🐞 Hyperopt is ignoring trailing_stop_positive_offset_max_value

[3ylo]

The hyperopt is ignoring the "trailing_stop_positive_offset_max_value": 0.028 and opting for values higher than the configured max_value.

"trailing_stop_positive_min_value": 0.01,
"trailing_stop_positive_max_value": 0.021,
"trailing_stop_positive_offset_min_value": 0.011,
"trailing_stop_positive_offset_max_value": 0.028,

Trailing stop:

trailing_stop = True
trailing_stop_positive = 0.014
trailing_stop_positive_offset = 0.038
trailing_only_offset_is_reached = True

[Rikj000]

On my end the results also appear off! 😮
Appears to only occur for the trailing_stop_positive_offset value.

mgm-config.json - stoploss_spaces section:

{
    "stoploss_min_value": -0.02,
    "stoploss_max_value": -0.35,
    "trailing_stop_positive_min_value": 0.01,
    "trailing_stop_positive_max_value": 0.35,
    "trailing_stop_positive_offset_min_value": 0.011,
    "trailing_stop_positive_offset_max_value": 0.1
}

Results found:

# Stoploss:
stoploss = -0.288

# Trailing stop:
trailing_stop = True
trailing_stop_positive = 0.253
trailing_stop_positive_offset = 0.326
trailing_only_offset_is_reached = True

[raftersvk]

coud it be just the position of the default values interfering with the mgm-comfig.json
on my local setup I have commented that part ant it works perfectly so far :

[Rikj000]

coud it be just the position of the default values interfering with the mgm-comfig.json
on my local setup I have commented that part ant it works perfectly so far :

Truly nice findings @raftersvk! 👏 So a little more exact, you commented out lines 118 - 125? 👀
I would leave the buy_params and sell_params lines (119 - 120) there though, to prevent issues when loading in 'mgm-config-hyperopt.json during the second HyperOpt Run.

Currently I'm still working on the Docs & HyperOpting protections, would be nice if you could provide some of the fixed results in the meantime to speed things up 🙂

[raftersvk]

indeed I have left the buy / sell_params for the strat to work properly.

[Rikj000]

So when taking a closer look at the documentation I wondered if there even was a bug at all

And after diving in Freqtrades source code I can confirm all looks to be in order 🎉

trailing_stop_positive_offset_min_value & trailing_stop_positive_offset_max_value
Their parameter names are not clear without documentation, since they don't make up the final trailing_stop_positive_offset on their own
They first add up the trailing_stop_positive 🙂
It's basically just an intermediate parameter that caused us some confusion 😄