# source: https://raw.githubusercontent.com/bayazknn/trade-automation/bc5e1477f3652c7224438e09d946fd672257139c/strategies/base/BBANDS_wide.py
# Source: generated from predefined_indicators.json
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__BBANDS_wide__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:
        bbands = ta.BBANDS(dataframe, timeperiod=20, nbdevup=2.5, nbdevdn=2.5)
        dataframe['upperband'] = bbands['upperband']
        dataframe['middleband'] = bbands['middleband']
        dataframe['lowerband'] = bbands['lowerband']
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (dataframe['close'] < dataframe['lowerband'] * 1.0),
            'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (dataframe['close'] > dataframe['upperband'] * 1.0),
            'exit_long'] = 1
        return dataframe