diff --git a/Some Test Results/v0.7.2/MoniGoManiHyperOpted_v0.7.2_SignalImportanceCalculatorResults_02-04-2021_2_nr89.log b/Some Test Results/v0.7.2/MoniGoManiHyperOpted_v0.7.2_SignalImportanceCalculatorResults_02-04-2021_2_nr89.log new file mode 100644 index 000000000..fc9fc3703 --- /dev/null +++ b/Some Test Results/v0.7.2/MoniGoManiHyperOpted_v0.7.2_SignalImportanceCalculatorResults_02-04-2021_2_nr89.log @@ -0,0 +1,35 @@ +Total Overall Signal Importance: +-------------------------------- +adx_strong_up_down: 95.33% +bollinger_bands: 103.83% +ema_long_golden_death_cross: 116.17% +ema_short_golden_death_cross: 116.67% +macd: 145.67% +rsi: 90.5% +sma_long_golden_death_cross: 94.83% +sma_short_golden_death_cross: 132.33% +vwap_cross: 119.83% + +Total Overall Buy Signal Importance: +------------------------------------ +adx_strong_up: 152% +bollinger_bands: 147% +ema_long_golden_cross: 198% +ema_short_golden_cross: 160% +macd: 235% +rsi: 135% +sma_long_golden_cross: 139% +sma_short_golden_cross: 214% +vwap_cross: 194% + +Total Overall Sell Signal Importance: +------------------------------------- +adx_strong_down: 38.67% +bollinger_bands: 60.67% +ema_long_death_cross: 34.33% +ema_short_death_cross: 73.33% +macd: 56.33% +rsi: 46.0% +sma_long_death_cross: 50.67% +sma_short_death_cross: 50.67% +vwap_cross: 45.67% \ No newline at end of file diff --git a/Some Test Results/v0.7.2/MoniGoMani_v0.7.2_BackTestResults_02-04-2021_2_nr89.log b/Some Test Results/v0.7.2/MoniGoMani_v0.7.2_BackTestResults_02-04-2021_2_nr89.log new file mode 100644 index 000000000..081b1d191 --- /dev/null +++ b/Some Test Results/v0.7.2/MoniGoMani_v0.7.2_BackTestResults_02-04-2021_2_nr89.log @@ -0,0 +1,83 @@ +INFO - Loading data from 2020-12-15 08:00:00 up to 2021-03-16 00:00:00 (90 days).. +INFO - Running backtesting for Strategy MoniGoManiHyperOpted +INFO - Backtesting with data from 2021-01-01 00:00:00 up to 2021-03-16 00:00:00 (74 days).. +Result for strategy MoniGoManiHyperOpted +============================================================ BACKTESTING REPORT =========================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses | +|----------+--------+----------------+----------------+------------------+----------------+-----------------+--------+---------+----------| +| ALGO/BTC | 87 | 1.43 | 124.28 | 0.00124403 | 10.95 | 14:23:00 | 64 | 9 | 14 | +| ATOM/BTC | 69 | 1.72 | 118.79 | 0.00118913 | 10.47 | 20:30:00 | 52 | 7 | 10 | +| BAT/BTC | 80 | 1.30 | 104.00 | 0.00104103 | 9.16 | 16:45:00 | 61 | 6 | 13 | +| BCH/BTC | 42 | 0.32 | 13.24 | 0.00013256 | 1.17 | 1 day, 10:56:00 | 25 | 7 | 10 | +| BRD/BTC | 99 | 5.28 | 523.21 | 0.00523742 | 46.10 | 14:36:00 | 82 | 8 | 9 | +| EOS/BTC | 52 | -0.33 | -17.12 | -0.00017134 | -1.51 | 1 day, 3:39:00 | 27 | 12 | 13 | +| ETH/BTC | 42 | 0.20 | 8.29 | 0.00008294 | 0.73 | 1 day, 9:10:00 | 24 | 9 | 9 | +| IOTA/BTC | 74 | 1.81 | 134.21 | 0.00134351 | 11.83 | 17:34:00 | 54 | 8 | 12 | +| LINK/BTC | 65 | 0.64 | 41.68 | 0.00041725 | 3.67 | 20:15:00 | 48 | 5 | 12 | +| LTC/BTC | 42 | -0.26 | -10.87 | -0.00010884 | -0.96 | 1 day, 7:27:00 | 27 | 3 | 12 | +| NEO/BTC | 75 | 1.13 | 84.81 | 0.00084891 | 7.47 | 16:23:00 | 47 | 14 | 14 | +| NXS/BTC | 118 | 7.00 | 825.97 | 0.00826801 | 72.78 | 12:17:00 | 98 | 14 | 6 | +| XMR/BTC | 67 | 0.55 | 37.07 | 0.00037106 | 3.27 | 18:47:00 | 40 | 15 | 12 | +| XRP/BTC | 57 | 2.45 | 139.47 | 0.00139614 | 12.29 | 1 day, 1:35:00 | 43 | 8 | 6 | +| XTZ/BTC | 58 | -0.02 | -1.33 | -0.00001328 | -0.12 | 1 day, 1:54:00 | 36 | 10 | 12 | +| TOTAL | 1027 | 2.07 | 2125.71 | 0.02127853 | 187.31 | 20:03:00 | 728 | 135 | 164 | +======================================================== SELL REASON STATS ========================================================= +| Sell Reason | Sells | Wins | Draws | Losses | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | +|--------------------+---------+--------+---------+----------+----------------+----------------+------------------+----------------| +| trailing_stop_loss | 710 | 692 | 0 | 18 | 4.5 | 3194.68 | 0.0319788 | 212.98 | +| roi | 167 | 32 | 135 | 0 | 0.58 | 96.94 | 0.00097035 | 6.46 | +| sell_signal | 136 | 2 | 0 | 134 | -7.56 | -1027.6 | -0.0102862 | -68.51 | +| force_sell | 12 | 2 | 0 | 10 | -6.85 | -82.25 | -0.00082329 | -5.48 | +| stop_loss | 2 | 0 | 0 | 2 | -28.03 | -56.06 | -0.00056114 | -3.74 | +========================================================= LEFT OPEN TRADES REPORT ========================================================== +| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses | +|----------+--------+----------------+----------------+------------------+----------------+------------------+--------+---------+----------| +| ALGO/BTC | 1 | -8.31 | -8.31 | -0.00008322 | -0.73 | 12:00:00 | 0 | 0 | 1 | +| ATOM/BTC | 1 | -0.78 | -0.78 | -0.00000785 | -0.07 | 1:00:00 | 0 | 0 | 1 | +| BRD/BTC | 1 | 1.06 | 1.06 | 0.00001065 | 0.09 | 2:00:00 | 1 | 0 | 0 | +| EOS/BTC | 1 | -0.20 | -0.20 | -0.00000200 | -0.02 | 6:00:00 | 0 | 0 | 1 | +| ETH/BTC | 1 | -1.21 | -1.21 | -0.00001209 | -0.11 | 5 days, 6:00:00 | 0 | 0 | 1 | +| IOTA/BTC | 1 | -13.57 | -13.57 | -0.00013582 | -1.20 | 4 days, 6:00:00 | 0 | 0 | 1 | +| LINK/BTC | 1 | -18.30 | -18.30 | -0.00018323 | -1.61 | 6 days, 23:00:00 | 0 | 0 | 1 | +| LTC/BTC | 1 | -5.91 | -5.91 | -0.00005920 | -0.52 | 3 days, 3:00:00 | 0 | 0 | 1 | +| NEO/BTC | 1 | -1.62 | -1.62 | -0.00001617 | -0.14 | 3 days, 8:00:00 | 0 | 0 | 1 | +| NXS/BTC | 1 | -13.96 | -13.96 | -0.00013972 | -1.23 | 5 days, 7:00:00 | 0 | 0 | 1 | +| XRP/BTC | 1 | 1.22 | 1.22 | 0.00001222 | 0.11 | 10:00:00 | 1 | 0 | 0 | +| XTZ/BTC | 1 | -20.67 | -20.67 | -0.00020686 | -1.82 | 7 days, 10:00:00 | 0 | 0 | 1 | +| TOTAL | 12 | -6.85 | -82.25 | -0.00082329 | -7.25 | 3 days, 1:50:00 | 2 | 0 | 10 | +=============== SUMMARY METRICS =============== +| Metric | Value | +|-----------------------+---------------------| +| Backtesting from | 2021-01-01 00:00:00 | +| Backtesting to | 2021-03-16 00:00:00 | +| Max open trades | 15 | +| | | +| Total trades | 1027 | +| Starting balance | 0.01136000 BTC | +| Final balance | 0.03263853 BTC | +| Absolute profit | 0.02127853 BTC | +| Total profit % | 187.31% | +| Trades per day | 13.88 | +| Avg. stake amount | 0.00100000 BTC | +| Total trade volume | 1.02700000 BTC | +| | | +| Best Pair | NXS/BTC 825.97% | +| Worst Pair | EOS/BTC -17.12% | +| Best trade | NXS/BTC 229.75% | +| Worst trade | EOS/BTC -28.03% | +| Best day | 0.00339653 BTC | +| Worst day | -0.00076056 BTC | +| Days win/draw/lose | 51 / 1 / 23 | +| Avg. Duration Winners | 9:06:00 | +| Avg. Duration Loser | 2 days, 12:40:00 | +| | | +| Min balance | 0.01139350 BTC | +| Max balance | 0.03461694 BTC | +| Drawdown | 197.65% | +| Drawdown | 0.00197841 BTC | +| Drawdown high | 0.02325694 BTC | +| Drawdown low | 0.02127853 BTC | +| Drawdown Start | 2021-02-22 01:00:00 | +| Drawdown End | 2021-03-16 00:00:00 | +| Market change | -4.77% | +=============================================== \ No newline at end of file diff --git a/Some Test Results/v0.7.2/MoniGoMani_v0.7.2_HyperOptResults_02-04-2021.log b/Some Test Results/v0.7.2/MoniGoMani_v0.7.2_HyperOptResults_02-04-2021.log new file mode 100644 index 000000000..fad3accc8 --- /dev/null +++ b/Some Test Results/v0.7.2/MoniGoMani_v0.7.2_HyperOptResults_02-04-2021.log @@ -0,0 +1,130 @@ +INFO - Loading data from 2020-12-15 08:00:00 up to 2021-03-16 00:00:00 (90 days).. +INFO - Hyperopting with data from 2021-01-01 00:00:00 up to 2021-03-16 00:00:00 (74 days).. +INFO - Found 12 CPU cores. Let's make them scream! +INFO - Number of parallel jobs set as: -1 +INFO - Min roi table: {0: 0.06883, 120: 0.04589, 240: 0.02294, 360: 0} +INFO - Max roi table: {0: 0.71124, 480: 0.25238, 1200: 0.09177, 2640: 0} +INFO - Effective number of parallel workers used: 12 ++--------+-----------+----------+------------------+--------------+------------------------------+----------------+-------------+ +| Best | Epoch | Trades | Win Draw Loss | Avg profit | Profit | Avg duration | Objective | +|--------+-----------+----------+------------------+--------------+------------------------------+----------------+-------------| +| * Best | 1/1000 | 612 | 308 119 185 | -0.03% | -0.00016526 BTC (-16.52%) | 1,383.0 m | 0.54459 | +| * Best | 4/1000 | 583 | 329 126 128 | 1.17% | 0.00683873 BTC (683.15%) | 2,258.7 m | -5.1362 | +| * Best | 6/1000 | 468 | 211 147 110 | 1.34% | 0.00629652 BTC (629.03%) | 2,328.5 m | -7.86965 | +| * Best | 7/1000 | 515 | 210 50 255 | 1.70% | 0.00878456 BTC (877.59%) | 2,009.0 m | -12.0877 | +| Best | 67/1000 | 1035 | 619 18 398 | 1.37% | 0.01417633 BTC (1,416.24%) | 751.1 m | -16.3703 | +| Best | 83/1000 | 699 | 273 75 351 | 1.39% | 0.00969591 BTC (968.61%) | 1,145.8 m | -16.7517 | +| Best | 113/1000 | 1280 | 938 24 318 | 1.46% | 0.01871197 BTC (1,869.32%) | 906.1 m | -20.7771 | +| Best | 128/1000 | 923 | 326 81 516 | 1.64% | 0.01519243 BTC (1,517.72%) | 1,059.8 m | -20.7857 | +| Best | 138/1000 | 779 | 285 125 369 | 1.93% | 0.01504125 BTC (1,502.63%) | 976.2 m | -22.8525 | +| Best | 241/1000 | 639 | 303 77 259 | 2.54% | 0.01623357 BTC (1,621.70%) | 1,754.4 m | -23.003 | +| Best | 266/1000 | 747 | 578 43 126 | 2.13% | 0.01590479 BTC (1,588.89%) | 1,763.9 m | -23.0148 | +| Best | 280/1000 | 782 | 433 67 282 | 1.84% | 0.01436767 BTC (1,435.33%) | 1,121.4 m | -23.577 | +| Best | 291/1000 | 1090 | 762 14 314 | 1.91% | 0.02078671 BTC (2,076.60%) | 688.0 m | -31.7354 | +| Best | 501/1000 | 863 | 542 124 197 | 2.43% | 0.02100346 BTC (2,098.25%) | 1,004.1 m | -33.108 | + +INFO - 1000 epochs saved to + '/mnt/Windows/Users/Rik/Desktop/Rikj-Home/Projects/Freqtrade-Git/user_data/hyperopt_results/strategy_MoniGoMani_hyperopt_results_2021-04-02_01-09-53.pickle'. + +Best result: + + 501/1000: + 863 trades. + 542/124/197 Wins/Draws/Losses. + Avg profit 2.43%. + Median profit 3.27%. + Total profit 0.02100346 BTC ( 2098.25Σ%). + Avg duration 1004.1 min. + Objective: -33.10798 + + + # Buy hyperspace params: + buy_params = { + '.trade_buys_when_downwards': False, + '.trade_buys_when_sideways': False, + '.trade_buys_when_upwards': True, + '_downwards_trend_total_buy_signal_needed': 95, + '_sideways_trend_total_buy_signal_needed': 92, + '_upwards_trend_total_buy_signal_needed': 26, + 