# 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_38_1(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['adx'] = ta.ADX(dataframe, timeperiod=14) dataframe['ema_fast'] = ta.EMA(dataframe, timeperiod=20) dataframe['ema_slow'] = ta.EMA(dataframe, timeperiod=50) dataframe['dema'] = ta.DEMA(dataframe, timeperiod=10) dataframe['atr'] = ta.ATR(dataframe, timeperiod=7) dataframe['natr'] = ta.NATR(dataframe, timeperiod=14) macd = ta.MACD(dataframe, fastperiod=8, slowperiod=17, signalperiod=9) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] stoch = ta.STOCH(dataframe, fastk_period=21, slowk_period=5, slowd_period=5) dataframe['slowk'] = stoch['slowk'] dataframe['slowd'] = stoch['slowd'] res = ta.AROON(dataframe, timeperiod=14) dataframe['aroondown'] = res.iloc[:, 0] dataframe['aroonup'] = res.iloc[:, 1] dataframe['t3'] = ta.T3(dataframe, timeperiod=10, vfactor=0.9) dataframe['adosc'] = ta.ADOSC(dataframe, fastperiod=3, slowperiod=10) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['adx'] > 30) ) & ( qtpylib.crossed_above(dataframe['ema_fast'], dataframe['ema_slow']) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['dema']) ) & ( (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['macd'], dataframe['macdsignal']) ) & ( (dataframe['slowk'] > 75) ) & ( qtpylib.crossed_below(dataframe['aroonup'], dataframe['aroondown']) ) & ( qtpylib.crossed_below(dataframe['close'], dataframe['t3']) ) & ( qtpylib.crossed_below(dataframe['adosc'], 0) ), 'exit_long'] = 1 return dataframe