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Hyperopt
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Freqtrade common issues
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<a href="#the-bot-does-not-start" class="md-nav__link">
<span class="md-ellipsis">
The bot does not start
</span>
</a>
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<li class="md-nav__item">
<a href="#i-have-waited-5-minutes-why-hasnt-the-bot-made-any-trades-yet" class="md-nav__link">
<span class="md-ellipsis">
I have waited 5 minutes, why hasn't the bot made any trades yet?!
</span>
</a>
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<li class="md-nav__item">
<a href="#i-have-made-12-trades-already-why-is-my-total-profit-negative" class="md-nav__link">
<span class="md-ellipsis">
I have made 12 trades already, why is my total profit negative?!
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#id-like-to-change-the-stake-amount-can-i-just-stop-the-bot-with-stop-and-then-change-the-configjson-and-run-it-again" class="md-nav__link">
<span class="md-ellipsis">
I’d like to change the stake amount. Can I just stop the bot with /stop and then change the config.json and run it again?
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#i-want-to-improve-the-bot-with-a-new-strategy" class="md-nav__link">
<span class="md-ellipsis">
I want to improve the bot with a new strategy
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#is-there-a-setting-to-only-sell-the-coins-being-held-and-not-perform-anymore-buys" class="md-nav__link">
<span class="md-ellipsis">
Is there a setting to only SELL the coins being held and not perform anymore BUYS?
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#im-getting-the-restricted_market-message-in-the-log" class="md-nav__link">
<span class="md-ellipsis">
I'm getting the "RESTRICTED_MARKET" message in the log
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#im-getting-the-exchange-bittrex-does-not-support-market-orders-message-and-cannot-run-my-strategy" class="md-nav__link">
<span class="md-ellipsis">
I'm getting the "Exchange Bittrex does not support market orders." message and cannot run my strategy
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#how-do-i-search-the-bot-logs-for-something" class="md-nav__link">
<span class="md-ellipsis">
How do I search the bot logs for something?
</span>
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Hyperopt module
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<a href="#how-many-epoch-do-i-need-to-get-a-good-hyperopt-result" class="md-nav__link">
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How many epoch do I need to get a good Hyperopt result?
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<a href="#why-it-is-so-long-to-run-hyperopt" class="md-nav__link">
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Why it is so long to run hyperopt?
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Edge module
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<a href="#edge-implements-interesting-approach-for-controlling-position-size-is-there-any-theory-behind-it" class="md-nav__link">
<span class="md-ellipsis">
Edge implements interesting approach for controlling position size, is there any theory behind it?
</span>
</a>
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<li class="md-nav__item">
<a href="#freqtrade-common-issues" class="md-nav__link">
<span class="md-ellipsis">
Freqtrade common issues
</span>
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<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#the-bot-does-not-start" class="md-nav__link">
<span class="md-ellipsis">
The bot does not start
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#i-have-waited-5-minutes-why-hasnt-the-bot-made-any-trades-yet" class="md-nav__link">
<span class="md-ellipsis">
I have waited 5 minutes, why hasn't the bot made any trades yet?!
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#i-have-made-12-trades-already-why-is-my-total-profit-negative" class="md-nav__link">
<span class="md-ellipsis">
I have made 12 trades already, why is my total profit negative?!
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#id-like-to-change-the-stake-amount-can-i-just-stop-the-bot-with-stop-and-then-change-the-configjson-and-run-it-again" class="md-nav__link">
<span class="md-ellipsis">
I’d like to change the stake amount. Can I just stop the bot with /stop and then change the config.json and run it again?
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#i-want-to-improve-the-bot-with-a-new-strategy" class="md-nav__link">
<span class="md-ellipsis">
I want to improve the bot with a new strategy
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#is-there-a-setting-to-only-sell-the-coins-being-held-and-not-perform-anymore-buys" class="md-nav__link">
<span class="md-ellipsis">
Is there a setting to only SELL the coins being held and not perform anymore BUYS?
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#im-getting-the-restricted_market-message-in-the-log" class="md-nav__link">
<span class="md-ellipsis">
I'm getting the "RESTRICTED_MARKET" message in the log
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#im-getting-the-exchange-bittrex-does-not-support-market-orders-message-and-cannot-run-my-strategy" class="md-nav__link">
<span class="md-ellipsis">
I'm getting the "Exchange Bittrex does not support market orders." message and cannot run my strategy
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#how-do-i-search-the-bot-logs-for-something" class="md-nav__link">
<span class="md-ellipsis">
How do I search the bot logs for something?
