# 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_3_17(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: stochrsi = ta.STOCHRSI(dataframe, timeperiod=7, fastk_period=3, fastd_period=3) dataframe['fastk'] = stochrsi['fastk'] dataframe['fastd'] = stochrsi['fastd'] dataframe['roc'] = ta.ROC(dataframe, timeperiod=5) dataframe['ultosc'] = ta.ULTOSC(dataframe, timeperiod1=7, timeperiod2=14, timeperiod3=28) dataframe['kama'] = ta.KAMA(dataframe, timeperiod=30) bbands = ta.BBANDS(dataframe, timeperiod=20, nbdevup=2.5, nbdevdn=2.5) dataframe['upperband'] = bbands['upperband'] dataframe['middleband'] = bbands['middleband'] dataframe['lowerband'] = bbands['lowerband'] res = ta.AROON(dataframe, timeperiod=10) dataframe['aroondown'] = res.iloc[:, 0] dataframe['aroonup'] = res.iloc[:, 1] dataframe['sar'] = ta.SAR(dataframe, acceleration=0.02, maximum=0.2) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['fastk'] < 15) ) & ( qtpylib.crossed_above(dataframe['roc'], 0) ) & ( (dataframe['ultosc'] < 30) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['kama']) ) & ( (dataframe['close'] < dataframe['lowerband'] * 1.0) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( qtpylib.crossed_below(dataframe['aroonup'], dataframe['aroondown']) ) & ( qtpylib.crossed_below(dataframe['close'], dataframe['sar']) ), 'exit_long'] = 1 return dataframe