mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 10:21:59 +00:00
1623 lines
47 KiB
HTML
1623 lines
47 KiB
HTML
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<!doctype html>
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<html lang="en" class="no-js">
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<head>
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<meta charset="utf-8">
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<meta name="viewport" content="width=device-width,initial-scale=1">
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<link rel="prev" href="../hyperopt/">
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<link rel="next" href="../plotting/">
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<link rel="icon" href="../assets/images/favicon.png">
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<meta name="generator" content="mkdocs-1.6.0, mkdocs-material-9.5.30">
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<title>Edge positioning - Freqtrade</title>
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<link rel="stylesheet" href="../assets/stylesheets/main.3cba04c6.min.css">
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<link rel="stylesheet" href="../assets/stylesheets/palette.06af60db.min.css">
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<link rel="preconnect" href="https://fonts.gstatic.com" crossorigin>
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<link rel="stylesheet" href="https://fonts.googleapis.com/css?family=Roboto:300,300i,400,400i,700,700i%7CRoboto+Mono:400,400i,700,700i&display=fallback">
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<style>:root{--md-text-font:"Roboto";--md-code-font:"Roboto Mono"}</style>
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<script>__md_scope=new URL("..",location),__md_hash=e=>[...e].reduce((e,_)=>(e<<5)-e+_.charCodeAt(0),0),__md_get=(e,_=localStorage,t=__md_scope)=>JSON.parse(_.getItem(t.pathname+"."+e)),__md_set=(e,_,t=localStorage,a=__md_scope)=>{try{t.setItem(a.pathname+"."+e,JSON.stringify(_))}catch(e){}}</script>
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</head>
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<body dir="ltr" data-md-color-scheme="default" data-md-color-primary="blue-grey" data-md-color-accent="tear">
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<input class="md-toggle" data-md-toggle="drawer" type="checkbox" id="__drawer" autocomplete="off">
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<input class="md-toggle" data-md-toggle="search" type="checkbox" id="__search" autocomplete="off">
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<label class="md-overlay" for="__drawer"></label>
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<div data-md-component="skip">
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<a href="#edge-positioning" class="md-skip">
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Skip to content
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</a>
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</div>
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<div data-md-component="announce">
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</div>
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<div data-md-color-scheme="default" data-md-component="outdated" hidden>
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</div>
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<header class="md-header md-header--shadow" data-md-component="header">
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<nav class="md-header__inner md-grid" aria-label="Header">
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<a href=".." title="Freqtrade" class="md-header__button md-logo" aria-label="Freqtrade" data-md-component="logo">
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<img src="../images/logo.png" alt="logo">
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</a>
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<label class="md-header__button md-icon" for="__drawer">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M3 6h18v2H3V6m0 5h18v2H3v-2m0 5h18v2H3v-2Z"/></svg>
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</label>
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<div class="md-header__title" data-md-component="header-title">
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<div class="md-header__ellipsis">
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<div class="md-header__topic">
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<span class="md-ellipsis">
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Freqtrade
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</span>
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</div>
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<div class="md-header__topic" data-md-component="header-topic">
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<span class="md-ellipsis">
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Edge positioning
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</span>
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</div>
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</div>
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</div>
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<label class="md-header__button md-icon" for="__search">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.516 6.516 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5Z"/></svg>
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</label>
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<div class="md-search" data-md-component="search" role="dialog">
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<label class="md-search__overlay" for="__search"></label>
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<div class="md-search__inner" role="search">
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<form class="md-search__form" name="search">
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<input type="text" class="md-search__input" name="query" aria-label="Search" placeholder="Search" autocapitalize="off" autocorrect="off" autocomplete="off" spellcheck="false" data-md-component="search-query" required>
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<label class="md-search__icon md-icon" for="__search">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.516 6.516 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5Z"/></svg>
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M20 11v2H8l5.5 5.5-1.42 1.42L4.16 12l7.92-7.92L13.5 5.5 8 11h12Z"/></svg>
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</label>
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<nav class="md-search__options" aria-label="Search">
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<button type="reset" class="md-search__icon md-icon" title="Clear" aria-label="Clear" tabindex="-1">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M19 6.41 17.59 5 12 10.59 6.41 5 5 6.41 10.59 12 5 17.59 6.41 19 12 13.41 17.59 19 19 17.59 13.41 12 19 6.41Z"/></svg>
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</button>
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</nav>
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</form>
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<div class="md-search__output">
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<div class="md-search__scrollwrap" tabindex="0" data-md-scrollfix>
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<div class="md-search-result" data-md-component="search-result">
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<div class="md-search-result__meta">
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Initializing search
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</div>
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<ol class="md-search-result__list" role="presentation"></ol>
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</div>
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</div>
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</div>
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</div>
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</div>
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</nav>
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</header>
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<div class="md-container" data-md-component="container">
