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