InformativeSample Strat

[Prossi79]

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Tried to backtest the Informative Sample Strat "out of the box" to get familiar with the concept of informative pairs. Anything I need to adjust or consider?

Following error message:

2020-02-09 13:13:22,569 - freqtrade - ERROR - Fatal exception!
Traceback (most recent call last):
  File "/home/andreas/freqtrade/freqtrade/main.py", line 36, in main
    return_code = args['func'](args)
  File "/home/andreas/freqtrade/freqtrade/commands/optimize_commands.py", line 44, in start_backtesting
    backtesting.start()
  File "/home/andreas/freqtrade/freqtrade/optimize/backtesting.py", line 396, in start
    preprocessed = self.strategy.tickerdata_to_dataframe(data)
  File "/home/andreas/freqtrade/freqtrade/strategy/interface.py", line 448, in tickerdata_to_dataframe
    for pair, pair_data in tickerdata.items()}
  File "/home/andreas/freqtrade/freqtrade/strategy/interface.py", line 448, in <dictcomp>
    for pair, pair_data in tickerdata.items()}
  File "/home/andreas/freqtrade/freqtrade/strategy/interface.py", line 464, in advise_indicators
    return self.populate_indicators(dataframe, metadata)
  File "/home/andreas/freqtrade/user_data/strategies/InformativeSample.py", line 102, in populate_indicators
    ticker_interval=self.ticker_interval)
TypeError: historic_ohlcv() got an unexpected keyword argument 'ticker_interval'

[xmatthias]

the only place this may come from is the below - but that's been changed a while ago so make sure to use the latest version of freqtrade (2020.01 or later) and update this repository (git pull).

freqtrade-strategies/user_data/strategies/InformativeSample.py

Lines 87 to 88 in 20941f7

	data = self.dp.get_pair_dataframe(pair=f"{self.stake_currency}/USDT",
	timeframe=self.ticker_interval)

Now i would not encourage you to run this strategy - it's VERY basic and is just there to prove the point - not necessarily to be used to make gains.

[Prossi79]

:) yes, just to understand the informative pair topic which I like to implement in one of my strategies

[Prossi79]

Another quick question:

this part of the strategy file I need to change?

    def informative_pairs(self):
        """
        Define additional, informative pair/interval combinations to be cached from the exchange.
        These pair/interval combinations are non-tradeable, unless they are part
        of the whitelist as well.
        For more information, please consult the documentation
        :return: List of tuples in the format (pair, interval)
            Sample: return [("ETH/USDT", "5m"),
                            ("BTC/USDT", "15m"),
                            ]
        """
        return [(f"{self.config['stake_currency']}/USDT", self.ticker_interval)]

to for example:

return [("ETH/USDT", "5m")]

[xmatthias]

well you can, then it'll use 5m tickers for that "informative" pair.

the example (return [(f"{self.config['stake_currency']}/USDT", self.ticker_interval)]) uses the same interval the strategy uses.

That means for backtesting for example - you can run freqtrade backtesting --strategy InformativeSample -i 1h - and it'll automatically use the 1h ticker of "BTC/USDT".

In your case, it would always use 5m for the informative pair. That means when combining the tickers, you need to be careful so the data is actually matching.

[Prossi79]

mmmh okay, my intention / idea was the following -> using BTC/USDT long time frame (e.g. 1d) as informative pair to get an idea in what direction the market is going (BTC as pull) - for example via EMA50 based on 1d BTC/USDT informative pair. This information I like to use as guard for my 15m strategy which is using 15m data for triggers & guards. With this strategy I like to trade Altcoins.

Is the InformativePair approach viable for this concept? Or better using re-sampling?

And how would I need to adapt the your strategy template? my stake currency is USDT, I like to have as informative pair BTC/USDT and want to trade lets say XRP/USDT