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<main class="md-main" data-md-component="main">
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<div class="md-main__inner md-grid">
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<div class="md-sidebar md-sidebar--primary" data-md-component="sidebar" data-md-type="navigation" >
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<div class="md-sidebar__scrollwrap">
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<div class="md-sidebar__inner">
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<nav class="md-nav md-nav--primary" aria-label="Navigation" data-md-level="0">
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<label class="md-nav__title" for="__drawer">
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<a href=".." title="Freqtrade" class="md-nav__button md-logo" aria-label="Freqtrade" data-md-component="logo">
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<img src="../images/logo.png" alt="logo">
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</a>
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Freqtrade
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</label>
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<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item">
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<a href=".." class="md-nav__link">
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<span class="md-ellipsis">
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About
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../installation/" class="md-nav__link">
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<span class="md-ellipsis">
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Installation
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../docker/" class="md-nav__link">
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<span class="md-ellipsis">
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Installation Docker
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../configuration/" class="md-nav__link">
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<span class="md-ellipsis">
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Configuration
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../strategy-customization/" class="md-nav__link">
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<span class="md-ellipsis">
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Strategy Customization
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../stoploss/" class="md-nav__link">
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<span class="md-ellipsis">
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Stoploss
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../bot-usage/" class="md-nav__link">
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<span class="md-ellipsis">
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Start the bot
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</span>
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</a>
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</li>
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<li class="md-nav__item md-nav__item--nested">
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<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_8" >
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<label class="md-nav__link" for="__nav_8" id="__nav_8_label" tabindex="0">
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<span class="md-ellipsis">
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Control the bot
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</span>
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<span class="md-nav__icon md-icon"></span>
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</label>
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<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_8_label" aria-expanded="false">
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<label class="md-nav__title" for="__nav_8">
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<span class="md-nav__icon md-icon"></span>
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Control the bot
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</label>
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<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item">
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<a href="../telegram-usage/" class="md-nav__link">
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||
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||
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<span class="md-ellipsis">
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||
Telegram
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||
</span>
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||
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||
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</a>
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</li>
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||
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<li class="md-nav__item">
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<a href="../webhook-config/" class="md-nav__link">
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||
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<span class="md-ellipsis">
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Web Hook
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||
</span>
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||
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</a>
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</li>
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||
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<li class="md-nav__item">
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<a href="../rest-api/" class="md-nav__link">
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||
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<span class="md-ellipsis">
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REST API
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||
</span>
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||
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</a>
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</li>
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||
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||
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||
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</ul>
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</nav>
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</li>
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||
|
||
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||
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<li class="md-nav__item">
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<a href="../backtesting/" class="md-nav__link">
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||
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||
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<span class="md-ellipsis">
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Backtesting
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||
</span>
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||
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</a>
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</li>
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||
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||
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||
|
||
|
||
|
||
|
||
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||
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||
<li class="md-nav__item">
|
||
<a href="../hyperopt/" class="md-nav__link">
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||
|
||
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<span class="md-ellipsis">
|
||
Hyperopt
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||
</span>
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||
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||
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</a>
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||
</li>
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||
|
||
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||
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||
|
||
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||