'downwards_trend_adx_strong_up_buy_weight': 5, + 'downwards_trend_bollinger_bands_buy_weight': 79, + 'downwards_trend_ema_long_golden_cross_buy_weight': 87, + 'downwards_trend_ema_short_golden_cross_buy_weight': 52, + 'downwards_trend_macd_buy_weight': 67, + 'downwards_trend_rsi_buy_weight': 38, + 'downwards_trend_sma_long_golden_cross_buy_weight': 27, + 'downwards_trend_sma_short_golden_cross_buy_weight': 29, + 'downwards_trend_vwap_cross_buy_weight': 6, + 'sideways_trend_adx_strong_up_buy_weight': 29, + 'sideways_trend_bollinger_bands_buy_weight': 79, + 'sideways_trend_ema_long_golden_cross_buy_weight': 70, + 'sideways_trend_ema_short_golden_cross_buy_weight': 17, + 'sideways_trend_macd_buy_weight': 59, + 'sideways_trend_rsi_buy_weight': 8, + 'sideways_trend_sma_long_golden_cross_buy_weight': 49, + 'sideways_trend_sma_short_golden_cross_buy_weight': 44, + 'sideways_trend_vwap_cross_buy_weight': 77, + 'upwards_trend_adx_strong_up_buy_weight': 3, + 'upwards_trend_bollinger_bands_buy_weight': 20, + 'upwards_trend_ema_long_golden_cross_buy_weight': 66, + 'upwards_trend_ema_short_golden_cross_buy_weight': 2, + 'upwards_trend_macd_buy_weight': 57, + 'upwards_trend_rsi_buy_weight': 74, + 'upwards_trend_sma_long_golden_cross_buy_weight': 70, + 'upwards_trend_sma_short_golden_cross_buy_weight': 98, + 'upwards_trend_vwap_cross_buy_weight': 42 + } + + # Sell hyperspace params: + sell_params = { + '.trade_sells_when_downwards': False, + '.trade_sells_when_sideways': True, + '.trade_sells_when_upwards': False, + '_downwards_trend_total_sell_signal_needed': 93, + '_sideways_trend_total_sell_signal_needed': 9, + '_upwards_trend_total_sell_signal_needed': 42, + 'downwards_trend_adx_strong_down_sell_weight': 86, + 'downwards_trend_bollinger_bands_sell_weight': 57, + 'downwards_trend_ema_long_death_cross_sell_weight': 8, + 'downwards_trend_ema_short_death_cross_sell_weight': 31, + 'downwards_trend_macd_sell_weight': 45, + 'downwards_trend_rsi_sell_weight': 97, + 'downwards_trend_sma_long_death_cross_sell_weight': 63, + 'downwards_trend_sma_short_death_cross_sell_weight': 89, + 'downwards_trend_vwap_cross_sell_weight': 61, + 'sideways_trend_adx_strong_down_sell_weight': 71, + 'sideways_trend_bollinger_bands_sell_weight': 17, + 'sideways_trend_ema_long_death_cross_sell_weight': 9, + 'sideways_trend_ema_short_death_cross_sell_weight': 82, + 'sideways_trend_macd_sell_weight': 6, + 'sideways_trend_rsi_sell_weight': 6, + 'sideways_trend_sma_long_death_cross_sell_weight': 94, + 'sideways_trend_sma_short_death_cross_sell_weight': 39, + 'sideways_trend_vwap_cross_sell_weight': 80, + 'upwards_trend_adx_strong_down_sell_weight': 45, + 'upwards_trend_bollinger_bands_sell_weight': 63, + 'upwards_trend_ema_long_death_cross_sell_weight': 85, + 'upwards_trend_ema_short_death_cross_sell_weight': 61, + 'upwards_trend_macd_sell_weight': 54, + 'upwards_trend_rsi_sell_weight': 96, + 'upwards_trend_sma_long_death_cross_sell_weight': 48, + 'upwards_trend_sma_short_death_cross_sell_weight': 72, + 'upwards_trend_vwap_cross_sell_weight': 3 + } + + # ROI table: + minimal_roi = { + "0": 0.23347, + "125": 0.14138, + "525": 0.07891, + "860": 0 + } + + # Stoploss: + stoploss = -0.32414 + + # Trailing stop: + trailing_stop = True + trailing_stop_positive = 0.01055 + trailing_stop_positive_offset = 0.03939 + trailing_only_offset_is_reached = False \ No newline at end of file diff --git a/Some Test Results/v0.7.2/MoniGoMani_v0.7.2_HyperOptResults_02-04-2021_2.log b/Some Test Results/v0.7.2/MoniGoMani_v0.7.2_HyperOptResults_02-04-2021_2.log new file mode 100644 index 000000000..8ed4005f3 --- /dev/null +++ b/Some Test Results/v0.7.2/MoniGoMani_v0.7.2_HyperOptResults_02-04-2021_2.log @@ -0,0 +1,125 @@ +INFO - Loading data from 2020-12-15 08:00:00 up to 2021-03-16 00:00:00 (90 days).. +INFO - Hyperopting with data from 2021-01-01 00:00:00 up to 2021-03-16 00:00:00 (74 days).. +INFO - Found 12 CPU cores. Let's make them scream! +INFO - Number of parallel jobs set as: -1 +INFO - Min roi table: {0: 0.06883, 120: 0.04589, 240: 0.02294, 360: 0} +INFO - Max roi table: {0: 0.71124, 480: 0.25238, 1200: 0.09177, 2640: 0} +INFO - Effective number of parallel workers used: 12 ++--------+-----------+----------+------------------+--------------+------------------------------+----------------+-------------+ +| Best | Epoch | Trades | Win Draw Loss | Avg profit | Profit | Avg duration | Objective | +|--------+-----------+----------+------------------+--------------+------------------------------+----------------+-------------| +| * Best | 1/1000 | 359 | 164 53 142 | -0.27% | -0.00096089 BTC (-95.98%) | 1,572.2 m | 1.50239 | +| * Best | 4/1000 | 796 | 495 37 264 | 0.23% | 0.00184213 BTC (184.05%) | 572.8 m | -2.79556 | +| * Best | 5/1000 | 646 | 481 96 69 | 1.65% | 0.01069423 BTC (1,068.36%) | 1,844.5 m | -9.31132 | +| Best | 36/1000 | 570 | 264 35 271 | 0.88% | 0.00504130 BTC (503.62%) | 1,289.8 m | -11.3493 | +| Best | 44/1000 | 608 | 238 102 268 | 1.32% | 0.00803667 BTC (802.86%) | 1,452.2 m | -11.4859 | +| Best | 65/1000 | 1790 | 1235 36 519 | 1.12% | 0.02006278 BTC (2,004.28%) | 565.7 m | -22.195 | +| Best | 89/1000 | 