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v0.6.3 - Enable/Disable Trading when Sideways made HyperOptable - Spo…
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…iler Alert, it should be False, for now...
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@Rikj000
Rikj000 committed Mar 28, 2021
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15 changes: 9 additions & 6 deletions README.md
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```
####################################################################################
#### ####
### MoniGoMani v0.6.2 by Rikj000 ###
### MoniGoMani v0.6.3 by Rikj000 ###
## ---------------------------- ##
# Isn't that what we all want? Our money to go many? #
# Well that's what this Freqtrade strategy hopes to do for you! #
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####################################################################################
```

# **Current `MoniGoMani` status @ `v0.6.2`** with:
**WARNING: MoniGoMani should always be HyperOpted unless you really know what you are doing when manually allocating weights!**
**MoniGoManiHyperOpted already has a decent hyperopt applied to it!**

# **Current `MoniGoMani` status @ `v0.6.3`** with:
- Configurable & HyperOptable Buy/Sell Signal Weight Influence Tables for Downwards/Sideways/Upwards trends
- Configurable & HyperOptable Total Buy/Sell Signal Percentages for Downwards/Sideways/Upwards trends
- Turn On/Off Weighted Signals for easy debugging/better speed
- Turn On/Off Trading on Sideways trends
- Turn On/Off Trading on Sideways trends (HyperOptable)
- Turn On/Off Individual Weighted Signal DataFrame entries for easy debugging/better speed
- Each Table has 9 Buy & 9 Sell signals implemented each Configurable & HyperOptable:
- ADX + Strong Up/Strong Down
- RSI
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- v0.5.0 (27-03-2021 - Rewrote Weight tables for Upward/Downward trends, Upward/Downward/Sideways trend detection & Auto table allocation or wait if sideways, Scrapped 0 weight = No Weighted Signal DataFrame entry, Scrapped the configurable Up/Down signals) **2,568.61% profit!** :partying_face:
- v0.6.0 (28-03-2021 - Added Sideways Trend Detecting Buy/Sell Signal Weight Influence Tables & Checks - Updated HyperOpt file - Changed Test results from .txt to .log for better color code in VSCodium - Added .ignore file)
- v0.6.1 (28-03-2021 - Improved speed by reformatting a lot of & checks so more lazy evaluations will occur - Fixed .gitignore file)
- v0.6.2 (28-03-2021 - Added setting to Enable/Disable trading when trend goes sideways)
- v0.6.2 (28-03-2021 - Added setting to Enable/Disable Trading when trend goes sideways)
- v0.6.3 (28-03-2021 - Enable/Disable Trading when Sideways made HyperOptable - Spoiler Alert, it should be False, for now...)

### **Planned**:
- Let HyperOpt Decide if Sideways trading should be enabled for Buys/Sells
- Other/Better indicators?
