# 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_4(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['adx'] = ta.ADX(dataframe, timeperiod=14) dataframe['kama'] = ta.KAMA(dataframe, timeperiod=30) dataframe['sar'] = ta.SAR(dataframe, acceleration=0.03, maximum=0.3) macd = ta.MACD(dataframe, fastperiod=12, slowperiod=26, signalperiod=9) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] dataframe['apo'] = ta.APO(dataframe, fastperiod=12, slowperiod=26) res = ta.AROON(dataframe, timeperiod=10) dataframe['aroondown'] = res.iloc[:, 0] dataframe['aroonup'] = res.iloc[:, 1] dataframe['atr'] = ta.ATR(dataframe, timeperiod=14) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['cci'] < -150) ) & ( (dataframe['adx'] > 30) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['kama']) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['sar']) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( qtpylib.crossed_below(dataframe['macd'], dataframe['macdsignal']) ) & ( qtpylib.crossed_below(dataframe['apo'], 0) ) & ( qtpylib.crossed_below(dataframe['aroonup'], dataframe['aroondown']) ), 'exit_long'] = 1 return dataframe