1027 | 728 135 164 | 2.07% | 0.02128101 BTC (2,125.99%) | 1,202.5 m | -26.3411 | +| Best | 124/1000 | 928 | 463 51 414 | 1.45% | 0.01344986 BTC (1,343.65%) | 545.1 m | -27.0025 | +| Best | 125/1000 | 1164 | 556 6 602 | 1.53% | 0.01783814 BTC (1,782.00%) | 477.3 m | -35.7783 | + +INFO - 1000 epochs saved to + '/mnt/Windows/Users/Rik/Desktop/Rikj-Home/Projects/Freqtrade-Git/user_data/hyperopt_results/strategy_MoniGoMani_hyperopt_results_2021-04-02_18-57-17.pickle'. + +Best result: + + 125/1000: + 1164 trades. + 556/6/602 Wins/Draws/Losses. + Avg profit 1.53%. + Median profit -0.26%. + Total profit 0.01783814 BTC ( 1782.00Σ%). + Avg duration 477.3 min. + Objective: -35.77833 + + + # Buy hyperspace params: + buy_params = { + '.trade_buys_when_downwards': True, + '.trade_buys_when_sideways': False, + '.trade_buys_when_upwards': True, + '_downwards_trend_total_buy_signal_needed': 61, + '_sideways_trend_total_buy_signal_needed': 41, + '_upwards_trend_total_buy_signal_needed': 47, + 'downwards_trend_adx_strong_up_buy_weight': 76, + 'downwards_trend_bollinger_bands_buy_weight': 49, + 'downwards_trend_ema_long_golden_cross_buy_weight': 47, + 'downwards_trend_ema_short_golden_cross_buy_weight': 41, + 'downwards_trend_macd_buy_weight': 97, + 'downwards_trend_rsi_buy_weight': 100, + 'downwards_trend_sma_long_golden_cross_buy_weight': 3, + 'downwards_trend_sma_short_golden_cross_buy_weight': 24, + 'downwards_trend_vwap_cross_buy_weight': 99, + 'sideways_trend_adx_strong_up_buy_weight': 69, + 'sideways_trend_bollinger_bands_buy_weight': 1, + 'sideways_trend_ema_long_golden_cross_buy_weight': 28, + 'sideways_trend_ema_short_golden_cross_buy_weight': 1, + 'sideways_trend_macd_buy_weight': 73, + 'sideways_trend_rsi_buy_weight': 24, + 'sideways_trend_sma_long_golden_cross_buy_weight': 8, + 'sideways_trend_sma_short_golden_cross_buy_weight': 83, + 'sideways_trend_vwap_cross_buy_weight': 50, + 'upwards_trend_adx_strong_up_buy_weight': 2, + 'upwards_trend_bollinger_bands_buy_weight': 43, + 'upwards_trend_ema_long_golden_cross_buy_weight': 86, + 'upwards_trend_ema_short_golden_cross_buy_weight': 92, + 'upwards_trend_macd_buy_weight': 95, + 'upwards_trend_rsi_buy_weight': 73, + 'upwards_trend_sma_long_golden_cross_buy_weight': 86, + 'upwards_trend_sma_short_golden_cross_buy_weight': 60, + 'upwards_trend_vwap_cross_buy_weight': 12 + } + + # Sell hyperspace params: + sell_params = { + '.trade_sells_when_downwards': True, + '.trade_sells_when_sideways': True, + '.trade_sells_when_upwards': True, + '_downwards_trend_total_sell_signal_needed': 30, + '_sideways_trend_total_sell_signal_needed': 64, + '_upwards_trend_total_sell_signal_needed': 59, + 'downwards_trend_adx_strong_down_sell_weight': 57, + 'downwards_trend_bollinger_bands_sell_weight': 56, + 'downwards_trend_ema_long_death_cross_sell_weight': 90, + 'downwards_trend_ema_short_death_cross_sell_weight': 41, + 'downwards_trend_macd_sell_weight': 21, + 'downwards_trend_rsi_sell_weight': 74, + 'downwards_trend_sma_long_death_cross_sell_weight': 15, + 'downwards_trend_sma_short_death_cross_sell_weight': 27, + 'downwards_trend_vwap_cross_sell_weight': 60, + 'sideways_trend_adx_strong_down_sell_weight': 51, + 'sideways_trend_bollinger_bands_sell_weight': 17, + 'sideways_trend_ema_long_death_cross_sell_weight': 89, + 'sideways_trend_ema_short_death_cross_sell_weight': 13, + 'sideways_trend_macd_sell_weight': 68, + 'sideways_trend_rsi_sell_weight': 93, + 'sideways_trend_sma_long_death_cross_sell_weight': 11, + 'sideways_trend_sma_short_death_cross_sell_weight': 79, + 'sideways_trend_vwap_cross_sell_weight': 38, + 'upwards_trend_adx_strong_down_sell_weight': 6, + 'upwards_trend_bollinger_bands_sell_weight': 2, + 'upwards_trend_ema_long_death_cross_sell_weight': 73, + 'upwards_trend_ema_short_death_cross_sell_weight': 19, + 'upwards_trend_macd_sell_weight': 74, + 'upwards_trend_rsi_sell_weight': 48, + 'upwards_trend_sma_long_death_cross_sell_weight': 21, + 'upwards_trend_sma_short_death_cross_sell_weight': 97, + 'upwards_trend_vwap_cross_sell_weight': 67 + } + + # ROI table: + minimal_roi = { + "0": 0.15103, + "332": 0.07964, + "720": 0.03202, + "2051": 0 + } + + # Stoploss: + stoploss = -0.34085 + + # Trailing stop: + trailing_stop = True + trailing_stop_positive = 0.01026 + trailing_stop_positive_offset = 0.04971 + trailing_only_offset_is_reached = True \ No newline at end of file diff --git a/Some Test Results/v0.7.2/MoniGoMani_v0.7.2_HyperOptResults_02-04-2021_2_nr89.log b/Some Test Results/v0.7.2/MoniGoMani_v0.7.2_HyperOptResults_02-04-2021_2_nr89.log new file mode 100644 index 000000000..8c8bbb7b9 --- /dev/null +++ b/Some Test Results/v0.7.2/MoniGoMani_v0.7.2_HyperOptResults_02-04-2021_2_nr89.log @@ -0,0 +1,108 @@ +freqtrade hyperopt-show -n 89 +============================= +INFO - Reading epochs from '/mnt/Windows/Users/Rik/Desktop/Rikj-Home/Projects/Freqtrade-Git/user_data/hyperopt_results/strategy_MoniGoMani_hyperopt_results_2021-04-02_18-57-17.pickle' +INFO - Loaded 1000 previous evaluations from disk. +INFO - 1000 epochs found. + +Epoch details: + + 89/1000: + 1027 trades. + 728/135/164 Wins/Draws/Losses. + Avg