Merge branch 'develop' into logging-syslog
This commit is contained in:
hroff-1902
GitHub
@@ -8,6 +8,9 @@ If you do not know what things mentioned here mean, you probably do not need it.
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Copy the `freqtrade.service` file to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup.
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!!! Note
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Certain systems (like Raspbian) don't load service unit files from the user directory. In this case, copy `freqtrade.service` into `/etc/systemd/user/` (requires superuser permissions).
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After that you can start the daemon with:
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```bash
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@@ -45,7 +45,7 @@ freqtrade --datadir user_data/data/bittrex-20180101 backtesting
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#### With a (custom) strategy file
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```bash
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freqtrade -s SampleStrategy backtesting
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freqtrade backtesting -s SampleStrategy
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```
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Where `-s SampleStrategy` refers to the class name within the strategy file `sample_strategy.py` found in the `freqtrade/user_data/strategies` directory.
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@@ -72,6 +72,8 @@ The exported trades can be used for [further analysis](#further-backtest-result-
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freqtrade backtesting --export trades --export-filename=backtest_samplestrategy.json
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```
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Please also read about the [strategy startup period](strategy-customization.md#strategy-startup-period).
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#### Supplying custom fee value
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Sometimes your account has certain fee rebates (fee reductions starting with a certain account size or monthly volume), which are not visible to ccxt.
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@@ -5,20 +5,18 @@ This page explains the different parameters of the bot and how to run it.
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!!! Note
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If you've used `setup.sh`, don't forget to activate your virtual environment (`source .env/bin/activate`) before running freqtrade commands.
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## Bot commands
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```
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usage: freqtrade [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
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[--userdir PATH] [-s NAME] [--strategy-path PATH]
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[--db-url PATH] [--sd-notify]
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{backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
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usage: freqtrade [-h] [-V]
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{trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
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...
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Free, open source crypto trading bot
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positional arguments:
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{backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
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{trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
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trade Trade module.
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backtesting Backtesting module.
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edge Edge module.
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hyperopt Hyperopt module.
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@@ -32,6 +30,27 @@ positional arguments:
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optional arguments:
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-h, --help show this help message and exit
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-V, --version show program's version number and exit
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```
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### Bot trading commands
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```
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usage: freqtrade trade [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
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[--userdir PATH] [-s NAME] [--strategy-path PATH]
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[--db-url PATH] [--sd-notify] [--dry-run]
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optional arguments:
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-h, --help show this help message and exit
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--db-url PATH Override trades database URL, this is useful in custom
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deployments (default: `sqlite:///tradesv3.sqlite` for
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Live Run mode, `sqlite://` for Dry Run).
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--sd-notify Notify systemd service manager.
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--dry-run Enforce dry-run for trading (removes Exchange secrets
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and simulates trades).
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Common arguments:
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-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
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--logfile FILE Log to the file specified.
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-V, --version show program's version number and exit
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@@ -43,15 +62,12 @@ optional arguments:
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Path to directory with historical backtesting data.
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--userdir PATH, --user-data-dir PATH
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Path to userdata directory.
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-s NAME, --strategy NAME
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Specify strategy class name (default:
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`DefaultStrategy`).
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--strategy-path PATH Specify additional strategy lookup path.
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--db-url PATH Override trades database URL, this is useful in custom
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deployments (default: `sqlite:///tradesv3.sqlite` for
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Live Run mode, `sqlite://` for Dry Run).
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--sd-notify Notify systemd service manager.
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Strategy arguments:
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-s NAME, --strategy NAME
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Specify strategy class name which will be used by the
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bot.
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--strategy-path PATH Specify additional strategy lookup path.
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```
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### How to specify which configuration file be used?
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@@ -60,7 +76,7 @@ The bot allows you to select which configuration file you want to use by means o
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the `-c/--config` command line option:
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```bash
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freqtrade -c path/far/far/away/config.json
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freqtrade trade -c path/far/far/away/config.json
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```
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Per default, the bot loads the `config.json` configuration file from the current
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@@ -73,22 +89,22 @@ The bot allows you to use multiple configuration files by specifying multiple
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defined in the latter configuration files override parameters with the same name
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defined in the previous configuration files specified in the command line earlier.
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For example, you can make a separate configuration file with your key and secrete
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For example, you can make a separate configuration file with your key and secret
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for the Exchange you use for trading, specify default configuration file with
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empty key and secrete values while running in the Dry Mode (which does not actually
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empty key and secret values while running in the Dry Mode (which does not actually
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require them):
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```bash
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freqtrade -c ./config.json
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freqtrade trade -c ./config.json
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```
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and specify both configuration files when running in the normal Live Trade Mode:
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```bash
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freqtrade -c ./config.json -c path/to/secrets/keys.config.json
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freqtrade trade -c ./config.json -c path/to/secrets/keys.config.json
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```
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This could help you hide your private Exchange key and Exchange secrete on you local machine
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This could help you hide your private Exchange key and Exchange secret on you local machine
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by setting appropriate file permissions for the file which contains actual secrets and, additionally,
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prevent unintended disclosure of sensitive private data when you publish examples
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of your configuration in the project issues or in the Internet.
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@@ -134,7 +150,7 @@ In `user_data/strategies` you have a file `my_awesome_strategy.py` which has
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a strategy class called `AwesomeStrategy` to load it:
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```bash
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freqtrade --strategy AwesomeStrategy
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freqtrade trade --strategy AwesomeStrategy
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```
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If the bot does not find your strategy file, it will display in an error
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@@ -149,7 +165,7 @@ This parameter allows you to add an additional strategy lookup path, which gets
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checked before the default locations (The passed path must be a directory!):
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```bash
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freqtrade --strategy AwesomeStrategy --strategy-path /some/directory
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freqtrade trade --strategy AwesomeStrategy --strategy-path /some/directory
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```
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#### How to install a strategy?
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@@ -165,7 +181,7 @@ using `--db-url`. This can also be used to specify a custom database
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in production mode. Example command:
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```bash
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freqtrade -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
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freqtrade trade -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
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```
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## Backtesting commands
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@@ -173,8 +189,10 @@ freqtrade -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
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Backtesting also uses the config specified via `-c/--config`.
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```
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usage: freqtrade backtesting [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE]
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[--max_open_trades INT]
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usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
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[-d PATH] [--userdir PATH] [-s NAME]
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[--strategy-path PATH] [-i TICKER_INTERVAL]
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[--timerange TIMERANGE] [--max_open_trades INT]
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[--stake_amount STAKE_AMOUNT] [--fee FLOAT]
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[--eps] [--dmmp]
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[--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
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@@ -211,11 +229,29 @@ optional arguments:
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--export EXPORT Export backtest results, argument are: trades.
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Example: `--export=trades`
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--export-filename PATH
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Save backtest results to the file with this filename
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(default: `user_data/backtest_results/backtest-
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result.json`). Requires `--export` to be set as well.
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Example: `--export-filename=user_data/backtest_results
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/backtest_today.json`
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Save backtest results to the file with this filename.
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Requires `--export` to be set as well. Example:
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`--export-filename=user_data/backtest_results/backtest
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_today.json`
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Common arguments:
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-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
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--logfile FILE Log to the file specified.
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-V, --version show program's version number and exit
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-c PATH, --config PATH
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Specify configuration file (default: `config.json`).
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Multiple --config options may be used. Can be set to
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`-` to read config from stdin.
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-d PATH, --datadir PATH
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Path to directory with historical backtesting data.
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--userdir PATH, --user-data-dir PATH
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Path to userdata directory.
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Strategy arguments:
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-s NAME, --strategy NAME
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Specify strategy class name which will be used by the
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bot.
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--strategy-path PATH Specify additional strategy lookup path.
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||||
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```
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@@ -223,7 +259,7 @@ optional arguments:
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The first time your run Backtesting, you will need to download some historic data first.
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This can be accomplished by using `freqtrade download-data`.
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Check the corresponding [help page section](backtesting.md#Getting-data-for-backtesting-and-hyperopt) for more details
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Check the corresponding [Data Downloading](data-download.md) section for more details
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## Hyperopt commands
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@@ -231,12 +267,14 @@ To optimize your strategy, you can use hyperopt parameter hyperoptimization
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to find optimal parameter values for your stategy.
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```
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usage: freqtrade hyperopt [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE]
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usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
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[--userdir PATH] [-s NAME] [--strategy-path PATH]
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[-i TICKER_INTERVAL] [--timerange TIMERANGE]
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[--max_open_trades INT]
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[--stake_amount STAKE_AMOUNT] [--fee FLOAT]
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[--customhyperopt NAME] [--hyperopt-path PATH]
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[--eps] [-e INT]
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[-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]]
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[--hyperopt NAME] [--hyperopt-path PATH] [--eps]
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[-e INT]
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[--spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]]
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[--dmmp] [--print-all] [--no-color] [--print-json]
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[-j JOBS] [--random-state INT] [--min-trades INT]
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[--continue] [--hyperopt-loss NAME]
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@@ -254,16 +292,15 @@ optional arguments:
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Specify stake_amount.
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--fee FLOAT Specify fee ratio. Will be applied twice (on trade
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entry and exit).
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--customhyperopt NAME
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Specify hyperopt class name (default:
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`DefaultHyperOpt`).
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--hyperopt-path PATH Specify additional lookup path for Hyperopts and
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--hyperopt NAME Specify hyperopt class name which will be used by the
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bot.
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--hyperopt-path PATH Specify additional lookup path for Hyperopt and
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Hyperopt Loss functions.
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--eps, --enable-position-stacking
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Allow buying the same pair multiple times (position
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stacking).
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-e INT, --epochs INT Specify number of epochs (default: 100).
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-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...], --spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]
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--spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]
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Specify which parameters to hyperopt. Space-separated
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list. Default: `all`.
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--dmmp, --disable-max-market-positions
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@@ -292,8 +329,27 @@ optional arguments:
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generate completely different results, since the
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target for optimization is different. Built-in
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Hyperopt-loss-functions are: DefaultHyperOptLoss,
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OnlyProfitHyperOptLoss, SharpeHyperOptLoss.(default:
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OnlyProfitHyperOptLoss, SharpeHyperOptLoss (default:
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`DefaultHyperOptLoss`).
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Common arguments:
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-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
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--logfile FILE Log to the file specified.
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-V, --version show program's version number and exit
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-c PATH, --config PATH
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Specify configuration file (default: `config.json`).
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Multiple --config options may be used. Can be set to
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`-` to read config from stdin.
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-d PATH, --datadir PATH
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Path to directory with historical backtesting data.
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||||
--userdir PATH, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
|
||||
Strategy arguments:
|
||||
-s NAME, --strategy NAME
|
||||
Specify strategy class name which will be used by the
|
||||
bot.
|
||||
--strategy-path PATH Specify additional strategy lookup path.
|
||||
```
|
||||
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||||
## Edge commands
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@@ -301,7 +357,9 @@ optional arguments:
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||||
To know your trade expectancy and winrate against historical data, you can use Edge.
|
||||
|
||||
```
|
||||
usage: freqtrade edge [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE]
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||||
usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
|
||||
[--userdir PATH] [-s NAME] [--strategy-path PATH]
|
||||
[-i TICKER_INTERVAL] [--timerange TIMERANGE]
|
||||
[--max_open_trades INT] [--stake_amount STAKE_AMOUNT]
|
||||
[--fee FLOAT] [--stoplosses STOPLOSS_RANGE]
|
||||
|
||||
@@ -324,6 +382,24 @@ optional arguments:
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||||
(without any space). Example:
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||||
`--stoplosses=-0.01,-0.1,-0.001`
|
||||
|
||||
Common arguments:
|
||||
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
|
||||
--logfile FILE Log to the file specified.
|
||||
-V, --version show program's version number and exit
|
||||
-c PATH, --config PATH
|
||||
Specify configuration file (default: `config.json`).
|
||||
Multiple --config options may be used. Can be set to
|
||||
`-` to read config from stdin.
|
||||
-d PATH, --datadir PATH
|
||||
Path to directory with historical backtesting data.
|
||||
--userdir PATH, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
|
||||
Strategy arguments:
|
||||
-s NAME, --strategy NAME
|
||||
Specify strategy class name which will be used by the
|
||||
bot.
|
||||
--strategy-path PATH Specify additional strategy lookup path.
|
||||
```
|
||||
|
||||
To understand edge and how to read the results, please read the [edge documentation](edge.md).
|
||||
|
||||
@@ -38,85 +38,92 @@ The prevelance for all Options is as follows:
|
||||
|
||||
Mandatory parameters are marked as **Required**, which means that they are required to be set in one of the possible ways.
|
||||
|
||||
| Command | Default | Description |
|
||||
|----------|---------|-------------|
|
||||
| `max_open_trades` | 3 | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades)
|
||||
| `stake_currency` | BTC | **Required.** Crypto-currency used for trading.
|
||||
| `stake_amount` | 0.05 | **Required.** Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged. Set it to `"unlimited"` to allow the bot to use all available balance.
|
||||
| `amount_reserve_percent` | 0.05 | Reserve some amount in min pair stake amount. Default is 5%. The bot will reserve `amount_reserve_percent` + stop-loss value when calculating min pair stake amount in order to avoid possible trade refusals.
|
||||
| `ticker_interval` | [1m, 5m, 15m, 30m, 1h, 1d, ...] | The ticker interval to use (1min, 5 min, 15 min, 30 min, 1 hour or 1 day). Default is 5 minutes. [Strategy Override](#parameters-in-the-strategy).