- Refactor to be compliant for Auto-HyperOptable Strategies: https://github.com/freqtrade/freqtrade/pull/4596

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75 changes: 75 additions & 0 deletions Some Test Results/v0.6.3/MoniGoMani_v0.6.3_BackTestResults_28-03-2021.log
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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 | 156 | 0.44 | 68.15 | 0.00068221 | 6.01 | 3:18:00 | 121 | 0 | 35 |
| ATOM/BTC | 175 | 0.80 | 140.46 | 0.00140603 | 12.38 | 2:43:00 | 138 | 1 | 36 |
| BAT/BTC | 156 | 0.85 | 133.30 | 0.00133435 | 11.75 | 2:46:00 | 122 | 1 | 33 |
| BCH/BTC | 90 | 0.42 | 37.42 | 0.00037462 | 3.30 | 6:55:00 | 64 | 0 | 26 |
| BRD/BTC | 272 | 2.03 | 552.56 | 0.00553109 | 48.69 | 1:28:00 | 222 | 0 | 50 |
| EOS/BTC | 100 | -0.04 | -4.31 | -0.00004315 | -0.38 | 5:14:00 | 67 | 1 | 32 |
| ETH/BTC | 84 | 0.01 | 1.16 | 0.00001156 | 0.10 | 6:01:00 | 53 | 1 | 30 |
| IOTA/BTC | 161 | 1.24 | 199.72 | 0.00199912 | 17.60 | 3:15:00 | 125 | 0 | 36 |
| LINK/BTC | 154 | 0.58 | 89.50 | 0.00089588 | 7.89 | 2:45:00 | 125 | 3 | 26 |
| LTC/BTC | 96 | -0.18 | -17.68 | -0.00017697 | -1.56 | 4:06:00 | 63 | 2 | 31 |
| NEO/BTC | 99 | 0.16 | 16.02 | 0.00016037 | 1.41 | 7:13:00 | 71 | 0 | 28 |
| NXS/BTC | 238 | 3.58 | 851.12 | 0.00851979 | 75.00 | 2:11:00 | 192 | 0 | 46 |
| XMR/BTC | 109 | -0.03 | -3.31 | -0.00003303 | -0.29 | 5:00:00 | 72 | 0 | 37 |
| XRP/BTC | 121 | 1.87 | 226.11 | 0.00226332 | 19.92 | 3:11:00 | 94 | 3 | 24 |
| XTZ/BTC | 145 | 0.32 | 46.83 | 0.00046879 | 4.13 | 2:39:00 | 109 | 1 | 35 |
| TOTAL | 2156 | 1.08 | 2337.06 | 0.02339398 | 205.93 | 3:25:00 | 1638 | 13 | 505 |
======================================================== SELL REASON STATS =========================================================
| Sell Reason | Sells | Wins | Draws | Losses | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % |
|--------------------+---------+--------+---------+----------+----------------+----------------+------------------+----------------|
| trailing_stop_loss | 1637 | 1635 | 0 | 2 | 2.67 | 4368.29 | 0.0437267 | 291.22 |
| sell_signal | 501 | 3 | 0 | 498 | -4.04 | -2024.95 | -0.0202698 | -135 |
| roi | 13 | 0 | 13 | 0 | 0 | 0 | 0 | 0 |
| force_sell | 5 | 0 | 0 | 5 | -1.26 | -6.28 | -6.29e-05 | -0.42 |
======================================================== LEFT OPEN TRADES REPORT =========================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|----------+--------+----------------+----------------+------------------+----------------+----------------+--------+---------+----------|
| EOS/BTC | 1 | -0.20 | -0.20 | -0.00000200 | -0.02 | 6:00:00 | 0 | 0 | 1 |
| IOTA/BTC | 1 | -3.30 | -3.30 | -0.00003304 | -0.29 | 5:00:00 | 0 | 0 | 1 |
| NEO/BTC | 1 | -1.48 | -1.48 | -0.00001477 | -0.13 | 5:00:00 | 0 | 0 | 1 |
| NXS/BTC | 1 | -0.53 | -0.53 | -0.00000533 | -0.05 | 5:00:00 | 0 | 0 | 1 |
| XTZ/BTC | 1 | -0.78 | -0.78 | -0.00000776 | -0.07 | 6:00:00 | 0 | 0 | 1 |
| TOTAL | 5 | -1.26 | -6.28 | -0.00006290 | -0.55 | 5:24:00 | 0 | 0 | 5 |
