diff --git a/freqtrade/edge.py b/freqtrade/edge.py new file mode 100644 index 000000000..4795e8f4d --- /dev/null +++ b/freqtrade/edge.py @@ -0,0 +1,6 @@ +# EDGE +# WinRate and Expected Risk Reward should be calculated for all whitelisted pairs +# ASYNC: For each pair call backslap +# Save WR and ERR in Edge Dict +# Save last time updated for each pair in edge_last_update_time +# Calulate expectancy and position size and stop loss diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index a2090d267..140ab2868 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -342,6 +342,9 @@ class FreqtradeBot(object): :return: True if a trade object has been created and persisted, False otherwise """ interval = self.strategy.ticker_interval + + # EDGE + # STAKE AMOUNT SHOULD COME FROM EDGE stake_amount = self._get_trade_stake_amount() if not stake_amount: @@ -362,6 +365,16 @@ class FreqtradeBot(object): if not whitelist: raise DependencyException('No currency pairs in whitelist') + + # EDGE + # WinRate and Expected Risk Reward should be calculated for all whitelisted pairs + # ASYNC: For each pair call backslap + # Save WR and ERR in Edge Dict + # Save last time updated for each pair in edge_last_update_time + # Calulate expectancy and position size and stop loss + + # whitelist = Edge.filter(whitelist) + # Pick pair based on buy signals for _pair in whitelist: thistory = self.exchange.get_candle_history(_pair, interval)