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||
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||
|
||
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||
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<li class="md-nav__item md-nav__item--active">
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||
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<input class="md-nav__toggle md-toggle" type="checkbox" id="__toc">
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||
|
||
|
||
|
||
|
||
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<label class="md-nav__link md-nav__link--active" for="__toc">
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|
||
|
||
<span class="md-ellipsis">
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Edge positioning
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</span>
|
||
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||
|
||
<span class="md-nav__icon md-icon"></span>
|
||
</label>
|
||
|
||
<a href="./" class="md-nav__link md-nav__link--active">
|
||
|
||
|
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<span class="md-ellipsis">
|
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Edge positioning
|
||
</span>
|
||
|
||
|
||
</a>
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||
|
||
|
||
|
||
<nav class="md-nav md-nav--secondary" aria-label="Table of contents">
|
||
|
||
|
||
|
||
|
||
|
||
|
||
<label class="md-nav__title" for="__toc">
|
||
<span class="md-nav__icon md-icon"></span>
|
||
Table of contents
|
||
</label>
|
||
<ul class="md-nav__list" data-md-component="toc" data-md-scrollfix>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#introduction" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
Introduction
|
||
</span>
|
||
</a>
|
||
|
||
<nav class="md-nav" aria-label="Introduction">
|
||
<ul class="md-nav__list">
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#win-rate" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
Win Rate
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#risk-reward-ratio" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
Risk Reward Ratio
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#expectancy" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
Expectancy
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
</ul>
|
||
</nav>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#how-does-it-work" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
How does it work?
|
||
</span>
|
||
</a>
|
||
|
||
<nav class="md-nav" aria-label="How does it work?">
|
||
<ul class="md-nav__list">
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#position-size" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
Position size
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
</ul>
|
||
</nav>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#configurations" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
Configurations
|
||
</span>
|
||
</a>
|
||
|
||
<nav class="md-nav" aria-label="Configurations">
|
||
<ul class="md-nav__list">
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#enabled" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
enabled
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#process_throttle_secs" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
process_throttle_secs
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#calculate_since_number_of_days" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
calculate_since_number_of_days
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#capital_available_percentage" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
capital_available_percentage
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#allowed_risk" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
allowed_risk
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#stoploss_range_min" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
stoploss_range_min
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#stoploss_range_max" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
stoploss_range_max
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#stoploss_range_step" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
stoploss_range_step
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#minimum_winrate" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
minimum_winrate
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#minimum_expectancy" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
minimum_expectancy
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#min_trade_number" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
min_trade_number
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#max_trade_duration_minute" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
max_trade_duration_minute
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#remove_pumps" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
remove_pumps
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
</ul>
|
||
</nav>
|
||
|
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</li>
|
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|
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<li class="md-nav__item">
|
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<a href="#running-edge-independently" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
Running Edge independently
|
||
</span>
|
||
</a>
|
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|
||
<nav class="md-nav" aria-label="Running Edge independently">
|
||
<ul class="md-nav__list">
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#update-cached-pairs-with-the-latest-data" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
Update cached pairs with the latest data
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#precising-stoploss-range" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
Precising stoploss range
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#advanced-use-of-timerange" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
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Advanced use of timerange
|
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</span>
|
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</a>
|
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|
||
</li>
|
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|
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</ul>
|
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</nav>
|
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</li>
|
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|
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</ul>
|
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|
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</nav>
|
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</li>
|
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|
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|
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|
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|
||
<li class="md-nav__item">
|
||
<a href="../plotting/" class="md-nav__link">
|
||
|
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|
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<span class="md-ellipsis">
|
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Plotting
|
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</span>
|
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|
||
|
||
</a>
|
||
</li>
|
||
|
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|
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|
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|
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|
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|
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|
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|
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|
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<li class="md-nav__item">
|
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<a href="../deprecated/" class="md-nav__link">
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<span class="md-ellipsis">
|
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Deprecated features
|
||
</span>
|
||
|
||
|
||
</a>
|
||
</li>
|
||
|
||
|
||
|
||
|
||
|
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|
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|
||
|
||
|
||
<li class="md-nav__item">
|
||
<a href="../faq/" class="md-nav__link">
