mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-09-20 17:41:12 +00:00
1454 lines
44 KiB
HTML
1454 lines
44 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="canonical" href="https://www.freqtrade.io/2022.2/plotting/">
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<link rel="icon" href="../images/logo.png">
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<meta name="generator" content="mkdocs-1.2.3, mkdocs-material-8.2.1">
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<title>Plotting - Freqtrade</title>
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<link rel="stylesheet" href="../assets/stylesheets/main.e8d9bf0c.min.css">
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<link rel="stylesheet" href="../assets/stylesheets/palette.e6a45f82.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:300,400,400i,700%7CRoboto+Mono&display=fallback">
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<style>:root{--md-text-font:"Roboto";--md-code-font:"Roboto Mono"}</style>
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<link rel="stylesheet" href="../stylesheets/ft.extra.css">
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<script>__md_scope=new URL("..",location),__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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<script>var palette=__md_get("__palette");if(palette&&"object"==typeof palette.color)for(var key of Object.keys(palette.color))document.body.setAttribute("data-md-color-"+key,palette.color[key])</script>
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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-component="outdated" hidden>
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<aside class="md-banner md-banner--warning">
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</aside>
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</div>
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<header class="md-header" 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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<form class="md-header__option" data-md-component="palette">
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<input class="md-option" data-md-color-media="" data-md-color-scheme="default" data-md-color-primary="blue-grey" data-md-color-accent="tear" aria-label="Switch to dark mode" type="radio" name="__palette" id="__palette_1">
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<label class="md-header__button md-icon" title="Switch to dark mode" for="__palette_2" hidden>
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M17 6H7c-3.31 0-6 2.69-6 6s2.69 6 6 6h10c3.31 0 6-2.69 6-6s-2.69-6-6-6zm0 10H7c-2.21 0-4-1.79-4-4s1.79-4 4-4h10c2.21 0 4 1.79 4 4s-1.79 4-4 4zM7 9c-1.66 0-3 1.34-3 3s1.34 3 3 3 3-1.34 3-3-1.34-3-3-3z"/></svg>
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</label>
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<input class="md-option" data-md-color-media="" data-md-color-scheme="slate" data-md-color-primary="blue-grey" data-md-color-accent="tear" aria-label="Switch to light mode" type="radio" name="__palette" id="__palette_2">
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<label class="md-header__button md-icon" title="Switch to light mode" for="__palette_1" hidden>
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M17 7H7a5 5 0 0 0-5 5 5 5 0 0 0 5 5h10a5 5 0 0 0 5-5 5 5 0 0 0-5-5m0 8a3 3 0 0 1-3-3 3 3 0 0 1 3-3 3 3 0 0 1 3 3 3 3 0 0 1-3 3z"/></svg>
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</label>
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</form>
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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" 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" 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"></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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<div class="md-header__source">
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<a href="https://github.com/freqtrade/freqtrade/" title="Go to repository" class="md-source" data-md-component="source">
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<div class="md-source__icon md-icon">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 448 512"><!--! Font Awesome Free 6.0.0 by @fontawesome - https://fontawesome.com License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License) Copyright 2022 Fonticons, Inc.--><path d="M439.55 236.05 244 40.45a28.87 28.87 0 0 0-40.81 0l-40.66 40.63 51.52 51.52c27.06-9.14 52.68 16.77 43.39 43.68l49.66 49.66c34.23-11.8 61.18 31 35.47 56.69-26.49 26.49-70.21-2.87-56-37.34L240.22 199v121.85c25.3 12.54 22.26 41.85 9.08 55a34.34 34.34 0 0 1-48.55 0c-17.57-17.6-11.07-46.91 11.25-56v-123c-20.8-8.51-24.6-30.74-18.64-45L142.57 101 8.45 235.14a28.86 28.86 0 0 0 0 40.81l195.61 195.6a28.86 28.86 0 0 0 40.8 0l194.69-194.69a28.86 28.86 0 0 0 0-40.81z"/></svg>
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</div>
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<div class="md-source__repository">
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GitHub
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</div>
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</a>
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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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<!-- Main navigation -->
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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 id="widget-wrapper">
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</div>
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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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<div class="md-nav__source">
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<a href="https://github.com/freqtrade/freqtrade/" title="Go to repository" class="md-source" data-md-component="source">
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<div class="md-source__icon md-icon">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 448 512"><!--! Font Awesome Free 6.0.0 by @fontawesome - https://fontawesome.com License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License) Copyright 2022 Fonticons, Inc.--><path d="M439.55 236.05 244 40.45a28.87 28.87 0 0 0-40.81 0l-40.66 40.63 51.52 51.52c27.06-9.14 52.68 16.77 43.39 43.68l49.66 49.66c34.23-11.8 61.18 31 35.47 56.69-26.49 26.49-70.21-2.87-56-37.34L240.22 199v121.85c25.3 12.54 22.26 41.85 9.08 55a34.34 34.34 0 0 1-48.55 0c-17.57-17.6-11.07-46.91 11.25-56v-123c-20.8-8.51-24.6-30.74-18.64-45L142.57 101 8.45 235.14a28.86 28.86 0 0 0 0 40.81l195.61 195.6a28.86 28.86 0 0 0 40.8 0l194.69-194.69a28.86 28.86 0 0 0 0-40.81z"/></svg>
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</div>
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<div class="md-source__repository">
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GitHub
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</div>
