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MoniGoMani v0.5.0 - Upward/Downward/Sideways Trend Detection
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Some Test Results/v0.5.0/MoniGoMani_v0.5.0_HyperOptResults_27-03-2021.txt
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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 | 398 | 182 29 187 | 0.20% | 0.00078502 BTC (78.44%) | 1,045.3 m | -1.04197 | | ||
| | * Best | 2/1000 | 483 | 148 82 253 | 0.90% | 0.00435364 BTC (434.93%) | 1,365.1 m | -9.33364 | | ||
| | * Best | 10/1000 | 746 | 314 65 367 | 1.22% | 0.00914215 BTC (913.30%) | 1,229.1 m | -15.0941 | | ||
| | Best | 61/1000 | 494 | 239 115 140 | 2.14% | 0.01059791 BTC (1,058.73%) | 2,245.4 m | -16.206 | | ||
| | Best | 64/1000 | 434 | 311 61 62 | 4.48% | 0.01945447 BTC (1,943.50%) | 3,394.0 m | -18.2663 | | ||
| | Best | 73/1000 | 644 | 345 155 144 | 2.79% | 0.01799898 BTC (1,798.10%) | 2,023.8 m | -20.9383 | | ||
| | Best | 74/1000 | 946 | 504 36 406 | 1.80% | 0.01706008 BTC (1,704.31%) | 899.2 m | -25.095 | | ||
| | Best | 88/1000 | 820 | 320 42 458 | 1.58% | 0.01299792 BTC (1,298.49%) | 626.4 m | -27.282 | | ||
| | Best | 98/1000 | 1352 | 439 39 874 | 0.98% | 0.01323958 BTC (1,322.68%) | 287.8 m | -32.9641 | | ||
| | Best | 104/1000 | 1633 | 1175 49 409 | 1.37% | 0.02240322 BTC (2,238.08%) | 613.2 m | -40.1503 | | ||
| | Best | 200/1000 | 1245 | 783 20 442 | 1.25% | 0.01561435 BTC (1,559.88%) | 291.8 m | -40.5808 | | ||
| | Best | 259/1000 | 2021 | 1550 39 432 | 1.09% | 0.02212395 BTC (2,210.17%) | 454.1 m | -41.0635 | | ||
| | Best | 266/1000 | 2148 | 1812 32 304 | 1.14% | 0.02451695 BTC (2,449.25%) | 373.9 m | -44.3484 | | ||
| | Best | 454/1000 | 1919 | 982 2 935 | 0.85% | 0.01624475 BTC (1,622.86%) | 102.5 m | -44.9014 | | ||
| | Best | 548/1000 | 3448 | 2332 4 1112 | 0.74% | 0.02571658 BTC (2,568.61%) | 72.2 m | -58.4164 | | ||
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| INFO - 1000 epochs saved to '/mnt/Windows/Users/Rik/Desktop/Rikj-Home/Projects/Freqtrade-Git/user_data/hyperopt_results/strategy_MoniGoMani_hyperopt_results_2021-03-27_20-05-46.pickle'. | ||
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| Best result: | ||
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| 548/1000: | ||
| 3448 trades. 2332/4/1112 | ||
| Wins/Draws/Losses. | ||
| Avg profit 0.74%. | ||
| Median profit 0.59%. | ||
| Total profit 0.02571658 BTC ( 2568.61Σ%). | ||
| Avg duration 72.2 min. | ||
| Objective: -58.41645 | ||
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| # Buy hyperspace params: | ||
| buy_params = { | ||
| '_downward_trend_total_buy_signal_needed': 95, | ||
| '_upward_trend_total_buy_signal_needed': 47, | ||
| 'downward_trend_adx_strong_up_buy_weight': 37, | ||
| 'downward_trend_bollinger_bands_buy_weight': 54, | ||
| 'downward_trend_ema_long_golden_cross_buy_weight': 85, | ||
| 'downward_trend_ema_short_golden_cross_buy_weight': 84, | ||
| 'downward_trend_macd_buy_weight': 23, | ||
| 'downward_trend_rsi_buy_weight': 80, | ||
| 'downward_trend_sma_long_golden_cross_buy_weight': 83, | ||
| 'downward_trend_sma_short_golden_cross_buy_weight': 81, | ||
| 'downward_trend_vwap_cross_buy_weight': 94, | ||
| 'upward_trend_adx_strong_up_buy_weight': 20, | ||
| 'upward_trend_bollinger_bands_buy_weight': 20, | ||
| 'upward_trend_ema_long_golden_cross_buy_weight': 37, | ||
| 'upward_trend_ema_short_golden_cross_buy_weight': 94, | ||
| 'upward_trend_macd_buy_weight': 98, | ||
| 'upward_trend_rsi_buy_weight': 17, | ||
| 'upward_trend_sma_long_golden_cross_buy_weight': 29, | ||
| 'upward_trend_sma_short_golden_cross_buy_weight': 10, | ||
| 'upward_trend_vwap_cross_buy_weight': 51 | ||
| } | ||
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| # Sell hyperspace params: | ||
| sell_params = { | ||
| '_downward_trend_total_sell_signal_needed': 38, | ||
| '_upward_trend_total_sell_signal_needed': 79, | ||
| 'downward_trend_adx_strong_down_sell_weight': 72, | ||
| 'downward_trend_bollinger_bands_sell_weight': 3, | ||
| 'downward_trend_ema_long_death_cross_sell_weight': 92, | ||
| 'downward_trend_ema_short_death_cross_sell_weight': 13, | ||
| 'downward_trend_macd_sell_weight': 36, | ||
| 'downward_trend_rsi_sell_weight': 53, | ||
| 'downward_trend_sma_long_death_cross_sell_weight': 87, | ||