</span>
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="#hyperopt-module" class="md-nav__link">
<span class="md-ellipsis">
Hyperopt module
</span>
</a>
<nav class="md-nav" aria-label="Hyperopt module">
<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#how-many-epoch-do-i-need-to-get-a-good-hyperopt-result" class="md-nav__link">
<span class="md-ellipsis">
How many epoch do I need to get a good Hyperopt result?
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#why-it-is-so-long-to-run-hyperopt" class="md-nav__link">
<span class="md-ellipsis">
Why it is so long to run hyperopt?
</span>
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="#edge-module" class="md-nav__link">
<span class="md-ellipsis">
Edge module
</span>
</a>
<nav class="md-nav" aria-label="Edge module">
<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#edge-implements-interesting-approach-for-controlling-position-size-is-there-any-theory-behind-it" class="md-nav__link">
<span class="md-ellipsis">
Edge implements interesting approach for controlling position size, is there any theory behind it?
</span>
</a>
</li>
</ul>
</nav>
</li>
</ul>
</nav>
</div>
</div>
</div>
<div class="md-content" data-md-component="content">
<article class="md-content__inner md-typeset">
<h1 id="freqtrade-faq">Freqtrade FAQ<a class="headerlink" href="#freqtrade-faq" title="Permanent link">&para;</a></h1>
<h2 id="freqtrade-common-issues">Freqtrade common issues<a class="headerlink" href="#freqtrade-common-issues" title="Permanent link">&para;</a></h2>
<h3 id="the-bot-does-not-start">The bot does not start<a class="headerlink" href="#the-bot-does-not-start" title="Permanent link">&para;</a></h3>
<p>Running the bot with <code>freqtrade trade --config config.json</code> does show the output <code>freqtrade: command not found</code>.</p>
<p>This could have the following reasons:</p>
<ul>
<li>The virtual environment is not active<ul>
<li>run <code>source .env/bin/activate</code> to activate the virtual environment</li>
</ul>
</li>
<li>The installation did not work correctly.<ul>
<li>Please check the <a href="../installation/">Installation documentation</a>.</li>
</ul>
</li>
</ul>
<h3 id="i-have-waited-5-minutes-why-hasnt-the-bot-made-any-trades-yet">I have waited 5 minutes, why hasn't the bot made any trades yet?!<a class="headerlink" href="#i-have-waited-5-minutes-why-hasnt-the-bot-made-any-trades-yet" title="Permanent link">&para;</a></h3>
<p>Depending on the buy strategy, the amount of whitelisted coins, the
situation of the market etc, it can take up to hours to find good entry
position for a trade. Be patient!</p>
<h3 id="i-have-made-12-trades-already-why-is-my-total-profit-negative">I have made 12 trades already, why is my total profit negative?!<a class="headerlink" href="#i-have-made-12-trades-already-why-is-my-total-profit-negative" title="Permanent link">&para;</a></h3>
<p>I understand your disappointment but unfortunately 12 trades is just
not enough to say anything. If you run backtesting, you can see that our
current algorithm does leave you on the plus side, but that is after
thousands of trades and even there, you will be left with losses on
specific coins that you have traded tens if not hundreds of times. We
of course constantly aim to improve the bot but it will <em>always</em> be a
gamble, which should leave you with modest wins on monthly basis but
you can't say much from few trades.</p>
<h3 id="id-like-to-change-the-stake-amount-can-i-just-stop-the-bot-with-stop-and-then-change-the-configjson-and-run-it-again">I’d like to change the stake amount. Can I just stop the bot with /stop and then change the config.json and run it again?<a class="headerlink" href="#id-like-to-change-the-stake-amount-can-i-just-stop-the-bot-with-stop-and-then-change-the-configjson-and-run-it-again" title="Permanent link">&para;</a></h3>
<p>Not quite. Trades are persisted to a database but the configuration is
currently only read when the bot is killed and restarted. <code>/stop</code> more
like pauses. You can stop your bot, adjust settings and start it again.</p>
<h3 id="i-want-to-improve-the-bot-with-a-new-strategy">I want to improve the bot with a new strategy<a class="headerlink" href="#i-want-to-improve-the-bot-with-a-new-strategy" title="Permanent link">&para;</a></h3>
<p>That's great. We have a nice backtesting and hyperoptimization setup. See
the tutorial <a href="../bot-usage/#hyperopt-commands">here|Testing-new-strategies-with-Hyperopt</a>.</p>
<h3 id="is-there-a-setting-to-only-sell-the-coins-being-held-and-not-perform-anymore-buys">Is there a setting to only SELL the coins being held and not perform anymore BUYS?<a class="headerlink" href="#is-there-a-setting-to-only-sell-the-coins-being-held-and-not-perform-anymore-buys" title="Permanent link">&para;</a></h3>
<p>You can use the <code>/forcesell all</code> command from Telegram.</p>
<h3 id="im-getting-the-restricted_market-message-in-the-log">I'm getting the "RESTRICTED_MARKET" message in the log<a class="headerlink" href="#im-getting-the-restricted_market-message-in-the-log" title="Permanent link">&para;</a></h3>
<p>Currently known to happen for US Bittrex users. </p>
<p>Read <a href="../exchanges/#restricted-markets">the Bittrex section about restricted markets</a> for more information.</p>
<h3 id="im-getting-the-exchange-bittrex-does-not-support-market-orders-message-and-cannot-run-my-strategy">I'm getting the "Exchange Bittrex does not support market orders." message and cannot run my strategy<a class="headerlink" href="#im-getting-the-exchange-bittrex-does-not-support-market-orders-message-and-cannot-run-my-strategy" title="Permanent link">&para;</a></h3>
<p>As the message says, Bittrex does not support market orders and you have one of the <a href="../configuration/#understand-order_types">order types</a> set to "market". Probably your strategy was written with other exchanges in mind and sets "market" orders for "stoploss" orders, which is correct and preferable for most of the exchanges supporting market orders (but not for Bittrex).</p>
<p>To fix it for Bittrex, redefine order types in the strategy to use "limit" instead of "market":</p>
<div class="highlight"><pre><span></span><code> order_types = {
...
