# 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_90_4(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['dema'] = ta.DEMA(dataframe, timeperiod=10) dataframe['natr'] = ta.NATR(dataframe, timeperiod=14) macd = ta.MACD(dataframe, fastperiod=8, slowperiod=17, signalperiod=9) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] stochrsi = ta.STOCHRSI(dataframe, timeperiod=7, fastk_period=3, fastd_period=3) dataframe['fastk'] = stochrsi['fastk'] dataframe['fastd'] = stochrsi['fastd'] dataframe['mfi'] = ta.MFI(dataframe, timeperiod=14) dataframe['plus_di'] = ta.PLUS_DI(dataframe, timeperiod=14) dataframe['minus_di'] = ta.MINUS_DI(dataframe, timeperiod=14) dataframe['apo'] = ta.APO(dataframe, fastperiod=12, slowperiod=26) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( qtpylib.crossed_above(dataframe['close'], dataframe['dema']) ) & ( (dataframe['natr'] > 1.5) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( qtpylib.crossed_below(dataframe['macd'], dataframe['macdsignal']) ) & ( (dataframe['fastk'] > 85) ) & ( (dataframe['mfi'] > 80) ) & ( qtpylib.crossed_below(dataframe['plus_di'], dataframe['minus_di']) ) & ( qtpylib.crossed_below(dataframe['apo'], 0) ), 'exit_long'] = 1 return dataframe