profit 2.07%. + Median profit 2.48%. + Total profit 0.02128101 BTC ( 2125.99Σ%). + Avg duration 1202.5 min. + Objective: -26.34112 + + + # Buy hyperspace params: + buy_params = { + '.trade_buys_when_downwards': True, + '.trade_buys_when_sideways': False, + '.trade_buys_when_upwards': True, + '_downwards_trend_total_buy_signal_needed': 10, + '_sideways_trend_total_buy_signal_needed': 58, + '_upwards_trend_total_buy_signal_needed': 27, + 'downwards_trend_adx_strong_up_buy_weight': 70, + 'downwards_trend_bollinger_bands_buy_weight': 53, + 'downwards_trend_ema_long_golden_cross_buy_weight': 43, + 'downwards_trend_ema_short_golden_cross_buy_weight': 8, + 'downwards_trend_macd_buy_weight': 96, + 'downwards_trend_rsi_buy_weight': 33, + 'downwards_trend_sma_long_golden_cross_buy_weight': 43, + 'downwards_trend_sma_short_golden_cross_buy_weight': 96, + 'downwards_trend_vwap_cross_buy_weight': 88, + 'sideways_trend_adx_strong_up_buy_weight': 81, + 'sideways_trend_bollinger_bands_buy_weight': 17, + 'sideways_trend_ema_long_golden_cross_buy_weight': 67, + 'sideways_trend_ema_short_golden_cross_buy_weight': 90, + 'sideways_trend_macd_buy_weight': 62, + 'sideways_trend_rsi_buy_weight': 18, + 'sideways_trend_sma_long_golden_cross_buy_weight': 37, + 'sideways_trend_sma_short_golden_cross_buy_weight': 25, + 'sideways_trend_vwap_cross_buy_weight': 34, + 'upwards_trend_adx_strong_up_buy_weight': 1, + 'upwards_trend_bollinger_bands_buy_weight': 77, + 'upwards_trend_ema_long_golden_cross_buy_weight': 88, + 'upwards_trend_ema_short_golden_cross_buy_weight': 62, + 'upwards_trend_macd_buy_weight': 77, + 'upwards_trend_rsi_buy_weight': 84, + 'upwards_trend_sma_long_golden_cross_buy_weight': 59, + 'upwards_trend_sma_short_golden_cross_buy_weight': 93, + 'upwards_trend_vwap_cross_buy_weight': 72 + } + + # Sell hyperspace params: + sell_params = { + '.trade_sells_when_downwards': False, + '.trade_sells_when_sideways': True, + '.trade_sells_when_upwards': False, + '_downwards_trend_total_sell_signal_needed': 26, + '_sideways_trend_total_sell_signal_needed': 89, + '_upwards_trend_total_sell_signal_needed': 95, + 'downwards_trend_adx_strong_down_sell_weight': 51, + 'downwards_trend_bollinger_bands_sell_weight': 94, + 'downwards_trend_ema_long_death_cross_sell_weight': 37, + 'downwards_trend_ema_short_death_cross_sell_weight': 98, + 'downwards_trend_macd_sell_weight': 27, + 'downwards_trend_rsi_sell_weight': 31, + 'downwards_trend_sma_long_death_cross_sell_weight': 40, + 'downwards_trend_sma_short_death_cross_sell_weight': 63, + 'downwards_trend_vwap_cross_sell_weight': 19, + 'sideways_trend_adx_strong_down_sell_weight': 62, + 'sideways_trend_bollinger_bands_sell_weight': 0, + 'sideways_trend_ema_long_death_cross_sell_weight': 33, + 'sideways_trend_ema_short_death_cross_sell_weight': 29, + 'sideways_trend_macd_sell_weight': 51, + 'sideways_trend_rsi_sell_weight': 84, + 'sideways_trend_sma_long_death_cross_sell_weight': 22, + 'sideways_trend_sma_short_death_cross_sell_weight': 72, + 'sideways_trend_vwap_cross_sell_weight': 88, + 'upwards_trend_adx_strong_down_sell_weight': 3, + 'upwards_trend_bollinger_bands_sell_weight': 88, + 'upwards_trend_ema_long_death_cross_sell_weight': 33, + 'upwards_trend_ema_short_death_cross_sell_weight': 93, + 'upwards_trend_macd_sell_weight': 91, + 'upwards_trend_rsi_sell_weight': 23, + 'upwards_trend_sma_long_death_cross_sell_weight': 90, + 'upwards_trend_sma_short_death_cross_sell_weight': 17, + 'upwards_trend_vwap_cross_sell_weight': 30 + } + + # ROI table: + minimal_roi = { + "0": 0.20253, + "136": 0.09534, + "751": 0.05143, + "941": 0 + } + + # Stoploss: + stoploss = -0.27885 + + # Trailing stop: + trailing_stop = True + trailing_stop_positive = 0.01341 + trailing_stop_positive_offset = 0.0332 + trailing_only_offset_is_reached = False \ No newline at end of file diff --git a/user_data/Total-Overall-Signal-Importance-Calculator.py b/user_data/Total-Overall-Signal-Importance-Calculator.py index bb68ec15d..fe8b8a318 100644 --- a/user_data/Total-Overall-Signal-Importance-Calculator.py +++ b/user_data/Total-Overall-Signal-Importance-Calculator.py @@ -10,75 +10,79 @@ '.trade_buys_when_downwards': True, '.trade_buys_when_sideways': False, '.trade_buys_when_upwards': True, - '_downwards_trend_total_buy_signal_needed': 70, - '_sideways_trend_total_buy_signal_needed': 35, - '_upwards_trend_total_buy_signal_needed': 97, - 'downwards_trend_adx_strong_up_buy_weight': 47, - 'downwards_trend_bollinger_bands_buy_weight': 47, - 'downwards_trend_ema_long_golden_cross_buy_weight': 4, - 'downwards_trend_ema_short_golden_cross_buy_weight': 13, - 'downwards_trend_macd_buy_weight': 92, - 'downwards_trend_rsi_buy_weight': 64, - 'downwards_trend_sma_long_golden_cross_buy_weight': 94, - 'downwards_trend_sma_short_golden_cross_buy_weight': 37, - 'downwards_trend_vwap_cross_buy_weight': 41, - 'sideways_trend_adx_strong_up_buy_weight': 75, - 'sideways_trend_bollinger_bands_buy_weight': 40, - 'sideways_trend_ema_long_golden_cross_buy_weight': 37, - 'sideways_trend_ema_short_golden_cross_buy_weight': 74, - 'sideways_trend_macd_buy_weight': 30, - 