Merge pull request #2752 from freqtrade/plotting/indicator_strategy

Allow enhanced plot-dataframe configuration
This commit is contained in:
Matthias
2020-01-13 19:53:15 +01:00
committed by GitHub
12 changed files with 278 additions and 52 deletions

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@@ -120,16 +120,77 @@ To plot trades from a backtesting result, use `--export-filename <filename>`
freqtrade plot-dataframe --strategy AwesomeStrategy --export-filename user_data/backtest_results/backtest-result.json -p BTC/ETH
```
### Plot dataframe basics
![plot-dataframe2](assets/plot-dataframe2.png)
The `plot-dataframe` subcommand requires backtesting data, a strategy and either a backtesting-results file or a database, containing trades corresponding to the strategy.
The resulting plot will have the following elements:
* Green triangles: Buy signals from the strategy. (Note: not every buy signal generates a trade, compare to cyan circles.)
* Red triangles: Sell signals from the strategy. (Also, not every sell signal terminates a trade, compare to red and green squares.)
* Cyan circles: Trade entry points.
* Red squares: Trade exit points for trades with loss or 0% profit.
* Green squares: Trade exit points for profitable trades.
* Indicators with values corresponding to the candle scale (e.g. SMA/EMA), as specified with `--indicators1`.
* Volume (bar chart at the bottom of the main chart).
* Indicators with values in different scales (e.g. MACD, RSI) below the volume bars, as specified with `--indicators2`.
!!! Note "Bollinger Bands"
Bollinger bands are automatically added to the plot if the columns `bb_lowerband` and `bb_upperband` exist, and are painted as a light blue area spanning from the lower band to the upper band.
#### Advanced plot configuration
An advanced plot configuration can be specified in the strategy in the `plot_config` parameter.
Additional features when using plot_config include:
* Specify colors per indicator
* Specify additional subplots
The sample plot configuration below specifies fixed colors for the indicators. Otherwise consecutive plots may produce different colorschemes each time, making comparisons difficult.
It also allows multiple subplots to display both MACD and RSI at the same time.
Sample configuration with inline comments explaining the process:
``` python
plot_config = {
'main_plot': {
# Configuration for main plot indicators.
# Specifies `ema10` to be red, and `ema50` to be a shade of gray
'ema10': {'color': 'red'},
'ema50': {'color': '#CCCCCC'},
# By omitting color, a random color is selected.
'sar': {},
},
'subplots': {
# Create subplot MACD
"MACD": {
'macd': {'color': 'blue'},
'macdsignal': {'color': 'orange'},
},
# Additional subplot RSI
"RSI": {
'rsi': {'color': 'red'},
}
}
}
```
!!! Note
The above configuration assumes that `ema10`, `ema50`, `macd`, `macdsignal` and `rsi` are columns in the DataFrame created by the strategy.
## Plot profit
![plot-profit](assets/plot-profit.png)
The `freqtrade plot-profit` subcommand shows an interactive graph with three plots:
The `plot-profit` subcommand shows an interactive graph with three plots:
1) Average closing price for all pairs
2) The summarized profit made by backtesting.
Note that this is not the real-world profit, but more of an estimate.
3) Profit for each individual pair
* Average closing price for all pairs.
* The summarized profit made by backtesting.
Note that this is not the real-world profit, but more of an estimate.
* Profit for each individual pair.
The first graph is good to get a grip of how the overall market progresses.