mirror of
https://github.com/freqtrade/freqtrade.git
synced 2026-05-01 22:46:35 +00:00
Merge branch 'develop' into pr/gaardiolor/10839
This commit is contained in:
Matthias
@@ -37,8 +37,8 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
|
||||
min_date: datetime,
|
||||
max_date: datetime,
|
||||
config: Config,
|
||||
processed: Dict[str, DataFrame],
|
||||
backtest_stats: Dict[str, Any],
|
||||
processed: dict[str, DataFrame],
|
||||
backtest_stats: dict[str, Any],
|
||||
**kwargs,
|
||||
) -> float:
|
||||
"""
|
||||
@@ -103,7 +103,7 @@ class MyAwesomeStrategy(IStrategy):
|
||||
SKDecimal(0.01, 0.20, decimals=3, name='roi_p3'),
|
||||
]
|
||||
|
||||
def generate_roi_table(params: Dict) -> Dict[int, float]:
|
||||
def generate_roi_table(params: Dict) -> dict[int, float]:
|
||||
|
||||
roi_table = {}
|
||||
roi_table[0] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
|
||||
|
||||
@@ -10,12 +10,14 @@ To learn how to get data for the pairs and exchange you're interested in, head o
|
||||
```
|
||||
usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
|
||||
[-d PATH] [--userdir PATH] [-s NAME]
|
||||
[--strategy-path PATH] [-i TIMEFRAME]
|
||||
[--timerange TIMERANGE]
|
||||
[--data-format-ohlcv {json,jsongz,hdf5}]
|
||||
[--strategy-path PATH]
|
||||
[--recursive-strategy-search]
|
||||
[--freqaimodel NAME] [--freqaimodel-path PATH]
|
||||
[-i TIMEFRAME] [--timerange TIMERANGE]
|
||||
[--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
|
||||
[--max-open-trades INT]
|
||||
[--stake-amount STAKE_AMOUNT] [--fee FLOAT]
|
||||
[-p PAIRS [PAIRS ...]] [--eps] [--dmmp]
|
||||
[-p PAIRS [PAIRS ...]] [--eps]
|
||||
[--enable-protections]
|
||||
[--dry-run-wallet DRY_RUN_WALLET]
|
||||
[--timeframe-detail TIMEFRAME_DETAIL]
|
||||
@@ -24,8 +26,9 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
|
||||
[--export-filename PATH]
|
||||
[--breakdown {day,week,month} [{day,week,month} ...]]
|
||||
[--cache {none,day,week,month}]
|
||||
[--freqai-backtest-live-models]
|
||||
|
||||
optional arguments:
|
||||
options:
|
||||
-h, --help show this help message and exit
|
||||
-i TIMEFRAME, --timeframe TIMEFRAME
|
||||
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
|
||||
@@ -48,10 +51,6 @@ optional arguments:
|
||||
--eps, --enable-position-stacking
|
||||
Allow buying the same pair multiple times (position
|
||||
stacking).
|
||||
--dmmp, --disable-max-market-positions
|
||||
Disable applying `max_open_trades` during backtest
|
||||
(same as setting `max_open_trades` to a very high
|
||||
number).
|
||||
--enable-protections, --enableprotections
|
||||
Enable protections for backtesting.Will slow
|
||||
backtesting down by a considerable amount, but will
|
||||
@@ -80,10 +79,13 @@ optional arguments:
|
||||
--cache {none,day,week,month}
|
||||
Load a cached backtest result no older than specified
|
||||
age (default: day).
|
||||
--freqai-backtest-live-models
|
||||
Run backtest with ready models.
|
||||
|
||||
Common arguments:
|
||||
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
|
||||
--logfile FILE Log to the file specified. Special values are:
|
||||
--logfile FILE, --log-file FILE
|
||||
Log to the file specified. Special values are:
|
||||
'syslog', 'journald'. See the documentation for more
|
||||
details.
|
||||
-V, --version show program's version number and exit
|
||||
@@ -92,7 +94,7 @@ Common arguments:
|
||||
`userdir/config.json` or `config.json` whichever
|
||||
exists). Multiple --config options may be used. Can be
|
||||
set to `-` to read config from stdin.
|
||||
-d PATH, --datadir PATH
|
||||
-d PATH, --datadir PATH, --data-dir PATH
|
||||
Path to directory with historical backtesting data.
|
||||
--userdir PATH, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
@@ -102,6 +104,12 @@ Strategy arguments:
|
||||
Specify strategy class name which will be used by the
|
||||
bot.
|
||||
--strategy-path PATH Specify additional strategy lookup path.
|
||||
--recursive-strategy-search
|
||||
Recursively search for a strategy in the strategies
|
||||
folder.
|
||||
--freqaimodel NAME Specify a custom freqaimodels.
|
||||
--freqaimodel-path PATH
|
||||
Specify additional lookup path for freqaimodels.
|
||||
|
||||
```
|
||||
|
||||
@@ -558,6 +566,7 @@ Since backtesting lacks some detailed information about what happens within a ca
|
||||
- Stoploss
|
||||
- ROI
|
||||
- Trailing stoploss
|
||||
- Position reversals (futures only) happen if an entry signal in the other direction than the closing trade triggers at the candle the existing trade closes.