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</a>
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</div>
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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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Home
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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_quickstart/" class="md-nav__link">
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Quickstart with Docker
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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" data-md-toggle="__nav_3" type="checkbox" id="__nav_3" >
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<label class="md-nav__link" for="__nav_3">
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Installation
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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" aria-label="Installation" data-md-level="1">
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<label class="md-nav__title" for="__nav_3">
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<span class="md-nav__icon md-icon"></span>
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Installation
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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="../installation/" class="md-nav__link">
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Linux/MacOS/Raspberry
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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="../windows_installation/" class="md-nav__link">
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Windows
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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="../bot-basics/" class="md-nav__link">
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Freqtrade Basics
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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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Configuration
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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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Strategy Customization
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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-callbacks/" class="md-nav__link">
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Strategy Callbacks
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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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Stoploss
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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="../plugins/" class="md-nav__link">
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Plugins
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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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Start the bot
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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" data-md-toggle="__nav_11" type="checkbox" id="__nav_11" >
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<label class="md-nav__link" for="__nav_11">
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Control the bot
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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" aria-label="Control the bot" data-md-level="1">
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<label class="md-nav__title" for="__nav_11">
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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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Telegram
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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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REST API & FreqUI
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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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Web Hook
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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="../data-download/" class="md-nav__link">
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Data Downloading
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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="../backtesting/" class="md-nav__link">
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Backtesting
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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="https://github.com/freqtrade/freqtrade/edit/master/docs/plotting.md" title="Edit this page" class="md-content__button md-icon">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M20.71 7.04c.39-.39.39-1.04 0-1.41l-2.34-2.34c-.37-.39-1.02-.39-1.41 0l-1.84 1.83 3.75 3.75M3 17.25V21h3.75L17.81 9.93l-3.75-3.75L3 17.25z"/></svg>
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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-setup">Installation / Setup<a class="headerlink" href="#installation-setup" title="Permanent link">¶</a></h2>
|
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<p>Plotting modules use the Plotly library. You can install / upgrade this by running the following command:</p>
|
|
<p><code>bash
|
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pip install -U -r requirements-plot.txt</code></p>
|
|
<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>The <code>freqtrade plot-dataframe</code> subcommand shows an interactive graph with three subplots:</p>
|
|
<ul>
|
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<li>Main plot with candlestics and indicators following price (sma/ema)</li>
|
|
<li>Volume bars</li>
|
|
<li>Additional indicators as specified by <code>--indicators2</code></li>
|
|
</ul>
|
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<p><img alt="plot-dataframe" src="../assets/plot-dataframe.png" /></p>
|
|
<p>Possible arguments:</p>
|
|
<p>```
|
|
usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH]
|
|
[-d PATH] [--userdir PATH] [-s NAME]
|
|
[--strategy-path PATH] [-p PAIRS [PAIRS ...]]
|
|
[--indicators1 INDICATORS1 [INDICATORS1 ...]]
|
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[--indicators2 INDICATORS2 [INDICATORS2 ...]]
|
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[--plot-limit INT] [--db-url PATH]
|
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[--trade-source {DB,file}] [--export EXPORT]
|
|
[--export-filename PATH]
|
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[--timerange TIMERANGE] [-i TIMEFRAME]
|
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[--no-trades]</p>
|
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<p>optional arguments:
|
|
-h, --help show this help message and exit
|
|
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
|
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Limit command to these pairs. Pairs are space-
|
|
separated.
