from freqtrade.strategy import IStrategy from pandas import DataFrame import talib.abstract as ta from freqtrade.vendor.qtpylib.indicators import crossed_above, crossed_below class ACO_2_5(IStrategy): timeframe = '1h' stoploss = -0.05 minimal_roi = {"0": 0.03, "60": 0.02, "180": 0.01} def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # RSI Conservative (21) dataframe['rsi'] = ta.RSI(dataframe, timeperiod=21) # EMA Fast Crossover (9/21) dataframe['ema_fast'] = ta.EMA(dataframe, timeperiod=9) dataframe['ema_slow'] = ta.EMA(dataframe, timeperiod=21) # Stochastic Fast (5/3/3) stoch = ta.STOCH(dataframe, fastk_period=5, slowk_period=3, slowd_period=3) dataframe['slowk'] = stoch['slowk'] dataframe['slowd'] = stoch['slowd'] # OBV Standard (SMA 20) dataframe['obv'] = ta.OBV(dataframe) dataframe['obv_sma'] = ta.SMA(dataframe['obv'], timeperiod=20) # AD Fast (SMA 10) dataframe['ad'] = ta.AD(dataframe) dataframe['ad_sma'] = ta.SMA(dataframe['ad'], timeperiod=10) # ATR Wide (14, mult 3.0) dataframe['atr'] = ta.ATR(dataframe, timeperiod=14) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Entry conditions (all must be TRUE - AND logic) # 1. RSI < 35 condition1 = dataframe['rsi'] < 35 # 2. EMA fast crosses above EMA slow condition2 = crossed_above(dataframe['ema_fast'], dataframe['ema_slow']) dataframe.loc[ (condition1) & (condition2) & (dataframe['volume'] > 0), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Exit conditions (all must be TRUE - AND logic) # 1. Stochastic slowk > 85 condition1 = dataframe['slowk'] > 85 # 2. OBV crosses below OBV SMA condition2 = crossed_below(dataframe['obv'], dataframe['obv_sma']) # 3. AD crosses below AD SMA condition3 = crossed_below(dataframe['ad'], dataframe['ad_sma']) dataframe.loc[ (condition1) & (condition2) & (condition3) & (dataframe['volume'] > 0), 'exit_long'] = 1 return dataframe