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Merge branch 'C9H13NO3-dev-patch-1' into development
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Pulling s0undt3ch's commit for testing - Making Hyperopt results copy-pastable
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@Rikj000
Rikj000 committed Mar 30, 2021
2 parents 4a6aff9 + e0a4bfc commit 1ebc843
Showing 1 changed file with 134 additions and 70 deletions.
204 changes: 134 additions & 70 deletions user_data/strategies/MoniGoManiHyperOpted.py
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Expand Up @@ -55,6 +55,77 @@ class MoniGoManiHyperOpted(IStrategy):

# If enabled all Weighted Signal results will be added to the dataframe for easy debugging
debuggable_weighted_signal_dataframe = False

# Copy&Pastable Hyperopt buy/sell results
# Buy hyperspace params:
buy_params = {
'_downwards_trend_total_buy_signal_needed': 90,
'_sideways_trend_total_buy_signal_needed': 53,
'_trade_buys_when_sideways': False,
'_upwards_trend_total_buy_signal_needed': 24,
'downwards_trend_adx_strong_up_buy_weight': 93,
'downwards_trend_bollinger_bands_buy_weight': 36,
'downwards_trend_ema_long_golden_cross_buy_weight': 93,
'downwards_trend_ema_short_golden_cross_buy_weight': 63,
'downwards_trend_macd_buy_weight': 7,
'downwards_trend_rsi_buy_weight': 72,
'downwards_trend_sma_long_golden_cross_buy_weight': 4,
'downwards_trend_sma_short_golden_cross_buy_weight': 60,
'downwards_trend_vwap_cross_buy_weight': 0,
'sideways_trend_adx_strong_up_buy_weight': 51,
'sideways_trend_bollinger_bands_buy_weight': 96,
'sideways_trend_ema_long_golden_cross_buy_weight': 36,
'sideways_trend_ema_short_golden_cross_buy_weight': 63,
'sideways_trend_macd_buy_weight': 54,
'sideways_trend_rsi_buy_weight': 10,
'sideways_trend_sma_long_golden_cross_buy_weight': 95,
'sideways_trend_sma_short_golden_cross_buy_weight': 97,
'sideways_trend_vwap_cross_buy_weight': 29,
'upwards_trend_adx_strong_up_buy_weight': 85,
'upwards_trend_bollinger_bands_buy_weight': 60,
'upwards_trend_ema_long_golden_cross_buy_weight': 73,
'upwards_trend_ema_short_golden_cross_buy_weight': 72,
'upwards_trend_macd_buy_weight': 41,
'upwards_trend_rsi_buy_weight': 99,
'upwards_trend_sma_long_golden_cross_buy_weight': 4,
'upwards_trend_sma_short_golden_cross_buy_weight': 91,
'upwards_trend_vwap_cross_buy_weight': 89
}

# Sell hyperspace params:
sell_params = {
'_downwards_trend_total_sell_signal_needed': 23,
'_sideways_trend_total_sell_signal_needed': 93,
'_trade_sells_when_sideways': True,
'_upwards_trend_total_sell_signal_needed': 47,
'downwards_trend_adx_strong_down_sell_weight': 58,
'downwards_trend_bollinger_bands_sell_weight': 18,
'downwards_trend_ema_long_death_cross_sell_weight': 0,
'downwards_trend_ema_short_death_cross_sell_weight': 29,
'downwards_trend_macd_sell_weight': 19,
'downwards_trend_rsi_sell_weight': 40,
'downwards_trend_sma_long_death_cross_sell_weight': 97,
'downwards_trend_sma_short_death_cross_sell_weight': 5,
'downwards_trend_vwap_cross_sell_weight': 100,
'sideways_trend_adx_strong_down_sell_weight': 38,
'sideways_trend_bollinger_bands_sell_weight': 36,
'sideways_trend_ema_long_death_cross_sell_weight': 63,
'sideways_trend_ema_short_death_cross_sell_weight': 46,
'sideways_trend_macd_sell_weight': 36,
'sideways_trend_rsi_sell_weight': 49,
'sideways_trend_sma_long_death_cross_sell_weight': 51,
'sideways_trend_sma_short_death_cross_sell_weight': 87,
'sideways_trend_vwap_cross_sell_weight': 58,
'upwards_trend_adx_strong_down_sell_weight': 32,
'upwards_trend_bollinger_bands_sell_weight': 45,
'upwards_trend_ema_long_death_cross_sell_weight': 12,
'upwards_trend_ema_short_death_cross_sell_weight': 56,
'upwards_trend_macd_sell_weight': 50,
'upwards_trend_rsi_sell_weight': 28,
'upwards_trend_sma_long_death_cross_sell_weight': 84,
'upwards_trend_sma_short_death_cross_sell_weight': 61,
'upwards_trend_vwap_cross_sell_weight': 16
}

