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

documentation added

Browse Source
This commit is contained in:
misagh 2018-11-14 17:14:44 +01:00
parent ca22a116ad
commit 9698eee934
1 changed files with 55 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

55
docs/edge.md
View File

@ -9,6 +9,7 @@ This page explains how to use Edge Positioning module in your bot in order to en
- [Introduction](#introduction) - [Introduction](#introduction)
- [How does it work?](#how-does-it-work?) - [How does it work?](#how-does-it-work?)
- [Configurations](#configurations) - [Configurations](#configurations)
- [Running Edge independently](#running-edge-independently)
## Introduction ## Introduction
Trading is all about probability. No one can claim that he has a strategy working all the time. You have to assume that sometimes you lose.<br/><br/> Trading is all about probability. No one can claim that he has a strategy working all the time. You have to assume that sometimes you lose.<br/><br/>
@ -149,3 +150,57 @@ Edge will filter out trades with long duration. If a trade is profitable after 1
#### remove_pumps #### remove_pumps
Edge will remove sudden pumps in a given market while going through historical data. However, given that pumps happen very often in crypto markets, we recommend you keep this off.<br/> Edge will remove sudden pumps in a given market while going through historical data. However, given that pumps happen very often in crypto markets, we recommend you keep this off.<br/>
(default to false) (default to false)
## Running Edge independently
You can run Edge independently in order to see in details the result. Here is an example:
```bash
python3 ./freqtrade/main.py edge
```
An example of its output:
| pair | stoploss | win rate | risk reward ratio | required risk reward | expectancy | total number of trades | average duration (min) |
|:----------|-----------:|-----------:|--------------------:|-----------------------:|-------------:|-------------------------:|-------------------------:|
| AGI/BTC | -0.02 | 0.64 | 5.86 | 0.56 | 3.41 | 14 | 54 |
| NXS/BTC | -0.03 | 0.64 | 2.99 | 0.57 | 1.54 | 11 | 26 |
| LEND/BTC | -0.02 | 0.82 | 2.05 | 0.22 | 1.50 | 11 | 36 |
| VIA/BTC | -0.01 | 0.55 | 3.01 | 0.83 | 1.19 | 11 | 48 |
| MTH/BTC | -0.09 | 0.56 | 2.82 | 0.80 | 1.12 | 18 | 52 |
| ARDR/BTC | -0.04 | 0.42 | 3.14 | 1.40 | 0.73 | 12 | 42 |
| BCPT/BTC | -0.01 | 0.71 | 1.34 | 0.40 | 0.67 | 14 | 30 |
| WINGS/BTC | -0.02 | 0.56 | 1.97 | 0.80 | 0.65 | 27 | 42 |
| VIBE/BTC | -0.02 | 0.83 | 0.91 | 0.20 | 0.59 | 12 | 35 |
| MCO/BTC | -0.02 | 0.79 | 0.97 | 0.27 | 0.55 | 14 | 31 |
| GNT/BTC | -0.02 | 0.50 | 2.06 | 1.00 | 0.53 | 18 | 24 |
| HOT/BTC | -0.01 | 0.17 | 7.72 | 4.81 | 0.50 | 209 | 7 |
| SNM/BTC | -0.03 | 0.71 | 1.06 | 0.42 | 0.45 | 17 | 38 |
| APPC/BTC | -0.02 | 0.44 | 2.28 | 1.27 | 0.44 | 25 | 43 |
| NEBL/BTC | -0.03 | 0.63 | 1.29 | 0.58 | 0.44 | 19 | 59 |
### Update cached pairs with the latest data
```bash
python3 ./freqtrade/main.py edge --refresh-pairs-cached
```
### Precising stoploss range
```bash
python3 ./freqtrade/main.py edge --stoplosses=-0.01,-0.1,-0.001 #min,max,step
```
### Advanced use of timerange
```bash
python3 ./freqtrade/main.py edge --timerange=20181110-20181113
```
Doing --timerange=-200 will get the last 200 timeframes from your inputdata. You can also specify specific dates, or a range span indexed by start and stop.
The full timerange specification:
* Use last 123 tickframes of data: --timerange=-123
* Use first 123 tickframes of data: --timerange=123-
* Use tickframes from line 123 through 456: --timerange=123-456
* Use tickframes till 2018/01/31: --timerange=-20180131
* Use tickframes since 2018/01/31: --timerange=20180131-
* Use tickframes since 2018/01/31 till 2018/03/01 : --timerange=20180131-20180301
* Use tickframes between POSIX timestamps 1527595200 1527618600: --timerange=1527595200-1527618600