adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

docs adjusted to current default values; more detailed description of --eps and --dmmp added

Browse Source
This commit is contained in:
hroff-1902 2019-07-14 22:20:26 +03:00
parent 65f77306d3
commit 876cae2807
1 changed files with 23 additions and 10 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

33
docs/hyperopt.md
View File

@ -204,6 +204,27 @@ Legal values are:
- `stoploss`: search for the best stoploss value - `stoploss`: search for the best stoploss value
- space-separated list of any of the above values for example `--spaces roi stoploss` - space-separated list of any of the above values for example `--spaces roi stoploss`
### Position stacking and disabling max market positions.
In some situations, you may need to run Hyperopt (and Backtesting) with the
`--eps`/`--enable-position-staking` and `--dmmp`/`--disable-max-market-positions` arguments.
By default, hyperopt emulates the behavior of the Freqtrade Live Run/Dry Run, where only one
open trade is allowed for every traded pair. The total number of trades open for all pairs
is also limited by the `max_open_trades` setting. During Hyperopt/Backtesting this may lead to
some potential trades to be hidden (or masked) by previosly open trades.
The `--eps`/`--enable-position-stacking` argument allows emulation of buying the same pair multiple times,
while `--dmmp`/`--disable-max-market-positions` disables applying `max_open_trades`
during Hyperopt/Backtesting (which is same as setting `max_open_trades` to a very high
number).
!!! Note
Dry/live runs will **NOT** use position stacking - therefore it does make sense to also validate the strategy without this as it's closer to reality.
You can also enable position stacking in the configuration file by explicitly setting
`"position_stacking"=true`.
## Understand the Hyperopt Result ## Understand the Hyperopt Result
Once Hyperopt is completed you can use the result to create a new strategy. Once Hyperopt is completed you can use the result to create a new strategy.
@ -288,19 +309,11 @@ This would translate to the following ROI table:
} }
``` ```
### Validate backtest result ### Validate backtesting results
Once the optimized strategy has been implemented into your strategy, you should backtest this strategy to make sure everything is working as expected. Once the optimized strategy has been implemented into your strategy, you should backtest this strategy to make sure everything is working as expected.
To archive the same results (number of trades, ...) than during hyperopt, please use the command line flags `--disable-max-market-positions` and `--enable-position-stacking` for backtesting.
This configuration is the default in hyperopt for performance reasons. To achieve same results (number of trades, their durations, profit, etc.) than during Hyperopt, please use same set of arguments `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
You can overwrite position stacking in the configuration by explicitly setting `"position_stacking"=false` or by changing the relevant line in your hyperopt file [here](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L191).
Enabling the market-position for hyperopt is currently not possible.
!!! Note
Dry/live runs will **NOT** use position stacking - therefore it does make sense to also validate the strategy without this as it's closer to reality.
## Next Step ## Next Step