# 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_16_11(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['cci'] = ta.CCI(dataframe, timeperiod=20)
        dataframe['kama'] = ta.KAMA(dataframe, timeperiod=30)
        dataframe['adosc'] = ta.ADOSC(dataframe, fastperiod=2, slowperiod=5)
        dataframe['atr'] = ta.ATR(dataframe, timeperiod=14)
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=21)
        stoch = ta.STOCH(dataframe, fastk_period=14, slowk_period=3, slowd_period=3)
        dataframe['slowk'] = stoch['slowk']
        dataframe['slowd'] = stoch['slowd']
        dataframe['adx'] = ta.ADX(dataframe, timeperiod=14)
        dataframe['ad'] = ta.AD(dataframe)
        dataframe['ad_sma'] = ta.SMA(dataframe, timeperiod=20, price='ad')
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
        (
            (dataframe['cci'] < -150)
        ) & (
            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['slowk'] > 80)
        ) & (
            (dataframe['adx'] < 20)
        ) & (
            qtpylib.crossed_below(dataframe['ad'], dataframe['ad_sma'])
        ),
        'exit_long'] = 1
        return dataframe