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Merge pull request #1328 from mishaker/edge_cli

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Edge cli
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Matthias
2018-11-15 20:14:03 +01:00
committed by GitHub
parent cb1ab0aa49 db8c8ea4a4
commit de57da3249
9 changed files with 448 additions and 43 deletions
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63
docs/bot-usage.md
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@@ -44,11 +44,11 @@ optional arguments:
### How to use a different config file?
The bot allows you to select which config file you want to use. Per
The bot allows you to select which config file you want to use. Per
default, the bot will load the file `./config.json`
```bash
python3 ./freqtrade/main.py -c path/far/far/away/config.json
python3 ./freqtrade/main.py -c path/far/far/away/config.json
```
### How to use --strategy?
@@ -61,7 +61,7 @@ The bot will search your strategy file within `user_data/strategies` and `freqtr
To load a strategy, simply pass the class name (e.g.: `CustomStrategy`) in this parameter.
**Example:**
**Example:**
In `user_data/strategies` you have a file `my_awesome_strategy.py` which has
a strategy class called `AwesomeStrategy` to load it:
@@ -69,7 +69,7 @@ a strategy class called `AwesomeStrategy` to load it:
python3 ./freqtrade/main.py --strategy AwesomeStrategy
```
If the bot does not find your strategy file, it will display in an error
If the bot does not find your strategy file, it will display in an error
message the reason (File not found, or errors in your code).
Learn more about strategy file in [optimize your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md).
@@ -84,37 +84,37 @@ python3 ./freqtrade/main.py --strategy AwesomeStrategy --strategy-path /some/fol
#### How to install a strategy?
This is very simple. Copy paste your strategy file into the folder
This is very simple. Copy paste your strategy file into the folder
`user_data/strategies` or use `--strategy-path`. And voila, the bot is ready to use it.
### How to use --dynamic-whitelist?
Per default `--dynamic-whitelist` will retrieve the 20 currencies based
Per default `--dynamic-whitelist` will retrieve the 20 currencies based
on BaseVolume. This value can be changed when you run the script.
**By Default**
Get the 20 currencies based on BaseVolume.
**By Default**
Get the 20 currencies based on BaseVolume.
```bash
python3 ./freqtrade/main.py --dynamic-whitelist
```
**Customize the number of currencies to retrieve**
Get the 30 currencies based on BaseVolume.
**Customize the number of currencies to retrieve**
Get the 30 currencies based on BaseVolume.
```bash
python3 ./freqtrade/main.py --dynamic-whitelist 30
```
**Exception**
**Exception**
`--dynamic-whitelist` must be greater than 0. If you enter 0 or a
negative value (e.g -2), `--dynamic-whitelist` will use the default
value (20).
### How to use --db-url?
When you run the bot in Dry-run mode, per default no transactions are
stored in a database. If you want to store your bot actions in a DB
When you run the bot in Dry-run mode, per default no transactions are
stored in a database. If you want to store your bot actions in a DB
using `--db-url`. This can also be used to specify a custom database
in production mode. Example command:
@@ -170,15 +170,15 @@ optional arguments:
### How to use --refresh-pairs-cached parameter?
The first time your run Backtesting, it will take the pairs you have
set in your config file and download data from Bittrex.
The first time your run Backtesting, it will take the pairs you have
set in your config file and download data from Bittrex.
If for any reason you want to update your data set, you use
`--refresh-pairs-cached` to force Backtesting to update the data it has.
If for any reason you want to update your data set, you use
`--refresh-pairs-cached` to force Backtesting to update the data it has.
**Use it only if you want to update your data set. You will not be able
to come back to the previous version.**
To test your strategy with latest data, we recommend continuing using
To test your strategy with latest data, we recommend continuing using
the parameter `-l` or `--live`.
## Hyperopt commands
@@ -211,6 +211,31 @@ optional arguments:
```
## Edge commands
To know your trade expectacny and winrate against historical data, you can use Edge.
```
usage: main.py edge [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE] [-r]
[--stoplosses STOPLOSS_RANGE]
optional arguments:
-h, --help show this help message and exit
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
specify ticker interval (1m, 5m, 30m, 1h, 1d)
--timerange TIMERANGE
specify what timerange of data to use.
-r, --refresh-pairs-cached
refresh the pairs files in tests/testdata with the
latest data from the exchange. Use it if you want to
run your edge with up-to-date data.
--stoplosses STOPLOSS_RANGE
defines a range of stoploss against which edge will
assess the strategythe format is "min,max,step"
(without any space).example:
--stoplosses=-0.01,-0.1,-0.001
```
## A parameter missing in the configuration?
All parameters for `main.py`, `backtesting`, `hyperopt` are referenced
@@ -218,5 +243,5 @@ in [misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc.
## Next step
The optimal strategy of the bot will change with time depending of the market trends. The next step is to
The optimal strategy of the bot will change with time depending of the market trends. The next step is to
[optimize your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md).

