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remove second filter, add max option

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sauces1313
2021-07-25 07:24:55 +00:00
parent 8b0a02db8e
commit 34c8a5afaf
5 changed files with 26 additions and 139 deletions
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docs/includes/pairlists.md
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@@ -155,10 +155,10 @@ If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027, the ratio
#### RangeStabilityFilter
Removes pairs where the difference between lowest low and highest high over `lookback_days` days is below `min_rate_of_change`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.
Removes pairs where the difference between lowest low and highest high over `lookback_days` days is below `min_rate_of_change` or above `max_rate_of_change`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.
In the below example:
If the trading range over the last 10 days is <1%, remove the pair from the whitelist.
If the trading range over the last 10 days is <1% or >99%, remove the pair from the whitelist.
```json
"pairlists": [
@@ -166,6 +166,7 @@ If the trading range over the last 10 days is <1%, remove the pair from the whit
"method": "RangeStabilityFilter",
"lookback_days": 10,
"min_rate_of_change": 0.01,
"max_rate_of_change": 0.99,
"refresh_period": 1440
}
]
@@ -173,24 +174,7 @@ If the trading range over the last 10 days is <1%, remove the pair from the whit
!!! Tip
This Filter can be used to automatically remove stable coin pairs, which have a very low trading range, and are therefore extremely difficult to trade with profit.
#### RangeStabilityFilterMax
Same function as `RangeStabilityFilter` but instead of a minimum value, it uses a maximum value for rate of change, i.e. `max_rate_of_change` as seen in the example below.
```json
"pairlists": [
{
"method": "RangeStabilityFilterMax",
"lookback_days": 10,
"max_rate_of_change": 1.01,
"refresh_period": 1440
}
]
```
!!! Tip
This Filter can be used to automatically remove pairs with extreme high/low variance over a given amount of time (`lookback_days`).
Additionally, it can also be used to automatically remove pairs with extreme high/low variance over a given amount of time.
#### VolatilityFilter