|
||||
|
||||
Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode.
|
||||
Also, keep in mind that past results don't guarantee future success.
|
||||
|
||||
@@ -252,6 +252,14 @@ OKX requires a passphrase for each api key, you will therefore need to add this
|
||||
Gate.io allows the use of `POINT` to pay for fees. As this is not a tradable currency (no regular market available), automatic fee calculations will fail (and default to a fee of 0).
|
||||
The configuration parameter `exchange.unknown_fee_rate` can be used to specify the exchange rate between Point and the stake currency. Obviously, changing the stake-currency will also require changes to this value.
|
||||
|
||||
Gate API keys require the following permissions on top of the market type you want to trade:
|
||||
|
||||
* "Spot Trade" _or_ "Perpetual Futures" (Read and Write) (either select both, or the one matching the market you want to trade)
|
||||
* "Wallet" (read only)
|
||||
* "Account" (read only)
|
||||
|
||||
Without these permissions, the bot will not start correctly and show errors like "permission missing".
|
||||
|
||||
## Bybit
|
||||
|
||||
Futures trading on bybit is currently supported for USDT markets, and will use isolated futures mode.
|
||||
|
||||
@@ -293,10 +293,10 @@ class MyCoolPyTorchClassifier(BasePyTorchClassifier):
|
||||
super().__init__(**kwargs)
|
||||
config = self.freqai_info.get("model_training_parameters", {})
|
||||
self.learning_rate: float = config.get("learning_rate", 3e-4)
|
||||
self.model_kwargs: Dict[str, Any] = config.get("model_kwargs", {})
|
||||
self.trainer_kwargs: Dict[str, Any] = config.get("trainer_kwargs", {})
|
||||
self.model_kwargs: dict[str, Any] = config.get("model_kwargs", {})
|
||||
self.trainer_kwargs: dict[str, Any] = config.get("trainer_kwargs", {})
|
||||
|
||||
def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
|
||||
def fit(self, data_dictionary: dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
|
||||
"""
|
||||
User sets up the training and test data to fit their desired model here
|
||||
:param data_dictionary: the dictionary holding all data for train, test,
|
||||
@@ -359,10 +359,10 @@ class PyTorchMLPRegressor(BasePyTorchRegressor):
|
||||
super().__init__(**kwargs)
|
||||
config = self.freqai_info.get("model_training_parameters", {})
|
||||
self.learning_rate: float = config.get("learning_rate", 3e-4)
|
||||
self.model_kwargs: Dict[str, Any] = config.get("model_kwargs", {})
|
||||
self.trainer_kwargs: Dict[str, Any] = config.get("trainer_kwargs", {})
|
||||
self.model_kwargs: dict[str, Any] = config.get("model_kwargs", {})
|
||||
self.trainer_kwargs: dict[str, Any] = config.get("trainer_kwargs", {})
|
||||
|
||||
def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
|
||||
def fit(self, data_dictionary: dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
|
||||
n_features = data_dictionary["train_features"].shape[-1]
|
||||
model = PyTorchMLPModel(
|
||||
input_dim=n_features,
|
||||
|
||||
@@ -22,6 +22,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
|
||||
| `write_metrics_to_disk` | Collect train timings, inference timings and cpu usage in json file. <br> **Datatype:** Boolean. <br> Default: `False`
|
||||
| `data_kitchen_thread_count` | <br> Designate the number of threads you want to use for data processing (outlier methods, normalization, etc.). This has no impact on the number of threads used for training. If user does not set it (default), FreqAI will use max number of threads - 2 (leaving 1 physical core available for Freqtrade bot and FreqUI) <br> **Datatype:** Positive integer.
|
||||
| `activate_tensorboard` | <br> Indicate whether or not to activate tensorboard for the tensorboard enabled modules (currently Reinforcment Learning, XGBoost, Catboost, and PyTorch). Tensorboard needs Torch installed, which means you will need the torch/RL docker image or you need to answer "yes" to the install question about whether or not you wish to install Torch. <br> **Datatype:** Boolean. <br> Default: `True`.
|
||||
| `wait_for_training_iteration_on_reload` | <br> When using /reload or ctrl-c, wait for the current training iteration to finish before completing graceful shutdown. If set to `False`, FreqAI will break the current training iteration, allowing you to shutdown gracefully more quickly, but you will lose your current training iteration. <br> **Datatype:** Boolean. <br> Default: `True`.
|
||||
|
||||
### Feature parameters
|
||||
|
||||
|
||||
@@ -42,11 +42,11 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
|
||||
[--recursive-strategy-search] [--freqaimodel NAME]
|
||||
[--freqaimodel-path PATH] [-i TIMEFRAME]
|
||||
[--timerange TIMERANGE]
|
||||
[--data-format-ohlcv {json,jsongz,hdf5}]
|
||||
[--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
|
||||
[--max-open-trades INT]
|
||||
[--stake-amount STAKE_AMOUNT] [--fee FLOAT]
|
||||
[-p PAIRS [PAIRS ...]] [--hyperopt-path PATH]
|
||||
[--eps] [--dmmp] [--enable-protections]
|
||||
[--eps] [--enable-protections]
|
||||
[--dry-run-wallet DRY_RUN_WALLET]
|
||||
[--timeframe-detail TIMEFRAME_DETAIL] [-e INT]
|
||||
[--spaces {all,buy,sell,roi,stoploss,trailing,protection,trades,default} [{all,buy,sell,roi,stoploss,trailing,protection,trades,default} ...]]