|
||
|
||
|
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<span class="md-ellipsis">
|
||
FAQ
|
||
</span>
|
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|
||
|
||
</a>
|
||
</li>
|
||
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|
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|
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|
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|
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|
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|
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<li class="md-nav__item">
|
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<a href="../data-analysis/" class="md-nav__link">
|
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|
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|
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<span class="md-ellipsis">
|
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Data Analysis
|
||
</span>
|
||
|
||
|
||
</a>
|
||
</li>
|
||
|
||
|
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|
||
|
||
|
||
|
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|
||
|
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|
||
<li class="md-nav__item">
|
||
<a href="../sql_cheatsheet/" class="md-nav__link">
|
||
|
||
|
||
<span class="md-ellipsis">
|
||
SQL Cheatsheet
|
||
</span>
|
||
|
||
|
||
</a>
|
||
</li>
|
||
|
||
|
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|
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|
||
|
||
|
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|
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|
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|
||
<li class="md-nav__item">
|
||
<a href="../sandbox-testing/" class="md-nav__link">
|
||
|
||
|
||
<span class="md-ellipsis">
|
||
Sandbox testing
|
||
</span>
|
||
|
||
|
||
</a>
|
||
</li>
|
||
|
||
|
||
|
||
|
||
|
||
|
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|
||
|
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|
||
<li class="md-nav__item">
|
||
<a href="../developer/" class="md-nav__link">
|
||
|
||
|
||
<span class="md-ellipsis">
|
||
Contributors guide
|
||
</span>
|
||
|
||
|
||
</a>
|
||
</li>
|
||
|
||
|
||
|
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</ul>
|
||
</nav>
|
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</div>
|
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</div>
|
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</div>
|
||
|
||
|
||
|
||
<div class="md-sidebar md-sidebar--secondary" data-md-component="sidebar" data-md-type="toc" >
|
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<div class="md-sidebar__scrollwrap">
|
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<div class="md-sidebar__inner">
|
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|
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|
||
<nav class="md-nav md-nav--secondary" aria-label="Table of contents">
|
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|
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|
||
|
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|
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|
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|
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<label class="md-nav__title" for="__toc">
|
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<span class="md-nav__icon md-icon"></span>
|
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Table of contents
|
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</label>
|
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<ul class="md-nav__list" data-md-component="toc" data-md-scrollfix>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#introduction" class="md-nav__link">
|
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<span class="md-ellipsis">
|
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Introduction
|
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</span>
|
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</a>
|
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|
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<nav class="md-nav" aria-label="Introduction">
|
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<ul class="md-nav__list">
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|
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|
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<span class="md-ellipsis">
|
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Win Rate
|
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</span>
|
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</a>
|
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|
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</li>
|
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|
||
<li class="md-nav__item">
|
||
<a href="#risk-reward-ratio" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
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Risk Reward Ratio
|
||
</span>
|
||
</a>
|
||
|
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</li>
|
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|
||
<li class="md-nav__item">
|
||
<a href="#expectancy" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
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Expectancy
|
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</span>
|
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</a>
|
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|
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</li>
|
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|
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|
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|
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|
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|
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<span class="md-ellipsis">
|
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How does it work?
|
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</span>
|
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</a>
|
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|
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<nav class="md-nav" aria-label="How does it work?">
|
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<ul class="md-nav__list">
|
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|
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<a href="#position-size" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
Position size
|
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</span>
|
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</a>
|
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|
||
</li>
|
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|
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</ul>
|
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</nav>
|
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|
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</li>
|
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|
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<li class="md-nav__item">
|
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<a href="#configurations" class="md-nav__link">
|
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|
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Configurations
|
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|
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</a>
|
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|
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<nav class="md-nav" aria-label="Configurations">
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<ul class="md-nav__list">
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|
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|
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<span class="md-ellipsis">
|
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enabled
|
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</span>
|
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</a>
|
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|
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</li>
|
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|
||
<li class="md-nav__item">
|
||
<a href="#process_throttle_secs" class="md-nav__link">
|
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<span class="md-ellipsis">
|
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process_throttle_secs
