# source: https://raw.githubusercontent.com/bayazknn/trade-automation/bc5e1477f3652c7224438e09d946fd672257139c/strategies/ACO_76_4.py
# 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 Github_bayazknn_trade_automation__ACO_76_4__20260107_125949(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['atr'] = ta.ATR(dataframe, timeperiod=7)
        dataframe['natr'] = ta.NATR(dataframe, timeperiod=14)
        dataframe['apo'] = ta.APO(dataframe, fastperiod=12, slowperiod=26)
        dataframe['wma'] = ta.WMA(dataframe, timeperiod=20)
        dataframe['trima'] = ta.TRIMA(dataframe, timeperiod=20)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
        (
            (dataframe['adx'] > 30)
        ) & (
            qtpylib.crossed_above(dataframe['ppo'], 0)
        ) & (
            (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['close'], dataframe['wma'])
        ) & (
            qtpylib.crossed_below(dataframe['close'], dataframe['trima'])
        ),
        'exit_long'] = 1
        return dataframe