|
||||
@@ -55,15 +55,15 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
|
||||
[--hyperopt-loss NAME] [--disable-param-export]
|
||||
[--ignore-missing-spaces] [--analyze-per-epoch]
|
||||
|
||||
optional arguments:
|
||||
options:
|
||||
-h, --help show this help message and exit
|
||||
-i TIMEFRAME, --timeframe TIMEFRAME
|
||||
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
|
||||
--timerange TIMERANGE
|
||||
Specify what timerange of data to use.
|
||||
--data-format-ohlcv {json,jsongz,hdf5}
|
||||
--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}
|
||||
Storage format for downloaded candle (OHLCV) data.
|
||||
(default: `json`).
|
||||
(default: `feather`).
|
||||
--max-open-trades INT
|
||||
Override the value of the `max_open_trades`
|
||||
configuration setting.
|
||||
@@ -80,10 +80,6 @@ optional arguments:
|
||||
--eps, --enable-position-stacking
|
||||
Allow buying the same pair multiple times (position
|
||||
stacking).
|
||||
--dmmp, --disable-max-market-positions
|
||||
Disable applying `max_open_trades` during backtest
|
||||
(same as setting `max_open_trades` to a very high
|
||||
number).
|
||||
--enable-protections, --enableprotections
|
||||
Enable protections for backtesting.Will slow
|
||||
backtesting down by a considerable amount, but will
|
||||
@@ -133,7 +129,8 @@ optional arguments:
|
||||
|
||||
Common arguments:
|
||||
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
|
||||
--logfile FILE Log to the file specified. Special values are:
|
||||
--logfile FILE, --log-file FILE
|
||||
Log to the file specified. Special values are:
|
||||
'syslog', 'journald'. See the documentation for more
|
||||
details.
|
||||
-V, --version show program's version number and exit
|
||||
@@ -142,7 +139,7 @@ Common arguments:
|
||||
`userdir/config.json` or `config.json` whichever
|
||||
exists). Multiple --config options may be used. Can be
|
||||
set to `-` to read config from stdin.
|
||||
-d PATH, --datadir PATH
|
||||
-d PATH, --datadir PATH, --data-dir PATH
|
||||
Path to directory with historical backtesting data.
|
||||
--userdir PATH, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
@@ -867,18 +864,15 @@ You can use the `--print-all` command line option if you would like to see all r
|
||||
|
||||
## Position stacking and disabling max market positions
|
||||
|
||||
In some situations, you may need to run Hyperopt (and Backtesting) with the
|
||||
`--eps`/`--enable-position-staking` and `--dmmp`/`--disable-max-market-positions` arguments.
|
||||
In some situations, you may need to run Hyperopt (and Backtesting) with the `--eps`/`--enable-position-staking` argument, or you may need to set `max_open_trades` to a very high number to disable the limit on the number of open trades.
|
||||
|
||||
By default, hyperopt emulates the behavior of the Freqtrade Live Run/Dry Run, where only one
|
||||
open trade is allowed for every traded pair. The total number of trades open for all pairs
|
||||
open trade per pair is allowed. The total number of trades open for all pairs
|
||||
is also limited by the `max_open_trades` setting. During Hyperopt/Backtesting this may lead to
|
||||
some potential trades to be hidden (or masked) by previously open trades.
|
||||
potential trades being hidden (or masked) by already open trades.
|
||||
|
||||
The `--eps`/`--enable-position-stacking` argument allows emulation of buying the same pair multiple times,
|
||||
while `--dmmp`/`--disable-max-market-positions` disables applying `max_open_trades`
|
||||
during Hyperopt/Backtesting (which is equal to setting `max_open_trades` to a very high
|
||||
number).
|
||||
The `--eps`/`--enable-position-stacking` argument allows emulation of buying the same pair multiple times.
|
||||
Using `--max-open-trades` with a very high number will disable the limit on the number of open trades.
|
||||
|
||||
!!! Note
|
||||
Dry/live runs will **NOT** use position stacking - therefore it does make sense to also validate the strategy without this as it's closer to reality.
|
||||
@@ -923,7 +917,7 @@ After you run Hyperopt for the desired amount of epochs, you can later list all
|
||||
|
||||
Once the optimized strategy has been implemented into your strategy, you should backtest this strategy to make sure everything is working as expected.
|
||||
|
||||
To achieve same the results (number of trades, their durations, profit, etc.) as during Hyperopt, please use the same configuration and parameters (timerange, timeframe, ...) used for hyperopt `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
|
||||
To achieve same the results (number of trades, their durations, profit, etc.) as during Hyperopt, please use the same configuration and parameters (timerange, timeframe, ...) used for hyperopt for Backtesting.
