mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 10:21:59 +00:00
Add description of trailing space into docs
This commit is contained in:
parent
175591e524
commit
fffd47e3d8
|
@ -381,12 +381,6 @@ Best result:
|
|||
|
||||
44/100: 135 trades. Avg profit 0.57%. Total profit 0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
|
||||
|
||||
Buy hyperspace params:
|
||||
{ 'adx-value': 44,
|
||||
'rsi-value': 29,
|
||||
'adx-enabled': False,
|
||||
'rsi-enabled': True,
|
||||
'trigger': 'bb_lower'}
|
||||
ROI table:
|
||||
{ 0: 0.10674,
|
||||
21: 0.09158,
|
||||
|
@ -410,7 +404,7 @@ As stated in the comment, you can also use it as the value of the `minimal_roi`
|
|||
|
||||
#### 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):
|
||||
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 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 | |
|
||||
|---|---|---|---|---|---|---|---|---|
|
||||
|
@ -454,12 +448,46 @@ As stated in the comment, you can also use it as the value of the `stoploss` set
|
|||
|
||||
#### 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 are optimizing stoploss values, Freqtrade creates the 'stoploss' optimization hyperspace for you. By default, the stoploss values in that hyperspace 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.
|
||||
|
||||
Override the `stoploss_space()` method and define the desired range in it if you need stoploss values to vary in other range during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_advanced.py).
|
||||
|
||||
### Understand Hyperopt Trailing Stop results
|
||||
|
||||
If you are optimizing trailing stop values (i.e. if optimization search-space contains 'all' or 'trailing'), your result will look as follows and include trailing stop parameters:
|
||||
|
||||
```
|
||||
Best result:
|
||||
|
||||
45/100: 606 trades. Avg profit 1.04%. Total profit 0.31555614 BTC ( 630.48Σ%). Avg duration 150.3 mins. Objective: -1.10161
|
||||
|
||||
Trailing stop:
|
||||
{ 'trailing_only_offset_is_reached': True,
|
||||
'trailing_stop': True,
|
||||
'trailing_stop_positive': -0.02005,
|
||||
'trailing_stop_positive_offset': 0.05726}
|
||||
```
|
||||
|
||||
In order to use these best trailing stop parameters found by Hyperopt in backtesting and for live trades/dry-run, copy-paste them as the values of the corresponding attributes of your custom strategy:
|
||||
|
||||
```
|
||||
# Trailing stop
|
||||
# These attributes will be overridden if the config file contains corresponding values.
|
||||
trailing_stop = True
|
||||
trailing_stop_positive = -0.02005
|
||||
trailing_stop_positive_offset = 0.05726
|
||||
trailing_only_offset_is_reached = True
|
||||
```
|
||||
As stated in the comment, you can also use it as the values of the corresponding settings in the configuration file.
|
||||
|
||||
#### Default Trailing Stop Search Space
|
||||
|
||||
If you are optimizing trailing stop values, Freqtrade creates the 'trailing' optimization hyperspace for you. By default, the `trailing_stop` parameter is always set to True in that hyperspace, the value of the `trailing_only_offset_is_reached` vary between True and False, the values of the `trailing_stop_positive` and `trailing_stop_positive_offset` parameters vary in the ranges -0.35...-0.02 and 0.01...0.1 correspondingly, which is sufficient in most cases.
|
||||
|
||||
Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_advanced.py).
|
||||
|
||||
### Validate backtesting results
|
||||
|
||||
Once the optimized strategy has been implemented into your strategy, you should backtest this strategy to make sure everything is working as expected.
|
||||
|
|
Loading…
Reference in New Issue
Block a user