# 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_25_0(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['adx'] = ta.ADX(dataframe, timeperiod=14) dataframe['dema'] = ta.DEMA(dataframe, timeperiod=10) dataframe['adosc'] = ta.ADOSC(dataframe, fastperiod=2, slowperiod=5) dataframe['natr'] = ta.NATR(dataframe, timeperiod=14) dataframe['aroonosc'] = ta.AROONOSC(dataframe, timeperiod=14) dataframe['ema_fast'] = ta.EMA(dataframe, timeperiod=20) dataframe['ema_slow'] = ta.EMA(dataframe, timeperiod=50) dataframe['ad'] = ta.AD(dataframe) dataframe['ad_sma'] = ta.SMA(dataframe, timeperiod=10, price='ad') return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['mfi'] < 25) ) & ( (dataframe['adx'] > 30) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['dema']) ) & ( qtpylib.crossed_above(dataframe['adosc'], 0) ) & ( (dataframe['natr'] > 2.0) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( qtpylib.crossed_below(dataframe['aroonosc'], 0) ) & ( qtpylib.crossed_below(dataframe['ema_fast'], dataframe['ema_slow']) ) & ( qtpylib.crossed_below(dataframe['close'], dataframe['dema']) ) & ( qtpylib.crossed_below(dataframe['ad'], dataframe['ad_sma']) ), 'exit_long'] = 1 return dataframe