stable/docs/bot-optimization.md

177 lines
6.7 KiB
Markdown
Raw Normal View History

2018-01-02 02:17:10 +00:00
# Bot Optimization
This page explains where to customize your strategies, and add new
indicators.
2018-01-02 02:17:10 +00:00
## Table of Contents
2018-01-18 07:06:37 +00:00
- [Install a custom strategy file](#install-a-custom-strategy-file)
- [Customize your strategy](#change-your-strategy)
2018-01-02 02:17:10 +00:00
- [Add more Indicator](#add-more-indicator)
2018-01-18 07:06:37 +00:00
- [Where is the default strategy](#where-is-the-default-strategy)
Since the version `0.16.0` the bot allows using custom strategy file.
## Install a custom strategy file
This is very simple. Copy paste your strategy file into the folder
2018-01-18 07:06:37 +00:00
`user_data/strategies`.
2018-03-25 14:42:20 +00:00
Let assume you have a class called `AwesomeStrategy` in the file `awesome-strategy.py`:
2018-01-18 07:06:37 +00:00
1. Move your file into `user_data/strategies` (you should have `user_data/strategies/awesome-strategy.py`
2018-03-25 14:42:20 +00:00
2. Start the bot with the param `--strategy AwesomeStrategy` (the parameter is the class name)
2018-01-18 07:06:37 +00:00
```bash
2018-03-25 14:42:20 +00:00
python3 ./freqtrade/main.py --strategy AwesomeStrategy
2018-01-18 07:06:37 +00:00
```
2018-01-02 02:17:10 +00:00
## Change your strategy
The bot includes a default strategy file. However, we recommend you to
use your own file to not have to lose your parameters every time the default
2018-01-18 07:06:37 +00:00
strategy file will be updated on Github. Put your custom strategy file
into the folder `user_data/strategies`.
2018-01-02 02:17:10 +00:00
2018-01-18 07:06:37 +00:00
A strategy file contains all the information needed to build a good strategy:
2018-01-18 07:06:37 +00:00
- Buy strategy rules
- Sell strategy rules
- Minimal ROI recommended
- Stoploss recommended
- Hyperopt parameter
2018-01-02 02:17:10 +00:00
2018-03-24 21:28:42 +00:00
The bot also include a sample strategy called `TestStrategy` you can update: `user_data/strategies/test_strategy.py`.
You can test it with the parameter: `--strategy TestStrategy`
``` bash
2018-03-24 21:28:42 +00:00
python3 ./freqtrade/main.py --strategy AwesomeStrategy
2018-01-18 07:06:37 +00:00
```
2018-03-27 16:39:49 +00:00
### Specify custom strategy location
2018-03-27 16:39:49 +00:00
If you want to use a strategy from a different folder you can pass `--strategy-path`
```bash
python3 ./freqtrade/main.py --strategy AwesomeStrategy --strategy-path /some/folder
```
**For the following section we will use the [user_data/strategies/test_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py)
2018-01-18 07:06:37 +00:00
file as reference.**
### Buy strategy
Edit the method `advise_buy()` into your strategy file to
2018-01-18 07:06:37 +00:00
update your buy strategy.
Sample from `user_data/strategies/test_strategy.py`:
2018-01-02 02:17:10 +00:00
```python
def advise_buy(self, dataframe: DataFrame, pair: str) -> DataFrame:
2018-01-02 02:17:10 +00:00
"""
Based on TA indicators, populates the buy signal for the given dataframe
:param dataframe: DataFrame populated with indicators
:param pair: Pair currently analyzed
2018-01-02 02:17:10 +00:00
:return: DataFrame with buy column
"""
dataframe.loc[
(
(dataframe['adx'] > 30) &
(dataframe['tema'] <= dataframe['bb_middleband']) &
2018-01-18 07:06:37 +00:00
(dataframe['tema'] > dataframe['tema'].shift(1))
2018-01-02 02:17:10 +00:00
),
'buy'] = 1
return dataframe
```
### Sell strategy
Edit the method `advise_sell()` into your strategy file to update your sell strategy.
