mirror of
https://github.com/Rikj000/MoniGoMani.git
synced 2022-03-06 00:08:05 +03:00
📝 Added Some Test Results
This commit is contained in:
Rik Helsen
@@ -0,0 +1,437 @@
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INFO - Using config: ./user_data/mgm-config.json ...
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INFO - Using config: ./user_data/mgm-config-private.json ...
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INFO - Parameter --enable-protections detected, enabling Protections. ...
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INFO - Using max_open_trades: -1 ...
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INFO - Parameter --timerange detected: 20210501-20210616 ...
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INFO - Parameter --epochs detected ... Will run Hyperopt with for 1000 epochs ...
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INFO - Parameter -s/--spaces detected: ['all']
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INFO - Parameter --min-trades detected: 1
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INFO - Using Hyperopt loss class name: MGM_WinRatioAndProfitRatioHyperOptLoss
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INFO - Using resolved strategy MoniGoManiHyperStrategy from '/mnt/Windows/Users/Rik/Desktop/Rikj-Home/Projects/MoniGoMani/user_data/strategies/MoniGoManiHyperStrategy.py'...
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INFO - Strategy Parameter: buy__downwards_trend_signal_triggers_needed = 6
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INFO - Strategy Parameter: buy__downwards_trend_total_signal_needed = 530
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INFO - Strategy Parameter: buy__downwards_trend_total_signal_needed_candles_lookback_window = 3
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INFO - Strategy Parameter: buy__sideways_trend_signal_triggers_needed = 6
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INFO - Strategy Parameter: buy__sideways_trend_total_signal_needed = 530
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INFO - Strategy Parameter: buy__sideways_trend_total_signal_needed_candles_lookback_window = 3
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INFO - Strategy Parameter: buy__upwards_trend_signal_triggers_needed = 6
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INFO - Strategy Parameter: buy__upwards_trend_total_signal_needed = 530
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INFO - Strategy Parameter: buy__upwards_trend_total_signal_needed_candles_lookback_window = 3
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INFO - Strategy Parameter: buy_downwards_trend_adx_strong_up_weight = 50
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INFO - Strategy Parameter: buy_downwards_trend_bollinger_bands_weight = 50
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INFO - Strategy Parameter: buy_downwards_trend_ema_long_golden_cross_weight = 50
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INFO - Strategy Parameter: buy_downwards_trend_ema_short_golden_cross_weight = 50
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INFO - Strategy Parameter: buy_downwards_trend_macd_weight = 50
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INFO - Strategy Parameter: buy_downwards_trend_mfi_weight = 50
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INFO - Strategy Parameter: buy_downwards_trend_rsi_weight = 50
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INFO - Strategy Parameter: buy_downwards_trend_sma_long_golden_cross_weight = 50
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INFO - Strategy Parameter: buy_downwards_trend_sma_short_golden_cross_weight = 50
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INFO - Strategy Parameter: buy_downwards_trend_vwap_cross_weight = 50
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INFO - Strategy Parameter: buy_sideways_trend_adx_strong_up_weight = 50
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INFO - Strategy Parameter: buy_sideways_trend_bollinger_bands_weight = 50
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INFO - Strategy Parameter: buy_sideways_trend_ema_long_golden_cross_weight = 50
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INFO - Strategy Parameter: buy_sideways_trend_ema_short_golden_cross_weight = 50
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INFO - Strategy Parameter: buy_sideways_trend_macd_weight = 50
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INFO - Strategy Parameter: buy_sideways_trend_mfi_weight = 50
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INFO - Strategy Parameter: buy_sideways_trend_rsi_weight = 50
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INFO - Strategy Parameter: buy_sideways_trend_sma_long_golden_cross_weight = 50
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INFO - Strategy Parameter: buy_sideways_trend_sma_short_golden_cross_weight = 50
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INFO - Strategy Parameter: buy_sideways_trend_vwap_cross_weight = 50
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INFO - Strategy Parameter: buy_upwards_trend_adx_strong_up_weight = 50
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INFO - Strategy Parameter: buy_upwards_trend_bollinger_bands_weight = 50
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INFO - Strategy Parameter: buy_upwards_trend_ema_long_golden_cross_weight = 50
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INFO - Strategy Parameter: buy_upwards_trend_ema_short_golden_cross_weight = 50
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INFO - Strategy Parameter: buy_upwards_trend_macd_weight = 50
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INFO - Strategy Parameter: buy_upwards_trend_mfi_weight = 50
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INFO - Strategy Parameter: buy_upwards_trend_rsi_weight = 50
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INFO - Strategy Parameter: buy_upwards_trend_sma_long_golden_cross_weight = 50
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INFO - Strategy Parameter: buy_upwards_trend_sma_short_golden_cross_weight = 50