|
||||
| `fiat_display_currency` | USD | **Required.** Fiat currency used to show your profits. More information below.
|
||||
| `dry_run` | true | **Required.** Define if the bot must be in Dry-run or production mode.
|
||||
| `dry_run_wallet` | 999.9 | Overrides the default amount of 999.9 stake currency units in the wallet used by the bot running in the Dry Run mode if you need it for any reason.
|
||||
| `process_only_new_candles` | false | If set to true indicators are processed only once a new candle arrives. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy).
|
||||
| `minimal_roi` | See below | Set the threshold in percent the bot will use to sell a trade. More information below. [Strategy Override](#parameters-in-the-strategy).
|
||||
| `stoploss` | -0.10 | Value of the stoploss in percent used by the bot. More information below. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
|
||||
| `trailing_stop` | false | Enables trailing stop-loss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
|
||||
| `trailing_stop_positive` | 0 | Changes stop-loss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
|
||||
| `trailing_stop_positive_offset` | 0 | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
|
||||
| `trailing_only_offset_is_reached` | false | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
|
||||
| `unfilledtimeout.buy` | 10 | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled.
|
||||
| `unfilledtimeout.sell` | 10 | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled.
|
||||
| `bid_strategy.ask_last_balance` | 0.0 | **Required.** Set the bidding price. More information [below](#understand-ask_last_balance).
|
||||
| `bid_strategy.use_order_book` | false | Allows buying of pair using the rates in Order Book Bids.
|
||||
| `bid_strategy.order_book_top` | 0 | Bot will use the top N rate in Order Book Bids. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids.
|
||||
| `bid_strategy. check_depth_of_market.enabled` | false | Does not buy if the % difference of buy orders and sell orders is met in Order Book.
|
||||
| `bid_strategy. check_depth_of_market.bids_to_ask_delta` | 0 | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher.
|
||||
| `ask_strategy.use_order_book` | false | Allows selling of open traded pair using the rates in Order Book Asks.
|
||||
| `ask_strategy.order_book_min` | 0 | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
|
||||
| `ask_strategy.order_book_max` | 0 | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
|
||||
| `ask_strategy.use_sell_signal` | true | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy).
|
||||
| `ask_strategy.sell_profit_only` | false | Wait until the bot makes a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy).
|
||||
| `ask_strategy.ignore_roi_if_buy_signal` | false | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy).
|
||||
| `order_types` | None | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).
|
||||
| `order_time_in_force` | None | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy).
|
||||
| `exchange.name` | | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
|
||||
| `exchange.sandbox` | false | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.
|
||||
| `exchange.key` | '' | API key to use for the exchange. Only required when you are in production mode. ***Keep it in secrete, do not disclose publicly.***
|
||||
| `exchange.secret` | '' | API secret to use for the exchange. Only required when you are in production mode. ***Keep it in secrete, do not disclose publicly.***
|
||||
| `exchange.password` | '' | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests. ***Keep it in secrete, do not disclose publicly.***
|
||||
| `exchange.pair_whitelist` | [] | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Can be overriden by dynamic pairlists (see [below](#dynamic-pairlists)).
|
||||
| `exchange.pair_blacklist` | [] | List of pairs the bot must absolutely avoid for trading and backtesting. Can be overriden by dynamic pairlists (see [below](#dynamic-pairlists)).
|
||||
| `exchange.ccxt_config` | None | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
|
||||
| `exchange.ccxt_async_config` | None | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
|
||||
| `exchange.markets_refresh_interval` | 60 | The interval in minutes in which markets are reloaded.
|
||||
| `edge` | false | Please refer to [edge configuration document](edge.md) for detailed explanation.
|
||||
| `experimental.block_bad_exchanges` | true | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now.
|
||||
| `pairlist.method` | StaticPairList | Use static or dynamic volume-based pairlist. [More information below](#dynamic-pairlists).
|
||||
| `pairlist.config` | None | Additional configuration for dynamic pairlists. [More information below](#dynamic-pairlists).
|
||||
| `telegram.enabled` | true | **Required.** Enable or not the usage of Telegram.
|
||||
| `telegram.token` | token | Your Telegram bot token. Only required if `telegram.enabled` is `true`. ***Keep it in secrete, do not disclose publicly.***
|
||||
| `telegram.chat_id` | chat_id | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. ***Keep it in secrete, do not disclose publicly.***
|
||||
| `webhook.enabled` | false | Enable usage of Webhook notifications
|
||||
| `webhook.url` | false | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
|
||||
| `webhook.webhookbuy` | false | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
|
||||
| `webhook.webhooksell` | false | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
|
||||
| `webhook.webhookstatus` | false | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
|
||||
| `db_url` | `sqlite:///tradesv3.sqlite`| Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `True`.
|
||||
| `initial_state` | running | Defines the initial application state. More information below.
|
||||
| `forcebuy_enable` | false | Enables the RPC Commands to force a buy. More information below.
|
||||
| `strategy` | DefaultStrategy | Defines Strategy class to use.
|
||||
| `strategy_path` | null | Adds an additional strategy lookup path (must be a directory).
|
||||
| `internals.process_throttle_secs` | 5 | **Required.** Set the process throttle. Value in second.
|
||||
| `internals.heartbeat_interval` | 60 | Print heartbeat message every X seconds. Set to 0 to disable heartbeat messages.
|
||||
| `internals.sd_notify` | false | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details.
|
||||
| `logfile` | | Specify Logfile. Uses a rolling strategy of 10 files, with 1Mb per file.
|
||||
| `user_data_dir` | cwd()/user_data | Directory containing user data. Defaults to `./user_data/`.
|
||||
| Command | Description |
|
||||
|----------|-------------|
|
||||
| `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades).<br> ***Datatype:*** *Positive integer or -1.*
|
||||
| `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *String*
|
||||
| `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#understand-stake_amount). [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *Positive float or `"unlimited"`.*
|
||||
| `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. <br>*Defaults to `0.05` (5%).* <br> ***Datatype:*** *Positive Float as ratio.*
|
||||
| `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *String*
|
||||
| `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). <br> ***Datatype:*** *String*
|
||||
| `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. <br>*Defaults to `true`.* <br> ***Datatype:*** *Boolean*
|
||||
| `dry_run_wallet` | Overrides the default amount of 999.9 stake currency units in the wallet used by the bot running in the Dry Run mode if you need it for any reason. <br> ***Datatype:*** *Float*
|
||||
| `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean*
|
||||
| `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *Dict*
|
||||
| `stoploss` | **Required.** Value of the stoploss in percent used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *Float (as ratio)*
|
||||
| `trailing_stop` | Enables trailing stoploss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *Boolean*
|
||||
| `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *Float*
|
||||
| `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0` (no offset).* <br> ***Datatype:*** *Float*
|
||||
| `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean*
|
||||
| `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled. <br> ***Datatype:*** *Integer*
|
||||
| `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. <br> ***Datatype:*** *Integer*
|
||||
| `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#understand-ask_last_balance).
|
||||
| `bid_strategy.use_order_book` | Enable buying using the rates in Order Book Bids. <br> ***Datatype:*** *Boolean*
|
||||
| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids. *Defaults to `1`.* <br> ***Datatype:*** *Positive Integer*
|
||||
| `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean*
|
||||
| `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher. *Defaults to `0`.* <br> ***Datatype:*** *Float (as ratio)*
|
||||
| `ask_strategy.use_order_book` | Enable selling of open trades using Order Book Asks. <br> ***Datatype:*** *Boolean*
|
||||
| `ask_strategy.order_book_min` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> ***Datatype:*** *Positive Integer*
|
||||
| `ask_strategy.order_book_max` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> ***Datatype:*** *Positive Integer*
|
||||
| `ask_strategy.use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> ***Datatype:*** *Boolean*
|
||||
| `ask_strategy.sell_profit_only` | Wait until the bot makes a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean*
|
||||
| `ask_strategy.ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean*
|
||||
| `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> ***Datatype:*** *Dict*
|
||||
| `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *Dict*
|
||||
| `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). <br> ***Datatype:*** *String*
|
||||
| `exchange.sandbox` | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.<br> ***Datatype:*** *Boolean*
|
||||
| `exchange.key` | API key to use for the exchange. Only required when you are in production mode. **Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String*
|
||||
| `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode. **Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String*
|
||||
| `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests. **Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String*
|
||||
| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#dynamic-pairlists)). <br> ***Datatype:*** *List*
|
||||
| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)). <br> ***Datatype:*** *List*
|
||||
| `exchange.ccxt_config` | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> ***Datatype:*** *Dict*
|
||||
| `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> ***Datatype:*** *Dict*
|
||||
| `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> ***Datatype:*** *Positive Integer*
|
||||
| `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
|
||||
| `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> ***Datatype:*** *Boolean*
|
||||
| `pairlists` | Define one or more pairlists to be used. [More information below](#dynamic-pairlists). <br>*Defaults to `StaticPairList`.* <br> ***Datatype:*** *List of Dicts*
|
||||
| `telegram.enabled` | Enable the usage of Telegram. <br> ***Datatype:*** *Boolean*
|
||||
| `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. **Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String*
|
||||
| `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. **Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String*
|
||||
| `webhook.enabled` | Enable usage of Webhook notifications <br> ***Datatype:*** *Boolean*
|
||||
| `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> ***Datatype:*** *String*
|
||||
| `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. <br> ***Datatype:*** *String*
|
||||
| `webhook.webhooksell` | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. <br> ***Datatype:*** *String*
|
||||
| `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. <br> ***Datatype:*** *String*
|
||||
| `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details. <br> ***Datatype:*** *Boolean*
|
||||
| `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details. <br> ***Datatype:*** *IPv4*
|
||||
| `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details. <br> ***Datatype:*** *Integer between 1024 and 65535*
|
||||
| `api_server.username` | Username for API server. See the [API Server documentation](rest-api.md) for more details. **Keep it in secret, do not disclose publicly.**<br> ***Datatype:*** *String*
|
||||
| `api_server.password` | Password for API server. See the [API Server documentation](rest-api.md) for more details. **Keep it in secret, do not disclose publicly.**<br> ***Datatype:*** *String*
|
||||
| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. <br> ***Datatype:*** *String, SQLAlchemy connect string*
|
||||
| `initial_state` | Defines the initial application state. More information below. <br>*Defaults to `stopped`.* <br> ***Datatype:*** *Enum, either `stopped` or `running`*
|
||||
| `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below. <br> ***Datatype:*** *Boolean*
|
||||
| `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`. <br> ***Datatype:*** *ClassName*
|
||||
| `strategy_path` | Adds an additional strategy lookup path (must be a directory). <br> ***Datatype:*** *String*
|
||||
| `internals.process_throttle_secs` | Set the process throttle. Value in second. <br>*Defaults to `5` seconds.* <br> ***Datatype:*** *Positive Integer*
|
||||
| `internals.heartbeat_interval` | Print heartbeat message every N seconds. Set to 0 to disable heartbeat messages. <br>*Defaults to `60` seconds.* <br> ***Datatype:*** *Positive Integer or 0*
|
||||
| `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. <br> ***Datatype:*** *Boolean*
|
||||
| `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file. <br> ***Datatype:*** *String*
|
||||
| `user_data_dir` | Directory containing user data. <br> *Defaults to `./user_data/`*. <br> ***Datatype:*** *String*
|
||||
|
||||
### Parameters in the strategy
|
||||
|
||||
The following parameters can be set in either configuration file or strategy.
|
||||
Values set in the configuration file always overwrite values set in the strategy.
|
||||
|
||||
* `ticker_interval`
|
||||
* `minimal_roi`
|
||||
* `ticker_interval`
|
||||
* `stoploss`
|
||||
* `trailing_stop`
|
||||
* `trailing_stop_positive`
|
||||
* `trailing_stop_positive_offset`
|
||||
* `trailing_only_offset_is_reached`
|
||||
* `process_only_new_candles`
|
||||
* `order_types`
|
||||
* `order_time_in_force`
|
||||
* `stake_currency`
|
||||
* `stake_amount`
|
||||
* `use_sell_signal` (ask_strategy)
|
||||
* `sell_profit_only` (ask_strategy)
|
||||
* `ignore_roi_if_buy_signal` (ask_strategy)
|
||||
@@ -124,18 +131,22 @@ Values set in the configuration file always overwrite values set in the strategy
|
||||
### Understand stake_amount
|
||||
|
||||
The `stake_amount` configuration parameter is an amount of crypto-currency your bot will use for each trade.
|
||||
The minimal value is 0.0005. If there is not enough crypto-currency in
|
||||
the account an exception is generated.
|
||||
|
||||
The minimal configuration value is 0.0001. Please check your exchange's trading minimums to avoid problems.
|
||||
|
||||
This setting works in combination with `max_open_trades`. The maximum capital engaged in trades is `stake_amount * max_open_trades`.
|
||||
For example, the bot will at most use (0.05 BTC x 3) = 0.15 BTC, assuming a configuration of `max_open_trades=3` and `stake_amount=0.05`.
|
||||
|
||||
To allow the bot to trade all the available `stake_currency` in your account set
|
||||
|
||||
```json
|
||||
"stake_amount" : "unlimited",
|
||||
```
|
||||
|
||||
In this case a trade amount is calclulated as:
|
||||
In this case a trade amount is calculated as:
|
||||
|
||||
```python
|
||||
currency_balanse / (max_open_trades - current_open_trades)
|
||||
currency_balance / (max_open_trades - current_open_trades)
|
||||
```
|
||||
|
||||
### Understand minimal_roi
|
||||
@@ -215,6 +226,11 @@ If this is configured, the following 4 values (`buy`, `sell`, `stoploss` and
|
||||
`emergencysell` is an optional value, which defaults to `market` and is used when creating stoploss on exchange orders fails.