=============== 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 | 2156 |
| Starting balance | 0.01136000 BTC |
| Final balance | 0.03475398 BTC |
| Absolute profit | 0.02339398 BTC |
| Total profit % | 205.93% |
| Trades per day | 29.14 |
| Avg. stake amount | 0.00100000 BTC |
| Total trade volume | 2.15600000 BTC |
| | |
| Best Pair | NXS/BTC 851.12% |
| Worst Pair | LTC/BTC -17.68% |
| Best trade | NXS/BTC 230.88% |
| Worst trade | BRD/BTC -27.91% |
| Best day | 0.00312030 BTC |
| Worst day | -0.00034351 BTC |
| Days win/draw/lose | 44 / 0 / 31 |
| Avg. Duration Winners | 1:35:00 |
| Avg. Duration Loser | 8:14:00 |
| | |
| Min balance | 0.01133382 BTC |
| Max balance | 0.03534164 BTC |
| Drawdown | 80.44% |
| Drawdown | 0.00080520 BTC |
| Drawdown high | 0.02398164 BTC |
| Drawdown low | 0.02317644 BTC |
| Drawdown Start | 2021-03-08 20:00:00 |
| Drawdown End | 2021-03-15 09:00:00 |
| Market change | -4.77% |
===============================================
127 changes: 127 additions & 0 deletions Some Test Results/v0.6.3/MoniGoMani_v0.6.3_HyperOptResults_28-03-2021-2.log
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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 | 659 | 257 31 371 | 1.07% | 0.00702579 BTC (701.88%) | 985.7 m | -10.4281 |
| * Best | 7/1000 | 468 | 161 45 262 | 1.26% | 0.00592429 BTC (591.83%) | 1,503.1 m | -12.709 |
| * Best | 25/1000 | 1919 | 1504 32 383 | 0.85% | 0.01635362 BTC (1,633.67%) | 508.7 m | -17.1968 |
| * Best | 27/1000 | 1076 | 394 6 676 | 1.21% | 0.01308157 BTC (1,306.85%) | 429.3 m | -19.2688 |
| Best | 51/1000 | 745 | 290 1 454 | 1.60% | 0.01191751 BTC (1,190.57%) | 378.0 m | -25.1809 |
| Best | 52/1000 | 824 | 297 24 503 | 1.40% | 0.01154765 BTC (1,153.63%) | 360.7 m | -25.3763 |
| Best | 73/1000 | 1274 | 354 0 920 | 0.91% | 0.01155252 BTC (1,153.86%) | 218.4 m | -27.2912 |
| Best | 78/1000 | 1939 | 1211 34 694 | 0.82% | 0.01600980 BTC (1,599.39%) | 232.9 m | -28.1614 |
| Best | 81/1000 | 1477 | 916 12 549 | 1.17% | 0.01724320 BTC (1,722.60%) | 270.3 m | -37.6447 |
| Best | 152/1000 | 1542 | 1009 14 519 | 1.07% | 0.01652838 BTC (1,651.20%) | 241.8 m | -39.0547 |
| Best | 206/1000 | 1692 | 1052 18 622 | 1.17% | 0.01983180 BTC (1,981.20%) | 329.9 m | -41.3225 |
| Best | 565/1000 | 1603 | 1099 40 464 | 1.31% | 0.02097895 BTC (2,095.81%) | 471.6 m | -44.0891 |
| Best | 599/1000 | 2281 | 1678 6 597 | 0.94% | 0.02139584 BTC (2,137.45%) | 179.5 m | -48.4449 |
| Best | 883/1000 | 3673 | 2201 8 1464 | 0.58% | 0.02133095 BTC (2,131.45%) | 61.8 m | -55.4831 |
| Best | 902/1000 | 2570 | 1352 0 1218 | 0.72% | 0.01864310 BTC (1,862.43%) | 45.0 m | -56.8758 |

INFO - 1000 epochs saved to
'/mnt/Windows/Users/Rik/Desktop/Rikj-Home/Projects/Freqtrade-Git/user_data/hyperopt_results/strategy_MoniGoMani_hyperopt_results_2021-03-28_21-44-01.pickle'.

Best result:

902/1000:
2570 trades.
1352/0/1218 Wins/Draws/Losses.
Avg profit 0.72%.
Median profit 0.49%.
Total profit 0.01864310 BTC ( 1862.43Σ%).
Avg duration 45.0 min.