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INFO - Strategy Parameter: buy_upwards_trend_vwap_cross_weight = 50
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INFO - Strategy Parameter: sell___unclogger_buy_cooldown_minutes_window = 270
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INFO - Strategy Parameter: sell___unclogger_minimal_losing_trade_duration_minutes = 37
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INFO - Strategy Parameter: sell___unclogger_minimal_losing_trades_open = 3
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INFO - Strategy Parameter: sell___unclogger_open_trades_losing_percentage_needed = 30
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INFO - Strategy Parameter: sell___unclogger_trend_lookback_candles_window = 35
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INFO - Strategy Parameter: sell___unclogger_trend_lookback_candles_window_percentage_needed = 30
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INFO - Strategy Parameter: sell__downwards_trend_signal_triggers_needed = 6
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INFO - Strategy Parameter: sell__downwards_trend_total_signal_needed = 530
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INFO - Strategy Parameter: sell__downwards_trend_total_signal_needed_candles_lookback_window = 3
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INFO - Strategy Parameter: sell__sideways_trend_signal_triggers_needed = 6
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INFO - Strategy Parameter: sell__sideways_trend_total_signal_needed = 530
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INFO - Strategy Parameter: sell__sideways_trend_total_signal_needed_candles_lookback_window = 3
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INFO - Strategy Parameter: sell__upwards_trend_signal_triggers_needed = 6
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INFO - Strategy Parameter: sell__upwards_trend_total_signal_needed = 530
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INFO - Strategy Parameter: sell__upwards_trend_total_signal_needed_candles_lookback_window = 3
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INFO - Strategy Parameter: sell_downwards_trend_adx_strong_down_weight = 50
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INFO - Strategy Parameter: sell_downwards_trend_bollinger_bands_weight = 50
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INFO - Strategy Parameter: sell_downwards_trend_ema_long_death_cross_weight = 50
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INFO - Strategy Parameter: sell_downwards_trend_ema_short_death_cross_weight = 50
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INFO - Strategy Parameter: sell_downwards_trend_macd_weight = 50
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INFO - Strategy Parameter: sell_downwards_trend_mfi_weight = 50
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INFO - Strategy Parameter: sell_downwards_trend_rsi_weight = 50
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INFO - Strategy Parameter: sell_downwards_trend_sma_long_death_cross_weight = 50
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INFO - Strategy Parameter: sell_downwards_trend_sma_short_death_cross_weight = 50
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INFO - Strategy Parameter: sell_downwards_trend_vwap_cross_weight = 50
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INFO - Strategy Parameter: sell_sideways_trend_adx_strong_down_weight = 50
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INFO - Strategy Parameter: sell_sideways_trend_bollinger_bands_weight = 50
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INFO - Strategy Parameter: sell_sideways_trend_ema_long_death_cross_weight = 50
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INFO - Strategy Parameter: sell_sideways_trend_ema_short_death_cross_weight = 50
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INFO - Strategy Parameter: sell_sideways_trend_macd_weight = 50
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INFO - Strategy Parameter: sell_sideways_trend_mfi_weight = 50
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INFO - Strategy Parameter: sell_sideways_trend_rsi_weight = 50
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INFO - Strategy Parameter: sell_sideways_trend_sma_long_death_cross_weight = 50
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INFO - Strategy Parameter: sell_sideways_trend_sma_short_death_cross_weight = 50
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INFO - Strategy Parameter: sell_sideways_trend_vwap_cross_weight = 50
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INFO - Strategy Parameter: sell_upwards_trend_adx_strong_down_weight = 50
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INFO - Strategy Parameter: sell_upwards_trend_bollinger_bands_weight = 50
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INFO - Strategy Parameter: sell_upwards_trend_ema_long_death_cross_weight = 50
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INFO - Strategy Parameter: sell_upwards_trend_ema_short_death_cross_weight = 50
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INFO - Strategy Parameter: sell_upwards_trend_macd_weight = 50
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INFO - Strategy Parameter: sell_upwards_trend_mfi_weight = 50
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INFO - Strategy Parameter: sell_upwards_trend_rsi_weight = 50
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INFO - Strategy Parameter: sell_upwards_trend_sma_long_death_cross_weight = 50
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INFO - Strategy Parameter: sell_upwards_trend_sma_short_death_cross_weight = 50
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INFO - Strategy Parameter: sell_upwards_trend_vwap_cross_weight = 50
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INFO - Override strategy 'order_types' with value in config file: {'buy': 'limit', 'sell': 'limit', 'emergencysell': 'market', 'forcesell': 'market', 'forcebuy': 'market', 'stoploss': 'market', 'stoploss_on_exchange': False, 'stoploss_on_exchange_interval': 60}.
