# 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_49_15(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: stoch = ta.STOCH(dataframe, fastk_period=14, slowk_period=3, slowd_period=3) dataframe['slowk'] = stoch['slowk'] dataframe['slowd'] = stoch['slowd'] dataframe['adx'] = ta.ADX(dataframe, timeperiod=14) dataframe['obv'] = ta.OBV(dataframe) dataframe['obv_sma'] = ta.SMA(dataframe, timeperiod=10, price='obv') dataframe['cmo'] = ta.CMO(dataframe, timeperiod=14) dataframe['apo'] = ta.APO(dataframe, fastperiod=5, slowperiod=20) res = ta.AROON(dataframe, timeperiod=14) dataframe['aroondown'] = res.iloc[:, 0] dataframe['aroonup'] = res.iloc[:, 1] dataframe['ema_fast'] = ta.EMA(dataframe, timeperiod=20) dataframe['ema_slow'] = ta.EMA(dataframe, timeperiod=50) dataframe['wma'] = ta.WMA(dataframe, timeperiod=20) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['slowk'] < 20) ) & ( (dataframe['adx'] > 30) ) & ( qtpylib.crossed_above(dataframe['obv'], dataframe['obv_sma']) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['cmo'] > 50) ) & ( qtpylib.crossed_below(dataframe['apo'], 0) ) & ( qtpylib.crossed_below(dataframe['aroonup'], dataframe['aroondown']) ) & ( qtpylib.crossed_below(dataframe['ema_fast'], dataframe['ema_slow']) ) & ( qtpylib.crossed_below(dataframe['close'], dataframe['wma']) ), 'exit_long'] = 1 return dataframe