from core.models import Signal from strategies.base import Strategy from utils.indicators import ema, rsi, atr, adx class RegimeRsi(Strategy): """Stratégie par régime (ADX) : pullback RSI en range, reprise de momentum en tendance. SL et TP fixes basés sur l'ATR. Pas de martingale, pas de grille.""" name = "regime_rsi" def on_bar(self, symbol, df): p = self.p f, s = ema(df.close, p["fast"]), ema(df.close, p["slow"]) r = rsi(df.close, p["rsi_period"]) ad, a = adx(df, 14).iloc[-1], atr(df, 14).iloc[-1] if ad > p["adx_max"]: # mouvement trop étendu: on ne poursuit pas return None up = f.iloc[-1] > s.iloc[-1] r1, r0 = r.iloc[-1], r.iloc[-2] if ad < p["adx_threshold"]: # marché calme / range: RSI "assoupli" buy = up and r1 < p["rsi_buy_range"] and r1 > r0 sell = (not up) and r1 > p["rsi_sell_range"] and r1 < r0 else: # tendance: reprise de momentum autour de 50 buy = up and r0 < 50 <= r1 < p["rsi_ob"] sell = (not up) and r0 > 50 >= r1 > p["rsi_os"] if buy or sell: return Signal(symbol, "buy" if buy else "sell", p["sl_atr"] * a, p["tp_atr"] * a, self.name, "range" if ad < p["adx_threshold"] else "trend")