# 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_5_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['apo'] = ta.APO(dataframe, fastperiod=5, slowperiod=20) dataframe['dema'] = ta.DEMA(dataframe, timeperiod=20) dataframe['tema'] = ta.TEMA(dataframe, timeperiod=20) dataframe['ad'] = ta.AD(dataframe) dataframe['ad_sma'] = ta.SMA(dataframe, timeperiod=10, price='ad') dataframe['mom'] = ta.MOM(dataframe, timeperiod=5) dataframe['ema_fast'] = ta.EMA(dataframe, timeperiod=9) dataframe['ema_slow'] = ta.EMA(dataframe, timeperiod=21) dataframe['kama'] = ta.KAMA(dataframe, timeperiod=10) dataframe['wma'] = ta.WMA(dataframe, timeperiod=10) dataframe['adosc'] = ta.ADOSC(dataframe, fastperiod=5, slowperiod=20) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( qtpylib.crossed_above(dataframe['apo'], 0) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['dema']) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['tema']) ) & ( qtpylib.crossed_above(dataframe['ad'], dataframe['ad_sma']) ), '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['ema_fast'], dataframe['ema_slow']) ) & ( qtpylib.crossed_below(dataframe['close'], dataframe['kama']) ) & ( qtpylib.crossed_below(dataframe['close'], dataframe['wma']) ) & ( qtpylib.crossed_below(dataframe['adosc'], 0) ), 'exit_long'] = 1 return dataframe