# 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_16(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['bop'] = ta.BOP(dataframe) dataframe['obv'] = ta.OBV(dataframe) dataframe['obv_sma'] = ta.SMA(dataframe, timeperiod=10, price='obv') stochrsi = ta.STOCHRSI(dataframe, timeperiod=7, fastk_period=3, fastd_period=3) dataframe['fastk'] = stochrsi['fastk'] dataframe['fastd'] = stochrsi['fastd'] dataframe['willr'] = ta.WILLR(dataframe, timeperiod=7) dataframe['roc'] = ta.ROC(dataframe, timeperiod=5) dataframe['apo'] = ta.APO(dataframe, fastperiod=12, slowperiod=26) dataframe['t3'] = ta.T3(dataframe, timeperiod=5, vfactor=0.7) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['adx'] > 25) ) & ( (dataframe['adx'] > 30) ) & ( qtpylib.crossed_above(dataframe['bop'], 0) ) & ( 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['fastk'] > 85) ) & ( (dataframe['willr'] > -25) ) & ( qtpylib.crossed_below(dataframe['roc'], 0) ) & ( qtpylib.crossed_below(dataframe['apo'], 0) ) & ( qtpylib.crossed_below(dataframe['close'], dataframe['t3']) ), 'exit_long'] = 1 return dataframe