# 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_52_11(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) bbands = ta.BBANDS(dataframe, timeperiod=14, nbdevup=2.0, nbdevdn=2.0) dataframe['upperband'] = bbands['upperband'] dataframe['middleband'] = bbands['middleband'] dataframe['lowerband'] = bbands['lowerband'] dataframe['atr'] = ta.ATR(dataframe, timeperiod=14) stoch = ta.STOCH(dataframe, fastk_period=21, slowk_period=5, slowd_period=5) dataframe['slowk'] = stoch['slowk'] dataframe['slowd'] = stoch['slowd'] dataframe['roc'] = ta.ROC(dataframe, timeperiod=5) dataframe['trix'] = ta.TRIX(dataframe, timeperiod=9) 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] return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['adx'] > 30) ) & ( qtpylib.crossed_above(dataframe['bop'], 0) ) & ( (dataframe['close'] < dataframe['lowerband'] * 1.02) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['slowk'] > 75) ) & ( qtpylib.crossed_below(dataframe['roc'], 0) ) & ( qtpylib.crossed_below(dataframe['trix'], 0) ) & ( qtpylib.crossed_below(dataframe['apo'], 0) ) & ( qtpylib.crossed_below(dataframe['aroonup'], dataframe['aroondown']) ), 'exit_long'] = 1 return dataframe