&#39;stoploss&#39;: &#39;limit&#39;,
...
}
</code></pre></div>
<p>Same fix should be done in the configuration file, if order types are defined in your custom config rather than in the strategy.</p>
<h3 id="how-do-i-search-the-bot-logs-for-something">How do I search the bot logs for something?<a class="headerlink" href="#how-do-i-search-the-bot-logs-for-something" title="Permanent link">&para;</a></h3>
<p>By default, the bot writes its log into stderr stream. This is implemented this way so that you can easily separate the bot's diagnostics messages from Backtesting, Edge and Hyperopt results, output from other various Freqtrade utility subcommands, as well as from the output of your custom <code>print()</code>'s you may have inserted into your strategy. So if you need to search the log messages with the grep utility, you need to redirect stderr to stdout and disregard stdout.</p>
<ul>
<li>In unix shells, this normally can be done as simple as:
<div class="highlight"><pre><span></span><code>$<span class="w"> </span>freqtrade<span class="w"> </span>--some-options<span class="w"> </span><span class="m">2</span>&gt;<span class="p">&amp;</span><span class="m">1</span><span class="w"> </span>&gt;/dev/null<span class="w"> </span><span class="p">|</span><span class="w"> </span>grep<span class="w"> </span><span class="s1">&#39;something&#39;</span>
</code></pre></div>
(note, <code>2&gt;&amp;1</code> and <code>&gt;/dev/null</code> should be written in this order)</li>
</ul>
<ul>
<li>Bash interpreter also supports so called process substitution syntax, you can grep the log for a string with it as:
<div class="highlight"><pre><span></span><code>$<span class="w"> </span>freqtrade<span class="w"> </span>--some-options<span class="w"> </span><span class="m">2</span>&gt;<span class="w"> </span>&gt;<span class="o">(</span>grep<span class="w"> </span><span class="s1">&#39;something&#39;</span><span class="o">)</span><span class="w"> </span>&gt;/dev/null
</code></pre></div>
or
<div class="highlight"><pre><span></span><code>$<span class="w"> </span>freqtrade<span class="w"> </span>--some-options<span class="w"> </span><span class="m">2</span>&gt;<span class="w"> </span>&gt;<span class="o">(</span>grep<span class="w"> </span>-v<span class="w"> </span><span class="s1">&#39;something&#39;</span><span class="w"> </span><span class="m">1</span>&gt;<span class="p">&amp;</span><span class="m">2</span><span class="o">)</span>
</code></pre></div></li>
</ul>
<ul>
<li>You can also write the copy of Freqtrade log messages to a file with the <code>--logfile</code> option:
<div class="highlight"><pre><span></span><code>$<span class="w"> </span>freqtrade<span class="w"> </span>--logfile<span class="w"> </span>/path/to/mylogfile.log<span class="w"> </span>--some-options
</code></pre></div>
and then grep it as:
<div class="highlight"><pre><span></span><code>$<span class="w"> </span>cat<span class="w"> </span>/path/to/mylogfile.log<span class="w"> </span><span class="p">|</span><span class="w"> </span>grep<span class="w"> </span><span class="s1">&#39;something&#39;</span>
</code></pre></div>
or even on the fly, as the bot works and the logfile grows:
<div class="highlight"><pre><span></span><code>$<span class="w"> </span>tail<span class="w"> </span>-f<span class="w"> </span>/path/to/mylogfile.log<span class="w"> </span><span class="p">|</span><span class="w"> </span>grep<span class="w"> </span><span class="s1">&#39;something&#39;</span>
</code></pre></div>
from a separate terminal window.</li>
</ul>
<p>On Windows, the <code>--logfile</code> option is also supported by Freqtrade and you can use the <code>findstr</code> command to search the log for the string of interest:
<div class="highlight"><pre><span></span><code>&gt; type \path\to\mylogfile.log | findstr &quot;something&quot;
</code></pre></div></p>
<h2 id="hyperopt-module">Hyperopt module<a class="headerlink" href="#hyperopt-module" title="Permanent link">&para;</a></h2>