|
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</span>
|
||
</a>
|
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|
||
</li>
|
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|
||
<li class="md-nav__item">
|
||
<a href="#calculate_since_number_of_days" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
calculate_since_number_of_days
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
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|
||
<li class="md-nav__item">
|
||
<a href="#capital_available_percentage" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
capital_available_percentage
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#allowed_risk" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
allowed_risk
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#stoploss_range_min" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
stoploss_range_min
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#stoploss_range_max" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
stoploss_range_max
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#stoploss_range_step" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
stoploss_range_step
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#minimum_winrate" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
minimum_winrate
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#minimum_expectancy" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
minimum_expectancy
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#min_trade_number" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
min_trade_number
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#max_trade_duration_minute" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
max_trade_duration_minute
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#remove_pumps" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
remove_pumps
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
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</ul>
|
||
</nav>
|
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|
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</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#running-edge-independently" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
Running Edge independently
|
||
</span>
|
||
</a>
|
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|
||
<nav class="md-nav" aria-label="Running Edge independently">
|
||
<ul class="md-nav__list">
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#update-cached-pairs-with-the-latest-data" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
Update cached pairs with the latest data
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#precising-stoploss-range" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
Precising stoploss range
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
||
<li class="md-nav__item">
|
||
<a href="#advanced-use-of-timerange" class="md-nav__link">
|
||
<span class="md-ellipsis">
|
||
Advanced use of timerange
|
||
</span>
|
||
</a>
|
||
|
||
</li>
|
||
|
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</ul>
|
||
</nav>
|
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|
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</li>
|
||
|
||
</ul>
|
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|
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</nav>
|
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</div>
|
||
</div>
|
||
</div>
|
||
|
||
|
||
|
||
<div class="md-content" data-md-component="content">
|
||
<article class="md-content__inner md-typeset">
|
||
|
||
|
||
|
||
|
||
<h1 id="edge-positioning">Edge positioning<a class="headerlink" href="#edge-positioning" title="Permanent link">¶</a></h1>
|
||
<p>This page explains how to use Edge Positioning module in your bot in order to enter into a trade only if the trade has a reasonable win rate and risk reward ratio, and consequently adjust your position size and stoploss.</p>
|
||
<div class="admonition warning">
|
||
<p class="admonition-title">Warning</p>
|
||
<p>Edge positioning is not compatible with dynamic (volume-based) whitelist.</p>
|
||
</div>
|
||
<div class="admonition note">
|
||
<p class="admonition-title">Note</p>
|
||
<p>Edge does not consider anything else than buy/sell/stoploss signals. So trailing stoploss, ROI, and everything else are ignored in its calculation.</p>
|
||
</div>
|
||
<h2 id="introduction">Introduction<a class="headerlink" href="#introduction" title="Permanent link">¶</a></h2>
|
||
<p>Trading is all about probability. No one can claim that he has a strategy working all the time. You have to assume that sometimes you lose.</p>
|
||
<p>But it doesn't mean there is no rule, it only means rules should work "most of the time". Let's play a game: we toss a coin, heads: I give you 10<span class="arithmatex"><span class="MathJax_Preview">, tails: you give me 10</span><script type="math/tex">, tails: you give me 10</script></span>. Is it an interesting game? No, it's quite boring, isn't it?</p>
|
||
<p>But let's say the probability that we have heads is 80% (because our coin has the displaced distribution of mass or other defect), and the probability that we have tails is 20%. Now it is becoming interesting...</p>
|
||
<p>That means 10$ X 80% versus 10$ X 20%. 8$ versus 2<span class="arithmatex"><span class="MathJax_Preview">. That means over time you will win 8</span><script type="math/tex">. That means over time you will win 8</script></span> risking only 2$ on each toss of coin.</p>
|
||
<p>Let's complicate it more: you win 80% of the time but only 2<span class="arithmatex"><span class="MathJax_Preview">, I win 20% of the time but 8</span><script type="math/tex">, I win 20% of the time but 8</script></span>. The calculation is: 80% X 2$ versus 20% X 8<span class="arithmatex"><span class="MathJax_Preview">. It is becoming boring again because overtime you win <span class="arithmatex"><span class="MathJax_Preview">1.6</span><script type="math/tex">1.6</script></span> (80% X 2 (80% X 2</span><script type="math/tex">. It is becoming boring again because overtime you win <span class="arithmatex"><span class="MathJax_Preview">1.6</span><script type="math/tex">1.6</script></span> (80% X 2 (80% X 2</script></span>) and me <span class="arithmatex"><span class="MathJax_Preview">1.6 (20% X 8</span><script type="math/tex">1.6 (20% X 8</script></span>) too.</p>
|
||
<p>The question is: How do you calculate that? How do you know if you wanna play?</p>
|
||
<p>The answer comes to two factors:
|
||
- Win Rate
|
||
- Risk Reward Ratio</p>
|
||
<h3 id="win-rate">Win Rate<a class="headerlink" href="#win-rate" title="Permanent link">¶</a></h3>
|
||
<p>Win Rate (<em>W</em>) is is the mean over some amount of trades (<em>N</em>) what is the percentage of winning trades to total number of trades (note that we don't consider how much you gained but only if you won or not).</p>
|
||
<div class="codehilite"><pre><span></span><code>W = (Number of winning trades) / (Total number of trades) = (Number of winning trades) / N
|
||
</code></pre></div>
|
||
|
||
<p>Complementary Loss Rate (<em>L</em>) is defined as</p>
|
||
<div class="codehilite"><pre><span></span><code>L = (Number of losing trades) / (Total number of trades) = (Number of losing trades) / N
|
||
</code></pre></div>
|
||
|
||
<p>or, which is the same, as</p>
|
||
<div class="codehilite"><pre><span></span><code>L = 1 – W
|
||
</code></pre></div>
|
||
|
||
<h3 id="risk-reward-ratio">Risk Reward Ratio<a class="headerlink" href="#risk-reward-ratio" title="Permanent link">¶</a></h3>
|
||
<p>Risk Reward Ratio (<em>R</em>) is a formula used to measure the expected gains of a given investment against the risk of loss. It is basically what you potentially win divided by what you potentially lose:</p>
|
||
<div class="codehilite"><pre><span></span><code>R = Profit / Loss
|
||
</code></pre></div>
|
||
|
||
<p>Over time, on many trades, you can calculate your risk reward by dividing your average profit on winning trades by your average loss on losing trades:</p>
|
||
<div class="codehilite"><pre><span></span><code>Average profit = (Sum of profits) / (Number of winning trades)
|
||
|
||
Average loss = (Sum of losses) / (Number of losing trades)
|
||
|
||
R = (Average profit) / (Average loss)
|
||
</code></pre></div>
|
||
|
||
<h3 id="expectancy">Expectancy<a class="headerlink" href="#expectancy" title="Permanent link">¶</a></h3>
|
||