|
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--indicators1 INDICATORS1 [INDICATORS1 ...]
|
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Set indicators from your strategy you want in the
|
|
first row of the graph. Space-separated list. Example:
|
|
<code>ema3 ema5</code>. Default: <code>['sma', 'ema3', 'ema5']</code>.
|
|
--indicators2 INDICATORS2 [INDICATORS2 ...]
|
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Set indicators from your strategy you want in the
|
|
third row of the graph. Space-separated list. Example:
|
|
<code>fastd fastk</code>. Default: <code>['macd', 'macdsignal']</code>.
|
|
--plot-limit INT Specify tick limit for plotting. Notice: too high
|
|
values cause huge files. Default: 750.
|
|
--db-url PATH Override trades database URL, this is useful in custom
|
|
deployments (default: <code>sqlite:///tradesv3.sqlite</code> for
|
|
Live Run mode, <code>sqlite:///tradesv3.dryrun.sqlite</code> for
|
|
Dry Run).
|
|
--trade-source {DB,file}
|
|
Specify the source for trades (Can be DB or file
|
|
(backtest file)) Default: file
|
|
--export EXPORT Export backtest results, argument are: trades.
|
|
Example: <code>--export=trades</code>
|
|
--export-filename PATH
|
|
Save backtest results to the file with this filename.
|
|
Requires <code>--export</code> to be set as well. Example:
|
|
<code>--export-filename=user_data/backtest_results/backtest
|
|
_today.json</code>
|
|
--timerange TIMERANGE
|
|
Specify what timerange of data to use.
|
|
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
|
|
Specify timeframe (<code>1m</code>, <code>5m</code>, <code>30m</code>, <code>1h</code>, <code>1d</code>).
|
|
--no-trades Skip using trades from backtesting file and DB.</p>
|
|
<p>Common arguments:
|
|
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
|
|
--logfile FILE Log to the file specified. Special values are:
|
|
'syslog', 'journald'. See the documentation for more
|
|
details.
|
|
-V, --version show program's version number and exit
|
|
-c PATH, --config PATH
|
|
Specify configuration file (default:
|
|
<code>userdir/config.json</code> or <code>config.json</code> whichever
|
|
exists). Multiple --config options may be used. Can be
|
|
set to <code>-</code> to read config from stdin.
|
|
-d PATH, --datadir PATH
|
|
Path to directory with historical backtesting data.
|
|
--userdir PATH, --user-data-dir PATH
|
|
Path to userdata directory.</p>
|
|
<p>Strategy arguments:
|
|
-s NAME, --strategy NAME
|
|
Specify strategy class name which will be used by the
|
|
bot.
|
|
--strategy-path PATH Specify additional strategy lookup path.</p>
|
|
<p>```</p>
|
|
<p>Example:</p>
|
|
<p><code>bash
|
|
freqtrade plot-dataframe -p BTC/ETH</code></p>
|
|
<p>The <code>-p/--pairs</code> argument can be used to specify pairs you would like to plot.</p>
|
|
<div class="admonition note">
|
|
<p class="admonition-title">Note</p>
|
|
<p>The <code>freqtrade plot-dataframe</code> subcommand generates one plot-file per pair.</p>
|
|
</div>
|
|
<p>Specify custom indicators.