|
||||
The below is the default which is used if this is not configured in either strategy or configuration file.
|
||||
|
||||
Since `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the stoploss_price and the Limit price.
|
||||
`stoploss` defines the stop-price - and limit should be slightly below this. This defaults to 0.99 / 1%.
|
||||
Calculation example: we bought the asset at 100$.
|
||||
Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the stoploss will happen between 95$ and 94.05$.
|
||||
|
||||
Syntax for Strategy:
|
||||
|
||||
```python
|
||||
@@ -224,7 +240,8 @@ order_types = {
|
||||
"emergencysell": "market",
|
||||
"stoploss": "market",
|
||||
"stoploss_on_exchange": False,
|
||||
"stoploss_on_exchange_interval": 60
|
||||
"stoploss_on_exchange_interval": 60,
|
||||
"stoploss_on_exchange_limit_ratio": 0.99,
|
||||
}
|
||||
```
|
||||
|
||||
@@ -254,7 +271,7 @@ Configuration:
|
||||
!!! Note
|
||||
If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new order.
|
||||
|
||||
!!! Warning stoploss_on_exchange failures
|
||||
!!! Warning "Warning: stoploss_on_exchange failures"
|
||||
If stoploss on exchange creation fails for some reason, then an "emergency sell" is initiated. By default, this will sell the asset using a market order. The order-type for the emergency-sell can be changed by setting the `emergencysell` value in the `order_types` dictionary - however this is not advised.
|
||||
|
||||
### Understand order_time_in_force
|
||||
@@ -351,13 +368,6 @@ For example, to test the order type `FOK` with Kraken, and modify candle_limit t
|
||||
!!! Warning
|
||||
Please make sure to fully understand the impacts of these settings before modifying them.
|
||||
|
||||
#### Random notes for other exchanges
|
||||
|
||||
* The Ocean (ccxt id: 'theocean') exchange uses Web3 functionality and requires web3 package to be installed:
|
||||
```shell
|
||||
$ pip3 install web3
|
||||
```
|
||||
|
||||
### What values can be used for fiat_display_currency?
|
||||
|
||||
The `fiat_display_currency` configuration parameter sets the base currency to use for the
|
||||
@@ -377,6 +387,88 @@ The valid values are:
|
||||
"BTC", "ETH", "XRP", "LTC", "BCH", "USDT"
|
||||
```
|
||||
|
||||
## Pairlists
|
||||
|
||||
Pairlists define the list of pairs that the bot should trade.
|
||||
There are [`StaticPairList`](#static-pair-list) and dynamic Whitelists available.
|
||||
|
||||
[`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter) act as filters, removing low-value pairs.
|
||||
|
||||
All pairlists can be chained, and a combination of all pairlists will become your new whitelist. Pairlists are executed in the sequence they are configured. You should always configure either `StaticPairList` or `DynamicPairList` as starting pairlists.
|
||||
|
||||
Inactive markets and blacklisted pairs are always removed from the resulting `pair_whitelist`.
|
||||
|
||||
### Available Pairlists
|
||||
|
||||
* [`StaticPairList`](#static-pair-list) (default, if not configured differently)
|
||||
* [`VolumePairList`](#volume-pair-list)
|
||||
* [`PrecisionFilter`](#precision-filter)
|
||||
* [`PriceFilter`](#price-pair-filter)
|
||||
|
||||
#### Static Pair List
|
||||
|
||||
By default, the `StaticPairList` method is used, which uses a statically defined pair whitelist from the configuration.
|
||||
|
||||
It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`.
|
||||
|
||||
```json
|
||||
"pairlists": [
|
||||
{"method": "StaticPairList"}
|
||||
],
|
||||
```
|
||||
|
||||
#### Volume Pair List
|
||||
|
||||
`VolumePairList` selects `number_assets` top pairs based on `sort_key`, which can be one of `askVolume`, `bidVolume` and `quoteVolume` and defaults to `quoteVolume`.
|
||||
|
||||
`VolumePairList` considers outputs of previous pairlists unless it's the first configured pairlist, it does not consider `pair_whitelist`, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
|
||||
|
||||
`refresh_period` allows setting the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
|
||||
|
||||
```json
|
||||
"pairlists": [{
|
||||
"method": "VolumePairList",
|
||||
"number_assets": 20,
|
||||
"sort_key": "quoteVolume",
|
||||
"refresh_period": 1800,
|
||||
],
|
||||
```
|
||||
|
||||
#### Precision Filter
|
||||
|
||||
Filters low-value coins which would not allow setting a stoploss.
|
||||
|
||||
#### Price Pair Filter
|
||||
|
||||
The `PriceFilter` allows filtering of pairs by price.
|
||||
Currently, only `low_price_ratio` is implemented, where a raise of 1 price unit (pip) is below the `low_price_ratio` ratio.
|
||||
This option is disabled by default, and will only apply if set to <> 0.
|
||||
|
||||
Calculation example:
|
||||
Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value.
|
||||
|
||||
These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses.
|
||||
|
||||
### Full Pairlist example
|
||||
|
||||
The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting by `quoteVolume` and applies both [`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter), filtering all assets where 1 priceunit is > 1%.
|
||||
|
||||
```json
|
||||
"exchange": {
|
||||
"pair_whitelist": [],
|
||||
"pair_blacklist": ["BNB/BTC"]
|
||||
},
|
||||
"pairlists": [
|
||||
{
|
||||
"method": "VolumePairList",
|
||||
"number_assets": 20,
|
||||
"sort_key": "quoteVolume",
|
||||
},
|
||||
{"method": "PrecisionFilter"},
|
||||
{"method": "PriceFilter", "low_price_ratio": 0.01}
|
||||
],
|
||||
```
|
||||
|
||||
## Switch to Dry-run mode
|
||||
|
||||
We recommend starting the bot in the Dry-run mode to see how your bot will
|
||||
@@ -392,7 +484,7 @@ creating trades on the exchange.
|
||||
"db_url": "sqlite:///tradesv3.dryrun.sqlite",
|
||||
```
|
||||
|
||||
3. Remove your Exchange API key and secrete (change them by empty values or fake credentials):
|
||||
3. Remove your Exchange API key and secret (change them by empty values or fake credentials):
|
||||
|
||||
```json
|
||||
"exchange": {
|
||||
@@ -406,39 +498,6 @@ creating trades on the exchange.
|
||||
Once you will be happy with your bot performance running in the Dry-run mode,
|
||||
you can switch it to production mode.
|
||||
|
||||
### Dynamic Pairlists
|
||||
|
||||
Dynamic pairlists select pairs for you based on the logic configured.
|
||||
The bot runs against all pairs (with that stake) on the exchange, and a number of assets
|
||||
(`number_assets`) is selected based on the selected criteria.
|
||||
|
||||
By default, the `StaticPairList` method is used.
|
||||
The Pairlist method is configured as `pair_whitelist` parameter under the `exchange`
|
||||
section of the configuration.
|
||||
|
||||
**Available Pairlist methods:**
|
||||
|
||||
* `StaticPairList`
|
||||
* It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`.
|
||||
* `VolumePairList`
|
||||
* It selects `number_assets` top pairs based on `sort_key`, which can be one of
|
||||
`askVolume`, `bidVolume` and `quoteVolume`, defaults to `quoteVolume`.
|
||||
* There is a possibility to filter low-value coins that would not allow setting a stop loss
|
||||
(set `precision_filter` parameter to `true` for this).
|
||||
|
||||
Example:
|
||||
|
||||
```json
|
||||
"pairlist": {
|
||||
"method": "VolumePairList",
|
||||
"config": {
|
||||
"number_assets": 20,
|
||||
"sort_key": "quoteVolume",
|
||||
"precision_filter": false
|
||||
}
|
||||
},
|
||||
```
|
||||
|
||||
## Switch to production mode
|
||||
|
||||
In production mode, the bot will engage your money. Be careful, since a wrong
|
||||
@@ -464,12 +523,14 @@ you run it in production mode.
|
||||
"secret": "08a9dc6db3d7b53e1acebd9275677f4b0a04f1a5",
|
||||
...
|
||||
}
|
||||
|
||||
```
|
||||
|
||||
!!! Note
|
||||
If you have an exchange API key yet, [see our tutorial](/pre-requisite).
|
||||
|
||||
### Using proxy with FreqTrade
|
||||
You should also make sure to read the [Exchanges](exchanges.md) section of the documentation to be aware of potential configuration details specific to your exchange.
|
||||
|
||||
### Using proxy with Freqtrade
|
||||
|
||||
To use a proxy with freqtrade, add the kwarg `"aiohttp_trust_env"=true` to the `"ccxt_async_kwargs"` dict in the exchange section of the configuration.
|
||||
|
||||
@@ -489,14 +550,13 @@ export HTTPS_PROXY="http://addr:port"
|
||||
freqtrade
|
||||
```
|
||||
|
||||
|
||||
### Embedding Strategies
|
||||
## Embedding Strategies
|
||||
|
||||
FreqTrade provides you with with an easy way to embed the strategy into your configuration file.
|
||||
This is done by utilizing BASE64 encoding and providing this string at the strategy configuration field,
|
||||
in your chosen config file.
|
||||
|
||||
#### Encoding a string as BASE64
|
||||
### Encoding a string as BASE64
|
||||
|
||||
This is a quick example, how to generate the BASE64 string in python
|
||||
|
||||
|
||||
@@ -8,7 +8,7 @@ If no additional parameter is specified, freqtrade will download data for `"1m"`
|
||||
Exchange and pairs will come from `config.json` (if specified using `-c/--config`).
|
||||
Otherwise `--exchange` becomes mandatory.
|
||||
|
||||
!!! Tip Updating existing data
|
||||
!!! Tip "Tip: Updating existing data"
|
||||
If you already have backtesting data available in your data-directory and would like to refresh this data up to today, use `--days xx` with a number slightly higher than the missing number of days. Freqtrade will keep the available data and only download the missing data.
|
||||
Be carefull though: If the number is too small (which would result in a few missing days), the whole dataset will be removed and only xx days will be downloaded.
|
||||
|
||||
@@ -78,10 +78,8 @@ freqtrade download-data --exchange binance --pairs XRP/ETH ETH/BTC --days 20 --d
|
||||
!!! Warning
|
||||
The historic trades are not available during Freqtrade dry-run and live trade modes because all exchanges tested provide this data with a delay of few 100 candles, so it's not suitable for real-time trading.
|
||||
|
||||
### Historic Kraken data
|
||||
|
||||
The Kraken API does only provide 720 historic candles, which is sufficient for FreqTrade dry-run and live trade modes, but is a problem for backtesting.
|
||||
To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data.
|
||||
!!! Note "Kraken user"
|
||||
Kraken users should read [this](exchanges.md#historic-kraken-data) before starting to download data.
|
||||
|
||||
## Next step
|
||||
|
||||
|
||||
@@ -46,15 +46,18 @@ def test_method_to_test(caplog):
|
||||
The fastest and easiest way to start up is to use docker-compose.develop which gives developers the ability to start the bot up with all the required dependencies, *without* needing to install any freqtrade specific dependencies on your local machine.
|
||||
|
||||
#### Install
|
||||
|
||||
* [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
|
||||
* [docker](https://docs.docker.com/install/)
|
||||
* [docker-compose](https://docs.docker.com/compose/install/)
|
||||
|
||||
#### Starting the bot
|
||||
##### Use the develop dockerfile
|
||||
|
||||
``` bash
|
||||
rm docker-compose.yml && mv docker-compose.develop.yml docker-compose.yml
|
||||
```
|
||||
|
||||
#### Docker Compose
|
||||
|
||||
##### Starting
|
||||
@@ -62,9 +65,11 @@ rm docker-compose.yml && mv docker-compose.develop.yml docker-compose.yml
|
||||
``` bash
|
||||
docker-compose up
|
||||
```
|
||||
|
||||
|
||||
|
||||
##### Rebuilding
|
||||
|
||||
``` bash
|
||||
docker-compose build
|
||||
```
|
||||
@@ -77,8 +82,8 @@ that can be effected by `docker-compose up` or `docker-compose run freqtrade_dev
|
||||
``` bash
|
||||
docker-compose exec freqtrade_develop /bin/bash
|
||||
```
|
||||
|
||||
|
||||
|
||||
|
||||
## Modules
|
||||
|
||||
@@ -95,22 +100,22 @@ This is a simple provider, which however serves as a good example on how to star
|
||||
|
||||
Next, modify the classname of the provider (ideally align this with the Filename).
|
||||
|
||||
The base-class provides the an instance of the bot (`self._freqtrade`), as well as the configuration (`self._config`), and initiates both `_blacklist` and `_whitelist`.
|
||||
The base-class provides an instance of the exchange (`self._exchange`) the pairlist manager (`self._pairlistmanager`), as well as the main configuration (`self._config`), the pairlist dedicated configuration (`self._pairlistconfig`) and the absolute position within the list of pairlists.
