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Added pairslist AgeFilter

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gambcl
2020-06-24 23:58:12 +01:00
parent 3624aec059
commit ab7f5a2bcf
5 changed files with 164 additions and 6 deletions
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14
docs/configuration.md
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@@ -592,7 +592,7 @@ Pairlist Handlers define the list of pairs (pairlist) that the bot should trade.
In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list) Pairlist Handler).
Additionaly, [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter) and [`SpreadFilter`](#spreadfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
Additionaly, [`AgeFilter`](#agefilter), [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter) and [`SpreadFilter`](#spreadfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You should always configure either `StaticPairList` or `VolumePairList` as the starting Pairlist Handler.
@@ -602,6 +602,7 @@ Inactive markets are always removed from the resulting pairlist. Explicitly blac
* [`StaticPairList`](#static-pair-list) (default, if not configured differently)
* [`VolumePairList`](#volume-pair-list)
* [`AgeFilter`](#agefilter)
* [`PrecisionFilter`](#precisionfilter)
* [`PriceFilter`](#pricefilter)
* [`ShuffleFilter`](#shufflefilter)
@@ -645,6 +646,16 @@ The `refresh_period` setting allows to define the period (in seconds), at which
}],
```
#### AgeFilter
Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`).
When pairs are first listed on an exchange they can suffer huge price drops and volatility
in the first few days while the pair goes through its price-discovery period. Bots can often
be caught out buying before the pair has finished dropping in price.
This filter allows freqtrade to ignore pairs until they have been listed for at least `min_days_listed` days.
#### PrecisionFilter
Filters low-value coins which would not allow setting stoplosses.
@@ -692,6 +703,7 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
"number_assets": 20,
"sort_key": "quoteVolume",
},
{"method": "AgeFilter", "min_days_listed": 10},
{"method": "PrecisionFilter"},
{"method": "PriceFilter", "low_price_ratio": 0.01},
{"method": "SpreadFilter", "max_spread_ratio": 0.005},