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MoniGoMani-freqtrade-trading/user_data/mgm-config.example.json
2022-01-16 16:48:52 +01:00

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{
"monigomani_settings": {
"timeframes": {
"backtest_timeframe": "5m",
"core_trend_timeframe": "4h",
"roi_timeframe": "2h",
"timeframe": "30m"
},
"startup_candle_count": 400,
"precision": 1,
"trading_during_trends": {
"buy_trades_when_downwards": true,
"buy_trades_when_sideways": true,
"buy_trades_when_upwards": true,
"sell_trades_when_downwards": true,
"sell_trades_when_sideways": true,
"sell_trades_when_upwards": true
},
"weighted_signal_spaces": {
"sell_profit_only": true,
"min_weighted_signal_value": 0,
"max_weighted_signal_value": 100,
"min_trend_total_signal_needed_value": 60,
"min_trend_total_signal_needed_candles_lookback_window_value": 1,
"max_trend_total_signal_needed_candles_lookback_window_value": 8,
"min_trend_signal_triggers_needed": 2,
"search_threshold_weighted_signal_values": 22,
"search_threshold_trend_total_signal_needed_candles_lookback_window_value": 1,
"search_threshold_trend_signal_triggers_needed": 1
},
"stoploss_spaces": {
"stoploss_min_value": -0.02,
"stoploss_max_value": -0.3,
"trailing_stop_positive_min_value": 0.01,
"trailing_stop_positive_max_value": 0.08,
"trailing_stop_positive_offset_min_value": 0.011,
"trailing_stop_positive_offset_max_value": 0.1
},
"roi_spaces": {
"roi_delay": 120,
"roi_table_step_size": 5,
"roi_time_interval_scaling": 1.6,
"roi_value_step_scaling": 0.9,
"roi_when_downwards": true,
"roi_when_sideways": true,
"roi_when_upwards": false
},
"unclogger_spaces": {
"unclogger_buy_cooldown_minutes_window": { "min": 180, "max": 360, "threshold": 20 },
"unclogger_enabled": true,
"unclogger_minimal_losing_trade_duration_minutes": { "min": 15, "max": 560 },
"unclogger_minimal_losing_trades_open": { "min": 1, "max": 5, "threshold": 1 },
"unclogger_open_trades_losing_percentage_needed": { "min": 1, "max": 60 },
"unclogger_trend_lookback_candles_window": { "min": 10, "max": 60 },
"unclogger_trend_lookback_candles_window_percentage_needed": { "min": 10, "max": 45 },
"unclogger_trend_lookback_candles_window_recent_past_weight_separator": 2,
"unclogger_trend_lookback_window_uses_downwards_candles": true,
"unclogger_trend_lookback_window_uses_sideways_candles": true,
"unclogger_trend_lookback_window_uses_upwards_candles": false
},
"protection_spaces": [
{
"method": "CooldownPeriod",
"stop_duration_candles": { "min" : 2, "max": 5, "threshold": 1, "type": "integer" }
},
{
"method": "MaxDrawdown",
"lookback_period_candles": { "min" : 2, "max": 200, "threshold": 20, "type": "integer" },
"trade_limit": { "min" : 2, "max": 100, "threshold": 10, "type": "integer" },
"stop_duration_candles": { "min" : 2, "max": 100, "threshold": 10, "type": "integer" },
"max_allowed_drawdown": { "min" : 0, "max": 1, "threshold": 0.1, "type": "decimal" }
},
{
"method": "StoplossGuard",
"lookback_period_candles": { "min" : 2, "max": 200, "threshold": 20, "type": "integer" },
"trade_limit": { "min" : 2, "max": 100, "threshold": 10, "type": "integer" },
"stop_duration_candles": { "min" : 2, "max": 100, "threshold": 10, "type": "integer" },
"only_per_pair": false
},
{
"method": "StoplossGuard",
"id": "PerPair",
"lookback_period_candles": { "min" : 2, "max": 200, "threshold": 20, "type": "integer" },
"trade_limit": { "min" : 2, "max": 100, "threshold": 10, "type": "integer" },
"stop_duration_candles": { "min" : 2, "max": 100, "threshold": 10, "type": "integer" },
"only_per_pair": true
},
{
"method": "LowProfitPairs",
"id": "1",
"lookback_period_candles": { "min" : 2, "max": 200, "threshold": 20, "type": "integer" },
"trade_limit": { "min" : 2, "max": 100, "threshold": 10, "type": "integer" },
"stop_duration_candles": { "min" : 2, "max": 100, "threshold": 10, "type": "integer" },
"required_profit": { "min" : 0, "max": 1, "threshold": 0.1, "type": "decimal" }
},
{
"method": "LowProfitPairs",
"id": "2",
"lookback_period_candles": { "min" : 2, "max": 200, "threshold": 20, "type": "integer" },
