From 6a397f579e449e40c18584d45ee318b1603ac7b5 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Sun, 29 Sep 2019 00:43:27 +0300 Subject: [PATCH] Add description of usage --- docs/hyperopt.md | 27 +++++++++++++++++++++++++++ 1 file changed, 27 insertions(+) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index beef414bf..1ca371e3d 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -381,6 +381,22 @@ ROI table: 118: 0} ``` +In order to use this best ROI table found by Hyperopt in backtesting and for live trades/dry-run, copy-paste it as the value of the `minimal_roi` attribute of your custom strategy: + +``` + # Minimal ROI designed for the strategy. + # This attribute will be overridden if the config file contains "minimal_roi" + minimal_roi = { + 0: 0.10674, + 21: 0.09158, + 78: 0.03634, + 118: 0 + } +``` +As stated in the comment, you can also use it as the value of the `minimal_roi` setting in the configuration file. + +#### Default ROI Search Space + If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the ticker_interval used. By default the values can vary in the following ranges (for some of the most used ticker intervals, values are rounded to 5 digits after the decimal point): | # step | 1m | | 5m | | 1h | | 1d | | @@ -414,6 +430,17 @@ Buy hyperspace params: Stoploss: -0.27996 ``` +In order to use this best stoploss value found by Hyperopt in backtesting and for live trades/dry-run, copy-paste it as the value of the `stoploss` attribute of your custom strategy: + +``` + # Optimal stoploss designed for the strategy + # This attribute will be overridden if the config file contains "stoploss" + stoploss = -0.27996 +``` +As stated in the comment, you can also use it as the value of the `stoploss` setting in the configuration file. + +#### Default Stoploss Search Space + If you are optimizing stoploss values, Freqtrade creates the 'stoploss' optimization hyperspace for you. By default, the stoploss values in that hyperspace can vary in the range -0.35...-0.02, which is sufficient in most cases. If you have the `stoploss_space()` method in your custom hyperopt file, remove it in order to utilize Stoploss hyperoptimization space generated by Freqtrade by default.