|
|
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>
|
|
<div class="admonition tip">
|
|
<p class="admonition-title">Tip</p>
|
|
<p>You will almost certainly want to specify a custom strategy! This can be done by adding <code>-s Classname</code> / <code>--strategy ClassName</code> to the command.</p>
|
|
</div>
|
|
<p><code>bash
|
|
freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH --indicators1 sma ema --indicators2 macd</code></p>
|
|
<h3 id="further-usage-examples">Further usage examples<a class="headerlink" href="#further-usage-examples" title="Permanent link">¶</a></h3>
|
|
<p>To plot multiple pairs, separate them with a space:</p>
|
|
<p><code>bash
|
|
freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH XRP/ETH</code></p>
|
|
<p>To plot a timerange (to zoom in)</p>
|
|
<p><code>bash
|
|
freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH --timerange=20180801-20180805</code></p>
|
|
<p>To plot trades stored in a database use <code>--db-url</code> in combination with <code>--trade-source DB</code>:</p>
|
|
<p><code>bash
|
|
freqtrade plot-dataframe --strategy AwesomeStrategy --db-url sqlite:///tradesv3.dry_run.sqlite -p BTC/ETH --trade-source DB</code></p>
|
|
<p>To plot trades from a backtesting result, use <code>--export-filename <filename></code></p>
|
|
<p><code>bash
|
|
freqtrade plot-dataframe --strategy AwesomeStrategy --export-filename user_data/backtest_results/backtest-result.json -p BTC/ETH</code></p>
|
|
<h3 id="plot-dataframe-basics">Plot dataframe basics<a class="headerlink" href="#plot-dataframe-basics" title="Permanent link">¶</a></h3>
|
|
<p><img alt="plot-dataframe2" src="../assets/plot-dataframe2.png" /></p>
|
|
<p>The <code>plot-dataframe</code> subcommand requires backtesting data, a strategy and either a backtesting-results file or a database, containing trades corresponding to the strategy.</p>
|
|
<p>The resulting plot will have the following elements:</p>
|
|
<ul>
|
|
<li>Green triangles: Buy signals from the strategy. (Note: not every buy signal generates a trade, compare to cyan circles.)</li>
|
|
<li>Red triangles: Sell signals from the strategy. (Also, not every sell signal terminates a trade, compare to red and green squares.)</li>
|
|
<li>Cyan circles: Trade entry points.</li>
|
|
<li>Red squares: Trade exit points for trades with loss or 0% profit.</li>
|
|
<li>Green squares: Trade exit points for profitable trades.</li>
|
|
<li>Indicators with values corresponding to the candle scale (e.g. SMA/EMA), as specified with <code>--indicators1</code>.</li>
|
|
<li>Volume (bar chart at the bottom of the main chart).</li>
|
|
<li>Indicators with values in different scales (e.g. MACD, RSI) below the volume bars, as specified with <code>--indicators2</code>.</li>
|
|
</ul>
|
|
<div class="admonition note">
|
|
<p class="admonition-title">Bollinger Bands</p>
|
|
<p>Bollinger bands are automatically added to the plot if the columns <code>bb_lowerband</code> and <code>bb_upperband</code> exist, and are painted as a light blue area spanning from the lower band to the upper band.</p>
|
|
</div>
|
|
<h4 id="advanced-plot-configuration">Advanced plot configuration<a class="headerlink" href="#advanced-plot-configuration" title="Permanent link">¶</a></h4>
|
|
<p>An advanced plot configuration can be specified in the strategy in the <code>plot_config</code> parameter.</p>
|
|
<p>Additional features when using <code>plot_config</code> include:</p>
|
|
<ul>
|
|
<li>Specify colors per indicator</li>
|
|
<li>Specify additional subplots</li>
|
|
<li>Specify indicator pairs to fill area in between</li>
|
|
</ul>
|
|
<p>The sample plot configuration below specifies fixed colors for the indicators. Otherwise, consecutive plots may produce different color schemes each time, making comparisons difficult.
|
|
It also allows multiple subplots to display both MACD and RSI at the same time.</p>
|
|
<p>Plot type can be configured using <code>type</code> key. Possible types are:</p>
|
|
<ul>
|
|
<li><code>scatter</code> corresponding to <code>plotly.graph_objects.Scatter</code> class (default).</li>
|
|
<li><code>bar</code> corresponding to <code>plotly.graph_objects.Bar</code> class.</li>
|
|
</ul>
|
|
<p>Extra parameters to <code>plotly.graph_objects.*</code> constructor can be specified in <code>plotly</code> dict.</p>
|
|
<p>Sample configuration with inline comments explaining the process:</p>
|
|
<p>``` python
|
|
@property
|
|
def plot_config(self):
|
|
"""
|
|
There are a lot of solutions how to build the return dictionary.
|
|
The only important point is the return value.
