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Fix: trailing_stop_positive should be positive

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hroff-1902 2019-12-01 02:27:17 +03:00
parent fffd47e3d8
commit a88bfa8ded
2 changed files with 6 additions and 6 deletions
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10
docs/hyperopt.md
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@ -466,8 +466,8 @@ Best result:
Trailing stop:
{ 'trailing_only_offset_is_reached': True,
'trailing_stop': True,
'trailing_stop_positive': -0.02005,
'trailing_stop_positive_offset': 0.05726}
'trailing_stop_positive': 0.02001,
'trailing_stop_positive_offset': 0.06038}
```
In order to use these best trailing stop parameters found by Hyperopt in backtesting and for live trades/dry-run, copy-paste them as the values of the corresponding attributes of your custom strategy:
@ -476,15 +476,15 @@ In order to use these best trailing stop parameters found by Hyperopt in backtes
# Trailing stop
# These attributes will be overridden if the config file contains corresponding values.
trailing_stop = True
trailing_stop_positive = -0.02005
trailing_stop_positive_offset = 0.05726
trailing_stop_positive = 0.02001
trailing_stop_positive_offset = 0.06038
trailing_only_offset_is_reached = True
```
As stated in the comment, you can also use it as the values of the corresponding settings in the configuration file.
#### Default Trailing Stop Search Space
If you are optimizing trailing stop values, Freqtrade creates the 'trailing' optimization hyperspace for you. By default, the `trailing_stop` parameter is always set to True in that hyperspace, the value of the `trailing_only_offset_is_reached` vary between True and False, the values of the `trailing_stop_positive` and `trailing_stop_positive_offset` parameters vary in the ranges -0.35...-0.02 and 0.01...0.1 correspondingly, which is sufficient in most cases.
If you are optimizing trailing stop values, Freqtrade creates the 'trailing' optimization hyperspace for you. By default, the `trailing_stop` parameter is always set to True in that hyperspace, the value of the `trailing_only_offset_is_reached` vary between True and False, the values of the `trailing_stop_positive` and `trailing_stop_positive_offset` parameters vary in the ranges 0.02...0.35 and 0.01...0.1 correspondingly, which is sufficient in most cases.
Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_advanced.py).

2
freqtrade/optimize/hyperopt_interface.py
View File

@ -190,7 +190,7 @@ class IHyperOpt(ABC):
# other 'trailing' hyperspace parameters.
Categorical([True], name='trailing_stop'),
Real(-0.35, -0.02, name='trailing_stop_positive'),
Real(0.02, 0.35, name='trailing_stop_positive'),
Real(0.01, 0.1, name='trailing_stop_positive_offset'),
Categorical([True, False], name='trailing_only_offset_is_reached'),
]