# 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_3(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: res = ta.AROON(dataframe, timeperiod=14) dataframe['aroondown'] = res.iloc[:, 0] dataframe['aroonup'] = res.iloc[:, 1] dataframe['tema'] = ta.TEMA(dataframe, timeperiod=20) dataframe['kama'] = ta.KAMA(dataframe, timeperiod=30) dataframe['mom'] = ta.MOM(dataframe, timeperiod=5) dataframe['trix'] = ta.TRIX(dataframe, timeperiod=9) dataframe['ultosc'] = ta.ULTOSC(dataframe, timeperiod1=7, timeperiod2=14, timeperiod3=28) dataframe['sma_fast'] = ta.SMA(dataframe, timeperiod=20) dataframe['sma_slow'] = ta.SMA(dataframe, timeperiod=50) dataframe['wma'] = ta.WMA(dataframe, timeperiod=20) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( qtpylib.crossed_above(dataframe['aroonup'], dataframe['aroondown']) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['tema']) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['kama']) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( qtpylib.crossed_below(dataframe['mom'], 0) ) & ( qtpylib.crossed_below(dataframe['trix'], 0) ) & ( (dataframe['ultosc'] > 65) ) & ( qtpylib.crossed_below(dataframe['sma_fast'], dataframe['sma_slow']) ) & ( qtpylib.crossed_below(dataframe['close'], dataframe['wma']) ), 'exit_long'] = 1 return dataframe