Merge pull request #5670 from sergeykhliustin/develop

Added min_profit param to PerformanceFilter
This commit is contained in:
Matthias
2021-10-14 19:57:36 +02:00
committed by GitHub
3 changed files with 20 additions and 5 deletions

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@@ -194,17 +194,22 @@ Trade count is used as a tie breaker.
You can use the `minutes` parameter to only consider performance of the past X minutes (rolling window).
Not defining this parameter (or setting it to 0) will use all-time performance.
The optional `min_profit` parameter defines the minimum profit a pair must have to be considered.
Pairs below this level will be filtered out.
Using this parameter without `minutes` is highly discouraged, as it can lead to an empty pairlist without without a way to recover.
```json
"pairlists": [
// ...
{
"method": "PerformanceFilter",
"minutes": 1440 // rolling 24h
"minutes": 1440, // rolling 24h
"min_profit": 0.01
}
],
```
!!! Note
!!! Warning "Backtesting"
`PerformanceFilter` does not support backtesting mode.
#### PrecisionFilter