# 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_88_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['dema'] = ta.DEMA(dataframe, timeperiod=10) dataframe['kama'] = ta.KAMA(dataframe, timeperiod=30) dataframe['atr'] = ta.ATR(dataframe, timeperiod=7) macd = ta.MACD(dataframe, fastperiod=8, slowperiod=17, signalperiod=9) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] dataframe['plus_di'] = ta.PLUS_DI(dataframe, timeperiod=14) dataframe['minus_di'] = ta.MINUS_DI(dataframe, timeperiod=14) dataframe['trix'] = ta.TRIX(dataframe, timeperiod=15) dataframe['apo'] = ta.APO(dataframe, fastperiod=5, slowperiod=20) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['adx'] > 25) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['dema']) ) & ( qtpylib.crossed_above(dataframe['close'], dataframe['kama']) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( qtpylib.crossed_below(dataframe['macd'], dataframe['macdsignal']) ) & ( qtpylib.crossed_below(dataframe['plus_di'], dataframe['minus_di']) ) & ( qtpylib.crossed_below(dataframe['trix'], 0) ) & ( qtpylib.crossed_below(dataframe['apo'], 0) ), 'exit_long'] = 1 return dataframe