_threshold_doom_futures if is_futures_mode else self.system_v3_stop_threshold_doom_spot ) / trade_leverage ) ): return True, stoploss_doom else: # Stoploss doom if ( doom_stops_enable and ( profit_stake < -(entry_cost * (self.stop_threshold_doom_futures if is_futures_mode else self.stop_threshold_doom_spot)) ) and ( self.has_valid_entry_conditions(trade, current_rate, last_candle, previous_candle_1, filled_orders) == False ) # temporary and (is_backtest or trade_open_date >= datetime(2024, 9, 13)) ): return True, stoploss_doom last_close = last_candle["close"] last_ema_200 = last_candle["EMA_200"] last_rsi_14 = last_candle["RSI_14"] last_cmf_20 = last_candle["CMF_20"] last_rsi_14_1h = last_candle["RSI_14_1h"] previous_rsi_14 = previous_candle_1["RSI_14"] # Stoploss u_e if ( self.u_e_stops_enable and ( profit_stake < -( entry_cost * (self.stop_threshold_futures if is_futures_mode else self.stop_threshold_spot) # / trade.leverage ) ) and (last_close > last_ema_200) and (last_cmf_20 > 0.0) and (((last_close - last_ema_200) / last_ema_200) < 0.010) and (last_rsi_14 < previous_rsi_14) and (last_rsi_14 < (last_rsi_14_1h - 24.0)) # and (current_time - timedelta(minutes=720) > trade.open_date_utc) # temporary and (is_backtest or trade_open_date >= datetime(2025, 4, 3)) ): return True, 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 v2 # --------------------------------------------------------------------------------------------- def short_grind_adjust_trade_position_v2( 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, ): dp = self.dp send_msg = self.dp.send_msg notification_msg = self.notification_msg scale_stakes_for_min_stake = self.scale_stakes_for_min_stake short_grind_exit_v2 = self.short_grind_exit_v2 stake_currency = self.config["stake_currency"] trade_pair = trade.pair trade_amount = trade.amount trade_stake_amount = trade.stake_amount trade_fee_open = trade.fee_open trade_fee_close = trade.fee_close is_backtest = self.is_backtest_mode() # we already waiting for an order to get filled if trade.has_open_orders: return None is_futures = self.is_futures_mode trade_leverage = trade.leverage trade_get_custom_data = trade.get_custom_data trade_set_custom_data = trade.set_custom_data trade_is_short = trade.is_short derisk_enable = self.derisk_enable short_rebuy_mode_tags = self.short_rebuy_mode_tags short_grind_mode_tags = self.short_grind_mode_tags min_stake = self.correct_min_stake(min_stake, trade_leverage) df, _ = dp.get_analyzed_dataframe(trade_pair, self.timeframe) if len(df) < 2: return None last_candle = df.iloc[-1] previous_candle = df.iloc[-2] exit_rate = current_rate filled_orders, filled_entries, filled_exits, profit_values = self.profit_or_order_snapshot( trade, current_time, exit_rate ) count_of_exits = trade.nr_of_successful_exits if dp.runmode.value in ("live", "dry_run"): ticker = dp.ticker(trade_pair) if ("bid" in ticker) and ("ask" in ticker): exit_price_side = self.config["exit_pricing"]["price_side"] if trade_is_short: if exit_price_side in ["ask", "other"]: if ticker["ask"] is not None: exit_rate = ticker["ask"] else: if exit_price_side in ["bid", "other"]: if ticker["bid"] is not None: exit_rate = ticker["bid"] if profit_values is None: profit_values = self.calc_total_profit(trade, filled_entries, filled_exits, exit_rate) profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio = profit_values first_filled_order = filled_orders[0] last_filled_order = filled_orders[-1] first_filled_entry = filled_entries[0] last_filled_entry = filled_entries[-1] current_stake_amount = trade_amount * exit_rate slice_amount = first_filled_entry.safe_filled * first_filled_entry.safe_price slice_profit = (exit_rate - last_filled_order.safe_price) / last_filled_order.safe_price slice_profit_entry = (exit_rate - last_filled_entry.safe_price) / last_filled_entry.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 ) is_rebuy_mode = all(c in short_rebuy_mode_tags for c in enter_tags) or ( any(c in short_rebuy_mode_tags for c in enter_tags) and all(c in (short_rebuy_mode_tags + short_grind_mode_tags) for c in enter_tags) ) has_order_tags = hasattr(first_filled_order, "ft_order_tag") 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 stake_scale_leverage = trade_leverage if is_futures else 1.0 derisk_flag_timeout = None def get_derisk_flag_timeout(): nonlocal derisk_flag_timeout if derisk_flag_timeout is None: derisk_flag_timeout = current_time - timedelta(hours=96) return derisk_flag_timeout grind_1_max_sub_grinds = 0 grind_1_stakes = scale_stakes_for_min_stake( self.grinding_v2_grind_1_stakes_futures if is_futures else self.grinding_v2_grind_1_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_1_sub_thresholds = ( self.grinding_v2_grind_1_thresholds_futures if is_futures else self.grinding_v2_grind_1_thresholds_spot ) grind_1_max_sub_grinds = len(grind_1_stakes) grind_1_derisk_grinds = ( self.grinding_v2_grind_1_derisk_futures if is_futures else self.grinding_v2_grind_1_derisk_spot ) grind_1_profit_threshold = ( self.grinding_v2_grind_1_profit_threshold_futures if is_futures else self.grinding_v2_grind_1_profit_threshold_spot ) grind_2_max_sub_grinds = 0 grind_2_stakes = scale_stakes_for_min_stake( self.grinding_v2_grind_2_stakes_futures if is_futures else self.grinding_v2_grind_2_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_2_sub_thresholds = ( self.grinding_v2_grind_2_thresholds_futures if is_futures else self.grinding_v2_grind_2_thresholds_spot ) grind_2_max_sub_grinds = len(grind_2_stakes) grind_2_derisk_grinds = ( self.grinding_v2_grind_2_derisk_futures if is_futures else self.grinding_v2_grind_2_derisk_spot ) grind_2_profit_threshold = ( self.grinding_v2_grind_2_profit_threshold_futures if is_futures else self.grinding_v2_grind_2_profit_threshold_spot ) grind_3_max_sub_grinds = 0 grind_3_stakes = scale_stakes_for_min_stake( self.grinding_v2_grind_3_stakes_futures if is_futures else self.grinding_v2_grind_3_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_3_sub_thresholds = ( self.grinding_v2_grind_3_thresholds_futures if is_futures else self.grinding_v2_grind_3_thresholds_spot ) grind_3_max_sub_grinds = len(grind_3_stakes) grind_3_derisk_grinds = ( self.grinding_v2_grind_3_derisk_futures if is_futures else self.grinding_v2_grind_3_derisk_spot ) grind_3_profit_threshold = ( self.grinding_v2_grind_3_profit_threshold_futures if is_futures else self.grinding_v2_grind_3_profit_threshold_spot ) grind_4_max_sub_grinds = 0 grind_4_stakes = scale_stakes_for_min_stake( self.grinding_v2_grind_4_stakes_futures if is_futures else self.grinding_v2_grind_4_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_4_sub_thresholds = ( self.grinding_v2_grind_4_thresholds_futures if is_futures else self.grinding_v2_grind_4_thresholds_spot ) grind_4_max_sub_grinds = len(grind_4_stakes) grind_4_derisk_grinds = ( self.grinding_v2_grind_4_derisk_futures if is_futures else self.grinding_v2_grind_4_derisk_spot ) grind_4_profit_threshold = ( self.grinding_v2_grind_4_profit_threshold_futures if is_futures else self.grinding_v2_grind_4_profit_threshold_spot ) grind_5_max_sub_grinds = 0 grind_5_stakes = scale_stakes_for_min_stake( self.grinding_v2_grind_5_stakes_futures if is_futures else self.grinding_v2_grind_5_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_5_sub_thresholds = ( self.grinding_v2_grind_5_thresholds_futures if is_futures else self.grinding_v2_grind_5_thresholds_spot ) grind_5_max_sub_grinds = len(grind_5_stakes) grind_5_derisk_grinds = ( self.grinding_v2_grind_5_derisk_futures if is_futures else self.grinding_v2_grind_5_derisk_spot ) grind_5_profit_threshold = ( self.grinding_v2_grind_5_profit_threshold_futures if is_futures else self.grinding_v2_grind_5_profit_threshold_spot ) is_derisk_1 = False is_derisk_1_found = False # derisk_level_1 de-risk exit derisk_1_order = None is_derisk_2 = False is_derisk_2_found = False # derisk_level_2 de-risk exit derisk_2_order = None is_derisk_3 = False is_derisk_3_found = False # derisk_level_3 de-risk exit derisk_3_order = None buyback_1_sub_grind_count = 0 buyback_1_total_amount = 0.0 buyback_1_total_cost = 0.0 buyback_1_current_open_rate = 0.0 buyback_1_current_grind_stake = 0.0 buyback_1_current_grind_stake_profit = 0.0 buyback_1_is_exit_found = False buyback_1_found = False buyback_1_buy_orders = [] buyback_1_orders = [] buyback_1_distance_ratio = 0.0 buyback_1_exit_order = None buyback_1_exit_distance_ratio = 0.0 buyback_2_sub_grind_count = 0 buyback_2_total_amount = 0.0 buyback_2_total_cost = 0.0 buyback_2_current_open_rate = 0.0 buyback_2_current_grind_stake = 0.0 buyback_2_current_grind_stake_profit = 0.0 buyback_2_is_exit_found = False buyback_2_found = False buyback_2_buy_orders = [] buyback_2_orders = [] buyback_2_distance_ratio = 0.0 buyback_2_exit_order = None buyback_2_exit_distance_ratio = 0.0 buyback_3_sub_grind_count = 0 buyback_3_total_amount = 0.0 buyback_3_total_cost = 0.0 buyback_3_current_open_rate = 0.0 buyback_3_current_grind_stake = 0.0 buyback_3_current_grind_stake_profit = 0.0 buyback_3_is_exit_found = False buyback_3_found = False buyback_3_buy_orders = [] buyback_3_orders = [] buyback_3_distance_ratio = 0.0 buyback_3_exit_order = None buyback_3_exit_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_exit_found = False grind_1_found = False grind_1_buy_orders = [] grind_1_orders = [] grind_1_distance_ratio = 0.0 grind_1_exit_order = None grind_1_exit_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_exit_found = False grind_2_found = False grind_2_buy_orders = [] grind_2_orders = [] grind_2_distance_ratio = 0.0 grind_2_exit_order = None grind_2_exit_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_exit_found = False grind_3_found = False grind_3_buy_orders = [] grind_3_orders = [] grind_3_distance_ratio = 0.0 grind_3_exit_order = None grind_3_exit_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_exit_found = False grind_4_found = False grind_4_buy_orders = [] grind_4_orders = [] grind_4_distance_ratio = 0.0 grind_4_exit_order = None grind_4_exit_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_exit_found = False grind_5_found = False grind_5_buy_orders = [] grind_5_orders = [] grind_5_distance_ratio = 0.0 grind_5_exit_order = None grind_5_exit_distance_ratio = 0.0 for order in reversed(filled_orders): if (order.ft_order_side == "sell") and (order is not first_filled_order): order_tag = "" if has_order_tags: if order.ft_order_tag is not None: order_tag = order.ft_order_tag if not buyback_1_is_exit_found and order_tag == "buyback_1_entry": buyback_1_sub_grind_count += 1 buyback_1_total_amount += order.safe_filled buyback_1_total_cost += order.safe_filled * order.safe_price buyback_1_buy_orders.append(order.id) buyback_1_orders.append(order) if not buyback_1_found: buyback_1_distance_ratio = (exit_rate - order.safe_price) / order.safe_price buyback_1_found = True elif not buyback_2_is_exit_found and order_tag == "buyback_2_entry": buyback_2_sub_grind_count += 1 buyback_2_total_amount += order.safe_filled buyback_2_total_cost += order.safe_filled * order.safe_price buyback_2_buy_orders.append(order.id) buyback_2_orders.append(order) if not buyback_2_found: buyback_2_distance_ratio = (exit_rate - order.safe_price) / order.safe_price buyback_2_found = True elif not buyback_3_is_exit_found and order_tag == "buyback_3_entry": buyback_3_sub_grind_count += 1 buyback_3_total_amount += order.safe_filled buyback_3_total_cost += order.safe_filled * order.safe_price buyback_3_buy_orders.append(order.id) buyback_3_orders.append(order) if not buyback_3_found: buyback_3_distance_ratio = (exit_rate - order.safe_price) / order.safe_price buyback_3_found = True elif not grind_1_is_exit_found and order_tag == "grind_1_entry": 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) grind_1_orders.append(order) 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_exit_found and order_tag == "grind_2_entry": 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) grind_2_orders.append(order) 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_exit_found and order_tag == "grind_3_entry": 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) grind_3_orders.append(order) 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_exit_found and order_tag == "grind_4_entry": 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) grind_4_orders.append(order) 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_exit_found and order_tag == "grind_5_entry": 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) grind_5_orders.append(order) if not grind_5_found: grind_5_distance_ratio = (exit_rate - order.safe_price) / order.safe_price grind_5_found = True elif order.ft_order_side == "buy": if order is filled_exits[-1] and (order.safe_remaining * exit_rate / stake_scale_leverage) > min_stake: partial_sell = True # break order_tag = "" if has_order_tags: if order.ft_order_tag is not None: order_tag = order.ft_order_tag.partition(" ")[0] if order_tag in ["derisk_level_1", "d"]: if not is_derisk_1_found: is_derisk_1_found = True is_derisk_1 = True derisk_1_order = order elif order_tag == "derisk_level_2": if not is_derisk_2_found: is_derisk_2_found = True is_derisk_2 = True derisk_2_order = order elif order_tag == "derisk_level_3": if not is_derisk_3_found: is_derisk_3_found = True is_derisk_3 = True derisk_3_order = order elif not buyback_1_is_exit_found and order_tag in ["buyback_1_exit", "buyback_1_derisk"]: buyback_1_is_exit_found = True buyback_1_exit_order = order elif not buyback_2_is_exit_found and order_tag in ["buyback_2_exit", "buyback_2_derisk"]: buyback_2_is_exit_found = True buyback_2_exit_order = order elif not buyback_3_is_exit_found and order_tag in ["buyback_3_exit", "buyback_3_derisk"]: buyback_3_is_exit_found = True buyback_3_exit_order = order elif not grind_1_is_exit_found and order_tag in ["grind_1_exit", "grind_1_derisk"]: grind_1_is_exit_found = True grind_1_exit_order = order elif not grind_2_is_exit_found and order_tag in ["grind_2_exit", "grind_2_derisk"]: grind_2_is_exit_found = True grind_2_exit_order = order elif not grind_3_is_exit_found and order_tag in ["grind_3_exit", "grind_3_derisk"]: grind_3_is_exit_found = True grind_3_exit_order = order elif not grind_4_is_exit_found and order_tag in ["grind_4_exit", "grind_4_derisk"]: grind_4_is_exit_found = True grind_4_exit_order = order elif not grind_5_is_exit_found and order_tag in ["grind_5_exit", "grind_5_derisk"]: grind_5_is_exit_found = True grind_5_exit_order = order elif order_tag == "derisk_global": if not buyback_1_is_exit_found: buyback_1_is_exit_found = True buyback_1_exit_order = order if not buyback_2_is_exit_found: buyback_2_is_exit_found = True buyback_2_exit_order = order if not buyback_3_is_exit_found: buyback_3_is_exit_found = True buyback_3_exit_order = order if not grind_1_is_exit_found: grind_1_is_exit_found = True grind_1_exit_order = order if not grind_2_is_exit_found: grind_2_is_exit_found = True grind_2_exit_order = order if not grind_3_is_exit_found: grind_3_is_exit_found = True grind_3_exit_order = order if not grind_4_is_exit_found: grind_4_is_exit_found = True grind_4_exit_order = order if not grind_5_is_exit_found: grind_5_is_exit_found = True grind_5_exit_order = order if buyback_1_sub_grind_count > 0: buyback_1_current_open_rate = buyback_1_total_cost / buyback_1_total_amount buyback_1_current_grind_stake = buyback_1_total_amount * exit_rate * (1 - trade_fee_close) buyback_1_current_grind_stake_profit = buyback_1_total_cost - buyback_1_current_grind_stake if buyback_2_sub_grind_count > 0: buyback_2_current_open_rate = buyback_2_total_cost / buyback_2_total_amount buyback_2_current_grind_stake = buyback_2_total_amount * exit_rate * (1 - trade_fee_close) buyback_2_current_grind_stake_profit = buyback_2_total_cost - buyback_2_current_grind_stake if buyback_3_sub_grind_count > 0: buyback_3_current_open_rate = buyback_3_total_cost / buyback_3_total_amount buyback_3_current_grind_stake = buyback_3_total_amount * exit_rate * (1 - trade_fee_close) buyback_3_current_grind_stake_profit = buyback_3_total_cost - buyback_3_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_1_is_exit_found: grind_1_exit_distance_ratio = (exit_rate - grind_1_exit_order.safe_price) / grind_1_exit_order.safe_price if grind_2_is_exit_found: grind_2_exit_distance_ratio = (exit_rate - grind_2_exit_order.safe_price) / grind_2_exit_order.safe_price if grind_3_is_exit_found: grind_3_exit_distance_ratio = (exit_rate - grind_3_exit_order.safe_price) / grind_3_exit_order.safe_price if grind_4_is_exit_found: grind_4_exit_distance_ratio = (exit_rate - grind_4_exit_order.safe_price) / grind_4_exit_order.safe_price if buyback_1_is_exit_found: buyback_1_exit_distance_ratio = (exit_rate - buyback_1_exit_order.safe_price) / buyback_1_exit_order.safe_price elif is_derisk_1_found: buyback_1_exit_distance_ratio = (exit_rate - derisk_1_order.safe_price) / derisk_1_order.safe_price if buyback_2_is_exit_found: buyback_2_exit_distance_ratio = (exit_rate - buyback_2_exit_order.safe_price) / buyback_2_exit_order.safe_price elif is_derisk_2_found: buyback_2_exit_distance_ratio = (exit_rate - derisk_2_order.safe_price) / derisk_2_order.safe_price if buyback_3_is_exit_found: buyback_3_exit_distance_ratio = (exit_rate - buyback_3_exit_order.safe_price) / buyback_3_exit_order.safe_price elif is_derisk_3_found: buyback_3_exit_distance_ratio = (exit_rate - derisk_3_order.safe_price) / derisk_3_order.safe_price # all buybacks & grinds current_open_grind_stake_profit = ( buyback_1_current_grind_stake_profit + buyback_2_current_grind_stake_profit + buyback_3_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 ) num_open_grinds_and_buybacks = ( buyback_1_sub_grind_count + buyback_2_sub_grind_count + buyback_3_sub_grind_count + 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 ) # Rebuy mode, the first entry is lower than normal slot stake if is_rebuy_mode: slice_amount /= self.rebuy_mode_stake_multiplier # not reached the max allowed stake for all grinds is_not_trade_max_stake = (current_stake_amount < (slice_amount * self.grinding_v2_max_stake)) and ( num_open_grinds_and_buybacks < self.grinding_v2_max_grinds_and_buybacks ) slice_profit_gt_0_06 = slice_profit > 0.06 is_short_extra_checks_entry = ( (current_time - timedelta(minutes=5) > last_filled_entry.order_filled_utc) and ((current_time - timedelta(hours=2) > last_filled_order.order_filled_utc) or slice_profit_gt_0_06) and ( (current_stake_amount < ((first_filled_entry.safe_filled * first_filled_entry.safe_price) * 0.50)) or (current_time - timedelta(hours=6) > last_filled_order.order_filled_utc) or slice_profit_gt_0_06 ) ) is_short_buyback_entry = self.short_buyback_entry_v2(last_candle, previous_candle, slice_profit, True) last_rsi_3 = last_candle["RSI_3"] last_rsi_3_15m = last_candle["RSI_3_15m"] last_rsi_3_1h = last_candle["RSI_3_1h"] last_aroond_14 = last_candle["AROOND_14"] last_aroond_14_15m = last_candle["AROOND_14_15m"] is_short_grind_entry = ( self.short_grind_entry_v2(last_candle, previous_candle, slice_profit, True) or ( (is_derisk_1_found or is_derisk_2_found or is_derisk_3_found) and (num_open_grinds_and_buybacks == 0) and ( (last_rsi_3 < 90.0) and (last_rsi_3_15m < 80.0) and (last_rsi_3_1h < 80.0) and (last_rsi_3_1h < 80.0) and (last_aroond_14 < 50.0) and (last_aroond_14_15m < 50.0) ) ) or ( is_futures and trade.liquidation_price is not None and ( (trade_is_short and current_rate > trade.liquidation_price * 0.90) or (not trade_is_short and current_rate < trade.liquidation_price * 1.10) ) and (slice_profit > 0.03) and (last_rsi_3 < 90.0) and (last_rsi_3_15m < 80.0) # and (last_candle["RSI_3_1h"] < 80.0) # and (last_candle["RSI_3_1h"] < 80.0) and (last_aroond_14 < 50.0) and (last_aroond_14_15m < 50.0) ) ) # De-risk level 1 # flag it if ( derisk_enable and self.grinding_v2_derisk_level_1_enable and (not is_derisk_1_found) and not is_rebuy_mode and (trade_get_custom_data(key="grinding_v2_derisk_level_1_flag") is not True) and ( profit_stake < ( slice_amount * (self.grinding_v2_derisk_level_1_futures[0] if is_futures else self.grinding_v2_derisk_level_1_spot[0]) ) / trade_leverage ) ): trade_set_custom_data(key="grinding_v2_derisk_level_1_flag", value=True) trade_set_custom_data(key="grinding_v2_derisk_level_1_profit", value=profit_stake) trade_set_custom_data(key="grinding_v2_derisk_level_1_time", value=current_time.isoformat()) flag_is_derisk_level_1 = False if ( derisk_enable and self.grinding_v2_derisk_level_1_enable and (not is_derisk_1_found) and not is_rebuy_mode and (trade_get_custom_data(key="grinding_v2_derisk_level_1_flag") is True) ): flag_profit = trade_get_custom_data(key="grinding_v2_derisk_level_1_profit") flag_time = datetime.fromisoformat(trade_get_custom_data(key="grinding_v2_derisk_level_1_time")) if get_derisk_flag_timeout() > flag_time: if profit_stake > flag_profit: trade_set_custom_data(key="grinding_v2_derisk_level_1_flag", value=False) else: flag_is_derisk_level_1 = True if ( derisk_enable and self.grinding_v2_derisk_level_1_enable and (not is_derisk_1_found) and not is_rebuy_mode and ( flag_is_derisk_level_1 or ( profit_stake < ( slice_amount * (self.grinding_v2_derisk_level_1_futures[1] if is_futures else self.grinding_v2_derisk_level_1_spot[1]) ) / trade_leverage ) ) ): sell_amount = ( ( first_filled_entry.safe_filled * ( self.grinding_v2_derisk_level_1_stake_futures if is_futures else self.grinding_v2_derisk_level_1_stake_spot ) ) * 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 send_msg( notification_msg( "de-risk", tag="Level 1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Level 1 [{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, "derisk_level_1" # De-risk level 2 # flag it if ( derisk_enable and self.grinding_v2_derisk_level_2_enable and (not is_derisk_2_found) and not is_rebuy_mode and (trade_get_custom_data(key="grinding_v2_derisk_level_2_flag") is not True) and ( profit_stake < ( slice_amount * (self.grinding_v2_derisk_level_2_futures[0] if is_futures else self.grinding_v2_derisk_level_2_spot[0]) ) / trade_leverage ) ): trade_set_custom_data(key="grinding_v2_derisk_level_2_flag", value=True) trade_set_custom_data(key="grinding_v2_derisk_level_2_profit", value=profit_stake) trade_set_custom_data(key="grinding_v2_derisk_level_2_time", value=current_time.isoformat()) flag_is_derisk_level_2 = False if ( derisk_enable and self.grinding_v2_derisk_level_2_enable and (not is_derisk_2_found) and not is_rebuy_mode and (trade_get_custom_data(key="grinding_v2_derisk_level_2_flag") is True) ): flag_profit = trade_get_custom_data(key="grinding_v2_derisk_level_2_profit") flag_time = datetime.fromisoformat(trade_get_custom_data(key="grinding_v2_derisk_level_2_time")) if get_derisk_flag_timeout() > flag_time: if profit_stake > flag_profit: trade_set_custom_data(key="grinding_v2_derisk_level_2_flag", value=False) else: flag_is_derisk_level_2 = True if ( derisk_enable and self.grinding_v2_derisk_level_2_enable and (not is_derisk_2_found) and not is_rebuy_mode and ( flag_is_derisk_level_2 or ( profit_stake < ( slice_amount * (self.grinding_v2_derisk_level_2_futures[1] if is_futures else self.grinding_v2_derisk_level_2_spot[1]) ) / trade_leverage ) ) ): sell_amount = ( ( first_filled_entry.safe_filled * ( self.grinding_v2_derisk_level_2_stake_futures if is_futures else self.grinding_v2_derisk_level_2_stake_spot ) ) * 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 send_msg( notification_msg( "de-risk", tag="Level 2", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Level 2 [{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, "derisk_level_2" # De-risk level 3 # flag it if ( derisk_enable and self.grinding_v2_derisk_level_3_enable and (not is_derisk_3_found) and not is_rebuy_mode and (trade_get_custom_data(key="grinding_v2_derisk_level_3_flag") is not True) and ( profit_stake < ( slice_amount * (self.grinding_v2_derisk_level_3_futures[0] if is_futures else self.grinding_v2_derisk_level_3_spot[0]) ) / trade_leverage ) ): trade_set_custom_data(key="grinding_v2_derisk_level_3_flag", value=True) trade_set_custom_data(key="grinding_v2_derisk_level_3_profit", value=profit_stake) trade_set_custom_data(key="grinding_v2_derisk_level_3_time", value=current_time.isoformat()) flag_is_derisk_level_3 = False if ( derisk_enable and self.grinding_v2_derisk_level_3_enable and (not is_derisk_3_found) and not is_rebuy_mode and (trade_get_custom_data(key="grinding_v2_derisk_level_3_flag") is True) ): flag_profit = trade_get_custom_data(key="grinding_v2_derisk_level_3_profit") flag_time = datetime.fromisoformat(trade_get_custom_data(key="grinding_v2_derisk_level_3_time")) if get_derisk_flag_timeout() > flag_time: if profit_stake > flag_profit: trade_set_custom_data(key="grinding_v2_derisk_level_3_flag", value=False) else: flag_is_derisk_level_3 = True if ( derisk_enable and self.grinding_v2_derisk_level_3_enable and (not is_derisk_3_found) and not is_rebuy_mode and ( flag_is_derisk_level_3 or ( profit_stake < ( slice_amount * (self.grinding_v2_derisk_level_3_futures[1] if is_futures else self.grinding_v2_derisk_level_3_spot[1]) ) / trade_leverage ) ) ): sell_amount = ( ( first_filled_entry.safe_filled * ( self.grinding_v2_derisk_level_3_stake_futures if is_futures else self.grinding_v2_derisk_level_3_stake_spot ) ) * 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 send_msg( notification_msg( "de-risk", tag="Level 3", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Level 3 [{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, "derisk_level_3" # De-risk global if ( self.grinding_v2_derisk_global_enable and is_derisk_1_found and ( current_open_grind_stake_profit < ( slice_amount * (self.grinding_v2_derisk_global_futures if is_futures else self.grinding_v2_derisk_global_spot) ) / 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 send_msg( notification_msg( "de-risk", tag="Global", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Global [{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, "derisk_global" # Grinding 1 if ( (self.grinding_v2_grind_1_enable) and (is_derisk_1_found or is_derisk_2_found or is_derisk_3_found) and is_short_grind_entry and is_short_extra_checks_entry and (grind_1_sub_grind_count < grind_1_max_sub_grinds) and (grind_1_sub_grind_count == 0 or (-grind_1_distance_ratio < grind_1_sub_thresholds[grind_1_sub_grind_count])) and is_not_trade_max_stake ): buy_amount = slice_amount * grind_1_stakes[grind_1_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "grinding-entry", tag="grind_1_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_1_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%" ) order_tag = "grind_1_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount 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)) and short_grind_exit_v2( last_candle, previous_candle, slice_profit, True ): 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: send_msg( notification_msg( "grinding-exit", tag="grind_1_exit", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_1_total_amount, ) ) log.info( f"Grinding exit (grind_1_exit) [{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} {stake_currency})" ) order_tag = "grind_1_exit" 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 # if ( # self.grinding_v2_grind_1_use_derisk # and (grind_1_sub_grind_count > 0) # and ((-(exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate) < grind_1_derisk_grinds) # and (grind_1_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) or is_backtest) # ): if ( self.grinding_v2_grind_1_use_derisk and (grind_1_sub_grind_count > 0) and (grind_1_current_grind_stake_profit < (slice_amount * grind_1_derisk_grinds)) and (is_backtest or grind_1_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3)) ): 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_exit_found else profit_ratio ) send_msg( notification_msg( "grinding-derisk", tag="grind_1_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_1_total_amount, ) ) log.info( f"Grinding de-risk (grind_1_derisk) [{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 = "grind_1_derisk" 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 if ( (self.grinding_v2_grind_2_enable) # and (is_derisk_1_found or is_derisk_2_found or is_derisk_3_found) and is_short_grind_entry and is_short_extra_checks_entry and (grind_2_sub_grind_count < grind_2_max_sub_grinds) and (grind_2_sub_grind_count == 0 or (-grind_2_distance_ratio < grind_2_sub_thresholds[grind_2_sub_grind_count])) and is_not_trade_max_stake ): buy_amount = slice_amount * grind_2_stakes[grind_2_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "grinding-entry", tag="grind_2_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_2_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%" ) order_tag = "grind_2_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount 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)) and short_grind_exit_v2( last_candle, previous_candle, slice_profit, True ): 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: send_msg( notification_msg( "grinding-exit", tag="grind_2_exit", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_2_total_amount, ) ) log.info( f"Grinding exit (grind_2_exit) [{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} {stake_currency})" ) order_tag = "grind_2_exit" 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 # if ( # self.grinding_v2_grind_2_use_derisk # and (grind_2_sub_grind_count > 0) # and ((-(exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate) < grind_2_derisk_grinds) # and (grind_2_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) or is_backtest) # ): if ( self.grinding_v2_grind_2_use_derisk and (grind_2_sub_grind_count > 0) and (grind_2_current_grind_stake_profit < (slice_amount * grind_2_derisk_grinds)) and (is_backtest or grind_2_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3)) ): 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_exit_found else profit_ratio ) send_msg( notification_msg( "grinding-derisk", tag="grind_2_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_2_total_amount, ) ) log.info( f"Grinding de-risk (grind_2_derisk) [{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 = "grind_2_derisk" 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 if ( (self.grinding_v2_grind_3_enable) # and (is_derisk_1_found or is_derisk_2_found or is_derisk_3_found) and is_short_grind_entry and is_short_extra_checks_entry and (grind_3_sub_grind_count < grind_3_max_sub_grinds) and (grind_3_sub_grind_count == 0 or (-grind_3_distance_ratio < grind_3_sub_thresholds[grind_3_sub_grind_count])) and is_not_trade_max_stake ): buy_amount = slice_amount * grind_3_stakes[grind_3_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "grinding-entry", tag="grind_3_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_3_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%" ) order_tag = "grind_3_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount 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)) and short_grind_exit_v2( last_candle, previous_candle, slice_profit, True ): 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: send_msg( notification_msg( "grinding-exit", tag="grind_3_exit", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_3_total_amount, ) ) log.info( f"Grinding exit (grind_3_exit) [{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} {stake_currency})" ) order_tag = "grind_3_exit" 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 # if ( # self.grinding_v2_grind_3_use_derisk # and (grind_3_sub_grind_count > 0) # and ((-(exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate) < grind_3_derisk_grinds) # and (grind_3_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) or is_backtest) # ): if ( self.grinding_v2_grind_3_use_derisk and (grind_3_sub_grind_count > 0) and (grind_3_current_grind_stake_profit < (slice_amount * grind_3_derisk_grinds)) and (is_backtest or grind_3_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3)) ): 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_exit_found else profit_ratio ) send_msg( notification_msg( "grinding-derisk", tag="grind_3_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_3_total_amount, ) ) log.info( f"Grinding de-risk (grind_3_derisk) [{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 = "grind_3_derisk" 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 if ( (self.grinding_v2_grind_4_enable) # and (is_derisk_1_found or is_derisk_2_found or is_derisk_3_found) and ( is_short_grind_entry # or ( # is_derisk_1_found # # only queue 4 grinds open # and (num_open_grinds_and_buybacks == grind_4_sub_grind_count) # and (last_candle["protections_short_global"] == True) # and ( # (slice_profit > 0.04) # and (last_candle["RSI_3"] < 90.0) # and (last_candle["RSI_3_15m"] < 80.0) # and (last_candle["AROOND_14"] < 50.0) # and (last_candle["AROOND_14_15m"] < 50.0) # ) # ) ) and is_short_extra_checks_entry and (grind_4_sub_grind_count < grind_4_max_sub_grinds) and (grind_4_sub_grind_count == 0 or (-grind_4_distance_ratio < grind_4_sub_thresholds[grind_4_sub_grind_count])) and is_not_trade_max_stake ): buy_amount = slice_amount * grind_4_stakes[grind_4_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "grinding-entry", tag="grind_4_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_4_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%" ) order_tag = "grind_4_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount 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)) and short_grind_exit_v2( last_candle, previous_candle, slice_profit, True ): 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: send_msg( notification_msg( "grinding-exit", tag="grind_4_exit", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_4_total_amount, ) ) log.info( f"Grinding exit (grind_4_exit) [{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} {stake_currency})" ) order_tag = "grind_4_exit" 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 # if ( # self.grinding_v2_grind_4_use_derisk # and (grind_4_sub_grind_count > 0) # and ((-(exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate) < grind_4_derisk_grinds) # and (grind_4_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) or is_backtest) # ): if ( self.grinding_v2_grind_4_use_derisk and (grind_4_sub_grind_count > 0) and (grind_4_current_grind_stake_profit < (slice_amount * grind_4_derisk_grinds)) and (is_backtest or grind_4_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3)) ): 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_exit_found else profit_ratio ) send_msg( notification_msg( "grinding-derisk", tag="grind_4_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_4_total_amount, ) ) log.info( f"Grinding de-risk (grind_4_derisk) [{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 = "grind_4_derisk" 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 if ( (self.grinding_v2_grind_5_enable) and (is_derisk_1_found or is_derisk_2_found or is_derisk_3_found) and ( is_short_grind_entry or ( is_derisk_1_found and (slice_profit_entry > 0.10) and (slice_profit_exit > 0.04) and (last_candle["protections_short_global"] == True) # and ( # (slice_profit > 0.04) # and (last_candle["RSI_3"] < 