# 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_13_16(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: stochrsi = ta.STOCHRSI(dataframe, timeperiod=14, fastk_period=5, fastd_period=3) dataframe['fastk'] = stochrsi['fastk'] dataframe['fastd'] = stochrsi['fastd'] dataframe['dema'] = ta.DEMA(dataframe, timeperiod=10) dataframe['kama'] = ta.KAMA(dataframe, timeperiod=20) dataframe['adosc'] = ta.ADOSC(dataframe, fastperiod=2, slowperiod=5) dataframe['atr'] = ta.ATR(dataframe, timeperiod=14) dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) dataframe['mfi'] = ta.MFI(dataframe, timeperiod=14) 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['fastk'] < 20) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['dema']) ) & ( 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'] > 70) ) & ( (dataframe['mfi'] > 80) ) & ( (dataframe['close'] > dataframe['upperband'] * 1.0) ), 'exit_long'] = 1 return dataframe