"trade_limit": { "min" : 2, "max": 100, "threshold": 10, "type": "integer" },
"stop_duration_candles": { "min" : 2, "max": 100, "threshold": 10, "type": "integer" },
"required_profit": { "min" : 0, "max": 1, "threshold": 0.1, "type": "decimal" }
}
],
"default_stub_values": {
"minimal_roi": {
"0": 100
},
"stoploss": -1,
"trailing_stop": false,
"trailing_stop_positive": 0.01,
"trailing_stop_positive_offset": 0.03,
"trailing_only_offset_is_reached": false
},
"debuggable_weighted_signal_dataframe": true,
"use_mgm_logging": false,
"mgm_log_levels_enabled": {
"info": true,
"warning": true,
"error": true,
"debug": true,
"custom": true
}
},
"monigomani_hyperoptloss_settings": {
"average_duration": {
"average_duration_weight": 75,
"expected_average_duration_minutes": 300,
"average_duration_threshold_high": 600,
"average_duration_threshold_low": 120
},
"average_profit": {
"average_profit_weight": 100,
"expected_average_profit": 1.5,
"average_profit_threshold_high": 3,
"average_profit_threshold_low": 0.5
},
"max_drawdown": {
"max_drawdown_weight": 75,
"expected_max_drawdown": 90,
"max_drawdown_threshold_high": 150,
"max_drawdown_threshold_low": 30
},
"total_profit": {
"total_profit_weight": 200,
"expected_total_profit": 70,
"total_profit_threshold_high": 100,
"total_profit_threshold_low": 30
},
"total_trades": {
"total_trades_weight": 100,
"expected_total_trades": 500,
"total_trades_threshold_high": 1000,
"total_trades_threshold_low": 100
},
"win_ratio": {
"win_ratio_weight": 100,
"expected_win_ratio": 70,
"win_ratio_threshold_high": 90,
"win_ratio_threshold_low": 50
}
},
"dry_run": true,
"dry_run_wallet": 500,
"max_open_trades": -1,
"stake_currency": "USDT",
"stake_amount": 45,
"tradable_balance_ratio": 0.99,
"amount_reserve_percent": 0.05,
"amend_last_stake_amount": false,
"last_stake_amount_min_ratio": 0.5,
"cancel_open_orders_on_exit": false,
"use_sell_signal": true,
"sell_profit_only": false,
"sell_profit_offset": 0,
"ignore_roi_if_buy_signal": true,
"unfilledtimeout": {
"buy": 10,
"sell": 30,
"unit": "minutes"
},
"bid_strategy": {
"price_side": "bid",
"use_order_book": true,
"ask_last_balance": 0,
"order_book_top": 1,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 0.95
}
},
"ask_strategy": {
"price_side": "ask",
"use_order_book": true,
"order_book_top": 1
},
"order_types": {
"buy": "limit",
"sell": "limit",
"emergencysell": "market",
"forcesell": "market",
"forcebuy": "market",
"stoploss": "market",
"stoploss_on_exchange": false,
"stoploss_on_exchange_interval": 60
},
"order_time_in_force": {
"buy": "gtc",
"sell": "gtc"
},
"exchange": {
"sandbox": false,
"ccxt_config": {
"enableRateLimit": true
},
"ccxt_async_config": {
"enableRateLimit": true,
"rateLimit": 500,
"aiohttp_trust_env": false
},
"pair_blacklist": [
".*USD.*/.*",
".*BULL.*/.*",
".*BEAR.*/.*",
".*UP.*/.*",
".*DOWN.*/.*",
".*HEDGE.*/.*",
".*PREMIUM.*/.*",
".*PERP.*/.*",
".*/BNB",
"BNB/.*",
"EPS/.*",
"EUR/.*",
"GBP/.*"
],
"outdated_offset": 5,
"markets_refresh_interval": 60,
"pair_whitelist": [
"BTC/USDT",
"ETH/USDT",
"SOL/USDT",
"LUNA/USDT",
"AVAX/USDT",
"ADA/USDT",
"DOT/USDT",
"XRP/USDT",
"ATOM/USDT",
"FTM/USDT",
"FTT/USDT",
"SRM/USDT",
"XTZ/USDT",
"FIL/USDT",
"NEAR/USDT"
]
},
"pairlists": [
{
"method": "StaticPairList"
}
],
"_pairlists": [
{
"method": "VolumePairList",
"number_assets": 60,
"sort_key": "quoteVolume",
"refresh_period": 1800
},
{
"method": "AgeFilter",
"min_days_listed": 7
},
{
"method": "SpreadFilter",
"max_spread_ratio": 0.005
},
{
"method": "PriceFilter",
"low_price_ratio": 0.001
},
{
"method": "RangeStabilityFilter",
"lookback_days": 3,
"min_rate_of_change": 0.1,
"refresh_period": 1440
},
{
"method": "VolatilityFilter",
"lookback_days": 4,
"min_volatility": 0.02,
"max_volatility": 0.75,
"refresh_period": 86400
},
{
"method": "VolumePairList",
"number_assets": 10,
"sort_key": "quoteVolume"
}
],
"initial_state": "running",
"forcebuy_enable": false,
"internals": {
"process_throttle_secs": 5,
"heartbeat_interval": 60
},
"disable_dataframe_checks": false,
"strategy_path": "user_data/strategies/",
"dataformat_ohlcv": "json",
"dataformat_trades": "jsongz"
}