|
|
Example:
|
|
plot_config = {'main_plot': {}, 'subplots': {}}</p>
|
|
<div class="codehilite"><pre><span></span><code>"""
|
|
plot_config = {}
|
|
plot_config['main_plot'] = {
|
|
# Configuration for main plot indicators.
|
|
# Assumes 2 parameters, emashort and emalong to be specified.
|
|
f'ema_{self.emashort.value}': {'color': 'red'},
|
|
f'ema_{self.emalong.value}': {'color': '#CCCCCC'},
|
|
# By omitting color, a random color is selected.
|
|
'sar': {},
|
|
# fill area between senkou_a and senkou_b
|
|
'senkou_a': {
|
|
'color': 'green', #optional
|
|
'fill_to': 'senkou_b',
|
|
'fill_label': 'Ichimoku Cloud', #optional
|
|
'fill_color': 'rgba(255,76,46,0.2)', #optional
|
|
},
|
|
# plot senkou_b, too. Not only the area to it.
|
|
'senkou_b': {}
|
|
}
|
|
plot_config['subplots'] = {
|
|
# Create subplot MACD
|
|
"MACD": {
|
|
'macd': {'color': 'blue', 'fill_to': 'macdhist'},
|
|
'macdsignal': {'color': 'orange'},
|
|
'macdhist': {'type': 'bar', 'plotly': {'opacity': 0.9}}
|
|
},
|
|
# Additional subplot RSI
|
|
"RSI": {
|
|
'rsi': {'color': 'red'}
|
|
}
|
|
}
|
|
|
|
return plot_config
|
|
</code></pre></div>
|
|
|
|
<p>```</p>
|
|
<details class="note">
|
|
<summary>As attribute (former method)</summary>
|
|
<p>Assigning plot_config is also possible as Attribute (this used to be the default way).
|
|
This has the disadvantage that strategy parameters are not available, preventing certain configurations from working.</p>
|
|
<p><code>`` python
|
|
plot_config = {
|
|
'main_plot': {
|
|
# Configuration for main plot indicators.
|
|
# Specifies</code>ema10<code>to be red, and</code>ema50` to be a shade of gray
|
|
'ema10': {'color': 'red'},
|
|
'ema50': {'color': '#CCCCCC'},
|
|
# By omitting color, a random color is selected.
|
|
'sar': {},
|
|
# fill area between senkou_a and senkou_b
|
|
'senkou_a': {
|
|
'color': 'green', #optional
|
|
'fill_to': 'senkou_b',
|
|
'fill_label': 'Ichimoku Cloud', #optional
|
|
'fill_color': 'rgba(255,76,46,0.2)', #optional
|
|
},
|
|
# plot senkou_b, too. Not only the area to it.
|
|
'senkou_b': {}
|
|
},
|
|
'subplots': {
|
|
# Create subplot MACD
|
|
"MACD": {
|
|
'macd': {'color': 'blue', 'fill_to': 'macdhist'},
|
|
'macdsignal': {'color': 'orange'},
|
|
'macdhist': {'type': 'bar', 'plotly': {'opacity': 0.9}}
|
|
},
|
|
# Additional subplot RSI
|
|
"RSI": {
|
|
'rsi': {'color': 'red'}
|
|
}
|
|
}
|
|
}</p>
|
|
<p>```</p>
|
|
</details>
|
|
<div class="admonition note">
|
|
<p class="admonition-title">Note</p>
|
|
<p>The above configuration assumes that <code>ema10</code>, <code>ema50</code>, <code>senkou_a</code>, <code>senkou_b</code>,
|
|
<code>macd</code>, <code>macdsignal</code>, <code>macdhist</code> and <code>rsi</code> are columns in the DataFrame created by the strategy.</p>
|
|
</div>
|
|
<div class="admonition warning">
|
|
<p class="admonition-title">Warning</p>
|
|
<p><code>plotly</code> arguments are only supported with plotly library and will not work with freq-ui.</p>
|
|
</div>
|
|
<div class="admonition note">
|
|
<p class="admonition-title">Trade position adjustments</p>
|
|
<p>If <code>position_adjustment_enable</code> / <code>adjust_trade_position()</code> is used, the trade initial buy price is averaged over multiple orders and the trade start price will most likely appear outside the candle range.</p>
|
|
</div>
|
|
<h2 id="plot-profit">Plot profit<a class="headerlink" href="#plot-profit" title="Permanent link">¶</a></h2>
|
|
<p><img alt="plot-profit" src="../assets/plot-profit.png" /></p>
|
|
<p>The <code>plot-profit</code> subcommand shows an interactive graph with three plots:</p>
|
|
<ul>
|
|
<li>Average closing price for all pairs.</li>
|
|
<li>The summarized profit made by backtesting.