'sideways_trend_rsi_buy_weight': 81, - 'sideways_trend_sma_long_golden_cross_buy_weight': 73, - 'sideways_trend_sma_short_golden_cross_buy_weight': 67, - 'sideways_trend_vwap_cross_buy_weight': 48, - 'upwards_trend_adx_strong_up_buy_weight': 98, - 'upwards_trend_bollinger_bands_buy_weight': 15, - 'upwards_trend_ema_long_golden_cross_buy_weight': 27, - 'upwards_trend_ema_short_golden_cross_buy_weight': 24, - 'upwards_trend_macd_buy_weight': 99, - 'upwards_trend_rsi_buy_weight': 1, - 'upwards_trend_sma_long_golden_cross_buy_weight': 62, - 'upwards_trend_sma_short_golden_cross_buy_weight': 82, - 'upwards_trend_vwap_cross_buy_weight': 79 + '_downwards_trend_total_buy_signal_needed': 10, + '_sideways_trend_total_buy_signal_needed': 58, + '_upwards_trend_total_buy_signal_needed': 27, + 'downwards_trend_adx_strong_up_buy_weight': 70, + 'downwards_trend_bollinger_bands_buy_weight': 53, + 'downwards_trend_ema_long_golden_cross_buy_weight': 43, + 'downwards_trend_ema_short_golden_cross_buy_weight': 8, + 'downwards_trend_macd_buy_weight': 96, + 'downwards_trend_rsi_buy_weight': 33, + 'downwards_trend_sma_long_golden_cross_buy_weight': 43, + 'downwards_trend_sma_short_golden_cross_buy_weight': 96, + 'downwards_trend_vwap_cross_buy_weight': 88, + 'sideways_trend_adx_strong_up_buy_weight': 81, + 'sideways_trend_bollinger_bands_buy_weight': 17, + 'sideways_trend_ema_long_golden_cross_buy_weight': 67, + 'sideways_trend_ema_short_golden_cross_buy_weight': 90, + 'sideways_trend_macd_buy_weight': 62, + 'sideways_trend_rsi_buy_weight': 18, + 'sideways_trend_sma_long_golden_cross_buy_weight': 37, + 'sideways_trend_sma_short_golden_cross_buy_weight': 25, + 'sideways_trend_vwap_cross_buy_weight': 34, + 'upwards_trend_adx_strong_up_buy_weight': 1, + 'upwards_trend_bollinger_bands_buy_weight': 77, + 'upwards_trend_ema_long_golden_cross_buy_weight': 88, + 'upwards_trend_ema_short_golden_cross_buy_weight': 62, + 'upwards_trend_macd_buy_weight': 77, + 'upwards_trend_rsi_buy_weight': 84, + 'upwards_trend_sma_long_golden_cross_buy_weight': 59, + 'upwards_trend_sma_short_golden_cross_buy_weight': 93, + 'upwards_trend_vwap_cross_buy_weight': 72 } # Sell hyperspace params: sell_params = { - '.trade_sells_when_downwards': True, + '.trade_sells_when_downwards': False, '.trade_sells_when_sideways': True, '.trade_sells_when_upwards': False, - '_downwards_trend_total_sell_signal_needed': 91, - '_sideways_trend_total_sell_signal_needed': 79, - '_upwards_trend_total_sell_signal_needed': 90, - 'downwards_trend_adx_strong_down_sell_weight': 42, - 'downwards_trend_bollinger_bands_sell_weight': 84, - 'downwards_trend_ema_long_death_cross_sell_weight': 85, - 'downwards_trend_ema_short_death_cross_sell_weight': 75, - 'downwards_trend_macd_sell_weight': 12, - 'downwards_trend_rsi_sell_weight': 0, - 'downwards_trend_sma_long_death_cross_sell_weight': 12, - 'downwards_trend_sma_short_death_cross_sell_weight': 100, - 'downwards_trend_vwap_cross_sell_weight': 83, - 'sideways_trend_adx_strong_down_sell_weight': 19, - 'sideways_trend_bollinger_bands_sell_weight': 85, - 'sideways_trend_ema_long_death_cross_sell_weight': 45, - 'sideways_trend_ema_short_death_cross_sell_weight': 96, - 'sideways_trend_macd_sell_weight': 92, - 'sideways_trend_rsi_sell_weight': 13, - 'sideways_trend_sma_long_death_cross_sell_weight': 100, - 'sideways_trend_sma_short_death_cross_sell_weight': 34, - 'sideways_trend_vwap_cross_sell_weight': 13, - 'upwards_trend_adx_strong_down_sell_weight': 22, - 'upwards_trend_bollinger_bands_sell_weight': 95, - 'upwards_trend_ema_long_death_cross_sell_weight': 79, - 'upwards_trend_ema_short_death_cross_sell_weight': 20, - 'upwards_trend_macd_sell_weight': 56, - 'upwards_trend_rsi_sell_weight': 82, - 'upwards_trend_sma_long_death_cross_sell_weight': 41, - 'upwards_trend_sma_short_death_cross_sell_weight': 53, - 'upwards_trend_vwap_cross_sell_weight': 91 + '_downwards_trend_total_sell_signal_needed': 26, + '_sideways_trend_total_sell_signal_needed': 89, + '_upwards_trend_total_sell_signal_needed': 95, + 'downwards_trend_adx_strong_down_sell_weight': 51, + 'downwards_trend_bollinger_bands_sell_weight': 94, + 'downwards_trend_ema_long_death_cross_sell_weight': 37, + 'downwards_trend_ema_short_death_cross_sell_weight': 98, + 'downwards_trend_macd_sell_weight': 27, + 'downwards_trend_rsi_sell_weight': 31, + 'downwards_trend_sma_long_death_cross_sell_weight': 40, + 'downwards_trend_sma_short_death_cross_sell_weight': 63, + 'downwards_trend_vwap_cross_sell_weight': 19, + 'sideways_trend_adx_strong_down_sell_weight': 62, + 'sideways_trend_bollinger_bands_sell_weight': 0, + 'sideways_trend_ema_long_death_cross_sell_weight': 33, + 'sideways_trend_ema_short_death_cross_sell_weight': 29, + 'sideways_trend_macd_sell_weight': 51, + 'sideways_trend_rsi_sell_weight': 84, + 'sideways_trend_sma_long_death_cross_sell_weight': 22, + 'sideways_trend_sma_short_death_cross_sell_weight': 72, + 'sideways_trend_vwap_cross_sell_weight': 88, + 'upwards_trend_adx_strong_down_sell_weight': 3, + 'upwards_trend_bollinger_bands_sell_weight': 88, + 'upwards_trend_ema_long_death_cross_sell_weight': 33, + 