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INFO - Override strategy 'order_time_in_force' with value in config file: {'buy': 'gtc', 'sell': 'gtc'}.
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INFO - Override strategy 'stake_currency' with value in config file: BUSD.
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INFO - Override strategy 'stake_amount' with value in config file: 45.
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INFO - Override strategy 'protections' with value in config file: [{'method': 'StoplossGuard', 'lookback_period': 1440, 'trade_limit': 10, 'stop_duration': 1440, 'only_per_pair': False}, {'method': 'StoplossGuard', 'lookback_period': 1440, 'trade_limit': 2, 'stop_duration': 1440, 'only_per_pair': True}].
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INFO - Override strategy 'unfilledtimeout' with value in config file: {'buy': 10, 'sell': 30, 'unit': 'minutes'}.
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INFO - Override strategy 'use_sell_signal' with value in config file: True.
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INFO - Override strategy 'sell_profit_only' with value in config file: False.
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INFO - Override strategy 'ignore_roi_if_buy_signal' with value in config file: True.
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INFO - Override strategy 'sell_profit_offset' with value in config file: 0.
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INFO - Override strategy 'disable_dataframe_checks' with value in config file: False.
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INFO - Strategy using minimal_roi: {'0': 100}
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INFO - Strategy using timeframe: 5m
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INFO - Strategy using stoploss: -1
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INFO - Strategy using trailing_stop: False
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INFO - Strategy using trailing_stop_positive: 0.01
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INFO - Strategy using trailing_stop_positive_offset: 0.03
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INFO - Strategy using trailing_only_offset_is_reached: False
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INFO - Strategy using use_custom_stoploss: True
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INFO - Strategy using process_only_new_candles: False
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INFO - Strategy using startup_candle_count: 400
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INFO - Strategy using ignore_buying_expired_candle_after: 0
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INFO - Using resolved protection StoplossGuard from '/mnt/Windows/Users/Rik/Desktop/Rikj-Home/Projects/Freqtrade/freqtrade/plugins/protections/stoploss_guard.py'...
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INFO - Using resolved protection StoplossGuard from '/mnt/Windows/Users/Rik/Desktop/Rikj-Home/Projects/Freqtrade/freqtrade/plugins/protections/stoploss_guard.py'...
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INFO - No "mgm-config-hyperopt" file found in the "user_data" directory.
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INFO - Using optimizer random state: 29173
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INFO - Min ROI table: {0: 0.057, 5: 0.056, 10: 0.054, 15: 0.053, 20: 0.051, 25: 0.05, 30: 0.048, 35: 0.046, 40: 0.045, 45: 0.043, 50: 0.042, 55: 0.04, 60: 0.038, 65: 0.037, 70: 0.035, 75: 0.034, 80: 0.032, 85: 0.03, 90: 0.029, 95: 0.027, 100: 0.026, 105: 0.024, 110: 0.022, 115: 0.021, 120: 0.019, 125: 0.018, 130: 0.016, 135: 0.014, 140: 0.013, 145: 0.011, 150: 0.01, 155: 0.008, 160: 0.006, 165: 0.005, 170: 0.003, 175: 0.002, 180: 0}