|
||||
|
||||
```python
|
||||
self._freqtrade = freqtrade
|
||||
self._exchange = exchange
|
||||
self._pairlistmanager = pairlistmanager
|
||||
self._config = config
|
||||
self._whitelist = self._config['exchange']['pair_whitelist']
|
||||
self._blacklist = self._config['exchange'].get('pair_blacklist', [])
|
||||
self._pairlistconfig = pairlistconfig
|
||||
self._pairlist_pos = pairlist_pos
|
||||
```
|
||||
|
||||
|
||||
Now, let's step through the methods which require actions:
|
||||
|
||||
#### configuration
|
||||
#### Pairlist configuration
|
||||
|
||||
Configuration for PairListProvider is done in the bot configuration file in the element `"pairlist"`.
|
||||
This Pairlist-object may contain a `"config"` dict with additional configurations for the configured pairlist.
|
||||
This Pairlist-object may contain configurations with additional configurations for the configured pairlist.
|
||||
By convention, `"number_assets"` is used to specify the maximum number of pairs to keep in the whitelist. Please follow this to ensure a consistent user experience.
|
||||
|
||||
Additional elements can be configured as needed. `VolumePairList` uses `"sort_key"` to specify the sorting value - however feel free to specify whatever is necessary for your great algorithm to be successfull and dynamic.
|
||||
@@ -120,29 +125,30 @@ Additional elements can be configured as needed. `VolumePairList` uses `"sort_ke
|
||||
Returns a description used for Telegram messages.
|
||||
This should contain the name of the Provider, as well as a short description containing the number of assets. Please follow the format `"PairlistName - top/bottom X pairs"`.
|
||||
|
||||
#### refresh_pairlist
|
||||
#### filter_pairlist
|
||||
|
||||
Override this method and run all calculations needed in this method.
|
||||
This is called with each iteration of the bot - so consider implementing caching for compute/network heavy calculations.
|
||||
|
||||
Assign the resulting whiteslist to `self._whitelist` and `self._blacklist` respectively. These will then be used to run the bot in this iteration. Pairs with open trades will be added to the whitelist to have the sell-methods run correctly.
|
||||
It get's passed a pairlist (which can be the result of previous pairlists) as well as `tickers`, a pre-fetched version of `get_tickers()`.
|
||||
|
||||
Please also run `self._validate_whitelist(pairs)` and to check and remove pairs with inactive markets. This function is available in the Parent class (`StaticPairList`) and should ideally not be overwritten.
|
||||
It must return the resulting pairlist (which may then be passed into the next pairlist filter).
|
||||
|
||||
Validations are optional, the parent class exposes a `_verify_blacklist(pairlist)` and `_whitelist_for_active_markets(pairlist)` to do default filters. Use this if you limit your result to a certain number of pairs - so the endresult is not shorter than expected.
|
||||
|
||||
##### sample
|
||||
|
||||
``` python
|
||||
def refresh_pairlist(self) -> None:
|
||||
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
|
||||
# Generate dynamic whitelist
|
||||
pairs = self._gen_pair_whitelist(self._config['stake_currency'], self._sort_key)
|
||||
# Validate whitelist to only have active market pairs
|
||||
self._whitelist = self._validate_whitelist(pairs)[:self._number_pairs]
|
||||
pairs = self._calculate_pairlist(pairlist, tickers)
|
||||
return pairs
|
||||
```
|
||||
|
||||
#### _gen_pair_whitelist
|
||||
|
||||
This is a simple method used by `VolumePairList` - however serves as a good example.
|
||||
It implements caching (`@cached(TTLCache(maxsize=1, ttl=1800))`) as well as a configuration option to allow different (but similar) strategies to work with the same PairListProvider.
|
||||
In VolumePairList, this implements different methods of sorting, does early validation so only the expected number of pairs is returned.
|
||||
|
||||
## Implement a new Exchange (WIP)
|
||||
|
||||
@@ -194,24 +200,38 @@ If the day shows the same day, then the last candle can be assumed as incomplete
|
||||
To keep the jupyter notebooks aligned with the documentation, the following should be ran after updating a example notebook.
|
||||
|
||||
``` bash
|
||||
jupyter nbconvert --ClearOutputPreprocessor.enabled=True --inplace user_data/notebooks/strategy_analysis_example.ipynb
|
||||
jupyter nbconvert --ClearOutputPreprocessor.enabled=True --to markdown user_data/notebooks/strategy_analysis_example.ipynb --stdout > docs/strategy_analysis_example.md
|
||||
jupyter nbconvert --ClearOutputPreprocessor.enabled=True --inplace freqtrade/templates/strategy_analysis_example.ipynb
|
||||
jupyter nbconvert --ClearOutputPreprocessor.enabled=True --to markdown freqtrade/templates/strategy_analysis_example.ipynb --stdout > docs/strategy_analysis_example.md
|
||||
```
|
||||
|
||||
## Continuous integration
|
||||
|
||||
This documents some decisions taken for the CI Pipeline.
|
||||
|
||||
* CI runs on all OS variants, Linux (ubuntu), macOS and Windows.
|
||||
* Docker images are build for the branches `master` and `develop`.
|
||||
* Raspberry PI Docker images are postfixed with `_pi` - so tags will be `:master_pi` and `develop_pi`.
|
||||
* Docker images contain a file, `/freqtrade/freqtrade_commit` containing the commit this image is based of.
|
||||
* Full docker image rebuilds are run once a week via schedule.
|
||||
* Deployments run on ubuntu.
|
||||
* ta-lib binaries are contained in the build_helpers directory to avoid fails related to external unavailability.
|
||||
* All tests must pass for a PR to be merged to `master` or `develop`.
|
||||
|
||||
## Creating a release
|
||||
|
||||
This part of the documentation is aimed at maintainers, and shows how to create a release.
|
||||
|
||||
### Create release branch
|
||||
|
||||
``` bash
|
||||
# make sure you're in develop branch
|
||||
git checkout develop
|
||||
First, pick a commit that's about one week old (to not include latest additions to releases).
|
||||
|
||||
``` bash
|
||||
# create new branch
|
||||
git checkout -b new_release
|
||||
git checkout -b new_release <commitid>
|
||||
```
|
||||
|
||||
Determine if crucial bugfixes have been made between this commit and the current state, and eventually cherry-pick these.
|
||||
|
||||
* Edit `freqtrade/__init__.py` and add the version matching the current date (for example `2019.7` for July 2019). Minor versions can be `2019.7-1` should we need to do a second release that month.
|
||||
* Commit this part
|
||||
* push that branch to the remote and create a PR against the master branch
|
||||
@@ -219,23 +239,18 @@ git checkout -b new_release
|
||||
### Create changelog from git commits
|
||||
|
||||
!!! Note
|
||||
Make sure that both master and develop are up-todate!.
|
||||
Make sure that the master branch is uptodate!
|
||||
|
||||
``` bash
|
||||
# Needs to be done before merging / pulling that branch.
|
||||
git log --oneline --no-decorate --no-merges master..develop
|
||||
git log --oneline --no-decorate --no-merges master..new_release
|
||||
```
|
||||
|
||||
### Create github release / tag
|
||||
|
||||
Once the PR against master is merged (best right after merging):
|
||||
|
||||
* Use the button "Draft a new release" in the Github UI (subsection releases)
|
||||
* Use the button "Draft a new release" in the Github UI (subsection releases).
|
||||
* Use the version-number specified as tag.
|
||||
* Use "master" as reference (this step comes after the above PR is merged).
|
||||
* Use the above changelog as release comment (as codeblock)
|
||||
|
||||
### After-release
|
||||
|
||||
* Update version in develop by postfixing that with `-dev` (`2019.6 -> 2019.6-dev`).
|
||||
* Create a PR against develop to update that branch.
|
||||
* Use the above changelog as release comment (as codeblock).
|
||||
|
||||
@@ -26,7 +26,7 @@ To update the image, simply run the above commands again and restart your runnin
|
||||
|
||||
Should you require additional libraries, please [build the image yourself](#build-your-own-docker-image).
|
||||
|
||||
!!! Note Docker image update frequency
|
||||
!!! Note "Docker image update frequency"
|
||||
The official docker images with tags `master`, `develop` and `latest` are automatically rebuild once a week to keep the base image uptodate.
|
||||
In addition to that, every merge to `develop` will trigger a rebuild for `develop` and `latest`.
|
||||
|
||||
@@ -160,7 +160,7 @@ docker run -d \
|
||||
-v ~/.freqtrade/config.json:/freqtrade/config.json \
|
||||
-v ~/.freqtrade/user_data/:/freqtrade/user_data \
|
||||
-v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
|
||||
freqtrade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy
|
||||
freqtrade trade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy
|
||||
```
|
||||
|
||||
!!! Note
|
||||
@@ -170,6 +170,9 @@ docker run -d \
|
||||
!!! Note
|
||||
All available bot command line parameters can be added to the end of the `docker run` command.
|
||||
|
||||
!!! Note
|
||||
You can define a [restart policy](https://docs.docker.com/config/containers/start-containers-automatically/) in docker. It can be useful in some cases to use the `--restart unless-stopped` flag (crash of freqtrade or reboot of your system).
|
||||
|
||||
### Monitor your Docker instance
|
||||
|
||||
You can use the following commands to monitor and manage your container:
|
||||
@@ -199,7 +202,7 @@ docker run -d \
|
||||
-v ~/.freqtrade/config.json:/freqtrade/config.json \
|
||||
-v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
|
||||
-v ~/.freqtrade/user_data/:/freqtrade/user_data/ \
|
||||
freqtrade --strategy AwsomelyProfitableStrategy backtesting
|
||||
freqtrade backtesting --strategy AwsomelyProfitableStrategy
|
||||
```
|
||||
|
||||
Head over to the [Backtesting Documentation](backtesting.md) for more details.
|
||||
|
||||
@@ -235,7 +235,7 @@ An example of its output:
|
||||
### Update cached pairs with the latest data
|
||||
|
||||
Edge requires historic data the same way as backtesting does.
|
||||
Please refer to the [download section](backtesting.md#Getting-data-for-backtesting-and-hyperopt) of the documentation for details.
|
||||
Please refer to the [Data Downloading](data-download.md) section of the documentation for details.
|
||||
|
||||
### Precising stoploss range
|
||||
|
||||
|
||||
63
docs/exchanges.md
Normal file
63
docs/exchanges.md
Normal file
@@ -0,0 +1,63 @@
|
||||
# Exchange-specific Notes
|
||||
|
||||
This page combines common gotchas and informations which are exchange-specific and most likely don't apply to other exchanges.
|
||||
|
||||
## Binance
|
||||
|
||||
!!! Tip "Stoploss on Exchange"
|
||||
Binance is currently the only exchange supporting `stoploss_on_exchange`. It provides great advantages, so we recommend to benefit from it.
|
||||
|
||||
### Blacklists
|
||||
|
||||
For Binance, please add `"BNB/<STAKE>"` to your blacklist to avoid issues.
|
||||
Accounts having BNB accounts use this to pay for fees - if your first trade happens to be on `BNB`, further trades will consume this position and make the initial BNB order unsellable as the expected amount is not there anymore.
|
||||
|
||||
### Binance sites
|
||||
|
||||
Binance has been split into 3, and users must use the correct ccxt exchange ID for their exchange, otherwise API keys are not recognized.
|
||||
|
||||
* [binance.com](https://www.binance.com/) - International users. Use exchange id: `binance`.
|
||||
* [binance.us](https://www.binance.us/) - US based users. Use exchange id: `binanceus`.
|
||||
* [binance.je](https://www.binance.je/) - Binance Jersey, trading fiat currencies. Use exchange id: `binanceje`.
|
||||
|
||||
## Kraken
|
||||
|
||||
### Historic Kraken data
|
||||
|
||||
The Kraken API does only provide 720 historic candles, which is sufficient for Freqtrade dry-run and live trade modes, but is a problem for backtesting.
|
||||
To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data.
|
||||
|
||||
## Bittrex
|
||||
|
||||
### Restricted markets
|
||||
|
||||
Bittrex split its exchange into US and International versions.
|
||||
The International version has more pairs available, however the API always returns all pairs, so there is currently no automated way to detect if you're affected by the restriction.
|
||||
|
||||
If you have restricted pairs in your whitelist, you'll get a warning message in the log on Freqtrade startup for each restricted pair.
|
||||
|
||||
The warning message will look similar to the following:
|
||||
|
||||
``` output
|
||||
[...] Message: bittrex {"success":false,"message":"RESTRICTED_MARKET","result":null,"explanation":null}"
|
||||
```
|
||||
|
||||
If you're an "International" customer on the Bittrex exchange, then this warning will probably not impact you.
|
||||
If you're a US customer, the bot will fail to create orders for these pairs, and you should remove them from your whitelist.
|
||||
|
||||
You can get a list of restricted markets by using the following snippet:
|
||||
|
||||
``` python
|
||||
import ccxt
|
||||
ct = ccxt.bittrex()
|
||||
_ = ct.load_markets()
|
||||
res = [ f"{x['MarketCurrency']}/{x['BaseCurrency']}" for x in ct.publicGetMarkets()['result'] if x['IsRestricted']]
|
||||
print(res)
|
||||
```
|
||||
|
||||
## Random notes for other exchanges
|
||||
|
||||
* The Ocean (exchange id: `theocean`) exchange uses Web3 functionality and requires `web3` python package to be installed:
|
||||
```shell
|
||||
$ pip3 install web3
|
||||
```
|
||||
46
docs/faq.md
46
docs/faq.md
@@ -4,7 +4,7 @@
|
||||
|
||||
### The bot does not start
|
||||
|
||||
Running the bot with `freqtrade --config config.json` does show the output `freqtrade: command not found`.