|
||||
|
||||
### Why do my backtest results not match my hyperopt results?
|
||||
Should results not match, check the following factors:
|
||||
|
||||
@@ -352,7 +352,7 @@ The optional `bearer_token` will be included in the requests Authorization Heade
|
||||
|
||||
#### MarketCapPairList
|
||||
|
||||
`MarketCapPairList` employs sorting/filtering of pairs by their marketcap rank based of CoinGecko. It will only recognize coins up to the coin placed at rank 250. The returned pairlist will be sorted based of their marketcap ranks.
|
||||
`MarketCapPairList` employs sorting/filtering of pairs by their marketcap rank based of CoinGecko. The returned pairlist will be sorted based of their marketcap ranks.
|
||||
|
||||
```json
|
||||
"pairlists": [
|
||||
@@ -366,7 +366,8 @@ The optional `bearer_token` will be included in the requests Authorization Heade
|
||||
]
|
||||
```
|
||||
|
||||
`number_assets` defines the maximum number of pairs returned by the pairlist. `max_rank` will determine the maximum rank used in creating/filtering the pairlist. It's expected that some coins within the top `max_rank` marketcap will not be included in the resulting pairlist since not all pairs will have active trading pairs in your preferred market/stake/exchange combination.
|
||||
`number_assets` defines the maximum number of pairs returned by the pairlist. `max_rank` will determine the maximum rank used in creating/filtering the pairlist. It's expected that some coins within the top `max_rank` marketcap will not be included in the resulting pairlist since not all pairs will have active trading pairs in your preferred market/stake/exchange combination.
|
||||
While using a `max_rank` bigger than 250 is supported, it's not recommended, as it'll cause multiple API calls to CoinGecko, which can lead to rate limit issues.
|
||||
|
||||
The `refresh_period` setting defines the interval (in seconds) at which the marketcap rank data will be refreshed. The default is 86,400 seconds (1 day). The pairlist cache (`refresh_period`) applies to both generating pairlists (when in the first position in the list) and filtering instances (when not in the first position in the list).
|
||||
|
||||
|
||||
@@ -67,6 +67,18 @@ OS Specific steps are listed first, the common section below is necessary for al
|
||||
sudo apt install -y python3-pip python3-venv python3-dev python3-pandas git curl
|
||||
```
|
||||
|
||||
=== "MacOS"
|
||||
#### Install necessary dependencies
|
||||
|
||||
Install [Homebrew](https://brew.sh/) if you don't have it already.
|
||||
|
||||
```bash
|
||||
# install packages
|
||||
brew install gettext libomp
|
||||
```
|
||||
!!! Note
|
||||
The `setup.sh` script will install these dependencies for you - assuming brew is installed on your system.
|
||||
|
||||
=== "RaspberryPi/Raspbian"
|
||||
The following assumes the latest [Raspbian Buster lite image](https://www.raspberrypi.org/downloads/raspbian/).
|
||||
This image comes with python3.11 preinstalled, making it easy to get freqtrade up and running.
|
||||
@@ -76,7 +88,7 @@ OS Specific steps are listed first, the common section below is necessary for al
|
||||
|
||||
```bash
|
||||
sudo apt-get install python3-venv libatlas-base-dev cmake curl
|
||||
# Use pywheels.org to speed up installation
|
||||
# Use piwheels.org to speed up installation
|
||||
sudo echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > tee /etc/pip.conf
|
||||
|
||||
git clone https://github.com/freqtrade/freqtrade.git
|
||||
@@ -150,9 +162,7 @@ Each time you open a new terminal, you must run `source .venv/bin/activate` to a
|
||||
source ./.venv/bin/activate
|
||||
```
|
||||
|
||||
### Congratulations
|
||||
|
||||
[You are ready](#you-are-ready), and run the bot
|
||||
[You are now ready](#you-are-ready) to run the bot.
|
||||
|
||||
### Other options of /setup.sh script
|
||||
|
||||
@@ -220,7 +230,7 @@ cd ..
|
||||
rm -rf ./ta-lib*
|
||||
```
|
||||
|
||||
#### Setup Python virtual environment (virtualenv)
|
||||
### Setup Python virtual environment (virtualenv)
|
||||
|
||||
You will run freqtrade in separated `virtual environment`
|
||||
|
||||
@@ -232,19 +242,18 @@ python3 -m venv .venv
|
||||
source .venv/bin/activate
|
||||
```
|
||||
|
||||
#### Install python dependencies
|
||||
### Install python dependencies
|
||||
|
||||
```bash
|
||||
python3 -m pip install --upgrade pip
|
||||
python3 -m pip install -r requirements.txt
|
||||
# install freqtrade
|
||||
python3 -m pip install -e .
|
||||
```
|
||||
|
||||
### Congratulations
|
||||
[You are now ready](#you-are-ready) to run the bot.
|
||||
|
||||
[You are ready](#you-are-ready), and run the bot
|
||||
|
||||
#### (Optional) Post-installation Tasks
|
||||
### (Optional) Post-installation Tasks
|
||||
|
||||
!!! Note
|
||||
If you run the bot on a server, you should consider using [Docker](docker_quickstart.md) or a terminal multiplexer like `screen` or [`tmux`](https://en.wikipedia.org/wiki/Tmux) to avoid that the bot is stopped on logout.