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INFO - Max ROI table: {0: 0.594, 5: 0.586, 10: 0.578, 15: 0.57, 20: 0.562, 25: 0.554, 30: 0.546, 35: 0.538, 40: 0.53, 45: 0.522, 50: 0.514, 55: 0.506, 60: 0.498, 65: 0.49, 70: 0.482, 75: 0.474, 80: 0.466, 85: 0.458, 90: 0.45, 95: 0.442, 100: 0.434, 105: 0.426, 110: 0.418, 115: 0.41, 120: 0.402, 125: 0.394, 130: 0.387, 135: 0.379, 140: 0.371, 145: 0.363, 150: 0.355, 155: 0.347, 160: 0.339, 165: 0.331, 170: 0.323, 175: 0.315, 180: 0.307, 185: 0.299, 190: 0.291, 195: 0.283, 200: 0.275, 205: 0.267, 210: 0.259, 215: 0.251, 220: 0.243, 225: 0.235, 230: 0.227, 235: 0.219, 240: 0.211, 245: 0.209, 250: 0.207, 255: 0.205, 260: 0.203, 265: 0.202, 270: 0.2, 275: 0.198, 280: 0.196, 285: 0.194, 290: 0.192, 295: 0.19, 300: 0.188, 305: 0.187, 310: 0.185, 315: 0.183, 320: 0.181, 325: 0.179, 330: 0.177, 335: 0.175, 340: 0.174, 345: 0.172, 350: 0.17, 355: 0.168, 360: 0.166, 365: 0.164, 370: 0.162, 375: 0.161, 380: 0.159, 385: 0.157, 390: 0.155, 395: 0.153, 400: 0.151, 405: 0.149, 410: 0.147, 415: 0.146, 420: 0.144, 425: 0.142, 430: 0.14, 435: 0.138, 440: 0.136, 445: 0.134, 450: 0.133, 455: 0.131, 460: 0.129, 465: 0.127, 470: 0.125, 475: 0.123, 480: 0.121, 485: 0.12, 490: 0.118, 495: 0.116, 500: 0.114, 505: 0.112, 510: 0.11, 515: 0.108, 520: 0.106, 525: 0.105, 530: 0.103, 535: 0.101, 540: 0.099, 545: 0.097, 550: 0.095, 555: 0.093, 560: 0.092, 565: 0.09, 570: 0.088, 575: 0.086, 580: 0.084, 585: 0.082, 590: 0.08, 595: 0.079, 600: 0.077, 605: 0.076, 610: 0.076, 615: 0.075, 620: 0.075, 625: 0.074, 630: 0.073, 635: 0.073, 640: 0.072, 645: 0.072, 650: 0.071, 655: 0.071, 660: 0.07, 665: 0.07, 670: 0.069, 675: 0.069, 680: 0.068, 685: 0.068, 690: 0.067, 695: 0.067, 700: 0.066, 705: 0.065, 710: 0.065, 715: 0.064, 720: 0.064, 725: 0.063, 730: 0.063, 735: 0.062, 740: 0.062, 745: 0.061, 750: 0.061, 755: 0.06, 760: 0.06, 765: 0.059, 770: 0.059, 775: 0.058, 780: 0.057, 785: 0.057, 790: 0.056, 795: 0.056, 800: 0.055, 805: 0.055, 810: 0.054, 815: 0.054, 820: 0.053, 825: 0.053, 830: 0.052, 835: 0.052, 840: 0.051, 845: 0.051, 850: 0.05, 855: 0.05, 860: 0.049, 865: 0.048, 870: 0.048, 875: 0.047, 880: 0.047, 885: 0.046, 890: 0.046, 895: 0.045, 900: 0.045, 905: 0.044, 910: 0.044, 915: 0.043, 920: 0.043, 925: 0.042, 930: 0.042, 935: 0.041, 940: 0.04, 945: 0.04, 950: 0.039, 955: 0.039, 960: 0.038, 965: 0.038, 970: 0.037, 975: 0.037, 980: 0.036, 985: 0.036, 990: 0.035, 995: 0.035, 1000: 0.034, 1005: 0.034, 1010: 0.033, 1015: 0.032, 1020: 0.032, 1025: 0.031, 1030: 0.031, 1035: 0.03, 1040: 0.03, 1045: 0.029, 1050: 0.029, 1055: 0.028, 1060: 0.028, 1065: 0.027, 1070: 0.027, 1075: 0.026, 1080: 0.026, 1085: 0.025, 1090: 0.024, 1095: 0.024, 1100: 0.023, 1105: 0.023, 1110: 0.022, 1115: 0.022, 1120: 0.021, 1125: 0.021, 1130: 0.02, 1135: 0.02, 1140: 0.019, 1145: 0.019, 1150: 0.018, 1155: 0.018, 1160: 0.017, 1165: 0.017, 1170: 0.016, 1175: 0.015, 1180: 0.015, 1185: 0.014, 1190: 0.014, 1195: 0.013, 1200: 0.013, 1205: 0.012, 1210: 0.012, 1215: 0.011, 1220: 0.011, 1225: 0.01, 1230: 0.01, 1235: 0.009, 1240: 0.009, 1245: 0.008, 1250: 0.007, 1255: 0.007, 1260: 0.006, 1265: 0.006, 1270: 0.005, 1275: 0.005, 1280: 0.004, 1285: 0.004, 1290: 0.003, 1295: 0.003, 1300: 0.002, 1305: 0.002, 1310: 0.001, 1315: 0.001, 1320: 0}
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INFO - Loading data from 2021-04-29 14:40:00 up to 2021-06-16 00:00:00 (47 days).
