github-actions[bot]
3257 lines
86 KiB
HTML
3257 lines
86 KiB
HTML
|
|
<!doctype html>
|
|
<html lang="en" class="no-js">
|
|
<head>
|
|
|
|
<meta charset="utf-8">
|
|
<meta name="viewport" content="width=device-width,initial-scale=1">
|
|
|
|
<meta name="description" content="Freqtrade is a free and open source crypto trading bot written in Python, designed to support all major exchanges and be controlled via Telegram or builtin Web UI">
|
|
|
|
|
|
|
|
<link rel="canonical" href="https://www.freqtrade.io/en/stable/strategy_migration/">
|
|
|
|
|
|
<link rel="prev" href="../faq/">
|
|
|
|
|
|
<link rel="next" href="../updating/">
|
|
|
|
|
|
|
|
|
|
|
|
<link rel="icon" href="../images/logo.png">
|
|
<meta name="generator" content="mkdocs-1.6.1, mkdocs-material-9.7.6">
|
|
|
|
|
|
|
|
<title>Strategy migration - Freqtrade</title>
|
|
|
|
|
|
|
|
<link rel="stylesheet" href="../assets/stylesheets/main.484c7ddc.min.css">
|
|
|
|
|
|
<link rel="stylesheet" href="../assets/stylesheets/palette.ab4e12ef.min.css">
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<link rel="preconnect" href="https://fonts.gstatic.com" crossorigin>
|
|
<link rel="stylesheet" href="https://fonts.googleapis.com/css?family=Roboto:300,300i,400,400i,700,700i%7CRoboto+Mono:400,400i,700,700i&display=fallback">
|
|
<style>:root{--md-text-font:"Roboto";--md-code-font:"Roboto Mono"}</style>
|
|
|
|
|
|
|
|
<link rel="stylesheet" href="../stylesheets/ft.extra.css">
|
|
|
|
<script>__md_scope=new URL("..",location),__md_hash=e=>[...e].reduce(((e,_)=>(e<<5)-e+_.charCodeAt(0)),0),__md_get=(e,_=localStorage,t=__md_scope)=>JSON.parse(_.getItem(t.pathname+"."+e)),__md_set=(e,_,t=localStorage,a=__md_scope)=>{try{t.setItem(a.pathname+"."+e,JSON.stringify(_))}catch(e){}}</script>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<script id="__analytics">function __md_analytics(){function e(){dataLayer.push(arguments)}window.dataLayer=window.dataLayer||[],e("js",new Date),e("config","G-VH170LG9M5"),document.addEventListener("DOMContentLoaded",(function(){document.forms.search&&document.forms.search.query.addEventListener("blur",(function(){this.value&&e("event","search",{search_term:this.value})}));document$.subscribe((function(){var t=document.forms.feedback;if(void 0!==t)for(var a of t.querySelectorAll("[type=submit]"))a.addEventListener("click",(function(a){a.preventDefault();var n=document.location.pathname,d=this.getAttribute("data-md-value");e("event","feedback",{page:n,data:d}),t.firstElementChild.disabled=!0;var r=t.querySelector(".md-feedback__note [data-md-value='"+d+"']");r&&(r.hidden=!1)})),t.hidden=!1})),location$.subscribe((function(t){e("config","G-VH170LG9M5",{page_path:t.pathname})}))}));var t=document.createElement("script");t.async=!0,t.src="https://www.googletagmanager.com/gtag/js?id=G-VH170LG9M5",document.getElementById("__analytics").insertAdjacentElement("afterEnd",t)}</script>
|
|
|
|
<script>"undefined"!=typeof __md_analytics&&__md_analytics()</script>
|
|
|
|
|
|
|
|
|
|
</head>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<body dir="ltr" data-md-color-scheme="default" data-md-color-primary="blue-grey" data-md-color-accent="tear">
|
|
|
|
|
|
<input class="md-toggle" data-md-toggle="drawer" type="checkbox" id="__drawer" autocomplete="off">
|
|
