# 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_99_1(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['ppo'] = ta.PPO(dataframe, fastperiod=12, slowperiod=26) dataframe['bop'] = ta.BOP(dataframe) dataframe['obv'] = ta.OBV(dataframe) dataframe['obv_sma'] = ta.SMA(dataframe, timeperiod=10, price='obv') dataframe['atr'] = ta.ATR(dataframe, timeperiod=7) stoch = ta.STOCH(dataframe, fastk_period=21, slowk_period=5, slowd_period=5) dataframe['slowk'] = stoch['slowk'] dataframe['slowd'] = stoch['slowd'] dataframe['sma_fast'] = ta.SMA(dataframe, timeperiod=9) dataframe['sma_slow'] = ta.SMA(dataframe, timeperiod=21) dataframe['sar'] = ta.SAR(dataframe, acceleration=0.01, maximum=0.1) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['adx'] > 25) ) & ( qtpylib.crossed_above(dataframe['ppo'], 0) ) & ( qtpylib.crossed_above(dataframe['bop'], 0) ) & ( 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['slowk'] > 75) ) & ( qtpylib.crossed_below(dataframe['sma_fast'], dataframe['sma_slow']) ) & ( qtpylib.crossed_below(dataframe['close'], dataframe['sar']) ), 'exit_long'] = 1 return dataframe