| 'downward_trend_sma_short_death_cross_sell_weight': 33, | ||
| 'downward_trend_vwap_cross_sell_weight': 66, | ||
| 'upward_trend_adx_strong_down_sell_weight': 4, | ||
| 'upward_trend_bollinger_bands_sell_weight': 19, | ||
| 'upward_trend_ema_long_death_cross_sell_weight': 34, | ||
| 'upward_trend_ema_short_death_cross_sell_weight': 59, | ||
| 'upward_trend_macd_sell_weight': 50, | ||
| 'upward_trend_rsi_sell_weight': 5, | ||
| 'upward_trend_sma_long_death_cross_sell_weight': 62, | ||
| 'upward_trend_sma_short_death_cross_sell_weight': 84, | ||
| 'upward_trend_vwap_cross_sell_weight': 67 | ||
| } | ||
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| # ROI table: | ||
| minimal_roi = { | ||
| "0": 0.49718, | ||
| "351": 0.17781, | ||
| "828": 0.06013, | ||
| "1604": 0 | ||
| } | ||
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| # Stoploss: | ||
| stoploss = -0.02655 | ||
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| # Trailing stop: | ||
| trailing_stop = True | ||
| trailing_stop_positive = 0.01011 | ||
| trailing_stop_positive_offset = 0.01131 | ||
| trailing_only_offset_is_reached = True | ||
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| --- | ||
| version: '3' | ||
| services: | ||
| freqtrade: | ||
| # image: freqtradeorg/freqtrade:stable | ||
| # image: freqtradeorg/freqtrade:develop | ||
| # Use plotting image | ||
| image: freqtradeorg/freqtrade:develop_plot | ||
| # Build step - only needed when additional dependencies are needed | ||
| build: | ||
| context: . | ||
| dockerfile: "./docker/Dockerfile.technical" | ||
| restart: unless-stopped | ||
| container_name: freqtrade | ||
| volumes: | ||
| - "/etc/localtime:/etc/localtime:ro" | ||
| - "./user_data:/freqtrade/user_data" | ||
| # Expose api on port 8080 (localhost only) | ||
| # Please read the https://www.freqtrade.io/en/latest/rest-api/ documentation | ||
| # before enabling this. | ||
| ports: | ||
| - "127.0.0.1:8080:8080" | ||
| # Default command used when running `docker compose up` | ||
| command: > | ||
| trade | ||
| --logfile /freqtrade/user_data/logs/freqtrade.log | ||
| --db-url sqlite:////freqtrade/user_data/tradesv3-MoniGoMani_v0.5.0_HyperOpted.sqlite | ||
| --config /freqtrade/user_data/config.json | ||
| --strategy MoniGoManiHyperOpted |
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| FROM freqtradeorg/freqtrade:develop | ||
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| # Install dependencies | ||
| COPY requirements-dev.txt /freqtrade/ | ||
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| RUN pip install numpy --no-cache-dir \ | ||
| && pip install -r requirements-dev.txt --no-cache-dir | ||
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| # Empty the ENTRYPOINT to allow all commands | ||
| ENTRYPOINT [] |
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| FROM freqtradeorg/freqtrade:develop_plot | ||
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| RUN pip install jupyterlab --no-cache-dir | ||
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| # Empty the ENTRYPOINT to allow all commands | ||
| ENTRYPOINT [] |
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| ARG sourceimage=develop | ||
| FROM freqtradeorg/freqtrade:${sourceimage} | ||
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| # Install dependencies | ||
| COPY requirements-plot.txt /freqtrade/ | ||
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| RUN pip install -r requirements-plot.txt --no-cache-dir |
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| FROM freqtradeorg/freqtrade:develop | ||
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| RUN apt-get update \ | ||
| && apt-get -y install git \ | ||
| && apt-get clean \ | ||
| && pip install git+https://github.com/freqtrade/technical |
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| --- | ||
| version: '3' | ||
| services: | ||
| ft_jupyterlab: | ||
| build: | ||
| context: .. | ||
| dockerfile: docker/Dockerfile.jupyter | ||
| restart: unless-stopped | ||
| container_name: freqtrade | ||
| ports: | ||
| - "127.0.0.1:8888:8888" | ||
| volumes: | ||
| - "./user_data:/freqtrade/user_data" | ||
| # Default command used when running `docker compose up` | ||
| command: > | ||
| jupyter lab --port=8888 --ip 0.0.0.0 --allow-root |
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