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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 stop:
{ 'trailing_only_offset_is_reached': True, { 'trailing_only_offset_is_reached': True,
'trailing_stop': True, 'trailing_stop': True,
'trailing_stop_positive': -0.02005, 'trailing_stop_positive': 0.02001,
'trailing_stop_positive_offset': 0.05726} '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: 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 # Trailing stop
# These attributes will be overridden if the config file contains corresponding values. # These attributes will be overridden if the config file contains corresponding values.
trailing_stop = True trailing_stop = True
trailing_stop_positive = -0.02005 trailing_stop_positive = 0.02001
trailing_stop_positive_offset = 0.05726 trailing_stop_positive_offset = 0.06038
trailing_only_offset_is_reached = True 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. 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 #### 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). 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
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@ -190,7 +190,7 @@ class IHyperOpt(ABC):
# other 'trailing' hyperspace parameters. # other 'trailing' hyperspace parameters.
Categorical([True], name='trailing_stop'), 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'), Real(0.01, 0.1, name='trailing_stop_positive_offset'),
Categorical([True, False], name='trailing_only_offset_is_reached'), Categorical([True, False], name='trailing_only_offset_is_reached'),
] ]