# 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_8(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: stoch = ta.STOCH(dataframe, fastk_period=5, slowk_period=3, slowd_period=3) dataframe['slowk'] = stoch['slowk'] dataframe['slowd'] = stoch['slowd'] dataframe['mom'] = ta.MOM(dataframe, timeperiod=20) dataframe['ppo'] = ta.PPO(dataframe, fastperiod=12, slowperiod=26) dataframe['tema'] = ta.TEMA(dataframe, timeperiod=20) dataframe['natr'] = ta.NATR(dataframe, timeperiod=14) dataframe['adx'] = ta.ADX(dataframe, timeperiod=14) dataframe['t3'] = ta.T3(dataframe, timeperiod=5, vfactor=0.7) dataframe['obv'] = ta.OBV(dataframe) dataframe['obv_sma'] = ta.SMA(dataframe, timeperiod=20, price='obv') dataframe['atr'] = ta.ATR(dataframe, timeperiod=14) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['slowk'] < 15) ) & ( qtpylib.crossed_above(dataframe['mom'], 0) ) & ( qtpylib.crossed_above(dataframe['ppo'], 0) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['tema']) ) & ( (dataframe['natr'] > 3.0) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['adx'] < 25) ) & ( qtpylib.crossed_below(dataframe['close'], dataframe['t3']) ) & ( qtpylib.crossed_below(dataframe['obv'], dataframe['obv_sma']) ), 'exit_long'] = 1 return dataframe