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@@ -14,14 +14,13 @@ parameters with Hyperopt.
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## Prepare Hyperopt
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Before we start digging in Hyperopt, we recommend you to take a look at
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out Hyperopt file
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[freqtrade/optimize/hyperopt.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py)
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your strategy file located into [user_data/strategies/](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py)
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### 1. Configure your Guards and Triggers
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There are two places you need to change to add a new buy strategy for
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testing:
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- Inside the [populate_buy_trend()](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L167-L207).
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- Inside the [SPACE dict](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L47-L94).
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There are two places you need to change in your strategy file to add a
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new buy strategy for testing:
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- Inside [populate_buy_trend()](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L278-L294).
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- Inside [hyperopt_space()](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L244-L297) known as `SPACE`.
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There you have two different type of indicators: 1. `guards` and 2.
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`triggers`.
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@@ -38,10 +37,10 @@ ADX > 10*".
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If you have updated the buy strategy, means change the content of
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`populate_buy_trend()` function you have to update the `guards` and
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`populate_buy_trend()` method you have to update the `guards` and
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`triggers` hyperopts must used.
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As for an example if your `populate_buy_trend()` function is:
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As for an example if your `populate_buy_trend()` method is:
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```python
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def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
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dataframe.loc[
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@@ -56,10 +55,10 @@ Your hyperopt file must contains `guards` to find the right value for
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`(dataframe['adx'] > 65)` & and `(dataframe['plus_di'] > 0.5)`. That
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means you will need to enable/disable triggers.
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In our case the `SPACE` and `populate_buy_trend` in hyperopt.py file
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In our case the `SPACE` and `populate_buy_trend` in your strategy file
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will be look like:
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```python
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SPACE = {
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space = {
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'rsi': hp.choice('rsi', [
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{'enabled': False},
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{'enabled': True, 'value': hp.quniform('rsi-value', 20, 40, 1)}
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@@ -82,7 +81,7 @@ SPACE = {
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...
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def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
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def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
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conditions = []
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# GUARDS AND TRENDS
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if params['adx']['enabled']:
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@@ -111,13 +110,13 @@ cannot use your config file. It is also made on purpose to allow you
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testing your strategy with different configurations.
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The Hyperopt configuration is located in
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[freqtrade/optimize/hyperopt_conf.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/optimize/hyperopt_conf.py).
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[user_data/hyperopt_conf.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/hyperopt_conf.py).
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## Advanced notions
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### Understand the Guards and Triggers
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When you need to add the new guards and triggers to be hyperopt
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parameters, you do this by adding them into the [SPACE dict](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L47-L94).
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parameters, you do this by adding them into the [hyperopt_space()](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L244-L297).
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If it's a trigger, you add one line to the 'trigger' choice group and that's it.
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@@ -149,9 +148,8 @@ for best working algo.
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### Add a new Indicators
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If you want to test an indicator that isn't used by the bot currently,
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you need to add it to
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[freqtrade/analyze.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/analyze.py#L40-L70)
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inside the `populate_indicators` function.
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you need to add it to your strategy file (example: [user_data/strategies/test_strategy.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py))
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inside the `populate_indicators()` method.
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## Execute Hyperopt
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Once you have updated your hyperopt configuration you can run it.
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@@ -165,8 +163,8 @@ python3 ./freqtrade/main.py -c config.json hyperopt
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### Execute hyperopt with different ticker-data source
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If you would like to learn parameters using an alternate ticke-data that
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you have on-disk, use the --datadir PATH option. Default hyperopt will
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use data from directory freqtrade/tests/testdata.
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you have on-disk, use the `--datadir PATH` option. Default hyperopt will
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use data from directory `user_data/data`.
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### Running hyperopt with smaller testset
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@@ -270,15 +268,11 @@ customizable value.
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- and so on...
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You have to look from
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[freqtrade/optimize/hyperopt.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L170-L200)
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what those values match to.
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You have to look inside your strategy file into `buy_strategy_generator()`
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method, what those values match to.
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So for example you had `adx:` with the `value: 15.0` so we would look
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at `adx`-block from
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[freqtrade/optimize/hyperopt.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L178-L179).
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That translates to the following code block to
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[analyze.populate_buy_trend()](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/analyze.py#L73)
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at `adx`-block, that translates to the following code block:
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```
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(dataframe['adx'] > 15.0)
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```
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@@ -286,7 +280,7 @@ That translates to the following code block to
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So translating your whole hyperopt result to as the new buy-signal
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would be the following:
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```
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def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
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def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
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dataframe.loc[
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(
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(dataframe['adx'] > 15.0) & # adx-value
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