# 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_5(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['plus_di'] = ta.PLUS_DI(dataframe, timeperiod=14) dataframe['minus_di'] = ta.MINUS_DI(dataframe, timeperiod=14) res = ta.AROON(dataframe, timeperiod=10) dataframe['aroondown'] = res.iloc[:, 0] dataframe['aroonup'] = res.iloc[:, 1] dataframe['ema_fast'] = ta.EMA(dataframe, timeperiod=20) dataframe['ema_slow'] = ta.EMA(dataframe, timeperiod=50) dataframe['dema'] = ta.DEMA(dataframe, timeperiod=10) dataframe['willr'] = ta.WILLR(dataframe, timeperiod=14) dataframe['sma_fast'] = ta.SMA(dataframe, timeperiod=20) dataframe['sma_slow'] = ta.SMA(dataframe, timeperiod=50) dataframe['wma'] = ta.WMA(dataframe, timeperiod=20) dataframe['sar'] = ta.SAR(dataframe, acceleration=0.02, maximum=0.2) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( qtpylib.crossed_above(dataframe['plus_di'], dataframe['minus_di']) ) & ( qtpylib.crossed_above(dataframe['aroonup'], dataframe['aroondown']) ) & ( qtpylib.crossed_above(dataframe['ema_fast'], dataframe['ema_slow']) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['dema']) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['willr'] > -20) ) & ( qtpylib.crossed_below(dataframe['aroonup'], dataframe['aroondown']) ) & ( qtpylib.crossed_below(dataframe['sma_fast'], dataframe['sma_slow']) ) & ( qtpylib.crossed_below(dataframe['close'], dataframe['wma']) ) & ( qtpylib.crossed_below(dataframe['close'], dataframe['sar']) ), 'exit_long'] = 1 return dataframe