# 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_34_18(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['bop'] = ta.BOP(dataframe) dataframe['dema'] = ta.DEMA(dataframe, timeperiod=10) dataframe['kama'] = ta.KAMA(dataframe, timeperiod=30) bbands = ta.BBANDS(dataframe, timeperiod=14, nbdevup=2.0, nbdevdn=2.0) dataframe['upperband'] = bbands['upperband'] dataframe['middleband'] = bbands['middleband'] dataframe['lowerband'] = bbands['lowerband'] dataframe['natr'] = ta.NATR(dataframe, timeperiod=14) dataframe['willr'] = ta.WILLR(dataframe, timeperiod=14) dataframe['adx'] = ta.ADX(dataframe, timeperiod=14) dataframe['ppo'] = ta.PPO(dataframe, fastperiod=12, slowperiod=26) dataframe['adosc'] = ta.ADOSC(dataframe, fastperiod=3, slowperiod=10) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( qtpylib.crossed_above(dataframe['bop'], 0) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['dema']) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['kama']) ) & ( (dataframe['close'] < dataframe['lowerband'] * 1.02) ) & ( (dataframe['natr'] > 2.0) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['willr'] > -20) ) & ( (dataframe['adx'] < 25) ) & ( qtpylib.crossed_below(dataframe['ppo'], 0) ) & ( qtpylib.crossed_below(dataframe['adosc'], 0) ) & ( qtpylib.crossed_below(dataframe['adosc'], 0) ), 'exit_long'] = 1 return dataframe