From 88854cba2d2a7da001b37a4292121071c4a04bd7 Mon Sep 17 00:00:00 2001 From: misagh Date: Sat, 15 Sep 2018 15:53:42 +0200 Subject: [PATCH] removing only pumps from dataset --- freqtrade/optimize/edge.py | 6 +----- 1 file changed, 1 insertion(+), 5 deletions(-) diff --git a/freqtrade/optimize/edge.py b/freqtrade/optimize/edge.py index 88e92f03b..cfe1b3012 100644 --- a/freqtrade/optimize/edge.py +++ b/freqtrade/optimize/edge.py @@ -852,10 +852,9 @@ class Edge: ################################### - # Removing outliers (Pump&Dumps) from the dataset + # Removing outliers (Only Pumps) from the dataset # The method to detect outliers is to calculate standard deviation # Then every value more than (standard deviation + 2*average) is out (pump) - # And every value less than (standard deviation - 2*average) is out (dump) # # Calculating standard deviation of profits std = results[["profit_abs"]].std() @@ -865,9 +864,6 @@ class Edge: # # Removing Pumps results = results[results.profit_abs < float(avg + 2*std)] - # - # Removing Dumps - results = results[results.profit_abs > float(avg - 2*std)] ########################################################################## # Removing trades having a duration more than X minutes (set in config)