Objective: -56.87585


# Buy hyperspace params:
buy_params = {
'_downwards_trend_total_buy_signal_needed': 25,
'_sideways_trend_total_buy_signal_needed': 87,
'_trade_buys_when_sideways': False,
'_upwards_trend_total_buy_signal_needed': 80,
'downwards_trend_adx_strong_up_buy_weight': 37,
'downwards_trend_bollinger_bands_buy_weight': 36,
'downwards_trend_ema_long_golden_cross_buy_weight': 47,
'downwards_trend_ema_short_golden_cross_buy_weight': 76,
'downwards_trend_macd_buy_weight': 0,
'downwards_trend_rsi_buy_weight': 77,
'downwards_trend_sma_long_golden_cross_buy_weight': 26,
'downwards_trend_sma_short_golden_cross_buy_weight': 49,
'downwards_trend_vwap_cross_buy_weight': 61,
'sideways_trend_adx_strong_up_buy_weight': 14,
'sideways_trend_bollinger_bands_buy_weight': 62,
'sideways_trend_ema_long_golden_cross_buy_weight': 74,
'sideways_trend_ema_short_golden_cross_buy_weight': 52,
'sideways_trend_macd_buy_weight': 2,
'sideways_trend_rsi_buy_weight': 4,
'sideways_trend_sma_long_golden_cross_buy_weight': 12,
'sideways_trend_sma_short_golden_cross_buy_weight': 81,
'sideways_trend_vwap_cross_buy_weight': 53,
'upwards_trend_adx_strong_up_buy_weight': 54,
'upwards_trend_bollinger_bands_buy_weight': 28,
'upwards_trend_ema_long_golden_cross_buy_weight': 80,
'upwards_trend_ema_short_golden_cross_buy_weight': 28,
'upwards_trend_macd_buy_weight': 37,
'upwards_trend_rsi_buy_weight': 1,
'upwards_trend_sma_long_golden_cross_buy_weight': 98,
'upwards_trend_sma_short_golden_cross_buy_weight': 60,
'upwards_trend_vwap_cross_buy_weight': 69
}

# Sell hyperspace params:
sell_params = {
'_downwards_trend_total_sell_signal_needed': 8,
'_sideways_trend_total_sell_signal_needed': 40,
'_trade_sells_when_sideways': True,
'_upwards_trend_total_sell_signal_needed': 87,
'downwards_trend_adx_strong_down_sell_weight': 62,
'downwards_trend_bollinger_bands_sell_weight': 60,
'downwards_trend_ema_long_death_cross_sell_weight': 81,
'downwards_trend_ema_short_death_cross_sell_weight': 82,
'downwards_trend_macd_sell_weight': 11,
'downwards_trend_rsi_sell_weight': 11,
'downwards_trend_sma_long_death_cross_sell_weight': 1,
'downwards_trend_sma_short_death_cross_sell_weight': 57,
'downwards_trend_vwap_cross_sell_weight': 53,
'sideways_trend_adx_strong_down_sell_weight': 89,
'sideways_trend_bollinger_bands_sell_weight': 15,
'sideways_trend_ema_long_death_cross_sell_weight': 44,
'sideways_trend_ema_short_death_cross_sell_weight': 9,
'sideways_trend_macd_sell_weight': 85,
'sideways_trend_rsi_sell_weight': 21,
'sideways_trend_sma_long_death_cross_sell_weight': 13,
'sideways_trend_sma_short_death_cross_sell_weight': 20,
'sideways_trend_vwap_cross_sell_weight': 86,
'upwards_trend_adx_strong_down_sell_weight': 51,
'upwards_trend_bollinger_bands_sell_weight': 44,
'upwards_trend_ema_long_death_cross_sell_weight': 49,
'upwards_trend_ema_short_death_cross_sell_weight': 46,
'upwards_trend_macd_sell_weight': 70,
'upwards_trend_rsi_sell_weight': 98,
'upwards_trend_sma_long_death_cross_sell_weight': 43,
'upwards_trend_sma_short_death_cross_sell_weight': 64,
'upwards_trend_vwap_cross_sell_weight': 30
}

# ROI table:
minimal_roi = {
"0": 0.43923,
"424": 0.09794,
"911": 0.03168,
"1508": 0
}

# Stoploss:
stoploss = -0.02549

# Trailing stop:
trailing_stop = True
trailing_stop_positive = 0.01022
trailing_stop_positive_offset = 0.0146
trailing_only_offset_is_reached = False
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