90.0) # and (last_candle["RSI_3_15m"] < 80.0) # and (last_candle["AROOND_14"] < 50.0) # and (last_candle["AROOND_14_15m"] < 50.0) # ) ) ) and is_short_extra_checks_entry and (grind_5_sub_grind_count < grind_5_max_sub_grinds) and (grind_5_sub_grind_count == 0 or (-grind_5_distance_ratio < grind_5_sub_thresholds[grind_5_sub_grind_count])) and is_not_trade_max_stake ): buy_amount = slice_amount * grind_5_stakes[grind_5_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "grinding-entry", tag="grind_5_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_5_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%" ) order_tag = "grind_5_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount 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)) and short_grind_exit_v2( last_candle, previous_candle, slice_profit, True ): 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: send_msg( notification_msg( "grinding-exit", tag="grind_5_exit", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_5_total_amount, ) ) log.info( f"Grinding exit (grind_5_exit) [{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} {stake_currency})" ) order_tag = "grind_5_exit" 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 # if ( # self.grinding_v2_grind_5_use_derisk # and (grind_5_sub_grind_count > 0) # and ((-(exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate) < grind_5_derisk_grinds) # and (grind_5_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) or is_backtest) # ): if ( self.grinding_v2_grind_5_use_derisk and (grind_5_sub_grind_count > 0) and (grind_5_current_grind_stake_profit < (slice_amount * grind_5_derisk_grinds)) and (is_backtest or grind_5_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3)) ): 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_exit_found else profit_ratio ) send_msg( notification_msg( "grinding-derisk", tag="grind_5_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_5_total_amount, ) ) log.info( f"Grinding de-risk (grind_5_derisk) [{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 = "grind_5_derisk" 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 # Buyback 1 if ( self.grinding_v2_buyback_1_enable and is_derisk_1_found and is_short_buyback_entry and is_short_extra_checks_entry and (buyback_1_current_open_rate == 0) and ( -buyback_1_exit_distance_ratio < ( self.grinding_v2_buyback_1_distance_ratio_futures if is_futures else self.grinding_v2_buyback_1_distance_ratio_spot ) ) and is_not_trade_max_stake ): buy_amount = ( slice_amount * (self.grinding_v2_buyback_1_stake_futures if is_futures else self.grinding_v2_buyback_1_stake_spot) / trade_leverage ) if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "buyback-entry", tag="buyback_1_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Buyback entry (buyback_1_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%" ) order_tag = "buyback_1_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if buyback_1_sub_grind_count > 0: grind_profit = -(exit_rate - buyback_1_current_open_rate) / buyback_1_current_open_rate if ( grind_profit > ( ( self.grinding_v2_buyback_1_profit_threshold_futures if is_futures else self.grinding_v2_buyback_1_profit_threshold_spot ) + fee_open_rate + fee_close_rate ) ) and short_grind_exit_v2(last_candle, previous_candle, slice_profit, True): sell_amount = buyback_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: send_msg( notification_msg( "buyback-exit", tag="buyback_1_exit", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=buyback_1_total_amount, ) ) log.info( f"Buyback exit (buyback_1_exit) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {buyback_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} {stake_currency})" ) order_tag = "buyback_1_exit" for grind_entry_id in buyback_1_buy_orders: order_tag += " " + str(grind_entry_id) if has_order_tags: return -ft_sell_amount, order_tag else: return -ft_sell_amount # if ( # self.grinding_v2_buyback_1_use_derisk # and (buyback_1_sub_grind_count > 0) # and ( # (-(exit_rate - buyback_1_current_open_rate) / buyback_1_current_open_rate) # < ( # self.grinding_v2_buyback_1_derisk_futures if self.is_futures_mode else self.grinding_v2_buyback_1_derisk_spot # ) # ) # and (buyback_1_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) or is_backtest) # ): if ( self.grinding_v2_buyback_1_use_derisk and (buyback_1_sub_grind_count > 0) and ( buyback_1_current_grind_stake_profit < ( slice_amount * (self.grinding_v2_buyback_1_derisk_futures if is_futures else self.grinding_v2_buyback_1_derisk_spot) ) ) and (is_backtest or buyback_1_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3)) ): sell_amount = buyback_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 buyback_1_current_open_rate > 0.0: grind_profit = ( -((exit_rate - buyback_1_current_open_rate) / buyback_1_current_open_rate) if buyback_1_is_exit_found else profit_ratio ) send_msg( notification_msg( "buyback-derisk", tag="buyback_1_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, coin_amount=buyback_1_total_amount, ) ) log.info( f"Buyback de-risk (buyback_1_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {buyback_1_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%" ) order_tag = "buyback_1_derisk" for grind_entry_id in buyback_1_buy_orders: order_tag += " " + str(grind_entry_id) if has_order_tags: return -ft_sell_amount, order_tag else: return -ft_sell_amount # # Buyback 2 if ( self.grinding_v2_buyback_2_enable and is_derisk_2_found and is_short_buyback_entry and is_short_extra_checks_entry and (buyback_2_current_open_rate == 0) and ( -buyback_2_exit_distance_ratio < ( self.grinding_v2_buyback_2_distance_ratio_futures if is_futures else self.grinding_v2_buyback_2_distance_ratio_spot ) ) and is_not_trade_max_stake ): buy_amount = ( slice_amount * (self.grinding_v2_buyback_2_stake_futures if is_futures else self.grinding_v2_buyback_2_stake_spot) / trade_leverage ) if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "buyback-entry", tag="buyback_2_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Buyback entry (buyback_2_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%" ) order_tag = "buyback_2_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if buyback_2_sub_grind_count > 0: grind_profit = -(exit_rate - buyback_2_current_open_rate) / buyback_2_current_open_rate if ( grind_profit > ( ( self.grinding_v2_buyback_2_profit_threshold_futures if is_futures else self.grinding_v2_buyback_2_profit_threshold_spot ) + fee_open_rate + fee_close_rate ) ) and short_grind_exit_v2(last_candle, previous_candle, slice_profit, True): sell_amount = buyback_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: send_msg( notification_msg( "buyback-exit", tag="buyback_2_exit", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=buyback_2_total_amount, ) ) log.info( f"Buyback exit (buyback_2_exit) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {buyback_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} {stake_currency})" ) order_tag = "buyback_2_exit" for grind_entry_id in buyback_2_buy_orders: order_tag += " " + str(grind_entry_id) if has_order_tags: return -ft_sell_amount, order_tag else: return -ft_sell_amount # if ( # self.grinding_v2_buyback_2_use_derisk # and (buyback_2_sub_grind_count > 0) # and ( # (-(exit_rate - buyback_2_current_open_rate) / buyback_2_current_open_rate) # < ( # self.grinding_v2_buyback_2_derisk_futures if self.is_futures_mode else self.grinding_v2_buyback_2_derisk_spot # ) # ) # and (buyback_2_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) or is_backtest) # ): if ( self.grinding_v2_buyback_2_use_derisk and (buyback_2_sub_grind_count > 0) and ( buyback_2_current_grind_stake_profit < ( slice_amount * (self.grinding_v2_buyback_2_derisk_futures if is_futures else self.grinding_v2_buyback_2_derisk_spot) ) ) and (is_backtest or buyback_2_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3)) ): sell_amount = buyback_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 buyback_2_current_open_rate > 0.0: grind_profit = ( -((exit_rate - buyback_2_current_open_rate) / buyback_2_current_open_rate) if buyback_2_is_exit_found else profit_ratio ) send_msg( notification_msg( "buyback-derisk", tag="buyback_2_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, coin_amount=buyback_2_total_amount, ) ) log.info( f"Buyback de-risk (buyback_2_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {buyback_2_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%" ) order_tag = "buyback_2_derisk" for grind_entry_id in buyback_2_buy_orders: order_tag += " " + str(grind_entry_id) if has_order_tags: return -ft_sell_amount, order_tag else: return -ft_sell_amount # # Buyback 3 if ( self.grinding_v2_buyback_3_enable and is_derisk_3_found and is_short_buyback_entry and is_short_extra_checks_entry and (buyback_3_current_open_rate == 0) and ( -buyback_3_exit_distance_ratio < ( self.grinding_v2_buyback_3_distance_ratio_futures if is_futures else self.grinding_v2_buyback_3_distance_ratio_spot ) ) and is_not_trade_max_stake ): buy_amount = ( slice_amount * (self.grinding_v2_buyback_3_stake_futures if is_futures else self.grinding_v2_buyback_3_stake_spot) / trade_leverage ) if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "buyback-entry", tag="buyback_3_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Buyback entry (buyback_3_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}%" ) order_tag = "buyback_3_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if buyback_3_sub_grind_count > 0: grind_profit = -(exit_rate - buyback_3_current_open_rate) / buyback_3_current_open_rate if ( grind_profit > ( ( self.grinding_v2_buyback_3_profit_threshold_futures if is_futures else self.grinding_v2_buyback_3_profit_threshold_spot ) + fee_open_rate + fee_close_rate ) ) and short_grind_exit_v2(last_candle, previous_candle, slice_profit, True): sell_amount = buyback_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: send_msg( notification_msg( "buyback-exit", tag="buyback_3_exit", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=buyback_3_total_amount, ) ) log.info( f"Buyback exit (buyback_3_exit) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {buyback_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} {stake_currency})" ) order_tag = "buyback_3_exit" for grind_entry_id in buyback_3_buy_orders: order_tag += " " + str(grind_entry_id) if has_order_tags: return -ft_sell_amount, order_tag else: return -ft_sell_amount # if ( # self.grinding_v2_buyback_3_use_derisk # and (buyback_3_sub_grind_count > 0) # and ( # (-(exit_rate - buyback_3_current_open_rate) / buyback_3_current_open_rate) # < ( # self.grinding_v2_buyback_3_derisk_futures if self.is_futures_mode else self.grinding_v2_buyback_3_derisk_spot # ) # ) # and (buyback_3_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) or is_backtest) # ): if ( self.grinding_v2_buyback_3_use_derisk and (buyback_3_sub_grind_count > 0) and ( buyback_3_current_grind_stake_profit < ( slice_amount * (self.grinding_v2_buyback_3_derisk_futures if is_futures else self.grinding_v2_buyback_3_derisk_spot) ) ) and (is_backtest or buyback_3_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3)) ): sell_amount = buyback_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 buyback_3_current_open_rate > 0.0: grind_profit = ( -((exit_rate - buyback_3_current_open_rate) / buyback_3_current_open_rate) if buyback_3_is_exit_found else profit_ratio ) send_msg( notification_msg( "buyback-derisk", tag="buyback_3_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, coin_amount=buyback_3_total_amount, ) ) log.info( f"Buyback de-risk (buyback_3_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount} | Coin amount: {buyback_3_total_amount} | Profit (stake): {profit_stake} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}%" ) order_tag = "buyback_3_derisk" for grind_entry_id in buyback_3_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 def short_buyback_entry_v2( self, last_candle: Series, previous_candle: Series, slice_profit: float, is_derisk: bool ) -> float: previous_ema_12 = previous_candle["EMA_12"] previous_ema_26 = previous_candle["EMA_26"] last_rsi_3_1d = last_candle["RSI_3_1d"] last_roc_9_1h = last_candle["ROC_9_1h"] last_roc_9_4h = last_candle["ROC_9_4h"] last_close_min_48 = last_candle["close_min_48"] last_low_min_6_1h = last_candle["low_min_6_1h"] last_low_min_12_1h = last_candle["low_min_12_1h"] last_open = last_candle["open"] last_ema_12 = last_candle["EMA_12"] last_ema_26 = last_candle["EMA_26"] last_roc_9_1d = last_candle["ROC_9_1d"] last_rsi_3 = last_candle["RSI_3"] last_close = last_candle["close"] last_rsi_14 = last_candle["RSI_14"] last_rsi_3_15m = last_candle["RSI_3_15m"] last_rsi_3_1h = last_candle["RSI_3_1h"] last_rsi_3_4h = last_candle["RSI_3_4h"] last_roc_2_1h = last_candle["ROC_2_1h"] last_roc_2_4h = last_candle["ROC_2_4h"] last_protections_short_global = last_candle["protections_short_global"] last_enter_short = last_candle["enter_short"] last_aroond_14 = last_candle["AROOND_14"] last_aroond_14_15m = last_candle["AROOND_14_15m"] last_stochrsi_k = last_candle["STOCHRSIk_14_14_3_3"] last_stochrsi_k_15m = last_candle["STOCHRSIk_14_14_3_3_15m"] last_stochrsi_k_1h = last_candle["STOCHRSIk_14_14_3_3_1h"] last_stochrsi_k_4h = last_candle["STOCHRSIk_14_14_3_3_4h"] last_roc_2_1d = last_candle["ROC_2_1d"] last_ema_16 = last_candle["EMA_16"] last_bbu_20 = last_candle["BBU_20_2.0"] # Reused short buyback entry v2 thresholds last_roc_2_4h_lt_5 = last_roc_2_4h < 5.0 last_roc_2_1h_lt_5 = last_roc_2_1h < 5.0 last_rsi_14_gt_64 = last_rsi_14 > 64.0 last_rsi_3_4h_lt_90 = last_rsi_3_4h < 90.0 last_rsi_3_1h_lt_90 = last_rsi_3_1h < 90.0 last_rsi_3_1d_lt_90 = last_rsi_3_1d < 90.0 last_rsi_3_15m_lt_90 = last_rsi_3_15m < 90.0 last_roc_9_4h_lt_5 = last_roc_9_4h < 5.0 last_roc_9_1h_lt_5 = last_roc_9_1h < 5.0 last_roc_9_1d_lt_5 = last_roc_9_1d < 5.0 if (last_protections_short_global == True) and ( (last_enter_short == True) or ( (last_rsi_14_gt_64) and (last_rsi_3 < 80.0) and (last_rsi_3_15m < 70.0) and (last_rsi_3_1h < 70.0) and (last_rsi_3_4h < 70.0) and (last_aroond_14 < 25.0) and (last_roc_2_1h_lt_5) and (last_roc_2_4h_lt_5) # and (last_candle["ROC_9_4h"] > -20.0) # and (last_candle["ROC_9_4h"] < 40.0) # and (last_candle["ROC_9_1d"] > -20.0) # and (last_candle["ROC_9_1d"] < 50.0) and (last_stochrsi_k > 80.0) and (last_stochrsi_k_15m > 80.0) # and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0) # and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0) and (last_close < (last_close_min_48 * 1.10)) and (last_close < (last_low_min_6_1h * 1.18)) and (last_close < (last_low_min_12_1h * 1.25)) # and (last_candle["close"] < (last_candle["low_min_24_4h"] * 1.20)) and (last_close > (last_ema_16 * 1.120)) ) or ( (last_rsi_14_gt_64) and (last_rsi_3 < 95.0) and (last_rsi_3_15m < 85.0) and (last_rsi_3_1h < 85.0) and (last_rsi_3_4h < 85.0) and (last_roc_2_1h_lt_5) and (last_roc_2_4h_lt_5) # and (last_candle["ROC_2_1d"] > -10.0) # and (last_candle["ROC_9_1h"] > -10.0) # and (last_candle["ROC_9_4h"] > -10.0) and (last_roc_9_1d_lt_5) and (last_ema_12 > last_ema_26) and ((last_ema_12 - last_ema_26) > (last_open * 0.020)) and ((previous_ema_12 - previous_ema_26) > (last_open / 100.0)) ) or ( (last_rsi_14_gt_64) and (last_rsi_3 < 90.0) and (last_rsi_3_15m_lt_90) and (last_rsi_3_1h_lt_90) and (last_rsi_3_4h_lt_90) and (last_rsi_3_1d_lt_90) and (last_roc_2_1h_lt_5) and (last_roc_2_4h_lt_5) and (last_roc_2_1d < 5.0) and (last_roc_9_1h_lt_5) and (last_roc_9_4h_lt_5) and (last_roc_9_1d < 10.0) # and (last_candle["ROC_9_4h"] < 40.0) # and (last_candle["ROC_9_1d"] < 50.0) and (last_aroond_14_15m < 25.0) and (last_close < (last_close_min_48 * 1.10)) and (last_close < (last_low_min_6_1h * 1.18)) and (last_close < (last_low_min_12_1h * 1.25)) # and (last_candle["close"] < (last_candle["low_min_24_4h"] * 1.20)) and (last_close > (last_ema_12 * 1.020)) ) or ( (last_rsi_14 < 64.0) and (last_rsi_3_15m_lt_90) and (last_rsi_3_1h_lt_90) and (last_rsi_3_4h_lt_90) and (last_rsi_3_1d_lt_90) and (last_roc_2_1h_lt_5) and (last_roc_2_4h_lt_5) # and (last_candle["ROC_2_1d"] > -5.0) and (last_roc_9_1h_lt_5) and (last_roc_9_4h_lt_5) and (last_roc_9_1d_lt_5) and (last_stochrsi_k_1h > 20.0) and (last_stochrsi_k_4h > 30.0) # and (last_candle["close"] > (last_candle["close_max_48"] * 0.90)) # and (last_candle["close"] < (last_candle["low_min_6_1h"] * 1.18)) # and (last_candle["close"] < (last_candle["low_min_12_1h"] * 1.25)) and (last_close > (last_ema_26 * 1.040)) and (last_close > (last_bbu_20 * 1.001)) ) ): return True return False def short_grind_entry_v2( self, last_candle: Series, previous_candle: Series, slice_profit: float, is_derisk: bool ) -> float: previous_ema_12 = previous_candle["EMA_12"] previous_ema_26 = previous_candle["EMA_26"] last_aroond_14_15m = last_candle["AROOND_14_15m"] last_rsi_14_1h = last_candle["RSI_14_1h"] last_high_max_24_4h = last_candle["high_max_24_4h"] last_bbu_20_2_0 = last_candle["BBU_20_2.0"] last_high_max_12_4h = last_candle["high_max_12_4h"] last_ema_12 = last_candle["EMA_12"] last_ema_26 = last_candle["EMA_26"] last_stochrsik_14_14_3_3 = last_candle["STOCHRSIk_14_14_3_3"] last_close_min_48 = last_candle["close_min_48"] last_open = last_candle["open"] last_aroond_14 = last_candle["AROOND_14"] last_roc_2_1d = last_candle["ROC_2_1d"] last_roc_9_1d = last_candle["ROC_9_1d"] last_rsi_3_1d = last_candle["RSI_3_1d"] last_low_min_12_1h = last_candle["low_min_12_1h"] last_low_min_6_1h = last_candle["low_min_6_1h"] last_close = last_candle["close"] last_rsi_3 = last_candle["RSI_3"] last_rsi_3_15m = last_candle["RSI_3_15m"] last_rsi_3_1h = last_candle["RSI_3_1h"] last_rsi_3_4h = last_candle["RSI_3_4h"] last_rsi_14 = last_candle["RSI_14"] last_roc_2_1h = last_candle["ROC_2_1h"] last_roc_2_4h = last_candle["ROC_2_4h"] last_roc_9_1h = last_candle["ROC_9_1h"] last_roc_9_4h = last_candle["ROC_9_4h"] last_protections_short_global = last_candle["protections_short_global"] last_enter_short = last_candle["enter_short"] last_stochrsi_k_15m = last_candle["STOCHRSIk_14_14_3_3_15m"] last_stochrsi_k_1h = last_candle["STOCHRSIk_14_14_3_3_1h"] last_stochrsi_k_4h = last_candle["STOCHRSIk_14_14_3_3_4h"] last_low_min_24_4h = last_candle["low_min_24_4h"] last_ema_16 = last_candle["EMA_16"] # Reused short grind entry v2 thresholds last_rsi_3_lt_95 = last_rsi_3 < 95.0 last_rsi_3_4h_lt_90 = last_rsi_3_4h < 90.0 last_rsi_3_1h_lt_90 = last_rsi_3_1h < 90.0 last_rsi_3_15m_lt_90 = last_rsi_3_15m < 90.0 last_rsi_3_lt_90 = last_rsi_3 < 90.0 last_rsi_14_gt_64 = last_rsi_14 > 64.0 last_aroond_14_lt_25 = last_aroond_14 < 25.0 last_stochrsik_14_14_3_3_gt_80 = last_stochrsik_14_14_3_3 > 80.0 last_rsi_3_1d_lt_90 = last_rsi_3_1d < 90.0 last_roc_9_4h_lt_10 = last_roc_9_4h < 10.0 last_roc_9_1h_lt_10 = last_roc_9_1h < 10.0 last_roc_2_4h_lt_10 = last_roc_2_4h < 10.0 last_roc_2_1h_lt_10 = last_roc_2_1h < 10.0 last_rsi_3_15m_lt_85 = last_rsi_3_15m < 85.0 last_roc_2_4h_lt_5 = last_roc_2_4h < 5.0 last_roc_2_1h_lt_5 = last_roc_2_1h < 5.0 last_roc_2_1d_lt_10 = last_roc_2_1d < 10.0 last_rsi_3_4h_lt_85 = last_rsi_3_4h < 85.0 last_rsi_3_1h_lt_85 = last_rsi_3_1h < 85.0 last_rsi_3_15m_lt_95 = last_rsi_3_15m < 95.0 last_rsi_14_gt_65 = last_rsi_14 > 65.0 last_roc_9_1d_lt_30 = last_roc_9_1d < 30.0 if (last_protections_short_global == True) and ( (last_enter_short == True) or ( (last_rsi_14 > 54.0) and (last_rsi_3_lt_90) and (last_rsi_3_15m_lt_85) and (last_rsi_3_1h_lt_85) and (last_rsi_3_4h_lt_85) and (last_roc_2_1h_lt_10) and (last_roc_2_4h_lt_10) and (last_roc_2_1d_lt_10) and (last_roc_9_1h < 25.0) and (last_roc_9_4h < 25.0) and (last_roc_9_1d < 25.0) # and (last_candle["ROC_9_1d"] < 40.0) and (last_aroond_14_lt_25) # and (last_candle["STOCHRSIk_14_14_3_3"] < 20.0) # and (last_candle["STOCHRSIk_14_14_3_3_15m"] < 20.0) # and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 30.0) # and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 30.0) and (last_close < (last_close_min_48 * 1.10)) and (last_close < (last_low_min_6_1h * 1.18)) and (last_close < (last_low_min_12_1h * 1.25)) and (last_close > (last_high_max_24_4h * 0.85)) and (last_close > (last_ema_16 * 1.032)) ) or ( (last_rsi_14_gt_64) and (last_rsi_3_lt_95) and (last_rsi_3_15m_lt_85) and (last_rsi_3_1h_lt_85) and (last_rsi_3_4h_lt_85) # and (last_candle["RSI_3_1d"] > 15.0) and (last_roc_2_1h_lt_10) and (last_roc_2_4h_lt_10) # and (last_candle["ROC_2_1d"] > -10.0) and (last_roc_9_1h_lt_10) and (last_roc_9_4h_lt_10) and (last_roc_9_1d_lt_30) and (last_stochrsik_14_14_3_3 > 50.0) and (last_ema_12 > last_ema_26) and ((last_ema_12 - last_ema_26) > (last_open * 0.020)) and ((previous_ema_12 - previous_ema_26) > (last_open / 100.0)) ) or ( (last_rsi_14_gt_64) and (last_rsi_3_lt_90) and (last_rsi_3_15m_lt_90) and (last_rsi_3_1h_lt_90) and (last_rsi_3_4h_lt_90) and (last_rsi_3_1d_lt_90) and (last_roc_2_1h_lt_5) and (last_roc_2_4h_lt_5) and (last_roc_2_1d < 5.0) and (last_roc_9_1h_lt_10) and (last_roc_9_4h_lt_10) and (last_roc_9_1d < 10.0) # and (last_roc_9_4h < 40.0) # and (last_candle["ROC_9_1d"] < 50.0) and (last_aroond_14_15m < 25.0) and (last_close < (last_close_min_48 * 1.10)) and (last_close < (last_low_min_6_1h * 1.18)) and (last_close < (last_low_min_12_1h * 1.25)) # and (last_close < (last_candle["low_min_24_4h"] * 1.20)) and (last_close > (last_ema_12 * 1.020)) ) or ( (last_rsi_14_gt_64) and (last_rsi_3_lt_90) and (last_rsi_3_15m_lt_90) and (last_rsi_3_1h_lt_90) and (last_rsi_3_4h_lt_90) and (last_rsi_3_1d_lt_90) and (last_roc_2_1h_lt_10) and (last_roc_2_4h_lt_10) and (last_roc_2_1d_lt_10) # and (last_roc_9_1h > -10.0) # and (last_roc_9_4h > -10.0) # and (last_candle["ROC_9_1d"] > -10.0) and (last_aroond_14_lt_25) and (last_close < (last_close_min_48 * 1.10)) and (last_close < (last_low_min_6_1h * 1.18)) and (last_close < (last_low_min_12_1h * 1.25)) and (last_close > (last_ema_26 * 1.038)) and (last_close > (last_bbu_20_2_0 * 1.0)) ) or ( (last_rsi_14_gt_65) and (last_rsi_3_lt_90) and (last_rsi_3_15m_lt_90) and (last_rsi_3_1h_lt_90) and (last_rsi_3_4h_lt_90) # and (last_candle["RSI_3_1d"] > 10.0) and (last_roc_2_1h_lt_10) and (last_roc_2_4h_lt_10) and (last_roc_2_1d_lt_10) and (last_roc_9_1h_lt_10) and (last_roc_9_4h_lt_10) # and (last_candle["ROC_9_1d"] > -10.0) and (last_aroond_14_lt_25) # and (last_candle["AROONU_14_15m"] < 25.0) # and (last_candle["STOCHRSIk_14_14_3_3"] < 20.0) # and (last_candle["STOCHRSIk_14_14_3_3_15m"] < 20.0) # and (last_close > (last_candle["close_max_48"] * 0.90)) # and (last_close < (last_candle["low_min_6_1h"] * 1.18)) # and (last_close < (last_candle["low_min_12_1h"] * 1.25)) and (last_close > (last_high_max_12_4h * 0.80)) and (last_close > (last_candle["EMA_9"] * 1.032)) and (last_close > (last_candle["EMA_20"] * 1.020)) ) or ( (last_rsi_14_gt_65) and (last_rsi_3_lt_90) and (last_rsi_3 > 60.0) # and (last_candle["RSI_4"] < 40.0) and (last_rsi_3_15m_lt_85) # and (last_rsi_3_1h > 20.0) # and (last_rsi_3_4h > 20.0) # and (last_candle["RSI_3_1d"] > 20.0) and (last_roc_2_1h_lt_5) and (last_roc_2_4h_lt_5) # and (last_candle["ROC_2_1d"] > -5.0) and (last_roc_9_1h_lt_10) and (last_roc_9_4h_lt_10) # and (last_candle["ROC_9_1d"] > -10.0) and (last_aroond_14_lt_25) # and (last_candle["AROONU_14_15m"] < 25.0) # and (last_candle["STOCHRSIk_14_14_3_3"] < 20.0) # and (last_candle["STOCHRSIk_14_14_3_3_15m"] < 20.0) # and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 50.0) # and (last_candle["STOCHRSIk_14_14_3_3_4h"] < 50.0) # and (last_close > (last_candle["close_max_48"] * 0.90)) # and (last_close < (last_candle["low_min_6_1h"] * 1.18)) # and (last_close < (last_candle["low_min_12_1h"] * 1.25)) and (last_candle["RSI_20"] > previous_candle["RSI_20"]) and (last_close > (last_candle["SMA_16"] * 1.045)) # and (last_close < (last_candle["EMA_20"] * 0.980)) ) or ( (last_rsi_3_lt_95) and (last_rsi_3_15m_lt_90) and (last_rsi_3_1h_lt_90) and (last_rsi_3_4h_lt_90) and (last_roc_2_1h_lt_5) and (last_roc_2_4h_lt_5) and (last_roc_9_1h < 5.0) and (last_roc_9_4h < 5.0) and (last_candle["WILLR_14"] > -50.0) # and (last_candle["AROONU_14"] < 25.0) and (last_stochrsik_14_14_3_3_gt_80) and (last_candle["WILLR_84_1h"] > -30.0) # and (last_candle["STOCHRSIk_14_14_3_3_1h"] < 40.0) and (last_close < (last_high_max_24_4h * 0.77)) and (last_candle["BBB_20_2.0_1h"] > 12.0) and (last_close_min_48 <= (last_close * 0.90)) ) or ( (last_rsi_3 > 70.0) and (last_rsi_3_lt_95) and (last_rsi_3_15m_lt_95) and (last_rsi_3_1h_lt_90) and (last_rsi_3_4h_lt_90) # and (last_roc_2_1h > -5.0) # and (last_roc_2_4h > -5.0) # and (last_roc_9_1h > -5.0) # and (last_roc_9_4h > -5.0) and (last_roc_9_1d_lt_30) # and (last_candle["STOCHRSIk_14_14_3_3"] < 20.0) # and (last_close < (last_candle["low_min_24_4h"] * 1.50)) and (last_ema_12 > last_ema_26) and ((last_ema_12 - last_ema_26) > (last_open * 0.034)) and ((previous_ema_12 - previous_ema_26) > (last_open / 100.0)) ) or ( (last_rsi_3_lt_95) and (last_rsi_3_15m < 75.0) and (last_rsi_3_1h < 70.0) and (last_close > (last_low_min_24_4h * 1.10)) and (last_close > (last_close_min_48 * 1.10)) and (last_close < (last_candle["close_max_12"] * 0.92)) ) or ( (last_rsi_3_lt_95) and (last_rsi_3_15m_lt_95) and (last_stochrsik_14_14_3_3_gt_80) and (last_rsi_14 > (last_rsi_14_1h + 45.0)) ) or ( (last_rsi_3_lt_90) and (last_rsi_3_15m_lt_90) and (last_rsi_3_1h_lt_90) and (last_rsi_3_4h_lt_90) and (last_rsi_3_1d_lt_90) and (last_stochrsik_14_14_3_3_gt_80) and (last_close > (last_candle["SMA_30"] * 1.022)) and (last_close > (last_bbu_20_2_0 * 1.0)) ) or ( (last_rsi_14_gt_64) and (last_rsi_3_lt_95) and (last_rsi_3_15m_lt_90) and (last_rsi_3_1h_lt_90) and (last_rsi_3_4h_lt_90) and (last_rsi_3_1d_lt_90) and (last_stochrsik_14_14_3_3 > 70.0) and (last_close < (last_close_min_48 * 1.15)) and (last_close < (last_low_min_6_1h * 1.20)) and (last_close < (last_low_min_12_1h * 1.33)) and (last_close > (last_high_max_12_4h * 0.75)) and (last_ema_12 > last_ema_26) and ((last_ema_12 - last_ema_26) > (last_open * 0.018)) and ((previous_ema_12 - previous_ema_26) > (last_open / 100.0)) ) or ( (last_rsi_3_lt_95) and (previous_candle["SMA_9"] > previous_candle["SMA_21"]) and (last_candle["SMA_9"] < last_candle["SMA_21"]) and (last_close > (last_candle["EMA_100"] * 1.016)) and (last_rsi_3_1h < 80.0) and (last_rsi_3_4h < 80.0) ) or ( (slice_profit > 0.12) and (last_rsi_3_lt_95) and (last_rsi_3_15m_lt_90) and (last_rsi_14 > 60.0) and (last_aroond_14_lt_25) and (last_aroond_14_15m < 30.0) and (last_stochrsik_14_14_3_3_gt_80) and (last_stochrsi_k_15m > 70.0) and (last_rsi_14_1h > 50.0) and (last_candle["RSI_14_4h"] > 50.0) ) or ( (last_rsi_14_gt_64) and (last_rsi_3_lt_95) and (last_rsi_3_1h_lt_90) and (last_rsi_3_4h_lt_90) and (last_close > (last_ema_12 * 1.001)) and (last_close > (last_candle["BBL_20_2.0"] * 1.004)) ) ): return True return False def short_buyback_exit_v2( self, last_candle: Series, previous_candle: Series, slice_profit: float, is_derisk: bool ) -> float: last_rsi_3 = last_candle["RSI_3"] last_rsi_14 = last_candle["RSI_14"] last_willr_14 = last_candle["WILLR_14"] last_stochrsi_k = last_candle["STOCHRSIk_14_14_3_3"] last_close = last_candle["close"] last_bbl_20 = last_candle["BBL_20_2.0"] if ( (last_rsi_3 < 1.0) or (last_rsi_14 < 30.0) or (last_willr_14 < -99.9) or (last_stochrsi_k > 5.0) or (last_close < (last_bbl_20 * 0.99)) or ((last_rsi_3 < 10.0) and (last_rsi_14 > 50.0)) ): return True return False def short_grind_exit_v2( self, last_candle: Series, previous_candle: Series, slice_profit: float, is_derisk: bool ) -> float: last_rsi_3 = last_candle["RSI_3"] last_rsi_14 = last_candle["RSI_14"] last_willr_14 = last_candle["WILLR_14"] last_stochrsi_k = last_candle["STOCHRSIk_14_14_3_3"] last_close = last_candle["close"] last_bbl_20 = last_candle["BBL_20_2.0"] if ( (last_rsi_3 < 1.0) or (last_rsi_14 < 30.0) or (last_willr_14 < -99.9) or (last_stochrsi_k < 5.0) or (last_close < (last_bbl_20 * 0.99)) or ((last_rsi_3 < 10.0) and (last_rsi_14 > 50.0)) ): return True return False # Short Grinding Exit v3 (mirror of long_grind_exit_v3) # --------------------------------------------------------------------------------------------- def short_grind_exit_v3( self, last_candle: Series, previous_candle: Series, slice_profit: float, current_time: datetime, min_stake: float, current_stake_amount: float, exit_rate: float, profit_stake: float, profit_ratio: float, name: str, tag: str, fee_open_rate: float, fee_close_rate: float, max_profit: float, max_profit_rate: float, grind_profit_stake: float, grind_profit_rate: float, grind_total_amount: float, grind_exit_profit_threshold: float, grind_open_orders, trade: Trade, ) -> tuple: # Normalize so profit is always positive when the short is profitable. profit = -grind_profit_rate # Not enough profit after fees. if profit < (grind_exit_profit_threshold + fee_open_rate + fee_close_rate): return None, None last_rsi_3 = last_candle["RSI_3"] last_rsi_14 = last_candle["RSI_14"] last_willr_14 = last_candle["WILLR_14"] last_stochrsi_k = last_candle["STOCHRSIk_14_14_3_3"] last_close = last_candle["close"] last_bbl_20 = last_candle["BBL_20_2.0"] is_normal_exit = False if ( (last_rsi_3 < 1.0) or (last_rsi_14 < 30.0) or (last_willr_14 < -99.9) or (last_stochrsi_k < 5.0) or (last_close < (last_bbl_20 * 0.99)) or ((last_rsi_3 < 10.0) and (last_rsi_14 > 50.0)) or ( (last_rsi_3 < 20.0) and (last_candle["RSI_3_1h"] > 80.0) and (last_candle["RSI_3_4h"] > 80.0) and (last_candle["ROC_9_1d"] < 10.0) and (last_candle["BTC_RSI_14_4h"] > 65.0) ) ): is_normal_exit = True is_trailing_exit = False # max_profit = -max_profit_rate # drawdown = max_profit - profit # if 0.01 <= -grind_profit_rate < 0.02: # if -grind_profit_rate < (-max_profit_rate - 0.025): # is_trailing_exit = True # elif 0.02 <= -grind_profit_rate <= 0.05: # if -grind_profit_rate < (-max_profit_rate - 0.035): # is_trailing_exit = True # elif 0.05 <= -grind_profit_rate <= 0.08: # if -grind_profit_rate < (-max_profit_rate - 0.045): # is_trailing_exit = True # elif 0.08 <= -grind_profit_rate <= 0.12: # if -grind_profit_rate < (-max_profit_rate - 0.050): # is_trailing_exit = True # elif 0.12 <= -grind_profit_rate: # if -grind_profit_rate < (-max_profit_rate - 0.055): # is_trailing_exit = True # is_trailing_exit = -grind_profit_rate > 0.04 stake_fmt = ".8f" if self.config["stake_currency"] in ("BTC", "ETH", "BNB", "SOL") else ".3f" if is_normal_exit or is_trailing_exit: exit_amount = grind_total_amount * exit_rate / trade.leverage if ((current_stake_amount / trade.leverage) - exit_amount) < (min_stake * 1.55): exit_amount = (trade.amount * exit_rate / trade.leverage) - (min_stake * 1.55) ft_exit_amount = exit_amount * trade.leverage * (trade.stake_amount / trade.amount) / exit_rate if exit_amount > min_stake and ft_exit_amount > min_stake: self.dp.send_msg( self.notification_msg( "grinding-exit", tag=name, pair=trade.pair, rate=exit_rate, stake_amount=exit_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=self.config["stake_currency"], grind_profit_stake=grind_profit_stake, grind_profit_pct=profit, coin_amount=grind_total_amount, ) ) log.info( f"Grinding exit ({name}) [{current_time}] [{trade.pair}] | Rate: {exit_rate} | Stake amount: {exit_amount:{stake_fmt}} | Coin amount: {grind_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(profit * 100.0):.2f}% ({grind_profit_stake:{stake_fmt}} {self.config['stake_currency']})" ) order_tag = tag for grind_entry in grind_open_orders: order_tag += " " + str(grind_entry.id) return -ft_exit_amount, order_tag return None, None # Short Grinding Adjust Trade Position v3 # --------------------------------------------------------------------------------------------- def short_grind_adjust_trade_position_v3( 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, ): dp = self.dp send_msg = self.dp.send_msg notification_msg = self.notification_msg config = self.config stake_currency = config["stake_currency"] is_futures_mode = self.is_futures_mode scale_stakes_for_min_stake = self.scale_stakes_for_min_stake trade_pair = trade.pair trade_amount = trade.amount trade_stake_amount = trade.stake_amount trade_leverage = trade.leverage trade_fee_open = trade.fee_open trade_fee_close = trade.fee_close is_backtest = self.is_backtest_mode() # we already waiting for an order to get filled if trade.has_open_orders: return None min_stake = self.correct_min_stake(min_stake, trade_leverage) df, _ = dp.get_analyzed_dataframe(trade_pair, self.timeframe) if len(df) < 2: return None last_candle = df.iloc[-1] previous_candle = df.iloc[-2] exit_rate = current_rate filled_orders, filled_entries, filled_exits, profit_values = self.profit_or_order_snapshot( trade, current_time, exit_rate ) count_of_exits = trade.nr_of_successful_exits if dp.runmode.value in ("live", "dry_run"): ticker = dp.ticker(trade_pair) if ("bid" in ticker) and ("ask" in ticker): exit_price_side = config["exit_pricing"]["price_side"] if trade.is_short: if exit_price_side in ["ask", "other"]: if ticker["ask"] is not None: exit_rate = ticker["ask"] else: if exit_price_side in ["bid", "other"]: if ticker["bid"] is not None: exit_rate = ticker["bid"] if profit_values is None: profit_values = self.calc_total_profit(trade, filled_entries, filled_exits, exit_rate) profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio = profit_values current_stake_amount = trade_amount * exit_rate slice_amount = filled_entries[0].safe_filled * filled_entries[0].safe_price 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 ) 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) ) # Rebuy mode, the first entry is lower than normal slot stake if is_rebuy_mode: slice_amount /= self.system_v3_rebuy_mode_stake_multiplier is_system_v3, is_system_v3_1, is_system_v3_2 = self.get_system_version_flags(trade) has_order_tags = hasattr(filled_orders[0], "ft_order_tag") 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 fee_rate = fee_open_rate + fee_close_rate stake_scale_leverage = trade_leverage if is_futures_mode else 1.0 grind_entry_retry_time = current_time - timedelta(minutes=5) grind_1_max_sub_grinds = 0 grind_1_stakes = scale_stakes_for_min_stake( self.system_v3_grind_1_stakes_futures if is_futures_mode else self.system_v3_grind_1_stakes_spot, slice_amount, min_stake, trade_leverage, trade_leverage, ) grind_1_sub_thresholds = ( self.system_v3_grind_1_thresholds_futures if is_futures_mode else self.system_v3_grind_1_thresholds_spot ) grind_1_max_sub_grinds = len(grind_1_stakes) grind_1_derisk_grinds = ( self.system_v3_grind_1_derisk_futures if is_futures_mode else self.system_v3_grind_1_derisk_spot ) grind_1_profit_threshold = ( self.system_v3_grind_1_profit_threshold_futures if is_futures_mode else self.system_v3_grind_1_profit_threshold_spot ) grind_2_max_sub_grinds = 0 grind_2_stakes = scale_stakes_for_min_stake( self.system_v3_grind_2_stakes_futures if is_futures_mode else self.system_v3_grind_2_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_2_sub_thresholds = ( self.system_v3_grind_2_thresholds_futures if is_futures_mode else self.system_v3_grind_2_thresholds_spot ) grind_2_max_sub_grinds = len(grind_2_stakes) grind_2_derisk_grinds = ( self.system_v3_grind_2_derisk_futures if is_futures_mode else self.system_v3_grind_2_derisk_spot ) grind_2_profit_threshold = ( self.system_v3_grind_2_profit_threshold_futures if is_futures_mode else self.system_v3_grind_2_profit_threshold_spot ) grind_3_max_sub_grinds = 0 grind_3_stakes = scale_stakes_for_min_stake( self.system_v3_grind_3_stakes_futures if is_futures_mode else self.system_v3_grind_3_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_3_sub_thresholds = ( self.system_v3_grind_3_thresholds_futures if is_futures_mode else self.system_v3_grind_3_thresholds_spot ) grind_3_max_sub_grinds = len(grind_3_stakes) grind_3_derisk_grinds = ( self.system_v3_grind_3_derisk_futures if is_futures_mode else self.system_v3_grind_3_derisk_spot ) grind_3_profit_threshold = ( self.system_v3_grind_3_profit_threshold_futures if is_futures_mode else self.system_v3_grind_3_profit_threshold_spot ) grind_4_max_sub_grinds = 0 grind_4_stakes = scale_stakes_for_min_stake( self.system_v3_grind_4_stakes_futures if is_futures_mode else self.system_v3_grind_4_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_4_sub_thresholds = ( self.system_v3_grind_4_thresholds_futures if is_futures_mode else self.system_v3_grind_4_thresholds_spot ) grind_4_max_sub_grinds = len(grind_4_stakes) grind_4_derisk_grinds = ( self.system_v3_grind_4_derisk_futures if is_futures_mode else self.system_v3_grind_4_derisk_spot ) grind_4_profit_threshold = ( self.system_v3_grind_4_profit_threshold_futures if is_futures_mode else self.system_v3_grind_4_profit_threshold_spot ) grind_5_max_sub_grinds = 0 grind_5_stakes = scale_stakes_for_min_stake( self.system_v3_grind_5_stakes_futures if is_futures_mode else self.system_v3_grind_5_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_5_sub_thresholds = ( self.system_v3_grind_5_thresholds_futures if is_futures_mode else self.system_v3_grind_5_thresholds_spot ) grind_5_max_sub_grinds = len(grind_5_stakes) grind_5_derisk_grinds = ( self.system_v3_grind_5_derisk_futures if is_futures_mode else self.system_v3_grind_5_derisk_spot ) grind_5_profit_threshold = ( self.system_v3_grind_5_profit_threshold_futures if is_futures_mode else self.system_v3_grind_5_profit_threshold_spot ) rebuy_stakes = self.system_v3_1_rebuy_stakes_futures if is_futures_mode else self.system_v3_1_rebuy_stakes_spot rebuy_max_sub_grinds = len(rebuy_stakes) rebuy_sub_thresholds = ( self.system_v3_1_rebuy_thresholds_futures if is_futures_mode else self.system_v3_1_rebuy_thresholds_spot ) is_derisk_1 = False is_derisk_1_found = False # derisk_level_1 de-risk exit derisk_1_order = None is_derisk_2 = False is_derisk_2_found = False # derisk_level_2 de-risk exit derisk_2_order = None is_derisk_3 = False is_derisk_3_found = False # derisk_level_3 de-risk exit derisk_3_order = None 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_profit_stake = 0.0 grind_1_current_grind_profit_rate = 0.0 grind_1_is_exit_found = False grind_1_found = False grind_1_buy_orders = [] grind_1_orders = [] grind_1_distance_ratio = 0.0 grind_1_exit_order = None grind_1_exit_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_profit_stake = 0.0 grind_2_current_grind_profit_rate = 0.0 grind_2_is_exit_found = False grind_2_found = False grind_2_buy_orders = [] grind_2_orders = [] grind_2_distance_ratio = 0.0 grind_2_exit_order = None grind_2_exit_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_profit_stake = 0.0 grind_3_current_grind_profit_rate = 0.0 grind_3_is_exit_found = False grind_3_found = False grind_3_buy_orders = [] grind_3_orders = [] grind_3_distance_ratio = 0.0 grind_3_exit_order = None grind_3_exit_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_profit_stake = 0.0 grind_4_current_grind_profit_rate = 0.0 grind_4_is_exit_found = False grind_4_found = False grind_4_buy_orders = [] grind_4_orders = [] grind_4_distance_ratio = 0.0 grind_4_exit_order = None grind_4_exit_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_profit_stake = 0.0 grind_5_current_grind_profit_rate = 0.0 grind_5_is_exit_found = False grind_5_found = False grind_5_buy_orders = [] grind_5_orders = [] grind_5_distance_ratio = 0.0 grind_5_exit_order = None grind_5_exit_distance_ratio = 0.0 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_exit_found = False rebuy_found = False rebuy_buy_orders = [] rebuy_orders = [] rebuy_distance_ratio = 0.0 rebuy_exit_order = None rebuy_exit_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_exit_found and order_tag == "grind_1_entry": 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) grind_1_orders.append(order) 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_exit_found and order_tag == "grind_2_entry": 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) grind_2_orders.append(order) 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_exit_found and order_tag == "grind_3_entry": 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) grind_3_orders.append(order) 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_exit_found and order_tag == "grind_4_entry": 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) grind_4_orders.append(order) 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_exit_found and order_tag == "grind_5_entry": 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) grind_5_orders.append(order) if not grind_5_found: grind_5_distance_ratio = (exit_rate - order.safe_price) / order.safe_price grind_5_found = True elif not rebuy_is_exit_found and order_tag == "rebuy_entry": 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) rebuy_orders.append(order) 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 / stake_scale_leverage) > min_stake: partial_sell = True # break order_tag = "" if has_order_tags: if order.ft_order_tag is not None: order_tag = order.ft_order_tag.partition(" ")[0] if order_tag == "derisk_level_1": if not is_derisk_1_found: is_derisk_1_found = True is_derisk_1 = True derisk_1_order = order elif order_tag == "derisk_level_2": if not is_derisk_2_found: is_derisk_2_found = True is_derisk_2 = True derisk_2_order = order elif order_tag == "derisk_level_3": if not is_derisk_3_found: is_derisk_3_found = True is_derisk_3 = True derisk_3_order = order elif not grind_1_is_exit_found and order_tag in ["grind_1_exit", "grind_1_derisk"]: grind_1_is_exit_found = True grind_1_exit_order = order elif not grind_2_is_exit_found and order_tag in ["grind_2_exit", "grind_2_derisk"]: grind_2_is_exit_found = True grind_2_exit_order = order elif not grind_3_is_exit_found and order_tag in ["grind_3_exit", "grind_3_derisk"]: grind_3_is_exit_found = True grind_3_exit_order = order elif not grind_4_is_exit_found and order_tag in ["grind_4_exit", "grind_4_derisk"]: grind_4_is_exit_found = True grind_4_exit_order = order elif not grind_5_is_exit_found and order_tag in ["grind_5_exit", "grind_5_derisk"]: grind_5_is_exit_found = True grind_5_exit_order = order elif not rebuy_is_exit_found and order_tag in ["rebuy_exit", "rebuy_derisk"]: rebuy_is_exit_found = True rebuy_exit_order = order elif order_tag == "derisk_global": if not grind_1_is_exit_found: grind_1_is_exit_found = True grind_1_exit_order = order if not grind_2_is_exit_found: grind_2_is_exit_found = True grind_2_exit_order = order if not grind_3_is_exit_found: grind_3_is_exit_found = True grind_3_exit_order = order if not grind_4_is_exit_found: grind_4_is_exit_found = True grind_4_exit_order = order if not grind_5_is_exit_found: grind_5_is_exit_found = True grind_5_exit_order = order if not rebuy_is_exit_found: rebuy_is_exit_found = True rebuy_exit_order = order 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_profit_stake = grind_1_total_cost - grind_1_current_grind_stake grind_1_current_grind_profit_rate = (exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate 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_profit_stake = grind_2_total_cost - grind_2_current_grind_stake grind_2_current_grind_profit_rate = (exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate 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_profit_stake = grind_3_total_cost - grind_3_current_grind_stake grind_3_current_grind_profit_rate = (exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate 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_profit_stake = grind_4_total_cost - grind_4_current_grind_stake grind_4_current_grind_profit_rate = (exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate 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_profit_stake = grind_5_total_cost - grind_5_current_grind_stake grind_5_current_grind_profit_rate = (exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate 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_is_exit_found: grind_1_exit_distance_ratio = (exit_rate - grind_1_exit_order.safe_price) / grind_1_exit_order.safe_price if grind_2_is_exit_found: grind_2_exit_distance_ratio = (exit_rate - grind_2_exit_order.safe_price) / grind_2_exit_order.safe_price if grind_3_is_exit_found: grind_3_exit_distance_ratio = (exit_rate - grind_3_exit_order.safe_price) / grind_3_exit_order.safe_price if grind_4_is_exit_found: grind_4_exit_distance_ratio = (exit_rate - grind_4_exit_order.safe_price) / grind_4_exit_order.safe_price if grind_5_is_exit_found: grind_5_exit_distance_ratio = (exit_rate - grind_5_exit_order.safe_price) / grind_5_exit_order.safe_price if rebuy_is_exit_found: rebuy_exit_distance_ratio = (exit_rate - rebuy_exit_order.safe_price) / rebuy_exit_order.safe_price # all buybacks & grinds current_open_grind_stake_profit = ( grind_1_current_grind_profit_stake + grind_2_current_grind_profit_stake + grind_3_current_grind_profit_stake + grind_4_current_grind_profit_stake + grind_5_current_grind_profit_stake + rebuy_current_grind_stake_profit ) num_open_grinds_and_buybacks = ( 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 + rebuy_sub_grind_count ) # not reached the max allowed stake for all grinds is_not_trade_max_stake_v3 = current_stake_amount < (slice_amount * self.system_v3_max_stake) is_not_trade_max_stake_v3_1 = current_stake_amount < (slice_amount * self.system_v3_1_max_stake) grind_1_cluster_max_profit_stake = trade.get_custom_data(key="grind_1_cluster_max_profit_stake") or 0.0 grind_1_cluster_max_profit_rate = trade.get_custom_data(key="grind_1_cluster_max_profit_rate") or 0.0 if grind_1_current_grind_profit_stake > grind_1_cluster_max_profit_stake: trade.set_custom_data(key="grind_1_cluster_max_profit_stake", value=grind_1_current_grind_profit_stake) if grind_1_current_grind_profit_rate < grind_1_cluster_max_profit_rate: trade.set_custom_data(key="grind_1_cluster_max_profit_rate", value=grind_1_current_grind_profit_rate) grind_2_cluster_max_profit_stake = trade.get_custom_data(key="grind_2_cluster_max_profit_stake") or 0.0 grind_2_cluster_max_profit_rate = trade.get_custom_data(key="grind_2_cluster_max_profit_rate") or 0.0 if grind_2_current_grind_profit_stake > grind_2_cluster_max_profit_stake: trade.set_custom_data(key="grind_2_cluster_max_profit_stake", value=grind_2_current_grind_profit_stake) if grind_2_current_grind_profit_rate < grind_2_cluster_max_profit_rate: trade.set_custom_data(key="grind_2_cluster_max_profit_rate", value=grind_2_current_grind_profit_rate) grind_3_cluster_max_profit_stake = trade.get_custom_data(key="grind_3_cluster_max_profit_stake") or 0.0 grind_3_cluster_max_profit_rate = trade.get_custom_data(key="grind_3_cluster_max_profit_rate") or 0.0 if grind_3_current_grind_profit_stake > grind_3_cluster_max_profit_stake: trade.set_custom_data(key="grind_3_cluster_max_profit_stake", value=grind_3_current_grind_profit_stake) if grind_3_current_grind_profit_rate < grind_3_cluster_max_profit_rate: trade.set_custom_data(key="grind_3_cluster_max_profit_rate", value=grind_3_current_grind_profit_rate) grind_4_cluster_max_profit_stake = trade.get_custom_data(key="grind_4_cluster_max_profit_stake") or 0.0 grind_4_cluster_max_profit_rate = trade.get_custom_data(key="grind_4_cluster_max_profit_rate") or 0.0 if grind_4_current_grind_profit_stake > grind_4_cluster_max_profit_stake: trade.set_custom_data(key="grind_4_cluster_max_profit_stake", value=grind_4_current_grind_profit_stake) if grind_4_current_grind_profit_rate < grind_4_cluster_max_profit_rate: trade.set_custom_data(key="grind_4_cluster_max_profit_rate", value=grind_4_current_grind_profit_rate) grind_5_cluster_max_profit_stake = trade.get_custom_data(key="grind_5_cluster_max_profit_stake") or 0.0 grind_5_cluster_max_profit_rate = trade.get_custom_data(key="grind_5_cluster_max_profit_rate") or 0.0 if grind_5_current_grind_profit_stake > grind_5_cluster_max_profit_stake: trade.set_custom_data(key="grind_5_cluster_max_profit_stake", value=grind_5_current_grind_profit_stake) if grind_5_current_grind_profit_rate < grind_5_cluster_max_profit_rate: trade.set_custom_data(key="grind_5_cluster_max_profit_rate", value=grind_5_current_grind_profit_rate) is_short_extra_checks_entry = ( grind_entry_retry_time > filled_entries[-1].order_filled_utc # and ((current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc) or (slice_profit > 0.02)) and ( (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc) or (slice_profit > 0.06) or (is_derisk_3) ) # and ( # (current_stake_amount < (filled_entries[0].cost * 0.50)) # or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc) # or (slice_profit > 0.06) # ) ) # is_short_extra_checks_entry = True is_short_grind_entry = self.short_grind_entry_v3( last_candle, previous_candle, slice_profit, slice_profit_entry, True ) is_short_rebuy_entry = self.short_rebuy_entry_v3(last_candle, previous_candle, slice_profit, True) stake_fmt = ".8f" if self.config["stake_currency"] in ("BTC", "ETH", "BNB", "SOL") else ".3f" # De-risk level 1 if ( self.derisk_enable and ( (is_system_v3 and self.system_v3_derisk_level_1_enable) or (is_system_v3_2 and self.system_v3_2_derisk_level_1_enable) ) and not is_derisk_1_found and not is_rebuy_mode and ( profit_stake < ( slice_amount * ( (self.system_v3_derisk_level_1_futures[1] if is_futures_mode else self.system_v3_derisk_level_1_spot[1]) if is_system_v3 else ( self.system_v3_2_derisk_level_1_futures[1] if is_futures_mode else self.system_v3_2_derisk_level_1_spot[1] ) ) ) / trade_leverage ) ): sell_amount = ( ( filled_entries[0].safe_filled * ( ( self.system_v3_derisk_level_1_stake_futures if is_futures_mode else self.system_v3_derisk_level_1_stake_spot ) if is_system_v3 else ( self.system_v3_2_derisk_level_1_stake_futures if is_futures_mode else self.system_v3_2_derisk_level_1_stake_spot ) ) ) * 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 send_msg( notification_msg( "de-risk", tag="Level 1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Level 1 [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) return -ft_sell_amount, "derisk_level_1" # De-risk level 2 if ( self.derisk_enable and ( (is_system_v3 and self.system_v3_derisk_level_2_enable) or (is_system_v3_2 and self.system_v3_2_derisk_level_2_enable) ) and not is_derisk_2_found and not is_rebuy_mode and ( profit_stake < ( slice_amount * ( (self.system_v3_derisk_level_2_futures[1] if is_futures_mode else self.system_v3_derisk_level_2_spot[1]) if is_system_v3 else ( self.system_v3_2_derisk_level_2_futures[1] if is_futures_mode else self.system_v3_2_derisk_level_2_spot[1] ) ) ) / trade_leverage ) ): sell_amount = ( ( filled_entries[0].safe_filled * ( ( self.system_v3_derisk_level_2_stake_futures if is_futures_mode else self.system_v3_derisk_level_2_stake_spot ) if is_system_v3 else ( self.system_v3_2_derisk_level_2_stake_futures if is_futures_mode else self.system_v3_2_derisk_level_2_stake_spot ) ) ) * 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 send_msg( notification_msg( "de-risk", tag="Level 2", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Level 2 [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) return -ft_sell_amount, "derisk_level_2" # De-risk level 3 if ( self.derisk_enable and ( (is_system_v3 and self.system_v3_derisk_level_3_enable) or (is_system_v3_2 and self.system_v3_2_derisk_level_3_enable) ) and not is_derisk_3_found and not is_rebuy_mode and ( profit_stake < ( slice_amount * ( (self.system_v3_derisk_level_3_futures[1] if is_futures_mode else self.system_v3_derisk_level_3_spot[1]) if is_system_v3 else ( self.system_v3_2_derisk_level_3_futures[1] if is_futures_mode else self.system_v3_2_derisk_level_3_spot[1] ) ) ) / trade_leverage ) ): sell_amount = ( ( filled_entries[0].safe_filled * ( ( self.system_v3_derisk_level_3_stake_futures if is_futures_mode else self.system_v3_derisk_level_3_stake_spot ) if is_system_v3 else ( self.system_v3_2_derisk_level_3_stake_futures if is_futures_mode else self.system_v3_2_derisk_level_3_stake_spot ) ) ) * 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 send_msg( notification_msg( "de-risk", tag="Level 3", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Level 3 [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) return -ft_sell_amount, "derisk_level_3" # Grinding 1 if ( (self.system_v3_grind_1_enable) # and is_derisk_1_found and is_short_grind_entry and is_short_extra_checks_entry and (grind_1_sub_grind_count < grind_1_max_sub_grinds) and (grind_1_sub_grind_count == 0 or (-grind_1_distance_ratio < grind_1_sub_thresholds[grind_1_sub_grind_count])) and is_not_trade_max_stake_v3 ): buy_amount = slice_amount * grind_1_stakes[grind_1_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "grinding-entry", tag="grind_1_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_1_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Tag: {self._grind_entry_tag}" ) order_tag = "grind_1_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if grind_1_sub_grind_count > 0: ft_exit_amount, tag = self.short_grind_exit_v3( last_candle, previous_candle, slice_profit, current_time, min_stake, current_stake_amount, exit_rate, profit_stake, profit_ratio, "grind_1_exit", "grind_1_exit", fee_open_rate, fee_close_rate, grind_1_cluster_max_profit_stake, grind_1_cluster_max_profit_rate, grind_1_current_grind_profit_stake, grind_1_current_grind_profit_rate, grind_1_total_amount, grind_1_profit_threshold, grind_1_orders, trade, ) if ft_exit_amount is not None and tag is not None: return ft_exit_amount, tag if ( self.system_v3_grind_1_use_derisk and (grind_1_sub_grind_count > 0) and ((-(exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate) < grind_1_derisk_grinds) ): # if ( # self.system_v3_grind_1_use_derisk # and (grind_1_sub_grind_count > 0) # and (grind_1_current_grind_profit_stake < (slice_amount * grind_1_derisk_grinds)) # and (grind_1_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) 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_exit_found else profit_ratio ) send_msg( notification_msg( "grinding-derisk", tag="grind_1_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_1_current_grind_profit_stake, grind_profit_pct=grind_profit, coin_amount=grind_1_total_amount, ) ) log.info( f"Grinding de-risk (grind_1_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = "grind_1_derisk" 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 if ( (self.system_v3_grind_2_enable) # and is_derisk_1_found and is_short_grind_entry and is_short_extra_checks_entry and (grind_2_sub_grind_count < grind_2_max_sub_grinds) and (grind_2_sub_grind_count == 0 or (-grind_2_distance_ratio < grind_2_sub_thresholds[grind_2_sub_grind_count])) and is_not_trade_max_stake_v3 ): buy_amount = slice_amount * grind_2_stakes[grind_2_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "grinding-entry", tag="grind_2_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_2_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Tag: {self._grind_entry_tag}" ) order_tag = "grind_2_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if grind_2_sub_grind_count > 0: ft_exit_amount, tag = self.short_grind_exit_v3( last_candle, previous_candle, slice_profit, current_time, min_stake, current_stake_amount, exit_rate, profit_stake, profit_ratio, "grind_2_exit", "grind_2_exit", fee_open_rate, fee_close_rate, grind_2_cluster_max_profit_stake, grind_2_cluster_max_profit_rate, grind_2_current_grind_profit_stake, grind_2_current_grind_profit_rate, grind_2_total_amount, grind_2_profit_threshold, grind_2_orders, trade, ) if ft_exit_amount is not None and tag is not None: return ft_exit_amount, tag if ( self.system_v3_grind_2_use_derisk and (grind_2_sub_grind_count > 0) and ((-(exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate) < grind_2_derisk_grinds) ): # if ( # self.system_v3_grind_2_use_derisk # and (grind_2_sub_grind_count > 0) # and (grind_2_current_grind_profit_stake < (slice_amount * grind_2_derisk_grinds)) # and (grind_2_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) 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_exit_found else profit_ratio ) send_msg( notification_msg( "grinding-derisk", tag="grind_2_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_2_current_grind_profit_stake, grind_profit_pct=grind_profit, coin_amount=grind_2_total_amount, ) ) log.info( f"Grinding de-risk (grind_2_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_2_current_grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = "grind_2_derisk" 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 if ( (self.system_v3_grind_3_enable) # and is_derisk_1_found and is_short_grind_entry and is_short_extra_checks_entry and (grind_3_sub_grind_count < grind_3_max_sub_grinds) and (grind_3_sub_grind_count == 0 or (-grind_3_distance_ratio < grind_3_sub_thresholds[grind_3_sub_grind_count])) and is_not_trade_max_stake_v3 ): buy_amount = slice_amount * grind_3_stakes[grind_3_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "grinding-entry", tag="grind_3_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_3_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Tag: {self._grind_entry_tag}" ) order_tag = "grind_3_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if grind_3_sub_grind_count > 0: ft_exit_amount, tag = self.short_grind_exit_v3( last_candle, previous_candle, slice_profit, current_time, min_stake, current_stake_amount, exit_rate, profit_stake, profit_ratio, "grind_3_exit", "grind_3_exit", fee_open_rate, fee_close_rate, grind_3_cluster_max_profit_stake, grind_3_cluster_max_profit_rate, grind_3_current_grind_profit_stake, grind_3_current_grind_profit_rate, grind_3_total_amount, grind_3_profit_threshold, grind_3_orders, trade, ) if ft_exit_amount is not None and tag is not None: return ft_exit_amount, tag if ( self.system_v3_grind_3_use_derisk and (grind_3_sub_grind_count > 0) and ((-(exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate) < grind_3_derisk_grinds) ): # if ( # self.system_v3_grind_3_use_derisk # and (grind_3_sub_grind_count > 0) # and (grind_3_current_grind_profit_stake < (slice_amount * grind_3_derisk_grinds)) # and (grind_3_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) 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_exit_found else profit_ratio ) send_msg( notification_msg( "grinding-derisk", tag="grind_3_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_3_current_grind_profit_stake, grind_profit_pct=grind_profit, coin_amount=grind_3_total_amount, ) ) log.info( f"Grinding de-risk (grind_3_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_3_current_grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = "grind_3_derisk" 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 if ( (self.system_v3_grind_4_enable) # and is_derisk_1_found # and is_short_grind_entry and ( is_short_grind_entry or ( (slice_profit_entry > 0.04) and (last_candle["RSI_3"] < 95.0) and (last_candle["RSI_3_15m"] < 90.0) and (last_candle["RSI_14"] > 65.0) and (last_candle["close"] > (last_candle["EMA_20"] * 1.015)) ) or ( (slice_profit_entry > 0.06) and (num_open_grinds_and_buybacks == 0) and (last_candle["RSI_14"] > 70.0) and (last_candle["close"] > (last_candle["EMA_20"] * 1.020)) ) ) and is_short_extra_checks_entry and (grind_4_sub_grind_count < grind_4_max_sub_grinds) and (grind_4_sub_grind_count == 0 or (-grind_4_distance_ratio < grind_4_sub_thresholds[grind_4_sub_grind_count])) and is_not_trade_max_stake_v3 ): buy_amount = slice_amount * grind_4_stakes[grind_4_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "grinding-entry", tag="grind_4_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_4_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Tag: {self._grind_entry_tag}" ) order_tag = "grind_4_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if grind_4_sub_grind_count > 0: ft_exit_amount, tag = self.short_grind_exit_v3( last_candle, previous_candle, slice_profit, current_time, min_stake, current_stake_amount, exit_rate, profit_stake, profit_ratio, "grind_4_exit", "grind_4_exit", fee_open_rate, fee_close_rate, grind_4_cluster_max_profit_stake, grind_4_cluster_max_profit_rate, grind_4_current_grind_profit_stake, grind_4_current_grind_profit_rate, grind_4_total_amount, grind_4_profit_threshold, grind_4_orders, trade, ) if ft_exit_amount is not None and tag is not None: return ft_exit_amount, tag if ( self.system_v3_grind_4_use_derisk and (grind_4_sub_grind_count > 0) and ((-(exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate) < grind_4_derisk_grinds) ): # if ( # self.system_v3_grind_4_use_derisk # and (grind_4_sub_grind_count > 0) # and (grind_4_current_grind_profit_stake < (slice_amount * grind_4_derisk_grinds)) # and (grind_4_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) 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_exit_found else profit_ratio ) send_msg( notification_msg( "grinding-derisk", tag="grind_4_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_4_current_grind_profit_stake, grind_profit_pct=grind_profit, coin_amount=grind_4_total_amount, ) ) log.info( f"Grinding de-risk (grind_4_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_4_current_grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = "grind_4_derisk" 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 if ( (self.system_v3_grind_5_enable) # and is_derisk_1_found # and is_short_grind_entry and ( is_short_grind_entry or ( (is_derisk_1_found or is_derisk_2_found or is_derisk_3_found) and (slice_profit_entry > 0.06) and (last_candle["RSI_3"] < 90.0) and (last_candle["RSI_3_15m"] < 80.0) and (last_candle["AROOND_14"] < 50.0) ) or ( (self.is_futures_mode) and (slice_profit_entry > 0.15) and (trade.liquidation_price is not None) and ( (trade.is_short and current_rate > trade.liquidation_price * 0.80) or (not trade.is_short and current_rate < trade.liquidation_price * 1.20) ) ) ) and is_short_extra_checks_entry and (grind_5_sub_grind_count < grind_5_max_sub_grinds) and (grind_5_sub_grind_count == 0 or (-grind_5_distance_ratio < grind_5_sub_thresholds[grind_5_sub_grind_count])) and is_not_trade_max_stake_v3 ): buy_amount = slice_amount * grind_5_stakes[grind_5_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "grinding-entry", tag="grind_5_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_5_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Tag: {self._grind_entry_tag}" ) order_tag = "grind_5_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if grind_5_sub_grind_count > 0: ft_exit_amount, tag = self.short_grind_exit_v3( last_candle, previous_candle, slice_profit, current_time, min_stake, current_stake_amount, exit_rate, profit_stake, profit_ratio, "grind_5_exit", "grind_5_exit", fee_open_rate, fee_close_rate, grind_5_cluster_max_profit_stake, grind_5_cluster_max_profit_rate, grind_5_current_grind_profit_stake, grind_5_current_grind_profit_rate, grind_5_total_amount, grind_5_profit_threshold, grind_5_orders, trade, ) if ft_exit_amount is not None and tag is not None: return ft_exit_amount, tag if ( self.system_v3_grind_5_use_derisk and (grind_5_sub_grind_count > 0) and ((-(exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate) < grind_5_derisk_grinds) ): # if ( # self.system_v3_grind_5_use_derisk # and (grind_5_sub_grind_count > 0) # and (grind_5_current_grind_profit_stake < (slice_amount * grind_5_derisk_grinds)) # and (grind_5_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) 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_exit_found else profit_ratio ) send_msg( notification_msg( "grinding-derisk", tag="grind_5_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_5_current_grind_profit_stake, grind_profit_pct=grind_profit, coin_amount=grind_5_total_amount, ) ) log.info( f"Grinding de-risk (grind_5_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_5_current_grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = "grind_5_derisk" 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 # Rebuy if ( is_system_v3_1 and is_short_rebuy_entry and ( (0 <= rebuy_sub_grind_count < rebuy_max_sub_grinds) and (slice_profit_entry < rebuy_sub_thresholds[rebuy_sub_grind_count]) ) and is_not_trade_max_stake_v3_1 ): buy_amount = slice_amount * rebuy_stakes[rebuy_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount > max_stake: return None send_msg( notification_msg( "rebuy", tag="rebuy_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Rebuy (rebuy_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) if has_order_tags: return buy_amount, "rebuy_entry" else: return buy_amount return None def short_grind_entry_v3( self, last_candle: Series, previous_candle: Series, slice_profit: float, slice_profit_entry: float, is_derisk: bool, ) -> float: if last_candle["protections_short_global"] != True: return False # g0 — signal entry if last_candle["enter_short"] == True: self._grind_entry_tag = "g0" return True last_close = last_candle["close"] last_open = last_candle["open"] last_close_max_12 = last_candle["close_max_12"] last_close_min_48 = last_candle["close_min_48"] last_low_min_24_1h = last_candle["low_min_24_1h"] last_high_max_12_4h = last_candle["high_max_12_4h"] last_high_max_24_4h = last_candle["high_max_24_4h"] last_rsi_3 = last_candle["RSI_3"] last_rsi_3_15m = last_candle["RSI_3_15m"] last_rsi_3_1h = last_candle["RSI_3_1h"] last_rsi_3_4h = last_candle["RSI_3_4h"] last_rsi_3_1d = last_candle["RSI_3_1d"] last_rsi_14 = last_candle["RSI_14"] last_rsi_14_1h = last_candle["RSI_14_1h"] last_rsi_14_4h = last_candle["RSI_14_4h"] last_rsi_20 = last_candle["RSI_20"] last_sma_9 = last_candle["SMA_9"] last_sma_16 = last_candle["SMA_16"] last_sma_21 = last_candle["SMA_21"] last_sma_30 = last_candle["SMA_30"] last_ema_9 = last_candle["EMA_9"] last_ema_12 = last_candle["EMA_12"] last_ema_16 = last_candle["EMA_16"] last_ema_20 = last_candle["EMA_20"] last_ema_26 = last_candle["EMA_26"] last_ema_100 = last_candle["EMA_100"] last_ema_12_4h = last_candle["EMA_12_4h"] last_ema_50_4h = last_candle["EMA_50_4h"] last_ema_100_4h = last_candle["EMA_100_4h"] last_ema_200_4h = last_candle["EMA_200_4h"] last_roc_9_1h = last_candle["ROC_9_1h"] last_roc_9_4h = last_candle["ROC_9_4h"] last_roc_9_1d = last_candle["ROC_9_1d"] last_stochrsi_k = last_candle["STOCHRSIk_14_14_3_3"] last_stochrsi_k_1h = last_candle["STOCHRSIk_14_14_3_3_1h"] last_stochrsi_k_4h = last_candle["STOCHRSIk_14_14_3_3_4h"] last_stochrsi_k_1d = last_candle["STOCHRSIk_14_14_3_3_1d"] last_willr_14 = last_candle["WILLR_14"] last_willr_84_1h = last_candle["WILLR_84_1h"] last_bbu = last_candle["BBU_20_2.0"] last_bbb_1h = last_candle["BBB_20_2.0_1h"] last_cmf_20 = last_candle["CMF_20"] last_aroonu_14 = last_candle["AROONU_14"] last_aroonu_14_15m = last_candle["AROONU_14_15m"] last_aroonu_14_1d = last_candle["AROONU_14_1d"] last_aroonu_14_1h = last_candle["AROONU_14_1h"] last_aroonu_14_4h = last_candle["AROONU_14_4h"] last_stochrsi_k_15m = last_candle["STOCHRSIk_14_14_3_3_15m"] prev_rsi_20 = previous_candle["RSI_20"] prev_sma_9 = previous_candle["SMA_9"] prev_sma_21 = previous_candle["SMA_21"] prev_ema_12 = previous_candle["EMA_12"] prev_ema_26 = previous_candle["EMA_26"] # g1 — AROONU rally + EMA_16 rise (mirror long g1) if ( (last_rsi_3 < 90.0) and (last_rsi_3_15m < 85.0) and (last_rsi_3_1h < 85.0) and (last_rsi_3_4h < 85.0) and (last_rsi_14 > 55.0) and (last_aroonu_14 > 75.0) and (last_aroonu_14_4h > 0.0) and (last_roc_9_1h > -20.0) and (last_close < (last_close_min_48 * 1.10)) and (last_close > (last_high_max_24_4h * 0.40)) and (last_close > (last_ema_16 * 1.025)) and ((last_rsi_3_1h < 65.0) or (last_aroonu_14_1h > 0.0)) and ((last_aroonu_14_1h > 0.0) or (last_aroonu_14_1d > 0.0)) and ((last_aroonu_14_1d > 0.0) or (last_stochrsi_k_1h > 10.0)) ): self._grind_entry_tag = "g1" return True # g2 — EMA_12 > EMA_26 divergence + BBU (mirror long g2) if ( (last_rsi_3 < 95.0) and (last_rsi_3_15m < 90.0) and (last_rsi_3_1h < 85.0) and (last_rsi_3_4h < 85.0) and (last_rsi_14 > 70.0) and (last_stochrsi_k > 70.0) and (last_ema_12 > last_ema_26) and ((last_ema_12 - last_ema_26) > (last_open * 0.020)) and ((prev_ema_12 - prev_ema_26) > (last_open / 100.0)) and (last_close > (last_bbu * 0.990)) ): self._grind_entry_tag = "g2" return True # g3 — AROONU_15m rally + EMA_12 rise (mirror long g3) if ( (last_rsi_3 < 90.0) and (last_rsi_3_15m < 90.0) and (last_rsi_3_1h < 90.0) and (last_rsi_3_4h < 85.0) and (last_rsi_14 > 65.0) and (last_aroonu_14_15m > 75.0) and (last_stochrsi_k_15m > 30.0) and (last_stochrsi_k_1h > 10.0) and (last_roc_9_1h < 15.0) and (last_roc_9_4h < 15.0) and (last_close < (last_close_min_48 * 1.15)) and (last_close > (last_ema_12 * 1.020)) and ((last_rsi_3_1h < 80.0) or (last_rsi_3_1d < 80.0)) and ((last_rsi_3_1h < 80.0) or (last_stochrsi_k_1d > 30.0)) and ((last_rsi_3_1h < 75.0) or (last_stochrsi_k_1h > 30.0)) and ((last_rsi_3_4h < 70.0) or (last_stochrsi_k_4h > 40.0)) ): self._grind_entry_tag = "g3" return True # g4 — multi-TF RSI + EMA_26 + BBU (mirror long g4) if ( (last_rsi_3 < 90.0) and (last_rsi_3_15m < 90.0) and (last_rsi_3_1h < 90.0) and (last_rsi_3_4h < 90.0) and (last_rsi_3_1d < 90.0) and (last_rsi_14 > 65.0) and (last_aroonu_14 > 75.0) and (last_roc_9_1h < 20.0) and (last_roc_9_4h < 20.0) # and (last_close < (last_close_min_48 * 1.10)) and (last_close > (last_ema_26 * 1.030)) and (last_close > (last_bbu * 1.001)) ): self._grind_entry_tag = "g4" return True # g5 — rally top + EMA_9/20 (mirror long g5) if ( (last_rsi_3 < 90.0) and (last_rsi_3_15m < 90.0) and (last_rsi_3_1h < 85.0) and (last_rsi_3_4h < 85.0) and (last_rsi_14 > 65.0) and (last_aroonu_14 > 70.0) and (last_roc_9_4h < 20.0) and (last_close < (last_low_min_24_1h * 1.20)) and (last_close > (last_high_max_12_4h * 0.50)) and (last_close > (last_ema_9 * 1.025)) and (last_close > (last_ema_20 * 1.030)) ): self._grind_entry_tag = "g5" return True # g6 — RSI_20 rising + SMA_16 rise (mirror long g6) if ( (last_rsi_3 < 95.0) and (last_rsi_3 > 60.0) and (last_rsi_3_15m < 85.0) and (last_rsi_14 < 65.0) and (last_roc_9_1h < 20.0) and (last_roc_9_4h < 20.0) and (last_aroonu_14 > 75.0) and (last_close > (last_high_max_12_4h * 0.40)) and (last_rsi_20 > prev_rsi_20) and (last_close > (last_sma_16 * 1.040)) and ((last_aroonu_14_1d > 0.0) or (last_roc_9_1d > -50.0)) ): self._grind_entry_tag = "g6" return True # g7 — WILLR overbought + BBB wide (mirror long g7) if ( (last_rsi_3 < 95.0) and (last_rsi_3_15m < 80.0) and (last_rsi_3_1h < 80.0) and (last_rsi_3_4h < 80.0) and (last_willr_14 > -50.0) and (last_willr_84_1h > -30.0) and (last_stochrsi_k > 70.0) and (last_stochrsi_k_1h > 10.0) and (last_roc_9_1h < 10.0) and (last_roc_9_1h > -20.0) and (last_roc_9_4h < 10.0) and (last_close > (last_high_max_24_4h * 0.50)) and (last_bbb_1h > 12.0) and (last_close_min_48 <= (last_close * 0.90)) ): self._grind_entry_tag = "g7" return True # g8 — EMA_12/26 gap wide + high_max_24_1h (mirror long g8) if ( (last_rsi_3 > 70.0) and (last_rsi_3 < 95.0) and (last_rsi_3_15m < 90.0) and (last_rsi_3_1h < 90.0) and (last_rsi_3_4h < 90.0) and (last_roc_9_1h < 10.0) and (last_roc_9_4h < 25.0) # and (last_close > (last_candle["high_max_24_1h"] * 0.70)) and (last_ema_12 > last_ema_26) and ((last_ema_12 - last_ema_26) > (last_open * 0.030)) and ((prev_ema_12 - prev_ema_26) > (last_open / 100.0)) ): self._grind_entry_tag = "g8" return True # g9 — pullback fade (mirror long g9) if ( (last_rsi_3 < 95.0) and (last_rsi_3_15m < 85.0) and (last_rsi_3_1h < 80.0) and (last_rsi_3_4h < 80.0) and (last_stochrsi_k > 50.0) and (last_close > (last_close_min_48 * 1.10)) and (last_close < (last_close_max_12 * 0.97)) ): self._grind_entry_tag = "g9" return True # g10 — RSI_14 divergence vs 1h (mirror long g10) if ( (last_rsi_3 < 95.0) and (last_rsi_3_15m < 80.0) and (last_stochrsi_k > 80.0) and (last_rsi_14 > (last_rsi_14_1h + 45.0)) ): self._grind_entry_tag = "g10" return True # g11 — multi-TF RSI + SMA_30 + BBU (mirror long g11) if ( (last_rsi_3 < 95.0) and (last_rsi_3_15m < 90.0) and (last_rsi_3_1h < 90.0) and (last_cmf_20 < 0.0) and (last_close > (last_sma_30 * 1.035)) and (last_close > (last_bbu * 1.000)) ): self._grind_entry_tag = "g11" return True # g12 — EMA_12/26 divergence + close_min_48 (mirror long g12) if ( (last_rsi_3 < 95.0) and (last_rsi_3_15m < 90.0) and (last_rsi_3_1h < 90.0) and (last_stochrsi_k > 70.0) and (last_close < (last_close_min_48 * 1.10)) and (last_close > (last_high_max_12_4h * 0.40)) and (last_ema_12 > last_ema_26) and ((last_ema_12 - last_ema_26) > (last_open * 0.025)) and ((prev_ema_12 - prev_ema_26) > (last_open / 100.0)) ): self._grind_entry_tag = "g12" return True # g13 — SMA_9 cross SMA_21 down + EMA_100 rise (mirror long g13) if ( (last_rsi_3 < 95.0) and (last_rsi_3_1h < 80.0) and (last_rsi_14_1h < 60.0) and (last_stochrsi_k_15m > 20.0) and (last_roc_9_1h < 15.0) and (last_roc_9_4h < 15.0) and (prev_sma_9 > prev_sma_21) and (last_sma_9 < last_sma_21) and (last_close > (last_ema_100 * 1.025)) and ((last_rsi_3_4h < 70.0) or (last_aroonu_14_4h > 0.0)) and ((last_rsi_3_4h < 60.0) or (last_roc_9_4h > -30.0)) ): self._grind_entry_tag = "g13" return True # g14 — SMA_9 cross down + 4h downtrend (trend follower) (mirror long g14) if ( (last_rsi_3 < 95.0) and (last_aroonu_14_15m > 50.0) and (last_stochrsi_k > 60.0) and (last_stochrsi_k_15m > 30.0) and (prev_sma_9 > prev_sma_21) and (last_sma_9 < last_sma_21) and (last_ema_12_4h < last_ema_200_4h) and (last_close < (last_close_min_48 * 1.10)) and ((last_rsi_3_1h < 70.0) or (last_stochrsi_k_1h > 30.0)) and ((last_rsi_3_1h < 60.0) or (last_aroonu_14_1h > 20.0)) and ((last_rsi_3_1h < 45.0) or (last_stochrsi_k_1h > 30.