# 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_24_10(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['mom'] = ta.MOM(dataframe, timeperiod=20) dataframe['ema_fast'] = ta.EMA(dataframe, timeperiod=9) dataframe['ema_slow'] = ta.EMA(dataframe, timeperiod=21) dataframe['dema'] = ta.DEMA(dataframe, timeperiod=10) dataframe['kama'] = ta.KAMA(dataframe, timeperiod=30) dataframe['atr'] = ta.ATR(dataframe, timeperiod=7) 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['cci'] = ta.CCI(dataframe, timeperiod=20) dataframe['bop'] = ta.BOP(dataframe) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( qtpylib.crossed_above(dataframe['mom'], 0) ) & ( qtpylib.crossed_above(dataframe['ema_fast'], dataframe['ema_slow']) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['dema']) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['kama']) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rsi'] > 65) ) & ( (dataframe['slowk'] > 75) ) & ( (dataframe['cci'] > 150) ) & ( qtpylib.crossed_below(dataframe['bop'], 0) ), 'exit_long'] = 1 return dataframe