<input class="md-toggle" data-md-toggle="search" type="checkbox" id="__search" autocomplete="off">
|
|
<label class="md-overlay" for="__drawer"></label>
|
|
<div data-md-component="skip">
|
|
|
|
|
|
<a href="#strategy-migration-between-v2-and-v3" class="md-skip">
|
|
Skip to content
|
|
</a>
|
|
|
|
</div>
|
|
<div data-md-component="announce">
|
|
|
|
</div>
|
|
|
|
<div data-md-color-scheme="default" data-md-component="outdated" hidden>
|
|
|
|
</div>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<header class="md-header md-header--shadow" data-md-component="header">
|
|
<nav class="md-header__inner md-grid" aria-label="Header">
|
|
<a href=".." title="Freqtrade" class="md-header__button md-logo" aria-label="Freqtrade" data-md-component="logo">
|
|
|
|
<img src="../images/logo.png" alt="logo">
|
|
|
|
</a>
|
|
<label class="md-header__button md-icon" for="__drawer">
|
|
|
|
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M3 6h18v2H3zm0 5h18v2H3zm0 5h18v2H3z"/></svg>
|
|
</label>
|
|
<div class="md-header__title" data-md-component="header-title">
|
|
<div class="md-header__ellipsis">
|
|
<div class="md-header__topic">
|
|
<span class="md-ellipsis">
|
|
Freqtrade
|
|
</span>
|
|
</div>
|
|
<div class="md-header__topic" data-md-component="header-topic">
|
|
<span class="md-ellipsis">
|
|
|
|
Strategy migration
|
|
|
|
</span>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
|
|
|
|
<form class="md-header__option" data-md-component="palette">
|
|
|
|
|
|
|
|
|
|
<input class="md-option" data-md-color-media="" data-md-color-scheme="default" data-md-color-primary="blue-grey" data-md-color-accent="tear" aria-label="Switch to dark mode" type="radio" name="__palette" id="__palette_0">
|
|
|
|
<label class="md-header__button md-icon" title="Switch to dark mode" for="__palette_1" hidden>
|
|
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M17 6H7c-3.31 0-6 2.69-6 6s2.69 6 6 6h10c3.31 0 6-2.69 6-6s-2.69-6-6-6m0 10H7c-2.21 0-4-1.79-4-4s1.79-4 4-4h10c2.21 0 4 1.79 4 4s-1.79 4-4 4M7 9c-1.66 0-3 1.34-3 3s1.34 3 3 3 3-1.34 3-3-1.34-3-3-3"/></svg>
|
|
</label>
|
|
|
|
|
|
|
|
|
|
|
|
<input class="md-option" data-md-color-media="" data-md-color-scheme="slate" data-md-color-primary="blue-grey" data-md-color-accent="tear" aria-label="Switch to light mode" type="radio" name="__palette" id="__palette_1">
|
|
|
|
<label class="md-header__button md-icon" title="Switch to light mode" for="__palette_0" hidden>
|
|
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M17 7H7a5 5 0 0 0-5 5 5 5 0 0 0 5 5h10a5 5 0 0 0 5-5 5 5 0 0 0-5-5m0 8a3 3 0 0 1-3-3 3 3 0 0 1 3-3 3 3 0 0 1 3 3 3 3 0 0 1-3 3"/></svg>
|
|
</label>
|
|
|
|
|
|
</form>
|
|
|
|
|
|
|
|
<script>var palette=__md_get("__palette");if(palette&&palette.color){if("(prefers-color-scheme)"===palette.color.media){var media=matchMedia("(prefers-color-scheme: light)"),input=document.querySelector(media.matches?"[data-md-color-media='(prefers-color-scheme: light)']":"[data-md-color-media='(prefers-color-scheme: dark)']");palette.color.media=input.getAttribute("data-md-color-media"),palette.color.scheme=input.getAttribute("data-md-color-scheme"),palette.color.primary=input.getAttribute("data-md-color-primary"),palette.color.accent=input.getAttribute("data-md-color-accent")}for(var[key,value]of Object.entries(palette.color))document.body.setAttribute("data-md-color-"+key,value)}</script>