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INFO - Hyperopting with data from 2021-05-01 00:00:00 up to 2021-06-16 00:00:00 (46 days)..
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+--------+-----------+----------+------------------+--------------+-------------------------------+-----------------+-------------------------------+-------------+
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| Best | Epoch | Trades | Win Draw Loss | Avg profit | Profit | Avg duration | Max Drawdown | Objective |
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|--------+-----------+----------+------------------+--------------+-------------------------------+-----------------+-------------------------------+-------------|
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| Best | 62/1000 | 80 | 15 0 65 | 0.03% | 1.037 BUSD (0.21%) | 0 days 01:34:00 | 12.485 BUSD (27.72%) | -43.1615 |
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| Best | 87/1000 | 1 | 1 0 0 | 5.44% | 2.453 BUSD (0.49%) | 0 days 04:20:00 | -- | -544.456 |
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| Best | 92/1000 | 103 | 25 0 78 | 0.51% | 23.555 BUSD (4.71%) | 0 days 02:08:00 | 28.420 BUSD (63.09%) | -1,269.23109 |
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| Best | 187/1000 | 91 | 47 19 25 | 0.67% | 27.444 BUSD (5.49%) | 0 days 14:49:00 | 26.124 BUSD (58.00%) | -3,146.70604 |
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| Best | 337/1000 | 1145 | 312 2 831 | 0.16% | 83.673 BUSD (16.73%) | 0 days 04:39:00 | 156.634 BUSD (347.73%) | -5,061.60404 |
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| Best | 344/1000 | 40 | 28 2 10 | 1.90% | 34.157 BUSD (6.83%) | 0 days 08:25:00 | 14.161 BUSD (31.44%) | -5,308.05212 |
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| Best | 356/1000 | 194 | 131 14 49 | 0.67% | 58.960 BUSD (11.79%) | 0 days 09:43:00 | 55.520 BUSD (123.25%) | -8,838.61126 |
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| Best | 377/1000 | 36 | 29 3 4 | 3.46% | 56.107 BUSD (11.22%) | 0 days 13:20:00 | 6.788 BUSD (15.07%) | -10,033.83438 |
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| Best | 526/1000 | 70 | 49 4 17 | 2.30% | 72.594 BUSD (14.52%) | 0 days 05:20:00 | 46.709 BUSD (103.69%) | -11,281.10767 |
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Elapsed Time: 2:25:51
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INFO - 1000 epochs saved to '/mnt/Windows/Users/Rik/Desktop/Rikj-Home/Projects/Freqtrade/user_data/hyperopt_results/strategy_MoniGoManiHyperStrategy_2021-08-19_22-05-44.fthypt'.
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INFO - Dumping parameters to user_data/strategies/MoniGoManiHyperStrategy.json
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Best result:
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526/1000:
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70 trades.
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49/4/17 Wins/Draws/Losses.
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Avg profit 2.30%.
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Median profit 3.20%.
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Total profit 72.59392479 BUSD ( 14.52%).
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Avg duration 5:20:00 min.
