# pragma pylint: disable=missing-docstring, invalid-name, too-few-public-methods """ IchimokuStrategy — long/short basé sur Ichimoku Kinko Hyo (futures). Composants : Tenkan-sen (9), Kijun-sen (26), Senkou A/B (nuage/Kumo), confirmation type Chikou. Signaux : LONG : prix au-dessus du nuage + croisement Tenkan>Kijun + momentum (close > close[-26]). SHORT : miroir exact (prix sous le nuage + Tenkan float: return 1.0 # edge directionnel pur def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: high, low, close = dataframe["high"], dataframe["low"], dataframe["close"] tenkan = (high.rolling(9).max() + low.rolling(9).min()) / 2 kijun = (high.rolling(26).max() + low.rolling(26).min()) / 2 dataframe["tenkan"] = tenkan dataframe["kijun"] = kijun # Senkou décalés de +26 : valeur du nuage au présent issue de données passées. dataframe["senkou_a"] = ((tenkan + kijun) / 2).shift(26) dataframe["senkou_b"] = ( (high.rolling(52).max() + low.rolling(52).min()) / 2 ).shift(26) # Bornes du nuage dataframe["cloud_top"] = dataframe[["senkou_a", "senkou_b"]].max(axis=1) dataframe["cloud_bot"] = dataframe[["senkou_a", "senkou_b"]].min(axis=1) # Confirmation momentum type Chikou (close vs close d'il y a 26 bougies) dataframe["close_prev26"] = close.shift(26) dataframe["adx"] = ta.ADX(dataframe, timeperiod=14) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # LONG : au-dessus du nuage + croisement TK haussier + momentum dataframe.loc[ ( (dataframe["close"] > dataframe["cloud_top"]) & (dataframe["tenkan"] > dataframe["kijun"]) & (dataframe["tenkan"].shift(1) <= dataframe["kijun"].shift(1)) & (dataframe["close"] > dataframe["close_prev26"]) & (dataframe["adx"] > 20) & (dataframe["volume"] > 0) ), "enter_long", ] = 1 # SHORT : sous le nuage + croisement TK baissier + momentum baissier dataframe.loc[ ( (dataframe["close"] < dataframe["cloud_bot"]) & (dataframe["tenkan"] < dataframe["kijun"]) & (dataframe["tenkan"].shift(1) >= dataframe["kijun"].shift(1)) & (dataframe["close"] < dataframe["close_prev26"]) & (dataframe["adx"] > 20) & (dataframe["volume"] > 0) ), "enter_short", ] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Sortie LONG : Tenkan repasse sous Kijun, ou prix replonge dans le nuage dataframe.loc[ ( ( (dataframe["tenkan"] < dataframe["kijun"]) | (dataframe["close"] < dataframe["cloud_bot"]) ) & (dataframe["volume"] > 0) ), "exit_long", ] = 1 # Sortie SHORT : Tenkan repasse au-dessus de Kijun, ou prix remonte dans le nuage dataframe.loc[ ( ( (dataframe["tenkan"] > dataframe["kijun"]) | (dataframe["close"] > dataframe["cloud_top"]) ) & (dataframe["volume"] > 0) ), "exit_short", ] = 1 return dataframe