# 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_21_18(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['mfi'] = ta.MFI(dataframe, timeperiod=14) dataframe['cmo'] = ta.CMO(dataframe, timeperiod=14) dataframe['t3'] = ta.T3(dataframe, timeperiod=10, vfactor=0.9) dataframe['sar'] = ta.SAR(dataframe, acceleration=0.03, maximum=0.3) dataframe['ad'] = ta.AD(dataframe) dataframe['ad_sma'] = ta.SMA(dataframe, timeperiod=10, price='ad') dataframe['rsi'] = ta.RSI(dataframe, timeperiod=21) stoch = ta.STOCH(dataframe, fastk_period=21, slowk_period=5, slowd_period=5) dataframe['slowk'] = stoch['slowk'] dataframe['slowd'] = stoch['slowd'] dataframe['kama'] = ta.KAMA(dataframe, timeperiod=30) dataframe['atr'] = ta.ATR(dataframe, timeperiod=14) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['mfi'] < 25) ) & ( (dataframe['cmo'] < -40) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['t3']) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['sar']) ) & ( 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['rsi'] > 65) ) & ( (dataframe['slowk'] > 75) ) & ( qtpylib.crossed_below(dataframe['close'], dataframe['kama']) ), 'exit_long'] = 1 return dataframe