'upwards_trend_ema_short_death_cross_sell_weight': 93, + 'upwards_trend_macd_sell_weight': 91, + 'upwards_trend_rsi_sell_weight': 23, + 'upwards_trend_sma_long_death_cross_sell_weight': 90, + 'upwards_trend_sma_short_death_cross_sell_weight': 17, + 'upwards_trend_vwap_cross_sell_weight': 30 } +######################################################################################################################## +# END OF COPY-PASTE SECTION # +######################################################################################################################## + total_overall_buy_weights = { 'adx_strong_up': buy_params["downwards_trend_adx_strong_up_buy_weight"] + diff --git a/user_data/hyperopt_results/strategy_MoniGoMani_hyperopt_results_2021-04-02_01-09-53.pickle b/user_data/hyperopt_results/strategy_MoniGoMani_hyperopt_results_2021-04-02_01-09-53.pickle new file mode 100644 index 000000000..734fcce5d Binary files /dev/null and b/user_data/hyperopt_results/strategy_MoniGoMani_hyperopt_results_2021-04-02_01-09-53.pickle differ diff --git a/user_data/hyperopt_results/strategy_MoniGoMani_hyperopt_results_2021-04-02_18-57-17.pickle b/user_data/hyperopt_results/strategy_MoniGoMani_hyperopt_results_2021-04-02_18-57-17.pickle new file mode 100644 index 000000000..ca48796eb Binary files /dev/null and b/user_data/hyperopt_results/strategy_MoniGoMani_hyperopt_results_2021-04-02_18-57-17.pickle differ diff --git a/user_data/strategies/MoniGoManiHyperOpted.py b/user_data/strategies/MoniGoManiHyperOpted.py index 0060c23e8..0acac2b6e 100644 --- a/user_data/strategies/MoniGoManiHyperOpted.py +++ b/user_data/strategies/MoniGoManiHyperOpted.py @@ -65,73 +65,73 @@ class MoniGoManiHyperOpted(IStrategy): '.trade_buys_when_downwards': True, '.trade_buys_when_sideways': False, '.trade_buys_when_upwards': True, - '_downwards_trend_total_buy_signal_needed': 70, - '_sideways_trend_total_buy_signal_needed': 35, - '_upwards_trend_total_buy_signal_needed': 97, - 'downwards_trend_adx_strong_up_buy_weight': 47, - 'downwards_trend_bollinger_bands_buy_weight': 47, - 'downwards_trend_ema_long_golden_cross_buy_weight': 4, - 'downwards_trend_ema_short_golden_cross_buy_weight': 13, - 'downwards_trend_macd_buy_weight': 92, - 'downwards_trend_rsi_buy_weight': 64, - 'downwards_trend_sma_long_golden_cross_buy_weight': 94, - 'downwards_trend_sma_short_golden_cross_buy_weight': 37, - 'downwards_trend_vwap_cross_buy_weight': 41, - 'sideways_trend_adx_strong_up_buy_weight': 75, - 'sideways_trend_bollinger_bands_buy_weight': 40, - 'sideways_trend_ema_long_golden_cross_buy_weight': 37, - 'sideways_trend_ema_short_golden_cross_buy_weight': 74, - 'sideways_trend_macd_buy_weight': 30, - 'sideways_trend_rsi_buy_weight': 81, - 'sideways_trend_sma_long_golden_cross_buy_weight': 73, - 'sideways_trend_sma_short_golden_cross_buy_weight': 67, - 'sideways_trend_vwap_cross_buy_weight': 48, - 'upwards_trend_adx_strong_up_buy_weight': 98, - 'upwards_trend_bollinger_bands_buy_weight': 15, - 'upwards_trend_ema_long_golden_cross_buy_weight': 27, - 'upwards_trend_ema_short_golden_cross_buy_weight': 24, - 'upwards_trend_macd_buy_weight': 99, - 'upwards_trend_rsi_buy_weight': 1, - 'upwards_trend_sma_long_golden_cross_buy_weight': 62, - 'upwards_trend_sma_short_golden_cross_buy_weight': 82, - 'upwards_trend_vwap_cross_buy_weight': 79 + '_downwards_trend_total_buy_signal_needed': 10, + '_sideways_trend_total_buy_signal_needed': 58, + '_upwards_trend_total_buy_signal_needed': 27, + 'downwards_trend_adx_strong_up_buy_weight': 70, + 'downwards_trend_bollinger_bands_buy_weight': 53, + 'downwards_trend_ema_long_golden_cross_buy_weight': 43, + 'downwards_trend_ema_short_golden_cross_buy_weight': 8, + 'downwards_trend_macd_buy_weight': 96, + 'downwards_trend_rsi_buy_weight': 33, + 'downwards_trend_sma_long_golden_cross_buy_weight': 43, + 'downwards_trend_sma_short_golden_cross_buy_weight': 96, + 'downwards_trend_vwap_cross_buy_weight': 88, + 'sideways_trend_adx_strong_up_buy_weight': 81, + 'sideways_trend_bollinger_bands_buy_weight': 17, + 'sideways_trend_ema_long_golden_cross_buy_weight': 67, + 'sideways_trend_ema_short_golden_cross_buy_weight': 90, + 'sideways_trend_macd_buy_weight': 62, + 'sideways_trend_rsi_buy_weight': 18, + 'sideways_trend_sma_long_golden_cross_buy_weight': 37, + 'sideways_trend_sma_short_golden_cross_buy_weight': 25, + 'sideways_trend_vwap_cross_buy_weight': 34, + 'upwards_trend_adx_strong_up_buy_weight': 1, + 'upwards_trend_bollinger_bands_buy_weight': 77, + 'upwards_trend_ema_long_golden_cross_buy_weight': 88, + 'upwards_trend_ema_short_golden_cross_buy_weight': 62, + 'upwards_trend_macd_buy_weight': 77, + 'upwards_trend_rsi_buy_weight': 84, + 'upwards_trend_sma_long_golden_cross_buy_weight': 59, + 'upwards_trend_sma_short_golden_cross_buy_weight': 93, + 'upwards_trend_vwap_cross_buy_weight': 72 } # Sell hyperspace params: sell_params = { - '.trade_sells_when_downwards': True, + '.trade_sells_when_downwards': False, '.trade_sells_when_sideways': True, '.trade_sells_when_upwards': False, - '_downwards_trend_total_sell_signal_needed': 91, - '_sideways_trend_total_sell_signal_needed': 