stable/docs/freqai-spice-rack.md
2022-10-08 13:31:52 +02:00

2.8 KiB

Using the spice_rack

!!! Note: spice_rack indicators should not be used exclusively for entries and exits, the following example is just a demonstration of syntax. spice_rack indicators should always be used to support existing strategies).

The spice_rack is aimed at users who do not wish to deal with setting up FreqAI confgs, but instead prefer to interact with FreqAI similar to a talib indicator. In this case, the user can instead simply add two keys to their config:

    "freqai_spice_rack": true, 
    "freqai_identifier": "spicey-id",

Which tells FreqAI to set up a pre-set FreqAI instance automatically under the hood with preset parameters. Now the user can access a suite of custom FreqAI supercharged indicators inside their strategy:

        dataframe['dissimilarity_index'] = self.freqai.spice_rack(
            'DI_values', dataframe, metadata, self)
        dataframe['extrema'] = self.freqai.spice_rack(
            '&s-extrema', dataframe, metadata, self)
        self.freqai.close_spice_rack()  # user must close the spicerack

Users can then use these columns, concert with all their own additional indicators added to populate_indicators in their entry/exit criteria and strategy callback methods the same way as any typical indicator. For example:

    def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:

        df.loc[
            (
                (df['dissimilarity_index'] < 1) &
                (df['extrema'] < -0.1)
            ),
            'enter_long'] = 1

        df.loc[
            (
                (df['dissimilarity_index'] < 1) &
                (df['extrema'] > 0.1)
            ),
            'enter_short'] = 1

        return df

    def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:

        df.loc[
            (
                (df['dissimilarity_index'] < 1) &
                (df['extrema'] > 0.1) 
            ),

            'exit_long'] = 1

        df.loc[
            (

                (df['dissimilarity_index'] < 1) &
                (df['extrema'] < -0.1)
            ),
            'exit_short'] = 1

        return df

Available indicators

Parameter Description
DI_values Required.
The dissimilarity index of the current candle to the recent candles. More information available here
Datatype: Floats.
extrema Required.
A continuous prediction from FreqAI which aims to help predict if the current candle is a maxima or a minma. FreqAI aims for 1 to be a maxima and -1 to be a minima - but the values should typically hover between -0.2 and 0.2.
Datatype: Floats.