Please note that the sell-signal is only used if `use_sell_signal` is set to true in the configuration.
Sample from `user_data/strategies/test_strategy.py`:
2018-01-02 02:17:10 +00:00
```python
def advise_sell(self, dataframe: DataFrame, pair: str) -> DataFrame:
2018-01-02 02:17:10 +00:00
"""
Based on TA indicators, populates the sell signal for the given dataframe
:param dataframe: DataFrame populated with indicators
:param pair: Pair currently analyzed
2018-01-02 02:17:10 +00:00
:return: DataFrame with buy column
"""
dataframe.loc[
(
(dataframe['adx'] > 70) &
(dataframe['tema'] > dataframe['bb_middleband']) &
2018-01-18 07:06:37 +00:00
(dataframe['tema'] < dataframe['tema'].shift(1))
2018-01-02 02:17:10 +00:00
),
'sell'] = 1
return dataframe
```
## Add more Indicator
As you have seen, buy and sell strategies need indicators. You can add more indicators by extending the list contained in the method `advise_indicators()` from your strategy file.
You should only add the indicators used in either `advise_buy()`, `advise_sell()`, or to populate another indicator, otherwise performance may suffer.
2018-01-02 02:17:10 +00:00
Sample:
2018-01-02 02:17:10 +00:00
```python
def advise_indicators(self, dataframe: DataFrame, pair: str) -> DataFrame:
2018-01-02 02:17:10 +00:00
"""
Adds several different TA indicators to the given DataFrame
"""
dataframe['sar'] = ta.SAR(dataframe)
dataframe['adx'] = ta.ADX(dataframe)
stoch = ta.STOCHF(dataframe)
dataframe['fastd'] = stoch['fastd']
dataframe['fastk'] = stoch['fastk']
dataframe['blower'] = ta.BBANDS(dataframe, nbdevup=2, nbdevdn=2)['lowerband']
dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
dataframe['mfi'] = ta.MFI(dataframe)
dataframe['rsi'] = ta.RSI(dataframe)
dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
dataframe['ao'] = awesome_oscillator(dataframe)
macd = ta.MACD(dataframe)
dataframe['macd'] = macd['macd']
dataframe['macdsignal'] = macd['macdsignal']
dataframe['macdhist'] = macd['macdhist']
hilbert = ta.HT_SINE(dataframe)
dataframe['htsine'] = hilbert['sine']
dataframe['htleadsine'] = hilbert['leadsine']
dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
dataframe['plus_di'] = ta.PLUS_DI(dataframe)
dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
dataframe['minus_di'] = ta.MINUS_DI(dataframe)
return dataframe
```
### Want more indicator examples
2018-01-18 07:06:37 +00:00
Look into the [user_data/strategies/test_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py).
Then uncomment indicators you need.
2018-01-18 07:06:37 +00:00
### Where is the default strategy?
The default buy strategy is located in the file
[freqtrade/default_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/strategy/default_strategy.py).
### Further strategy ideas
To get additional Ideas for strategies, head over to our [strategy repository](https://github.com/freqtrade/freqtrade-strategies). Feel free to use them as they are - but results will depend on the current market situation, pairs used etc. - therefore please backtest the strategy for your exchange/desired pairs first, evaluate carefully, use at your own risk.
Feel free to use any of them as inspiration for your own strategies.
We're happy to accept Pull Requests containing new Strategies to that repo.
2018-01-02 02:17:10 +00:00
2018-06-08 08:57:52 +00:00
We also got a *strategy-sharing* channel in our [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE) which is a great place to get and/or share ideas.
2018-01-02 02:17:10 +00:00
## Next step
2018-06-08 08:57:52 +00:00
Now you have a perfect strategy you probably want to backtest it.
Your next step is to learn [How to use the Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/backtesting.md).