# 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_33_2(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=21) dataframe['adx'] = ta.ADX(dataframe, timeperiod=14) dataframe['trix'] = ta.TRIX(dataframe, timeperiod=15) dataframe['plus_di'] = ta.PLUS_DI(dataframe, timeperiod=14) dataframe['minus_di'] = ta.MINUS_DI(dataframe, timeperiod=14) res = ta.AROON(dataframe, timeperiod=14) dataframe['aroondown'] = res.iloc[:, 0] dataframe['aroonup'] = res.iloc[:, 1] dataframe['tema'] = ta.TEMA(dataframe, timeperiod=10) dataframe['adosc'] = ta.ADOSC(dataframe, fastperiod=3, slowperiod=10) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rsi'] < 35) ) & ( (dataframe['adx'] > 30) ) & ( qtpylib.crossed_above(dataframe['trix'], 0) ) & ( qtpylib.crossed_above(dataframe['trix'], 0) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( qtpylib.crossed_below(dataframe['plus_di'], dataframe['minus_di']) ) & ( qtpylib.crossed_below(dataframe['trix'], 0) ) & ( qtpylib.crossed_below(dataframe['aroonup'], dataframe['aroondown']) ) & ( qtpylib.crossed_below(dataframe['close'], dataframe['tema']) ) & ( qtpylib.crossed_below(dataframe['adosc'], 0) ), 'exit_long'] = 1 return dataframe