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Merge pull request #5245 from sauces1313/RangeStabilityFilterMax

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Range stability filter max
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Matthias
2021-08-02 08:06:36 +02:00
committed by GitHub
parent 3e5659b32f b63eda3a2b
commit 5ead95b06b
3 changed files with 38 additions and 9 deletions
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docs/includes/pairlists.md
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@@ -221,10 +221,10 @@ If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027, the ratio
#### RangeStabilityFilter
Removes pairs where the difference between lowest low and highest high over `lookback_days` days is below `min_rate_of_change`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.
Removes pairs where the difference between lowest low and highest high over `lookback_days` days is below `min_rate_of_change` or above `max_rate_of_change`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.
In the below example:
If the trading range over the last 10 days is <1%, remove the pair from the whitelist.
If the trading range over the last 10 days is <1% or >99%, remove the pair from the whitelist.
```json
"pairlists": [
@@ -232,6 +232,7 @@ If the trading range over the last 10 days is <1%, remove the pair from the whit
"method": "RangeStabilityFilter",
"lookback_days": 10,
"min_rate_of_change": 0.01,
"max_rate_of_change": 0.99,
"refresh_period": 1440
}
]
@@ -239,6 +240,7 @@ If the trading range over the last 10 days is <1%, remove the pair from the whit
!!! Tip
This Filter can be used to automatically remove stable coin pairs, which have a very low trading range, and are therefore extremely difficult to trade with profit.
Additionally, it can also be used to automatically remove pairs with extreme high/low variance over a given amount of time.
#### VolatilityFilter