# source: https://raw.githubusercontent.com/bayazknn/trade-automation/bc5e1477f3652c7224438e09d946fd672257139c/strategies/ACO_11_9.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_11_9__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:
        stochrsi = ta.STOCHRSI(dataframe, timeperiod=7, fastk_period=3, fastd_period=3)
        dataframe['fastk'] = stochrsi['fastk']
        dataframe['fastd'] = stochrsi['fastd']
        dataframe['roc'] = ta.ROC(dataframe, timeperiod=5)
        dataframe['atr'] = ta.ATR(dataframe, timeperiod=7)
        dataframe['natr'] = ta.NATR(dataframe, timeperiod=14)
        dataframe['cci'] = ta.CCI(dataframe, timeperiod=20)
        dataframe['mfi'] = ta.MFI(dataframe, timeperiod=14)
        dataframe['trix'] = ta.TRIX(dataframe, timeperiod=21)
        dataframe['sar'] = ta.SAR(dataframe, acceleration=0.01, maximum=0.1)
        dataframe['ad'] = ta.AD(dataframe)
        dataframe['ad_sma'] = ta.SMA(dataframe, timeperiod=20, price='ad')
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
        (
            (dataframe['fastk'] < 15)
        ) & (
            qtpylib.crossed_above(dataframe['roc'], 0)
        ) & (
            (dataframe['natr'] > 2.0)
        ),
        'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
        (
            (dataframe['cci'] > 150)
        ) & (
            (dataframe['mfi'] > 75)
        ) & (
            qtpylib.crossed_below(dataframe['trix'], 0)
        ) & (
            qtpylib.crossed_below(dataframe['close'], dataframe['sar'])
        ) & (
            qtpylib.crossed_below(dataframe['ad'], dataframe['ad_sma'])
        ),
        'exit_long'] = 1
        return dataframe