# 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_9(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['adx'] = ta.ADX(dataframe, timeperiod=14) dataframe['trix'] = ta.TRIX(dataframe, timeperiod=15) dataframe['aroonosc'] = ta.AROONOSC(dataframe, timeperiod=14) dataframe['kama'] = ta.KAMA(dataframe, timeperiod=30) dataframe['roc'] = ta.ROC(dataframe, timeperiod=5) dataframe['ppo'] = ta.PPO(dataframe, fastperiod=12, slowperiod=26) res = ta.AROON(dataframe, timeperiod=10) dataframe['aroondown'] = res.iloc[:, 0] dataframe['aroonup'] = res.iloc[:, 1] dataframe['ema_fast'] = ta.EMA(dataframe, timeperiod=20) dataframe['ema_slow'] = ta.EMA(dataframe, timeperiod=50) dataframe['t3'] = ta.T3(dataframe, timeperiod=10, vfactor=0.9) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['adx'] > 30) ) & ( qtpylib.crossed_above(dataframe['trix'], 0) ) & ( qtpylib.crossed_above(dataframe['trix'], 0) ) & ( qtpylib.crossed_above(dataframe['aroonosc'], 0) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['kama']) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( qtpylib.crossed_below(dataframe['roc'], 0) ) & ( qtpylib.crossed_below(dataframe['ppo'], 0) ) & ( qtpylib.crossed_below(dataframe['aroonup'], dataframe['aroondown']) ) & ( qtpylib.crossed_below(dataframe['ema_fast'], dataframe['ema_slow']) ) & ( qtpylib.crossed_below(dataframe['close'], dataframe['t3']) ), 'exit_long'] = 1 return dataframe