<h3 id="how-many-epoch-do-i-need-to-get-a-good-hyperopt-result">How many epoch do I need to get a good Hyperopt result?<a class="headerlink" href="#how-many-epoch-do-i-need-to-get-a-good-hyperopt-result" title="Permanent link">&para;</a></h3>
<p>Per default Hyperopt called without the <code>-e</code>/<code>--epochs</code> command line option will only
run 100 epochs, means 100 evals of your triggers, guards, ... Too few
to find a great result (unless if you are very lucky), so you probably
have to run it for 10.000 or more. But it will take an eternity to
compute.</p>
<p>We recommend you to run it at least 10.000 epochs:</p>
<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>hyperopt<span class="w"> </span>-e<span class="w"> </span><span class="m">10000</span>
</code></pre></div>
<p>or if you want intermediate result to see</p>
<div class="highlight"><pre><span></span><code><span class="k">for</span><span class="w"> </span>i<span class="w"> </span><span class="k">in</span><span class="w"> </span><span class="o">{</span><span class="m">1</span>..100<span class="o">}</span><span class="p">;</span><span class="w"> </span><span class="k">do</span><span class="w"> </span>freqtrade<span class="w"> </span>hyperopt<span class="w"> </span>-e<span class="w"> </span><span class="m">100</span><span class="p">;</span><span class="w"> </span><span class="k">done</span>
</code></pre></div>
<h3 id="why-it-is-so-long-to-run-hyperopt">Why it is so long to run hyperopt?<a class="headerlink" href="#why-it-is-so-long-to-run-hyperopt" title="Permanent link">&para;</a></h3>
<p>Finding a great Hyperopt results takes time.</p>
<p>If you wonder why it takes a while to find great hyperopt results</p>
<p>This answer was written during the under the release 0.15.1, when we had:</p>
<ul>
<li>8 triggers</li>
<li>9 guards: let's say we evaluate even 10 values from each</li>
<li>1 stoploss calculation: let's say we want 10 values from that too to be evaluated</li>
</ul>
<p>The following calculation is still very rough and not very precise
but it will give the idea. With only these triggers and guards there is
already 8*10^9*10 evaluations. A roughly total of 80 billion evals.
Did you run 100 000 evals? Congrats, you've done roughly 1 / 100 000 th
of the search space.</p>
<h2 id="edge-module">Edge module<a class="headerlink" href="#edge-module" title="Permanent link">&para;</a></h2>
<h3 id="edge-implements-interesting-approach-for-controlling-position-size-is-there-any-theory-behind-it">Edge implements interesting approach for controlling position size, is there any theory behind it?<a class="headerlink" href="#edge-implements-interesting-approach-for-controlling-position-size-is-there-any-theory-behind-it" title="Permanent link">&para;</a></h3>
<p>The Edge module is mostly a result of brainstorming of <a href="https://github.com/mishaker">@mishaker</a> and <a href="https://github.com/creslinux">@creslinux</a> freqtrade team members.</p>
<p>You can find further info on expectancy, winrate, risk management and position size in the following sources:</p>
<ul>
<li><a href="https://www.tradeciety.com/ultimate-math-guide-for-traders/">https://www.tradeciety.com/ultimate-math-guide-for-traders/</a></li>
<li><a href="http://www.vantharp.com/tharp-concepts/expectancy.asp">http://www.vantharp.com/tharp-concepts/expectancy.asp</a></li>
<li><a href="https://samuraitradingacademy.com/trading-expectancy/">https://samuraitradingacademy.com/trading-expectancy/</a></li>
<li><a href="https://www.learningmarkets.com/determining-expectancy-in-your-trading/">https://www.learningmarkets.com/determining-expectancy-in-your-trading/</a></li>
<li><a href="http://www.lonestocktrader.com/make-money-trading-positive-expectancy/">http://www.lonestocktrader.com/make-money-trading-positive-expectancy/</a></li>
<li><a href="https://www.babypips.com/trading/trade-expectancy-matter">https://www.babypips.com/trading/trade-expectancy-matter</a></li>
</ul>
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