# 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_2_15(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['rsi'] = ta.RSI(dataframe, timeperiod=7) dataframe['sma_fast'] = ta.SMA(dataframe, timeperiod=20) dataframe['sma_slow'] = ta.SMA(dataframe, timeperiod=50) dataframe['wma'] = ta.WMA(dataframe, timeperiod=10) dataframe['ad'] = ta.AD(dataframe) dataframe['ad_sma'] = ta.SMA(dataframe, timeperiod=10, price='ad') dataframe['willr'] = ta.WILLR(dataframe, timeperiod=14) dataframe['cmo'] = ta.CMO(dataframe, timeperiod=14) dataframe['roc'] = ta.ROC(dataframe, timeperiod=5) res = ta.AROON(dataframe, timeperiod=10) dataframe['aroondown'] = res.iloc[:, 0] dataframe['aroonup'] = res.iloc[:, 1] bbands = ta.BBANDS(dataframe, timeperiod=20, nbdevup=1.5, nbdevdn=1.5) 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['rsi'] < 25) ) & ( qtpylib.crossed_above(dataframe['sma_fast'], dataframe['sma_slow']) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['wma']) ) & ( 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['willr'] > -20) ) & ( (dataframe['cmo'] > 40) ) & ( qtpylib.crossed_below(dataframe['roc'], 0) ) & ( qtpylib.crossed_below(dataframe['aroonup'], dataframe['aroondown']) ) & ( (dataframe['close'] > dataframe['upperband'] * 1.0) ), 'exit_long'] = 1 return dataframe