# source: https://raw.githubusercontent.com/bayazknn/trade-automation/bc5e1477f3652c7224438e09d946fd672257139c/strategies/ACO_84_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_84_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)
        bbands = ta.BBANDS(dataframe, timeperiod=20, nbdevup=1.5, nbdevdn=1.5)
        dataframe['upperband'] = bbands['upperband']
        dataframe['middleband'] = bbands['middleband']
        dataframe['lowerband'] = bbands['lowerband']
        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['plus_di'] = ta.PLUS_DI(dataframe, timeperiod=14)
        dataframe['minus_di'] = ta.MINUS_DI(dataframe, timeperiod=14)
        res = ta.AROON(dataframe, timeperiod=14)
        dataframe['aroondown'] = res.iloc[:, 0]
        dataframe['aroonup'] = res.iloc[:, 1]
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
        (
            (dataframe['adx'] > 25)
        ) & (
            (dataframe['adx'] > 30)
        ) & (
            (dataframe['close'] < dataframe['lowerband'] * 1.0)
        ) & (
            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['plus_di'], dataframe['minus_di'])
        ) & (
            qtpylib.crossed_below(dataframe['aroonup'], dataframe['aroondown'])
        ),
        'exit_long'] = 1
        return dataframe