|
||||
@@ -333,9 +342,7 @@ cd build_helpers
|
||||
bash install_ta-lib.sh ${CONDA_PREFIX} nosudo
|
||||
```
|
||||
|
||||
### Congratulations
|
||||
|
||||
[You are ready](#you-are-ready), and run the bot
|
||||
[You are now ready](#you-are-ready) to run the bot.
|
||||
|
||||
### Important shortcuts
|
||||
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
markdown==3.7
|
||||
mkdocs==1.6.1
|
||||
mkdocs-material==9.5.42
|
||||
mkdocs-material==9.5.44
|
||||
mdx_truly_sane_lists==1.3
|
||||
pymdown-extensions==10.11.2
|
||||
pymdown-extensions==10.12
|
||||
jinja2==3.1.4
|
||||
mike==2.1.3
|
||||
|
||||
@@ -165,7 +165,8 @@ Called for open trade every iteration (roughly every 5 seconds) until a trade is
|
||||
|
||||
The usage of the custom stoploss method must be enabled by setting `use_custom_stoploss=True` on the strategy object.
|
||||
|
||||
The stoploss price can only ever move upwards - if the stoploss value returned from `custom_stoploss` would result in a lower stoploss price than was previously set, it will be ignored. The traditional `stoploss` value serves as an absolute lower level and will be instated as the initial stoploss (before this method is called for the first time for a trade), and is still mandatory.
|
||||
The stoploss price can only ever move upwards - if the stoploss value returned from `custom_stoploss` would result in a lower stoploss price than was previously set, it will be ignored. The traditional `stoploss` value serves as an absolute lower level and will be instated as the initial stoploss (before this method is called for the first time for a trade), and is still mandatory.
|
||||
As custom stoploss acts as regular, changing stoploss, it will behave similar to `trailing_stop` - and trades exiting due to this will have the exit_reason of `"trailing_stop_loss"`.
|
||||
|
||||
The method must return a stoploss value (float / number) as a percentage of the current price.
|
||||
E.g. If the `current_rate` is 200 USD, then returning `0.02` will set the stoploss price 2% lower, at 196 USD.
|
||||
@@ -834,7 +835,7 @@ class DigDeeperStrategy(IStrategy):
|
||||
current_entry_rate: float, current_exit_rate: float,
|
||||
current_entry_profit: float, current_exit_profit: float,
|
||||
**kwargs
|
||||
) -> Union[Optional[float], Tuple[Optional[float], Optional[str]]]:
|
||||
) -> Union[Optional[float], tuple[Optional[float], Optional[str]]]:
|
||||
"""
|
||||
Custom trade adjustment logic, returning the stake amount that a trade should be
|
||||
increased or decreased.
|
||||
@@ -890,7 +891,7 @@ class DigDeeperStrategy(IStrategy):
|
||||
# Hope you have a deep wallet!
|
||||
try:
|
||||
# This returns first order stake size
|
||||
stake_amount = filled_entries[0].stake_amount
|
||||
stake_amount = filled_entries[0].stake_amount_filled
|
||||
# This then calculates current safety order size
|
||||
stake_amount = stake_amount * (1 + (count_of_entries * 0.25))
|
||||
return stake_amount, "1/3rd_increase"
|
||||
@@ -975,7 +976,7 @@ class AwesomeStrategy(IStrategy):
|
||||
pair == "BTC/USDT"
|
||||
and entry_tag == "long_sma200"
|
||||
and side == "long"
|
||||
and (current_time - timedelta(minutes=10)) > trade.open_date_utc
|
||||
and (current_time - timedelta(minutes=10)) <= trade.open_date_utc
|
||||
):
|
||||
# just cancel the order if it has been filled more than half of the amount
|
||||
if order.filled > order.remaining:
|
||||
|
||||
@@ -4,7 +4,7 @@ This page explains how to customize your strategies, add new indicators and set
|
||||
|
||||
If you haven't already, please familiarize yourself with:
|
||||
|
||||
- the [Freqtrade strategy 101](freqtrade-101.md), which provides a quick start to strategy development
|
||||
- the [Freqtrade strategy 101](strategy-101.md), which provides a quick start to strategy development
|
||||
- the [Freqtrade bot basics](bot-basics.md), which provides overall info on how the bot operates
|
||||
|
||||
## Develop your own strategy
|
||||
|
||||
@@ -215,7 +215,7 @@ trades.groupby("pair")["exit_reason"].value_counts()
|
||||
```
|
||||
|
||||
## Analyze the loaded trades for trade parallelism
|
||||
This can be useful to find the best `max_open_trades` parameter, when used with backtesting in conjunction with `--disable-max-market-positions`.
|
||||
This can be useful to find the best `max_open_trades` parameter, when used with backtesting in conjunction with a very high `max_open_trades` setting.
|
||||
|
||||
`analyze_trade_parallelism()` returns a timeseries dataframe with an "open_trades" column, specifying the number of open trades for each candle.
