# 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_22_11(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=7) dataframe['ppo'] = ta.PPO(dataframe, fastperiod=12, slowperiod=26) dataframe['dema'] = ta.DEMA(dataframe, timeperiod=10) dataframe['cci'] = ta.CCI(dataframe, timeperiod=7) res = ta.AROON(dataframe, timeperiod=14) dataframe['aroondown'] = res.iloc[:, 0] dataframe['aroonup'] = res.iloc[:, 1] bbands = ta.BBANDS(dataframe, timeperiod=14, nbdevup=2.0, nbdevdn=2.0) dataframe['upperband'] = bbands['upperband'] dataframe['middleband'] = bbands['middleband'] dataframe['lowerband'] = bbands['lowerband'] return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['willr'] < -75) ) & ( qtpylib.crossed_above(dataframe['ppo'], 0) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['dema']) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['cci'] > 80) ) & ( qtpylib.crossed_below(dataframe['ppo'], 0) ) & ( qtpylib.crossed_below(dataframe['aroonup'], dataframe['aroondown']) ) & ( qtpylib.crossed_below(dataframe['aroonup'], dataframe['aroondown']) ) & ( (dataframe['close'] > dataframe['upperband'] * 0.98) ), 'exit_long'] = 1 return dataframe