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

remove two unused or poorly performing indicators

Browse Source
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
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
freqtrade/analyze.py
View File

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

8
freqtrade/tests/test_hyperopt.py
View File

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