# 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_18_17(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['roc'] = ta.ROC(dataframe, timeperiod=20) dataframe['trix'] = ta.TRIX(dataframe, timeperiod=21) dataframe['sar'] = ta.SAR(dataframe, acceleration=0.03, maximum=0.3) bbands = ta.BBANDS(dataframe, timeperiod=20, nbdevup=2.0, nbdevdn=2.0) dataframe['upperband'] = bbands['upperband'] dataframe['middleband'] = bbands['middleband'] dataframe['lowerband'] = bbands['lowerband'] dataframe['natr'] = ta.NATR(dataframe, timeperiod=14) res = ta.AROON(dataframe, timeperiod=25) dataframe['aroondown'] = res.iloc[:, 0] dataframe['aroonup'] = res.iloc[:, 1] dataframe['trima'] = ta.TRIMA(dataframe, timeperiod=20) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( qtpylib.crossed_above(dataframe['roc'], 0) ) & ( qtpylib.crossed_above(dataframe['trix'], 0) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['sar']) ) & ( (dataframe['close'] < dataframe['lowerband'] * 1.02) ) & ( (dataframe['natr'] > 1.5) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( qtpylib.crossed_below(dataframe['aroonup'], dataframe['aroondown']) ) & ( qtpylib.crossed_below(dataframe['close'], dataframe['trima']) ), 'exit_long'] = 1 return dataframe