# Trend Detecting Buy/Sell Signal Weight Influence Tables
# -------------------------------------------------------
Expand All @@ -65,98 +136,91 @@ class MoniGoManiHyperOpted(IStrategy):

trend = {
'downwards': {
# React to Buy/Sell Signals when Downwards trends are detected (False = Disable trading in downwards trends)
'trade_buys_when_downwards': True,
'trade_sells_when_downwards': False,
# Total Buy/Sell Signal Percentage needed for a signal to be positive
'total_buy_signal_needed': 5,
'total_sell_signal_needed': 93,
'total_buy_signal_needed': buy_params["_downwards_trend_total_buy_signal_needed"],
'total_sell_signal_needed': sell_params["_downwards_trend_total_sell_signal_needed"],

# Buy Signal Weight Influence Table
'adx_strong_up_buy_weight': 86, # triggers moderately
'bollinger_bands_buy_weight': 97, # triggers moderately
'ema_long_golden_cross_buy_weight': 35, # triggers very infrequently
'ema_short_golden_cross_buy_weight': 21, # triggers infrequently
'macd_buy_weight': 34, # triggers frequently
'rsi_buy_weight': 72, # triggers infrequently
'sma_long_golden_cross_buy_weight': 7, # triggers very infrequently
'sma_short_golden_cross_buy_weight': 100, # triggers infrequently
'vwap_cross_buy_weight': 83, # triggers infrequently
'adx_strong_up_buy_weight': buy_params["downwards_trend_adx_strong_up_buy_weight"], # triggers moderately
'bollinger_bands_buy_weight': buy_params["downwards_trend_bollinger_bands_buy_weight"], # triggers moderately
'ema_long_golden_cross_buy_weight': buy_params["downwards_trend_ema_long_golden_cross_buy_weight"], # triggers very infrequently
'ema_short_golden_cross_buy_weight': buy_params["downwards_trend_ema_short_golden_cross_buy_weight"], # triggers infrequently
'macd_buy_weight': buy_params["downwards_trend_macd_buy_weight"], # triggers frequently
'rsi_buy_weight': buy_params["downwards_trend_rsi_buy_weight"], # triggers infrequently
'sma_long_golden_cross_buy_weight': buy_params["downwards_trend_sma_long_golden_cross_buy_weight"], # triggers very infrequently
'sma_short_golden_cross_buy_weight': buy_params["downwards_trend_sma_short_golden_cross_buy_weight"], # triggers infrequently
'vwap_cross_buy_weight': buy_params["downwards_trend_vwap_cross_buy_weight"], # triggers infrequently

# Sell Signal Weight Influence Table
'adx_strong_down_sell_weight': 60, # triggers moderately
'bollinger_bands_sell_weight': 5, # triggers moderately
'ema_long_death_cross_sell_weight': 59, # triggers very infrequently
'ema_short_death_cross_sell_weight': 54, # triggers very infrequently
'macd_sell_weight': 35, # triggers frequently
'rsi_sell_weight': 11, # triggers infrequently
'sma_long_death_cross_sell_weight': 69, # triggers very infrequently
'sma_short_death_cross_sell_weight': 93, # triggers very infrequently
'vwap_cross_sell_weight': 77 # triggers infrequently
'adx_strong_down_sell_weight': sell_params["downwards_trend_adx_strong_down_sell_weight"], # triggers moderately
'bollinger_bands_sell_weight': sell_params["downwards_trend_bollinger_bands_sell_weight"], # triggers moderately
'ema_long_death_cross_sell_weight': sell_params["downwards_trend_ema_long_death_cross_sell_weight"], # triggers very infrequently
'ema_short_death_cross_sell_weight': sell_params["downwards_trend_ema_short_death_cross_sell_weight"], # triggers very infrequently
'macd_sell_weight': sell_params["downwards_trend_macd_sell_weight"], # triggers frequently
'rsi_sell_weight': sell_params["downwards_trend_rsi_sell_weight"], # triggers infrequently
'sma_long_death_cross_sell_weight': sell_params["downwards_trend_sma_long_death_cross_sell_weight"], # triggers very infrequently
'sma_short_death_cross_sell_weight': sell_params["downwards_trend_sma_short_death_cross_sell_weight"], # triggers very infrequently
'vwap_cross_sell_weight': sell_params["downwards_trend_vwap_cross_sell_weight"] # triggers infrequently
},

