# 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_70_17(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['ad'] = ta.AD(dataframe) dataframe['ad_sma'] = ta.SMA(dataframe, timeperiod=10, price='ad') dataframe['natr'] = ta.NATR(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['wma'] = ta.WMA(dataframe, timeperiod=20) 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) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['adx'] > 25) ) & ( qtpylib.crossed_above(dataframe['ad'], dataframe['ad_sma']) ) & ( (dataframe['natr'] > 2.0) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( qtpylib.crossed_below(dataframe['apo'], 0) ) & ( qtpylib.crossed_below(dataframe['aroonup'], dataframe['aroondown']) ) & ( qtpylib.crossed_below(dataframe['close'], dataframe['wma']) ) & ( (dataframe['close'] > dataframe['upperband'] * 0.98) ), 'exit_long'] = 1 return dataframe