From f1b4e4b36caf33f72128d05f29ca927b6f4bd746 Mon Sep 17 00:00:00 2001 From: misagh Date: Sat, 22 Sep 2018 15:43:41 +0200 Subject: [PATCH] =?UTF-8?q?stop=20loss=20range=20=E2=80=9Cstart,=20end,=20?= =?UTF-8?q?step=E2=80=9D=20configurable=20for=20Edge?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- config.json.example | 3 +++ freqtrade/edge/__init__.py | 8 ++++++-- freqtrade/tests/conftest.py | 3 +++ 3 files changed, 12 insertions(+), 2 deletions(-) diff --git a/config.json.example b/config.json.example index f90b4f470..83e9e0d38 100644 --- a/config.json.example +++ b/config.json.example @@ -55,6 +55,9 @@ "process_throttle_secs": 1800, "total_capital_in_stake_currency": 0.5, "allowed_risk": 0.01, + "stoploss_range_min": -0.01, + "stoploss_range_max": -0.1, + "stoploss_range_step": -0.001, "maximum_winrate": 0.80, "min_trade_number": 15, "max_trade_duration_minute": 1440, diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py index 46cdaaf32..f18e84f3f 100644 --- a/freqtrade/edge/__init__.py +++ b/freqtrade/edge/__init__.py @@ -148,7 +148,11 @@ class Edge(): max_open_trades = 0 realistic = False - stoploss_range = np.arange(-0.11, -0.00, 0.01) + stoploss_range_min = float(self.edge_config.get('stoploss_range_min', -0.01)) + stoploss_range_max = float(self.edge_config.get('stoploss_range_max', -0.05)) + stoploss_range_step = float(self.edge_config.get('stoploss_range_step', -0.001)) + + stoploss_range = np.arange(stoploss_range_min, stoploss_range_max, stoploss_range_step) trades = [] trade_count_lock: Dict = {} @@ -165,7 +169,7 @@ class Edge(): # call backslap - results are a list of dicts for stoploss in stoploss_range: - bslap_results += self.backslap_pair(ticker_data, pair, round(stoploss, 3)) + bslap_results += self.backslap_pair(ticker_data, pair, round(stoploss, 6)) # Switch List of Trade Dicts (bslap_results) to Dataframe # Fill missing, calculable columns, profit, duration , abs etc. diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index 8a3f71f51..bece82436 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -132,6 +132,9 @@ def default_conf(): "process_throttle_secs": 1800, "total_capital_in_stake_currency": 0.5, "allowed_risk": 0.01, + "stoploss_range_min": -0.01, + "stoploss_range_max": -0.1, + "stoploss_range_step": -0.001, "maximum_winrate": 0.80, "min_trade_number": 15, "max_trade_duration_minute": 1440,