diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 15ef26c99..d9aa3c7a0 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -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). diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py index 0400a8470..958fb8d66 100644 --- a/freqtrade/optimize/hyperopt_interface.py +++ b/freqtrade/optimize/hyperopt_interface.py @@ -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'), ]