|
|
Note that this is not the real-world profit, but more of an estimate.</li>
|
|
<li>Profit for each individual pair.</li>
|
|
<li>Parallelism of trades.</li>
|
|
<li>Underwater (Periods of drawdown).</li>
|
|
</ul>
|
|
<p>The first graph is good to get a grip of how the overall market progresses.</p>
|
|
<p>The second graph will show if your algorithm works or doesn't.
|
|
Perhaps you want an algorithm that steadily makes small profits, or one that acts less often, but makes big swings.
|
|
This graph will also highlight the start (and end) of the Max drawdown period.</p>
|
|
<p>The third graph can be useful to spot outliers, events in pairs that cause profit spikes.</p>
|
|
<p>The forth graph can help you analyze trade parallelism, showing how often max_open_trades have been maxed out.</p>
|
|
<p>Possible options for the <code>freqtrade plot-profit</code> subcommand:</p>
|
|
<p>```
|
|
usage: freqtrade plot-profit [-h] [-v] [--logfile FILE] [-V] [-c PATH]
|
|
[-d PATH] [--userdir PATH] [-s NAME]
|
|
[--strategy-path PATH] [-p PAIRS [PAIRS ...]]
|
|
[--timerange TIMERANGE] [--export EXPORT]
|
|
[--export-filename PATH] [--db-url PATH]
|
|
[--trade-source {DB,file}] [-i TIMEFRAME]</p>
|
|
<p>optional arguments:
|
|
-h, --help show this help message and exit
|
|
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
|
|
Limit command to these pairs. Pairs are space-
|
|
separated.
|
|
--timerange TIMERANGE
|
|
Specify what timerange of data to use.
|
|
--export EXPORT Export backtest results, argument are: trades.
|
|
Example: <code>--export=trades</code>
|
|
--export-filename PATH, --backtest-filename PATH
|
|
Use backtest results from this filename.
|
|
Requires <code>--export</code> to be set as well. Example:
|
|
<code>--export-filename=user_data/backtest_results/backtest
|
|
_today.json</code>
|
|
--db-url PATH Override trades database URL, this is useful in custom
|
|
deployments (default: <code>sqlite:///tradesv3.sqlite</code> for
|
|
Live Run mode, <code>sqlite:///tradesv3.dryrun.sqlite</code> for
|
|
Dry Run).
|
|
--trade-source {DB,file}
|
|
Specify the source for trades (Can be DB or file
|
|
(backtest file)) Default: file
|
|
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
|
|
Specify timeframe (<code>1m</code>, <code>5m</code>, <code>30m</code>, <code>1h</code>, <code>1d</code>).
|
|
--auto-open Automatically open generated plot.</p>
|
|
<p>Common arguments:
|
|
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
|
|
--logfile FILE Log to the file specified. Special values are:
|
|
'syslog', 'journald'. See the documentation for more
|
|
details.
|
|
-V, --version show program's version number and exit
|
|
-c PATH, --config PATH
|
|
Specify configuration file (default:
|
|
<code>userdir/config.json</code> or <code>config.json</code> whichever
|
|
exists). Multiple --config options may be used. Can be
|
|
set to <code>-</code> to read config from stdin.
|
|
-d PATH, --datadir PATH
|
|
Path to directory with historical backtesting data.
|
|
--userdir PATH, --user-data-dir PATH
|
|
Path to userdata directory.</p>
|
|
<p>Strategy arguments:
|
|
-s NAME, --strategy NAME
|
|
Specify strategy class name which will be used by the
|
|
bot.
|
|
--strategy-path PATH Specify additional strategy lookup path.</p>
|
|
<p>```</p>
|
|
<p>The <code>-p/--pairs</code> argument, can be used to limit the pairs that are considered for this calculation.</p>
|
|
<p>Examples:</p>
|
|
<p>Use custom backtest-export file</p>
|
|
<p><code>bash
|
|
freqtrade plot-profit -p LTC/BTC --export-filename user_data/backtest_results/backtest-result.json</code></p>
|
|
<p>Use custom database</p>
|
|
<p><code>bash
|
|
freqtrade plot-profit -p LTC/BTC --db-url sqlite:///tradesv3.sqlite --trade-source DB</code></p>
|
|
<p><code>bash
|
|
freqtrade --datadir user_data/data/binance_save/ plot-profit -p LTC/BTC</code></p>
|
|
|
|
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