|
||||
Running the bot with `freqtrade trade --config config.json` does show the output `freqtrade: command not found`.
|
||||
|
||||
This could have the following reasons:
|
||||
|
||||
@@ -48,12 +48,46 @@ You can use the `/forcesell all` command from Telegram.
|
||||
### I get the message "RESTRICTED_MARKET"
|
||||
|
||||
Currently known to happen for US Bittrex users.
|
||||
Bittrex split its exchange into US and International versions.
|
||||
The International version has more pairs available, however the API always returns all pairs, so there is currently no automated way to detect if you're affected by the restriction.
|
||||
|
||||
If you have restricted pairs in your whitelist, you'll get a warning message in the log on FreqTrade startup for each restricted pair.
|
||||
If you're an "International" Customer on the Bittrex exchange, then this warning will probably not impact you.
|
||||
If you're a US customer, the bot will fail to create orders for these pairs, and you should remove them from your Whitelist.
|
||||
Read [the Bittrex section about restricted markets](exchanges.md#restricted-markets) for more information.
|
||||
|
||||
### How do I search the bot logs for something?
|
||||
|
||||
By default, the bot writes its log into stderr stream. This is implemented this way so that you can easily separate the bot's diagnostics messages from Backtesting, Edge and Hyperopt results, output from other various Freqtrade utility subcommands, as well as from the output of your custom `print()`'s you may have inserted into your strategy. So if you need to search the log messages with the grep utility, you need to redirect stderr to stdout and disregard stdout.
|
||||
|
||||
* In unix shells, this normally can be done as simple as:
|
||||
```shell
|
||||
$ freqtrade --some-options 2>&1 >/dev/null | grep 'something'
|
||||
```
|
||||
(note, `2>&1` and `>/dev/null` should be written in this order)
|
||||
|
||||
* Bash interpreter also supports so called process substitution syntax, you can grep the log for a string with it as:
|
||||
```shell
|
||||
$ freqtrade --some-options 2> >(grep 'something') >/dev/null
|
||||
```
|
||||
or
|
||||
```shell
|
||||
$ freqtrade --some-options 2> >(grep -v 'something' 1>&2)
|
||||
```
|
||||
|
||||
* You can also write the copy of Freqtrade log messages to a file with the `--logfile` option:
|
||||
```shell
|
||||
$ freqtrade --logfile /path/to/mylogfile.log --some-options
|
||||
```
|
||||
and then grep it as:
|
||||
```shell
|
||||
$ cat /path/to/mylogfile.log | grep 'something'
|
||||
```
|
||||
or even on the fly, as the bot works and the logfile grows:
|
||||
```shell
|
||||
$ tail -f /path/to/mylogfile.log | grep 'something'
|
||||
```
|
||||
from a separate terminal window.
|
||||
|
||||
On Windows, the `--logfilename` option is also supported by Freqtrade and you can use the `findstr` command to search the log for the string of interest:
|
||||
```
|
||||
> type \path\to\mylogfile.log | findstr "something"
|
||||
```
|
||||
|
||||
## Hyperopt module
|
||||
|
||||
|
||||
@@ -15,25 +15,34 @@ To learn how to get data for the pairs and exchange you're interrested in, head
|
||||
## Prepare Hyperopting
|
||||
|
||||
Before we start digging into Hyperopt, we recommend you to take a look at
|
||||
the sample hyperopt file located in [user_data/hyperopts/](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt.py).
|
||||
the sample hyperopt file located in [user_data/hyperopts/](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt.py).
|
||||
|
||||
Configuring hyperopt is similar to writing your own strategy, and many tasks will be similar and a lot of code can be copied across from the strategy.
|
||||
|
||||
The simplest way to get started is to use `freqtrade new-hyperopt --hyperopt AwesomeHyperopt`.
|
||||
This will create a new hyperopt file from a template, which will be located under `user_data/hyperopts/AwesomeHyperopt.py`.
|
||||
|
||||
### Checklist on all tasks / possibilities in hyperopt
|
||||
|
||||
Depending on the space you want to optimize, only some of the below are required:
|
||||
|
||||
* fill `populate_indicators` - probably a copy from your strategy
|
||||
* fill `buy_strategy_generator` - for buy signal optimization
|
||||
* fill `indicator_space` - for buy signal optimzation
|
||||
* fill `sell_strategy_generator` - for sell signal optimization
|
||||
* fill `sell_indicator_space` - for sell signal optimzation
|
||||
|
||||
Optional, but recommended:
|
||||
!!! Note
|
||||
`populate_indicators` needs to create all indicators any of thee spaces may use, otherwise hyperopt will not work.
|
||||
|
||||
Optional - can also be loaded from a strategy:
|
||||
|
||||
* copy `populate_indicators` from your strategy - otherwise default-strategy will be used
|
||||
* copy `populate_buy_trend` from your strategy - otherwise default-strategy will be used
|
||||
* copy `populate_sell_trend` from your strategy - otherwise default-strategy will be used
|
||||
|
||||
!!! Note
|
||||
Assuming the optional methods are not in your hyperopt file, please use `--strategy AweSomeStrategy` which contains these methods so hyperopt can use these methods instead.
|
||||
|
||||
Rarely you may also need to override:
|
||||
|
||||
* `roi_space` - for custom ROI optimization (if you need the ranges for the ROI parameters in the optimization hyperspace that differ from default)
|
||||
@@ -156,7 +165,7 @@ that minimizes the value of the [loss function](#loss-functions).
|
||||
|
||||
The above setup expects to find ADX, RSI and Bollinger Bands in the populated indicators.
|
||||
When you want to test an indicator that isn't used by the bot currently, remember to
|
||||
add it to the `populate_indicators()` method in `hyperopt.py`.
|
||||
add it to the `populate_indicators()` method in your custom hyperopt file.
|
||||
|
||||
## Loss-functions
|
||||
|
||||
@@ -239,7 +248,7 @@ Because hyperopt tries a lot of combinations to find the best parameters it will
|
||||
We strongly recommend to use `screen` or `tmux` to prevent any connection loss.
|
||||
|
||||
```bash
|
||||
freqtrade -c config.json hyperopt --customhyperopt <hyperoptname> -e 5000 --spaces all
|
||||
freqtrade hyperopt --config config.json --hyperopt <hyperoptname> -e 5000 --spaces all
|
||||
```
|
||||
|
||||
Use `<hyperoptname>` as the name of the custom hyperopt used.
|
||||
@@ -270,6 +279,14 @@ For example, to use one month of data, pass the following parameter to the hyper
|
||||
freqtrade hyperopt --timerange 20180401-20180501
|
||||
```
|
||||
|
||||
### Running Hyperopt using methods from a strategy
|
||||
|
||||
Hyperopt can reuse `populate_indicators`, `populate_buy_trend`, `populate_sell_trend` from your strategy, assuming these methods are **not** in your custom hyperopt file, and a strategy is provided.
|
||||
|
||||
```bash
|
||||
freqtrade hyperopt --strategy SampleStrategy --customhyperopt SampleHyperopt
|
||||
```
|
||||
|
||||
### Running Hyperopt with Smaller Search Space
|
||||
|
||||
Use the `--spaces` argument to limit the search space used by hyperopt.
|
||||
@@ -341,8 +358,7 @@ So for example you had `rsi-value: 29.0` so we would look at `rsi`-block, that t
|
||||
(dataframe['rsi'] < 29.0)
|
||||
```
|
||||
|
||||
Translating your whole hyperopt result as the new buy-signal
|
||||
would then look like:
|
||||
Translating your whole hyperopt result as the new buy-signal would then look like:
|
||||
|
||||
```python
|
||||
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
|
||||
@@ -410,7 +426,7 @@ These ranges should be sufficient in most cases. The minutes in the steps (ROI d
|
||||
|
||||
If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt file, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default.
|
||||
|
||||
Override the `roi_space()` method if you need components of the ROI tables to vary in other ranges. Override the `generate_roi_table()` and `roi_space()` methods and implement your own custom approach for generation of the ROI tables during hyperoptimization if you need a different structure of the ROI tables or other amount of rows (steps). A sample for these methods can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_advanced.py).
|
||||
Override the `roi_space()` method if you need components of the ROI tables to vary in other ranges. Override the `generate_roi_table()` and `roi_space()` methods and implement your own custom approach for generation of the ROI tables during hyperoptimization if you need a different structure of the ROI tables or other amount of rows (steps). A sample for these methods can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
|
||||
|
||||
### Understand Hyperopt Stoploss results
|
||||
|
||||
@@ -445,7 +461,7 @@ If you are optimizing stoploss values, Freqtrade creates the 'stoploss' optimiza
|
||||
|
||||
If you have the `stoploss_space()` method in your custom hyperopt file, remove it in order to utilize Stoploss hyperoptimization space generated by Freqtrade by default.
|
||||
|
||||
Override the `stoploss_space()` method and define the desired range in it if you need stoploss values to vary in other range during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_advanced.py).
|
||||
Override the `stoploss_space()` method and define the desired range in it if you need stoploss values to vary in other range during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
|
||||
|
||||
### Validate backtesting results
|
||||
|
||||
|
||||
@@ -26,24 +26,32 @@ You will need to create API Keys (Usually you get `key` and `secret`) from the E
|
||||
|
||||
## Quick start
|
||||
|
||||
Freqtrade provides a Linux/MacOS script to install all dependencies and help you to configure the bot.
|
||||
|
||||
!!! Note
|
||||
Python3.6 or higher and the corresponding pip are assumed to be available. The install-script will warn and stop if that's not the case.
|
||||
|
||||
```bash
|
||||
git clone git@github.com:freqtrade/freqtrade.git
|
||||
cd freqtrade
|
||||
git checkout develop
|
||||
./setup.sh --install
|
||||
```
|
||||
Freqtrade provides the Linux/MacOS Easy Installation script to install all dependencies and help you configure the bot.
|
||||
|
||||
!!! Note
|
||||
Windows installation is explained [here](#windows).
|
||||
|
||||
## Easy Installation - Linux Script
|
||||
The easiest way to install and run Freqtrade is to clone the bot GitHub repository and then run the Easy Installation script, if it's available for your platform.
|
||||
|
||||
If you are on Debian, Ubuntu or MacOS freqtrade provides a script to Install, Update, Configure, and Reset your bot.
|
||||
!!! Note "Version considerations"
|
||||
When cloning the repository the default working branch has the name `develop`. This branch contains all last features (can be considered as relatively stable, thanks to automated tests). The `master` branch contains the code of the last release (done usually once per month on an approximately one week old snapshot of the `develop` branch to prevent packaging bugs, so potentially it's more stable).
|
||||
|
||||
!!! Note
|
||||
Python3.6 or higher and the corresponding `pip` are assumed to be available. The install-script will warn you and stop if that's not the case. `git` is also needed to clone the Freqtrade repository.
|
||||
|
||||
This can be achieved with the following commands:
|
||||
|
||||
```bash
|
||||
git clone git@github.com:freqtrade/freqtrade.git
|
||||
cd freqtrade
|
||||
git checkout master # Optional, see (1)
|
||||
./setup.sh --install
|
||||
```
|
||||
(1) This command switches the cloned repository to the use of the `master` branch. It's not needed if you wish to stay on the `develop` branch. You may later switch between branches at any time with the `git checkout master`/`git checkout develop` commands.
|
||||
|
||||
## Easy Installation Script (Linux/MacOS)
|
||||
|
||||
If you are on Debian, Ubuntu or MacOS Freqtrade provides the script to install, update, configure and reset the codebase of your bot.
|
||||
|
||||
```bash
|
||||
$ ./setup.sh
|
||||
@@ -56,25 +64,25 @@ usage:
|
||||
|
||||
** --install **
|
||||
|
||||
This script will install everything you need to run the bot:
|
||||
With this option, the script will install everything you need to run the bot:
|
||||
|
||||
* Mandatory software as: `ta-lib`
|
||||
* Setup your virtualenv
|
||||
* Configure your `config.json` file
|
||||
|
||||
This script is a combination of `install script` `--reset`, `--config`
|
||||
This option is a combination of installation tasks, `--reset` and `--config`.
|
||||
|
||||
** --update **
|
||||
|
||||
Update parameter will pull the last version of your current branch and update your virtualenv.
|
||||
This option will pull the last version of your current branch and update your virtualenv. Run the script with this option periodically to update your bot.
|
||||
|
||||
** --reset **
|
||||
|
||||
Reset parameter will hard reset your branch (only if you are on `master` or `develop`) and recreate your virtualenv.
|
||||
This option will hard reset your branch (only if you are on either `master` or `develop`) and recreate your virtualenv.
|
||||
|
||||
** --config **
|
||||
|
||||
Config parameter is a `config.json` configurator. This script will ask you questions to setup your bot and create your `config.json`.
|
||||
Use this option to configure the `config.json` configuration file. The script will interactively ask you questions to setup your bot and create your `config.json`.
|
||||
|
||||
------
|
||||
|
||||
@@ -95,29 +103,26 @@ sudo apt-get update
|
||||
sudo apt-get install build-essential git
|
||||
```
|
||||
|
||||
#### Raspberry Pi / Raspbian
|
||||
### Raspberry Pi / Raspbian
|
||||
|
||||
Before installing FreqTrade on a Raspberry Pi running the official Raspbian Image, make sure you have at least Python 3.6 installed. The default image only provides Python 3.5. Probably the easiest way to get a recent version of python is [miniconda](https://repo.continuum.io/miniconda/).