56
docs/edge.md
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@@ -3,12 +3,14 @@
This page explains how to use Edge Positioning module in your bot in order to enter into a trade only if the trade has a reasonable win rate and risk reward ratio, and consequently adjust your position size and stoploss.
**NOTICE:** Edge positioning is not compatible with dynamic whitelist. it overrides dynamic whitelist.
**NOTICE2:** Edge won't consider anything else than buy/sell/stoploss signals. So trailing stoploss, ROI, and everything else will be ignored in its calculation.
## Table of Contents
- [Introduction](#introduction)
- [How does it work?](#how-does-it-work?)
- [Configurations](#configurations)
- [Running Edge independently](#running-edge-independently)
## Introduction
Trading is all about probability. No one can claim that he has a strategy working all the time. You have to assume that sometimes you lose.<br/><br/>
@@ -149,3 +151,57 @@ Edge will filter out trades with long duration. If a trade is profitable after 1
#### remove_pumps
Edge will remove sudden pumps in a given market while going through historical data. However, given that pumps happen very often in crypto markets, we recommend you keep this off.<br/>
(default to false)
## Running Edge independently
You can run Edge independently in order to see in details the result. Here is an example:
```bash
python3 ./freqtrade/main.py edge
```
An example of its output:
| pair | stoploss | win rate | risk reward ratio | required risk reward | expectancy | total number of trades | average duration (min) |
|:----------|-----------:|-----------:|--------------------:|-----------------------:|-------------:|-------------------------:|-------------------------:|
| AGI/BTC | -0.02 | 0.64 | 5.86 | 0.56 | 3.41 | 14 | 54 |
| NXS/BTC | -0.03 | 0.64 | 2.99 | 0.57 | 1.54 | 11 | 26 |
| LEND/BTC | -0.02 | 0.82 | 2.05 | 0.22 | 1.50 | 11 | 36 |
| VIA/BTC | -0.01 | 0.55 | 3.01 | 0.83 | 1.19 | 11 | 48 |
| MTH/BTC | -0.09 | 0.56 | 2.82 | 0.80 | 1.12 | 18 | 52 |
| ARDR/BTC | -0.04 | 0.42 | 3.14 | 1.40 | 0.73 | 12 | 42 |
| BCPT/BTC | -0.01 | 0.71 | 1.34 | 0.40 | 0.67 | 14 | 30 |
| WINGS/BTC | -0.02 | 0.56 | 1.97 | 0.80 | 0.65 | 27 | 42 |
| VIBE/BTC | -0.02 | 0.83 | 0.91 | 0.20 | 0.59 | 12 | 35 |
| MCO/BTC | -0.02 | 0.79 | 0.97 | 0.27 | 0.55 | 14 | 31 |
| GNT/BTC | -0.02 | 0.50 | 2.06 | 1.00 | 0.53 | 18 | 24 |
| HOT/BTC | -0.01 | 0.17 | 7.72 | 4.81 | 0.50 | 209 | 7 |
| SNM/BTC | -0.03 | 0.71 | 1.06 | 0.42 | 0.45 | 17 | 38 |
| APPC/BTC | -0.02 | 0.44 | 2.28 | 1.27 | 0.44 | 25 | 43 |
| NEBL/BTC | -0.03 | 0.63 | 1.29 | 0.58 | 0.44 | 19 | 59 |
### Update cached pairs with the latest data
```bash
python3 ./freqtrade/main.py edge --refresh-pairs-cached
```
### Precising stoploss range
```bash
python3 ./freqtrade/main.py edge --stoplosses=-0.01,-0.1,-0.001 #min,max,step
```
### Advanced use of timerange
```bash
python3 ./freqtrade/main.py edge --timerange=20181110-20181113
```
Doing --timerange=-200 will get the last 200 timeframes from your inputdata. You can also specify specific dates, or a range span indexed by start and stop.
The full timerange specification:
* Use last 123 tickframes of data: --timerange=-123
* Use first 123 tickframes of data: --timerange=123-
* Use tickframes from line 123 through 456: --timerange=123-456
* Use tickframes till 2018/01/31: --timerange=-20180131
* Use tickframes since 2018/01/31: --timerange=20180131-
* Use tickframes since 2018/01/31 till 2018/03/01 : --timerange=20180131-20180301
* Use tickframes between POSIX timestamps 1527595200 1527618600: --timerange=1527595200-1527618600

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docs/index.md
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@@ -21,6 +21,7 @@ Pull-request. Do not hesitate to reach us on
- [Bot commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#bot-commands)
- [Backtesting commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#backtesting-commands)
- [Hyperopt commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands)
- [Edge commands](https://github.com/mishaker/freqtrade/blob/develop/docs/bot-usage.md#edge-commands)
- [Bot Optimization](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md)
- [Change your strategy](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md#change-your-strategy)
- [Add more Indicator](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md#add-more-indicator)