79, - '_upwards_trend_total_sell_signal_needed': 90, - 'downwards_trend_adx_strong_down_sell_weight': 42, - 'downwards_trend_bollinger_bands_sell_weight': 84, - 'downwards_trend_ema_long_death_cross_sell_weight': 85, - 'downwards_trend_ema_short_death_cross_sell_weight': 75, - 'downwards_trend_macd_sell_weight': 12, - 'downwards_trend_rsi_sell_weight': 0, - 'downwards_trend_sma_long_death_cross_sell_weight': 12, - 'downwards_trend_sma_short_death_cross_sell_weight': 100, - 'downwards_trend_vwap_cross_sell_weight': 83, - 'sideways_trend_adx_strong_down_sell_weight': 19, - 'sideways_trend_bollinger_bands_sell_weight': 85, - 'sideways_trend_ema_long_death_cross_sell_weight': 45, - 'sideways_trend_ema_short_death_cross_sell_weight': 96, - 'sideways_trend_macd_sell_weight': 92, - 'sideways_trend_rsi_sell_weight': 13, - 'sideways_trend_sma_long_death_cross_sell_weight': 100, - 'sideways_trend_sma_short_death_cross_sell_weight': 34, - 'sideways_trend_vwap_cross_sell_weight': 13, - 'upwards_trend_adx_strong_down_sell_weight': 22, - 'upwards_trend_bollinger_bands_sell_weight': 95, - 'upwards_trend_ema_long_death_cross_sell_weight': 79, - 'upwards_trend_ema_short_death_cross_sell_weight': 20, - 'upwards_trend_macd_sell_weight': 56, - 'upwards_trend_rsi_sell_weight': 82, - 'upwards_trend_sma_long_death_cross_sell_weight': 41, - 'upwards_trend_sma_short_death_cross_sell_weight': 53, - 'upwards_trend_vwap_cross_sell_weight': 91 + '_downwards_trend_total_sell_signal_needed': 26, + '_sideways_trend_total_sell_signal_needed': 89, + '_upwards_trend_total_sell_signal_needed': 95, + 'downwards_trend_adx_strong_down_sell_weight': 51, + 'downwards_trend_bollinger_bands_sell_weight': 94, + 'downwards_trend_ema_long_death_cross_sell_weight': 37, + 'downwards_trend_ema_short_death_cross_sell_weight': 98, + 'downwards_trend_macd_sell_weight': 27, + 'downwards_trend_rsi_sell_weight': 31, + 'downwards_trend_sma_long_death_cross_sell_weight': 40, + 'downwards_trend_sma_short_death_cross_sell_weight': 63, + 'downwards_trend_vwap_cross_sell_weight': 19, + 'sideways_trend_adx_strong_down_sell_weight': 62, + 'sideways_trend_bollinger_bands_sell_weight': 0, + 'sideways_trend_ema_long_death_cross_sell_weight': 33, + 'sideways_trend_ema_short_death_cross_sell_weight': 29, + 'sideways_trend_macd_sell_weight': 51, + 'sideways_trend_rsi_sell_weight': 84, + 'sideways_trend_sma_long_death_cross_sell_weight': 22, + 'sideways_trend_sma_short_death_cross_sell_weight': 72, + 'sideways_trend_vwap_cross_sell_weight': 88, + 'upwards_trend_adx_strong_down_sell_weight': 3, + 'upwards_trend_bollinger_bands_sell_weight': 88, + 'upwards_trend_ema_long_death_cross_sell_weight': 33, + 'upwards_trend_ema_short_death_cross_sell_weight': 93, + 'upwards_trend_macd_sell_weight': 91, + 'upwards_trend_rsi_sell_weight': 23, + 'upwards_trend_sma_long_death_cross_sell_weight': 90, + 'upwards_trend_sma_short_death_cross_sell_weight': 17, + 'upwards_trend_vwap_cross_sell_weight': 30 } # Strategy interface version - allow new iterations of the strategy interface. @@ -141,20 +141,20 @@ class MoniGoManiHyperOpted(IStrategy): # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi". minimal_roi = { - "0": 0.30588, - "142": 0.20322, - "847": 0.06578, - "1218": 0 + "0": 0.20253, + "136": 0.09534, + "751": 0.05143, + "941": 0 } # Optimal stoploss designed for the strategy. # This attribute will be overridden if the config file contains "stoploss". - stoploss = -0.24019 + stoploss = -0.27885 # Trailing stop: trailing_stop = True - trailing_stop_positive = 0.01184 - trailing_stop_positive_offset = 0.03793 + trailing_stop_positive = 0.01341 + trailing_stop_positive_offset = 0.0332 trailing_only_offset_is_reached = False # Optimal timeframe for the strategy. @@ -290,22 +290,6 @@ def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame # Weighted Variables # ------------------ - # Initialize weighted buy/sell signal variables if they are needed (should be 0 = false by default) - if self.debuggable_weighted_signal_dataframe: - dataframe['adx_strong_up_weighted_buy_signal'] = dataframe['adx_strong_down_weighted_sell_signal'] = 0 - dataframe['rsi_weighted_buy_signal'] = dataframe['rsi_weighted_sell_signal'] = 0 - dataframe['macd_weighted_buy_signal'] = dataframe['macd_weighted_sell_signal'] = 0 - dataframe['sma_short_golden_cross_weighted_buy_signal'] = 0 - dataframe['sma_short_death_cross_weighted_sell_signal'] = 0 - dataframe['ema_short_golden_cross_weighted_buy_signal'] = 0 - dataframe['ema_short_death_cross_weighted_sell_signal'] = 0 - dataframe['sma_long_golden_cross_weighted_buy_signal'] = 0 - dataframe['sma_long_death_cross_weighted_sell_signal'] = 0 - dataframe['ema_long_golden_cross_weighted_buy_signal'] = 0 - dataframe['ema_long_death_cross_weighted_sell_signal'] = 0 - dataframe['bollinger_bands_weighted_buy_signal'] = dataframe['bollinger_bands_weighted_sell_signal'] = 0 - dataframe['vwap_cross_weighted_buy_signal'] = dataframe['vwap_cross_weighted_sell_signal'] = 0 - # Initialize total signal variables (should be 0 = false by default) dataframe['total_buy_signal_strength'] = dataframe['total_sell_signal_strength'] = 0