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_1d < 75.0) or (last_stochrsi_k_1h > 20.0)) and ((last_stochrsi_k_1h > 20.0) or (last_stochrsi_k_1d > 10.0)) ): self._grind_entry_tag = "g14" return True # g15 — deep loss recovery (slice_profit > 0.16, positive = adverse move for a short) (mirror long g15) if ( (slice_profit > 0.16) and (last_rsi_3 < 95.0) and (last_rsi_3_15m < 90.0) and (last_rsi_14 > 60.0) and (last_aroonu_14 > 75.0) and (last_aroonu_14_15m > 70.0) and (last_stochrsi_k > 70.0) and (last_stochrsi_k_15m > 70.0) and ((last_rsi_3_1h < 70.0) or (last_stochrsi_k_1h > 20.0)) and ((last_rsi_3_4h < 70.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1d < 70.0) or (last_stochrsi_k_1d > 20.0)) ): self._grind_entry_tag = "g15" return True # g16 — EMA_12 rise + BBU (mirror long g16) if ( (last_rsi_3 < 92.0) and (last_rsi_3_15m < 85.0) and (last_rsi_3_1h < 85.0) and (last_rsi_3_4h < 85.0) and (last_rsi_14 > 65.0) and (last_close > (last_ema_12 * 1.035)) and (last_close > (last_bbu * 1.001)) ): self._grind_entry_tag = "g16" return True # g17 — StochRSI + EMA_20 rise (mirror long g17) if ( (last_rsi_3 < 85.0) and (last_rsi_3_15m < 85.0) and (last_rsi_3_1h < 85.0) and (last_rsi_3_4h < 85.0) and (last_rsi_14 > 70.0) and (last_stochrsi_k > 70.0) and (last_close > (last_ema_20 * 1.025)) and ((last_aroonu_14_4h > 0.0) or (last_aroonu_14_1d > 0.0)) ): self._grind_entry_tag = "g17" return True # g18 — moderate loss recovery (slice_profit > 0.10, positive = adverse move for a short) (mirror long g18) if ( (slice_profit > 0.10) and (last_rsi_3 < 95.0) and (last_rsi_3_15m < 85.0) and (last_rsi_3_1h < 80.0) and (last_rsi_3_4h < 80.0) and (last_rsi_14 > 60.0) and (last_close > (last_ema_26 * 1.030)) and (last_close > (last_bbu * 1.001)) ): self._grind_entry_tag = "g18" return True # g19 — EMA_12/26 wide gap (slice_profit > 0.06, positive = adverse move for a short) (mirror long g19) if ( (slice_profit > 0.06) and (last_rsi_3 > 70.0) and (last_rsi_3 < 95.0) and (last_rsi_3_15m < 90.0) and (last_ema_12 > last_ema_26) and ((last_ema_12 - last_ema_26) > (last_open * 0.035)) and ((prev_ema_12 - prev_ema_26) > (last_open / 100.0)) ): self._grind_entry_tag = "g19" return True # g20 — AROONU 4h downtrend bounce fade (mirror long g20) if ( (last_rsi_3 < 90.0) and (last_rsi_3_15m < 85.0) and (last_rsi_3_1h < 80.0) and (last_rsi_14 > 58.0) and (last_rsi_14_4h < 50.0) and (last_aroonu_14 > 70.0) and (last_aroonu_14_4h < 50.0) and (last_roc_9_1d < 15.0) and (last_ema_50_4h < last_ema_100_4h) and (last_close > (last_close_min_48 * 1.05)) and ((last_rsi_3_15m < 80.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1h < 70.0) or (last_roc_9_4h > -30.0) or (last_roc_9_1d > -30.0)) and ((last_rsi_3_1h < 50.0) or (last_roc_9_1d > -60.0)) and ((last_rsi_3_4h < 60.0) or (last_aroonu_14_4h > 10.0)) and ((last_rsi_3_4h < 55.0) or (last_aroonu_14_4h > 0.0)) and ((last_rsi_3_4h < 40.0) or (last_roc_9_4h > -40.0)) and ((last_aroonu_14_4h > 0.0) or (last_stochrsi_k_1d > 20.0)) and ((last_aroonu_14_4h > 0.0) or (last_aroonu_14_1d > 0.0)) and ((last_stochrsi_k_4h > 10.0) or (last_roc_9_4h > -30.0)) ): self._grind_entry_tag = "g20" return True # g21 — EMA_20 rise (slice_profit_entry > 0.02, positive = adverse move for a short) (mirror long g21) if ( (slice_profit_entry > 0.02) and (last_rsi_3 < 90.0) and (last_rsi_3_15m < 85.0) and (last_rsi_14 > 65.0) and (last_aroonu_14_15m > 50.0) and (last_close > (last_ema_20 * 1.045)) ): self._grind_entry_tag = "g21" return True # g22 — early breakdown rebuild: rejecting off the high BEFORE the 4h trend confirms (g14 needs # EMA_12_4h < EMA_200_4h and fires too late for a deep-derisk rejection). Anti-fake-drop gating via # multi-TF RSI weakness + rejection off the 4h high + not-extended. (mirror long g22) if ( (last_rsi_3 < 70.0) and (last_rsi_3_15m < 70.0) and (last_rsi_14 < 55.0) and (last_rsi_14_1h < 55.0) and (last_roc_9_1h < 0.0) and (last_roc_9_4h < 10.0) # anti-capitulative: even at a formed top, a capitulative 4h overshoot reverses (dead-bounce). # cross-coin (SFP/CELR/DYDX/APE): cuts 17 severe at ~1% good cost within breakdown-starts. and (last_roc_9_4h > -25.0) # breakdown-started gate: only rebuild once the 4h top is IN (not still making new highs). # g22's job is the breakdown rebuild — NOT entering mid-pump (that's g1..g21). AROOND low = # a fresh 4h high was just made = still pumping; require it high = top formed = breakdown start. and (last_aroonu_14_4h > 50.0) # aggressive risk-free: g22 fires ONLY deep above the 4h 200-EMA (fresh breakdown zone). The # near/below-EMA overextended-pullback zone is where dead-cats live AND where g22's late-breakdown # adds sit — we sacrifice those wins on purpose, because g23 (extended-continuation, ~0.2% severe) # backstops the real breakdowns below. So g22 stays clean, g23 captures the continuation. and (last_close > last_ema_200_4h) and (last_close < (last_high_max_12_4h * 0.90)) and (last_close < (last_ema_20 * 1.03)) and (last_close > (last_ema_20 * 0.98)) and ((last_rsi_3_1h < 70.0) or (last_stochrsi_k_1d > 20.0)) and ((last_rsi_3_1h < 65.0) or (last_aroonu_14_1d > 0.0)) and ((last_rsi_3_4h < 50.0) or (last_aroonu_14_1h > 0.0)) and ((last_rsi_3_1d < 90.0) or (last_aroonu_14_1d > 30.0)) and ((last_rsi_3_1d < 90.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_1d < 85.0) or (last_aroonu_14_1h > 30.0)) and ((last_rsi_3_1d < 60.0) or (last_stochrsi_k_1h > 20.0)) and ((last_rsi_3_1d < 60.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1d < 55.0) or (last_aroonu_14_1h > 0.0)) and ((last_rsi_3_1d < 55.0) or (last_aroonu_14_4h > 0.0)) and ((last_rsi_3_1d < 55.0) or (last_stochrsi_k_1h > 10.0)) and ((last_rsi_3_1d < 55.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1d < 50.0) or (last_aroonu_14_15m > 0.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_1d < 35.0) or (last_aroonu_14_1h > 30.0) or (last_aroonu_14_1d > 10.0)) and ((last_aroonu_14_15m > 30.0) or (last_aroonu_14_1h > 0.0)) and ((last_aroonu_14_15m > 20.0) or (last_stochrsi_k_15m > 20.0)) and ((last_aroonu_14_15m > 0.0) or (last_stochrsi_k_1h > 10.0)) and ((last_aroonu_14_15m > 0.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_1h > 20.0) or (last_stochrsi_k_1h > 20.0) or (last_stochrsi_k_1d > 10.0)) and ((last_aroonu_14_1h > 0.0) or (last_stochrsi_k_1d > 20.0)) and ((last_stochrsi_k_1h > 50.0) or (last_roc_9_1d < 40.0)) and ((last_roc_9_1d < 20.0) or (last_aroonu_14_4h > 0.0)) and ((last_roc_9_1d < 20.0) or (last_stochrsi_k_4h > 10.0)) and ((last_roc_9_1d < 30.0) or (last_stochrsi_k_1h > 10.0)) ): self._grind_entry_tag = "g22" return True # g23 — breakdown-continuation scalp: extended zone BELOW g22's EMA_20*0.98 cap. Only rides a CONFIRMED # continuation (price already declining past the rejection), so dead-bounces (which roll over before # reaching the extended zone) are structurally avoided. Complements g22: g22 = early breakdown-start, # g23 = confirmed continuation. (mirror long g23) if ( (last_rsi_3 < 70.0) and (last_rsi_3_15m < 70.0) and (last_rsi_14 < 50.0) and (last_rsi_14_1h < 50.0) and (last_roc_9_1h < 0.0) and (last_roc_9_4h < 0.0) # anti-capitulative blow-off + anti-exhaustion bottom and (last_roc_9_4h > -25.0) and ((last_stochrsi_k > 3.0) or (last_rsi_14 > 20.0)) and (last_close < (last_high_max_12_4h * 0.90)) # extended zone: below g22's 0.98*EMA cap = continuation confirmed, not a rejection and (last_close <= (last_ema_20 * 0.98)) and (last_close > (last_ema_20 * 0.88)) and ((last_rsi_3_1h < 55.0) or (last_aroonu_14_4h > 20.0)) and ((last_rsi_3_1h < 35.0) or (last_aroonu_14_15m > 40.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1h < 35.0) or (last_stochrsi_k_15m > 40.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_4h < 60.0) or (last_stochrsi_k_15m > 10.0)) and ((last_rsi_3_4h < 50.0) or (last_aroonu_14_4h > 30.0)) and ((last_rsi_3_1d < 85.0) or (last_stochrsi_k_1h > 20.0)) and ((last_rsi_3_1d < 70.0) or (last_aroonu_14_1h > 0.0)) and ((last_rsi_3_1d < 70.0) or (last_aroonu_14_4h > 0.0)) and ((last_rsi_3_1d < 60.0) or (last_aroonu_14_15m > 20.0) or (last_aroonu_14_1h > 0.0)) and ((last_rsi_3_1d < 50.0) or (last_stochrsi_k_1h > 20.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1d < 45.0) or (last_aroonu_14_15m > 0.0) or (last_stochrsi_k_15m > 10.0)) and ((last_aroonu_14_15m > 20.0) or (last_aroonu_14_1h > 0.0) or (last_roc_9_1d > -10.0)) and ((last_aroonu_14_15m > 10.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_15m > 0.0) or (last_aroonu_14_1h > 0.0)) and ((last_aroonu_14_15m > 0.0) or (last_aroonu_14_4h > 0.0)) and ((last_aroonu_14_15m > 0.0) or (last_aroonu_14_1d > 10.0) or (last_roc_9_1d > -20.0)) and ((last_aroonu_14_15m > 0.0) or (last_aroonu_14_1d > 0.0)) and ((last_aroonu_14_15m > 0.0) or (last_stochrsi_k_15m > 10.0) or (last_stochrsi_k_1d > 30.0)) and ((last_aroonu_14_15m > 0.0) or (last_stochrsi_k_1h > 20.0)) and ((last_aroonu_14_15m > 0.0) or (last_stochrsi_k_4h > 30.0)) and ((last_aroonu_14_1h > 20.0) or (last_aroonu_14_4h > 0.0) or (last_stochrsi_k_4h > 20.0)) and ((last_aroonu_14_1h > 0.0) or (last_aroonu_14_4h > 0.0)) and ((last_aroonu_14_4h > 30.0) or (last_aroonu_14_1d > 0.0) or (last_roc_9_4h > -10.0)) and ((last_aroonu_14_4h > 30.0) or (last_roc_9_1d > -50.0)) and ((last_aroonu_14_4h > 0.0) or (last_stochrsi_k_1h > 10.0)) and ((last_aroonu_14_4h > 0.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_1d > 0.0) or (last_stochrsi_k_15m > 10.0)) and ((last_stochrsi_k_15m > 20.0) or (last_stochrsi_k_1h > 10.0)) and ((last_stochrsi_k_15m > 10.0) or (last_aroonu_14_1h > 0.0)) and ((last_stochrsi_k_15m > 10.0) or (last_stochrsi_k_4h > 10.0)) and ((last_stochrsi_k_1h > 10.0) or (last_stochrsi_k_4h > 10.0)) and ((last_stochrsi_k_1h > 10.0) or (last_stochrsi_k_4h > 10.0)) and ((last_stochrsi_k_1h > 10.0) or (last_stochrsi_k_1d > 10.0)) ): self._grind_entry_tag = "g23" return True # g24 — downtrend-bounce continuation add: the zone BELOW the 4h 200-EMA that g22 explicitly sacrifices. # (mirror long g24) if ( # momentum healthy on the bounce: RSI holds up (a real reversal cracks RSI hard) (last_rsi_3 < 80.0) and (last_rsi_3_15m < 80.0) and (last_rsi_14 < 60.0) # trend intact + this is a BOUNCE not a reversal: 4h still falling, 1h not in melt-up and (last_roc_9_1h < 10.0) and (last_roc_9_4h < 0.0) and (last_roc_9_4h > -25.0) # anti-parabolic blow-off top # bear scope-gate: confirmed 4h downtrend + price below the 200-EMA regime (complements g22's <200EMA) and (last_ema_12_4h < last_ema_200_4h) and (last_close < last_ema_200_4h) # shallow bounce to the short EMA — sell the dip WITHIN the trend, never the bottom nor a deep pump and (last_close > (last_ema_20 * 0.99)) and (last_close < (last_ema_20 * 1.06)) and ((last_rsi_3_15m < 60.0) or (last_stochrsi_k_15m > 30.0)) and ((last_rsi_3_1h < 90.0) or (last_rsi_3_4h < 70.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_1h < 90.0) or (last_aroonu_14_1h > 40.0)) and ((last_rsi_3_1h < 85.0) or (last_aroonu_14_4h > 30.0)) and ((last_rsi_3_1h < 75.0) or (last_rsi_3_4h < 55.0) or (last_stochrsi_k_4h > 50.0)) and ((last_rsi_3_1h < 75.0) or (last_aroonu_14_1h > 30.0)) and ((last_rsi_3_1h < 75.0) or (last_rsi_3_1d < 55.0) or (last_aroonu_14_1d > 30.0)) and ((last_rsi_3_1h < 75.0) or (last_aroonu_14_1h > 20.0)) and ((last_rsi_3_1h < 70.0) or (last_rsi_3_4h < 40.0) or (last_aroonu_14_1d > 30.0)) and ((last_rsi_3_1h < 70.0) or (last_rsi_3_4h < 40.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1h < 70.0) or (last_stochrsi_k_1d > 20.0) or (last_roc_9_1d > -10.0)) and ((last_rsi_3_1h < 65.0) or (last_rsi_3_4h < 55.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_1h < 65.0) or (last_aroonu_14_1h > 40.0) or (last_aroonu_14_1d > 0.0)) and ((last_rsi_3_1h < 65.0) or (last_stochrsi_k_1d > 10.0) or (last_roc_9_1d > -20.0)) and ((last_rsi_3_1h < 60.0) or (last_rsi_3_4h < 60.0) or (last_aroonu_14_1d > 10.0)) and ((last_rsi_3_1h < 60.0) or (last_rsi_3_4h < 35.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1h < 60.0) or (last_rsi_3_1d < 40.0) or (last_aroonu_14_1d > 0.0)) and ((last_rsi_3_1h < 60.0) or (last_aroonu_14_1h > 0.0)) and ((last_rsi_3_1h < 60.0) or (last_aroonu_14_4h > 0.0)) and ((last_rsi_3_1h < 60.0) or (last_aroonu_14_1d > 0.0) or (last_roc_9_1d > -20.0)) and ((last_rsi_3_1h < 60.0) or (last_stochrsi_k_1d > 20.0) or (last_roc_9_1d > -50.0)) and ((last_rsi_3_1h < 65.0) or (last_rsi_3_4h < 50.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1h < 60.0) or (last_rsi_3_4h < 45.0) or (last_aroonu_14_4h > 10.0)) and ((last_rsi_3_1h < 55.0) or (last_rsi_3_4h < 55.0) or (last_rsi_3_1d < 55.0) or (last_stochrsi_k_4h > 50.0)) and ((last_rsi_3_1h < 55.0) or (last_aroonu_14_4h > 20.0) or (last_roc_9_1d > -10.0)) and ((last_rsi_3_1h < 55.0) or (last_rsi_3_4h < 55.0) or (last_aroonu_14_4h > 40.0)) and ((last_rsi_3_1h < 50.0) or (last_aroonu_14_1h > 20.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_1h < 50.0) or (last_rsi_3_4h < 45.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_1h < 50.0) or (last_aroonu_14_1h > 30.0) or (last_aroonu_14_1d > 30.0)) and ((last_rsi_3_1h < 50.0) or (last_aroonu_14_4h > 20.0) or (last_aroonu_14_1d > 0.0)) and ((last_rsi_3_1h < 50.0) or (last_aroonu_14_4h > 20.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1h < 50.0) or (last_aroonu_14_4h > 10.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1h < 45.0) or (last_rsi_3_4h < 45.0) or (last_stochrsi_k_15m > 30.0)) and ((last_rsi_3_1h < 45.0) or (last_aroonu_14_1h > 20.0) or (last_aroonu_14_4h > 20.0)) and ((last_rsi_3_1h < 45.0) or (last_stochrsi_k_4h > 10.0) or (last_roc_9_1d > -10.0)) and ((last_rsi_3_1h < 40.0) or (last_aroonu_14_15m > 30.0) or (last_aroonu_14_4h > 20.0)) and ((last_rsi_3_1h < 40.0) or (last_stochrsi_k_1h > 40.0) or (last_stochrsi_k_1d > 10.0)) and ((last_rsi_3_1h < 35.0) or (last_aroonu_14_15m > 30.0) or (last_aroonu_14_1h > 0.0)) and ((last_rsi_3_1h < 35.0) or (last_aroonu_14_1h > 30.0) or (last_aroonu_14_1d > 10.0)) and ((last_rsi_3_1h < 35.0) or (last_aroonu_14_1h > 0.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_4h < 75.0) or (last_roc_9_1d > -30.0)) and ((last_rsi_3_4h < 60.0) or (last_rsi_3_1d < 40.0) or (last_aroonu_14_1d > 0.0)) and ((last_rsi_3_4h < 60.0) or (last_aroonu_14_15m > 30.0) or (last_aroonu_14_1d > 10.0)) and ((last_rsi_3_4h < 60.0) or (last_aroonu_14_1d > 10.0) or (last_roc_9_1d > -10.0)) and ((last_rsi_3_4h < 60.0) or (last_stochrsi_k_15m > 40.0) or (last_aroonu_14_1d > 10.0)) and ((last_rsi_3_4h < 55.0) or (last_rsi_3_1d < 55.0) or (last_aroonu_14_15m > 40.0)) and ((last_rsi_3_4h < 55.0) or (last_aroonu_14_4h > 30.0)) and ((last_rsi_3_4h < 55.0) or (last_rsi_3_1d < 55.0) or (last_stochrsi_k_15m > 40.0)) and ((last_rsi_3_4h < 50.0) or (last_aroonu_14_4h > 30.0) or (last_aroonu_14_1d > 0.0)) and ((last_rsi_3_4h < 55.0) or (last_rsi_3_1d < 55.0) or (last_stochrsi_k_1h > 40.0)) and ((last_rsi_3_4h < 50.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_4h < 55.0) or (last_rsi_3_1d < 55.0) or (last_stochrsi_k_4h > 40.0)) and ((last_rsi_3_4h < 45.0) or (last_aroonu_14_15m > 30.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_4h < 40.0) or (last_rsi_3_1d < 35.0) or (last_aroonu_14_15m > 30.0)) and ((last_rsi_3_4h < 40.0) or (last_aroonu_14_15m > 10.0) or (last_stochrsi_k_15m > 10.0)) and ((last_rsi_3_4h < 40.0) or (last_aroonu_14_15m > 0.0) or (last_stochrsi_k_15m > 20.0)) and ((last_rsi_3_4h < 40.0) or (last_stochrsi_k_15m > 30.0) or (last_stochrsi_k_1h > 30.0)) and ((last_rsi_3_4h < 40.0) or (last_stochrsi_k_1h > 40.0) or (last_stochrsi_k_1h > 10.0)) and ((last_rsi_3_1d < 70.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1d < 65.0) or (last_stochrsi_k_15m > 10.0)) and ((last_rsi_3_1d < 65.0) or (last_stochrsi_k_1h > 10.0)) and ((last_rsi_3_1d < 65.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1d < 60.0) or (last_aroonu_14_1h > 10.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1d < 55.0) or (last_aroonu_14_15m > 50.0) or (last_stochrsi_k_1h > 10.0)) and ((last_rsi_3_1d < 55.0) or (last_stochrsi_k_1h > 30.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1d < 50.0) or (last_aroonu_14_15m > 40.0) or (last_aroonu_14_1h > 0.0)) and ((last_rsi_3_1d < 50.0) or (last_aroonu_14_4h > 10.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1d < 55.0) or (last_aroonu_14_1h > 20.0) or (last_stochrsi_k_1h > 10.0)) and ((last_rsi_3_1d < 55.0) or (last_aroonu_14_1d > 30.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1d < 50.0) or (last_stochrsi_k_15m > 10.0) or (last_roc_9_1d > -10.0)) and ((last_rsi_3_1d < 50.0) or (last_stochrsi_k_1h > 20.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1d < 40.0) or (last_aroonu_14_1h > 20.0) or (last_aroonu_14_1d > 0.0)) and ((last_rsi_14_1h > 30.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_15m > 20.0) or (last_aroonu_14_1h > 20.0) or (last_aroonu_14_4h > 20.0)) and ((last_aroonu_14_15m > 20.0) or (last_stochrsi_k_15m > 30.0) or (last_stochrsi_k_4h > 30.0)) and ((last_aroonu_14_15m > 20.0) or (last_aroonu_14_1d > 0.0)) and ((last_aroonu_14_15m > 20.0) or (last_stochrsi_k_15m > 20.0) or (last_stochrsi_k_1h > 20.0)) and ((last_aroonu_14_15m > 10.0) or (last_aroonu_14_1h > 20.0) or (last_stochrsi_k_1h > 10.0)) and ((last_aroonu_14_15m > 10.0) or (last_aroonu_14_1h > 0.0) or (last_stochrsi_k_1h > 20.0)) and ((last_aroonu_14_15m > 0.0) or (last_aroonu_14_1h > 0.0)) and ((last_aroonu_14_15m > 0.0) or (last_aroonu_14_4h > 0.0)) and ((last_aroonu_14_15m > 0.0) or (last_stochrsi_k_1h > 10.0)) and ((last_aroonu_14_15m > 0.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_15m > 0.0) or (last_stochrsi_k_1d > 20.0) or (last_roc_9_1d > -10.0)) and ((last_aroonu_14_1h > 30.0) or (last_aroonu_14_4h > 0.0)) and ((last_aroonu_14_1h > 30.0) or (last_aroonu_14_1d > 10.0) or (last_roc_9_1d > -10.0)) and ((last_aroonu_14_1h > 20.0) or (last_aroonu_14_4h > 0.0)) and ((last_aroonu_14_1h > 10.0) or (last_stochrsi_k_1h > 10.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_1h > 10.0) or (last_stochrsi_k_1h > 10.0) or (last_roc_9_1d > -10.0)) and ((last_aroonu_14_1h > 0.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_1h > 0.0) or (last_stochrsi_k_1d > 10.0)) and ((last_aroonu_14_4h > 30.0) or (last_aroonu_14_1d > 0.0) or (last_roc_9_1d > -20.0)) and ((last_aroonu_14_4h > 10.0) or (last_stochrsi_k_4h > 10.0) or (last_roc_9_1d > -10.0)) and ((last_aroonu_14_4h > 10.0) or (last_roc_9_1d > -30.0)) and ((last_aroonu_14_4h > 0.0) or (last_aroonu_14_1d > 0.0)) and ((last_aroonu_14_4h > 0.0) or (last_stochrsi_k_1h > 10.0)) and ((last_aroonu_14_4h > 0.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_1d > 0.0) or (last_stochrsi_k_15m > 10.0)) and ((last_aroonu_14_1d > 0.0) or (last_stochrsi_k_1h > 10.0)) and ((last_aroonu_14_1d > 0.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_1d > 0.0) or (last_roc_9_4h > -15.0) or (last_roc_9_1d > -50.0)) # do not sell an oversold bottom on the pullback and ((last_stochrsi_k > 10.0) or (last_rsi_14 > 30.0)) and ((last_stochrsi_k_15m > 20.0) or (last_stochrsi_k_1h > 20.0) or (last_roc_9_1d > -10.0)) and ((last_stochrsi_k_15m > 20.0) or (last_aroonu_14_1d > 0.0)) and ((last_stochrsi_k_15m > 20.0) or (last_stochrsi_k_1d > 10.0) or (last_roc_9_1d > -20.0)) and ((last_stochrsi_k_15m > 10.0) or (last_stochrsi_k_1h > 10.0)) and ((last_stochrsi_k_15m > 10.0) or (last_stochrsi_k_1d > 10.0)) and ((last_stochrsi_k_1h > 20.0) or (last_stochrsi_k_1d > 10.0)) and ((last_stochrsi_k_1h > 20.0) or (last_roc_9_1d < 20.0)) and ((last_stochrsi_k_1h > 10.0) or (last_roc_9_4h > -15.0)) and ((last_stochrsi_k_4h > 10.0) or (last_roc_9_4h > -15.0)) and ((last_stochrsi_k_4h > 10.0) or (last_roc_9_1d < 15.0)) and ((last_stochrsi_k_1d > 10.0) or (last_roc_9_4h > -20.0)) ): self._grind_entry_tag = "g24" return True # g27 — coil (mirror of long g27) if ( (last_rsi_3 < 85.0) and (last_rsi_3_15m < 85.0) and (last_rsi_14 < 60.0) and (last_rsi_14_1h < 60.0) # the coil signature: 1h momentum negative-to-flat under a flat price and (last_roc_9_1h < 15.0) and (last_roc_9_1h > -2.0) and (last_close < (last_ema_20 * 1.02)) and (last_close > (last_ema_20 * 0.98)) # squeeze integrity: regime still broken, 4h rejection HELD, not dripping to new highs and (last_close > last_ema_200_4h) and (last_close < (last_high_max_12_4h * 0.90)) and (last_close < (last_close_max_12 * 0.995)) # general protections first and ((last_rsi_3_15m < 80.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1h < 85.0) or (last_aroonu_14_4h > 30.0)) and ((last_rsi_3_1h < 80.0) or (last_rsi_3_4h < 80.0) or (last_aroonu_14_1d > 10.0)) and ((last_rsi_3_1h < 80.0) or (last_stochrsi_k_1h > 20.0)) and ((last_rsi_3_1h < 70.0) or (last_rsi_3_1d < 70.0) or (last_stochrsi_k_1h > 30.0)) and ((last_rsi_3_1h < 65.0) or (last_aroonu_14_1h > 30.0)) and ((last_rsi_3_1h < 65.0) or (last_aroonu_14_4h > 30.0)) and ((last_rsi_3_1h < 60.0) or (last_aroonu_14_4h > 20.0)) and ((last_rsi_3_1h < 55.0) or (last_aroonu_14_1h > 10.0) or (last_stochrsi_k_1h > 30.0)) and ((last_rsi_3_1h < 60.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1h < 55.0) or (last_aroonu_14_1h > 10.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1h < 55.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1h < 50.0) or (last_aroonu_14_1h > 30.0) or (last_aroonu_14_4h > 30.0)) and ((last_rsi_3_1h < 45.0) or (last_rsi_3_4h < 40.0) or (last_aroonu_14_4h > 40.0)) and ((last_rsi_3_1h < 50.0) or (last_aroonu_14_4h > 20.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1h < 50.0) or (last_stochrsi_k_1d > 10.0) or (last_roc_9_1d > -30.0)) and ((last_rsi_3_1h < 45.0) or (last_aroonu_14_4h > 20.0) or (last_aroonu_14_1d > 0.0)) and ((last_rsi_3_1h < 45.0) or (last_aroonu_14_4h > 10.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1h < 40.0) or (last_rsi_3_1d < 40.0) or (last_aroonu_14_1h > 20.0)) and ((last_rsi_3_1h < 40.0) or (last_stochrsi_k_4h > 30.0) or (last_stochrsi_k_1d > 20.0)) and ((last_rsi_3_1h < 40.0) or (last_stochrsi_k_4h > 20.0) or (last_roc_9_4h > -10.0)) and ((last_rsi_3_4h < 90.0) or (last_rsi_3_1d < 60.0) or (last_stochrsi_k_15m > 20.0)) and ((last_rsi_3_4h < 75.0) or (last_stochrsi_k_4h > 50.0) or (last_roc_9_4h > -10.0)) and ((last_rsi_3_4h < 65.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_4h < 60.0) or (last_rsi_3_1d < 60.0) or (last_aroonu_14_15m > 30.0)) and ((last_rsi_3_4h < 60.0) or (last_aroonu_14_15m > 0.0) or (last_stochrsi_k_15m > 10.0)) and ((last_rsi_3_4h < 60.0) or (last_aroonu_14_1h > 10.0) or (last_aroonu_14_4h > 0.0)) and ((last_rsi_3_4h < 60.0) or (last_aroonu_14_4h > 30.0)) and ((last_rsi_3_4h < 50.0) or (last_aroonu_14_15m > 20.0) or (last_aroonu_14_4h > 20.0)) and ((last_rsi_3_4h < 50.0) or (last_stochrsi_k_15m > 30.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_4h < 45.0) or (last_aroonu_14_1h > 0.0) or (last_aroonu_14_1d > 20.0)) and ((last_rsi_3_4h < 40.0) or (last_rsi_3_1d < 40.0) or (last_stochrsi_k_1h > 20.0)) and ((last_rsi_3_4h < 40.0) or (last_aroonu_14_15m > 30.0) or (last_aroonu_14_1h > 30.0)) and ((last_rsi_3_4h < 40.0) or (last_aroonu_14_1h > 0.0) or (last_stochrsi_k_1d > 20.0)) and ((last_rsi_3_4h < 40.0) or (last_stochrsi_k_4h > 30.0) or (last_roc_9_1d < 10.0)) and ((last_rsi_3_4h < 35.0) or (last_aroonu_14_1h > 30.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_4h < 35.0) or (last_aroonu_14_4h > 20.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_4h < 35.0) or (last_stochrsi_k_4h > 30.0) or (last_roc_9_1d < 10.0)) and ((last_rsi_3_4h < 35.0) or (last_stochrsi_k_4h > 10.0) or (last_roc_9_4h > -10.0)) and ((last_rsi_3_1d < 90.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_1d < 80.0) or (last_aroonu_14_1d > 10.0)) and ((last_rsi_3_1d < 75.0) or (last_stochrsi_k_15m > 30.0)) and ((last_rsi_3_1d < 75.0) or (last_aroonu_14_1h > 30.0)) and ((last_rsi_3_1d < 75.0) or (last_stochrsi_k_1h > 10.0)) and ((last_rsi_3_1d < 70.0) or (last_aroonu_14_15m > 0.0)) and ((last_rsi_3_1d < 70.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1d < 60.0) or (last_aroonu_14_1h > 10.0) or (last_aroonu_14_4h > 0.0)) and ((last_rsi_3_1d < 50.0) or (last_stochrsi_k_4h > 10.0) or (last_stochrsi_k_1d > 30.0)) and ((last_aroonu_14_15m > 30.0) or (last_aroonu_14_1h > 0.0) or (last_stochrsi_k_1d > 20.0)) and ((last_aroonu_14_15m > 30.0) or (last_aroonu_14_4h > 30.0) or (last_roc_9_4h > -10.0)) and ((last_aroonu_14_15m > 20.0) or (last_stochrsi_k_15m > 30.0)) and ((last_aroonu_14_15m > 20.0) or (last_aroonu_14_1h > 0.0)) and ((last_aroonu_14_15m > 0.0) or (last_aroonu_14_4h > 10.0)) and ((last_aroonu_14_15m > 0.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_1h > 20.0) or (last_aroonu_14_4h > 0.0) or (last_stochrsi_k_1h > 20.0)) and ((last_aroonu_14_1h > 20.0) or (last_stochrsi_k_4h > 0.0) or (last_stochrsi_k_4h > 20.0)) and ((last_aroonu_14_1h > 20.0) or (last_stochrsi_k_4h > 10.0) or (last_roc_9_4h > -10.0)) and ((last_aroonu_14_1h > 0.0) or (last_aroonu_14_1d > 0.0)) and ((last_aroonu_14_1h > 0.0) or (last_stochrsi_k_15m > 20.0)) and ((last_aroonu_14_1h > 0.0) or (last_stochrsi_k_4h > 20.0) or (last_roc_9_4h > -10.0)) and ((last_aroonu_14_1h > 0.0) or (last_stochrsi_k_1d > 10.0) or (last_roc_9_1d > -20.0)) and ((last_aroonu_14_4h > 30.0) or (last_roc_9_1d < 25.0)) and ((last_aroonu_14_4h > 30.0) or (last_roc_9_1d > -50.0)) and ((last_aroonu_14_4h > 20.0) or (last_stochrsi_k_4h > 20.0) or (last_roc_9_4h > -10.0)) and ((last_aroonu_14_4h > 20.0) or (last_stochrsi_k_1d > 20.0) or (last_roc_9_1d > -10.0)) and ((last_aroonu_14_4h > 10.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_4h > 10.0) or (last_roc_9_4h > -10.0)) and ((last_stochrsi_k_15m > 40.0) or (last_stochrsi_k_4h > 20.0)) and ((last_stochrsi_k_1h > 30.0) or (last_stochrsi_k_4h > 20.0)) and ((last_stochrsi_k_1h > 10.0) or (last_roc_9_4h < 20.0)) and ((last_stochrsi_k_4h > 30.0) or (last_roc_9_1d < 25.0)) and ((last_stochrsi_k_4h > 20.0) or (last_stochrsi_k_1d > 10.0) or (last_roc_9_1d > -20.0)) and ((last_roc_9_1d < 40.0) or (last_aroonu_14_1h > 10.0)) and ((last_roc_9_1d < 40.0) or (last_stochrsi_k_1h > 20.0)) and ((last_roc_9_1d < 25.0) or (last_stochrsi_k_15m > 10.0)) and ((last_roc_9_1d < 25.0) or (last_aroonu_14_4h > 20.0)) and ((last_roc_9_1d < 15.0) or (last_stochrsi_k_4h > 20.0)) ): self._grind_entry_tag = "g27" return True self._grind_entry_tag = "" return False def short_rebuy_entry_v3( self, last_candle: Series, previous_candle: Series, slice_profit: float, is_derisk: bool ) -> float: if (last_candle["protections_short_global"] == True) and ( (last_candle["enter_short"] == True) or ( (last_candle["RSI_3"] < 90.0) and (last_candle["RSI_3_15m"] < 90.0) and (last_candle["AROOND_14"] < 30.0) and (last_candle["AROOND_14_15m"] < 30.0) and (last_candle["close"] > (last_candle["EMA_26"] * 1.012)) ) ): return True return False # Short Grinding Adjust Trade Position v4 # --------------------------------------------------------------------------------------------- def short_grind_adjust_trade_position_v4( 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, ): dp = self.dp send_msg = self.dp.send_msg notification_msg = self.notification_msg config = self.config stake_currency = config["stake_currency"] is_futures_mode = self.is_futures_mode scale_stakes_for_min_stake = self.scale_stakes_for_min_stake trade_pair = trade.pair trade_amount = trade.amount trade_stake_amount = trade.stake_amount trade_leverage = trade.leverage trade_fee_open = trade.fee_open trade_fee_close = trade.fee_close # Reset so the log "Tag:" never shows a value left over from another pair's previous call self._grind_entry_tag = "" is_backtest = self.is_backtest_mode() # we already waiting for an order to get filled if trade.has_open_orders: return None min_stake = self.correct_min_stake(min_stake, trade_leverage) df, _ = dp.get_analyzed_dataframe(trade_pair, self.timeframe) if len(df) < 2: return None last_candle = None previous_candle = None def load_candles(): # Only the (expensive on wide frames) row extraction is deferred; the frame is already fetched. nonlocal last_candle, previous_candle if last_candle is None: last_candle = df.iloc[-1] previous_candle = df.iloc[-2] exit_rate = current_rate filled_orders, filled_entries, filled_exits, profit_values = self.profit_or_order_snapshot( trade, current_time, exit_rate ) count_of_exits = trade.nr_of_successful_exits if dp.runmode.value in ("live", "dry_run"): ticker = dp.ticker(trade_pair) if ("bid" in ticker) and ("ask" in ticker): exit_price_side = config["exit_pricing"]["price_side"] if trade.is_short: if exit_price_side in ["ask", "other"]: if ticker["ask"] is not None: exit_rate = ticker["ask"] else: if exit_price_side in ["bid", "other"]: if ticker["bid"] is not None: exit_rate = ticker["bid"] # Finish managed partial exits before allowing another de-risk or grind. partial_exit = filled_exits[-1] if filled_exits else None if partial_exit is not None and partial_exit.safe_remaining > 0.0: partial_exit_tag = partial_exit.ft_order_tag or "" if partial_exit_tag.partition(" ")[0] in ( "derisk_level_1", "derisk_level_2", "derisk_level_3", "derisk_level_4", "derisk_global", "grind_1_exit", "grind_1_derisk", "grind_2_exit", "grind_2_derisk", "grind_3_exit", "grind_3_derisk", "grind_4_exit", "grind_4_derisk", "grind_5_exit", "grind_5_derisk", ): partial_exit_amount = min(partial_exit.safe_remaining, trade_amount) exit_amount = partial_exit_amount * exit_rate / trade_leverage ft_exit_amount = partial_exit_amount * trade_stake_amount / trade_amount remaining_stake = (trade_amount - partial_exit_amount) * exit_rate / trade_leverage partial_exit_min_stake = min_stake or 0.0 if ( exit_amount > partial_exit_min_stake and ft_exit_amount > partial_exit_min_stake and (remaining_stake == 0.0 or remaining_stake >= partial_exit_min_stake * 1.55) ): return -ft_exit_amount, partial_exit_tag # Do not clip the recovery: a fully filled clipped order would hide the leftover. return None if profit_values is None: profit_values = self.calc_total_profit(trade, filled_entries, filled_exits, exit_rate) profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio = profit_values current_stake_amount = trade_amount * exit_rate slice_amount = filled_entries[0].safe_filled * filled_entries[0].safe_price 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 ) 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) ) # Rebuy mode, the first entry is lower than normal slot stake if is_rebuy_mode: slice_amount /= self.system_v4_rebuy_mode_stake_multiplier is_system_v4 = self.is_system_v4(trade) has_order_tags = hasattr(filled_orders[0], "ft_order_tag") 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 fee_rate = fee_open_rate + fee_close_rate stake_scale_leverage = trade_leverage if is_futures_mode else 1.0 grind_entry_retry_time = current_time - timedelta(minutes=5) # ========================================================================= # GRINDING CONFIGURATION # ========================================================================= if is_futures_mode: grind_1_stakes = self.system_v4_grind_1_stakes_futures grind_1_sub_thresholds = self.system_v4_grind_1_thresholds_futures grind_1_derisk_grinds = self.system_v4_grind_1_derisk_futures grind_1_profit_threshold = self.system_v4_grind_1_profit_threshold_futures grind_2_stakes = self.system_v4_grind_2_stakes_futures grind_2_sub_thresholds = self.system_v4_grind_2_thresholds_futures grind_2_derisk_grinds = self.system_v4_grind_2_derisk_futures grind_2_profit_threshold = self.system_v4_grind_2_profit_threshold_futures grind_3_stakes = self.system_v4_grind_3_stakes_futures grind_3_sub_thresholds = self.system_v4_grind_3_thresholds_futures grind_3_derisk_grinds = self.system_v4_grind_3_derisk_futures grind_3_profit_threshold = self.system_v4_grind_3_profit_threshold_futures grind_4_stakes = self.system_v4_grind_4_stakes_futures grind_4_sub_thresholds = self.system_v4_grind_4_thresholds_futures grind_4_derisk_grinds = self.system_v4_grind_4_derisk_futures grind_4_profit_threshold = self.system_v4_grind_4_profit_threshold_futures grind_5_stakes = self.system_v4_grind_5_stakes_futures grind_5_sub_thresholds = self.system_v4_grind_5_thresholds_futures grind_5_derisk_grinds = self.system_v4_grind_5_derisk_futures grind_5_profit_threshold = self.system_v4_grind_5_profit_threshold_futures # rebuy_stakes = self.system_v4_1_rebuy_stakes_futures # rebuy_sub_thresholds = self.system_v4_1_rebuy_thresholds_futures