# 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_4_0(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['cmo'] = ta.CMO(dataframe, timeperiod=14) dataframe['apo'] = ta.APO(dataframe, fastperiod=12, slowperiod=26) dataframe['aroonosc'] = ta.AROONOSC(dataframe, timeperiod=10) dataframe['sar'] = ta.SAR(dataframe, acceleration=0.02, maximum=0.2) stochrsi = ta.STOCHRSI(dataframe, timeperiod=14, fastk_period=5, fastd_period=3) dataframe['fastk'] = stochrsi['fastk'] dataframe['fastd'] = stochrsi['fastd'] dataframe['mfi'] = ta.MFI(dataframe, timeperiod=14) bbands = ta.BBANDS(dataframe, timeperiod=20, nbdevup=2.5, nbdevdn=2.5) dataframe['upperband'] = bbands['upperband'] dataframe['middleband'] = bbands['middleband'] dataframe['lowerband'] = bbands['lowerband'] dataframe['adosc'] = ta.ADOSC(dataframe, fastperiod=3, slowperiod=10) dataframe['atr'] = ta.ATR(dataframe, timeperiod=14) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['cmo'] < -50) ) & ( qtpylib.crossed_above(dataframe['apo'], 0) ) & ( qtpylib.crossed_above(dataframe['aroonosc'], 0) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['sar']) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['fastk'] > 80) ) & ( (dataframe['mfi'] > 80) ) & ( (dataframe['close'] > dataframe['upperband'] * 1.0) ) & ( qtpylib.crossed_below(dataframe['adosc'], 0) ), 'exit_long'] = 1 return dataframe