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

update documentation

Browse Source
This commit is contained in:
Matthias 2018-07-17 21:05:31 +02:00
parent c82276ecbe
commit a290286fef
1 changed files with 30 additions and 17 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

43
docs/bot-usage.md
View File

@ -117,18 +117,22 @@ python3 ./freqtrade/main.py -c config.json --db-url sqlite:///tradesv3.dry_run.s
Backtesting also uses the config specified via `-c/--config`.
```
usage: main.py backtesting [-h] [-i TICKER_INTERVAL] [--realistic-simulation]
[--timerange TIMERANGE] [-l] [-r] [--export EXPORT]
[--export-filename EXPORTFILENAME]
usage: main.py backtesting [-h] [-i TICKER_INTERVAL]
[--enable-position-stacking]
[--disable-max-market-positions]
[--timerange TIMERANGE] [-l] [-r]
[--export EXPORT] [--export-filename PATH]
optional arguments:
-h, --help show this help message and exit
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
specify ticker interval (1m, 5m, 30m, 1h, 1d)
--enable-position-tracking
Disables buying the same pair multiple times to
simulate real world limitations
--enable-position-stacking
Allow buying the same pair twice (position stacking)
--disable-max-market-positions
Disable applying `max_open_trades` during backtest
(same as setting `max_open_trades` to a very high
number)
--timerange TIMERANGE
specify what timerange of data to use.
-l, --live using live data
@ -138,11 +142,13 @@ optional arguments:
run your backtesting with up-to-date data.
--export EXPORT export backtest results, argument are: trades Example
--export=trades
--export-filename EXPORTFILENAME
--export-filename PATH
Save backtest results to this filename requires
--export to be set as well Example --export-
filename=backtest_today.json (default: backtest-
result.json
filename=user_data/backtest_data/backtest_today.json
(default: user_data/backtest_data/backtest-
result.json)
```
### How to use --refresh-pairs-cached parameter?
@ -164,7 +170,9 @@ To optimize your strategy, you can use hyperopt parameter hyperoptimization
to find optimal parameter values for your stategy.
```
usage: main.py hyperopt [-h] [-i TICKER_INTERVAL] [--enable-position-tracking]
usage: freqtrade hyperopt [-h] [-i TICKER_INTERVAL]
[--enable-position-stacking]
[--disable-max-market-positions]
[--timerange TIMERANGE] [-e INT]
[-s {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...]]
@ -172,14 +180,19 @@ optional arguments:
-h, --help show this help message and exit
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
specify ticker interval (1m, 5m, 30m, 1h, 1d)
--enable-position-tracking
Disables buying the same pair multiple times to
simulate real world limitations
--timerange TIMERANGE specify what timerange of data to use.
--enable-position-stacking
Allow buying the same pair twice (position stacking)
--disable-max-market-positions
Disable applying `max_open_trades` during backtest
(same as setting `max_open_trades` to a very high
number)
--timerange TIMERANGE
specify what timerange of data to use.
-e INT, --epochs INT specify number of epochs (default: 100)
-s {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...], --spaces {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...]
Specify which parameters to hyperopt. Space separate
list. Default: all
```
## A parameter missing in the configuration?