# 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_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['apo'] = ta.APO(dataframe, fastperiod=12, slowperiod=26) dataframe['kama'] = ta.KAMA(dataframe, timeperiod=10) dataframe['adosc'] = ta.ADOSC(dataframe, fastperiod=2, slowperiod=5) 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'] stochrsi = ta.STOCHRSI(dataframe, timeperiod=14, fastk_period=5, fastd_period=3) dataframe['fastk'] = stochrsi['fastk'] dataframe['fastd'] = stochrsi['fastd'] dataframe['roc'] = ta.ROC(dataframe, timeperiod=20) dataframe['ppo'] = ta.PPO(dataframe, fastperiod=12, slowperiod=26) dataframe['ema_fast'] = ta.EMA(dataframe, timeperiod=9) dataframe['ema_slow'] = ta.EMA(dataframe, timeperiod=21) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( qtpylib.crossed_above(dataframe['apo'], 0) ) & ( 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['slowk'] > 75) ) & ( (dataframe['fastk'] > 80) ) & ( qtpylib.crossed_below(dataframe['roc'], 0) ) & ( qtpylib.crossed_below(dataframe['ppo'], 0) ) & ( qtpylib.crossed_below(dataframe['ema_fast'], dataframe['ema_slow']) ), 'exit_long'] = 1 return dataframe