|
||||
|
||||
|
||||
@@ -780,7 +780,7 @@ class MyCoolFreqaiModel(BaseRegressionModel):
|
||||
|
||||
def predict(
|
||||
self, unfiltered_df: DataFrame, dk: FreqaiDataKitchen, **kwargs
|
||||
) -> Tuple[DataFrame, npt.NDArray[np.int_]]:
|
||||
) -> tuple[DataFrame, npt.NDArray[np.int_]]:
|
||||
|
||||
# ... your custom stuff
|
||||
|
||||
|
||||
@@ -58,6 +58,7 @@ For the Freqtrade configuration, you can then use the full value (including `-`
|
||||
```json
|
||||
"chat_id": "-1001332619709"
|
||||
```
|
||||
|
||||
!!! Warning "Using telegram groups"
|
||||
When using telegram groups, you're giving every member of the telegram group access to your freqtrade bot and to all commands possible via telegram. Please make sure that you can trust everyone in the telegram group to avoid unpleasant surprises.
|
||||
|
||||
@@ -93,9 +94,12 @@ Example configuration showing the different settings:
|
||||
"trailing_stop_loss": "on",
|
||||
"stop_loss": "on",
|
||||
"stoploss_on_exchange": "on",
|
||||
"custom_exit": "silent",
|
||||
"partial_exit": "on"
|
||||
"custom_exit": "silent", // custom_exit without specifying an exit reason
|
||||
"partial_exit": "on",
|
||||
// "custom_exit_message": "silent", // Disable individual custom exit reasons
|
||||
"*": "off" // Disable all other exit reasons
|
||||
},
|
||||
// "exit": "off", // Simplistic configuration to disable all exit messages
|
||||
"exit_cancel": "on",
|
||||
"exit_fill": "off",
|
||||
"protection_trigger": "off",
|
||||
@@ -108,16 +112,16 @@ Example configuration showing the different settings:
|
||||
},
|
||||
```
|
||||
|
||||
`entry` notifications are sent when the order is placed, while `entry_fill` notifications are sent when the order is filled on the exchange.
|
||||
`exit` notifications are sent when the order is placed, while `exit_fill` notifications are sent when the order is filled on the exchange.
|
||||
`*_fill` notifications are off by default and must be explicitly enabled.
|
||||
`protection_trigger` notifications are sent when a protection triggers and `protection_trigger_global` notifications trigger when global protections are triggered.
|
||||
`strategy_msg` - Receive notifications from the strategy, sent via `self.dp.send_msg()` from the strategy [more details](strategy-customization.md#send-notification).
|
||||
`show_candle` - show candle values as part of entry/exit messages. Only possible values are `"ohlc"` or `"off"`.
|
||||
|
||||
`balance_dust_level` will define what the `/balance` command takes as "dust" - Currencies with a balance below this will be shown.
|
||||
`allow_custom_messages` completely disable strategy messages.
|
||||
`reload` allows you to disable reload-buttons on selected messages.
|
||||
* `entry` notifications are sent when the order is placed, while `entry_fill` notifications are sent when the order is filled on the exchange.
|
||||
* `exit` notifications are sent when the order is placed, while `exit_fill` notifications are sent when the order is filled on the exchange.
|
||||
Exit messages (`exit` and `exit_fill`) can be further controlled at individual exit reasons level, with the specific exit reason as the key. the default for all exit reasons is `on` - but can be configured via special `*` key - which will act as a wildcard for all exit reasons that are not explicitly defined.
|
||||
* `*_fill` notifications are off by default and must be explicitly enabled.
|
||||
* `protection_trigger` notifications are sent when a protection triggers and `protection_trigger_global` notifications trigger when global protections are triggered.
|
||||
* `strategy_msg` - Receive notifications from the strategy, sent via `self.dp.send_msg()` from the strategy [more details](strategy-customization.md#send-notification).
|
||||
* `show_candle` - show candle values as part of entry/exit messages. Only possible values are `"ohlc"` or `"off"`.
|
||||
* `balance_dust_level` will define what the `/balance` command takes as "dust" - Currencies with a balance below this will be shown.
|
||||
* `allow_custom_messages` completely disable strategy messages.
|
||||
* `reload` allows you to disable reload-buttons on selected messages.
|
||||
|
||||
## Create a custom keyboard (command shortcut buttons)
|
||||
|
||||
@@ -238,16 +242,16 @@ Once all positions are sold, run `/stop` to completely stop the bot.
|
||||
For each open trade, the bot will send you the following message.
|
||||
Enter Tag is configurable via Strategy.
|
||||
|
||||
> **Trade ID:** `123` `(since 1 days ago)`
|
||||
> **Current Pair:** CVC/BTC
|
||||
> **Direction:** Long
|
||||
> **Leverage:** 1.0
|
||||
> **Amount:** `26.64180098`
|
||||
> **Enter Tag:** Awesome Long Signal
|
||||
> **Open Rate:** `0.00007489`
|
||||
> **Current Rate:** `0.00007489`
|
||||
> **Unrealized Profit:** `12.95%`
|
||||
> **Stoploss:** `0.00007389 (-0.02%)`
|
||||
> **Trade ID:** `123` `(since 1 days ago)`
|
||||
> **Current Pair:** CVC/BTC
|
||||
> **Direction:** Long
|
||||
> **Leverage:** 1.0
|
||||
> **Amount:** `26.64180098`
|
||||
> **Enter Tag:** Awesome Long Signal
|
||||
> **Open Rate:** `0.00007489`
|
||||
> **Current Rate:** `0.00007489`
|
||||
> **Unrealized Profit:** `12.95%`
|
||||
> **Stoploss:** `0.00007389 (-0.02%)`
|
||||
|
||||
### /status table
|
||||
|
||||
@@ -274,34 +278,34 @@ current max
|
||||
|
||||
Return a summary of your profit/loss and performance.