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Objective: -11281.10767
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# Buy hyperspace params:
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buy_params = {
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"buy__downwards_trend_signal_triggers_needed": 2,
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"buy__downwards_trend_total_signal_needed": 205,
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"buy__downwards_trend_total_signal_needed_candles_lookback_window": 4,
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"buy__sideways_trend_signal_triggers_needed": 5,
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"buy__sideways_trend_total_signal_needed": 244,
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||||
"buy__sideways_trend_total_signal_needed_candles_lookback_window": 2,
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"buy__upwards_trend_signal_triggers_needed": 5,
|
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"buy__upwards_trend_total_signal_needed": 296,
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"buy__upwards_trend_total_signal_needed_candles_lookback_window": 3,
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||||
"buy_downwards_trend_adx_strong_up_weight": 15,
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"buy_downwards_trend_bollinger_bands_weight": 81,
|
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"buy_downwards_trend_ema_long_golden_cross_weight": 29,
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"buy_downwards_trend_ema_short_golden_cross_weight": 48,
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"buy_downwards_trend_macd_weight": 47,
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"buy_downwards_trend_mfi_weight": 19,
|
||||
"buy_downwards_trend_rsi_weight": 66,
|
||||
"buy_downwards_trend_sma_long_golden_cross_weight": 31,
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"buy_downwards_trend_sma_short_golden_cross_weight": 99,
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"buy_downwards_trend_vwap_cross_weight": 30,
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||||
"buy_sideways_trend_adx_strong_up_weight": 72,
|
||||
"buy_sideways_trend_bollinger_bands_weight": 74,
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||||
"buy_sideways_trend_ema_long_golden_cross_weight": 26,
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||||
"buy_sideways_trend_ema_short_golden_cross_weight": 17,
|
||||
"buy_sideways_trend_macd_weight": 34,
|
||||
"buy_sideways_trend_mfi_weight": 95,
|
||||
"buy_sideways_trend_rsi_weight": 87,
|
||||
"buy_sideways_trend_sma_long_golden_cross_weight": 98,
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||||
"buy_sideways_trend_sma_short_golden_cross_weight": 6,
|
||||
"buy_sideways_trend_vwap_cross_weight": 62,
|
||||
"buy_upwards_trend_adx_strong_up_weight": 76,
|
||||
"buy_upwards_trend_bollinger_bands_weight": 43,
|
||||
"buy_upwards_trend_ema_long_golden_cross_weight": 97,
|
||||
"buy_upwards_trend_ema_short_golden_cross_weight": 79,
|
||||
"buy_upwards_trend_macd_weight": 23,
|
||||
"buy_upwards_trend_mfi_weight": 54,
|
||||
"buy_upwards_trend_rsi_weight": 20,
|
||||
"buy_upwards_trend_sma_long_golden_cross_weight": 34,
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||||
"buy_upwards_trend_sma_short_golden_cross_weight": 16,
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||||
"buy_upwards_trend_vwap_cross_weight": 55,
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}