|
||||
The following assumes the latest [Raspbian Buster lite image](https://www.raspberrypi.org/downloads/raspbian/) from at least September 2019.
|
||||
This image comes with python3.7 preinstalled, making it easy to get freqtrade up and running.
|
||||
|
||||
The following assumes that miniconda3 is installed and available in your environment. Since the last miniconda3 installation file uses python 3.4, we will update to python 3.6 on this installation.
|
||||
It's recommended to use (mini)conda for this as installation/compilation of `numpy` and `pandas` takes a long time.
|
||||
|
||||
Additional package to install on your Raspbian, `libffi-dev` required by cryptography (from python-telegram-bot).
|
||||
Tested using a Raspberry Pi 3 with the Raspbian Buster lite image, all updates applied.
|
||||
|
||||
``` bash
|
||||
conda config --add channels rpi
|
||||
conda install python=3.6
|
||||
conda create -n freqtrade python=3.6
|
||||
conda activate freqtrade
|
||||
conda install pandas numpy
|
||||
sudo apt-get install python3-venv libatlas-base-dev
|
||||
git clone https://github.com/freqtrade/freqtrade.git
|
||||
cd freqtrade
|
||||
|
||||
sudo apt install libffi-dev
|
||||
python3 -m pip install -r requirements-common.txt
|
||||
python3 -m pip install -e .
|
||||
bash setup.sh -i
|
||||
```
|
||||
|
||||
!!! Note "Installation duration"
|
||||
Depending on your internet speed and the Raspberry Pi version, installation can take multiple hours to complete.
|
||||
|
||||
!!! Note
|
||||
This does not install hyperopt dependencies. To install these, please use `python3 -m pip install -e .[hyperopt]`.
|
||||
The above does not install hyperopt dependencies. To install these, please use `python3 -m pip install -e .[hyperopt]`.
|
||||
We do not advise to run hyperopt on a Raspberry Pi, since this is a very resource-heavy operation, which should be done on powerful machine.
|
||||
|
||||
### Common
|
||||
@@ -157,7 +162,7 @@ Clone the git repository:
|
||||
|
||||
```bash
|
||||
git clone https://github.com/freqtrade/freqtrade.git
|
||||
|
||||
cd freqtrade
|
||||
```
|
||||
|
||||
Optionally checkout the master branch to get the latest stable release:
|
||||
@@ -166,28 +171,30 @@ Optionally checkout the master branch to get the latest stable release:
|
||||
git checkout master
|
||||
```
|
||||
|
||||
#### 4. Initialize the configuration
|
||||
|
||||
```bash
|
||||
cd freqtrade
|
||||
cp config.json.example config.json
|
||||
```
|
||||
|
||||
> *To edit the config please refer to [Bot Configuration](configuration.md).*
|
||||
|
||||
#### 5. Install python dependencies
|
||||
#### 4. Install python dependencies
|
||||
|
||||
``` bash
|
||||
python3 -m pip install --upgrade pip
|
||||
python3 -m pip install -e .
|
||||
```
|
||||
|
||||
#### 5. Initialize the configuration
|
||||
|
||||
```bash
|
||||
# Initialize the user_directory
|
||||
freqtrade create-userdir --userdir user_data/
|
||||
|
||||
cp config.json.example config.json
|
||||
```
|
||||
|
||||
> *To edit the config please refer to [Bot Configuration](configuration.md).*
|
||||
|
||||
#### 6. Run the Bot
|
||||
|
||||
If this is the first time you run the bot, ensure you are running it in Dry-run `"dry_run": true,` otherwise it will start to buy and sell coins.
|
||||
|
||||
```bash
|
||||
freqtrade -c config.json
|
||||
freqtrade trade -c config.json
|
||||
```
|
||||
|
||||
*Note*: If you run the bot on a server, you should consider using [Docker](docker.md) or a terminal multiplexer like `screen` or [`tmux`](https://en.wikipedia.org/wiki/Tmux) to avoid that the bot is stopped on logout.
|
||||
@@ -218,6 +225,12 @@ If that is not available on your system, feel free to try the instructions below
|
||||
|
||||
### Install freqtrade manually
|
||||
|
||||
!!! Note
|
||||
Make sure to use 64bit Windows and 64bit Python to avoid problems with backtesting or hyperopt due to the memory constraints 32bit applications have under Windows.
|
||||
|
||||
!!! Hint
|
||||
Using the [Anaconda Distribution](https://www.anaconda.com/distribution/) under Windows can greatly help with installation problems. Check out the [Conda section](#using-conda) in this document for more information.
|
||||
|
||||
#### Clone the git repository
|
||||
|
||||
```bash
|
||||
|
||||
@@ -23,13 +23,15 @@ The `freqtrade plot-dataframe` subcommand shows an interactive graph with three
|
||||
Possible arguments:
|
||||
|
||||
```
|
||||
usage: freqtrade plot-dataframe [-h] [-p PAIRS [PAIRS ...]]
|
||||
usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH]
|
||||
[-d PATH] [--userdir PATH] [-s NAME]
|
||||
[--strategy-path PATH] [-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]
|
||||
[--timerange TIMERANGE] [-i TICKER_INTERVAL]
|
||||
|
||||
optional arguments:
|
||||
-h, --help show this help message and exit
|
||||
@@ -62,6 +64,28 @@ optional arguments:
|
||||
/backtest_today.json`
|
||||
--timerange TIMERANGE
|
||||
Specify what timerange of data to use.
|
||||
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
|
||||
Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
|
||||
`1d`).
|
||||
|
||||
Common arguments:
|
||||
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
|
||||
--logfile FILE Log to the file specified.
|
||||
-V, --version show program's version number and exit
|
||||
-c PATH, --config PATH
|
||||
Specify configuration file (default: `config.json`).
|
||||
Multiple --config options may be used. Can be set to
|
||||
`-` to read config from stdin.
|
||||
-d PATH, --datadir PATH
|
||||
Path to directory with historical backtesting data.
|
||||
--userdir PATH, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
|
||||
Strategy arguments:
|
||||
-s NAME, --strategy NAME
|
||||
Specify strategy class name (default:
|
||||
`DefaultStrategy`).
|
||||
--strategy-path PATH Specify additional strategy lookup path.
|
||||
|
||||
```
|
||||
|
||||
@@ -79,11 +103,11 @@ The `-p/--pairs` argument can be used to specify pairs you would like to plot.
|
||||
Specify custom indicators.
|
||||
Use `--indicators1` for the main plot and `--indicators2` for the subplot below (if values are in a different range than prices).
|
||||
|
||||
!!! tip
|
||||
!!! Tip
|
||||
You will almost certainly want to specify a custom strategy! This can be done by adding `-s Classname` / `--strategy ClassName` to the command.
|
||||
|
||||
``` bash
|
||||
freqtrade --strategy AwesomeStrategy plot-dataframe -p BTC/ETH --indicators1 sma ema --indicators2 macd
|
||||
freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH --indicators1 sma ema --indicators2 macd
|
||||
```
|
||||
|
||||
### Further usage examples
|
||||
@@ -91,25 +115,25 @@ freqtrade --strategy AwesomeStrategy plot-dataframe -p BTC/ETH --indicators1 sma
|
||||
To plot multiple pairs, separate them with a space:
|
||||
|
||||
``` bash
|
||||
freqtrade --strategy AwesomeStrategy plot-dataframe -p BTC/ETH XRP/ETH
|
||||
freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH XRP/ETH
|
||||
```
|
||||
|
||||
To plot a timerange (to zoom in)
|
||||
|
||||
``` bash
|
||||
freqtrade --strategy AwesomeStrategy plot-dataframe -p BTC/ETH --timerange=20180801-20180805
|
||||
freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH --timerange=20180801-20180805
|
||||
```
|
||||
|
||||
To plot trades stored in a database use `--db-url` in combination with `--trade-source DB`:
|
||||
|
||||
``` bash
|
||||
freqtrade --strategy AwesomeStrategy plot-dataframe --db-url sqlite:///tradesv3.dry_run.sqlite -p BTC/ETH --trade-source DB
|
||||
freqtrade plot-dataframe --strategy AwesomeStrategy --db-url sqlite:///tradesv3.dry_run.sqlite -p BTC/ETH --trade-source DB
|
||||
```
|
||||
|
||||
To plot trades from a backtesting result, use `--export-filename <filename>`
|
||||
|
||||
``` bash
|
||||
freqtrade --strategy AwesomeStrategy plot-dataframe --export-filename user_data/backtest_results/backtest-result.json -p BTC/ETH
|
||||
freqtrade plot-dataframe --strategy AwesomeStrategy --export-filename user_data/backtest_results/backtest-result.json -p BTC/ETH
|
||||
```
|
||||
|
||||
## Plot profit
|
||||
@@ -133,10 +157,11 @@ The third graph can be useful to spot outliers, events in pairs that cause profi
|
||||
Possible options for the `freqtrade plot-profit` subcommand:
|
||||
|
||||
```
|
||||
usage: freqtrade plot-profit [-h] [-p PAIRS [PAIRS ...]]
|
||||
usage: freqtrade plot-profit [-h] [-v] [--logfile FILE] [-V] [-c PATH]
|
||||
[-d PATH] [--userdir PATH] [-p PAIRS [PAIRS ...]]
|
||||
[--timerange TIMERANGE] [--export EXPORT]
|
||||
[--export-filename PATH] [--db-url PATH]
|
||||
[--trade-source {DB,file}]
|
||||
[--trade-source {DB,file}] [-i TICKER_INTERVAL]
|
||||
|
||||
optional arguments:
|
||||
-h, --help show this help message and exit
|
||||
@@ -159,6 +184,22 @@ optional arguments:
|
||||
--trade-source {DB,file}
|
||||
Specify the source for trades (Can be DB or file
|
||||
(backtest file)) Default: file
|
||||
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
|
||||
Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
|
||||
`1d`).
|
||||
|
||||
Common arguments:
|
||||
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
|
||||
--logfile FILE Log to the file specified.
|
||||
-V, --version show program's version number and exit
|
||||
-c PATH, --config PATH
|
||||
Specify configuration file (default: `config.json`).
|
||||
Multiple --config options may be used. Can be set to
|
||||
`-` to read config from stdin.
|
||||
-d PATH, --datadir PATH
|
||||
Path to directory with historical backtesting data.
|
||||
--userdir PATH, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
|
||||
```
|
||||
|
||||
|
||||
@@ -1,2 +1,2 @@
|
||||
mkdocs-material==4.4.3
|
||||
mkdocs-material==4.5.0
|
||||
mdx_truly_sane_lists==1.2
|
||||
|
||||
@@ -16,13 +16,20 @@ Sample configuration:
|
||||
},
|
||||
```
|
||||
|
||||
!!! Danger Security warning
|
||||
By default, the configuration listens on localhost only (so it's not reachable from other systems). We strongly recommend to not expose this API to the internet and choose a strong, unique password, since others will potentially be able to control your bot.
|
||||
!!! Danger "Security warning"
|
||||
By default, the configuration listens on localhost only (so it's not reachable from other systems). We strongly recommend to not expose this API to the internet and choose a strong, unique password, since others will potentially be able to control your bot.
|
||||
|
||||
!!! Danger Password selection
|
||||
Please make sure to select a very strong, unique password to protect your bot from unauthorized access.
|
||||
!!! Danger "Password selection"
|
||||
Please make sure to select a very strong, unique password to protect your bot from unauthorized access.
|
||||
|
||||
You can then access the API by going to `http://127.0.0.1:8080/api/v1/version` to check if the API is running correctly.
|
||||
You can then access the API by going to `http://127.0.0.1:8080/api/v1/ping` in a browser to check if the API is running correctly.
|
||||
This should return the response:
|
||||
|
||||
``` output
|
||||
{"status":"pong"}
|
||||
```
|
||||
|
||||
All other endpoints return sensitive info and require authentication, so are not available through a web browser.
|
||||
|
||||
To generate a secure password, either use a password manager, or use the below code snipped.
|
||||
|
||||
@@ -58,7 +65,7 @@ docker run -d \
|
||||
-v ~/.freqtrade/user_data/:/freqtrade/user_data \
|
||||
-v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
|
||||
-p 127.0.0.1:8080:8080 \
|
||||
freqtrade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy
|
||||
freqtrade trade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy
|
||||
```
|
||||
|
||||
!!! Danger "Security warning"
|
||||
@@ -99,6 +106,7 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
|
||||
| `stop` | | Stops the trader
|
||||
| `stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
|
||||
| `reload_conf` | | Reloads the configuration file
|
||||
| `show_config` | | Shows part of the current configuration with relevant settings to operation
|
||||
| `status` | | Lists all open trades
|
||||
| `count` | | Displays number of trades used and available
|
||||
| `profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
|
||||
@@ -165,6 +173,10 @@ reload_conf
|
||||
Reload configuration
|
||||
:returns: json object
|
||||
|
||||
show_config
|
||||
Returns part of the configuration, relevant for trading operations.
|
||||
:return: json object containing the version
|
||||
|
||||
start
|
||||
Start the bot if it's in stopped state.
|
||||
:returns: json object
|
||||
|
||||
101
docs/stoploss.md
101
docs/stoploss.md
@@ -3,74 +3,101 @@
|
||||
The `stoploss` configuration parameter is loss in percentage that should trigger a sale.
|
||||
For example, value `-0.10` will cause immediate sell if the profit dips below -10% for a given trade. This parameter is optional.