else: grind_1_stakes = self.system_v4_grind_1_stakes_spot grind_1_sub_thresholds = self.system_v4_grind_1_thresholds_spot grind_1_derisk_grinds = self.system_v4_grind_1_derisk_spot grind_1_profit_threshold = self.system_v4_grind_1_profit_threshold_spot grind_2_stakes = self.system_v4_grind_2_stakes_spot grind_2_sub_thresholds = self.system_v4_grind_2_thresholds_spot grind_2_derisk_grinds = self.system_v4_grind_2_derisk_spot grind_2_profit_threshold = self.system_v4_grind_2_profit_threshold_spot grind_3_stakes = self.system_v4_grind_3_stakes_spot grind_3_sub_thresholds = self.system_v4_grind_3_thresholds_spot grind_3_derisk_grinds = self.system_v4_grind_3_derisk_spot grind_3_profit_threshold = self.system_v4_grind_3_profit_threshold_spot grind_4_stakes = self.system_v4_grind_4_stakes_spot grind_4_sub_thresholds = self.system_v4_grind_4_thresholds_spot grind_4_derisk_grinds = self.system_v4_grind_4_derisk_spot grind_4_profit_threshold = self.system_v4_grind_4_profit_threshold_spot grind_5_stakes = self.system_v4_grind_5_stakes_spot grind_5_sub_thresholds = self.system_v4_grind_5_thresholds_spot grind_5_derisk_grinds = self.system_v4_grind_5_derisk_spot grind_5_profit_threshold = self.system_v4_grind_5_profit_threshold_spot # rebuy_stakes = self.system_v4_1_rebuy_stakes_spot # rebuy_sub_thresholds = self.system_v4_1_rebuy_thresholds_spot grind_1_max_sub_grinds = 0 grind_1_stakes = scale_stakes_for_min_stake( grind_1_stakes, slice_amount, min_stake, trade_leverage, trade_leverage ) grind_1_max_sub_grinds = len(grind_1_stakes) grind_2_max_sub_grinds = 0 grind_2_stakes = scale_stakes_for_min_stake( grind_2_stakes, slice_amount, min_stake, stake_scale_leverage, trade_leverage ) grind_2_max_sub_grinds = len(grind_2_stakes) grind_3_max_sub_grinds = 0 grind_3_stakes = scale_stakes_for_min_stake( grind_3_stakes, slice_amount, min_stake, stake_scale_leverage, trade_leverage ) grind_3_max_sub_grinds = len(grind_3_stakes) grind_4_max_sub_grinds = 0 grind_4_stakes = scale_stakes_for_min_stake( grind_4_stakes, slice_amount, min_stake, stake_scale_leverage, trade_leverage ) grind_4_max_sub_grinds = len(grind_4_stakes) grind_5_max_sub_grinds = 0 grind_5_stakes = scale_stakes_for_min_stake( grind_5_stakes, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_5_max_sub_grinds = len(grind_5_stakes) # rebuy_max_sub_grinds = len(rebuy_stakes) is_derisk_1 = False is_derisk_1_found = False # derisk_level_1 de-risk exit derisk_1_order = None is_derisk_2 = False is_derisk_2_found = False # derisk_level_2 de-risk exit derisk_2_order = None is_derisk_3 = False is_derisk_3_found = False # derisk_level_3 de-risk exit derisk_3_order = None 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_profit_stake = 0.0 grind_1_current_grind_profit_rate = 0.0 grind_1_is_exit_found = False grind_1_found = False grind_1_buy_orders = [] grind_1_orders = [] grind_1_distance_ratio = 0.0 grind_1_exit_order = None grind_1_exit_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_profit_stake = 0.0 grind_2_current_grind_profit_rate = 0.0 grind_2_is_exit_found = False grind_2_found = False grind_2_buy_orders = [] grind_2_orders = [] grind_2_distance_ratio = 0.0 grind_2_exit_order = None grind_2_exit_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_profit_stake = 0.0 grind_3_current_grind_profit_rate = 0.0 grind_3_is_exit_found = False grind_3_found = False grind_3_buy_orders = [] grind_3_orders = [] grind_3_distance_ratio = 0.0 grind_3_exit_order = None grind_3_exit_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_profit_stake = 0.0 grind_4_current_grind_profit_rate = 0.0 grind_4_is_exit_found = False grind_4_found = False grind_4_buy_orders = [] grind_4_orders = [] grind_4_distance_ratio = 0.0 grind_4_exit_order = None grind_4_exit_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_profit_stake = 0.0 grind_5_current_grind_profit_rate = 0.0 grind_5_is_exit_found = False grind_5_found = False grind_5_buy_orders = [] grind_5_orders = [] grind_5_distance_ratio = 0.0 grind_5_exit_order = None grind_5_exit_distance_ratio = 0.0 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_exit_found = False rebuy_found = False rebuy_buy_orders = [] rebuy_orders = [] rebuy_distance_ratio = 0.0 rebuy_exit_order = None rebuy_exit_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_exit_found and order_tag == "grind_1_entry": 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) grind_1_orders.append(order) 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_exit_found and order_tag == "grind_2_entry": 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) grind_2_orders.append(order) 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_exit_found and order_tag == "grind_3_entry": 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) grind_3_orders.append(order) 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_exit_found and order_tag == "grind_4_entry": 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) grind_4_orders.append(order) 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_exit_found and order_tag == "grind_5_entry": 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) grind_5_orders.append(order) if not grind_5_found: grind_5_distance_ratio = (exit_rate - order.safe_price) / order.safe_price grind_5_found = True elif not rebuy_is_exit_found and order_tag == "rebuy_entry": 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) rebuy_orders.append(order) if not rebuy_found: rebuy_distance_ratio = (exit_rate - order.safe_price) / order.safe_price rebuy_found = True elif order.ft_order_side == "buy": order_tag = "" if has_order_tags: if order.ft_order_tag is not None: order_tag = order.ft_order_tag.partition(" ")[0] if order_tag == "derisk_level_1": if not is_derisk_1_found: is_derisk_1_found = True is_derisk_1 = True derisk_1_order = order elif order_tag == "derisk_level_2": if not is_derisk_2_found: is_derisk_2_found = True is_derisk_2 = True derisk_2_order = order elif order_tag == "derisk_level_3": if not is_derisk_3_found: is_derisk_3_found = True is_derisk_3 = True derisk_3_order = order elif not grind_1_is_exit_found and order_tag in ["grind_1_exit", "grind_1_derisk"]: grind_1_is_exit_found = True grind_1_exit_order = order elif not grind_2_is_exit_found and order_tag in ["grind_2_exit", "grind_2_derisk"]: grind_2_is_exit_found = True grind_2_exit_order = order elif not grind_3_is_exit_found and order_tag in ["grind_3_exit", "grind_3_derisk"]: grind_3_is_exit_found = True grind_3_exit_order = order elif not grind_4_is_exit_found and order_tag in ["grind_4_exit", "grind_4_derisk"]: grind_4_is_exit_found = True grind_4_exit_order = order elif not grind_5_is_exit_found and order_tag in ["grind_5_exit", "grind_5_derisk"]: grind_5_is_exit_found = True grind_5_exit_order = order elif not rebuy_is_exit_found and order_tag in ["rebuy_exit", "rebuy_derisk"]: rebuy_is_exit_found = True rebuy_exit_order = order elif order_tag == "derisk_global": if not grind_1_is_exit_found: grind_1_is_exit_found = True grind_1_exit_order = order if not grind_2_is_exit_found: grind_2_is_exit_found = True grind_2_exit_order = order if not grind_3_is_exit_found: grind_3_is_exit_found = True grind_3_exit_order = order if not grind_4_is_exit_found: grind_4_is_exit_found = True grind_4_exit_order = order if not grind_5_is_exit_found: grind_5_is_exit_found = True grind_5_exit_order = order if not rebuy_is_exit_found: rebuy_is_exit_found = True rebuy_exit_order = order 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_profit_stake = grind_1_total_cost - grind_1_current_grind_stake grind_1_current_grind_profit_rate = (exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate 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_profit_stake = grind_2_total_cost - grind_2_current_grind_stake grind_2_current_grind_profit_rate = (exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate 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_profit_stake = grind_3_total_cost - grind_3_current_grind_stake grind_3_current_grind_profit_rate = (exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate 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_profit_stake = grind_4_total_cost - grind_4_current_grind_stake grind_4_current_grind_profit_rate = (exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate 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_profit_stake = grind_5_total_cost - grind_5_current_grind_stake grind_5_current_grind_profit_rate = (exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate 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_is_exit_found: grind_1_exit_distance_ratio = (exit_rate - grind_1_exit_order.safe_price) / grind_1_exit_order.safe_price if grind_2_is_exit_found: grind_2_exit_distance_ratio = (exit_rate - grind_2_exit_order.safe_price) / grind_2_exit_order.safe_price if grind_3_is_exit_found: grind_3_exit_distance_ratio = (exit_rate - grind_3_exit_order.safe_price) / grind_3_exit_order.safe_price if grind_4_is_exit_found: grind_4_exit_distance_ratio = (exit_rate - grind_4_exit_order.safe_price) / grind_4_exit_order.safe_price if grind_5_is_exit_found: grind_5_exit_distance_ratio = (exit_rate - grind_5_exit_order.safe_price) / grind_5_exit_order.safe_price if rebuy_is_exit_found: rebuy_exit_distance_ratio = (exit_rate - rebuy_exit_order.safe_price) / rebuy_exit_order.safe_price # all buybacks & grinds current_open_grind_stake_profit = ( grind_1_current_grind_profit_stake + grind_2_current_grind_profit_stake + grind_3_current_grind_profit_stake + grind_4_current_grind_profit_stake + grind_5_current_grind_profit_stake + rebuy_current_grind_stake_profit ) num_open_grinds_and_buybacks = ( 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 + rebuy_sub_grind_count ) # not reached the max allowed stake for all grinds is_not_trade_max_stake_v4 = current_stake_amount < (slice_amount * self.system_v4_max_stake) grind_1_cluster_max_profit_stake = trade.get_custom_data(key="grind_1_cluster_max_profit_stake") or 0.0 grind_1_cluster_max_profit_rate = trade.get_custom_data(key="grind_1_cluster_max_profit_rate") or 0.0 if grind_1_current_grind_profit_stake > grind_1_cluster_max_profit_stake: trade.set_custom_data(key="grind_1_cluster_max_profit_stake", value=grind_1_current_grind_profit_stake) if grind_1_current_grind_profit_rate < grind_1_cluster_max_profit_rate: trade.set_custom_data(key="grind_1_cluster_max_profit_rate", value=grind_1_current_grind_profit_rate) grind_2_cluster_max_profit_stake = trade.get_custom_data(key="grind_2_cluster_max_profit_stake") or 0.0 grind_2_cluster_max_profit_rate = trade.get_custom_data(key="grind_2_cluster_max_profit_rate") or 0.0 if grind_2_current_grind_profit_stake > grind_2_cluster_max_profit_stake: trade.set_custom_data(key="grind_2_cluster_max_profit_stake", value=grind_2_current_grind_profit_stake) if grind_2_current_grind_profit_rate < grind_2_cluster_max_profit_rate: trade.set_custom_data(key="grind_2_cluster_max_profit_rate", value=grind_2_current_grind_profit_rate) grind_3_cluster_max_profit_stake = trade.get_custom_data(key="grind_3_cluster_max_profit_stake") or 0.0 grind_3_cluster_max_profit_rate = trade.get_custom_data(key="grind_3_cluster_max_profit_rate") or 0.0 if grind_3_current_grind_profit_stake > grind_3_cluster_max_profit_stake: trade.set_custom_data(key="grind_3_cluster_max_profit_stake", value=grind_3_current_grind_profit_stake) if grind_3_current_grind_profit_rate < grind_3_cluster_max_profit_rate: trade.set_custom_data(key="grind_3_cluster_max_profit_rate", value=grind_3_current_grind_profit_rate) grind_4_cluster_max_profit_stake = trade.get_custom_data(key="grind_4_cluster_max_profit_stake") or 0.0 grind_4_cluster_max_profit_rate = trade.get_custom_data(key="grind_4_cluster_max_profit_rate") or 0.0 if grind_4_current_grind_profit_stake > grind_4_cluster_max_profit_stake: trade.set_custom_data(key="grind_4_cluster_max_profit_stake", value=grind_4_current_grind_profit_stake) if grind_4_current_grind_profit_rate < grind_4_cluster_max_profit_rate: trade.set_custom_data(key="grind_4_cluster_max_profit_rate", value=grind_4_current_grind_profit_rate) grind_5_cluster_max_profit_stake = trade.get_custom_data(key="grind_5_cluster_max_profit_stake") or 0.0 grind_5_cluster_max_profit_rate = trade.get_custom_data(key="grind_5_cluster_max_profit_rate") or 0.0 if grind_5_current_grind_profit_stake > grind_5_cluster_max_profit_stake: trade.set_custom_data(key="grind_5_cluster_max_profit_stake", value=grind_5_current_grind_profit_stake) if grind_5_current_grind_profit_rate < grind_5_cluster_max_profit_rate: trade.set_custom_data(key="grind_5_cluster_max_profit_rate", value=grind_5_current_grind_profit_rate) is_short_extra_checks_entry = ( grind_entry_retry_time > filled_entries[-1].order_filled_utc # and ((current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc) or (slice_profit > 0.02)) and ( (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc) or (slice_profit > 0.06) or (is_derisk_3) ) # and ( # (current_stake_amount < (filled_entries[0].cost * 0.50)) # or (current_time - timedelta(hours=6) > filled_orders[-1].order_filled_utc) # or (slice_profit > 0.06) # ) ) # is_short_extra_checks_entry = True is_short_grind_entry = None is_short_buyback_entry = None is_derisk_hold = None def short_grind_entry_signal(): nonlocal is_short_grind_entry if is_short_grind_entry is None: load_candles() is_short_grind_entry = self.short_grind_entry_v4( last_candle, previous_candle, slice_profit, slice_profit_entry, True ) # past the near end of the de-risk range, no grind add while the 4h is at capitulation if profit_stake < slice_amount * ( self.system_v4_derisk_level_1_futures[0] if is_futures_mode else self.system_v4_derisk_level_1_spot[0] ) / trade_leverage and self._bad_trade_controller_capitulation(last_candle, True): is_short_grind_entry = False return is_short_grind_entry def short_grind_4_fallback_entry(): if slice_profit_entry <= 0.04: return False load_candles() if ( (last_candle["RSI_3"] < 95.0) and (last_candle["RSI_3_15m"] < 90.0) and (last_candle["RSI_14"] > 65.0) and (last_candle["close"] > (last_candle["EMA_20"] * 1.015)) ): self._grind_entry_tag = "g4_fb1" return True if ( (slice_profit_entry > 0.06) and (num_open_grinds_and_buybacks == 0) and (last_candle["RSI_14"] > 70.0) and (last_candle["close"] > (last_candle["EMA_20"] * 1.020)) ): self._grind_entry_tag = "g4_fb2" return True return False def short_grind_5_fallback_entry(): if not (is_derisk_1_found or is_derisk_2_found or is_derisk_3_found) or slice_profit_entry <= 0.06: return False load_candles() if (last_candle["RSI_3"] < 90.0) and (last_candle["RSI_3_15m"] < 80.0) and (last_candle["AROOND_14"] < 50.0): self._grind_entry_tag = "g5_fb1" return True return False def short_grind_5_liquidation_entry(): if not (is_futures_mode and (slice_profit_entry > 0.15) and (trade.liquidation_price is not None)): return False if (trade.is_short and current_rate > trade.liquidation_price * 0.80) or ( not trade.is_short and current_rate < trade.liquidation_price * 1.20 ): self._grind_entry_tag = "g5_liq1" return True return False def short_grind_5_liquidation_rescue_entry(): if ( self.system_v4_grind_5_liquidation_rescue_enable and is_futures_mode and (trade.liquidation_price is not None) and (trade.liquidation_price > 0.0) and (trade.liquidation_price * 0.80 < current_rate < trade.liquidation_price) and (slice_profit_entry > self.system_v4_grind_5_liquidation_rescue_threshold) and (num_open_grinds_and_buybacks <= 1) and ( trade_stake_amount + max(slice_amount * grind_5_stakes[grind_5_sub_grind_count] / trade_leverage, min_stake * 1.5) <= slice_amount * self.system_v4_grind_5_liquidation_rescue_max_stake / trade_leverage ) ): self._grind_entry_tag = "g5_liq2" return True return False def derisk_hold(): nonlocal is_derisk_hold if is_derisk_hold is None: is_derisk_hold = False if self.bad_trade_controller_derisk_hold_short_enable: load_candles() is_derisk_hold = self._bad_trade_controller_derisk_hold(last_candle, True) return is_derisk_hold stake_fmt = ".8f" if stake_currency in ("BTC", "ETH", "BNB", "SOL") else ".3f" send_notifications = not is_backtest # ========================================================================= # DE-RISK CONFIGURATION # ========================================================================= if is_system_v4: derisk_1_enable = self.system_v4_derisk_level_1_enable derisk_2_enable = self.system_v4_derisk_level_2_enable derisk_3_enable = self.system_v4_derisk_level_3_enable if is_futures_mode: derisk_1_threshold = self.system_v4_derisk_level_1_futures[1] derisk_1_stake = self.system_v4_derisk_level_1_stake_futures derisk_2_threshold = self.system_v4_derisk_level_2_futures[1] derisk_2_stake = self.system_v4_derisk_level_2_stake_futures derisk_3_threshold = self.system_v4_derisk_level_3_futures[1] derisk_3_stake = self.system_v4_derisk_level_3_stake_futures else: derisk_1_threshold = self.system_v4_derisk_level_1_spot[1] derisk_1_stake = self.system_v4_derisk_level_1_stake_spot derisk_2_threshold = self.system_v4_derisk_level_2_spot[1] derisk_2_stake = self.system_v4_derisk_level_2_stake_spot derisk_3_threshold = self.system_v4_derisk_level_3_spot[1] derisk_3_stake = self.system_v4_derisk_level_3_stake_spot else: derisk_1_enable = derisk_2_enable = derisk_3_enable = False derisk_1_threshold = derisk_2_threshold = derisk_3_threshold = 0.0 derisk_1_stake = derisk_2_stake = derisk_3_stake = 0.0 if is_futures_mode: derisk_1_threshold = self.system_v4_2_derisk_level_1_futures[1] derisk_1_stake = self.system_v4_2_derisk_level_1_stake_futures derisk_2_threshold = self.system_v4_2_derisk_level_2_futures[1] derisk_2_stake = self.system_v4_2_derisk_level_2_stake_futures derisk_3_threshold = self.system_v4_2_derisk_level_3_futures[1] derisk_3_stake = self.system_v4_2_derisk_level_3_stake_futures else: derisk_1_threshold = self.system_v4_2_derisk_level_1_spot[1] derisk_1_stake = self.system_v4_2_derisk_level_1_stake_spot derisk_2_threshold = self.system_v4_2_derisk_level_2_spot[1] derisk_2_stake = self.system_v4_2_derisk_level_2_stake_spot derisk_3_threshold = self.system_v4_2_derisk_level_3_spot[1] derisk_3_stake = self.system_v4_2_derisk_level_3_stake_spot derisk_enable = self.derisk_enable force_derisk_3 = ( self.system_v4_derisk_level_3_liquidation_enable and derisk_enable and derisk_3_enable and not is_derisk_3_found and not is_rebuy_mode and is_futures_mode and (profit_stake < 0.0) and (trade.liquidation_price is not None) and (trade.liquidation_price > 0.0) and ( trade.liquidation_price * (1.0 - self.system_v4_derisk_level_3_liquidation_distance) <= current_rate < trade.liquidation_price ) ) # --------------------------------------------------------------------- # De-risk level 1 # --------------------------------------------------------------------- if ( derisk_enable and derisk_1_enable and not is_derisk_1_found and not is_rebuy_mode and not force_derisk_3 and profit_stake < slice_amount * derisk_1_threshold / trade_leverage and not derisk_hold() ): sell_amount = filled_entries[0].safe_filled * derisk_1_stake * 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 send_notifications: send_msg( notification_msg( "de-risk", tag="Level 1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Level 1 [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) return -ft_sell_amount, "derisk_level_1" # --------------------------------------------------------------------- # De-risk level 2 # --------------------------------------------------------------------- if ( derisk_enable and derisk_2_enable and not is_derisk_2_found and not is_rebuy_mode and not force_derisk_3 and profit_stake < slice_amount * derisk_2_threshold / trade_leverage and not derisk_hold() ): sell_amount = filled_entries[0].safe_filled * derisk_2_stake * 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 send_notifications: send_msg( notification_msg( "de-risk", tag="Level 2", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Level 2 [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) return -ft_sell_amount, "derisk_level_2" # --------------------------------------------------------------------- # De-risk level 3 # --------------------------------------------------------------------- if ( derisk_enable and derisk_3_enable and not is_derisk_3_found and not is_rebuy_mode and (force_derisk_3 or (profit_stake < slice_amount * derisk_3_threshold / trade_leverage and not derisk_hold())) ): sell_amount = filled_entries[0].safe_filled * derisk_3_stake * 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 send_notifications: send_msg( notification_msg( "de-risk", tag="Level 3", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk Level 3 [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) return -ft_sell_amount, "derisk_level_3" # Grinding 1 if ( (self.system_v4_grind_1_enable) # and is_derisk_1_found and is_short_extra_checks_entry and (grind_1_sub_grind_count < grind_1_max_sub_grinds) and (grind_1_sub_grind_count == 0 or (-grind_1_distance_ratio < grind_1_sub_thresholds[grind_1_sub_grind_count])) and is_not_trade_max_stake_v4 and ( short_grind_entry_signal() or self._grind_entry_before_derisk( True, exit_rate, grind_1_current_open_rate, grind_1_derisk_grinds, self.system_v4_grind_1_use_derisk, ) ) ): buy_amount = slice_amount * grind_1_stakes[grind_1_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount <= max_stake: if send_notifications: send_msg( notification_msg( "grinding-entry", tag="grind_1_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_1_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Tag: {self._grind_entry_tag}" ) order_tag = "grind_1_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if grind_1_sub_grind_count > 0 and not ( -grind_1_current_grind_profit_rate < (grind_1_profit_threshold + fee_open_rate + fee_close_rate) ): load_candles() ft_exit_amount, tag = self.short_grind_exit_v4( last_candle, previous_candle, slice_profit, current_time, min_stake, current_stake_amount, exit_rate, profit_stake, profit_ratio, "grind_1_exit", "grind_1_exit", fee_open_rate, fee_close_rate, grind_1_cluster_max_profit_stake, grind_1_cluster_max_profit_rate, grind_1_current_grind_profit_stake, grind_1_current_grind_profit_rate, grind_1_total_amount, grind_1_profit_threshold, grind_1_orders, trade, ) if ft_exit_amount is not None and tag is not None: return ft_exit_amount, tag if ( self.system_v4_grind_1_use_derisk and (grind_1_sub_grind_count > 0) and ((-(exit_rate - grind_1_current_open_rate) / grind_1_current_open_rate) < grind_1_derisk_grinds) ): # if ( # self.system_v4_grind_1_use_derisk # and (grind_1_sub_grind_count > 0) # and (grind_1_current_grind_profit_stake < (slice_amount * grind_1_derisk_grinds)) # and (grind_1_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) 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_exit_found else profit_ratio ) if send_notifications: send_msg( notification_msg( "grinding-derisk", tag="grind_1_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_1_current_grind_profit_stake, grind_profit_pct=grind_profit, coin_amount=grind_1_total_amount, ) ) log.info( f"Grinding de-risk (grind_1_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = "grind_1_derisk" 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 if ( (self.system_v4_grind_2_enable) # and is_derisk_1_found and is_short_extra_checks_entry and (grind_2_sub_grind_count < grind_2_max_sub_grinds) and (grind_2_sub_grind_count == 0 or (-grind_2_distance_ratio < grind_2_sub_thresholds[grind_2_sub_grind_count])) and is_not_trade_max_stake_v4 and ( short_grind_entry_signal() or self._grind_entry_before_derisk( True, exit_rate, grind_2_current_open_rate, grind_2_derisk_grinds, self.system_v4_grind_2_use_derisk, ) ) ): buy_amount = slice_amount * grind_2_stakes[grind_2_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount <= max_stake: if send_notifications: send_msg( notification_msg( "grinding-entry", tag="grind_2_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_2_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Tag: {self._grind_entry_tag}" ) order_tag = "grind_2_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if grind_2_sub_grind_count > 0 and not ( -grind_2_current_grind_profit_rate < (grind_2_profit_threshold + fee_open_rate + fee_close_rate) ): load_candles() ft_exit_amount, tag = self.short_grind_exit_v4( last_candle, previous_candle, slice_profit, current_time, min_stake, current_stake_amount, exit_rate, profit_stake, profit_ratio, "grind_2_exit", "grind_2_exit", fee_open_rate, fee_close_rate, grind_2_cluster_max_profit_stake, grind_2_cluster_max_profit_rate, grind_2_current_grind_profit_stake, grind_2_current_grind_profit_rate, grind_2_total_amount, grind_2_profit_threshold, grind_2_orders, trade, ) if ft_exit_amount is not None and tag is not None: return ft_exit_amount, tag if ( self.system_v4_grind_2_use_derisk and (grind_2_sub_grind_count > 0) and ((-(exit_rate - grind_2_current_open_rate) / grind_2_current_open_rate) < grind_2_derisk_grinds) ): # if ( # self.system_v4_grind_2_use_derisk # and (grind_2_sub_grind_count > 0) # and (grind_2_current_grind_profit_stake < (slice_amount * grind_2_derisk_grinds)) # and (grind_2_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) 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_exit_found else profit_ratio ) if send_notifications: send_msg( notification_msg( "grinding-derisk", tag="grind_2_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_2_current_grind_profit_stake, grind_profit_pct=grind_profit, coin_amount=grind_2_total_amount, ) ) log.info( f"Grinding de-risk (grind_2_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_2_current_grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = "grind_2_derisk" 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 if ( (self.system_v4_grind_3_enable) # and is_derisk_1_found and is_short_extra_checks_entry and (grind_3_sub_grind_count < grind_3_max_sub_grinds) and (grind_3_sub_grind_count == 0 or (-grind_3_distance_ratio < grind_3_sub_thresholds[grind_3_sub_grind_count])) and is_not_trade_max_stake_v4 and ( short_grind_entry_signal() or self._grind_entry_before_derisk( True, exit_rate, grind_3_current_open_rate, grind_3_derisk_grinds, self.system_v4_grind_3_use_derisk, ) ) ): buy_amount = slice_amount * grind_3_stakes[grind_3_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount <= max_stake: if send_notifications: send_msg( notification_msg( "grinding-entry", tag="grind_3_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_3_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Tag: {self._grind_entry_tag}" ) order_tag = "grind_3_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if grind_3_sub_grind_count > 0 and not ( -grind_3_current_grind_profit_rate < (grind_3_profit_threshold + fee_open_rate + fee_close_rate) ): load_candles() ft_exit_amount, tag = self.short_grind_exit_v4( last_candle, previous_candle, slice_profit, current_time, min_stake, current_stake_amount, exit_rate, profit_stake, profit_ratio, "grind_3_exit", "grind_3_exit", fee_open_rate, fee_close_rate, grind_3_cluster_max_profit_stake, grind_3_cluster_max_profit_rate, grind_3_current_grind_profit_stake, grind_3_current_grind_profit_rate, grind_3_total_amount, grind_3_profit_threshold, grind_3_orders, trade, ) if ft_exit_amount is not None and tag is not None: return ft_exit_amount, tag if ( self.system_v4_grind_3_use_derisk and (grind_3_sub_grind_count > 0) and ((-(exit_rate - grind_3_current_open_rate) / grind_3_current_open_rate) < grind_3_derisk_grinds) ): # if ( # self.system_v4_grind_3_use_derisk # and (grind_3_sub_grind_count > 0) # and (grind_3_current_grind_profit_stake < (slice_amount * grind_3_derisk_grinds)) # and (grind_3_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) 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_exit_found else profit_ratio ) if send_notifications: send_msg( notification_msg( "grinding-derisk", tag="grind_3_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_3_current_grind_profit_stake, grind_profit_pct=grind_profit, coin_amount=grind_3_total_amount, ) ) log.info( f"Grinding de-risk (grind_3_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_3_current_grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = "grind_3_derisk" 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 if ( (self.system_v4_grind_4_enable) # and is_derisk_1_found # and is_short_grind_entry and is_short_extra_checks_entry and (grind_4_sub_grind_count < grind_4_max_sub_grinds) and (grind_4_sub_grind_count == 0 or (-grind_4_distance_ratio < grind_4_sub_thresholds[grind_4_sub_grind_count])) and is_not_trade_max_stake_v4 and ( short_grind_4_fallback_entry() or short_grind_entry_signal() or self._grind_entry_before_derisk( True, exit_rate, grind_4_current_open_rate, grind_4_derisk_grinds, self.system_v4_grind_4_use_derisk, ) ) ): buy_amount = slice_amount * grind_4_stakes[grind_4_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount <= max_stake: if send_notifications: send_msg( notification_msg( "grinding-entry", tag="grind_4_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_4_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Tag: {self._grind_entry_tag}" ) order_tag = "grind_4_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if grind_4_sub_grind_count > 0 and not ( -grind_4_current_grind_profit_rate < (grind_4_profit_threshold + fee_open_rate + fee_close_rate) ): load_candles() ft_exit_amount, tag = self.short_grind_exit_v4( last_candle, previous_candle, slice_profit, current_time, min_stake, current_stake_amount, exit_rate, profit_stake, profit_ratio, "grind_4_exit", "grind_4_exit", fee_open_rate, fee_close_rate, grind_4_cluster_max_profit_stake, grind_4_cluster_max_profit_rate, grind_4_current_grind_profit_stake, grind_4_current_grind_profit_rate, grind_4_total_amount, grind_4_profit_threshold, grind_4_orders, trade, ) if ft_exit_amount is not None and tag is not None: return ft_exit_amount, tag if ( self.system_v4_grind_4_use_derisk and (grind_4_sub_grind_count > 0) and ((-(exit_rate - grind_4_current_open_rate) / grind_4_current_open_rate) < grind_4_derisk_grinds) ): # if ( # self.system_v4_grind_4_use_derisk # and (grind_4_sub_grind_count > 0) # and (grind_4_current_grind_profit_stake < (slice_amount * grind_4_derisk_grinds)) # and (grind_4_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) 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_exit_found else profit_ratio ) if send_notifications: send_msg( notification_msg( "grinding-derisk", tag="grind_4_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_4_current_grind_profit_stake, grind_profit_pct=grind_profit, coin_amount=grind_4_total_amount, ) ) log.info( f"Grinding de-risk (grind_4_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_4_current_grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = "grind_4_derisk" 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 if ( (self.system_v4_grind_5_enable) # and is_derisk_1_found # and is_short_grind_entry and is_short_extra_checks_entry and (grind_5_sub_grind_count < grind_5_max_sub_grinds) and (grind_5_sub_grind_count == 0 or (-grind_5_distance_ratio < grind_5_sub_thresholds[grind_5_sub_grind_count])) and is_not_trade_max_stake_v4 and ( short_grind_5_fallback_entry() or short_grind_5_liquidation_entry() or short_grind_entry_signal() or short_grind_5_liquidation_rescue_entry() or self._grind_entry_before_derisk( True, exit_rate, grind_5_current_open_rate, grind_5_derisk_grinds, self.system_v4_grind_5_use_derisk, ) ) ): buy_amount = slice_amount * grind_5_stakes[grind_5_sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount <= max_stake: if send_notifications: send_msg( notification_msg( "grinding-entry", tag="grind_5_entry", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Grinding entry (grind_5_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Tag: {self._grind_entry_tag}" ) order_tag = "grind_5_entry" if has_order_tags: return buy_amount, order_tag else: return buy_amount if grind_5_sub_grind_count > 0 and not ( -grind_5_current_grind_profit_rate < (grind_5_profit_threshold + fee_open_rate + fee_close_rate) ): load_candles() ft_exit_amount, tag = self.short_grind_exit_v4( last_candle, previous_candle, slice_profit, current_time, min_stake, current_stake_amount, exit_rate, profit_stake, profit_ratio, "grind_5_exit", "grind_5_exit", fee_open_rate, fee_close_rate, grind_5_cluster_max_profit_stake, grind_5_cluster_max_profit_rate, grind_5_current_grind_profit_stake, grind_5_current_grind_profit_rate, grind_5_total_amount, grind_5_profit_threshold, grind_5_orders, trade, ) if ft_exit_amount is not None and tag is not None: return ft_exit_amount, tag if ( self.system_v4_grind_5_use_derisk and (grind_5_sub_grind_count > 0) and ((-(exit_rate - grind_5_current_open_rate) / grind_5_current_open_rate) < grind_5_derisk_grinds) ): # if ( # self.system_v4_grind_5_use_derisk # and (grind_5_sub_grind_count > 0) # and (grind_5_current_grind_profit_stake < (slice_amount * grind_5_derisk_grinds)) # and (grind_5_orders[-1].order_date_utc.replace(tzinfo=None) >= datetime(2025, 8, 3) 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_exit_found else profit_ratio ) if send_notifications: send_msg( notification_msg( "grinding-derisk", tag="grind_5_derisk", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_5_current_grind_profit_stake, grind_profit_pct=grind_profit, coin_amount=grind_5_total_amount, ) ) log.info( f"Grinding de-risk (grind_5_derisk) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_5_current_grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = "grind_5_derisk" 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 # Rebuy # if ( # is_system_v4 # and is_short_rebuy_entry # and ( # (0 <= rebuy_sub_grind_count < rebuy_max_sub_grinds) # and (slice_profit_entry < rebuy_sub_thresholds[rebuy_sub_grind_count]) # ) # and is_not_trade_max_stake_v4 # ): # buy_amount = slice_amount * rebuy_stakes[rebuy_sub_grind_count] / trade_leverage # if buy_amount < (min_stake * 1.5): # buy_amount = min_stake * 1.5 # if buy_amount > max_stake: # return None # send_msg( # notification_msg( # "rebuy", # tag="rebuy_entry", # pair=trade_pair, # rate=current_rate, # stake_amount=buy_amount, # profit_stake=profit_stake, # profit_ratio=profit_ratio, # stake_currency=stake_currency, # ) # ) # log.info( # f"Rebuy (rebuy_entry) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" # ) # if has_order_tags: # return buy_amount, "rebuy_entry" # else: # return buy_amount return None def short_grind_entry_v4( self, last_candle: Series, previous_candle: Series, slice_profit: float, slice_profit_entry: float, is_derisk: bool, ) -> float: if last_candle["protections_short_global"] != True: return False # g0 — signal entry if last_candle["enter_short"] == True: self._grind_entry_tag = "g0" return True last_close = last_candle["close"] last_open = last_candle["open"] last_close_max_12 = last_candle["close_max_12"] last_close_min_48 = last_candle["close_min_48"] last_low_min_24_1h = last_candle["low_min_24_1h"] last_high_max_12_4h = last_candle["high_max_12_4h"] last_high_max_24_4h = last_candle["high_max_24_4h"] last_rsi_3 = last_candle["RSI_3"] last_rsi_3_15m = last_candle["RSI_3_15m"] last_rsi_3_1h = last_candle["RSI_3_1h"] last_rsi_3_4h = last_candle["RSI_3_4h"] last_rsi_3_1d = last_candle["RSI_3_1d"] last_rsi_14 = last_candle["RSI_14"] last_rsi_14_1h = last_candle["RSI_14_1h"] last_rsi_14_4h = last_candle["RSI_14_4h"] last_rsi_20 = last_candle["RSI_20"] last_sma_9 = last_candle["SMA_9"] last_sma_16 = last_candle["SMA_16"] last_sma_21 = last_candle["SMA_21"] last_sma_30 = last_candle["SMA_30"] last_ema_9 = last_candle["EMA_9"] last_ema_12 = last_candle["EMA_12"] last_ema_16 = last_candle["EMA_16"] last_ema_20 = last_candle["EMA_20"] last_ema_26 = last_candle["EMA_26"] last_ema_100 = last_candle["EMA_100"] last_ema_12_4h = last_candle["EMA_12_4h"] last_ema_50_4h = last_candle["EMA_50_4h"] last_ema_100_4h = last_candle["EMA_100_4h"] last_ema_200_4h = last_candle["EMA_200_4h"] last_roc_9_1h = last_candle["ROC_9_1h"] last_roc_9_4h = last_candle["ROC_9_4h"] last_roc_9_1d = last_candle["ROC_9_1d"] last_stochrsi_k = last_candle["STOCHRSIk_14_14_3_3"] last_stochrsi_k_1h = last_candle["STOCHRSIk_14_14_3_3_1h"] last_stochrsi_k_4h = last_candle["STOCHRSIk_14_14_3_3_4h"] last_stochrsi_k_1d = last_candle["STOCHRSIk_14_14_3_3_1d"] last_willr_14 = last_candle["WILLR_14"] last_willr_84_1h = last_candle["WILLR_84_1h"] last_bbu = last_candle["BBU_20_2.0"] last_bbb_1h = last_candle["BBB_20_2.0_1h"] last_cmf_20 = last_candle["CMF_20"] last_aroonu_14 = last_candle["AROONU_14"] last_aroonu_14_15m = last_candle["AROONU_14_15m"] last_aroonu_14_1d = last_candle["AROONU_14_1d"] last_aroonu_14_1h = last_candle["AROONU_14_1h"] last_aroonu_14_4h = last_candle["AROONU_14_4h"] last_stochrsi_k_15m = last_candle["STOCHRSIk_14_14_3_3_15m"] prev_rsi_20 = previous_candle["RSI_20"] prev_sma_9 = previous_candle["SMA_9"] prev_sma_21 = previous_candle["SMA_21"] prev_ema_12 = previous_candle["EMA_12"] prev_ema_26 = previous_candle["EMA_26"] # g1 — AROONU rally + EMA_16 rise (mirror long g1) if ( (last_rsi_3 < 90.0) and (last_rsi_3_15m < 85.0) and (last_rsi_3_1h < 85.0) and (last_rsi_3_4h < 85.0) and (last_rsi_14 > 55.0) and (last_aroonu_14 > 75.0) and (last_aroonu_14_4h > 0.0) and (last_roc_9_1h > -20.0) and (last_close < (last_close_min_48 * 1.10)) and (last_close > (last_high_max_24_4h * 0.40)) and (last_close > (last_ema_16 * 1.025)) and ((last_rsi_3_1h < 65.0) or (last_aroonu_14_1h > 0.0)) and ((last_aroonu_14_1h > 0.0) or (last_aroonu_14_1d > 0.0)) and ((last_aroonu_14_1d > 0.0) or (last_stochrsi_k_1h > 10.0)) ): self._grind_entry_tag = "g1" return True # g2 — EMA_12 > EMA_26 divergence + BBU (mirror long g2) if ( (last_rsi_3 < 95.0) and (last_rsi_3_15m < 90.0) and (last_rsi_3_1h < 85.0) and (last_rsi_3_4h < 85.0) and (last_rsi_14 > 70.0) and (last_stochrsi_k > 70.0) and (last_ema_12 > last_ema_26) and ((last_ema_12 - last_ema_26) > (last_open * 0.020)) and ((prev_ema_12 - prev_ema_26) > (last_open / 100.0)) and (last_close > (last_bbu * 0.990)) ): self._grind_entry_tag = "g2" return True # g3 — AROONU_15m rally + EMA_12 rise (mirror long g3) if ( (last_rsi_3 < 90.0) and (last_rsi_3_15m < 90.0) and (last_rsi_3_1h < 90.0) and (last_rsi_3_4h < 85.0) and (last_rsi_14 > 65.0) and (last_aroonu_14_15m > 75.0) and (last_stochrsi_k_15m > 30.0) and (last_stochrsi_k_1h > 10.0) and (last_roc_9_1h < 15.0) and (last_roc_9_4h < 15.0) and (last_close < (last_close_min_48 * 1.15)) and (last_close > (last_ema_12 * 1.020)) and ((last_rsi_3_1h < 80.0) or (last_rsi_3_1d < 80.0)) and ((last_rsi_3_1h < 80.0) or (last_stochrsi_k_1d > 30.0)) and ((last_rsi_3_1h < 75.0) or (last_stochrsi_k_1h > 30.0)) and ((last_rsi_3_4h < 70.0) or (last_stochrsi_k_4h > 40.0)) ): self._grind_entry_tag = "g3" return True # g4 — multi-TF RSI + EMA_26 + BBU (mirror long g4) if ( (last_rsi_3 < 90.0) and (last_rsi_3_15m < 90.0) and (last_rsi_3_1h < 90.0) and (last_rsi_3_4h < 90.0) and (last_rsi_3_1d < 90.0) and (last_rsi_14 > 65.0) and (last_aroonu_14 > 75.0) and (last_roc_9_1h < 20.0) and (last_roc_9_4h < 20.0) # and (last_close < (last_close_min_48 * 1.10)) and (last_close > (last_ema_26 * 1.030)) and (last_close > (last_bbu * 1.001)) ): self._grind_entry_tag = "g4" return True # g5 — rally top + EMA_9/20 (mirror long g5) if ( (last_rsi_3 < 90.0) and (last_rsi_3_15m < 90.0) and (last_rsi_3_1h < 85.0) and (last_rsi_3_4h < 85.0) and (last_rsi_14 > 65.0) and (last_aroonu_14 > 70.0) and (last_roc_9_4h < 20.0) and (last_close < (last_low_min_24_1h * 1.20)) and (last_close > (last_high_max_12_4h * 0.50)) and (last_close > (last_ema_9 * 1.025)) and (last_close > (last_ema_20 * 1.030)) ): self._grind_entry_tag = "g5" return True # g6 — RSI_20 rising + SMA_16 rise (mirror long g6) if ( (last_rsi_3 < 95.0) and (last_rsi_3 > 60.0) and (last_rsi_3_15m < 85.0) and (last_rsi_14 < 65.0) and (last_roc_9_1h < 20.0) and (last_roc_9_4h < 20.0) and (last_aroonu_14 > 75.0) and (last_close > (last_high_max_12_4h * 0.40)) and (last_rsi_20 > prev_rsi_20) and (last_close > (last_sma_16 * 1.040)) and ((last_aroonu_14_1d > 0.0) or (last_roc_9_1d > -50.0)) ): self._grind_entry_tag = "g6" return True # g7 — WILLR overbought + BBB wide (mirror long g7) if ( (last_rsi_3 < 95.0) and (last_rsi_3_15m < 80.0) and (last_rsi_3_1h < 80.0) and (last_rsi_3_4h < 80.0) and (last_willr_14 > -50.0) and (last_willr_84_1h > -30.0) and (last_stochrsi_k > 70.0) and (last_stochrsi_k_1h > 10.0) and (last_roc_9_1h < 10.0) and (last_roc_9_1h > -20.0) and (last_roc_9_4h < 10.0) and (last_close > (last_high_max_24_4h * 0.50)) and (last_bbb_1h > 12.0) and (last_close_min_48 <= (last_close * 0.90)) ): self._grind_entry_tag = "g7" return True # g8 — EMA_12/26 gap wide + high_max_24_1h (mirror long g8) if ( (last_rsi_3 > 70.0) and (last_rsi_3 < 95.0) and (last_rsi_3_15m < 90.0) and (last_rsi_3_1h < 90.0) and (last_rsi_3_4h < 90.0) and (last_roc_9_1h < 10.0) and (last_roc_9_4h < 25.0) # and (last_close > (last_candle["high_max_24_1h"] * 0.70)) and (last_ema_12 > last_ema_26) and ((last_ema_12 - last_ema_26) > (last_open * 0.030)) and ((prev_ema_12 - prev_ema_26) > (last_open / 100.0)) ): self._grind_entry_tag = "g8" return True # g9 — pullback fade (mirror long g9) if ( (last_rsi_3 < 95.0) and (last_rsi_3_15m < 85.0) and (last_rsi_3_1h < 80.0) and (last_rsi_3_4h < 80.0) and (last_stochrsi_k > 50.0) and (last_close > (last_close_min_48 * 1.10)) and (last_close < (last_close_max_12 * 0.97)) ): self._grind_entry_tag = "g9" return True # g10 — RSI_14 divergence vs 1h (mirror long g10) if ( (last_rsi_3 < 95.0) and (last_rsi_3_15m < 80.0) and (last_stochrsi_k > 80.0) and (last_rsi_14 > (last_rsi_14_1h + 45.0)) ): self._grind_entry_tag = "g10" return True # g11 — multi-TF RSI + SMA_30 + BBU (mirror long g11) if ( (last_rsi_3 < 95.0) and (last_rsi_3_15m < 90.0) and (last_rsi_3_1h < 90.0) and (last_cmf_20 < 0.0) and (last_close > (last_sma_30 * 1.035)) and (last_close > (last_bbu * 1.000)) ): self._grind_entry_tag = "g11" return True # g12 — EMA_12/26 divergence + close_min_48 (mirror long g12) if ( (last_rsi_3 < 95.0) and (last_rsi_3_15m < 90.0) and (last_rsi_3_1h < 90.0) and (last_stochrsi_k > 70.0) and (last_close < (last_close_min_48 * 1.10)) and (last_close > (last_high_max_12_4h * 0.40)) and (last_ema_12 > last_ema_26) and ((last_ema_12 - last_ema_26) > (last_open * 0.025)) and ((prev_ema_12 - prev_ema_26) > (last_open / 100.0)) ): self._grind_entry_tag = "g12" return True # g13 — SMA_9 cross SMA_21 down + EMA_100 rise (mirror long g13) if ( (last_rsi_3 < 95.0) and (last_rsi_3_1h < 80.0) and (last_rsi_14_1h < 60.0) and (last_stochrsi_k_15m > 20.0) and (last_roc_9_1h < 15.0) and (last_roc_9_4h < 15.0) and (prev_sma_9 > prev_sma_21) and (last_sma_9 < last_sma_21) and (last_close > (last_ema_100 * 1.025)) and ((last_rsi_3_4h < 70.0) or (last_aroonu_14_4h > 0.0)) and ((last_rsi_3_4h < 60.0) or (last_roc_9_4h > -30.0)) ): self._grind_entry_tag = "g13" return True # g14 — SMA_9 cross down + 4h downtrend (trend follower) (mirror long g14) if ( (last_rsi_3 < 95.0) and (last_aroonu_14_15m > 50.0) and (last_stochrsi_k > 60.0) and (last_stochrsi_k_15m > 30.0) and (prev_sma_9 > prev_sma_21) and (last_sma_9 < last_sma_21) and (last_ema_12_4h < last_ema_200_4h) and (last_close < (last_close_min_48 * 1.10)) and ((last_rsi_3_1h < 70.0) or (last_stochrsi_k_1h > 30.0)) and ((last_rsi_3_1h < 60.0) or (last_aroonu_14_1h > 20.0)) and ((last_rsi_3_1h < 45.0) or (last_stochrsi_k_1h > 30.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_1d < 75.0) or (last_stochrsi_k_1h > 20.0)) and ((last_stochrsi_k_1h > 20.0) or (last_stochrsi_k_1d > 10.0)) ): self._grind_entry_tag = "g14" return True # g15 — deep loss recovery (slice_profit > 0.16, positive = adverse move for a short) (mirror long g15) if ( (slice_profit > 0.16) and (last_rsi_3 < 95.0) and (last_rsi_3_15m < 90.0) and (last_rsi_14 > 60.0) and (last_aroonu_14 > 75.0) and (last_aroonu_14_15m > 70.0) and (last_stochrsi_k > 70.0) and (last_stochrsi_k_15m > 70.0) and ((last_rsi_3_1h < 70.0) or (last_stochrsi_k_1h > 20.0)) and ((last_rsi_3_4h < 70.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1d < 70.0) or (last_stochrsi_k_1d > 20.0)) ): self._grind_entry_tag = "g15" return True # g16 — EMA_12 rise + BBU (mirror long g16) if ( (last_rsi_3 < 92.0) and (last_rsi_3_15m < 85.0) and (last_rsi_3_1h < 85.0) and (last_rsi_3_4h < 85.0) and (last_rsi_14 > 65.0) and (last_close > (last_ema_12 * 1.035)) and (last_close > (last_bbu * 1.001)) ): self._grind_entry_tag = "g16" return True # g17 — StochRSI + EMA_20 rise (mirror long g17) if ( (last_rsi_3 < 85.0) and (last_rsi_3_15m < 85.0) and (last_rsi_3_1h < 85.0) and (last_rsi_3_4h < 85.0) and (last_rsi_14 > 70.0) and (last_stochrsi_k > 70.0) and (last_close > (last_ema_20 * 1.025)) and ((last_aroonu_14_4h > 0.0) or (last_aroonu_14_1d > 0.0)) ): self._grind_entry_tag = "g17" return True # g18 — moderate loss recovery (slice_profit > 0.10, positive = adverse move for a short) (mirror long g18) if ( (slice_profit > 0.10) and (last_rsi_3 < 95.0) and (last_rsi_3_15m < 85.0) and (last_rsi_3_1h < 80.0) and (last_rsi_3_4h < 80.0) and (last_rsi_14 > 60.0) and (last_close > (last_ema_26 * 1.030)) and (last_close > (last_bbu * 1.001)) ): self._grind_entry_tag = "g18" return True # g19 — EMA_12/26 wide gap (slice_profit > 0.06, positive = adverse move for a short) (mirror long g19) if ( (slice_profit > 0.06) and (last_rsi_3 > 70.0) and (last_rsi_3 < 95.0) and (last_rsi_3_15m < 90.0) and (last_ema_12 > last_ema_26) and ((last_ema_12 - last_ema_26) > (last_open * 0.035)) and ((prev_ema_12 - prev_ema_26) > (last_open / 100.0)) ): self._grind_entry_tag = "g19" return True # g20 — AROONU 4h downtrend bounce fade (mirror long g20) if ( (last_rsi_3 < 90.0) and (last_rsi_3_15m < 85.0) and (last_rsi_3_1h < 80.0) and (last_rsi_14 > 58.0) and (last_rsi_14_4h < 50.0) and (last_aroonu_14 > 70.0) and (last_aroonu_14_4h < 50.0) and (last_roc_9_1d < 15.0) and (last_ema_50_4h < last_ema_100_4h) and (last_close > (last_close_min_48 * 1.05)) and ((last_rsi_3_15m < 80.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1h < 70.0) or (last_roc_9_4h > -30.0) or (last_roc_9_1d > -30.0)) and ((last_rsi_3_1h < 50.0) or (last_roc_9_1d > -60.0)) and ((last_rsi_3_4h < 60.0) or (last_aroonu_14_4h > 10.0)) and ((last_rsi_3_4h < 55.0) or (last_aroonu_14_4h > 0.0)) and ((last_rsi_3_4h < 40.0) or (last_roc_9_4h > -40.0)) and ((last_aroonu_14_4h > 0.0) or (last_stochrsi_k_1d > 20.0)) and ((last_aroonu_14_4h > 0.0) or (last_aroonu_14_1d > 0.0)) and ((last_stochrsi_k_4h > 10.0) or (last_roc_9_4h > -30.0)) ): self._grind_entry_tag = "g20" return True # g21 — EMA_20 rise (slice_profit_entry > 0.02, positive = adverse move for a short) (mirror long g21) if ( (slice_profit_entry > 0.02) and (last_rsi_3 < 90.0) and (last_rsi_3_15m < 85.0) and (last_rsi_14 > 65.0) and (last_aroonu_14_15m > 50.0) and (last_close > (last_ema_20 * 1.045)) ): self._grind_entry_tag = "g21" return True # g22 — early breakdown rebuild: rejecting off the high BEFORE the 4h trend confirms (g14 needs # EMA_12_4h < EMA_200_4h and fires too late for a deep-derisk rejection). Anti-fake-drop gating via # multi-TF RSI weakness + rejection off the 4h high + not-extended. (mirror long g22) if ( (last_rsi_3 < 70.0) and (last_rsi_3_15m < 70.0) and (last_rsi_14 < 55.0) and (last_rsi_14_1h < 55.0) and (last_roc_9_1h < 0.0) and (last_roc_9_4h < 10.0) # anti-capitulative: even at a formed top, a capitulative 4h overshoot reverses (dead-bounce). # cross-coin (SFP/CELR/DYDX/APE): cuts 17 severe at ~1% good cost within breakdown-starts. and (last_roc_9_4h > -25.0) # breakdown-started gate: only rebuild once the 4h top is IN (not still making new highs). # g22's job is the breakdown rebuild — NOT entering mid-pump (that's g1..g21). AROOND low = # a fresh 4h high was just made = still pumping; require it high = top formed = breakdown start. and (last_aroonu_14_4h > 50.0) # aggressive risk-free: g22 fires ONLY deep above the 4h 200-EMA (fresh breakdown zone). The # near/below-EMA overextended-pullback zone is where dead-cats live AND where g22's late-breakdown # adds sit — we sacrifice those wins on purpose, because g23 (extended-continuation, ~0.2% severe) # backstops the real breakdowns below. So g22 stays clean, g23 captures the continuation. and (last_close > last_ema_200_4h) and (last_close < (last_high_max_12_4h * 0.90)) and (last_close < (last_ema_20 * 1.03)) and (last_close > (last_ema_20 * 0.98)) and ((last_rsi_3_1h < 70.0) or (last_stochrsi_k_1d > 20.0)) and ((last_rsi_3_1h < 65.0) or (last_aroonu_14_1d > 0.0)) and ((last_rsi_3_4h < 50.0) or (last_aroonu_14_1h > 0.0)) and ((last_rsi_3_1d < 90.0) or (last_aroonu_14_1d > 30.0)) and ((last_rsi_3_1d < 90.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_1d < 85.0) or (last_aroonu_14_1h > 30.0)) and ((last_rsi_3_1d < 60.0) or (last_stochrsi_k_1h > 20.0)) and ((last_rsi_3_1d < 60.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1d < 55.0) or (last_aroonu_14_1h > 0.0)) and ((last_rsi_3_1d < 55.0) or (last_aroonu_14_4h > 0.0)) and ((last_rsi_3_1d < 55.0) or (last_stochrsi_k_1h > 10.0)) and ((last_rsi_3_1d < 55.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1d < 50.0) or (last_aroonu_14_15m > 0.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_1d < 35.0) or (last_aroonu_14_1h > 30.0) or (last_aroonu_14_1d > 10.0)) and ((last_aroonu_14_15m > 30.0) or (last_aroonu_14_1h > 0.0)) and ((last_aroonu_14_15m > 20.0) or (last_stochrsi_k_15m > 20.0)) and ((last_aroonu_14_15m > 0.0) or (last_stochrsi_k_1h > 10.0)) and ((last_aroonu_14_15m > 0.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_1h > 20.0) or (last_stochrsi_k_1h > 20.0) or (last_stochrsi_k_1d > 10.0)) and ((last_aroonu_14_1h > 0.0) or (last_stochrsi_k_1d > 20.0)) and ((last_stochrsi_k_1h > 50.0) or (last_roc_9_1d < 40.0)) and ((last_roc_9_1d < 20.0) or (last_aroonu_14_4h > 0.0)) and ((last_roc_9_1d < 20.0) or (last_stochrsi_k_4h > 10.0)) and ((last_roc_9_1d < 30.0) or (last_stochrsi_k_1h > 10.0)) ): self._grind_entry_tag = "g22" return True # g23 — breakdown-continuation scalp: extended zone BELOW g22's EMA_20*0.98 cap. Only rides a CONFIRMED # continuation (price already declining past the rejection), so dead-bounces (which roll over before # reaching the extended zone) are structurally avoided. Complements g22: g22 = early breakdown-start, # g23 = confirmed continuation. (mirror long g23) if ( (last_rsi_3 < 70.0) and (last_rsi_3_15m < 70.0) and (last_rsi_14 < 50.0) and (last_rsi_14_1h < 50.0) and (last_roc_9_1h < 0.0) and (last_roc_9_4h < 0.0) # anti-capitulative blow-off + anti-exhaustion bottom and (last_roc_9_4h > -25.0) and ((last_stochrsi_k > 3.0) or (last_rsi_14 > 20.0)) and (last_close < (last_high_max_12_4h * 0.90)) # extended zone: below g22's 0.98*EMA cap = continuation confirmed, not a rejection and (last_close <= (last_ema_20 * 0.98)) and (last_close > (last_ema_20 * 0.88)) and ((last_rsi_3_1h < 55.0) or (last_aroonu_14_4h > 20.0)) and ((last_rsi_3_1h < 35.0) or (last_aroonu_14_15m > 40.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1h < 35.0) or (last_stochrsi_k_15m > 40.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_4h < 60.0) or (last_stochrsi_k_15m > 10.0)) and ((last_rsi_3_4h < 50.0) or (last_aroonu_14_4h > 30.0)) and ((last_rsi_3_1d < 85.0) or (last_stochrsi_k_1h > 20.0)) and ((last_rsi_3_1d < 70.0) or (last_aroonu_14_1h > 0.0)) and ((last_rsi_3_1d < 70.0) or (last_aroonu_14_4h > 0.0)) and ((last_rsi_3_1d < 60.0) or (last_aroonu_14_15m > 20.0) or (last_aroonu_14_1h > 0.0)) and ((last_rsi_3_1d < 50.0) or (last_stochrsi_k_1h > 20.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1d < 45.0) or (last_aroonu_14_15m > 0.0) or (last_stochrsi_k_15m > 10.0)) and ((last_aroonu_14_15m > 20.0) or (last_aroonu_14_1h > 0.0) or (last_roc_9_1d > -10.0)) and ((last_aroonu_14_15m > 10.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_15m > 0.0) or (last_aroonu_14_1h > 0.0)) and ((last_aroonu_14_15m > 0.0) or (last_aroonu_14_4h > 0.0)) and ((last_aroonu_14_15m > 0.0) or (last_aroonu_14_1d > 10.0) or (last_roc_9_1d > -20.0)) and ((last_aroonu_14_15m > 0.0) or (last_aroonu_14_1d > 0.0)) and ((last_aroonu_14_15m > 0.0) or (last_stochrsi_k_15m > 10.0) or (last_stochrsi_k_1d > 30.0)) and ((last_aroonu_14_15m > 0.0) or (last_stochrsi_k_1h > 20.0)) and ((last_aroonu_14_15m > 0.0) or (last_stochrsi_k_4h > 30.0)) and ((last_aroonu_14_1h > 20.0) or (last_aroonu_14_4h > 0.0) or (last_stochrsi_k_4h > 20.0)) and ((last_aroonu_14_1h > 0.0) or (last_aroonu_14_4h > 0.0)) and ((last_aroonu_14_4h > 30.0) or (last_aroonu_14_1d > 0.0) or (last_roc_9_4h > -10.0)) and ((last_aroonu_14_4h > 30.0) or (last_roc_9_1d > -50.0)) and ((last_aroonu_14_4h > 0.0) or (last_stochrsi_k_1h > 10.0)) and ((last_aroonu_14_4h > 0.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_1d > 0.0) or (last_stochrsi_k_15m > 10.0)) and ((last_stochrsi_k_15m > 20.0) or (last_stochrsi_k_1h > 10.0)) and ((last_stochrsi_k_15m > 10.0) or (last_aroonu_14_1h > 0.0)) and ((last_stochrsi_k_15m > 10.0) or (last_stochrsi_k_4h > 10.0)) and ((last_stochrsi_k_1h > 10.0) or (last_stochrsi_k_4h > 10.0)) and ((last_stochrsi_k_1h > 10.0) or (last_stochrsi_k_4h > 10.0)) and ((last_stochrsi_k_1h > 10.0) or (last_stochrsi_k_1d > 10.0)) ): self._grind_entry_tag = "g23" return True # g24 — downtrend-bounce continuation add: the zone BELOW the 4h 200-EMA that g22 explicitly sacrifices. # (mirror long g24) if ( # momentum healthy on the bounce: RSI holds up (a real reversal cracks RSI hard) (last_rsi_3 < 80.0) and (last_rsi_3_15m < 80.0) and (last_rsi_14 < 60.0) # trend intact + this is a BOUNCE not a reversal: 4h still falling, 1h not in melt-up and (last_roc_9_1h < 10.0) and (last_roc_9_4h < 0.0) and (last_roc_9_4h > -25.0) # anti-parabolic blow-off top # bear scope-gate: confirmed 4h downtrend + price below the 200-EMA regime (complements g22's <200EMA) and (last_ema_12_4h < last_ema_200_4h) and (last_close < last_ema_200_4h) # shallow bounce to the short EMA — sell the dip WITHIN the trend, never the bottom nor a deep pump and (last_close > (last_ema_20 * 0.99)) and (last_close < (last_ema_20 * 1.06)) and ((last_rsi_3_15m < 60.0) or (last_stochrsi_k_15m > 30.0)) and ((last_rsi_3_1h < 90.0) or (last_rsi_3_4h < 70.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_1h < 90.0) or (last_aroonu_14_1h > 40.0)) and ((last_rsi_3_1h < 85.0) or (last_aroonu_14_4h > 30.0)) and ((last_rsi_3_1h < 75.0) or (last_rsi_3_4h < 55.0) or (last_stochrsi_k_4h > 50.0)) and ((last_rsi_3_1h < 75.0) or (last_aroonu_14_1h > 30.0)) and ((last_rsi_3_1h < 75.0) or (last_rsi_3_1d < 55.0) or (last_aroonu_14_1d > 30.0)) and ((last_rsi_3_1h < 75.0) or (last_aroonu_14_1h > 20.0)) and ((last_rsi_3_1h < 70.0) or (last_rsi_3_4h < 40.0) or (last_aroonu_14_1d > 30.0)) and ((last_rsi_3_1h < 70.0) or (last_rsi_3_4h < 40.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1h < 70.0) or (last_stochrsi_k_1d > 20.0) or (last_roc_9_1d > -10.0)) and ((last_rsi_3_1h < 65.0) or (last_rsi_3_4h < 55.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_1h < 65.0) or (last_aroonu_14_1h > 40.0) or (last_aroonu_14_1d > 0.0)) and ((last_rsi_3_1h < 65.0) or (last_stochrsi_k_1d > 10.0) or (last_roc_9_1d > -20.0)) and ((last_rsi_3_1h < 60.0) or (last_rsi_3_4h < 60.0) or (last_aroonu_14_1d > 10.0)) and ((last_rsi_3_1h < 60.0) or (last_rsi_3_4h < 35.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1h < 60.0) or (last_rsi_3_1d < 40.0) or (last_aroonu_14_1d > 0.0)) and ((last_rsi_3_1h < 60.0) or (last_aroonu_14_1h > 0.0)) and ((last_rsi_3_1h < 60.0) or (last_aroonu_14_4h > 0.0)) and ((last_rsi_3_1h < 60.0) or (last_aroonu_14_1d > 0.0) or (last_roc_9_1d > -20.0)) and ((last_rsi_3_1h < 60.0) or (last_stochrsi_k_1d > 20.0) or (last_roc_9_1d > -50.0)) and ((last_rsi_3_1h < 65.0) or (last_rsi_3_4h < 50.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1h < 60.0) or (last_rsi_3_4h < 45.0) or (last_aroonu_14_4h > 10.0)) and ((last_rsi_3_1h < 55.0) or (last_rsi_3_4h < 55.0) or (last_rsi_3_1d < 55.0) or (last_stochrsi_k_4h > 50.0)) and ((last_rsi_3_1h < 55.0) or (last_aroonu_14_4h > 20.0) or (last_roc_9_1d > -10.0)) and ((last_rsi_3_1h < 55.0) or (last_rsi_3_4h < 55.0) or (last_aroonu_14_4h > 40.0)) and ((last_rsi_3_1h < 50.0) or (last_aroonu_14_1h > 20.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_1h < 50.0) or (last_rsi_3_4h < 45.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_1h < 50.0) or (last_aroonu_14_1h > 30.0) or (last_aroonu_14_1d > 30.0)) and ((last_rsi_3_1h < 50.0) or (last_aroonu_14_4h > 20.0) or (last_aroonu_14_1d > 0.0)) and ((last_rsi_3_1h < 50.0) or (last_aroonu_14_4h > 20.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1h < 50.0) or (last_aroonu_14_4h > 10.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1h < 45.0) or (last_rsi_3_4h < 45.0) or (last_stochrsi_k_15m > 30.0)) and ((last_rsi_3_1h < 45.0) or (last_aroonu_14_1h > 20.0) or (last_aroonu_14_4h > 20.0)) and ((last_rsi_3_1h < 45.0) or (last_stochrsi_k_4h > 10.0) or (last_roc_9_1d > -10.0)) and ((last_rsi_3_1h < 40.0) or (last_aroonu_14_15m > 30.0) or (last_aroonu_14_4h > 20.0)) and ((last_rsi_3_1h < 40.0) or (last_stochrsi_k_1h > 40.0) or (last_stochrsi_k_1d > 10.0)) and ((last_rsi_3_1h < 35.0) or (last_aroonu_14_15m > 30.0) or (last_aroonu_14_1h > 0.0)) and ((last_rsi_3_1h < 35.0) or (last_aroonu_14_1h > 30.0) or (last_aroonu_14_1d > 10.0)) and ((last_rsi_3_1h < 35.0) or (last_aroonu_14_1h > 0.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_4h < 75.0) or (last_roc_9_1d > -30.0)) and ((last_rsi_3_4h < 60.0) or (last_rsi_3_1d < 40.0) or (last_aroonu_14_1d > 0.0)) and ((last_rsi_3_4h < 60.0) or (last_aroonu_14_15m > 30.0) or (last_aroonu_14_1d > 10.0)) and ((last_rsi_3_4h < 60.0) or (last_aroonu_14_1d > 10.0) or (last_roc_9_1d > -10.0)) and ((last_rsi_3_4h < 60.0) or (last_stochrsi_k_15m > 40.0) or (last_aroonu_14_1d > 10.0)) and ((last_rsi_3_4h < 55.0) or (last_rsi_3_1d < 55.0) or (last_aroonu_14_15m > 40.0)) and ((last_rsi_3_4h < 55.0) or (last_aroonu_14_4h > 30.0)) and ((last_rsi_3_4h < 55.0) or (last_rsi_3_1d < 55.0) or (last_stochrsi_k_15m > 40.0)) and ((last_rsi_3_4h < 50.0) or (last_aroonu_14_4h > 30.0) or (last_aroonu_14_1d > 0.0)) and ((last_rsi_3_4h < 55.0) or (last_rsi_3_1d < 55.0) or (last_stochrsi_k_1h > 40.0)) and ((last_rsi_3_4h < 50.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_4h < 55.0) or (last_rsi_3_1d < 55.0) or (last_stochrsi_k_4h > 40.0)) and ((last_rsi_3_4h < 45.0) or (last_aroonu_14_15m > 30.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_4h < 40.0) or (last_rsi_3_1d < 35.0) or (last_aroonu_14_15m > 30.0)) and ((last_rsi_3_4h < 40.0) or (last_aroonu_14_15m > 10.0) or (last_stochrsi_k_15m > 10.0)) and ((last_rsi_3_4h < 40.0) or (last_aroonu_14_15m > 0.0) or (last_stochrsi_k_15m > 20.0)) and ((last_rsi_3_4h < 40.0) or (last_stochrsi_k_15m > 30.0) or (last_stochrsi_k_1h > 30.0)) and ((last_rsi_3_4h < 40.0) or (last_stochrsi_k_1h > 40.0) or (last_stochrsi_k_1h > 10.0)) and ((last_rsi_3_1d < 70.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1d < 65.0) or (last_stochrsi_k_15m > 10.0)) and ((last_rsi_3_1d < 65.0) or (last_stochrsi_k_1h > 10.0)) and ((last_rsi_3_1d < 65.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1d < 60.0) or (last_aroonu_14_1h > 10.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1d < 55.0) or (last_aroonu_14_15m > 50.0) or (last_stochrsi_k_1h > 10.0)) and ((last_rsi_3_1d < 55.0) or (last_stochrsi_k_1h > 30.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1d < 50.0) or (last_aroonu_14_15m > 40.0) or (last_aroonu_14_1h > 0.0)) and ((last_rsi_3_1d < 50.0) or (last_aroonu_14_4h > 10.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1d < 55.0) or (last_aroonu_14_1h > 20.0) or (last_stochrsi_k_1h > 10.0)) and ((last_rsi_3_1d < 55.0) or (last_aroonu_14_1d > 30.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1d < 50.0) or (last_stochrsi_k_15m > 10.0) or (last_roc_9_1d > -10.0)) and ((last_rsi_3_1d < 50.0) or (last_stochrsi_k_1h > 20.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1d < 40.0) or (last_aroonu_14_1h > 20.0) or (last_aroonu_14_1d > 0.0)) and ((last_rsi_14_1h > 30.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_15m > 20.0) or (last_aroonu_14_1h > 20.0) or (last_aroonu_14_4h > 20.0)) and ((last_aroonu_14_15m > 20.0) or (last_stochrsi_k_15m > 30.0) or (last_stochrsi_k_4h > 30.0)) and ((last_aroonu_14_15m > 20.0) or (last_aroonu_14_1d > 0.0)) and ((last_aroonu_14_15m > 20.0) or (last_stochrsi_k_15m > 20.0) or (last_stochrsi_k_1h > 20.0)) and ((last_aroonu_14_15m > 10.0) or (last_aroonu_14_1h > 20.0) or (last_stochrsi_k_1h > 10.0)) and ((last_aroonu_14_15m > 10.0) or (last_aroonu_14_1h > 0.0) or (last_stochrsi_k_1h > 20.0)) and ((last_aroonu_14_15m > 0.0) or (last_aroonu_14_1h > 0.0)) and ((last_aroonu_14_15m > 0.0) or (last_aroonu_14_4h > 0.0)) and ((last_aroonu_14_15m > 0.0) or (last_stochrsi_k_1h > 10.0)) and ((last_aroonu_14_15m > 0.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_15m > 0.0) or (last_stochrsi_k_1d > 20.0) or (last_roc_9_1d > -10.0)) and ((last_aroonu_14_1h > 30.0) or (last_aroonu_14_4h > 0.0)) and ((last_aroonu_14_1h > 30.0) or (last_aroonu_14_1d > 10.0) or (last_roc_9_1d > -10.0)) and ((last_aroonu_14_1h > 20.0) or (last_aroonu_14_4h > 0.0)) and ((last_aroonu_14_1h > 10.0) or (last_stochrsi_k_1h > 10.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_1h > 10.0) or (last_stochrsi_k_1h > 10.0) or (last_roc_9_1d > -10.0)) and ((last_aroonu_14_1h > 0.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_1h > 0.0) or (last_stochrsi_k_1d > 10.0)) and ((last_aroonu_14_4h > 30.0) or (last_aroonu_14_1d > 0.0) or (last_roc_9_1d > -20.0)) and ((last_aroonu_14_4h > 10.0) or (last_stochrsi_k_4h > 10.0) or (last_roc_9_1d > -10.0)) and ((last_aroonu_14_4h > 10.0) or (last_roc_9_1d > -30.0)) and ((last_aroonu_14_4h > 0.0) or (last_aroonu_14_1d > 0.0)) and ((last_aroonu_14_4h > 0.0) or (last_stochrsi_k_1h > 10.0)) and ((last_aroonu_14_4h > 0.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_1d > 0.0) or (last_stochrsi_k_15m > 10.0)) and ((last_aroonu_14_1d > 0.0) or (last_stochrsi_k_1h > 10.0)) and ((last_aroonu_14_1d > 0.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_1d > 0.0) or (last_roc_9_4h > -15.0) or (last_roc_9_1d > -50.0)) # do not sell an oversold bottom on the pullback and ((last_stochrsi_k > 10.0) or (last_rsi_14 > 30.0)) and ((last_stochrsi_k_15m > 20.0) or (last_stochrsi_k_1h > 20.0) or (last_roc_9_1d > -10.0)) and ((last_stochrsi_k_15m > 20.0) or (last_aroonu_14_1d > 0.0)) and ((last_stochrsi_k_15m > 20.0) or (last_stochrsi_k_1d > 10.0) or (last_roc_9_1d > -20.0)) and ((last_stochrsi_k_15m > 10.0) or (last_stochrsi_k_1h > 10.0)) and ((last_stochrsi_k_15m > 10.0) or (last_stochrsi_k_1d > 10.0)) and ((last_stochrsi_k_1h > 20.0) or (last_stochrsi_k_1d > 10.0)) and ((last_stochrsi_k_1h > 20.0) or (last_roc_9_1d < 20.0)) and ((last_stochrsi_k_1h > 10.0) or (last_roc_9_4h > -15.0)) and ((last_stochrsi_k_4h > 10.0) or (last_roc_9_4h > -15.0)) and ((last_stochrsi_k_4h > 10.0) or (last_roc_9_1d < 15.0)) and ((last_stochrsi_k_1d > 10.0) or (last_roc_9_4h > -20.0)) ): self._grind_entry_tag = "g24" return True # g27 — coil (mirror of long g27) if ( (last_rsi_3 < 85.0) and (last_rsi_3_15m < 85.0) and (last_rsi_14 < 60.0) and (last_rsi_14_1h < 60.0) # the coil signature: 1h momentum negative-to-flat under a flat price and (last_roc_9_1h < 15.0) and (last_roc_9_1h > -2.0) and (last_close < (last_ema_20 * 1.02)) and (last_close > (last_ema_20 * 0.98)) # squeeze integrity: regime still broken, 4h rejection HELD, not dripping to new highs and (last_close > last_ema_200_4h) and (last_close < (last_high_max_12_4h * 0.90)) and (last_close < (last_close_max_12 * 0.995)) # general protections first and ((last_rsi_3_15m < 80.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1h < 85.0) or (last_aroonu_14_4h > 30.0)) and ((last_rsi_3_1h < 80.0) or (last_rsi_3_4h < 80.0) or (last_aroonu_14_1d > 10.0)) and ((last_rsi_3_1h < 80.0) or (last_stochrsi_k_1h > 20.0)) and ((last_rsi_3_1h < 70.0) or (last_rsi_3_1d < 70.0) or (last_stochrsi_k_1h > 30.0)) and ((last_rsi_3_1h < 65.0) or (last_aroonu_14_1h > 30.0)) and ((last_rsi_3_1h < 65.0) or (last_aroonu_14_4h > 30.0)) and ((last_rsi_3_1h < 60.0) or (last_aroonu_14_4h > 20.0)) and ((last_rsi_3_1h < 55.0) or (last_aroonu_14_1h > 10.0) or (last_stochrsi_k_1h > 30.0)) and ((last_rsi_3_1h < 60.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1h < 55.0) or (last_aroonu_14_1h > 10.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1h < 55.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1h < 50.0) or (last_aroonu_14_1h > 30.0) or (last_aroonu_14_4h > 30.0)) and ((last_rsi_3_1h < 45.0) or (last_rsi_3_4h < 40.0) or (last_aroonu_14_4h > 40.0)) and ((last_rsi_3_1h < 50.0) or (last_aroonu_14_4h > 20.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1h < 50.0) or (last_stochrsi_k_1d > 10.0) or (last_roc_9_1d > -30.0)) and ((last_rsi_3_1h < 45.0) or (last_aroonu_14_4h > 20.0) or (last_aroonu_14_1d > 0.0)) and ((last_rsi_3_1h < 45.0) or (last_aroonu_14_4h > 10.0) or (last_stochrsi_k_4h > 20.0)) and ((last_rsi_3_1h < 40.0) or (last_rsi_3_1d < 40.0) or (last_aroonu_14_1h > 20.0)) and ((last_rsi_3_1h < 40.0) or (last_stochrsi_k_4h > 30.0) or (last_stochrsi_k_1d > 20.0)) and ((last_rsi_3_1h < 40.0) or (last_stochrsi_k_4h > 20.0) or (last_roc_9_4h > -10.0)) and ((last_rsi_3_4h < 90.0) or (last_rsi_3_1d < 60.0) or (last_stochrsi_k_15m > 20.0)) and ((last_rsi_3_4h < 75.0) or (last_stochrsi_k_4h > 50.0) or (last_roc_9_4h > -10.0)) and ((last_rsi_3_4h < 65.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_4h < 60.0) or (last_rsi_3_1d < 60.0) or (last_aroonu_14_15m > 30.0)) and ((last_rsi_3_4h < 60.0) or (last_aroonu_14_15m > 0.0) or (last_stochrsi_k_15m > 10.0)) and ((last_rsi_3_4h < 60.0) or (last_aroonu_14_1h > 10.0) or (last_aroonu_14_4h > 0.0)) and ((last_rsi_3_4h < 60.0) or (last_aroonu_14_4h > 30.0)) and ((last_rsi_3_4h < 50.0) or (last_aroonu_14_15m > 20.0) or (last_aroonu_14_4h > 20.0)) and ((last_rsi_3_4h < 50.0) or (last_stochrsi_k_15m > 30.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_4h < 45.0) or (last_aroonu_14_1h > 0.0) or (last_aroonu_14_1d > 20.0)) and ((last_rsi_3_4h < 40.0) or (last_rsi_3_1d < 40.0) or (last_stochrsi_k_1h > 20.0)) and ((last_rsi_3_4h < 40.0) or (last_aroonu_14_15m > 30.0) or (last_aroonu_14_1h > 30.0)) and ((last_rsi_3_4h < 40.0) or (last_aroonu_14_1h > 0.0) or (last_stochrsi_k_1d > 20.0)) and ((last_rsi_3_4h < 40.0) or (last_stochrsi_k_4h > 30.0) or (last_roc_9_1d < 10.0)) and ((last_rsi_3_4h < 35.0) or (last_aroonu_14_1h > 30.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_4h < 35.0) or (last_aroonu_14_4h > 20.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_4h < 35.0) or (last_stochrsi_k_4h > 30.0) or (last_roc_9_1d < 10.0)) and ((last_rsi_3_4h < 35.0) or (last_stochrsi_k_4h > 10.0) or (last_roc_9_4h > -10.0)) and ((last_rsi_3_1d < 90.0) or (last_stochrsi_k_4h > 30.0)) and ((last_rsi_3_1d < 80.0) or (last_aroonu_14_1d > 10.0)) and ((last_rsi_3_1d < 75.0) or (last_stochrsi_k_15m > 30.0)) and ((last_rsi_3_1d < 75.0) or (last_aroonu_14_1h > 30.0)) and ((last_rsi_3_1d < 75.0) or (last_stochrsi_k_1h > 10.0)) and ((last_rsi_3_1d < 70.0) or (last_aroonu_14_15m > 0.0)) and ((last_rsi_3_1d < 70.0) or (last_stochrsi_k_4h > 10.0)) and ((last_rsi_3_1d < 60.0) or (last_aroonu_14_1h > 10.0) or (last_aroonu_14_4h > 0.0)) and ((last_rsi_3_1d < 50.0) or (last_stochrsi_k_4h > 10.0) or (last_stochrsi_k_1d > 30.0)) and ((last_aroonu_14_15m > 30.0) or (last_aroonu_14_1h > 0.0) or (last_stochrsi_k_1d > 20.0)) and ((last_aroonu_14_15m > 30.0) or (last_aroonu_14_4h > 30.0) or (last_roc_9_4h > -10.0)) and ((last_aroonu_14_15m > 20.0) or (last_stochrsi_k_15m > 30.0)) and ((last_aroonu_14_15m > 20.0) or (last_aroonu_14_1h > 0.0)) and ((last_aroonu_14_15m > 0.0) or (last_aroonu_14_4h > 10.0)) and ((last_aroonu_14_15m > 0.