remove two unused or poorly performing indicators

This commit is contained in:
Janne Sinivirta 2017-11-11 10:05:09 +02:00
parent 3db13fae13
commit 906caf329b
2 changed files with 1 additions and 9 deletions

View File

@ -39,9 +39,7 @@ def populate_indicators(dataframe: DataFrame) -> DataFrame:
dataframe['sma'] = ta.SMA(dataframe, timeperiod=40) dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9) dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
dataframe['mfi'] = ta.MFI(dataframe) dataframe['mfi'] = ta.MFI(dataframe)
dataframe['cci'] = ta.CCI(dataframe)
dataframe['rsi'] = ta.RSI(dataframe) dataframe['rsi'] = ta.RSI(dataframe)
dataframe['mom'] = ta.MOM(dataframe)
dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5) dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10) dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50) dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)

View File

@ -32,8 +32,6 @@ def buy_strategy_generator(params):
conditions.append(dataframe['fastd'] < params['fastd']['value']) conditions.append(dataframe['fastd'] < params['fastd']['value'])
if params['adx']['enabled']: if params['adx']['enabled']:
conditions.append(dataframe['adx'] > params['adx']['value']) conditions.append(dataframe['adx'] > params['adx']['value'])
if params['cci']['enabled']:
conditions.append(dataframe['cci'] < params['cci']['value'])
if params['rsi']['enabled']: if params['rsi']['enabled']:
conditions.append(dataframe['rsi'] < params['rsi']['value']) conditions.append(dataframe['rsi'] < params['rsi']['value'])
if params['over_sar']['enabled']: if params['over_sar']['enabled']:
@ -99,11 +97,7 @@ def test_hyperopt(backtest_conf, backdata, mocker):
]), ]),
'adx': hp.choice('adx', [ 'adx': hp.choice('adx', [
{'enabled': False}, {'enabled': False},
{'enabled': True, 'value': hp.uniform('adx-value', 10, 30)} {'enabled': True, 'value': hp.uniform('adx-value', 10, 50)}
]),
'cci': hp.choice('cci', [
{'enabled': False},
{'enabled': True, 'value': hp.uniform('cci-value', -150, -100)}
]), ]),
'rsi': hp.choice('rsi', [ 'rsi': hp.choice('rsi', [
{'enabled': False}, {'enabled': False},