diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md index d80db1e62..0dace9985 100644 --- a/docs/advanced-hyperopt.md +++ b/docs/advanced-hyperopt.md @@ -78,7 +78,7 @@ This function needs to return a floating point number (`float`). Smaller numbers To override a pre-defined space (`roi_space`, `generate_roi_table`, `stoploss_space`, `trailing_space`), define a nested class called Hyperopt and define the required spaces as follows: ```python -from freqtrade.optimize.space import Integer, SKDecimal +from freqtrade.optimize.space import Categorical, Dimension, Integer, SKDecimal class MyAwesomeStrategy(IStrategy): class HyperOpt: @@ -96,6 +96,33 @@ class MyAwesomeStrategy(IStrategy): SKDecimal(0.01, 0.07, decimals=3, name='roi_p2'), SKDecimal(0.01, 0.20, decimals=3, name='roi_p3'), ] + + def generate_roi_table(params: Dict) -> Dict[int, float]: + + roi_table = {} + roi_table[0] = params['roi_p1'] + params['roi_p2'] + params['roi_p3'] + roi_table[params['roi_t3']] = params['roi_p1'] + params['roi_p2'] + roi_table[params['roi_t3'] + params['roi_t2']] = params['roi_p1'] + roi_table[params['roi_t3'] + params['roi_t2'] + params['roi_t1']] = 0 + + return roi_table + + def trailing_space() -> List[Dimension]: + # All parameters here are mandatory, you can only modify their type or the range. + return [ + # Fixed to true, if optimizing trailing_stop we assume to use trailing stop at all times. + Categorical([True], name='trailing_stop'), + + SKDecimal(0.01, 0.35, decimals=3, name='trailing_stop_positive'), + # 'trailing_stop_positive_offset' should be greater than 'trailing_stop_positive', + # so this intermediate parameter is used as the value of the difference between + # them. The value of the 'trailing_stop_positive_offset' is constructed in the + # generate_trailing_params() method. + # This is similar to the hyperspace dimensions used for constructing the ROI tables. + SKDecimal(0.001, 0.1, decimals=3, name='trailing_stop_positive_offset_p1'), + + Categorical([True, False], name='trailing_only_offset_is_reached'), + ] ``` !!! Note