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_1h > 20.0) or (last_aroonu_14_4h > 0.0) or (last_stochrsi_k_1h > 20.0)) and ((last_aroonu_14_1h > 20.0) or (last_stochrsi_k_4h > 0.0) or (last_stochrsi_k_4h > 20.0)) and ((last_aroonu_14_1h > 20.0) or (last_stochrsi_k_4h > 10.0) or (last_roc_9_4h > -10.0)) and ((last_aroonu_14_1h > 0.0) or (last_aroonu_14_1d > 0.0)) and ((last_aroonu_14_1h > 0.0) or (last_stochrsi_k_15m > 20.0)) and ((last_aroonu_14_1h > 0.0) or (last_stochrsi_k_4h > 20.0) or (last_roc_9_4h > -10.0)) and ((last_aroonu_14_1h > 0.0) or (last_stochrsi_k_1d > 10.0) or (last_roc_9_1d > -20.0)) and ((last_aroonu_14_4h > 30.0) or (last_roc_9_1d < 25.0)) and ((last_aroonu_14_4h > 30.0) or (last_roc_9_1d > -50.0)) and ((last_aroonu_14_4h > 20.0) or (last_stochrsi_k_4h > 20.0) or (last_roc_9_4h > -10.0)) and ((last_aroonu_14_4h > 20.0) or (last_stochrsi_k_1d > 20.0) or (last_roc_9_1d > -10.0)) and ((last_aroonu_14_4h > 10.0) or (last_stochrsi_k_4h > 10.0)) and ((last_aroonu_14_4h > 10.0) or (last_roc_9_4h > -10.0)) and ((last_stochrsi_k_15m > 40.0) or (last_stochrsi_k_4h > 20.0)) and ((last_stochrsi_k_1h > 30.0) or (last_stochrsi_k_4h > 20.0)) and ((last_stochrsi_k_1h > 10.0) or (last_roc_9_4h < 20.0)) and ((last_stochrsi_k_4h > 30.0) or (last_roc_9_1d < 25.0)) and ((last_stochrsi_k_4h > 20.0) or (last_stochrsi_k_1d > 10.0) or (last_roc_9_1d > -20.0)) and ((last_roc_9_1d < 40.0) or (last_aroonu_14_1h > 10.0)) and ((last_roc_9_1d < 40.0) or (last_stochrsi_k_1h > 20.0)) and ((last_roc_9_1d < 25.0) or (last_stochrsi_k_15m > 10.0)) and ((last_roc_9_1d < 25.0) or (last_aroonu_14_4h > 20.0)) and ((last_roc_9_1d < 15.0) or (last_stochrsi_k_4h > 20.0)) ): self._grind_entry_tag = "g27" return True self._grind_entry_tag = "" return False def short_rebuy_entry_v4( self, last_candle: Series, previous_candle: Series, slice_profit: float, is_derisk: bool ) -> float: if (last_candle["protections_short_global"] == True) and ( (last_candle["enter_short"] == True) or ( (last_candle["RSI_3"] < 90.0) and (last_candle["RSI_3_15m"] < 90.0) and (last_candle["AROOND_14"] < 30.0) and (last_candle["AROOND_14_15m"] < 30.0) and (last_candle["close"] > (last_candle["EMA_26"] * 1.012)) ) ): return True return False # Short Grinding Exit v4 (mirror of long_grind_exit_v4) # --------------------------------------------------------------------------------------------- def short_grind_exit_v4( self, last_candle: Series, previous_candle: Series, slice_profit: float, current_time: datetime, min_stake: float, current_stake_amount: float, exit_rate: float, profit_stake: float, profit_ratio: float, name: str, tag: str, fee_open_rate: float, fee_close_rate: float, max_profit: float, max_profit_rate: float, grind_profit_stake: float, grind_profit_rate: float, grind_total_amount: float, grind_exit_profit_threshold: float, grind_open_orders, trade: Trade, ) -> tuple: # Normalize so profit is always positive when the short is profitable. profit = -grind_profit_rate # Not enough profit after fees. # Already guarded. # if profit < (grind_exit_profit_threshold + fee_open_rate + fee_close_rate): # return None, None last_rsi_3 = last_candle["RSI_3"] last_rsi_14 = last_candle["RSI_14"] last_willr_14 = last_candle["WILLR_14"] last_stochrsi_k = last_candle["STOCHRSIk_14_14_3_3"] last_close = last_candle["close"] last_bbl_20 = last_candle["BBL_20_2.0"] is_normal_exit = False if ( (last_rsi_3 < 1.0) or (last_rsi_14 < 30.0) or (last_willr_14 < -99.9) or (last_stochrsi_k < 5.0) or (last_close < (last_bbl_20 * 0.99)) or ((last_rsi_3 < 10.0) and (last_rsi_14 > 50.0)) or ( (last_rsi_3 < 20.0) and (last_candle["RSI_3_1h"] > 80.0) and (last_candle["RSI_3_4h"] > 80.0) and (last_candle["ROC_9_1d"] < 10.0) and (last_candle["BTC_RSI_14_4h"] > 65.0) ) ): is_normal_exit = True is_trailing_exit = False # max_profit = -max_profit_rate # drawdown = max_profit - profit # if 0.01 <= -grind_profit_rate < 0.02: # if -grind_profit_rate < (-max_profit_rate - 0.025): # is_trailing_exit = True # elif 0.02 <= -grind_profit_rate <= 0.05: # if -grind_profit_rate < (-max_profit_rate - 0.035): # is_trailing_exit = True # elif 0.05 <= -grind_profit_rate <= 0.08: # if -grind_profit_rate < (-max_profit_rate - 0.045): # is_trailing_exit = True # elif 0.08 <= -grind_profit_rate <= 0.12: # if -grind_profit_rate < (-max_profit_rate - 0.050): # is_trailing_exit = True # elif 0.12 <= -grind_profit_rate: # if -grind_profit_rate < (-max_profit_rate - 0.055): # is_trailing_exit = True # is_trailing_exit = -grind_profit_rate > 0.04 if is_normal_exit or is_trailing_exit: stake_currency = self.config["stake_currency"] stake_fmt = ".8f" if stake_currency in ("BTC", "ETH", "BNB", "SOL") else ".3f" trade_pair = trade.pair trade_leverage = trade.leverage trade_amount = trade.amount trade_stake_amount = trade.stake_amount exit_amount = grind_total_amount * exit_rate / trade_leverage if ((current_stake_amount / trade_leverage) - exit_amount) < (min_stake * 1.55): exit_amount = (trade_amount * exit_rate / trade_leverage) - (min_stake * 1.55) ft_exit_amount = exit_amount * trade_leverage * (trade_stake_amount / trade_amount) / exit_rate if exit_amount > min_stake and ft_exit_amount > min_stake: self.dp.send_msg( self.notification_msg( "grinding-exit", tag=name, pair=trade_pair, rate=exit_rate, stake_amount=exit_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit_stake, grind_profit_pct=profit, coin_amount=grind_total_amount, ) ) log.info( f"Grinding exit ({name}) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {exit_amount:{stake_fmt}} | Coin amount: {grind_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(profit * 100.0):.2f}% ({grind_profit_stake:{stake_fmt}} {stake_currency})" ) order_tag = tag for grind_entry in grind_open_orders: order_tag += " " + str(grind_entry.id) return -ft_exit_amount, order_tag return None, None # 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, ): dp = self.dp send_msg = self.dp.send_msg notification_msg = self.notification_msg scale_stakes_for_min_stake = self.scale_stakes_for_min_stake stake_currency = self.config["stake_currency"] trade_pair = trade.pair trade_amount = trade.amount trade_stake_amount = trade.stake_amount trade_fee_open = trade.fee_open trade_fee_close = trade.fee_close runmode_value = dp.runmode.value is_backtest = runmode_value in ["backtest", "hyperopt"] trade_open_date = None if is_backtest else trade.open_date_utc.replace(tzinfo=None) # we already waiting for an order to get filled if trade.has_open_orders: return None is_futures = self.is_futures_mode derisk_use_grind_stops = self.derisk_use_grind_stops short_rebuy_mode_tags = self.short_rebuy_mode_tags short_grind_mode_tags = self.short_grind_mode_tags trade_leverage = trade.leverage min_stake = self.correct_min_stake(min_stake, trade_leverage) df, _ = dp.get_analyzed_dataframe(trade_pair, self.timeframe) if len(df) < 2: return None last_candle = df.iloc[-1] previous_candle = df.iloc[-2] exit_rate = current_rate filled_orders, filled_entries, filled_exits, profit_values = self.profit_or_order_snapshot( trade, current_time, exit_rate ) count_of_entries = trade.nr_of_successful_entries count_of_exits = trade.nr_of_successful_exits if count_of_entries == 0: return None first_filled_entry = filled_entries[0] last_filled_entry = filled_entries[-1] last_filled_order = filled_orders[-1] has_order_tags = hasattr(filled_orders[0], "ft_order_tag") if runmode_value in ("live", "dry_run"): ticker = dp.ticker(trade_pair) if ("bid" in ticker) and ("ask" in ticker): exit_price_side = self.config["exit_pricing"]["price_side"] if trade.is_short: if exit_price_side in ["ask", "other"]: if ticker["ask"] is not None: exit_rate = ticker["ask"] else: if exit_price_side in ["bid", "other"]: if ticker["bid"] is not None: exit_rate = ticker["bid"] if profit_values is None: profit_values = self.calc_total_profit(trade, filled_entries, filled_exits, exit_rate) profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio = profit_values slice_amount = first_filled_entry.safe_filled * first_filled_entry.safe_price slice_profit = (exit_rate - last_filled_order.safe_price) / last_filled_order.safe_price slice_profit_entry = (exit_rate - last_filled_entry.safe_price) / last_filled_entry.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 < (first_filled_entry.safe_filled * 0.95) is_derisk_calc = False is_rebuy_mode = all(c in short_rebuy_mode_tags for c in enter_tags) or ( any(c in short_rebuy_mode_tags for c in enter_tags) and all(c in (short_rebuy_mode_tags + short_grind_mode_tags) for c in enter_tags) ) is_grind_mode = all(c in 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 stake_scale_leverage = trade_leverage if is_futures else 1.0 grind_mode_stake_multipliers = ( self.grind_mode_stake_multiplier_futures if is_futures else self.grind_mode_stake_multiplier_spot ) regular_mode_stake_multipliers = ( self.regular_mode_stake_multiplier_futures if is_futures else self.regular_mode_stake_multiplier_spot ) grind_entry_retry_time = current_time - timedelta(minutes=10) grind_order_age_time = current_time - timedelta(hours=6) grind_force_order_age_time = current_time - timedelta(hours=24) # Rebuy mode if is_rebuy_mode: slice_amount /= self.rebuy_mode_stake_multiplier # Grind mode elif is_grind_mode: slice_amount /= grind_mode_stake_multipliers[0] elif not is_derisk and (is_backtest or trade_open_date >= datetime(2024, 2, 5)): 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, count_of_exits, ) 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 is_backtest or trade_open_date >= datetime(2024, 4, 16): slice_amount /= regular_mode_stake_multipliers[0] is_not_trade_max_stake = current_stake_amount < ( ((first_filled_entry.safe_filled * first_filled_entry.safe_price) * self.grinding_v1_max_stake) / (grind_mode_stake_multipliers[0] if is_grind_mode else 1.0) ) grind_1_max_sub_grinds = 0 grind_1_stakes = scale_stakes_for_min_stake( self.grind_1_stakes_futures if is_futures else self.grind_1_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_1_sub_thresholds = self.grind_1_sub_thresholds_futures if is_futures else self.grind_1_sub_thresholds_spot grind_1_max_sub_grinds = len(grind_1_stakes) grind_1_stop_grinds = self.grind_1_stop_grinds_futures if is_futures else self.grind_1_stop_grinds_spot grind_1_profit_threshold = ( self.grind_1_profit_threshold_futures if is_futures else self.grind_1_profit_threshold_spot ) grind_2_max_sub_grinds = 0 grind_2_stakes = scale_stakes_for_min_stake( self.grind_2_stakes_futures if is_futures else self.grind_2_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_2_sub_thresholds = self.grind_2_sub_thresholds_futures if is_futures else self.grind_2_sub_thresholds_spot grind_2_max_sub_grinds = len(grind_2_stakes) grind_2_stop_grinds = self.grind_2_stop_grinds_futures if is_futures else self.grind_2_stop_grinds_spot grind_2_profit_threshold = ( self.grind_2_profit_threshold_futures if is_futures else self.grind_2_profit_threshold_spot ) grind_3_max_sub_grinds = 0 grind_3_stakes = scale_stakes_for_min_stake( self.grind_3_stakes_futures if is_futures else self.grind_3_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_3_sub_thresholds = self.grind_3_sub_thresholds_futures if is_futures else self.grind_3_sub_thresholds_spot grind_3_max_sub_grinds = len(grind_3_stakes) grind_3_stop_grinds = self.grind_3_stop_grinds_futures if is_futures else self.grind_3_stop_grinds_spot grind_3_profit_threshold = ( self.grind_3_profit_threshold_futures if is_futures else self.grind_3_profit_threshold_spot ) grind_4_max_sub_grinds = 0 grind_4_stakes = scale_stakes_for_min_stake( self.grind_4_stakes_futures if is_futures else self.grind_4_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_4_sub_thresholds = self.grind_4_sub_thresholds_futures if is_futures else self.grind_4_sub_thresholds_spot grind_4_max_sub_grinds = len(grind_4_stakes) grind_4_stop_grinds = self.grind_4_stop_grinds_futures if is_futures else self.grind_4_stop_grinds_spot grind_4_profit_threshold = ( self.grind_4_profit_threshold_futures if is_futures else self.grind_4_profit_threshold_spot ) grind_5_max_sub_grinds = 0 grind_5_stakes = scale_stakes_for_min_stake( self.grind_5_stakes_futures if is_futures else self.grind_5_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_5_sub_thresholds = self.grind_5_sub_thresholds_futures if is_futures else self.grind_5_sub_thresholds_spot grind_5_max_sub_grinds = len(grind_5_stakes) grind_5_stop_grinds = self.grind_5_stop_grinds_futures if is_futures else self.grind_5_stop_grinds_spot grind_5_profit_threshold = ( self.grind_5_profit_threshold_futures if is_futures else self.grind_5_profit_threshold_spot ) grind_6_max_sub_grinds = 0 grind_6_stakes = scale_stakes_for_min_stake( self.grind_6_stakes_futures if is_futures else self.grind_6_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_6_sub_thresholds = self.grind_6_sub_thresholds_futures if is_futures else self.grind_6_sub_thresholds_spot grind_6_max_sub_grinds = len(grind_6_stakes) grind_6_stop_grinds = self.grind_6_stop_grinds_futures if is_futures else self.grind_6_stop_grinds_spot grind_6_profit_threshold = ( self.grind_6_profit_threshold_futures if is_futures else self.grind_6_profit_threshold_spot ) grind_1_derisk_1_max_sub_grinds = 0 grind_1_derisk_1_stakes = scale_stakes_for_min_stake( self.grind_1_derisk_1_stakes_futures if is_futures else self.grind_1_derisk_1_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_1_derisk_1_sub_thresholds = ( self.grind_1_derisk_1_sub_thresholds_futures if is_futures else self.grind_1_derisk_1_sub_thresholds_spot ) 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 is_futures else self.grind_1_derisk_1_stop_grinds_spot ) grind_1_derisk_1_profit_threshold = ( self.grind_1_derisk_1_profit_threshold_futures if is_futures else self.grind_1_derisk_1_profit_threshold_spot ) grind_2_derisk_1_max_sub_grinds = 0 grind_2_derisk_1_stakes = scale_stakes_for_min_stake( self.grind_2_derisk_1_stakes_futures if is_futures else self.grind_2_derisk_1_stakes_spot, slice_amount, min_stake, stake_scale_leverage, trade_leverage, ) grind_2_derisk_1_sub_thresholds = ( self.grind_2_derisk_1_sub_thresholds_futures if is_futures else self.grind_2_derisk_1_sub_thresholds_spot ) 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 is_futures else self.grind_2_derisk_1_stop_grinds_spot ) grind_2_derisk_1_profit_threshold = ( self.grind_2_derisk_1_profit_threshold_futures if is_futures 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): order_side = order.ft_order_side if (order_side == "sell") and (order is not filled_orders[0]): order_tag = "" if has_order_tags: order_ft_tag = order.ft_order_tag if order_ft_tag is not None: order_tag = order_ft_tag order_safe_filled = order.safe_filled order_safe_price = order.safe_price order_id = order.id 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", "gdr", ]: 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_side == "buy": if order is filled_exits[-1] and (order.safe_remaining * exit_rate / stake_scale_leverage) > min_stake: partial_sell = True break order_tag = "" if has_order_tags: order_ft_tag = order.ft_order_tag if order_ft_tag is not None: order_tag = order_ft_tag.partition(" ")[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 == "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 == "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", "gdr", ]: 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 ) stake_fmt = ".8f" if self.config["stake_currency"] in ("BTC", "ETH", "BNB", "SOL") else ".3f" # 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: send_msg( f"Exit (remaining) [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {order.safe_remaining} | Profit (stake): {profit_stake:{stake_fmt}} | 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 ( (first_filled_entry.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 == "buy": order_tag = "" if has_order_tags: if order.ft_order_tag is not None: order_tag = order.ft_order_tag.partition(" ")[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 = first_filled_entry 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 is_futures 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 send_msg( notification_msg( "grinding-exit", tag="gm0", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=coin_amount, ) ) log.info( f"Grinding exit (gm0) [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {coin_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade_leverage:{stake_fmt}} {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 derisk_use_grind_stops and ( first_entry_distance_ratio < ( self.grind_mode_first_entry_stop_threshold_spot if is_futures 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 send_msg( notification_msg( "grinding-derisk", tag="gmd0", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=coin_amount, ) ) log.info( f"Grinding de-risk (gmd0) [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {coin_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade_leverage:{stake_fmt}} {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) slice_profit_gt_0_06 = slice_profit > 0.06 num_open_grinds_eq_0 = num_open_grinds == 0 # 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) and is_not_trade_max_stake ): buy_amount = slice_amount * grind_1_derisk_1_stakes[grind_1_derisk_1_sub_grind_count] / stake_scale_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 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 (grind_entry_retry_time > last_filled_entry.order_filled_utc) and ((grind_force_order_age_time > last_filled_order.order_filled_utc) or slice_profit_gt_0_06) and ( num_open_grinds_eq_0 or (grind_order_age_time > last_filled_order.order_filled_utc) or slice_profit_gt_0_06 ) # and ((num_open_grinds == 0) or (slice_profit > 0.03)) and is_short_grind_entry and buy_amount <= max_stake ): 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 send_msg( notification_msg( "grinding-entry", tag="dl1", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_1_derisk_1_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) log.info( f"Grinding entry (dl1) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_derisk_1_current_grind_stake_profit:{stake_fmt}} {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: send_msg( notification_msg( "grinding-exit", tag="dl1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_1_derisk_1_total_amount, ) ) log.info( f"Grinding exit (dl1) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_1_derisk_1_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade_leverage:{stake_fmt}} {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 ( derisk_use_grind_stops and (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 (is_backtest or trade_open_date >= datetime(2024, 9, 13)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="ddl1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_1_derisk_1_total_amount, ) ) log.info( f"Grinding stop exit (ddl1) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_1_derisk_1_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | 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) and is_not_trade_max_stake ): buy_amount = slice_amount * grind_2_derisk_1_stakes[grind_2_derisk_1_sub_grind_count] / stake_scale_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 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 (grind_entry_retry_time > last_filled_entry.order_filled_utc) and ((grind_force_order_age_time > last_filled_order.order_filled_utc) or slice_profit_gt_0_06) and ( num_open_grinds_eq_0 or (grind_order_age_time > last_filled_order.order_filled_utc) or slice_profit_gt_0_06 ) # and ((num_open_grinds == 0) or (slice_profit > 0.03)) and is_short_grind_entry and buy_amount <= max_stake ): 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 send_msg( notification_msg( "grinding-entry", tag="dl2", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_2_derisk_1_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) log.info( f"Grinding entry (dl2) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_2_derisk_1_current_grind_stake_profit:{stake_fmt}} {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: send_msg( notification_msg( "grinding-exit", tag="dl2", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_2_derisk_1_total_amount, ) ) log.info( f"Grinding exit (dl2) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_2_derisk_1_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade_leverage:{stake_fmt}} {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 ( derisk_use_grind_stops and (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 (is_backtest or trade_open_date >= datetime(2024, 9, 13)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="ddl2", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_2_derisk_1_total_amount, ) ) log.info( f"Grinding stop exit (ddl2) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_2_derisk_1_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | 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): buy_amount = slice_amount * grind_1_stakes[grind_1_sub_grind_count] / stake_scale_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 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 (grind_entry_retry_time > last_filled_entry.order_filled_utc) and ((grind_force_order_age_time > last_filled_order.order_filled_utc) or slice_profit_gt_0_06) and ( num_open_grinds_eq_0 or (grind_order_age_time > last_filled_order.order_filled_utc) or slice_profit_gt_0_06 ) # and ((num_open_grinds == 0) or (slice_profit > 0.03)) and is_short_grind_entry and is_not_trade_max_stake and buy_amount <= max_stake ): 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 send_msg( notification_msg( "grinding-entry", tag="gd1", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_1_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) log.info( f"Grinding entry (gd1) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_stake_profit:{stake_fmt}} {stake_currency})" ) order_tag = "gd1" if has_order_tags: return buy_amount, order_tag else: return buy_amount if ( is_futures 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] / stake_scale_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount <= max_stake: 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 send_msg( notification_msg( "grinding-entry", tag="gd1", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_1_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) log.info( f"Grinding entry (gd1) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_1_current_grind_stake_profit:{stake_fmt}} {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: send_msg( notification_msg( "grinding-exit", tag="gd1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_1_total_amount, ) ) log.info( f"Grinding exit (gd1) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade_leverage:{stake_fmt}} {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 ( derisk_use_grind_stops and ( (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 (is_backtest or trade_open_date >= datetime(2024, 9, 13)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="dd1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_1_total_amount, ) ) log.info( f"Grinding stop exit (dd1) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_1_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | 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): buy_amount = slice_amount * grind_2_stakes[grind_2_sub_grind_count] / stake_scale_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 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 (grind_entry_retry_time > last_filled_entry.order_filled_utc) and ((grind_force_order_age_time > last_filled_order.order_filled_utc) or slice_profit_gt_0_06) and ( num_open_grinds_eq_0 or (grind_order_age_time > last_filled_order.order_filled_utc) or slice_profit_gt_0_06 ) # and ((num_open_grinds == 0) or (slice_profit > 0.03)) and is_short_grind_entry and is_not_trade_max_stake and buy_amount <= max_stake ): 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 send_msg( notification_msg( "grinding-entry", tag="gd2", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_2_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) log.info( f"Grinding entry (gd2) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_2_current_grind_stake_profit:{stake_fmt}} {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: send_msg( notification_msg( "grinding-exit", tag="gd2", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_2_total_amount, ) ) log.info( f"Grinding exit (gd2) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade_leverage:{stake_fmt}} {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 ( derisk_use_grind_stops and ( (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 (is_backtest or trade_open_date >= datetime(2024, 9, 13)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="dd2", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_2_total_amount, ) ) log.info( f"Grinding stop exit (dd2) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_2_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | 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): buy_amount = slice_amount * grind_3_stakes[grind_3_sub_grind_count] / stake_scale_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 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 (grind_entry_retry_time > last_filled_entry.order_filled_utc) and ((grind_force_order_age_time > last_filled_order.order_filled_utc) or slice_profit_gt_0_06) and ( num_open_grinds_eq_0 or (grind_order_age_time > last_filled_order.order_filled_utc) or slice_profit_gt_0_06 ) # and ((num_open_grinds == 0) or (slice_profit > 0.03)) and is_short_grind_entry and is_not_trade_max_stake and buy_amount <= max_stake ): 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 send_msg( notification_msg( "grinding-entry", tag="gd3", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_3_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) log.info( f"Grinding entry (gd3) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_3_current_grind_stake_profit:{stake_fmt}} {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: send_msg( notification_msg( "grinding-exit", tag="gd3", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_3_total_amount, ) ) log.info( f"Grinding exit (gd3) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade_leverage:{stake_fmt}} {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 ( derisk_use_grind_stops and ( (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 (is_backtest or trade_open_date >= datetime(2024, 9, 13)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="dd3", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_3_total_amount, ) ) log.info( f"Grinding stop exit (dd3) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_3_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | 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): buy_amount = slice_amount * grind_4_stakes[grind_4_sub_grind_count] / stake_scale_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 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 (grind_entry_retry_time > last_filled_entry.order_filled_utc) and ((grind_force_order_age_time > last_filled_order.order_filled_utc) or slice_profit_gt_0_06) and ( num_open_grinds_eq_0 or (grind_order_age_time > last_filled_order.order_filled_utc) or slice_profit_gt_0_06 ) # and ((num_open_grinds == 0) or (slice_profit > 0.03)) and is_short_grind_entry and is_not_trade_max_stake and buy_amount <= max_stake ): 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 send_msg( notification_msg( "grinding-entry", tag="gd4", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_4_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) log.info( f"Grinding entry (gd4) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_4_current_grind_stake_profit:{stake_fmt}} {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: send_msg( notification_msg( "grinding-exit", tag="gd4", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_4_total_amount, ) ) log.info( f"Grinding exit (gd4) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade_leverage:{stake_fmt}} {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 ( derisk_use_grind_stops and ( (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 (is_backtest or trade_open_date >= datetime(2024, 9, 13)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="dd4", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_4_total_amount, ) ) log.info( f"Grinding stop exit (dd4) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_4_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | 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 gd5_liquidation_rescue_eligible = ( is_futures and (slice_profit_entry > 0.12) and (trade.liquidation_price is not None) and (current_rate > trade.liquidation_price * 0.80) and (trade.get_custom_data(key="gd5_liquidation_rescue_used") is None) ) # Grinding 5 # Buy if has_order_tags and (not partial_sell) and (grind_5_sub_grind_count < grind_5_max_sub_grinds): buy_amount = slice_amount * grind_5_stakes[grind_5_sub_grind_count] / stake_scale_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 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 (grind_entry_retry_time > last_filled_entry.order_filled_utc) and ((grind_force_order_age_time > last_filled_order.order_filled_utc) or slice_profit_gt_0_06) and ( num_open_grinds_eq_0 or (grind_order_age_time > last_filled_order.order_filled_utc) or slice_profit_gt_0_06 ) # and ((num_open_grinds == 0) or (slice_profit > 0.03)) and (is_short_grind_entry or gd5_liquidation_rescue_eligible) and is_not_trade_max_stake and buy_amount <= max_stake ): if gd5_liquidation_rescue_eligible: trade.set_custom_data(key="gd5_liquidation_rescue_used", value=True) 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 send_msg( notification_msg( "grinding-entry", tag="gd5", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_5_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) log.info( f"Grinding entry (gd5) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_5_current_grind_stake_profit:{stake_fmt}} {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: send_msg( notification_msg( "grinding-exit", tag="gd5", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_5_total_amount, ) ) log.info( f"Grinding exit (gd5) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade_leverage:{stake_fmt}} {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 ( derisk_use_grind_stops and ( (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 (is_backtest or trade_open_date >= datetime(2024, 9, 13)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="dd5", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_5_total_amount, ) ) log.info( f"Grinding stop exit (dd5) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_5_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | 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): buy_amount = slice_amount * grind_6_stakes[grind_6_sub_grind_count] / stake_scale_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 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 (grind_entry_retry_time > last_filled_entry.order_filled_utc) and ((grind_force_order_age_time > last_filled_order.order_filled_utc) or slice_profit_gt_0_06) and ( num_open_grinds_eq_0 or (grind_order_age_time > last_filled_order.order_filled_utc) or slice_profit_gt_0_06 ) # and ((num_open_grinds == 0) or (slice_profit > 0.03)) and is_short_grind_entry and is_not_trade_max_stake and buy_amount <= max_stake ): 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 send_msg( notification_msg( "grinding-entry", tag="gd6", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_6_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) log.info( f"Grinding entry (gd6) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_6_current_grind_stake_profit:{stake_fmt}} {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: send_msg( notification_msg( "grinding-exit", tag="gd6", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_6_total_amount, ) ) log.info( f"Grinding exit (gd6) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_6_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({grind_profit * sell_amount * trade_leverage:{stake_fmt}} {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 ( derisk_use_grind_stops and ( (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 (is_backtest or trade_open_date >= datetime(2024, 9, 13)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="dd6", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_6_total_amount, ) ) log.info( f"Grinding stop exit (dd6) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Coin amount: {grind_6_total_amount} | Profit (stake): {profit_stake:{stake_fmt}} | 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 is_futures else self.regular_mode_derisk_1_reentry_spot) ) ): 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 ( (grind_entry_retry_time > last_filled_entry.order_filled_utc) and ((grind_force_order_age_time > last_filled_order.order_filled_utc) or slice_profit_gt_0_06) and ( num_open_grinds_eq_0 or (grind_order_age_time > last_filled_order.order_filled_utc) or slice_profit_gt_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 and buy_amount <= max_stake ): 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 send_msg( notification_msg( "re-entry", tag="d1", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=derisk_1_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) log.info( f"Re-entry (d1) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}% | Grind profit: {(grind_profit * 100.0):.2f}% ({derisk_1_current_grind_stake_profit:{stake_fmt}} {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 is_futures else self.regular_mode_derisk_1_reentry_spot) / stake_scale_leverage ) ): 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 send_msg( notification_msg( "de-risk", tag="d1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"De-risk (d1) [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | 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: last_aroond_14 = last_candle["AROOND_14"] last_aroond_14_15m = last_candle["AROOND_14_15m"] last_rsi_14_1h = last_candle["RSI_14_1h"] last_rsi_14_4h = last_candle["RSI_14_4h"] previous_ema_12 = previous_candle["EMA_12"] previous_ema_26 = previous_candle["EMA_26"] last_rsi_14 = last_candle["RSI_14"] last_rsi_3_15m = last_candle["RSI_3_15m"] last_rsi_3_1h = last_candle["RSI_3_1h"] last_rsi_3_4h = last_candle["RSI_3_4h"] last_close = last_candle["close"] last_ema_12 = last_candle["EMA_12"] last_ema_26 = last_candle["EMA_26"] last_rsi_3 = last_candle["RSI_3"] last_open = last_candle["open"] # Reused short regular grind-entry thresholds last_rsi_14_gt_64 = last_rsi_14 > 64.0 last_rsi_3_4h_lt_80 = last_rsi_3_4h < 80.0 last_rsi_3_1h_lt_80 = last_rsi_3_1h < 80.0 last_rsi_3_15m_lt_90 = last_rsi_3_15m < 90.0 last_rsi_3_4h_lt_90 = last_rsi_3_4h < 90.0 last_rsi_3_1h_lt_90 = last_rsi_3_1h < 90.0 last_rsi_14_4h_gt_40 = last_rsi_14_4h > 40.0 last_rsi_14_1h_gt_20 = last_rsi_14_1h > 20.0 last_aroond_14_15m_lt_25 = last_aroond_14_15m < 25.0 last_aroond_14_lt_25 = last_aroond_14 < 25.0 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_rsi_14_gt_64) and (last_rsi_3 < 90.0) and (last_rsi_3_15m_lt_90) and (last_aroond_14_lt_25) and (last_candle["STOCHRSIk_14_14_3_3_1h"] > 30.0) and (last_candle["STOCHRSIk_14_14_3_3_4h"] > 30.0) and (last_close > (last_candle["EMA_16"] * 1.020)) ) or ( (last_rsi_14_gt_64) and (last_rsi_3_15m < 95.0) and (last_rsi_3_1h < 95.0) and (last_rsi_3_4h < 95.0) and (last_ema_12 > last_ema_26) and ((last_ema_12 - last_ema_26) > (last_open * 0.030)) and ((previous_ema_12 - previous_ema_26) > (last_open / 100.0)) ) or ( (last_rsi_14_gt_64) and (last_rsi_3 < 95.0) and (last_rsi_3_15m_lt_90) and (last_rsi_3_1h_lt_90) and (last_rsi_3_4h_lt_90) and (last_ema_12 > last_ema_26) and ((last_ema_12 - last_ema_26) > (last_open * 0.020)) and ((previous_ema_12 - previous_ema_26) > (last_open / 100.0)) ) or ( (last_rsi_14_gt_64) and (last_rsi_3 < 84.0) and (last_aroond_14_15m_lt_25) and (last_close > (last_ema_12 * 1.016)) ) or ( (last_rsi_14_gt_64) and (last_rsi_3_15m_lt_90) and (last_rsi_3_1h_lt_90) and (last_rsi_3_4h_lt_90) and (last_candle["AROONU_14_1h"] < last_candle["AROOND_14_1h"]) and (last_candle["AROONU_14_4h"] < last_candle["AROOND_14_4h"]) and (last_close > (last_ema_26 * 1.022)) and (last_close > (last_candle["BBL_20_2.0"] * 1.001)) ) or ( (last_rsi_14_gt_64) and (last_rsi_3_1h_lt_80) and (last_rsi_3_4h_lt_80) and (last_rsi_14_1h_gt_20) and (last_rsi_14_4h_gt_40) and (last_candle["AROONU_14"] < last_aroond_14) and (previous_candle["AROONU_14"] > previous_candle["AROOND_14"]) ) or ( (last_rsi_14_gt_64) and (last_rsi_3_15m < 85.0) and (last_rsi_3_1h_lt_80) and (last_rsi_3_4h_lt_80) and (last_rsi_14_1h_gt_20) and (last_rsi_14_4h_gt_40) 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_rsi_3 < 80.0) and (last_rsi_3_15m < 80.0) and (last_rsi_3_1h_lt_80) and (last_rsi_3_4h_lt_80) and (last_rsi_14_gt_64) and (last_aroond_14_lt_25) and (last_aroond_14_15m_lt_25) and (last_candle["STOCHRSIk_14_14_3_3_15m"] > 50.0) and (last_close > (last_candle["EMA_20"] * 1.020)) ) ) ): 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, count_of_exits: int, **kwargs, ) -> tuple[Optional[float], str, bool]: dp = self.dp send_msg = self.dp.send_msg notification_msg = self.notification_msg scale_stakes_for_min_stake = self.scale_stakes_for_min_stake stake_currency = self.config["stake_currency"] trade_pair = trade.pair trade_amount = trade.amount trade_stake_amount = trade.stake_amount trade_fee_open = trade.fee_open trade_fee_close = trade.fee_close is_backtest = dp.runmode.value in ["backtest", "hyperopt"] trade_open_date = None if is_backtest else trade.open_date_utc.replace(tzinfo=None) is_futures = self.is_futures_mode trade_leverage = trade.leverage stake_scale_leverage = trade_leverage if is_futures else 1.0 regular_mode_use_grind_stops = self.regular_mode_use_grind_stops # Reused no-derisk slice-profit gates slice_profit_gt_0_02 = slice_profit > 0.02 slice_profit_gt_0_03 = slice_profit > 0.03 slice_profit_gt_0_06 = slice_profit > 0.06 last_filled_entry = filled_entries[-1] first_filled_order = filled_orders[0] last_filled_order = filled_orders[-1] max_rebuy_sub_grinds = 0 regular_mode_rebuy_stakes = scale_stakes_for_min_stake( self.regular_mode_rebuy_stakes_futures if is_futures else self.regular_mode_rebuy_stakes_spot, slice_amount, min_stake, trade_leverage, trade_leverage, ) regular_mode_rebuy_sub_thresholds = ( self.regular_mode_rebuy_thresholds_futures if is_futures else self.regular_mode_rebuy_thresholds_spot ) max_rebuy_sub_grinds = len(regular_mode_rebuy_stakes) max_grind_1_sub_grinds = 0 regular_mode_grind_1_stakes = scale_stakes_for_min_stake( self.regular_mode_grind_1_stakes_futures if is_futures else self.regular_mode_grind_1_stakes_spot, slice_amount, min_stake, trade_leverage, trade_leverage, ) regular_mode_grind_1_sub_thresholds = ( self.regular_mode_grind_1_thresholds_futures if is_futures else self.regular_mode_grind_1_thresholds_spot ) 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 is_futures else self.regular_mode_grind_1_stop_grinds_spot ) regular_mode_grind_1_profit_threshold = ( self.regular_mode_grind_1_profit_threshold_futures if is_futures else self.regular_mode_grind_1_profit_threshold_spot ) max_grind_2_sub_grinds = 0 regular_mode_grind_2_stakes = scale_stakes_for_min_stake( self.regular_mode_grind_2_stakes_futures if is_futures else self.regular_mode_grind_2_stakes_spot, slice_amount, min_stake, trade_leverage, trade_leverage, ) regular_mode_grind_2_sub_thresholds = ( self.regular_mode_grind_2_thresholds_futures if is_futures else self.regular_mode_grind_2_thresholds_spot ) 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 is_futures else self.regular_mode_grind_2_stop_grinds_spot ) regular_mode_grind_2_profit_threshold = ( self.regular_mode_grind_2_profit_threshold_futures if is_futures else self.regular_mode_grind_2_profit_threshold_spot ) max_grind_3_sub_grinds = 0 regular_mode_grind_3_stakes = scale_stakes_for_min_stake( self.regular_mode_grind_3_stakes_futures if is_futures else self.regular_mode_grind_3_stakes_spot, slice_amount, min_stake, trade_leverage, trade_leverage, ) regular_mode_grind_3_sub_thresholds = ( self.regular_mode_grind_3_thresholds_futures if is_futures else self.regular_mode_grind_3_thresholds_spot ) 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 is_futures else self.regular_mode_grind_3_stop_grinds_spot ) regular_mode_grind_3_profit_threshold = ( self.regular_mode_grind_3_profit_threshold_futures if is_futures else self.regular_mode_grind_3_profit_threshold_spot ) max_grind_4_sub_grinds = 0 regular_mode_grind_4_stakes = scale_stakes_for_min_stake( self.regular_mode_grind_4_stakes_futures if is_futures else self.regular_mode_grind_4_stakes_spot, slice_amount, min_stake, trade_leverage, trade_leverage, ) regular_mode_grind_4_sub_thresholds = ( self.regular_mode_grind_4_thresholds_futures if is_futures else self.regular_mode_grind_4_thresholds_spot ) 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 is_futures else self.regular_mode_grind_4_stop_grinds_spot ) regular_mode_grind_4_profit_threshold = ( self.regular_mode_grind_4_profit_threshold_futures if is_futures else self.regular_mode_grind_4_profit_threshold_spot ) max_grind_5_sub_grinds = 0 regular_mode_grind_5_stakes = scale_stakes_for_min_stake( self.regular_mode_grind_5_stakes_futures if is_futures else self.regular_mode_grind_5_stakes_spot, slice_amount, min_stake, trade_leverage, trade_leverage, ) regular_mode_grind_5_sub_thresholds = ( self.regular_mode_grind_5_thresholds_futures if is_futures else self.regular_mode_grind_5_thresholds_spot ) 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 is_futures else self.regular_mode_grind_5_stop_grinds_spot ) regular_mode_grind_5_profit_threshold = ( self.regular_mode_grind_5_profit_threshold_futures if is_futures else self.regular_mode_grind_5_profit_threshold_spot ) max_grind_6_sub_grinds = 0 regular_mode_grind_6_stakes = scale_stakes_for_min_stake( self.regular_mode_grind_6_stakes_futures if is_futures else self.regular_mode_grind_6_stakes_spot, slice_amount, min_stake, trade_leverage, trade_leverage, ) regular_mode_grind_6_sub_thresholds = ( self.regular_mode_grind_6_thresholds_futures if is_futures else self.regular_mode_grind_6_thresholds_spot ) 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 is_futures else self.regular_mode_grind_6_stop_grinds_spot ) regular_mode_grind_6_profit_threshold = ( self.regular_mode_grind_6_profit_threshold_futures if is_futures 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): order_side = order.ft_order_side if (order_side == "sell") and (order is not first_filled_order): order_tag = "" if has_order_tags: order_ft_tag = order.ft_order_tag if order_ft_tag is not None: order_tag = order_ft_tag order_safe_filled = order.safe_filled order_safe_price = order.safe_price order_id = order.id 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_side == "buy": if order is filled_exits[-1] and (order.safe_remaining * exit_rate / stake_scale_leverage) > min_stake: partial_sell = True break order_tag = "" if has_order_tags: order_ft_tag = order.ft_order_tag if order_ft_tag is not None: order_tag = order_ft_tag.partition(" ")[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 == "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 = first_filled_order.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 count_of_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_scalp_mode = all(c in self.short_scalp_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: 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) > last_filled_entry.order_filled_utc) and ((current_time - timedelta(hours=12) > last_filled_order.order_filled_utc) or (slice_profit_gt_0_06)) and is_short_grind_entry ): buy_amount = slice_amount * regular_mode_rebuy_stakes[rebuy_sub_grind_count] / stake_scale_leverage 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 send_msg( notification_msg( "rebuy", tag="r", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) 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) > last_filled_entry.order_filled_utc) and ((current_time - timedelta(hours=2) > last_filled_order.order_filled_utc) or (slice_profit_gt_0_02)) and ( (num_open_grinds == 0) or (current_time - timedelta(hours=6) > last_filled_order.order_filled_utc) or (slice_profit_gt_0_06) ) and ((num_open_grinds == 0) or (slice_profit_gt_0_03)) and is_short_grind_entry ): buy_amount = slice_amount * regular_mode_grind_1_stakes[grind_1_sub_grind_count] / stake_scale_leverage 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 send_msg( notification_msg( "grinding-entry", tag="g1", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_1_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) 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} {stake_currency})" ) order_tag = "g1" return buy_amount, order_tag, is_derisk if ( is_futures 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] / stake_scale_leverage 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 send_msg( notification_msg( "grinding-entry", tag="g1", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_1_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) 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} {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: send_msg( notification_msg( "grinding-exit", tag="g1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_1_total_amount, ) ) 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} {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 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 (is_backtest or trade_open_date >= datetime(2024, 4, 16)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="sg1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_1_total_amount, ) ) 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) > last_filled_entry.order_filled_utc) and ((current_time - timedelta(hours=2) > last_filled_order.order_filled_utc) or (slice_profit_gt_0_02)) and ( (num_open_grinds == 0) or (current_time - timedelta(hours=6) > last_filled_order.order_filled_utc) or (slice_profit_gt_0_06) ) and ((num_open_grinds == 0) or (slice_profit_gt_0_03)) and is_short_grind_entry ): buy_amount = slice_amount * regular_mode_grind_2_stakes[grind_2_sub_grind_count] / stake_scale_leverage 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 send_msg( notification_msg( "grinding-entry", tag="g2", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_2_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) 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} {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: send_msg( notification_msg( "grinding-exit", tag="g2", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_2_total_amount, ) ) 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} {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 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 (is_backtest or trade_open_date >= datetime(2024, 4, 16)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="sg2", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_2_total_amount, ) ) 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) > last_filled_entry.order_filled_utc) and ((current_time - timedelta(hours=2) > last_filled_order.order_filled_utc) or (slice_profit_gt_0_02)) and ( (num_open_grinds == 0) or (current_time - timedelta(hours=6) > last_filled_order.order_filled_utc) or (slice_profit_gt_0_06) ) and ((num_open_grinds == 0) or (slice_profit_gt_0_03)) and is_short_grind_entry ): buy_amount = slice_amount * regular_mode_grind_3_stakes[grind_3_sub_grind_count] / stake_scale_leverage 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 send_msg( notification_msg( "grinding-entry", tag="g3", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_3_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) 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} {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: send_msg( notification_msg( "grinding-exit", tag="g3", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_3_total_amount, ) ) 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} {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 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 (is_backtest or trade_open_date >= datetime(2024, 4, 16)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="sg3", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_3_total_amount, ) ) 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) > last_filled_entry.order_filled_utc) and ((current_time - timedelta(hours=2) > last_filled_order.order_filled_utc) or (slice_profit_gt_0_02)) and ( (num_open_grinds == 0) or (current_time - timedelta(hours=6) > last_filled_order.order_filled_utc) or (slice_profit_gt_0_06) ) and ((num_open_grinds == 0) or (slice_profit_gt_0_03)) and is_short_grind_entry ): buy_amount = slice_amount * regular_mode_grind_4_stakes[grind_4_sub_grind_count] / stake_scale_leverage 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 send_msg( notification_msg( "grinding-entry", tag="g4", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_4_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) 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} {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: send_msg( notification_msg( "grinding-exit", tag="g4", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_4_total_amount, ) ) 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} {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 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 (is_backtest or trade_open_date >= datetime(2024, 4, 16)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="sg4", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_4_total_amount, ) ) 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) > last_filled_entry.order_filled_utc) and ((current_time - timedelta(hours=2) > last_filled_order.order_filled_utc) or (slice_profit_gt_0_02)) and ( (num_open_grinds == 0) or (current_time - timedelta(hours=6) > last_filled_order.order_filled_utc) or (slice_profit_gt_0_06) ) and ((num_open_grinds == 0) or (slice_profit_gt_0_03)) and is_short_grind_entry ): buy_amount = slice_amount * regular_mode_grind_5_stakes[grind_5_sub_grind_count] / stake_scale_leverage 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 send_msg( notification_msg( "grinding-entry", tag="g5", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_5_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) 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} {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: send_msg( notification_msg( "grinding-exit", tag="g5", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_5_total_amount, ) ) 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} {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 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 (is_backtest or trade_open_date >= datetime(2024, 4, 16)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="sg5", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_5_total_amount, ) ) 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) > last_filled_entry.order_filled_utc) and ((current_time - timedelta(hours=2) > last_filled_order.order_filled_utc) or (slice_profit_gt_0_02)) and ( (num_open_grinds == 0) or (current_time - timedelta(hours=6) > last_filled_order.order_filled_utc) or (slice_profit_gt_0_06) ) # and ((num_open_grinds == 0) or (slice_profit_gt_0_03)) and (is_short_grind_entry) ): buy_amount = slice_amount * regular_mode_grind_6_stakes[grind_6_sub_grind_count] / stake_scale_leverage 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 send_msg( notification_msg( "grinding-entry", tag="g6", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_6_current_grind_stake_profit, grind_profit_pct=grind_profit, ) ) 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} {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: send_msg( notification_msg( "grinding-exit", tag="g6", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_6_total_amount, ) ) 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} {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 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 (is_backtest or trade_open_date >= datetime(2024, 4, 16)) ): 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 ) send_msg( notification_msg( "grinding-stop", tag="sg6", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, grind_profit_stake=grind_profit * sell_amount * trade_leverage, grind_profit_pct=grind_profit, coin_amount=grind_6_total_amount, ) ) 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 is_futures else self.regular_mode_derisk_spot) if (is_backtest or trade_open_date >= datetime(2024, 9, 13)) else (self.regular_mode_derisk_futures_old if is_futures else self.regular_mode_derisk_spot_old) ) / trade_leverage ) ) and (is_backtest or trade_open_date >= datetime(2024, 9, 13)) ): 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 send_msg( notification_msg( "de-risk", tag="d", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) 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 (is_backtest or trade_open_date >= datetime(2024, 9, 13)) and profit_stake < ( slice_amount * ( (self.regular_mode_derisk_1_scalp_mode_futures if is_futures else self.regular_mode_derisk_1_scalp_mode_spot) if is_scalp_mode else ( (self.regular_mode_derisk_1_futures if is_futures else self.regular_mode_derisk_1_spot) if (is_backtest or trade_open_date >= datetime(2024, 9, 13)) else (self.regular_mode_derisk_1_futures_old if is_futures 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 send_msg( notification_msg( "de-risk", tag="d1", pair=trade_pair, rate=exit_rate, stake_amount=sell_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) 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]: # Stake limits and rebuy amounts are margin, before leverage. config = self.config dp = self.dp is_futures_mode = self.is_futures_mode trade_pair = trade.pair trade_amount = trade.amount trade_leverage = trade.leverage min_stake = self.correct_min_stake(min_stake, trade_leverage) # we already waiting for an order to get filled if trade.has_open_orders: return None df, _ = dp.get_analyzed_dataframe(trade_pair, self.timeframe) exit_rate = current_rate filled_orders, filled_entries, filled_exits, profit_values = self.profit_or_order_snapshot( trade, current_time, exit_rate ) count_of_entries = trade.nr_of_successful_entries count_of_exits = trade.nr_of_successful_exits if count_of_entries == 0: return None first_filled_order = filled_orders[0] last_filled_order = filled_orders[-1] last_filled_entry = filled_entries[-1] has_order_tags = hasattr(first_filled_order, "ft_order_tag") # The first exit is de-risk (providing the trade is still open) # Preserve the existing grind handoff budget after de-risk. if (count_of_exits > 0) and (filled_exits[0].ft_order_tag == "derisk_level_3"): if len(df) < 2: return None return self.short_grind_adjust_trade_position_v2( trade, enter_tags, current_time, current_rate, current_profit, min_stake, max_stake / trade_leverage, current_entry_rate, current_exit_rate, current_entry_profit, current_exit_profit, ) if dp.runmode.value in ("live", "dry_run"): ticker = dp.ticker(trade_pair) if ("bid" in ticker) and ("ask" in ticker): exit_price_side = config["exit_pricing"]["price_side"] if trade.is_short: if exit_price_side in ["ask", "other"]: if ticker["ask"] is not None: exit_rate = ticker["ask"] else: if exit_price_side in ["bid", "other"]: if ticker["bid"] is not None: exit_rate = ticker["bid"] if profit_values is None: profit_values = self.calc_total_profit(trade, filled_entries, filled_exits, exit_rate) profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio = profit_values slice_amount = filled_entries[0].safe_filled * filled_entries[0].safe_price slice_profit = (exit_rate - last_filled_order.safe_price) / last_filled_order.safe_price slice_profit_entry = (exit_rate - last_filled_entry.safe_price) / last_filled_entry.safe_price if count_of_exits > 0: last_filled_exit_price = filled_exits[-1].safe_price slice_profit_exit = (exit_rate - last_filled_exit_price) / last_filled_exit_price else: slice_profit_exit = 0.0 current_stake_amount = trade_amount * current_rate stake_scale_leverage = trade_leverage if is_futures_mode else 1.0 rebuy_mode_stakes = self.rebuy_mode_stakes_futures if 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 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 == "sell") and (order is not first_filled_order): sub_grind_count += 1 total_amount += order.safe_filled total_cost += order.safe_filled * order.safe_price elif order.ft_order_side == "buy": if (order.safe_remaining * exit_rate / stake_scale_leverage) > 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 (len(df) >= 2) and (not partial_sell) and (sub_grind_count < max_sub_grinds): last_candle = df.iloc[-1] previous_candle = df.iloc[-2] if ( (0 <= sub_grind_count < max_sub_grinds) and (-slice_profit_entry < rebuy_mode_sub_thresholds[sub_grind_count]) ) 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"] > 60.0) and (last_candle["ROC_2"] < 0.0) and (last_candle["close"] > (last_candle["EMA_26"] * 1.012)) ): buy_amount = slice_amount * rebuy_mode_stakes[sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount <= max_stake: dp.send_msg( self.notification_msg( "rebuy", tag="r", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=config["stake_currency"], ) ) 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 self.derisk_enable and ( profit_stake < ( slice_amount * (self.rebuy_mode_derisk_futures if 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 dp.send_msg( f"❌​​ ​**Rebuy De-risk:** `Level 3`\n" f"🪙​ **Pair:** `{trade_pair}`\n" f"〽️​ **Rate:** `{exit_rate}`\n" f"💰 **Stake amount:** `{sell_amount}`\n" f"💵​ **Profit (stake):** `{profit_stake}`\n" f"💸 **Profit (percent):** `{(profit_ratio * 100.0):.2f}%`" ) log.info( f"Rebuy De-risk Level 3 [{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, "derisk_level_3" else: return -ft_sell_amount return None # Short Rebuy Adjust Trade Position v3 # --------------------------------------------------------------------------------------------- def short_rebuy_adjust_trade_position_v3( 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]: # Stake limits and rebuy amounts are margin, before leverage. dp = self.dp is_futures_mode = self.is_futures_mode config = self.config trade_pair = trade.pair trade_amount = trade.amount trade_leverage = trade.leverage # we already waiting for an order to get filled if trade.has_open_orders: return None min_stake = self.correct_min_stake(min_stake, trade_leverage) exit_rate = current_rate filled_orders, filled_entries, filled_exits, profit_values = self.profit_or_order_snapshot( trade, current_time, exit_rate ) count_of_entries = trade.nr_of_successful_entries count_of_exits = trade.nr_of_successful_exits if count_of_entries == 0: return None first_filled_order = filled_orders[0] last_filled_order = filled_orders[-1] last_filled_entry = filled_entries[-1] has_order_tags = hasattr(first_filled_order, "ft_order_tag") # The first exit is de-risk (providing the trade is still open) # Preserve the existing grind handoff budget after de-risk. if (count_of_exits > 0) and (filled_exits[0].ft_order_tag == "derisk_level_3"): return self.short_grind_adjust_trade_position_v3( trade, enter_tags, current_time, current_rate, current_profit, min_stake, max_stake / trade_leverage, current_entry_rate, current_exit_rate, current_entry_profit, current_exit_profit, ) if dp.runmode.value in ("live", "dry_run"): ticker = dp.ticker(trade_pair) if ("bid" in ticker) and ("ask" in ticker): exit_price_side = config["exit_pricing"]["price_side"] if trade.is_short: if exit_price_side in ["ask", "other"]: if ticker["ask"] is not None: exit_rate = ticker["ask"] else: if exit_price_side in ["bid", "other"]: if ticker["bid"] is not None: exit_rate = ticker["bid"] if profit_values is None: profit_values = self.calc_total_profit(trade, filled_entries, filled_exits, exit_rate) profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio = profit_values slice_amount = filled_entries[0].safe_filled * filled_entries[0].safe_price slice_profit = (exit_rate - last_filled_order.safe_price) / last_filled_order.safe_price slice_profit_entry = (exit_rate - last_filled_entry.safe_price) / last_filled_entry.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 stake_scale_leverage = trade_leverage if is_futures_mode else 1.0 if is_futures_mode: rebuy_mode_stakes = self.system_v3_rebuy_mode_stakes_futures rebuy_mode_sub_thresholds = self.system_v3_rebuy_mode_thresholds_futures else: rebuy_mode_stakes = self.system_v3_rebuy_mode_stakes_spot rebuy_mode_sub_thresholds = self.system_v3_rebuy_mode_thresholds_spot max_sub_grinds = len(rebuy_mode_stakes) 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 == "sell") and (order is not first_filled_order): sub_grind_count += 1 total_amount += order.safe_filled total_cost += order.safe_filled * order.safe_price elif order.ft_order_side == "buy": if (order.safe_remaining * exit_rate / stake_scale_leverage) > 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): df, _ = dp.get_analyzed_dataframe(trade_pair, self.timeframe) if len(df) >= 1: last_candle = df.iloc[-1] 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["RSI_3"] < 90.0) and (last_candle["RSI_3_15m"] < 90.0) and (last_candle["AROOND_14"] < 30.0) and (last_candle["AROOND_14_15m"] < 30.0) and (last_candle["close"] < (last_candle["EMA_26"] * 1.012)) ) ): buy_amount = slice_amount * rebuy_mode_stakes[sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount <= max_stake: stake_currency = config["stake_currency"] stake_fmt = ".8f" if stake_currency in ("BTC", "ETH", "BNB", "SOL") else ".3f" send_notifications = not self.is_backtest_mode() if send_notifications: dp.send_msg( self.notification_msg( "rebuy", tag="r", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Rebuy (r) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) if has_order_tags: return buy_amount, "r" else: return buy_amount if self.derisk_enable and ( profit_stake < ( slice_amount * (self.system_v3_rebuy_mode_derisk_futures if is_futures_mode else self.system_v3_rebuy_mode_derisk_spot) ) / 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: stake_currency = config["stake_currency"] stake_fmt = ".8f" if stake_currency in ("BTC", "ETH", "BNB", "SOL") else ".3f" send_notifications = not self.is_backtest_mode() grind_profit = 0.0 if send_notifications: dp.send_msg( f"❌​​ ​**Rebuy De-risk:** `Level 3`\n" f"🪙​ **Pair:** `{trade_pair}`\n" f"〽️​ **Rate:** `{exit_rate}`\n" f"💰 **Stake amount:** `{sell_amount:{stake_fmt}}`\n" f"💵​ **Profit (stake):** `{profit_stake:{stake_fmt}}`\n" f"💸 **Profit (percent):** `{(profit_ratio * 100.0):.2f}%`" ) log.info( f"Rebuy De-risk Level 3 [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) if has_order_tags: return -ft_sell_amount, "derisk_level_3" else: return -ft_sell_amount return None # Short Rebuy Adjust Trade Position v4 # --------------------------------------------------------------------------------------------- def short_rebuy_adjust_trade_position_v4( 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]: # Stake limits and rebuy amounts are margin, before leverage. dp = self.dp is_futures_mode = self.is_futures_mode config = self.config trade_pair = trade.pair trade_amount = trade.amount trade_leverage = trade.leverage # we already waiting for an order to get filled if trade.has_open_orders: return None min_stake = self.correct_min_stake(min_stake, trade_leverage) exit_rate = current_rate filled_orders, filled_entries, filled_exits, profit_values = self.profit_or_order_snapshot( trade, current_time, exit_rate ) count_of_entries = trade.nr_of_successful_entries count_of_exits = trade.nr_of_successful_exits if count_of_entries == 0: return None first_filled_order = filled_orders[0] last_filled_order = filled_orders[-1] last_filled_entry = filled_entries[-1] has_order_tags = hasattr(first_filled_order, "ft_order_tag") # The first exit is de-risk (providing the trade is still open) # Preserve the existing grind handoff budget after de-risk. if (count_of_exits > 0) and (filled_exits[0].ft_order_tag == "derisk_level_3"): return self.short_grind_adjust_trade_position_v4( trade, enter_tags, current_time, current_rate, current_profit, min_stake, max_stake / trade_leverage, current_entry_rate, current_exit_rate, current_entry_profit, current_exit_profit, ) if dp.runmode.value in ("live", "dry_run"): ticker = dp.ticker(trade_pair) if ("bid" in ticker) and ("ask" in ticker): exit_price_side = config["exit_pricing"]["price_side"] if trade.is_short: if exit_price_side in ["ask", "other"]: if ticker["ask"] is not None: exit_rate = ticker["ask"] else: if exit_price_side in ["bid", "other"]: if ticker["bid"] is not None: exit_rate = ticker["bid"] if profit_values is None: profit_values = self.calc_total_profit(trade, filled_entries, filled_exits, exit_rate) profit_stake, profit_ratio, profit_current_stake_ratio, profit_init_ratio = profit_values slice_amount = filled_entries[0].safe_filled * filled_entries[0].safe_price slice_profit = (exit_rate - last_filled_order.safe_price) / last_filled_order.safe_price slice_profit_entry = (exit_rate - last_filled_entry.safe_price) / last_filled_entry.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 stake_scale_leverage = trade_leverage if is_futures_mode else 1.0 if is_futures_mode: rebuy_mode_stakes = self.system_v4_rebuy_mode_stakes_futures rebuy_mode_sub_thresholds = self.system_v4_rebuy_mode_thresholds_futures else: rebuy_mode_stakes = self.system_v4_rebuy_mode_stakes_spot rebuy_mode_sub_thresholds = self.system_v4_rebuy_mode_thresholds_spot max_sub_grinds = len(rebuy_mode_stakes) 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 == "sell") and (order is not first_filled_order): sub_grind_count += 1 total_amount += order.safe_filled total_cost += order.safe_filled * order.safe_price elif order.ft_order_side == "buy": if (order.safe_remaining * exit_rate / stake_scale_leverage) > 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] ): df, _ = dp.get_analyzed_dataframe(trade_pair, self.timeframe) if len(df) >= 1: last_candle = df.iloc[-1] if ( (last_candle["protections_short_global"] == True) and (last_candle["RSI_3"] < 90.0) and (last_candle["RSI_3_15m"] < 90.0) and (last_candle["AROOND_14"] < 30.0) and (last_candle["AROOND_14_15m"] < 30.0) and (last_candle["close"] < (last_candle["EMA_26"] * 1.012)) ): buy_amount = slice_amount * rebuy_mode_stakes[sub_grind_count] / trade_leverage if buy_amount < (min_stake * 1.5): buy_amount = min_stake * 1.5 if buy_amount <= max_stake: stake_currency = config["stake_currency"] stake_fmt = ".8f" if stake_currency in ("BTC", "ETH", "BNB", "SOL") else ".3f" send_notifications = not self.is_backtest_mode() if send_notifications: dp.send_msg( self.notification_msg( "rebuy", tag="r", pair=trade_pair, rate=current_rate, stake_amount=buy_amount, profit_stake=profit_stake, profit_ratio=profit_ratio, stake_currency=stake_currency, ) ) log.info( f"Rebuy (r) [{current_time}] [{trade_pair}] | Rate: {current_rate} | Stake amount: {buy_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) if has_order_tags: return buy_amount, "r" else: return buy_amount if self.derisk_enable and ( profit_stake < ( slice_amount * (self.system_v4_rebuy_mode_derisk_futures if is_futures_mode else self.system_v4_rebuy_mode_derisk_spot) ) / 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: stake_currency = config["stake_currency"] stake_fmt = ".8f" if stake_currency in ("BTC", "ETH", "BNB", "SOL") else ".3f" send_notifications = not self.is_backtest_mode() grind_profit = 0.0 if send_notifications: dp.send_msg( f"❌​​ ​**Rebuy De-risk:** `Level 3`\n" f"🪙​ **Pair:** `{trade_pair}`\n" f"〽️​ **Rate:** `{exit_rate}`\n" f"💰 **Stake amount:** `{sell_amount:{stake_fmt}}`\n" f"💵​ **Profit (stake):** `{profit_stake:{stake_fmt}}`\n" f"💸 **Profit (percent):** `{(profit_ratio * 100.0):.2f}%`" ) log.info( f"Rebuy De-risk Level 3 [{current_time}] [{trade_pair}] | Rate: {exit_rate} | Stake amount: {sell_amount:{stake_fmt}} | Profit (stake): {profit_stake:{stake_fmt}} | Profit: {(profit_ratio * 100.0):.2f}%" ) if has_order_tags: return -ft_sell_amount, "derisk_level_3" 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: df_high = df["high"] df_low = df["low"] df_close = df["close"] df_open = df["open"] 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) high_low_range = df_high - df_low res2 = hlc3_pivot + high_low_range.shift() sup2 = hlc3_pivot - high_low_range.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) df_open = df["open"] df_high = df["high"] df_low = df["low"] df_close = df["close"] 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) df_open_s = df["open_s"] df_high_s = df["high_s"] df_low_s = df["low_s"] df_close_s = df["close_s"] 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 """ df_high = df["high"] df_low = df["low"] df_open = df["open"] df_close = df["close"] if method == "HL": low_min = df_low.rolling(length).min() return (df_high.rolling(length).max() - low_min) / low_min elif method == "OC": close_min = df_close.rolling(length).min() return (df_open.rolling(length).max() - close_min) / close_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 """ df_open = df["open"] df_close = df["close"] if length == 0: return (df_open - df_close) / df_close else: return (df_open.rolling(length).max() - df_close) / df_close def _is_entry_bool_scalar(condition) -> bool: return isinstance(condition, (bool, np.bool_)) def _entry_bool_array(condition): if isinstance(condition, np.ndarray): return condition.astype(bool, copy=False) if isinstance(condition, (pd.Series, pd.Index)): return condition.to_numpy(dtype=bool, copy=False) return np.asarray(condition, dtype=bool) def _and_entry_conditions(conditions): arrays = [] has_false = False for condition in conditions: if _is_entry_bool_scalar(condition): if not condition: has_false = True continue arrays.append(_entry_bool_array(condition)) if not arrays: return not has_false if has_false: return np.zeros_like(arrays[0], dtype=bool) if len(arrays) == 1: return arrays[0] return np.logical_and.reduce(arrays) def _or_entry_conditions(conditions): arrays = [] has_true = False for condition in conditions: if _is_entry_bool_scalar(condition): if condition: has_true = True continue arrays.append(_entry_bool_array(condition)) if not arrays: return has_true if has_true: return np.ones_like(arrays[0], dtype=bool) if len(arrays) == 1: return arrays[0] return np.logical_or.reduce(arrays) def _append_entry_tag(entry_tags, mask, tag: str) -> None: if _is_entry_bool_scalar(mask): if mask: entry_tags[:] = entry_tags + tag return entry_tags[mask] = entry_tags[mask] + tag # +---------------------------------------------------------------------------+ # | 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 cache_path = self.path rapidjson_load_kwargs = self.rapidjson_load_kwargs process_loaded_data = self.process_loaded_data with cache_path.open("r") as rfh: try: data = rapidjson.load(rfh, **rapidjson_load_kwargs()) except rapidjson.JSONDecodeError as exc: log.error("Failed to load JSON from %s: %s", cache_path, exc) else: self.data = process_loaded_data(data) self._previous_data = copy.deepcopy(self.data) self._mtime = cache_path.stat().st_mtime_ns def _save(self): # This method only exists to simplify unit testing cache_path = self.path cache_data = self.data rapidjson_dump_kwargs = self.rapidjson_dump_kwargs rapidjson.dump(cache_data, cache_path.open("w"), **rapidjson_dump_kwargs()) self._mtime = cache_path.stat().st_mtime self._previous_data = copy.deepcopy(cache_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): cache_path = self.path 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, cache_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, cache_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, cache_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, cache_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, cache_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, cache_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, cache_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 '/' formatted pair.", trade_pair, cache_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, cache_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