mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-15 12:43:56 +00:00
916 lines
21 KiB
HTML
916 lines
21 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="../edge/">
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<link rel="next" href="../deprecated/">
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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>Plotting - 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="#plotting" 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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Plotting
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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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<span class="md-ellipsis">
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Telegram
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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="../webhook-config/" class="md-nav__link">
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<span class="md-ellipsis">
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Web Hook
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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="../rest-api/" class="md-nav__link">
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<span class="md-ellipsis">
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REST API
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</span>
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</a>
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</li>
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</ul>
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</nav>
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</li>
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<li class="md-nav__item">
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<a href="../backtesting/" class="md-nav__link">
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<span class="md-ellipsis">
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Backtesting
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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="../hyperopt/" class="md-nav__link">
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<span class="md-ellipsis">
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Hyperopt
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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="../edge/" class="md-nav__link">
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<span class="md-ellipsis">
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Edge positioning
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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--active">
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<input class="md-nav__toggle md-toggle" type="checkbox" id="__toc">
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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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Plotting
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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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<a href="./" class="md-nav__link md-nav__link--active">
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<span class="md-ellipsis">
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Plotting
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</span>
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</a>
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<nav class="md-nav md-nav--secondary" aria-label="Table of contents">
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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>
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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="#plot-price-and-indicators" class="md-nav__link">
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<span class="md-ellipsis">
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Plot price and indicators
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</span>
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</a>
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<nav class="md-nav" aria-label="Plot price and indicators">
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<ul class="md-nav__list">
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<li class="md-nav__item">
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<a href="#advanced-use" class="md-nav__link">
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<span class="md-ellipsis">
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Advanced use
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</span>
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</a>
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</li>
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</ul>
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</nav>
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</li>
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<li class="md-nav__item">
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<a href="#plot-profit" class="md-nav__link">
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<span class="md-ellipsis">
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Plot profit
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</span>
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</a>
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</li>
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</ul>
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</nav>
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</li>
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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
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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="../faq/" class="md-nav__link">
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<span class="md-ellipsis">
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FAQ
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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="../data-analysis/" class="md-nav__link">
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<span class="md-ellipsis">
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Data Analysis
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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="../sql_cheatsheet/" class="md-nav__link">
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<span class="md-ellipsis">
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SQL Cheatsheet
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</span>
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</a>
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</li>
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Sandbox testing
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Plot price and indicators
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Advanced use
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Plot profit
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<h1 id="plotting">Plotting<a class="headerlink" href="#plotting" title="Permanent link">¶</a></h1>
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<p>This page explains how to plot prices, indicators and profits.</p>
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<h2 id="installation">Installation<a class="headerlink" href="#installation" title="Permanent link">¶</a></h2>
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<p>Plotting scripts use Plotly library. Install/upgrade it with:</p>
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<div class="highlight"><pre><span></span><code>pip<span class="w"> </span>install<span class="w"> </span>-U<span class="w"> </span>-r<span class="w"> </span>requirements-plot.txt
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</code></pre></div>
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<h2 id="plot-price-and-indicators">Plot price and indicators<a class="headerlink" href="#plot-price-and-indicators" title="Permanent link">¶</a></h2>
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<p>Usage for the price plotter:</p>
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<div class="highlight"><pre><span></span><code>python3<span class="w"> </span>script/plot_dataframe.py<span class="w"> </span><span class="o">[</span>-h<span class="o">]</span><span class="w"> </span><span class="o">[</span>-p<span class="w"> </span>pairs<span class="o">]</span>
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</code></pre></div>
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<p>Example</p>
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<div class="highlight"><pre><span></span><code>python3<span class="w"> </span>scripts/plot_dataframe.py<span class="w"> </span>-p<span class="w"> </span>BTC/ETH
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</code></pre></div>
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<p>The <code>-p</code> pairs argument can be used to specify pairs you would like to plot.</p>
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<p>Specify custom indicators.
