Commit Graph

947 Commits

Author SHA1 Message Date
Yazeed Al Oyoun
5b00eaa42d
Updated Strategy Summary table to match other backtesting tables (#2864) 2020-02-06 06:58:58 +01:00
Yazeed Al Oyoun
9639ffb140
added daily sharpe ratio hyperopt loss method, ty @djacky (#2826)
* more consistent backtesting tables and labels

* added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* Align quotes in same area

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* fixed some more line alignments

* updated docs to include SharpeHyperOptLossDaily

* Update dockerfile to 3.8.1

* Run tests against 3.8

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* updated docs to include SharpeHyperOptLossDaily

* docs fixes

* missed one fix

* fixed standard deviation line

* fixed to bracket notation

* fixed to bracket notation

* fixed syntax error

* better readability, kept np.sqrt(365) which results in  annualized sharpe ratio

* fixed method arguments indentation

* updated commented out debug print line

* renamed after slippage profit_percent so it wont affect _calculate_results_metrics()

* Reworked to fill leading and trailing days

* No need for np; make flake happy

* Fix risk free rate

Co-authored-by: Matthias <xmatthias@outlook.com>
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-02-06 06:49:08 +01:00
hroff-1902
d2cac1d8fd
Merge branch 'develop' into spreadfilter 2020-02-04 16:54:46 +03:00
untoreh
aa54fd2251 - added spread filter
- minimum value to volume pairlist
2020-02-04 14:49:59 +01:00
hroff-1902
6594679e52
Merge pull request #2779 from freqtrade/stoploss_market
Stoploss on exchange for Kraken
2020-02-02 14:48:45 +03:00
Matthias
d64751687b Fix link and lowercase variable 2020-02-02 10:47:44 +01:00
hroff-1902
4c0e586354 Advise to use https method for git clone i.o ssh 2020-01-27 22:39:04 +03:00
Matthias
7a22aaa111 UPdate documentation to reflect that stoploss-on-exchange is also
available for kraken
2020-01-19 14:40:09 +01:00
hroff-1902
854bb0056b
Merge pull request #2583 from gaugau3000/doc_feature_section
Doc feature section
2020-01-15 22:55:39 +03:00
Matthias
6feb68b18d Change feature sorting to tell more of a story 2020-01-15 19:51:33 +01:00
Matthias
d12a2a5888
Merge pull request #2752 from freqtrade/plotting/indicator_strategy
Allow enhanced plot-dataframe configuration
2020-01-13 19:53:15 +01:00
hroff-1902
af36635769 Minor changes in the docs 2020-01-13 06:41:16 +03:00
hroff-1902
495728f502 Refine docs 2020-01-13 06:41:16 +03:00
hroff-1902
d3de398395 Docs adjusted 2020-01-10 23:43:09 +03:00
hroff-1902
83b88e7916
Remove Required marks for new settings 2020-01-10 23:14:17 +03:00
hroff-1902
3faa2d0eb9
Refine description for last_stake_amount_min_ratio 2020-01-10 22:59:02 +03:00
Matthias
fab19ae3a7 Implement last_stake_amount_min_ratio 2020-01-10 06:36:28 +01:00
Matthias
e94dfdeff2 UPdate documentation to remove inexisting setting 2020-01-09 20:13:14 +01:00
Matthias
b748ed3435 UPdate documentaiton wording 2020-01-09 19:59:13 +01:00
Matthias
7461b5dc02 Mention custom strategy in features 2020-01-09 06:37:18 +01:00
Matthias
135487b2c9 SPlit control and Analyse feature into 2 seperate points 2020-01-09 06:35:05 +01:00
hroff-1902
cee8f3349e
rearrange features -- move Run to the top 2020-01-09 04:16:57 +03:00
hroff-1902
9559cb988e
reworked 2020-01-09 04:12:43 +03:00
Matthias
db34cb1b75 Do some adjustments to the wording of the index.md section 2020-01-08 19:41:34 +01:00
Matthias
c9b0b4c7a4 Add plot_config to optional plot 2020-01-08 19:35:00 +01:00
Matthias
c3fd894a6c Regenerate plots with new settings 2020-01-07 07:16:31 +01:00
Matthias
3883d18b8a Add bollinger note 2020-01-06 12:59:17 +01:00
Matthias
2b3f2e5fa8 Add first version of documentation 2020-01-06 12:55:12 +01:00
Matthias
b37f34ff5b Implement amend_last_stake_amount 2020-01-05 13:25:11 +01:00
Matthias
a75420f75f Merge branch 'develop' into relative_stake 2020-01-05 12:55:55 +01:00
hroff-1902
24aa596e3c
Minor: Refine fee example in the docs
Taken from https://github.com/freqtrade/freqtrade/issues/2738#issuecomment-570687230. slightly reworded.
2020-01-04 01:08:37 +03:00
Matthias
e1f89e3ad3 Reword Note in backtesting fee docs 2020-01-03 20:11:58 +01:00
Matthias
7e7c82cf4a Small adjustments to relative_stake PR 2020-01-03 11:34:17 +01:00
Matthias
55041878ae Update Backtesting fee documentation 2020-01-03 11:20:08 +01:00
Matthias
0dd274917f Update documentation regarding configuration of stake_amount 2020-01-03 11:16:59 +01:00
Matthias
f3beaa3374 Deprecate capital_available_percentage 2020-01-03 10:58:31 +01:00
Matthias
4ac1ac7ef5 Warn about tradable balance being applied to the current amount of the
balance
2020-01-03 09:56:06 +01:00
Matthias
11059e532b Fix missed default minimum in documentation 2020-01-03 06:39:47 +01:00
Matthias
da1fea6582 Minor correction to wording of MacOS Specific install doc 2020-01-03 06:37:43 +01:00
Matthias
b48bf035f6 Add note about MacOS installation 2020-01-02 14:54:07 +01:00
Matthias
6e615998c0 Fix documentation typo 2020-01-02 13:52:35 +01:00
Matthias
1b8943ac54 Add documentation for tradable_balance_ratio 2020-01-02 10:59:41 +01:00
Matthias
304d15e236 Small corrections 2019-12-29 19:35:42 +01:00
Matthias
d1c45cf3f8 Update analysis documentation to include kernel installation 2019-12-29 13:07:51 +01:00
hroff-1902
004993583b
Merge pull request #2712 from freqtrade/strategylist
add list-strategies subcommand
2019-12-28 12:32:06 +03:00
Matthias
fc98cf0037 Address PR feedback - change output to show Filename only 2019-12-28 06:25:45 +01:00
hroff-1902
9987e64e8c
Merge pull request #2711 from freqtrade/doc/formatting
Align Edge documentation to configuration page
2019-12-26 00:36:40 +03:00
Matthias
98647b490c Remove wrong "once per hour" listings 2019-12-25 19:27:08 +01:00
Matthias
63f41cf1c6 Update documentation with new result 2019-12-25 09:44:23 +01:00
Matthias
402c761a23 Change loglevel of Path output to debug 2019-12-24 15:44:04 +01:00