|
||||
|
||||
Most of the strategy files already include the optimal `stoploss`
|
||||
value. This parameter is optional. If you use it in the configuration file, it will take over the
|
||||
`stoploss` value from the strategy file.
|
||||
Most of the strategy files already include the optimal `stoploss` value.
|
||||
|
||||
## Stop Loss support
|
||||
!!! Info
|
||||
All stoploss properties mentioned in this file can be set in the Strategy, or in the configuration. Configuration values will override the strategy values.
|
||||
|
||||
## Stop Loss Types
|
||||
|
||||
At this stage the bot contains the following stoploss support modes:
|
||||
|
||||
1. static stop loss, defined in either the strategy or configuration.
|
||||
2. trailing stop loss, defined in the configuration.
|
||||
3. trailing stop loss, custom positive loss, defined in configuration.
|
||||
1. Static stop loss.
|
||||
2. Trailing stop loss.
|
||||
3. Trailing stop loss, custom positive loss.
|
||||
4. Trailing stop loss only once the trade has reached a certain offset.
|
||||
|
||||
!!! Note
|
||||
All stoploss properties can be configured in either Strategy or configuration. Configuration values override strategy values.
|
||||
Those stoploss modes can be *on exchange* or *off exchange*. If the stoploss is *on exchange* it means a stoploss limit order is placed on the exchange immediately after buy order happens successfully. This will protect you against sudden crashes in market as the order will be in the queue immediately and if market goes down then the order has more chance of being fulfilled.
|
||||
|
||||
Those stoploss modes can be *on exchange* or *off exchange*. If the stoploss is *on exchange* it means a stoploss limit order is placed on the exchange immediately after buy order happens successfuly. This will protect you against sudden crashes in market as the order will be in the queue immediately and if market goes down then the order has more chance of being fulfilled.
|
||||
In case of stoploss on exchange there is another parameter called `stoploss_on_exchange_interval`. This configures the interval in seconds at which the bot will check the stoploss and update it if necessary.
|
||||
|
||||
In case of stoploss on exchange there is another parameter called `stoploss_on_exchange_interval`. This configures the interval in seconds at which the bot will check the stoploss and update it if necessary. As an example in case of trailing stoploss if the order is on the exchange and the market is going up then the bot automatically cancels the previous stoploss order and put a new one with a stop value higher than previous one. It is clear that the bot cannot do it every 5 seconds otherwise it gets banned. So this parameter will tell the bot how often it should update the stoploss order. The default value is 60 (1 minute).
|
||||
For example, assuming the stoploss is on exchange, and trailing stoploss is enabled, and the market is going up, then the bot automatically cancels the previous stoploss order and puts a new one with a stop value higher than the previous stoploss order.
|
||||
The bot cannot do this every 5 seconds (at each iteration), otherwise it would get banned by the exchange.
|
||||
So this parameter will tell the bot how often it should update the stoploss order. The default value is 60 (1 minute).
|
||||
This same logic will reapply a stoploss order on the exchange should you cancel it accidentally.
|
||||
|
||||
!!! Note
|
||||
Stoploss on exchange is only supported for Binance as of now.
|
||||
|
||||
## Static Stop Loss
|
||||
|
||||
This is very simple, basically you define a stop loss of x in your strategy file or alternative in the configuration, which
|
||||
will overwrite the strategy definition. This will basically try to sell your asset, the second the loss exceeds the defined loss.
|
||||
This is very simple, you define a stop loss of x (as a ratio of price, i.e. x * 100% of price). This will try to sell the asset once the loss exceeds the defined loss.
|
||||
|
||||
## Trailing Stop Loss
|
||||
|
||||
The initial value for this stop loss, is defined in your strategy or configuration. Just as you would define your Stop Loss normally.
|
||||
To enable this Feauture all you have to do is to define the configuration element:
|
||||
The initial value for this is `stoploss`, just as you would define your static Stop loss.
|
||||
To enable trailing stoploss:
|
||||
|
||||
``` json
|
||||
"trailing_stop" : True
|
||||
``` python
|
||||
trailing_stop = True
|
||||
```
|
||||
|
||||
This will now activate an algorithm, which automatically moves your stop loss up every time the price of your asset increases.
|
||||
This will now activate an algorithm, which automatically moves the stop loss up every time the price of your asset increases.
|
||||
|
||||
For example, simplified math,
|
||||
For example, simplified math:
|
||||
|
||||
* you buy an asset at a price of 100$
|
||||
* your stop loss is defined at 2%
|
||||
* which means your stop loss, gets triggered once your asset dropped below 98$
|
||||
* assuming your asset now increases to 102$
|
||||
* your stop loss, will now be 2% of 102$ or 99.96$
|
||||
* now your asset drops in value to 101$, your stop loss, will still be 99.96$
|
||||
* the bot buys an asset at a price of 100$
|
||||
* the stop loss is defined at 2%
|
||||
* the stop loss would get triggered once the asset dropps below 98$
|
||||
* assuming the asset now increases to 102$
|
||||
* the stop loss will now be 2% of 102$ or 99.96$
|
||||
* now the asset drops in value to 101$, the stop loss will still be 99.96$ and would trigger at 99.96$.
|
||||
|
||||
basically what this means is that your stop loss will be adjusted to be always be 2% of the highest observed price
|
||||
In summary: The stoploss will be adjusted to be always be 2% of the highest observed price.
|
||||
|
||||
### Custom positive loss
|
||||
### Custom positive stoploss
|
||||
|
||||
Due to demand, it is possible to have a default stop loss, when you are in the red with your buy, but once your profit surpasses a certain percentage,
|
||||
the system will utilize a new stop loss, which can be a different value. For example your default stop loss is 5%, but once you have 1.1% profit,
|
||||
it will be changed to be only a 1% stop loss, which trails the green candles until it goes below them.
|
||||
It is also possible to have a default stop loss, when you are in the red with your buy, but once your profit surpasses a certain percentage, the system will utilize a new stop loss, which can have a different value.
|
||||
For example your default stop loss is 5%, but once you have 1.1% profit, it will be changed to be only a 1% stop loss, which trails the green candles until it goes below them.
|
||||
|
||||
Both values can be configured in the main configuration file and requires `"trailing_stop": true` to be set to true.
|
||||
Both values require `trailing_stop` to be set to true.
|
||||
|
||||
``` json
|
||||
"trailing_stop_positive": 0.01,
|
||||
"trailing_stop_positive_offset": 0.011,
|
||||
"trailing_only_offset_is_reached": false
|
||||
``` python
|
||||
trailing_stop_positive = 0.01
|
||||
trailing_stop_positive_offset = 0.011
|
||||
```
|
||||
|
||||
The 0.01 would translate to a 1% stop loss, once you hit 1.1% profit.
|
||||
Before this, `stoploss` is used for the trailing stoploss.
|
||||
|
||||
You should also make sure to have this value (`trailing_stop_positive_offset`) lower than your minimal ROI, otherwise minimal ROI will apply first and sell your trade.
|
||||
Read the [next section](#trailing-only-once-offset-is-reached) to keep stoploss at 5% of the entry point.
|
||||
|
||||
If `"trailing_only_offset_is_reached": true` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured`stoploss`.
|
||||
!!! Tip
|
||||
Make sure to have this value (`trailing_stop_positive_offset`) lower than minimal ROI, otherwise minimal ROI will apply first and sell the trade.
|
||||
|
||||
### Trailing only once offset is reached
|
||||
|
||||
It is also possible to use a static stoploss until the offset is reached, and then trail the trade to take profits once the market turns.
|
||||
|
||||
If `"trailing_only_offset_is_reached": true` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured `stoploss`.
|
||||
This option can be used with or without `trailing_stop_positive`, but uses `trailing_stop_positive_offset` as offset.
|
||||
|
||||
``` python
|
||||
trailing_stop_positive_offset = 0.011
|
||||
trailing_only_offset_is_reached = true
|
||||
```
|
||||
|
||||
Simplified example:
|
||||
|
||||
``` python
|
||||
stoploss = 0.05
|
||||
trailing_stop_positive_offset = 0.03
|
||||
trailing_only_offset_is_reached = True
|
||||
```
|
||||
|
||||
* the bot buys an asset at a price of 100$
|
||||
* the stop loss is defined at 5%
|
||||
* the stop loss will remain at 95% until profit reaches +3%
|
||||
|
||||
## Changing stoploss on open trades
|
||||
|
||||
|
||||
@@ -7,24 +7,28 @@ indicators.
|
||||
|
||||
This is very simple. Copy paste your strategy file into the directory `user_data/strategies`.
|
||||
|
||||
Let assume you have a class called `AwesomeStrategy` in the file `awesome-strategy.py`:
|
||||
Let assume you have a class called `AwesomeStrategy` in the file `AwesomeStrategy.py`:
|
||||
|
||||
1. Move your file into `user_data/strategies` (you should have `user_data/strategies/awesome-strategy.py`
|
||||
1. Move your file into `user_data/strategies` (you should have `user_data/strategies/AwesomeStrategy.py`
|
||||
2. Start the bot with the param `--strategy AwesomeStrategy` (the parameter is the class name)
|
||||
|
||||
```bash
|
||||
freqtrade --strategy AwesomeStrategy
|
||||
freqtrade trade --strategy AwesomeStrategy
|
||||
```
|
||||
|
||||
## Change your strategy
|
||||
## Develop your own 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
|
||||
strategy file will be updated on Github. Put your custom strategy file
|
||||
into the directory `user_data/strategies`.
|
||||
The bot includes a default strategy file.
|
||||
Also, several other strategies are available in the [strategy repository](https://github.com/freqtrade/freqtrade-strategies).
|
||||
|
||||
Best copy the test-strategy and modify this copy to avoid having bot-updates override your changes.
|
||||
`cp user_data/strategies/sample_strategy.py user_data/strategies/awesome-strategy.py`
|
||||
You will however most likely have your own idea for a strategy.
|
||||
This document intends to help you develop one for yourself.
|
||||
|
||||
To get started, use `freqtrade new-strategy --strategy AwesomeStrategy`.
|
||||
This will create a new strategy file from a template, which will be located under `user_data/strategies/AwesomeStrategy.py`.
|
||||
|
||||
!!! Note
|
||||
This is just a template file, which will most likely not be profitable out of the box.
|
||||
|
||||
### Anatomy of a strategy
|
||||
|
||||
@@ -45,19 +49,19 @@ The current version is 2 - which is also the default when it's not set explicitl
|
||||
Future versions will require this to be set.
|
||||
|
||||
```bash
|
||||
freqtrade --strategy AwesomeStrategy
|
||||
freqtrade trade --strategy AwesomeStrategy
|
||||
```
|
||||
|
||||
**For the following section we will use the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/sample_strategy.py)
|
||||
**For the following section we will use the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_strategy.py)
|
||||
file as reference.**
|
||||
|
||||
!!! Note Strategies and Backtesting
|
||||
!!! Note "Strategies and Backtesting"
|
||||
To avoid problems and unexpected differences between Backtesting and dry/live modes, please be aware
|
||||
that during backtesting the full time-interval is passed to the `populate_*()` methods at once.
|
||||
It is therefore best to use vectorized operations (across the whole dataframe, not loops) and
|
||||
avoid index referencing (`df.iloc[-1]`), but instead use `df.shift()` to get to the previous candle.
|
||||
|
||||
!!! Warning Using future data
|
||||
!!! Warning "Warning: Using future data"
|
||||
Since backtesting passes the full time interval to the `populate_*()` methods, the strategy author
|
||||
needs to take care to avoid having the strategy utilize data from the future.
|
||||
Some common patterns for this are listed in the [Common Mistakes](#common-mistakes-when-developing-strategies) section of this document.
|
||||
@@ -114,9 +118,40 @@ def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame
|
||||
```
|
||||
|
||||
!!! Note "Want more indicator examples?"
|
||||
Look into the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/sample_strategy.py).
|
||||
Look into the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_strategy.py).
|
||||
Then uncomment indicators you need.
|
||||
|
||||
### Strategy startup period
|
||||
|
||||
Most indicators have an instable startup period, in which they are either not available, or the calculation is incorrect. This can lead to inconsistencies, since Freqtrade does not know how long this instable period should be.
|
||||
To account for this, the strategy can be assigned the `startup_candle_count` attribute.
|
||||
This should be set to the maximum number of candles that the strategy requires to calculate stable indicators.
|
||||
|
||||
In this example strategy, this should be set to 100 (`startup_candle_count = 100`), since the longest needed history is 100 candles.
|
||||
|
||||
``` python
|
||||
dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
|
||||
```
|
||||
|
||||
By letting the bot know how much history is needed, backtest trades can start at the specified timerange during backtesting and hyperopt.
|
||||
|
||||
!!! Warning
|
||||
`startup_candle_count` should be below `ohlcv_candle_limit` (which is 500 for most exchanges) - since only this amount of candles will be available during Dry-Run/Live Trade operations.
|
||||
|
||||
#### Example
|
||||
|
||||
Let's try to backtest 1 month (January 2019) of 5m candles using the an example strategy with EMA100, as above.
|
||||
|
||||
``` bash
|
||||
freqtrade backtesting --timerange 20190101-20190201 --ticker-interval 5m
|
||||
```
|
||||
|
||||
Assuming `startup_candle_count` is set to 100, backtesting knows it needs 100 candles to generate valid buy signals. It will load data from `20190101 - (100 * 5m)` - which is ~2019-12-31 15:30:00.