<p>At this point we can combine <em>W</em> and <em>R</em> to create an expectancy ratio. This is a simple process of multiplying the risk reward ratio by the percentage of winning trades and subtracting the percentage of losing trades, which is calculated as follows:</p>
|
||
<div class="codehilite"><pre><span></span><code>Expectancy Ratio = (Risk Reward Ratio X Win Rate) – Loss Rate = (R X W) – L
|
||
</code></pre></div>
|
||
|
||
<p>So lets say your Win rate is 28% and your Risk Reward Ratio is 5:</p>
|
||
<div class="codehilite"><pre><span></span><code>Expectancy = (5 X 0.28) – 0.72 = 0.68
|
||
</code></pre></div>
|
||
|
||
<p>Superficially, this means that on average you expect this strategy’s trades to return .68 times the size of your loses. This is important for two reasons: First, it may seem obvious, but you know right away that you have a positive return. Second, you now have a number you can compare to other candidate systems to make decisions about which ones you employ.</p>
|
||
<p>It is important to remember that any system with an expectancy greater than 0 is profitable using past data. The key is finding one that will be profitable in the future.</p>
|
||
<p>You can also use this value to evaluate the effectiveness of modifications to this system.</p>
|
||
<p><strong>NOTICE:</strong> It's important to keep in mind that Edge is testing your expectancy using historical data, there's no guarantee that you will have a similar edge in the future. It's still vital to do this testing in order to build confidence in your methodology, but be wary of "curve-fitting" your approach to the historical data as things are unlikely to play out the exact same way for future trades.</p>
|
||
<h2 id="how-does-it-work">How does it work?<a class="headerlink" href="#how-does-it-work" title="Permanent link">¶</a></h2>
|
||
<p>If enabled in config, Edge will go through historical data with a range of stoplosses in order to find buy and sell/stoploss signals. It then calculates win rate and expectancy over <em>N</em> trades for each stoploss. Here is an example:</p>
|
||
<table>
|
||
<thead>
|
||
<tr>
|
||
<th>Pair</th>
|
||
<th style="text-align: center;">Stoploss</th>
|
||
<th style="text-align: right;">Win Rate</th>
|
||
<th style="text-align: right;">Risk Reward Ratio</th>
|
||
<th style="text-align: right;">Expectancy</th>
|
||
</tr>
|
||
</thead>
|
||
<tbody>
|
||
<tr>
|
||
<td>XZC/ETH</td>
|
||
<td style="text-align: center;">-0.01</td>
|
||
<td style="text-align: right;">0.50</td>
|
||
<td style="text-align: right;">1.176384</td>
|
||
<td style="text-align: right;">0.088</td>
|
||
</tr>
|
||
<tr>
|
||
<td>XZC/ETH</td>
|
||
<td style="text-align: center;">-0.02</td>
|
||
<td style="text-align: right;">0.51</td>
|
||
<td style="text-align: right;">1.115941</td>
|
||
<td style="text-align: right;">0.079</td>
|
||
</tr>
|
||
<tr>
|
||
<td>XZC/ETH</td>
|
||
<td style="text-align: center;">-0.03</td>
|
||
<td style="text-align: right;">0.52</td>
|
||
<td style="text-align: right;">1.359670</td>
|
||
<td style="text-align: right;">0.228</td>
|
||
</tr>
|
||
<tr>
|
||
<td>XZC/ETH</td>
|
||
<td style="text-align: center;">-0.04</td>
|
||
<td style="text-align: right;">0.51</td>
|
||
<td style="text-align: right;">1.234539</td>
|
||
<td style="text-align: right;">0.117</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
<p>The goal here is to find the best stoploss for the strategy in order to have the maximum expectancy. In the above example stoploss at 3% leads to the maximum expectancy according to historical data.</p>
|
||
<p>Edge module then forces stoploss value it evaluated to your strategy dynamically.</p>
|
||
<h3 id="position-size">Position size<a class="headerlink" href="#position-size" title="Permanent link">¶</a></h3>
|
||
<p>Edge also dictates the stake amount for each trade to the bot according to the following factors:</p>
|
||
<ul>
|
||
<li>Allowed capital at risk</li>
|
||
<li>Stoploss</li>
|
||
</ul>
|
||
<p>Allowed capital at risk is calculated as follows:</p>
|
||
<div class="codehilite"><pre><span></span><code>Allowed capital at risk = (Capital available_percentage) X (Allowed risk per trade)
|
||
</code></pre></div>
|
||
|
||
<p>Stoploss is calculated as described above against historical data.</p>
|
||
<p>Your position size then will be:</p>
|
||
<div class="codehilite"><pre><span></span><code>Position size = (Allowed capital at risk) / Stoploss
|
||
</code></pre></div>
|
||
|
||
<p>Example:</p>
|
||
<p>Let's say the stake currency is ETH and you have 10 ETH on the exchange, your capital available percentage is 50% and you would allow 1% of risk for each trade. thus your available capital for trading is <strong>10 x 0.5 = 5 ETH</strong> and allowed capital at risk would be <strong>5 x 0.01 = 0.05 ETH</strong>.</p>
|
||
<p>Let's assume Edge has calculated that for <strong>XLM/ETH</strong> market your stoploss should be at 2%. So your position size will be <strong>0.05 / 0.02 = 2.5 ETH</strong>.</p>
|
||
<p>Bot takes a position of 2.5 ETH on XLM/ETH (call it trade 1). Up next, you receive another buy signal while trade 1 is still open. This time on <strong>BTC/ETH</strong> market. Edge calculated stoploss for this market at 4%. So your position size would be 0.05 / 0.04 = 1.25 ETH (call it trade 2).</p>
|
||
<p>Note that available capital for trading didn’t change for trade 2 even if you had already trade 1. The available capital doesn’t mean the free amount on your wallet.</p>
|
||
<p>Now you have two trades open. The bot receives yet another buy signal for another market: <strong>ADA/ETH</strong>. This time the stoploss is calculated at 1%. So your position size is <strong>0.05 / 0.01 = 5 ETH</strong>. But there are already 3.75 ETH blocked in two previous trades. So the position size for this third trade would be <strong>5 – 3.75 = 1.25 ETH</strong>.</p>
|
||
<p>Available capital doesn’t change before a position is sold. Let’s assume that trade 1 receives a sell signal and it is sold with a profit of 1 ETH. Your total capital on exchange would be 11 ETH and the available capital for trading becomes 5.5 ETH.</p>
|
||
<p>So the Bot receives another buy signal for trade 4 with a stoploss at 2% then your position size would be <strong>0.055 / 0.02 = 2.75 ETH</strong>.</p>
|
||
<h2 id="configurations">Configurations<a class="headerlink" href="#configurations" title="Permanent link">¶</a></h2>
|
||
<p>Edge module has following configuration options:</p>
|
||
<h4 id="enabled">enabled<a class="headerlink" href="#enabled" title="Permanent link">¶</a></h4>
|
||
<p>If true, then Edge will run periodically.</p>
|
||
<p>(defaults to false)</p>
|
||
<h4 id="process_throttle_secs">process_throttle_secs<a class="headerlink" href="#process_throttle_secs" title="Permanent link">¶</a></h4>
|
||
<p>How often should Edge run in seconds?</p>
|
||
<p>(defaults to 3600 so one hour)</p>
|
||
<h4 id="calculate_since_number_of_days">calculate_since_number_of_days<a class="headerlink" href="#calculate_since_number_of_days" title="Permanent link">¶</a></h4>
|
||
<p>Number of days of data against which Edge calculates Win Rate, Risk Reward and Expectancy
|
||
Note that it downloads historical data so increasing this number would lead to slowing down the bot.</p>
|
||
<p>(defaults to 7)</p>
|
||
<h4 id="capital_available_percentage">capital_available_percentage<a class="headerlink" href="#capital_available_percentage" title="Permanent link">¶</a></h4>
|
||
<p>This is the percentage of the total capital on exchange in stake currency.</p>
|
||
<p>As an example if you have 10 ETH available in your wallet on the exchange and this value is 0.5 (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers it as available capital.</p>
|
||
<p>(defaults to 0.5)</p>
|
||
<h4 id="allowed_risk">allowed_risk<a class="headerlink" href="#allowed_risk" title="Permanent link">¶</a></h4>
|
||
<p>Percentage of allowed risk per trade.</p>
|
||
<p>(defaults to 0.01 so 1%)</p>
|
||
<h4 id="stoploss_range_min">stoploss_range_min<a class="headerlink" href="#stoploss_range_min" title="Permanent link">¶</a></h4>
|
||
<p>Minimum stoploss.</p>
|
||
<p>(defaults to -0.01)</p>
|
||
<h4 id="stoploss_range_max">stoploss_range_max<a class="headerlink" href="#stoploss_range_max" title="Permanent link">¶</a></h4>
|
||
<p>Maximum stoploss.</p>
|
||
<p>(defaults to -0.10)</p>
|
||
<h4 id="stoploss_range_step">stoploss_range_step<a class="headerlink" href="#stoploss_range_step" title="Permanent link">¶</a></h4>
|
||
<p>As an example if this is set to -0.01 then Edge will test the strategy for [-0.01, -0,02, -0,03 ..., -0.09, -0.10] ranges.
