diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 9542d5725..1ca371e3d 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -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.