Update documentation with --strategy-list
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Matthias
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@ -151,7 +151,7 @@ cp freqtrade/tests/testdata/pairs.json user_data/data/binance
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Then run:
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```bash
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python scripts/download_backtest_data --exchange binance
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python scripts/download_backtest_data.py --exchange binance
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```
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This will download ticker data for all the currency pairs you defined in `pairs.json`.
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@ -238,6 +238,23 @@ On the other hand, if you set a too high `minimal_roi` like `"0": 0.55`
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profit. Hence, keep in mind that your performance is a mix of your
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strategies, your configuration, and the crypto-currency you have set up.
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## Backtesting multiple strategies
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To backtest multiple strategies, a list of Strategies can be provided.
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This is limited to 1 ticker-interval per run, however, data is only loaded once from disk so if you have multiple
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strategies you'd like to compare, this should give a nice runtime boost.
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All listed Strategies need to be in the same folder.
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``` bash
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freqtrade backtesting --timerange 20180401-20180410 --ticker-interval 5m --strategy-list Strategy001 Strategy002 --export trades
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```
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This will save the results to `user_data/backtest_data/backtest-result-<strategy>.json`, injecting the strategy-name into the target filename.
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It will also output all results one after the other, so make sure to scroll up.
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## Next step
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Great, your strategy is profitable. What if the bot can give your the
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@ -1,13 +1,15 @@
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# Bot usage
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This page explains the difference parameters of the bot and how to run
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it.
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This page explains the difference parameters of the bot and how to run it.
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## Table of Contents
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- [Bot commands](#bot-commands)
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- [Backtesting commands](#backtesting-commands)
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- [Hyperopt commands](#hyperopt-commands)
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## Bot commands
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```
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usage: freqtrade [-h] [-v] [--version] [-c PATH] [-d PATH] [-s NAME]
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[--strategy-path PATH] [--dynamic-whitelist [INT]]
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@ -41,6 +43,7 @@ optional arguments:
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```
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### How to use a different config file?
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The bot allows you to select which config file you want to use. Per
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default, the bot will load the file `./config.json`
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@ -49,6 +52,7 @@ python3 ./freqtrade/main.py -c path/far/far/away/config.json
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```
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### How to use --strategy?
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This parameter will allow you to load your custom strategy class.
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Per default without `--strategy` or `-s` the bot will load the
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`DefaultStrategy` included with the bot (`freqtrade/strategy/default_strategy.py`).
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@ -60,6 +64,7 @@ To load a strategy, simply pass the class name (e.g.: `CustomStrategy`) in this
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**Example:**
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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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python3 ./freqtrade/main.py --strategy AwesomeStrategy
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```
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@ -70,6 +75,7 @@ message the reason (File not found, or errors in your code).
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Learn more about strategy file in [optimize your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md).
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### How to use --strategy-path?
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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 folder!):
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```bash
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@ -77,21 +83,25 @@ python3 ./freqtrade/main.py --strategy AwesomeStrategy --strategy-path /some/fol
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```
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#### How to install a strategy?
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This is very simple. Copy paste your strategy file into the folder
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`user_data/strategies` or use `--strategy-path`. And voila, the bot is ready to use it.
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### How to use --dynamic-whitelist?
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Per default `--dynamic-whitelist` will retrieve the 20 currencies based
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on BaseVolume. This value can be changed when you run the script.
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**By Default**
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Get the 20 currencies based on BaseVolume.
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```bash
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python3 ./freqtrade/main.py --dynamic-whitelist
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```
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**Customize the number of currencies to retrieve**
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Get the 30 currencies based on BaseVolume.
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```bash
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python3 ./freqtrade/main.py --dynamic-whitelist 30
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```
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@ -102,6 +112,7 @@ negative value (e.g -2), `--dynamic-whitelist` will use the default
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value (20).
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### How to use --db-url?
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When you run the bot in Dry-run mode, per default no transactions are
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stored in a database. If you want to store your bot actions in a DB
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using `--db-url`. This can also be used to specify a custom database
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@ -111,14 +122,14 @@ in production mode. Example command:
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python3 ./freqtrade/main.py -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
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```
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## Backtesting commands
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Backtesting also uses the config specified via `-c/--config`.
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```
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usage: main.py backtesting [-h] [-i TICKER_INTERVAL] [--eps] [--dmmp]
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usage: freqtrade backtesting [-h] [-i TICKER_INTERVAL] [--eps] [--dmmp]
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[--timerange TIMERANGE] [-l] [-r]
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[--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
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[--export EXPORT] [--export-filename PATH]
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optional arguments:
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@ -139,6 +150,13 @@ optional arguments:
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refresh the pairs files in tests/testdata with the
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latest data from the exchange. Use it if you want to
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run your backtesting with up-to-date data.
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--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
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Provide a commaseparated list of strategies to
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backtest Please note that ticker-interval needs to be
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set either in config or via command line. When using
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this together with --export trades, the strategy-name
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is injected into the filename (so backtest-data.json
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becomes backtest-data-DefaultStrategy.json
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--export EXPORT export backtest results, argument are: trades Example
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--export=trades
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--export-filename PATH
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@ -151,6 +169,7 @@ optional arguments:
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```
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### How to use --refresh-pairs-cached parameter?
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The first time your run Backtesting, it will take the pairs you have
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set in your config file and download data from Bittrex.
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@ -162,7 +181,6 @@ to come back to the previous version.**
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To test your strategy with latest data, we recommend continuing using
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the parameter `-l` or `--live`.
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## Hyperopt commands
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To optimize your strategy, you can use hyperopt parameter hyperoptimization
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@ -194,10 +212,11 @@ optional arguments:
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```
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## A parameter missing in the configuration?
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All parameters for `main.py`, `backtesting`, `hyperopt` are referenced
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in [misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc.py#L84)
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## Next step
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The optimal strategy of the bot will change with time depending of the
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market trends. The next step is to
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The optimal strategy of the bot will change with time depending of the market trends. The next step is to
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[optimize your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md).
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