# 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_7_6(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['aroonosc'] = ta.AROONOSC(dataframe, timeperiod=10) bbands = ta.BBANDS(dataframe, timeperiod=20, nbdevup=2.0, nbdevdn=2.0) dataframe['upperband'] = bbands['upperband'] dataframe['middleband'] = bbands['middleband'] dataframe['lowerband'] = bbands['lowerband'] dataframe['obv'] = ta.OBV(dataframe) dataframe['obv_sma'] = ta.SMA(dataframe, timeperiod=20, price='obv') dataframe['cci'] = ta.CCI(dataframe, timeperiod=7) dataframe['willr'] = ta.WILLR(dataframe, timeperiod=14) dataframe['ultosc'] = ta.ULTOSC(dataframe, timeperiod1=7, timeperiod2=14, timeperiod3=28) dataframe['adosc'] = ta.ADOSC(dataframe, fastperiod=5, slowperiod=20) dataframe['atr'] = ta.ATR(dataframe, timeperiod=7) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( qtpylib.crossed_above(dataframe['aroonosc'], 0) ) & ( (dataframe['close'] < dataframe['lowerband'] * 1.02) ) & ( 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['cci'] > 80) ) & ( (dataframe['willr'] > -20) ) & ( (dataframe['ultosc'] > 65) ) & ( qtpylib.crossed_below(dataframe['adosc'], 0) ), 'exit_long'] = 1 return dataframe