Document new method to configure filters
This commit is contained in:
Matthias
parent
640423c362
commit
d89a7d5235
|
|
@ -377,6 +377,82 @@ The valid values are:
|
|||
"BTC", "ETH", "XRP", "LTC", "BCH", "USDT"
|
||||
```
|
||||
|
||||
## Pairlists
|
||||
|
||||
Pairlists define the list of pairs that the bot should trade.
|
||||
There are [`StaticPairList`](#static-pair-list) and dynamic Whitelists available.
|
||||
|
||||
In addition to pairlists, [pairlist filters](#available-pairlist-filters) can be configured, which remove certain assets.
|
||||
These Filters work with all Pairlist providers and are applied in the sequence they occur.
|
||||
|
||||
### Available Pairlists
|
||||
|
||||
* [`StaticPairList`](#static-pair-list) (default, if not configured differently)
|
||||
* [`VolumePairList`](#volume-pair-list)
|
||||
|
||||
#### Static Pair List
|
||||
|
||||
By default, the `StaticPairList` method is used, which uses a statically defined pair whitelist from the configuration. Inactive markets and blacklisted pairs are removed from the pair_whitelist.
|
||||
|
||||
It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`.
|
||||
|
||||
#### Volume Pair List
|
||||
|
||||
`VolumePairList` selects `number_assets` top pairs based on `sort_key`, which can be one of `askVolume`, `bidVolume` and `quoteVolume` and defaults to `quoteVolume`.
|
||||
|
||||
`VolumePairList` does not consider `pair_whitelist`, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
|
||||
Pairs in `pair_blacklist` are not considered for `VolumePairList`, even if all other filters would match.
|
||||
|
||||
```json
|
||||
"pairlist": {
|
||||
"method": "VolumePairList",
|
||||
"config": {
|
||||
"number_assets": 20,
|
||||
"sort_key": "quoteVolume",
|
||||
},
|
||||
```
|
||||
|
||||
### Available Pairlist Filters
|
||||
|
||||
* [`PrecisionFilter`](#precision-filter)
|
||||
* [`LowPriceFilter`](#low-price-pair-filter)
|
||||
|
||||
#### Precision Filter
|
||||
|
||||
Filters low-value coins which would not allow setting a stoploss.
|
||||
|
||||
#### Low Price Pair Filter
|
||||
|
||||
The `LowPriceFilter` allows filtering of pairs where a raise of 1 price unit is below the `low_price_percent` ratio.
|
||||
This option is disabled by default, and will only apply if set to <> 0.
|
||||
|
||||
Calculation example:
|
||||
Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value.
|
||||
|
||||
These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses.
|
||||
|
||||
### Full Pairlist example
|
||||
|
||||
The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting by `quoteVolume` and applies both [`PrecisionFilter`](#precision-filter) and [`LowPriceFilter`](#low-price-pair-filter), filtering all assets where 1 priceunit is > 1%.
|
||||
|
||||
```json
|
||||
"exchange": {
|
||||
"pair_whitelist": [],
|
||||
"pair_blacklist": ["BNB/BTC"]
|
||||
},
|
||||
"pairlist": {
|
||||
"method": "VolumePairList",
|
||||
"config": {
|
||||
"number_assets": 20,
|
||||
"sort_key": "quoteVolume",
|
||||
},
|
||||
"filters":{
|
||||
"PrecisionFilter": {},
|
||||
"LowPriceFilter": {"low_price_percent": 0.01}
|
||||
}
|
||||
},
|
||||
```
|
||||
|
||||
## Switch to Dry-run mode
|
||||
|
||||
We recommend starting the bot in the Dry-run mode to see how your bot will
|
||||
|
|
@ -406,49 +482,6 @@ creating trades on the exchange.
|
|||
Once you will be happy with your bot performance running in the Dry-run mode,
|
||||
you can switch it to production mode.
|
||||
|
||||
### Dynamic Pairlists
|
||||
|
||||
Dynamic pairlists select pairs for you based on the logic configured.
|
||||
The bot runs against all pairs (with that stake) on the exchange, and a number of assets
|
||||
(`number_assets`) is selected based on the selected criteria.
|
||||
|
||||
By default, the `StaticPairList` method is used.
|
||||
The Pairlist method is configured as `pair_whitelist` parameter under the `exchange`
|
||||
section of the configuration.
|
||||
|
||||
**Available Pairlist methods:**
|
||||
|
||||
* `StaticPairList`
|
||||
* It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`.
|
||||
* `VolumePairList`
|
||||
* It selects `number_assets` top pairs based on `sort_key`, which can be one of
|
||||
`askVolume`, `bidVolume` and `quoteVolume`, defaults to `quoteVolume`.
|
||||
* By default, low-value coins that would not allow setting a stop loss are filtered out. (set `precision_filter` parameter to `false` to disable this behaviour).
|
||||
* `VolumePairList` does not consider `pair_whitelist`, but builds this automatically based the pairlist configuration.
|
||||
* Pairs in `pair_blacklist` are not considered for VolumePairList, even if all other filters would match.
|
||||
* `low_price_percent_filter` allows filtering of pairs where a raise of 1 price unit is below the `low_price_percent_filter` ratio.
|
||||
This option is disabled by default, and will only apply if set to <> 0.
|
||||
Calculation example: Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value.
|
||||
|
||||
|
||||
Example:
|
||||
|
||||
```json
|
||||
"exchange": {
|
||||
"pair_whitelist": [],
|
||||
"pair_blacklist": ["BNB/BTC"]
|
||||
},
|
||||
"pairlist": {
|
||||
"method": "VolumePairList",
|
||||
"config": {
|
||||
"number_assets": 20,
|
||||
"sort_key": "quoteVolume",
|
||||
"precision_filter": true,
|
||||
"low_price_percent_filter": 0.05
|
||||
}
|
||||
},
|
||||
```
|
||||
|
||||
## Switch to production mode
|
||||
|
||||
In production mode, the bot will engage your money. Be careful, since a wrong
|
||||
|
|
@ -479,7 +512,7 @@ you run it in production mode.
|
|||
!!! Note
|
||||
If you have an exchange API key yet, [see our tutorial](/pre-requisite).
|
||||
|
||||
### Using proxy with FreqTrade
|
||||
## Using proxy with FreqTrade
|
||||
|
||||
To use a proxy with freqtrade, add the kwarg `"aiohttp_trust_env"=true` to the `"ccxt_async_kwargs"` dict in the exchange section of the configuration.
|
||||
|
||||
|
|
@ -499,14 +532,13 @@ export HTTPS_PROXY="http://addr:port"
|
|||
freqtrade
|
||||
```
|
||||
|
||||
|
||||
### Embedding Strategies
|
||||
## Embedding Strategies
|
||||
|
||||
FreqTrade provides you with with an easy way to embed the strategy into your configuration file.
|
||||
This is done by utilizing BASE64 encoding and providing this string at the strategy configuration field,
|
||||
in your chosen config file.
|
||||
|
||||
#### Encoding a string as BASE64
|
||||
### Encoding a string as BASE64
|
||||
|
||||
This is a quick example, how to generate the BASE64 string in python
|
||||
|
||||
|
|
|
|||
Loading…
Reference in New Issue