|
||||
If this data is available, indicators will be calculated with this extended timerange. The instable startup period (up to 2019-01-01 00:00:00) will then be removed before starting backtesting.
|
||||
|
||||
!!! Note
|
||||
If data for the startup period is not available, then the timerange will be adjusted to account for this startup period - so Backtesting would start at 2019-01-01 08:30:00.
|
||||
|
||||
### Buy signal rules
|
||||
|
||||
Edit the method `populate_buy_trend()` in your strategy file to update your buy strategy.
|
||||
@@ -267,10 +302,10 @@ class Awesomestrategy(IStrategy):
|
||||
```
|
||||
|
||||
!!! Warning
|
||||
The data is not persisted after a bot-restart (or config-reload). Also, the amount of data should be kept smallish (no DataFrames and such), otherwise the bot will start to consume a lot of memory and eventually run out of memory and crash.
|
||||
The data is not persisted after a bot-restart (or config-reload). Also, the amount of data should be kept smallish (no DataFrames and such), otherwise the bot will start to consume a lot of memory and eventually run out of memory and crash.
|
||||
|
||||
!!! Note
|
||||
If the data is pair-specific, make sure to use pair as one of the keys in the dictionary.
|
||||
If the data is pair-specific, make sure to use pair as one of the keys in the dictionary.
|
||||
|
||||
### Additional data (DataProvider)
|
||||
|
||||
@@ -283,9 +318,9 @@ Please always check the mode of operation to select the correct method to get da
|
||||
#### Possible options for DataProvider
|
||||
|
||||
- `available_pairs` - Property with tuples listing cached pairs with their intervals (pair, interval).
|
||||
- `ohlcv(pair, ticker_interval)` - Currently cached ticker data for the pair, returns DataFrame or empty DataFrame.
|
||||
- `historic_ohlcv(pair, ticker_interval)` - Returns historical data stored on disk.
|
||||
- `get_pair_dataframe(pair, ticker_interval)` - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
|
||||
- `ohlcv(pair, timeframe)` - Currently cached ticker data for the pair, returns DataFrame or empty DataFrame.
|
||||
- `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk.
|
||||
- `get_pair_dataframe(pair, timeframe)` - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
|
||||
- `orderbook(pair, maximum)` - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
|
||||
- `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on Market data structure.
|
||||
- `runmode` - Property containing the current runmode.
|
||||
@@ -296,15 +331,15 @@ Please always check the mode of operation to select the correct method to get da
|
||||
if self.dp:
|
||||
inf_pair, inf_timeframe = self.informative_pairs()[0]
|
||||
informative = self.dp.get_pair_dataframe(pair=inf_pair,
|
||||
ticker_interval=inf_timeframe)
|
||||
timeframe=inf_timeframe)
|
||||
```
|
||||
|
||||
!!! Warning Warning about backtesting
|
||||
!!! Warning "Warning about backtesting"
|
||||
Be carefull when using dataprovider in backtesting. `historic_ohlcv()` (and `get_pair_dataframe()`
|
||||
for the backtesting runmode) provides the full time-range in one go,
|
||||
so please be aware of it and make sure to not "look into the future" to avoid surprises when running in dry/live mode).
|
||||
|
||||
!!! Warning Warning in hyperopt
|
||||
!!! Warning "Warning in hyperopt"
|
||||
This option cannot currently be used during hyperopt.
|
||||
|
||||
#### Orderbook
|
||||
@@ -374,6 +409,52 @@ if self.wallets:
|
||||
- `get_used(asset)` - currently tied up balance (open orders)
|
||||
- `get_total(asset)` - total available balance - sum of the 2 above
|
||||
|
||||
### Additional data (Trades)
|
||||
|
||||
A history of Trades can be retrieved in the strategy by querying the database.
|
||||
|
||||
At the top of the file, import Trade.
|
||||
|
||||
```python
|
||||
from freqtrade.persistence import Trade
|
||||
```
|
||||
|
||||
The following example queries for the current pair and trades from today, however other filters can easily be added.
|
||||
|
||||
``` python
|
||||
if self.config['runmode'] in ('live', 'dry_run'):
|
||||
trades = Trade.get_trades([Trade.pair == metadata['pair'],
|
||||
Trade.open_date > datetime.utcnow() - timedelta(days=1),
|
||||
Trade.is_open == False,
|
||||
]).order_by(Trade.close_date).all()
|
||||
# Summarize profit for this pair.
|
||||
curdayprofit = sum(trade.close_profit for trade in trades)
|
||||
```
|
||||
|
||||
Get amount of stake_currency currently invested in Trades:
|
||||
|
||||
``` python
|
||||
if self.config['runmode'] in ('live', 'dry_run'):
|
||||
total_stakes = Trade.total_open_trades_stakes()
|
||||
```
|
||||
|
||||
Retrieve performance per pair.
|
||||
Returns a List of dicts per pair.
|
||||
|
||||
``` python
|
||||
if self.config['runmode'] in ('live', 'dry_run'):
|
||||
performance = Trade.get_overall_performance()
|
||||
```
|
||||
|
||||
Sample return value: ETH/BTC had 5 trades, with a total profit of 1.5% (ratio of 0.015).
|
||||
|
||||
``` json
|
||||
{'pair': "ETH/BTC", 'profit': 0.015, 'count': 5}
|
||||
```
|
||||
|
||||
!!! Warning
|
||||
Trade history is not available during backtesting or hyperopt.
|
||||
|
||||
### Print created dataframe
|
||||
|
||||
To inspect the created dataframe, you can issue a print-statement in either `populate_buy_trend()` or `populate_sell_trend()`.
|
||||
@@ -401,14 +482,14 @@ Printing more than a few rows is also possible (simply use `print(dataframe)` i
|
||||
### Where can i find a strategy template?
|
||||
|
||||
The strategy template is located in the file
|
||||
[user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/sample_strategy.py).
|
||||
[user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_strategy.py).
|
||||
|
||||
### Specify custom strategy location
|
||||
|
||||
If you want to use a strategy from a different directory you can pass `--strategy-path`
|
||||
|
||||
```bash
|
||||
freqtrade --strategy AwesomeStrategy --strategy-path /some/directory
|
||||
freqtrade trade --strategy AwesomeStrategy --strategy-path /some/directory
|
||||
```
|
||||
|
||||
### Common mistakes when developing strategies
|
||||
|
||||
@@ -10,7 +10,7 @@ from pathlib import Path
|
||||
# Customize these according to your needs.
|
||||
|
||||
# Define some constants
|
||||
ticker_interval = "5m"
|
||||
timeframe = "5m"
|
||||
# Name of the strategy class
|
||||
strategy_name = 'SampleStrategy'
|
||||
# Path to user data
|
||||
@@ -29,7 +29,7 @@ pair = "BTC_USDT"
|
||||
from freqtrade.data.history import load_pair_history
|
||||
|
||||
candles = load_pair_history(datadir=data_location,
|
||||
ticker_interval=ticker_interval,
|
||||
timeframe=timeframe,
|
||||
pair=pair)
|
||||
|
||||
# Confirm success
|
||||
@@ -107,6 +107,22 @@ trades = load_trades_from_db("sqlite:///tradesv3.sqlite")
|
||||
trades.groupby("pair")["sell_reason"].value_counts()
|
||||
```
|
||||
|
||||
## Analyze the loaded trades for trade parallelism
|
||||
This can be useful to find the best `max_open_trades` parameter, when used with backtesting in conjunction with `--disable-max-market-positions`.
|
||||
|
||||
`analyze_trade_parallelism()` returns a timeseries dataframe with an "open_trades" column, specifying the number of open trades for each candle.
|
||||
|
||||
|
||||
```python
|
||||
from freqtrade.data.btanalysis import analyze_trade_parallelism
|
||||
|
||||
# Analyze the above
|
||||
parallel_trades = analyze_trade_parallelism(trades, '5m')
|
||||
|
||||
|
||||
parallel_trades.plot()
|
||||
```
|
||||
|
||||
## Plot results
|
||||
|
||||
Freqtrade offers interactive plotting capabilities based on plotly.
|
||||
|
||||
@@ -53,6 +53,7 @@ official commands. You can ask at any moment for help with `/help`.
|
||||
| `/stop` | | Stops the trader
|
||||
| `/stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
|
||||
| `/reload_conf` | | Reloads the configuration file
|
||||
| `/show_config` | | Shows part of the current configuration with relevant settings to operation
|
||||
| `/status` | | Lists all open trades
|
||||
| `/status table` | | List all open trades in a table format
|
||||
| `/count` | | Displays number of trades used and available
|
||||
@@ -93,7 +94,7 @@ Once all positions are sold, run `/stop` to completely stop the bot.
|
||||
|
||||
`/reload_conf` resets "max_open_trades" to the value set in the configuration and resets this command.
|
||||
|
||||
!!! warning
|
||||
!!! Warning
|
||||
The stop-buy signal is ONLY active while the bot is running, and is not persisted anyway, so restarting the bot will cause this to reset.
|
||||
|
||||
### /status
|
||||
|
||||
110
docs/utils.md
110
docs/utils.md
@@ -2,6 +2,116 @@
|
||||
|
||||
Besides the Live-Trade and Dry-Run run modes, the `backtesting`, `edge` and `hyperopt` optimization subcommands, and the `download-data` subcommand which prepares historical data, the bot contains a number of utility subcommands. They are described in this section.
|
||||
|
||||
## Create userdir
|
||||
|
||||
Creates the directory structure to hold your files for freqtrade.
|
||||
Will also create strategy and hyperopt examples for you to get started.
|
||||
Can be used multiple times - using `--reset` will reset the sample strategy and hyperopt files to their default state.
|
||||
|
||||
```
|
||||
usage: freqtrade create-userdir [-h] [--userdir PATH] [--reset]
|
||||
|
||||
optional arguments:
|
||||
-h, --help show this help message and exit
|
||||
--userdir PATH, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
--reset Reset sample files to their original state.
|
||||
```
|
||||
|
||||
!!! Warning
|
||||
Using `--reset` may result in loss of data, since this will overwrite all sample files without asking again.
|
||||
|
||||
```
|
||||
├── backtest_results
|
||||
├── data
|
||||
├── hyperopt_results
|
||||
├── hyperopts
|
||||
│ ├── sample_hyperopt_advanced.py
|
||||
│ ├── sample_hyperopt_loss.py
|
||||
│ └── sample_hyperopt.py
|
||||
├── notebooks
|
||||
│ └── strategy_analysis_example.ipynb
|
||||
├── plot
|
||||
└── strategies
|
||||
└── sample_strategy.py
|
||||
```
|
||||
|
||||
## Create new strategy
|
||||
|
||||
Creates a new strategy from a template similar to SampleStrategy.
|
||||
The file will be named inline with your class name, and will not overwrite existing files.
|
||||
|
||||
Results will be located in `user_data/strategies/<strategyclassname>.py`.
|
||||
|
||||
### Sample usage of new-strategy
|
||||
|
||||
```bash
|
||||
freqtrade new-strategy --strategy AwesomeStrategy
|
||||
```
|
||||
|
||||
With custom user directory
|
||||
|
||||
```bash
|
||||
freqtrade new-strategy --userdir ~/.freqtrade/ --strategy AwesomeStrategy
|
||||
```
|
||||
|
||||
### new-strategy complete options
|
||||
|
||||
``` output
|
||||
usage: freqtrade new-strategy [-h] [--userdir PATH] [-s NAME]
|
||||
[--template {full,minimal}]
|
||||
|
||||
optional arguments:
|
||||
-h, --help show this help message and exit
|
||||
--userdir PATH, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
-s NAME, --strategy NAME
|
||||
Specify strategy class name which will be used by the
|
||||
bot.
|
||||
--template {full,minimal}
|
||||
Use a template which is either `minimal` or `full`
|
||||
(containing multiple sample indicators). Default:
|
||||
`full`.
|
||||
|
||||
```
|
||||
|
||||
## Create new hyperopt
|
||||
|
||||
Creates a new hyperopt from a template similar to SampleHyperopt.
|
||||
The file will be named inline with your class name, and will not overwrite existing files.
|
||||
|
||||
Results will be located in `user_data/hyperopts/<classname>.py`.
|
||||
|
||||
### Sample usage of new-hyperopt
|
||||
|
||||
```bash
|
||||
freqtrade new-hyperopt --hyperopt AwesomeHyperopt
|
||||
```
|
||||
|
||||
With custom user directory
|
||||
|
||||
```bash
|
||||
freqtrade new-hyperopt --userdir ~/.freqtrade/ --hyperopt AwesomeHyperopt
|
||||
```
|
||||
|
||||
### new-hyperopt complete options
|
||||
|
||||
``` output
|
||||
usage: freqtrade new-hyperopt [-h] [--userdir PATH] [--hyperopt NAME]
|
||||
[--template {full,minimal}]
|
||||
|
||||
optional arguments:
|
||||
-h, --help show this help message and exit
|
||||
--userdir PATH, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
--hyperopt NAME Specify hyperopt class name which will be used by the
|
||||
bot.
|
||||
--template {full,minimal}
|
||||
Use a template which is either `minimal` or `full`
|
||||
(containing multiple sample indicators). Default:
|
||||
`full`.
|
||||
```
|
||||
|
||||
## List Exchanges
|
||||
|
||||
Use the `list-exchanges` subcommand to see the exchanges available for the bot.
|
||||
|
||||
Reference in New Issue
Block a user