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Merge pull request #2315 from freqtrade/hroff-1902-patch-1

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Minor: Change the default stoploss space
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Matthias 2019-09-29 10:17:07 +02:00 committed by GitHub
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@ -375,22 +375,27 @@ Buy hyperspace params:
'rsi-enabled': True,
'trigger': 'bb_lower'}
ROI table:
{ 0: 0.10674752302642071,
21: 0.09158372701087236,
78: 0.03634636907306948,
{ 0: 0.10674,
21: 0.09158,
78: 0.03634,
118: 0}
```
This would translate to the following ROI table:
In order to use this best ROI table found by Hyperopt in backtesting and for live trades/dry-run, copy-paste it as the value of the `minimal_roi` attribute of your custom strategy:
``` python
minimal_roi = {
"118": 0,
"78": 0.0363,
"21": 0.0915,
"0": 0.106
```
# Minimal ROI designed for the strategy.
# This attribute will be overridden if the config file contains "minimal_roi"
minimal_roi = {
0: 0.10674,
21: 0.09158,
78: 0.03634,
118: 0
}
```
As stated in the comment, you can also use it as the value of the `minimal_roi` setting in the configuration file.
#### Default ROI Search Space
If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the ticker_interval used. By default the values can vary in the following ranges (for some of the most used ticker intervals, values are rounded to 5 digits after the decimal point):
@ -422,10 +427,21 @@ Buy hyperspace params:
'adx-enabled': False,
'rsi-enabled': True,
'trigger': 'bb_lower'}
Stoploss: -0.37996664668703606
Stoploss: -0.27996
```
If you are optimizing stoploss values, Freqtrade creates the 'stoploss' optimization hyperspace for you. By default, the stoploss values in that hyperspace can vary in the range -0.5...-0.02, which is sufficient in most cases.
In order to use this best stoploss value found by Hyperopt in backtesting and for live trades/dry-run, copy-paste it as the value of the `stoploss` attribute of your custom strategy:
```
# Optimal stoploss designed for the strategy
# This attribute will be overridden if the config file contains "stoploss"
stoploss = -0.27996
```
As stated in the comment, you can also use it as the value of the `stoploss` setting in the configuration file.
#### Default Stoploss Search Space
If you are optimizing stoploss values, Freqtrade creates the 'stoploss' optimization hyperspace for you. By default, the stoploss values in that hyperspace can vary in the range -0.35...-0.02, which is sufficient in most cases.
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.