# 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_4(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['willr'] = ta.WILLR(dataframe, timeperiod=14) dataframe['ultosc'] = ta.ULTOSC(dataframe, timeperiod1=7, timeperiod2=14, timeperiod3=28) res = ta.AROON(dataframe, timeperiod=10) dataframe['aroondown'] = res.iloc[:, 0] dataframe['aroonup'] = res.iloc[:, 1] bbands = ta.BBANDS(dataframe, timeperiod=20, nbdevup=2.5, nbdevdn=2.5) dataframe['upperband'] = bbands['upperband'] dataframe['middleband'] = bbands['middleband'] dataframe['lowerband'] = bbands['lowerband'] dataframe['atr'] = ta.ATR(dataframe, timeperiod=14) stoch = ta.STOCH(dataframe, fastk_period=21, slowk_period=5, slowd_period=5) dataframe['slowk'] = stoch['slowk'] dataframe['slowd'] = stoch['slowd'] dataframe['cci'] = ta.CCI(dataframe, timeperiod=14) dataframe['trix'] = ta.TRIX(dataframe, timeperiod=9) dataframe['dema'] = ta.DEMA(dataframe, timeperiod=10) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['willr'] < -80) ) & ( (dataframe['ultosc'] < 35) ) & ( qtpylib.crossed_above(dataframe['aroonup'], dataframe['aroondown']) ) & ( (dataframe['close'] < dataframe['lowerband'] * 1.0) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['slowk'] > 75) ) & ( (dataframe['cci'] > 100) ) & ( qtpylib.crossed_below(dataframe['trix'], 0) ) & ( qtpylib.crossed_below(dataframe['aroonup'], dataframe['aroondown']) ) & ( qtpylib.crossed_below(dataframe['close'], dataframe['dema']) ), 'exit_long'] = 1 return dataframe