43 Commits

Author	SHA1	Message	Date
Janne Sinivirta	15b20b83fa	optimize hyperopt objective function	2017-11-12 08:30:58 +02:00
Janne Sinivirta	cf79b15651	use discrete values for filters	2017-11-11 11:50:10 +02:00
Janne Sinivirta	a4284351e3	fix green_candle	2017-11-11 11:22:12 +02:00
Janne Sinivirta	906caf329b	remove two unused or poorly performing indicators	2017-11-11 11:22:12 +02:00
Janne Sinivirta	3db13fae13	add green_candle guard	2017-11-11 11:22:12 +02:00
Janne Sinivirta	274972f7af	make faststoch trigger use crossed_above helper	2017-11-11 11:22:11 +02:00
Janne Sinivirta	83fd27e031	add sar reversal as trigger	2017-11-11 11:22:11 +02:00
gcarq	abdddd5193	define common fixtures	2017-11-07 20:12:56 +01:00
Janne Sinivirta	0395c92260	move testdata file loading to pytest fixture	2017-11-07 19:24:51 +02:00
Janne Sinivirta	fbbde9de25	put shared fixtures to conftest.py	2017-11-07 17:29:00 +02:00
Janne Sinivirta	adfae9e75c	autoformat with autopep8	2017-11-06 19:17:23 +02:00
Janne Sinivirta	29b173f4e7	only run four evals of hyperopt, just to check it works	2017-11-05 09:28:42 +02:00
gcarq	1e5b0e8726	adapt tests	2017-11-02 19:00:25 +01:00
gcarq	e07904d436	PEP8 linting	2017-10-31 00:36:35 +01:00
Michael Egger	ea1b1e11ea	Merge pull request #88 from gcarq/reduce_memory_use ... Reduce memory use in backtesting	2017-10-31 00:28:38 +01:00
Janne Sinivirta	e68e6c0a1a	reuse mock in hyperopt also	2017-10-30 22:31:28 +02:00
gcarq	6f2915e25e	move qtpylib to vendor folder ... This is necessary to distribute qtpylib with freqtrade when you install it globally.	2017-10-30 20:41:36 +01:00
Janne Sinivirta	d066817d0b	removed below_sma and over_sma to wait for better implementation	2017-10-29 21:33:57 +02:00
Janne Sinivirta	a632121368	add macd cross signal trigger to hyperopt	2017-10-29 21:33:57 +02:00
Janne Sinivirta	473d09b5cd	add ema50 and ema100. add long uptrend ema guard to hyperopt	2017-10-29 21:33:57 +02:00
Janne Sinivirta	22cfef7d36	add ema5 cross ema10 trigger to hyperopt	2017-10-29 21:33:57 +02:00
Janne Sinivirta	e1bbe1d9a9	adjust indicator ranges in hyperopt	2017-10-29 21:33:57 +02:00
Janne Sinivirta	ec981b415a	add RSI to hyperopt	2017-10-29 21:33:57 +02:00
Janne Sinivirta	25d6d6bbe5	remove unused imports from test_hyperopt	2017-10-28 15:32:29 +03:00
Janne Sinivirta	649781d823	store result strings, display best result in summary. switch to a lot better objective algo	2017-10-28 15:26:22 +03:00
Janne Sinivirta	08ca7a8166	change print to format so result can be used in hyperopt Trials	2017-10-28 15:26:22 +03:00
Janne Sinivirta	6ba2492360	add Awesome Oscillator and try it in hyperopt	2017-10-25 18:37:20 +03:00
Samuel Husso	041e201713	remove duplicated backtesting from hyperopt	2017-10-25 08:17:17 +03:00
Samuel Husso	f43ba44b15	refactor backtesting to its own method as we use it also in hyperopt	2017-10-24 07:58:42 +03:00
Janne Sinivirta	6f5307fda7	use more aggressive stop loss for hyperopt	2017-10-22 17:15:57 +03:00
Janne Sinivirta	37004e331a	remove unused import and commented out code	2017-10-22 17:14:55 +03:00
Janne Sinivirta	57acf85b42	try a different objective function	2017-10-22 17:11:01 +03:00
Janne Sinivirta	913488910c	bump minimum evaluations to 40 rounds	2017-10-21 10:29:05 +03:00
Janne Sinivirta	17b984a7cd	adjust objective function to emphasize trade lenghts more	2017-10-21 10:28:43 +03:00
Janne Sinivirta	f79b44eefe	adjust ROI map for shorter trades	2017-10-21 10:28:02 +03:00
Janne Sinivirta	146c254c0f	start adding other triggers than just the lower BBands	2017-10-21 10:26:38 +03:00
Janne Sinivirta	ce2966dd7f	add uptrend_sma to hyperopt	2017-10-20 18:29:38 +03:00
Janne Sinivirta	0fbca8b8ef	add CCI to hyperopt	2017-10-20 13:14:28 +03:00
Janne Sinivirta	3f7a583de6	add SAR to hyperopt. add over/under sma options to hyperopt	2017-10-20 12:56:44 +03:00
Janne Sinivirta	1196983d5f	change objective to emphasize shorter trades and include average profit	2017-10-20 10:39:36 +03:00
Janne Sinivirta	bbb2c7cf62	more parametrizing. adjust ranges for previous parameters	2017-10-20 10:39:04 +03:00
Janne Sinivirta	ff100bdac4	the optimizer expects values in the order of smaller is better	2017-10-19 18:29:57 +03:00
Janne Sinivirta	1792e0fb9b	use hyperopt to find optimal parameter values for indicators	2017-10-19 17:12:49 +03:00