# 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_7(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['mfi'] = ta.MFI(dataframe, timeperiod=14) dataframe['tema'] = ta.TEMA(dataframe, timeperiod=10) dataframe['ad'] = ta.AD(dataframe) dataframe['ad_sma'] = ta.SMA(dataframe, timeperiod=10, price='ad') dataframe['adosc'] = ta.ADOSC(dataframe, fastperiod=2, slowperiod=5) dataframe['atr'] = ta.ATR(dataframe, timeperiod=14) dataframe['rsi'] = ta.RSI(dataframe, timeperiod=21) dataframe['apo'] = ta.APO(dataframe, fastperiod=12, slowperiod=26) bbands = ta.BBANDS(dataframe, timeperiod=20, nbdevup=2.0, nbdevdn=2.0) 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['mfi'] < 20) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['tema']) ) & ( qtpylib.crossed_above(dataframe['ad'], dataframe['ad_sma']) ) & ( 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) ) & ( qtpylib.crossed_below(dataframe['apo'], 0) ) & ( (dataframe['close'] > dataframe['upperband'] * 0.98) ) & ( qtpylib.crossed_below(dataframe['adosc'], 0) ), 'exit_long'] = 1 return dataframe