# 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_14(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['willr'] = ta.WILLR(dataframe, timeperiod=14) dataframe['dema'] = ta.DEMA(dataframe, timeperiod=10) dataframe['kama'] = ta.KAMA(dataframe, timeperiod=30) 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['cci'] = ta.CCI(dataframe, timeperiod=7) dataframe['ultosc'] = ta.ULTOSC(dataframe, timeperiod1=7, timeperiod2=14, timeperiod3=28) dataframe['ema_fast'] = ta.EMA(dataframe, timeperiod=20) dataframe['ema_slow'] = ta.EMA(dataframe, timeperiod=50) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['willr'] < -80) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['dema']) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['kama']) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['slowk'] > 75) ) & ( (dataframe['fastk'] > 80) ) & ( (dataframe['cci'] > 80) ) & ( (dataframe['ultosc'] > 65) ) & ( qtpylib.crossed_below(dataframe['ema_fast'], dataframe['ema_slow']) ), 'exit_long'] = 1 return dataframe