# Source: generated via dynamic_strategy_generator from freqtrade.strategy import IStrategy from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class ACO_12_3(IStrategy): timeframe = '1h' # Standard ROI and Stoploss minimal_roi = {"0": 0.1, "60": 0.05, "120": 0.0} stoploss = -0.05 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['adx'] = ta.ADX(dataframe, timeperiod=14) dataframe['aroonosc'] = ta.AROONOSC(dataframe, timeperiod=10) dataframe['sma_fast'] = ta.SMA(dataframe, timeperiod=9) dataframe['sma_slow'] = ta.SMA(dataframe, timeperiod=21) dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) dataframe['plus_di'] = ta.PLUS_DI(dataframe, timeperiod=14) dataframe['minus_di'] = ta.MINUS_DI(dataframe, timeperiod=14) dataframe['ema_fast'] = ta.EMA(dataframe, timeperiod=20) dataframe['ema_slow'] = ta.EMA(dataframe, timeperiod=50) bbands = ta.BBANDS(dataframe, timeperiod=20, nbdevup=1.5, nbdevdn=1.5) dataframe['upperband'] = bbands['upperband'] dataframe['middleband'] = bbands['middleband'] dataframe['lowerband'] = bbands['lowerband'] return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['adx'] > 30) ) & ( qtpylib.crossed_above(dataframe['aroonosc'], 0) ) & ( qtpylib.crossed_above(dataframe['sma_fast'], dataframe['sma_slow']) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rsi'] > 70) ) & ( qtpylib.crossed_below(dataframe['plus_di'], dataframe['minus_di']) ) & ( qtpylib.crossed_below(dataframe['ema_fast'], dataframe['ema_slow']) ) & ( (dataframe['close'] > dataframe['upperband'] * 1.0) ), 'exit_long'] = 1 return dataframe