'sideways': {
# React to Buy/Sell Signals when Sideways trends are detected (Risky, but doing nothing isn't good either)
'trade_buys_when_sideways': True,
'trade_sells_when_sideways': True,

# Total Buy/Sell Signal Percentage needed for a signal to be positive
'total_buy_signal_needed': 21,
'total_sell_signal_needed': 70,
'total_buy_signal_needed': buy_params["_sideways_trend_total_buy_signal_needed"],
'total_sell_signal_needed': sell_params["_sideways_trend_total_sell_signal_needed"],

'trade_buys_when_sideways': buy_params["_trade_buys_when_sideways"],
'trade_sells_when_sideways': sell_params["_trade_sells_when_sideways"],

# Buy Signal Weight Influence Table
'adx_strong_up_buy_weight': 84, # triggers moderately
'bollinger_bands_buy_weight': 27, # triggers moderately
'ema_long_golden_cross_buy_weight': 49, # triggers very infrequently
'ema_short_golden_cross_buy_weight': 82, # triggers infrequently
'macd_buy_weight': 0, # triggers frequently
'rsi_buy_weight': 49, # triggers infrequently
'sma_long_golden_cross_buy_weight': 12, # triggers very infrequently
'sma_short_golden_cross_buy_weight': 21, # triggers infrequently
'vwap_cross_buy_weight': 97, # triggers infrequently
'adx_strong_up_buy_weight': buy_params["sideways_trend_adx_strong_up_buy_weight"], # triggers moderately
'bollinger_bands_buy_weight': buy_params["sideways_trend_bollinger_bands_buy_weight"], # triggers moderately
'ema_long_golden_cross_buy_weight': buy_params["sideways_trend_ema_long_golden_cross_buy_weight"], # triggers very infrequently
'ema_short_golden_cross_buy_weight': buy_params["sideways_trend_ema_short_golden_cross_buy_weight"], # triggers infrequently
'macd_buy_weight': buy_params["sideways_trend_macd_buy_weight"], # triggers frequently
'rsi_buy_weight': buy_params["sideways_trend_rsi_buy_weight"], # triggers infrequently
'sma_long_golden_cross_buy_weight': buy_params["sideways_trend_sma_long_golden_cross_buy_weight"], # triggers very infrequently
'sma_short_golden_cross_buy_weight': buy_params["sideways_trend_sma_short_golden_cross_buy_weight"], # triggers infrequently
'vwap_cross_buy_weight': buy_params["sideways_trend_vwap_cross_buy_weight"], # triggers infrequently

# Sell Signal Weight Influence Table
'adx_strong_down_sell_weight': 26, # triggers moderately
'bollinger_bands_sell_weight': 86, # triggers moderately
'ema_long_death_cross_sell_weight': 0, # triggers very infrequently
'ema_short_death_cross_sell_weight': 49, # triggers very infrequently
'macd_sell_weight': 84, # triggers frequently
'rsi_sell_weight': 3, # triggers infrequently
'sma_long_death_cross_sell_weight': 43, # triggers very infrequently
'sma_short_death_cross_sell_weight': 10, # triggers very infrequently
'vwap_cross_sell_weight': 69 # triggers infrequently
'adx_strong_down_sell_weight': sell_params["sideways_trend_adx_strong_down_sell_weight"], # triggers moderately
'bollinger_bands_sell_weight': sell_params["sideways_trend_bollinger_bands_sell_weight"], # triggers moderately
'ema_long_death_cross_sell_weight': sell_params["sideways_trend_ema_long_death_cross_sell_weight"], # triggers very infrequently
'ema_short_death_cross_sell_weight': sell_params["sideways_trend_ema_short_death_cross_sell_weight"], # triggers very infrequently
'macd_sell_weight': sell_params["sideways_trend_macd_sell_weight"], # triggers frequently
'rsi_sell_weight': sell_params["sideways_trend_rsi_sell_weight"], # triggers infrequently
'sma_long_death_cross_sell_weight': sell_params["sideways_trend_sma_long_death_cross_sell_weight"], # triggers very infrequently
'sma_short_death_cross_sell_weight': sell_params["sideways_trend_sma_short_death_cross_sell_weight"], # triggers very infrequently
'vwap_cross_sell_weight': sell_params["sideways_trend_vwap_cross_sell_weight"] # triggers infrequently
},

