# 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_9(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['dema'] = ta.DEMA(dataframe, timeperiod=10) dataframe['kama'] = ta.KAMA(dataframe, timeperiod=10) dataframe['adosc'] = ta.ADOSC(dataframe, fastperiod=3, slowperiod=10) dataframe['rsi'] = ta.RSI(dataframe, timeperiod=21) dataframe['willr'] = ta.WILLR(dataframe, timeperiod=7) dataframe['ppo'] = ta.PPO(dataframe, fastperiod=5, slowperiod=20) res = ta.AROON(dataframe, timeperiod=10) dataframe['aroondown'] = res.iloc[:, 0] dataframe['aroonup'] = res.iloc[:, 1] return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['adx'] > 30) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['dema']) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['kama']) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['kama']) ) & ( qtpylib.crossed_above(dataframe['adosc'], 0) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rsi'] > 65) ) & ( (dataframe['willr'] > -25) ) & ( qtpylib.crossed_below(dataframe['ppo'], 0) ) & ( qtpylib.crossed_below(dataframe['aroonup'], dataframe['aroondown']) ) & ( qtpylib.crossed_below(dataframe['adosc'], 0) ), 'exit_long'] = 1 return dataframe