|
||
Note than having a smaller step means having a bigger range which could lead to slow calculation.</p>
|
||
<p>If you set this parameter to -0.001, you then slow down the Edge calculation by a factor of 10.</p>
|
||
<p>(defaults to -0.01)</p>
|
||
<h4 id="minimum_winrate">minimum_winrate<a class="headerlink" href="#minimum_winrate" title="Permanent link">¶</a></h4>
|
||
<p>It filters out pairs which don't have at least minimum_winrate.</p>
|
||
<p>This comes handy if you want to be conservative and don't comprise win rate in favour of risk reward ratio.</p>
|
||
<p>(defaults to 0.60)</p>
|
||
<h4 id="minimum_expectancy">minimum_expectancy<a class="headerlink" href="#minimum_expectancy" title="Permanent link">¶</a></h4>
|
||
<p>It filters out pairs which have the expectancy lower than this number.</p>
|
||
<p>Having an expectancy of 0.20 means if you put 10$ on a trade you expect a 12$ return.</p>
|
||
<p>(defaults to 0.20)</p>
|
||
<h4 id="min_trade_number">min_trade_number<a class="headerlink" href="#min_trade_number" title="Permanent link">¶</a></h4>
|
||
<p>When calculating <em>W</em>, <em>R</em> and <em>E</em> (expectancy) against historical data, you always want to have a minimum number of trades. The more this number is the more Edge is reliable.</p>
|
||
<p>Having a win rate of 100% on a single trade doesn't mean anything at all. But having a win rate of 70% over past 100 trades means clearly something.</p>
|
||
<p>(defaults to 10, it is highly recommended not to decrease this number)</p>
|
||
<h4 id="max_trade_duration_minute">max_trade_duration_minute<a class="headerlink" href="#max_trade_duration_minute" title="Permanent link">¶</a></h4>
|
||
<p>Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.</p>
|
||
<p><strong>NOTICE:</strong> While configuring this value, you should take into consideration your ticker interval. As an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. Default value is set assuming your strategy interval is relatively small (1m or 5m, etc.).</p>
|
||
<p>(defaults to 1 day, i.e. to 60 * 24 = 1440 minutes)</p>
|
||
<h4 id="remove_pumps">remove_pumps<a class="headerlink" href="#remove_pumps" title="Permanent link">¶</a></h4>
|
||
<p>Edge will remove sudden pumps in a given market while going through historical data. However, given that pumps happen very often in crypto markets, we recommend you keep this off.</p>
|
||
<p>(defaults to false)</p>
|
||
<h2 id="running-edge-independently">Running Edge independently<a class="headerlink" href="#running-edge-independently" title="Permanent link">¶</a></h2>
|
||
<p>You can run Edge independently in order to see in details the result. Here is an example:</p>
|
||
<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>edge
|
||
</code></pre></div>
|
||
<p>An example of its output:</p>
|
||
<table>
|
||
<thead>
|
||
<tr>
|
||
<th style="text-align: left;">pair</th>
|
||
<th style="text-align: right;">stoploss</th>
|
||
<th style="text-align: right;">win rate</th>
|
||
<th style="text-align: right;">risk reward ratio</th>
|
||
<th style="text-align: right;">required risk reward</th>
|
||
<th style="text-align: right;">expectancy</th>
|
||
<th style="text-align: right;">total number of trades</th>
|
||
<th style="text-align: right;">average duration (min)</th>
|
||
</tr>
|
||
</thead>
|
||
<tbody>
|
||
<tr>
|
||
<td style="text-align: left;">AGI/BTC</td>
|
||
<td style="text-align: right;">-0.02</td>
|
||
<td style="text-align: right;">0.64</td>
|
||
<td style="text-align: right;">5.86</td>
|
||
<td style="text-align: right;">0.56</td>
|
||
<td style="text-align: right;">3.41</td>
|
||
<td style="text-align: right;">14</td>
|
||
<td style="text-align: right;">54</td>
|
||
</tr>
|
||
<tr>
|
||
<td style="text-align: left;">NXS/BTC</td>
|
||
<td style="text-align: right;">-0.03</td>
|
||
<td style="text-align: right;">0.64</td>
|
||
<td style="text-align: right;">2.99</td>
|
||
<td style="text-align: right;">0.57</td>
|
||
<td style="text-align: right;">1.54</td>
|
||
<td style="text-align: right;">11</td>
|
||
<td style="text-align: right;">26</td>
|
||
</tr>
|
||
<tr>
|
||
<td style="text-align: left;">LEND/BTC</td>
|
||
<td style="text-align: right;">-0.02</td>
|
||
<td style="text-align: right;">0.82</td>
|
||
<td style="text-align: right;">2.05</td>
|
||
<td style="text-align: right;">0.22</td>
|
||
<td style="text-align: right;">1.50</td>
|
||
<td style="text-align: right;">11</td>
|
||
<td style="text-align: right;">36</td>
|
||
</tr>
|
||
<tr>
|
||
<td style="text-align: left;">VIA/BTC</td>
|
||
<td style="text-align: right;">-0.01</td>
|
||
<td style="text-align: right;">0.55</td>
|
||
<td style="text-align: right;">3.01</td>
|
||
<td style="text-align: right;">0.83</td>
|
||
<td style="text-align: right;">1.19</td>
|
||
<td style="text-align: right;">11</td>
|
||
<td style="text-align: right;">48</td>
|
||
</tr>
|
||
<tr>
|
||
<td style="text-align: left;">MTH/BTC</td>
|
||
<td style="text-align: right;">-0.09</td>
|
||
<td style="text-align: right;">0.56</td>
|
||
<td style="text-align: right;">2.82</td>
|
||
<td style="text-align: right;">0.80</td>
|
||
<td style="text-align: right;">1.12</td>
|
||
<td style="text-align: right;">18</td>
|
||
<td style="text-align: right;">52</td>
|
||
</tr>
|
||
<tr>
|
||
<td style="text-align: left;">ARDR/BTC</td>
|
||
<td style="text-align: right;">-0.04</td>
|
||
<td style="text-align: right;">0.42</td>
|
||
<td style="text-align: right;">3.14</td>
|
||
<td style="text-align: right;">1.40</td>
|
||
<td style="text-align: right;">0.73</td>
|
||
<td style="text-align: right;">12</td>
|
||
<td style="text-align: right;">42</td>
|
||
</tr>
|
||
<tr>
|
||
<td style="text-align: left;">BCPT/BTC</td>