|
||||
|
||||
> **ROI:** Close trades
|
||||
> ∙ `0.00485701 BTC (2.2%) (15.2 Σ%)`
|
||||
> ∙ `62.968 USD`
|
||||
> **ROI:** All trades
|
||||
> ∙ `0.00255280 BTC (1.5%) (6.43 Σ%)`
|
||||
> ∙ `33.095 EUR`
|
||||
>
|
||||
> **Total Trade Count:** `138`
|
||||
> **Bot started:** `2022-07-11 18:40:44`
|
||||
> **First Trade opened:** `3 days ago`
|
||||
> **Latest Trade opened:** `2 minutes ago`
|
||||
> **Avg. Duration:** `2:33:45`
|
||||
> **Best Performing:** `PAY/BTC: 50.23%`
|
||||
> **Trading volume:** `0.5 BTC`
|
||||
> **Profit factor:** `1.04`
|
||||
> **Win / Loss:** `102 / 36`
|
||||
> **Winrate:** `73.91%`
|
||||
> **Expectancy (Ratio):** `4.87 (1.66)`
|
||||
> **Max Drawdown:** `9.23% (0.01255 BTC)`
|
||||
> **ROI:** Close trades
|
||||
> ∙ `0.00485701 BTC (2.2%) (15.2 Σ%)`
|
||||
> ∙ `62.968 USD`
|
||||
> **ROI:** All trades
|
||||
> ∙ `0.00255280 BTC (1.5%) (6.43 Σ%)`
|
||||
> ∙ `33.095 EUR`
|
||||
>
|
||||
> **Total Trade Count:** `138`
|
||||
> **Bot started:** `2022-07-11 18:40:44`
|
||||
> **First Trade opened:** `3 days ago`
|
||||
> **Latest Trade opened:** `2 minutes ago`
|
||||
> **Avg. Duration:** `2:33:45`
|
||||
> **Best Performing:** `PAY/BTC: 50.23%`
|
||||
> **Trading volume:** `0.5 BTC`
|
||||
> **Profit factor:** `1.04`
|
||||
> **Win / Loss:** `102 / 36`
|
||||
> **Winrate:** `73.91%`
|
||||
> **Expectancy (Ratio):** `4.87 (1.66)`
|
||||
> **Max Drawdown:** `9.23% (0.01255 BTC)`
|
||||
|
||||
The relative profit of `1.2%` is the average profit per trade.
|
||||
The relative profit of `15.2 Σ%` is be based on the starting capital - so in this case, the starting capital was `0.00485701 * 1.152 = 0.00738 BTC`.
|
||||
Starting capital is either taken from the `available_capital` setting, or calculated by using current wallet size - profits.
|
||||
Profit Factor is calculated as gross profits / gross losses - and should serve as an overall metric for the strategy.
|
||||
Expectancy corresponds to the average return per currency unit at risk, i.e. the winrate and the risk-reward ratio (the average gain of winning trades compared to the average loss of losing trades).
|
||||
Expectancy Ratio is expected profit or loss of a subsequent trade based on the performance of all past trades.
|
||||
Max drawdown corresponds to the backtesting metric `Absolute Drawdown (Account)` - calculated as `(Absolute Drawdown) / (DrawdownHigh + startingBalance)`.
|
||||
Bot started date will refer to the date the bot was first started. For older bots, this will default to the first trade's open date.
|
||||
The relative profit of `1.2%` is the average profit per trade.
|
||||
The relative profit of `15.2 Σ%` is be based on the starting capital - so in this case, the starting capital was `0.00485701 * 1.152 = 0.00738 BTC`.
|
||||
**Starting capital(**) is either taken from the `available_capital` setting, or calculated by using current wallet size - profits.
|
||||
**Profit Factor** is calculated as gross profits / gross losses - and should serve as an overall metric for the strategy.
|
||||
**Expectancy** corresponds to the average return per currency unit at risk, i.e. the winrate and the risk-reward ratio (the average gain of winning trades compared to the average loss of losing trades).
|
||||
**Expectancy Ratio** is expected profit or loss of a subsequent trade based on the performance of all past trades.
|
||||
**Max drawdown** corresponds to the backtesting metric `Absolute Drawdown (Account)` - calculated as `(Absolute Drawdown) / (DrawdownHigh + startingBalance)`.
|
||||
**Bot started date** will refer to the date the bot was first started. For older bots, this will default to the first trade's open date.
|
||||
|
||||
### /forceexit <trade_id>
|
||||
|
||||
@@ -329,33 +333,34 @@ Note that for this to work, `force_entry_enable` needs to be set to true.
