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ranges for ROI tables for different ticker_intervals in docs

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hroff-1902 2019-09-03 11:32:18 +03:00
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docs/hyperopt.md
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@ -389,16 +389,20 @@ minimal_roi = {
}
```
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) with the values that can vary in the following ranges:
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:
| # | minutes | ROI percentage |
|---|---|---|
| 1 | always 0 | 0.03...0.31 |
| 2 | 10...40 | 0.02...0.11 |
| 3 | 20...100 | 0.01...0.04 |
| 4 | 30...220 | always 0 |
5m ticker_interval:
This structure of the ROI table is sufficient in most cases. Override the `roi_space()` method defining the ranges desired if you need components of the ROI tables to vary in other ranges.
| # | minutes / ROI percentage |
||---|---|---|---|
|| 1m | 5m | 1h | 1d |
|---|---|---|---|---|
| 1 | always 0 / 0.01161...0.11992 | always 0 / 0.03...0.31 | always 0 / 0.06883...0.71124 | always 0 / 0.12178...1.25835 |
| 2 | 2...8 / 0.00774...0.04255 | 10...40 / 0.02...0.11 | 120...480 / 0.04589...0.25238 | 2880...11520 / 0.08118...0.44651 |
| 3 | 4...20 / 0.00387...0.01547 | 20...100 / 0.01...0.04 | 240...1200 / 0.02294...0.09177 | 5760...28800 / 0.04059...0.16237 |
| 4 | 6...44 / always 0.0 | 30...220 / always 0.0 | 360...2640 / always 0.0 | 8640...63360 / always 0.0 |
These ranges should be sufficient in most cases. Override the `roi_space()` method defining the ranges desired if you need components of the ROI tables to vary in other ranges.
Override the `generate_roi_table()` and `roi_space()` methods and implement your own custom approach for generation of the ROI tables during hyperoptimization in these methods if you need a different structure of the ROI table or other amount of rows (steps) in the ROI tables.