|
||
<td style="text-align: right;">-0.01</td>
|
||
<td style="text-align: right;">0.71</td>
|
||
<td style="text-align: right;">1.34</td>
|
||
<td style="text-align: right;">0.40</td>
|
||
<td style="text-align: right;">0.67</td>
|
||
<td style="text-align: right;">14</td>
|
||
<td style="text-align: right;">30</td>
|
||
</tr>
|
||
<tr>
|
||
<td style="text-align: left;">WINGS/BTC</td>
|
||
<td style="text-align: right;">-0.02</td>
|
||
<td style="text-align: right;">0.56</td>
|
||
<td style="text-align: right;">1.97</td>
|
||
<td style="text-align: right;">0.80</td>
|
||
<td style="text-align: right;">0.65</td>
|
||
<td style="text-align: right;">27</td>
|
||
<td style="text-align: right;">42</td>
|
||
</tr>
|
||
<tr>
|
||
<td style="text-align: left;">VIBE/BTC</td>
|
||
<td style="text-align: right;">-0.02</td>
|
||
<td style="text-align: right;">0.83</td>
|
||
<td style="text-align: right;">0.91</td>
|
||
<td style="text-align: right;">0.20</td>
|
||
<td style="text-align: right;">0.59</td>
|
||
<td style="text-align: right;">12</td>
|
||
<td style="text-align: right;">35</td>
|
||
</tr>
|
||
<tr>
|
||
<td style="text-align: left;">MCO/BTC</td>
|
||
<td style="text-align: right;">-0.02</td>
|
||
<td style="text-align: right;">0.79</td>
|
||
<td style="text-align: right;">0.97</td>
|
||
<td style="text-align: right;">0.27</td>
|
||
<td style="text-align: right;">0.55</td>
|
||
<td style="text-align: right;">14</td>
|
||
<td style="text-align: right;">31</td>
|
||
</tr>
|
||
<tr>
|
||
<td style="text-align: left;">GNT/BTC</td>
|
||
<td style="text-align: right;">-0.02</td>
|
||
<td style="text-align: right;">0.50</td>
|
||
<td style="text-align: right;">2.06</td>
|
||
<td style="text-align: right;">1.00</td>
|
||
<td style="text-align: right;">0.53</td>
|
||
<td style="text-align: right;">18</td>
|
||
<td style="text-align: right;">24</td>
|
||
</tr>
|
||
<tr>
|
||
<td style="text-align: left;">HOT/BTC</td>
|
||
<td style="text-align: right;">-0.01</td>
|
||
<td style="text-align: right;">0.17</td>
|
||
<td style="text-align: right;">7.72</td>
|
||
<td style="text-align: right;">4.81</td>
|
||
<td style="text-align: right;">0.50</td>
|
||
<td style="text-align: right;">209</td>
|
||
<td style="text-align: right;">7</td>
|
||
</tr>
|
||
<tr>
|
||
<td style="text-align: left;">SNM/BTC</td>
|
||
<td style="text-align: right;">-0.03</td>
|
||
<td style="text-align: right;">0.71</td>
|
||
<td style="text-align: right;">1.06</td>
|
||
<td style="text-align: right;">0.42</td>
|
||
<td style="text-align: right;">0.45</td>
|
||
<td style="text-align: right;">17</td>
|
||
<td style="text-align: right;">38</td>
|
||
</tr>
|
||
<tr>
|
||
<td style="text-align: left;">APPC/BTC</td>
|
||
<td style="text-align: right;">-0.02</td>
|
||
<td style="text-align: right;">0.44</td>
|
||
<td style="text-align: right;">2.28</td>
|
||
<td style="text-align: right;">1.27</td>
|
||
<td style="text-align: right;">0.44</td>
|
||
<td style="text-align: right;">25</td>
|
||
<td style="text-align: right;">43</td>
|
||
</tr>
|
||
<tr>
|
||
<td style="text-align: left;">NEBL/BTC</td>
|
||
<td style="text-align: right;">-0.03</td>
|
||
<td style="text-align: right;">0.63</td>
|
||
<td style="text-align: right;">1.29</td>
|
||
<td style="text-align: right;">0.58</td>
|
||
<td style="text-align: right;">0.44</td>
|
||
<td style="text-align: right;">19</td>
|
||
<td style="text-align: right;">59</td>
|
||
</tr>
|
||
</tbody>
|
||
</table>
|
||
<h3 id="update-cached-pairs-with-the-latest-data">Update cached pairs with the latest data<a class="headerlink" href="#update-cached-pairs-with-the-latest-data" title="Permanent link">¶</a></h3>
|
||
<p>Edge requires historic data the same way as backtesting does.
|
||
Please refer to the <a href="../backtesting/#Getting-data-for-backtesting-and-hyperopt">download section</a> of the documentation for details.</p>
|
||
<h3 id="precising-stoploss-range">Precising stoploss range<a class="headerlink" href="#precising-stoploss-range" title="Permanent link">¶</a></h3>
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<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>edge<span class="w"> </span>--stoplosses<span class="o">=</span>-0.01,-0.1,-0.001<span class="w"> </span><span class="c1">#min,max,step</span>
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||
</code></pre></div>
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||
<h3 id="advanced-use-of-timerange">Advanced use of timerange<a class="headerlink" href="#advanced-use-of-timerange" title="Permanent link">¶</a></h3>
|
||
<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>edge<span class="w"> </span>--timerange<span class="o">=</span><span class="m">20181110</span>-20181113
|
||
</code></pre></div>
|
||
<p>Doing <code>--timerange=-200</code> will get the last 200 timeframes from your inputdata. You can also specify specific dates, or a range span indexed by start and stop.</p>
|
||
<p>The full timerange specification:</p>
|
||
<ul>
|
||
<li>Use last 123 tickframes of data: <code>--timerange=-123</code></li>
|
||
<li>Use first 123 tickframes of data: <code>--timerange=123-</code></li>
|
||
<li>Use tickframes from line 123 through 456: <code>--timerange=123-456</code></li>
|
||
<li>Use tickframes till 2018/01/31: <code>--timerange=-20180131</code></li>
|
||
<li>Use tickframes since 2018/01/31: <code>--timerange=20180131-</code></li>
|
||
<li>Use tickframes since 2018/01/31 till 2018/03/01 : <code>--timerange=20180131-20180301</code></li>
|
||
<li>Use tickframes between POSIX timestamps 1527595200 1527618600: <code>--timerange=1527595200-1527618600</code></li>
|
||
</ul>
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