From 5393c55b513028a3159da23a19e241050766651b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 7 Aug 2021 16:01:20 +0200 Subject: [PATCH] Document min_value for VolumePairList closes #5260 --- docs/includes/pairlists.md | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md index 995e49a2d..b92b05af9 100644 --- a/docs/includes/pairlists.md +++ b/docs/includes/pairlists.md @@ -58,7 +58,7 @@ This option must be configured along with `exchange.skip_pair_validation` in the When used in the chain of Pairlist Handlers in a non-leading position (after StaticPairList and other Pairlist Filters), `VolumePairList` considers outputs of previous Pairlist Handlers, adding its sorting/selection of the pairs by the trading volume. -When used on the leading position of the chain of Pairlist Handlers, it does not consider `pair_whitelist` configuration setting, but selects the top assets from all available markets (with matching stake-currency) on the exchange. +When used in the leading position of the chain of Pairlist Handlers, the `pair_whitelist` configuration setting is ignored. Instead, `VolumePairList` selects the top assets from all available markets with matching stake-currency on the exchange. The `refresh_period` setting allows to define the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes). The pairlist cache (`refresh_period`) on `VolumePairList` is only applicable to generating pairlists. @@ -74,11 +74,14 @@ Filtering instances (not the first position in the list) will not apply any cach "method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume", + "min_value": 0, "refresh_period": 1800 } ], ``` +You can define a minimum volume with `min_value` - which will filter out pairs with a volume lower than the specified value in the specified timerange. + `VolumePairList` can also operate in an advanced mode to build volume over a given timerange of specified candle size. It utilizes exchange historical candle data, builds a typical price (calculated by (open+high+low)/3) and multiplies the typical price with every candle's volume. The sum is the `quoteVolume` over the given range. This allows different scenarios, for a more smoothened volume, when using longer ranges with larger candle sizes, or the opposite when using a short range with small candles. For convenience `lookback_days` can be specified, which will imply that 1d candles will be used for the lookback. In the example below the pairlist would be created based on the last 7 days: @@ -89,6 +92,7 @@ For convenience `lookback_days` can be specified, which will imply that 1d candl "method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume", + "min_value": 0, "refresh_period": 86400, "lookback_days": 7 }