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Use <code>--indicators1</code> for the main plot and <code>--indicators2</code> for the subplot below (if values are in a different range than prices).</p>
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<div class="highlight"><pre><span></span><code>python3<span class="w"> </span>scripts/plot_dataframe.py<span class="w"> </span>-p<span class="w"> </span>BTC/ETH<span class="w"> </span>--indicators1<span class="w"> </span>sma,ema<span class="w"> </span>--indicators2<span class="w"> </span>macd
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</code></pre></div>
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<h3 id="advanced-use">Advanced use<a class="headerlink" href="#advanced-use" title="Permanent link">¶</a></h3>
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<p>To plot multiple pairs, separate them with a comma:</p>
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<div class="highlight"><pre><span></span><code>python3<span class="w"> </span>scripts/plot_dataframe.py<span class="w"> </span>-p<span class="w"> </span>BTC/ETH,XRP/ETH
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</code></pre></div>
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<p>To plot a timerange (to zoom in):</p>
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<div class="highlight"><pre><span></span><code>python3<span class="w"> </span>scripts/plot_dataframe.py<span class="w"> </span>-p<span class="w"> </span>BTC/ETH<span class="w"> </span>--timerange<span class="o">=</span><span class="m">20180801</span>-20180805
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</code></pre></div>
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<p>To plot trades stored in a database use <code>--db-url</code> argument:</p>
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<div class="highlight"><pre><span></span><code>python3<span class="w"> </span>scripts/plot_dataframe.py<span class="w"> </span>--db-url<span class="w"> </span>sqlite:///tradesv3.dry_run.sqlite<span class="w"> </span>-p<span class="w"> </span>BTC/ETH<span class="w"> </span>--trade-source<span class="w"> </span>DB
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</code></pre></div>
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<p>To plot trades from a backtesting result, use <code>--export-filename <filename></code></p>
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<div class="highlight"><pre><span></span><code>python3<span class="w"> </span>scripts/plot_dataframe.py<span class="w"> </span>--export-filename<span class="w"> </span>user_data/backtest_results/backtest-result.json<span class="w"> </span>-p<span class="w"> </span>BTC/ETH
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</code></pre></div>
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<p>To plot a custom strategy the strategy should have first be backtested.
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The results may then be plotted with the -s argument:</p>
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<div class="highlight"><pre><span></span><code>python3<span class="w"> </span>scripts/plot_dataframe.py<span class="w"> </span>-s<span class="w"> </span>Strategy_Name<span class="w"> </span>-p<span class="w"> </span>BTC/ETH<span class="w"> </span>--datadir<span class="w"> </span>user_data/data/<exchange_name>/
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</code></pre></div>
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<h2 id="plot-profit">Plot profit<a class="headerlink" href="#plot-profit" title="Permanent link">¶</a></h2>
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<p>The profit plotter shows a picture with three plots:</p>
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<p>1) Average closing price for all pairs
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2) The summarized profit made by backtesting.
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Note that this is not the real-world profit, but
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more of an estimate.
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3) Each pair individually profit</p>
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<p>The first graph is good to get a grip of how the overall market
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progresses.</p>
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<p>The second graph will show how your algorithm works or doesn't.
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Perhaps you want an algorithm that steadily makes small profits,
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or one that acts less seldom, but makes big swings.</p>
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<p>The third graph can be useful to spot outliers, events in pairs
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that makes profit spikes.</p>
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<p>Usage for the profit plotter:</p>
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<div class="highlight"><pre><span></span><code>python3<span class="w"> </span>script/plot_profit.py<span class="w"> </span><span class="o">[</span>-h<span class="o">]</span><span class="w"> </span><span class="o">[</span>-p<span class="w"> </span>pair<span class="o">]</span><span class="w"> </span><span class="o">[</span>--datadir<span class="w"> </span>directory<span class="o">]</span><span class="w"> </span><span class="o">[</span>--ticker_interval<span class="w"> </span>num<span class="o">]</span>
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</code></pre></div>
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<p>The <code>-p</code> pair argument, can be used to plot a single pair</p>
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<p>Example</p>
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<div class="highlight"><pre><span></span><code>python3<span class="w"> </span>scripts/plot_profit.py<span class="w"> </span>--datadir<span class="w"> </span>../freqtrade/freqtrade/tests/testdata-20171221/<span class="w"> </span>-p<span class="w"> </span>LTC/BTC
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</code></pre></div>
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