|
||||
### /performance
|
||||
|
||||
Return the performance of each crypto-currency the bot has sold.
|
||||
> Performance:
|
||||
> 1. `RCN/BTC 0.003 BTC (57.77%) (1)`
|
||||
> 2. `PAY/BTC 0.0012 BTC (56.91%) (1)`
|
||||
> 3. `VIB/BTC 0.0011 BTC (47.07%) (1)`
|
||||
> 4. `SALT/BTC 0.0010 BTC (30.24%) (1)`
|
||||
> 5. `STORJ/BTC 0.0009 BTC (27.24%) (1)`
|
||||
> ...
|
||||
> Performance:
|
||||
> 1. `RCN/BTC 0.003 BTC (57.77%) (1)`
|
||||
> 2. `PAY/BTC 0.0012 BTC (56.91%) (1)`
|
||||
> 3. `VIB/BTC 0.0011 BTC (47.07%) (1)`
|
||||
> 4. `SALT/BTC 0.0010 BTC (30.24%) (1)`
|
||||
> 5. `STORJ/BTC 0.0009 BTC (27.24%) (1)`
|
||||
> ...
|
||||
|
||||
### /balance
|
||||
|
||||
Return the balance of all crypto-currency your have on the exchange.
|
||||
|
||||
> **Currency:** BTC
|
||||
> **Available:** 3.05890234
|
||||
> **Balance:** 3.05890234
|
||||
> **Pending:** 0.0
|
||||
|
||||
> **Currency:** CVC
|
||||
> **Available:** 86.64180098
|
||||
> **Balance:** 86.64180098
|
||||
> **Pending:** 0.0
|
||||
> **Currency:** BTC
|
||||
> **Available:** 3.05890234
|
||||
> **Balance:** 3.05890234
|
||||
> **Pending:** 0.0
|
||||
>
|
||||
> **Currency:** CVC
|
||||
> **Available:** 86.64180098
|
||||
> **Balance:** 86.64180098
|
||||
> **Pending:** 0.0
|
||||
|
||||
### /daily <n>
|
||||
|
||||
Per default `/daily` will return the 7 last days. The example below if for `/daily 3`:
|
||||
|
||||
> **Daily Profit over the last 3 days:**
|
||||
|
||||
```
|
||||
Day (count) USDT USD Profit %
|
||||
-------------- ------------ ---------- ----------
|
||||
@@ -370,6 +375,7 @@ Per default `/weekly` will return the 8 last weeks, including the current week.
|
||||
from Monday. The example below if for `/weekly 3`:
|
||||
|
||||
> **Weekly Profit over the last 3 weeks (starting from Monday):**
|
||||
|
||||
```
|
||||
Monday (count) Profit BTC Profit USD Profit %
|
||||
------------- -------------- ------------ ----------
|
||||
@@ -396,18 +402,18 @@ Month (count) Profit BTC Profit USD Profit %
|
||||
|
||||
Shows the current whitelist
|
||||
|
||||
> Using whitelist `StaticPairList` with 22 pairs
|
||||
> Using whitelist `StaticPairList` with 22 pairs
|
||||
> `IOTA/BTC, NEO/BTC, TRX/BTC, VET/BTC, ADA/BTC, ETC/BTC, NCASH/BTC, DASH/BTC, XRP/BTC, XVG/BTC, EOS/BTC, LTC/BTC, OMG/BTC, BTG/BTC, LSK/BTC, ZEC/BTC, HOT/BTC, IOTX/BTC, XMR/BTC, AST/BTC, XLM/BTC, NANO/BTC`
|
||||
|
||||
### /blacklist [pair]
|
||||
|
||||
Shows the current blacklist.
|
||||
If Pair is set, then this pair will be added to the pairlist.
|
||||
Also supports multiple pairs, separated by a space.
|
||||
Also supports multiple pairs, separated by a space.
|
||||
Use `/reload_config` to reset the blacklist.
|
||||
|
||||
> Using blacklist `StaticPairList` with 2 pairs
|
||||
>`DODGE/BTC`, `HOT/BTC`.
|
||||
> Using blacklist `StaticPairList` with 2 pairs
|
||||
>`DODGE/BTC`, `HOT/BTC`.
|
||||
|
||||
### /edge
|
||||
|
||||
|
||||
@@ -143,6 +143,7 @@ Most properties here can be None as they are dependent on the exchange response.
|
||||
| `remaining` | float | Remaining amount |
|
||||
| `cost` | float | Cost of the order - usually average * filled (*Exchange dependent on futures, may contain the cost with or without leverage and may be in contracts.*) |
|
||||
| `stake_amount` | float | Stake amount used for this order. *Added in 2023.7.* |
|
||||
| `stake_amount_filled` | float | Filled Stake amount used for this order. *Added in 2024.11.* |
|
||||
| `order_date` | datetime | Order creation date **use `order_date_utc` instead** |
|
||||
| `order_date_utc` | datetime | Order creation date (in UTC) |
|
||||
| `order_fill_date` | datetime | Order fill date **use `order_fill_utc` instead** |
|
||||
|
||||
Reference in New Issue
Block a user