# 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_12(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['rsi'] = ta.RSI(dataframe, timeperiod=7) dataframe['mom'] = ta.MOM(dataframe, timeperiod=20) dataframe['apo'] = ta.APO(dataframe, fastperiod=5, slowperiod=20) dataframe['ad'] = ta.AD(dataframe) dataframe['ad_sma'] = ta.SMA(dataframe, timeperiod=10, price='ad') dataframe['atr'] = ta.ATR(dataframe, timeperiod=14) dataframe['adx'] = ta.ADX(dataframe, timeperiod=14) dataframe['roc'] = ta.ROC(dataframe, timeperiod=10) dataframe['ema_fast'] = ta.EMA(dataframe, timeperiod=9) dataframe['ema_slow'] = ta.EMA(dataframe, timeperiod=21) dataframe['sar'] = ta.SAR(dataframe, acceleration=0.02, maximum=0.2) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rsi'] < 25) ) & ( qtpylib.crossed_above(dataframe['mom'], 0) ) & ( qtpylib.crossed_above(dataframe['apo'], 0) ) & ( qtpylib.crossed_above(dataframe['ad'], dataframe['ad_sma']) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['adx'] < 25) ) & ( qtpylib.crossed_below(dataframe['roc'], 0) ) & ( qtpylib.crossed_below(dataframe['ema_fast'], dataframe['ema_slow']) ) & ( qtpylib.crossed_below(dataframe['ema_fast'], dataframe['ema_slow']) ) & ( qtpylib.crossed_below(dataframe['close'], dataframe['sar']) ), 'exit_long'] = 1 return dataframe