stable/docs/plotting.md

168 lines
6.1 KiB
Markdown
Raw Normal View History

2018-01-12 10:49:50 +00:00
# Plotting
2019-05-27 17:42:12 +00:00
This page explains how to plot prices, indicators and profits.
2018-01-12 10:49:50 +00:00
2018-01-28 10:53:52 +00:00
## Installation
Plotting scripts use Plotly library. Install/upgrade it with:
2019-05-27 17:42:12 +00:00
``` bash
pip install -U -r requirements-plot.txt
2018-01-28 10:53:52 +00:00
```
2018-01-12 10:49:50 +00:00
## Plot price and indicators
2019-05-27 17:42:12 +00:00
2019-08-22 15:16:33 +00:00
Usage for the candlestick plotting:
```
usage: freqtrade plot-dataframe [-h] [-p PAIRS [PAIRS ...]]
[--indicators1 INDICATORS1 [INDICATORS1 ...]]
[--indicators2 INDICATORS2 [INDICATORS2 ...]]
[--plot-limit INT] [--db-url PATH]
[--trade-source {DB,file}] [--export EXPORT]
[--export-filename PATH]
[--timerange TIMERANGE]
optional arguments:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Show profits for only these pairs. Pairs are space-
separated.
--indicators1 INDICATORS1 [INDICATORS1 ...]
Set indicators from your strategy you want in the
first row of the graph. Space-separated list. Example:
`ema3 ema5`. Default: `['sma', 'ema3', 'ema5']`.
--indicators2 INDICATORS2 [INDICATORS2 ...]
Set indicators from your strategy you want in the
third row of the graph. Space-separated list. Example:
`fastd fastk`. Default: `['macd', 'macdsignal']`.
--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: `sqlite:///tradesv3.sqlite` for
Live Run mode, `sqlite://` 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: `--export=trades`
--export-filename PATH
Save backtest results to the file with this filename
(default: `user_data/backtest_results/backtest-
result.json`). Requires `--export` to be set as well.
Example: `--export-filename=user_data/backtest_results
/backtest_today.json`
--timerange TIMERANGE
Specify what timerange of data to use.
2018-01-28 10:53:52 +00:00
```
2018-01-12 10:49:50 +00:00
Example
2019-05-27 17:42:12 +00:00
``` bash
2019-08-22 15:16:33 +00:00
freqtrade plot-dataframe -p BTC/ETH
2018-01-12 10:49:50 +00:00
```
2019-08-22 15:16:33 +00:00
The `--pairs` argument can be used to specify pairs you would like to plot.
!!! Note
Generates one plot-file per pair.
Specify custom indicators.
Use `--indicators1` for the main plot and `--indicators2` for the subplot below (if values are in a different range than prices).
``` bash
2019-08-22 15:16:33 +00:00
freqtrade plot-dataframe -p BTC/ETH --indicators1 sma ema --indicators2 macd
```
2018-01-12 10:49:50 +00:00
2019-05-27 17:42:12 +00:00
### Advanced use
To plot multiple pairs, separate them with a comma:
2019-05-27 17:42:12 +00:00
``` bash
2019-08-22 15:16:33 +00:00
freqtrade plot-dataframe -p BTC/ETH XRP/ETH
```
To plot a timerange (to zoom in):
2019-05-27 17:42:12 +00:00
``` bash
2019-08-22 15:16:33 +00:00
freqtrade plot-dataframe -p BTC/ETH --timerange=20180801-20180805
```
2019-05-27 17:42:12 +00:00
To plot trades stored in a database use `--db-url` argument:
2019-05-27 17:42:12 +00:00
``` bash
2019-08-22 15:16:33 +00:00
freqtrade plot-dataframe --db-url sqlite:///tradesv3.dry_run.sqlite -p BTC/ETH --trade-source DB
```
2019-05-27 17:42:12 +00:00
To plot trades from a backtesting result, use `--export-filename <filename>`
2019-05-27 17:42:12 +00:00
``` bash
2019-08-22 15:16:33 +00:00
freqtrade plot-dataframe --export-filename user_data/backtest_results/backtest-result.json -p BTC/ETH
```
2018-01-12 09:55:49 +00:00
To plot a custom strategy the strategy should have first be backtested.
The results may then be plotted with the -s argument:
2019-05-27 17:42:12 +00:00
``` bash
2019-08-22 15:16:33 +00:00
freqtrade plot-dataframe -s Strategy_Name -p BTC/ETH --datadir user_data/data/<exchange_name>/
```
2018-01-12 09:55:49 +00:00
## Plot profit
The profit plotter shows a picture with three plots:
2019-05-27 17:42:12 +00:00
2018-01-12 09:55:49 +00:00
1) Average closing price for all pairs
2) The summarized profit made by backtesting.
Note that this is not the real-world profit, but
more of an estimate.
3) Each pair individually profit
2019-08-22 15:16:33 +00:00
The first graph is good to get a grip of how the overall market progresses.
2018-01-12 09:55:49 +00:00
2019-05-28 17:20:41 +00:00
The second graph will show how your algorithm works or doesn't.
2018-01-12 09:55:49 +00:00
Perhaps you want an algorithm that steadily makes small profits,
or one that acts less seldom, but makes big swings.
2019-08-22 15:16:33 +00:00
The third graph can be useful to spot outliers, events in pairs that makes profit spikes.
2018-01-12 09:55:49 +00:00
Usage for the profit plotter:
2018-01-28 10:53:52 +00:00
2019-08-22 15:16:33 +00:00
```
usage: freqtrade plot-profit [-h] [-p PAIRS [PAIRS ...]]
[--timerange TIMERANGE] [--export EXPORT]
[--export-filename PATH] [--db-url PATH]
[--trade-source {DB,file}]
optional arguments:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Show profits for only these pairs. Pairs are space-
separated.
--timerange TIMERANGE
Specify what timerange of data to use.
--export EXPORT Export backtest results, argument are: trades.
Example: `--export=trades`
--export-filename PATH
Save backtest results to the file with this filename
(default: `user_data/backtest_results/backtest-
result.json`). Requires `--export` to be set as well.
Example: `--export-filename=user_data/backtest_results
/backtest_today.json`
--db-url PATH Override trades database URL, this is useful in custom
deployments (default: `sqlite:///tradesv3.sqlite` for
Live Run mode, `sqlite://` for Dry Run).
--trade-source {DB,file}
Specify the source for trades (Can be DB or file
(backtest file)) Default: file
2018-01-28 10:53:52 +00:00
```
2018-01-12 09:55:49 +00:00
2019-08-22 15:16:33 +00:00
The `--pairs` argument, can be used to limit the pairs that are considered for this calculation.
2018-01-12 09:55:49 +00:00
Example
2019-05-27 17:42:12 +00:00
``` bash
2019-08-22 15:16:33 +00:00
freqtrade plot-profit --datadir ../freqtrade/freqtrade/tests/testdata-20171221/ -p LTC/BTC
2018-01-12 09:55:49 +00:00
```