# These Signal Weight Influence Tables will be allocated to signals when an upward trend is detected
'upwards': {
# React to Buy/Sell Signals when Upwards trends are detected (False = Disable trading in upwards trends)
'trade_buys_when_upwards': True,
'trade_sells_when_upwards': False,
# Total Buy/Sell Signal Percentage needed for a signal to be positive
'total_buy_signal_needed': 60,
'total_sell_signal_needed': 25,
'total_buy_signal_needed': buy_params["_upwards_trend_total_buy_signal_needed"],
'total_sell_signal_needed': sell_params["_upwards_trend_total_sell_signal_needed"],

# Buy Signal Weight Influence Table
'adx_strong_up_buy_weight': 52, # triggers moderately
'bollinger_bands_buy_weight': 15, # triggers moderately
'ema_long_golden_cross_buy_weight': 11, # triggers very infrequently
'ema_short_golden_cross_buy_weight': 23, # triggers infrequently
'macd_buy_weight': 93, # triggers frequently
'rsi_buy_weight': 21, # triggers infrequently
'sma_long_golden_cross_buy_weight': 27, # triggers very infrequently
'sma_short_golden_cross_buy_weight': 95, # triggers infrequently
'vwap_cross_buy_weight': 50, # triggers infrequently
'adx_strong_up_buy_weight': buy_params["upwards_trend_adx_strong_up_buy_weight"], # triggers moderately
'bollinger_bands_buy_weight': buy_params["upwards_trend_bollinger_bands_buy_weight"], # triggers moderately
'ema_long_golden_cross_buy_weight': buy_params["upwards_trend_ema_long_golden_cross_buy_weight"], # triggers very infrequently
'ema_short_golden_cross_buy_weight': buy_params["upwards_trend_ema_short_golden_cross_buy_weight"], # triggers infrequently
'macd_buy_weight': buy_params["upwards_trend_macd_buy_weight"], # triggers frequently
'rsi_buy_weight': buy_params["upwards_trend_rsi_buy_weight"], # triggers infrequently
'sma_long_golden_cross_buy_weight': buy_params["upwards_trend_sma_long_golden_cross_buy_weight"], # triggers very infrequently
'sma_short_golden_cross_buy_weight': buy_params["upwards_trend_sma_short_golden_cross_buy_weight"], # triggers infrequently
'vwap_cross_buy_weight': buy_params["upwards_trend_vwap_cross_buy_weight"], # triggers infrequently

# Sell Signal Weight Influence Table
'adx_strong_down_sell_weight': 69, # triggers moderately
'bollinger_bands_sell_weight': 8, # triggers moderately
'ema_long_death_cross_sell_weight': 28, # triggers very infrequently
'ema_short_death_cross_sell_weight': 68, # triggers very infrequently
'macd_sell_weight': 3, # triggers frequently
'rsi_sell_weight': 89, # triggers infrequently
'sma_long_death_cross_sell_weight': 33, # triggers very infrequently
'sma_short_death_cross_sell_weight': 87, # triggers very infrequently
'vwap_cross_sell_weight': 51 # triggers infrequently
'adx_strong_down_sell_weight': sell_params["upwards_trend_adx_strong_down_sell_weight"], # triggers moderately
'bollinger_bands_sell_weight': sell_params["upwards_trend_bollinger_bands_sell_weight"], # triggers moderately
'ema_long_death_cross_sell_weight': sell_params["upwards_trend_ema_long_death_cross_sell_weight"], # triggers very infrequently
'ema_short_death_cross_sell_weight': sell_params["upwards_trend_ema_short_death_cross_sell_weight"], # triggers very infrequently
'macd_sell_weight': sell_params["upwards_trend_macd_sell_weight"], # triggers frequently
'rsi_sell_weight': sell_params["upwards_trend_rsi_sell_weight"], # triggers infrequently
'sma_long_death_cross_sell_weight': sell_params["upwards_trend_sma_long_death_cross_sell_weight"], # triggers very infrequently
'sma_short_death_cross_sell_weight': sell_params["upwards_trend_sma_short_death_cross_sell_weight"], # triggers very infrequently
'vwap_cross_sell_weight': sell_params["upwards_trend_vwap_cross_sell_weight"] # triggers infrequently
}
}

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