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# Sell hyperspace params:
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sell_params = {
|
||||
"sell___unclogger_buy_cooldown_minutes_window": 335,
|
||||
"sell___unclogger_minimal_losing_trade_duration_minutes": 35,
|
||||
"sell___unclogger_minimal_losing_trades_open": 4,
|
||||
"sell___unclogger_open_trades_losing_percentage_needed": 34,
|
||||
"sell___unclogger_trend_lookback_candles_window": 39,
|
||||
"sell___unclogger_trend_lookback_candles_window_percentage_needed": 18,
|
||||
"sell__downwards_trend_signal_triggers_needed": 3,
|
||||
"sell__downwards_trend_total_signal_needed": 85,
|
||||
"sell__downwards_trend_total_signal_needed_candles_lookback_window": 6,
|
||||
"sell__sideways_trend_signal_triggers_needed": 9,
|
||||
"sell__sideways_trend_total_signal_needed": 377,
|
||||
"sell__sideways_trend_total_signal_needed_candles_lookback_window": 6,
|
||||
"sell__upwards_trend_signal_triggers_needed": 7,
|
||||
"sell__upwards_trend_total_signal_needed": 345,
|
||||
"sell__upwards_trend_total_signal_needed_candles_lookback_window": 2,
|
||||
"sell_downwards_trend_adx_strong_down_weight": 41,
|
||||
"sell_downwards_trend_bollinger_bands_weight": 68,
|
||||
"sell_downwards_trend_ema_long_death_cross_weight": 14,
|
||||
"sell_downwards_trend_ema_short_death_cross_weight": 50,
|
||||
"sell_downwards_trend_macd_weight": 24,
|
||||
"sell_downwards_trend_mfi_weight": 88,
|
||||
"sell_downwards_trend_rsi_weight": 60,
|
||||
"sell_downwards_trend_sma_long_death_cross_weight": 95,
|
||||
"sell_downwards_trend_sma_short_death_cross_weight": 74,
|
||||
"sell_downwards_trend_vwap_cross_weight": 30,
|
||||
"sell_sideways_trend_adx_strong_down_weight": 32,
|
||||
"sell_sideways_trend_bollinger_bands_weight": 59,
|
||||
"sell_sideways_trend_ema_long_death_cross_weight": 41,
|
||||
"sell_sideways_trend_ema_short_death_cross_weight": 79,
|
||||
"sell_sideways_trend_macd_weight": 37,
|
||||
"sell_sideways_trend_mfi_weight": 94,
|
||||
"sell_sideways_trend_rsi_weight": 31,
|
||||
"sell_sideways_trend_sma_long_death_cross_weight": 4,
|
||||
"sell_sideways_trend_sma_short_death_cross_weight": 5,
|
||||
"sell_sideways_trend_vwap_cross_weight": 6,
|
||||
"sell_upwards_trend_adx_strong_down_weight": 39,
|
||||
"sell_upwards_trend_bollinger_bands_weight": 67,
|
||||
"sell_upwards_trend_ema_long_death_cross_weight": 27,
|
||||
"sell_upwards_trend_ema_short_death_cross_weight": 53,
|
||||
"sell_upwards_trend_macd_weight": 44,
|
||||
"sell_upwards_trend_mfi_weight": 28,
|
||||
"sell_upwards_trend_rsi_weight": 66,
|
||||
"sell_upwards_trend_sma_long_death_cross_weight": 60,
|
||||
"sell_upwards_trend_sma_short_death_cross_weight": 85,
|
||||
"sell_upwards_trend_vwap_cross_weight": 63,
|
||||
}
|
||||
|
||||
# ROI table:
|
||||
minimal_roi = {
|
||||
"0": 0.209,
|
||||
"5": 0.20813,
|
||||
"10": 0.20727,
|
||||
"15": 0.2064,
|
||||
"20": 0.20553,
|
||||
"25": 0.20467,
|
||||
"30": 0.2038,
|
||||
"35": 0.20293,
|
||||
"40": 0.20207,
|
||||
"45": 0.2012,
|
||||
"50": 0.20033,
|
||||
"55": 0.19947,
|
||||
"60": 0.1986,
|
||||
"65": 0.19773,
|
||||
"70": 0.19687,
|
||||
"75": 0.196,
|
||||
"80": 0.19513,
|
||||
"85": 0.19427,
|
||||
"90": 0.1934,
|
||||
"95": 0.19253,
|
||||
"100": 0.19167,
|
||||
"105": 0.1908,
|
||||
"110": 0.18993,
|
||||
"115": 0.18907,
|
||||
"120": 0.1882,
|
||||
"125": 0.18733,
|
||||
"130": 0.18647,
|
||||
"135": 0.1856,
|
||||
"140": 0.18473,
|
||||
"145": 0.18387,
|
||||
"150": 0.183,
|
||||
"155": 0.18213,
|
||||
"160": 0.18127,
|
||||
"165": 0.1804,
|
||||
"170": 0.17953,
|
||||
"175": 0.17867,
|
||||
"180": 0.1778,
|
||||
"185": 0.17693,
|
||||
"190": 0.17607,
|
||||
"195": 0.1752,
|
||||
"200": 0.17433,
|
||||
"205": 0.17347,
|
||||
"210": 0.1726,
|
||||
"215": 0.17173,
|
||||
"220": 0.17087,
|
||||
"225": 0.17,
|
||||
"230": 0.16205,
|
||||
"235": 0.1541,
|
||||
"240": 0.14614,
|
||||
"245": 0.13819,
|
||||
"250": 0.13024,
|
||||
"255": 0.12229,
|
||||
"260": 0.11434,
|
||||
"265": 0.10639,
|
||||
"270": 0.09843,
|
||||
"275": 0.09048,
|
||||
"280": 0.08253,
|
||||
"285": 0.07458,
|
||||
"290": 0.06663,
|
||||
"295": 0.05867,
|
||||
"300": 0.05072,
|
||||
"305": 0.04277,
|
||||
"310": 0.03787,
|
||||
"315": 0.03754,
|
||||
"320": 0.03722,
|
||||
"325": 0.03689,
|
||||
"330": 0.03656,
|
||||
"335": 0.03623,
|
||||
"340": 0.03591,
|
||||
"345": 0.03558,
|
||||
"350": 0.03525,
|
||||
"355": 0.03493,
|
||||
"360": 0.0346,
|
||||
"365": 0.03427,
|
||||
"370": 0.03394,
|
||||
"375": 0.03362,
|
||||
"380": 0.03329,
|
||||
"385": 0.03296,
|
||||
"390": 0.03264,
|
||||
"395": 0.03231,
|
||||
"400": 0.03198,
|
||||
"405": 0.03166,
|
||||
"410": 0.03133,
|
||||
"415": 0.031,
|
||||
"420": 0.03067,
|
||||
"425": 0.03035,
|
||||
"430": 0.03002,
|
||||
"435": 0.02969,
|
||||
"440": 0.02937,
|
||||
"445": 0.02904,
|
||||
"450": 0.02871,
|
||||
"455": 0.02839,
|
||||
"460": 0.02806,
|
||||
"465": 0.02773,
|
||||
"470": 0.0274,
|
||||
"475": 0.02708,
|
||||
"480": 0.02675,
|
||||
"485": 0.02642,
|
||||
"490": 0.0261,
|
||||
"495": 0.02577,
|
||||
"500": 0.02544,
|
||||
"505": 0.02512,
|
||||
"510": 0.02479,
|
||||
"515": 0.02446,
|
||||
"520": 0.02413,
|
||||
"525": 0.02381,
|
||||
"530": 0.02348,
|
||||
"535": 0.02315,
|
||||
"540": 0.02283,
|
||||
"545": 0.0225,
|
||||
"550": 0.02217,
|
||||
"555": 0.02185,
|
||||
"560": 0.02152,
|
||||
"565": 0.02119,
|
||||
"570": 0.02086,
|
||||
"575": 0.02054,
|
||||
"580": 0.02021,
|
||||
"585": 0.01988,
|
||||
"590": 0.01956,
|
||||
"595": 0.01923,
|
||||
"600": 0.0189,
|
||||
"605": 0.01857,
|
||||
"610": 0.01825,
|
||||
"615": 0.01792,
|
||||
"620": 0.01759,
|
||||
"625": 0.01727,
|
||||
"630": 0.01694,
|
||||
"635": 0.01661,
|
||||
"640": 0.01629,
|
||||
"645": 0.01596,
|
||||
"650": 0.01563,
|
||||
"655": 0.0153,
|
||||
"660": 0.01498,
|
||||
"665": 0.01465,
|
||||
"670": 0.01432,
|
||||
"675": 0.014,
|
||||
"680": 0.01367,
|
||||
"685": 0.01334,
|
||||
"690": 0.01302,
|
||||
"695": 0.01269,
|
||||
"700": 0.01236,
|
||||
"705": 0.01203,
|
||||
"710": 0.01171,
|
||||
"715": 0.01138,
|
||||
"720": 0.01105,
|
||||
"725": 0.01073,
|
||||
"730": 0.0104,
|
||||
"735": 0.01007,
|
||||
"740": 0.00975,
|
||||
"745": 0.00942,
|
||||
"750": 0.00909,
|
||||
"755": 0.00876,
|
||||
"760": 0.00844,
|
||||
"765": 0.00811,
|
||||
"770": 0.00778,
|
||||
"775": 0.00746,
|
||||
"780": 0.00713,
|
||||
"785": 0.0068,
|
||||
"790": 0.00648,
|
||||
"795": 0.00615,
|
||||
"800": 0.00582,
|
||||
"805": 0.00549,
|
||||
"810": 0.00517,
|
||||
"815": 0.00484,
|
||||
"820": 0.00451,
|
||||
"825": 0.00419,
|
||||
"830": 0.00386,
|
||||
"835": 0.00353,
|
||||
"840": 0.0032,
|
||||
"845": 0.00288,
|
||||
"850": 0.00255,
|
||||
"855": 0.00222,
|
||||
"860": 0.0019,
|
||||
"865": 0.00157,
|
||||
"870": 0.00124,
|
||||
"875": 0.00092,
|
||||
"880": 0.00059,
|
||||
"885": 0.00026,
|
||||
"890": 0
|
||||
}
|
||||
|
||||
# Stoploss:
|
||||
stoploss = -0.265
|
||||
|
||||
# Trailing stop:
|
||||
trailing_stop = True
|
||||
trailing_stop_positive = 0.198
|
||||
trailing_stop_positive_offset = 0.229
|
||||
trailing_only_offset_is_reached = True
|
||||
|
||||
File diff suppressed because one or more lines are too long
Reference in New Issue
Block a user