|
|
|
|
|
|
|
|
|
|
|
|
<label class="md-header__button md-icon" for="__search">
|
|
|
|
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.52 6.52 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5"/></svg>
|
|
</label>
|
|
<div class="md-search" data-md-component="search" role="dialog">
|
|
<label class="md-search__overlay" for="__search"></label>
|
|
<div class="md-search__inner" role="search">
|
|
<form class="md-search__form" name="search">
|
|
<input type="text" class="md-search__input" name="query" aria-label="Search" placeholder="Search" autocapitalize="off" autocorrect="off" autocomplete="off" spellcheck="false" data-md-component="search-query" required>
|
|
<label class="md-search__icon md-icon" for="__search">
|
|
|
|
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.52 6.52 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5"/></svg>
|
|
|
|
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M20 11v2H8l5.5 5.5-1.42 1.42L4.16 12l7.92-7.92L13.5 5.5 8 11z"/></svg>
|
|
</label>
|
|
<nav class="md-search__options" aria-label="Search">
|
|
|
|
<a href="javascript:void(0)" class="md-search__icon md-icon" title="Share" aria-label="Share" data-clipboard data-clipboard-text="" data-md-component="search-share" tabindex="-1">
|
|
|
|
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M18 16.08c-.76 0-1.44.3-1.96.77L8.91 12.7c.05-.23.09-.46.09-.7s-.04-.47-.09-.7l7.05-4.11c.54.5 1.25.81 2.04.81a3 3 0 0 0 3-3 3 3 0 0 0-3-3 3 3 0 0 0-3 3c0 .24.04.47.09.7L8.04 9.81C7.5 9.31 6.79 9 6 9a3 3 0 0 0-3 3 3 3 0 0 0 3 3c.79 0 1.5-.31 2.04-.81l7.12 4.15c-.05.21-.08.43-.08.66 0 1.61 1.31 2.91 2.92 2.91s2.92-1.3 2.92-2.91A2.92 2.92 0 0 0 18 16.08"/></svg>
|
|
</a>
|
|
|
|
<button type="reset" class="md-search__icon md-icon" title="Clear" aria-label="Clear" tabindex="-1">
|
|
|
|
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M19 6.41 17.59 5 12 10.59 6.41 5 5 6.41 10.59 12 5 17.59 6.41 19 12 13.41 17.59 19 19 17.59 13.41 12z"/></svg>
|
|
</button>
|
|
</nav>
|
|
|
|
</form>
|
|
<div class="md-search__output">
|
|
<div class="md-search__scrollwrap" tabindex="0" data-md-scrollfix>
|
|
<div class="md-search-result" data-md-component="search-result">
|
|
<div class="md-search-result__meta">
|
|
Initializing search
|
|
</div>
|
|
<ol class="md-search-result__list" role="presentation"></ol>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
|
|
|
|
|
|
<div class="md-header__source">
|
|
<a href="https://github.com/freqtrade/freqtrade" title="Go to repository" class="md-source" data-md-component="source">
|
|
<div class="md-source__icon md-icon">
|
|
|
|
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 512 512"><!--! Font Awesome Free 7.1.0 by @fontawesome - https://fontawesome.com License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License) Copyright 2025 Fonticons, Inc.--><path d="M173.9 397.4c0 2-2.3 3.6-5.2 3.6-3.3.3-5.6-1.3-5.6-3.6 0-2 2.3-3.6 5.2-3.6 3-.3 5.6 1.3 5.6 3.6m-31.1-4.5c-.7 2 1.3 4.3 4.3 4.9 2.6 1 5.6 0 6.2-2s-1.3-4.3-4.3-5.2c-2.6-.7-5.5.3-6.2 2.3m44.2-1.7c-2.9.7-4.9 2.6-4.6 4.9.3 2 2.9 3.3 5.9 2.6 2.9-.7 4.9-2.6 4.6-4.6-.3-1.9-3-3.2-5.9-2.9M252.8 8C114.1 8 8 113.3 8 252c0 110.9 69.8 205.8 169.5 239.2 12.8 2.3 17.3-5.6 17.3-12.1 0-6.2-.3-40.4-.3-61.4 0 0-70 15-84.7-29.8 0 0-11.4-29.1-27.8-36.6 0 0-22.9-15.7 1.6-15.4 0 0 24.9 2 38.6 25.8 21.9 38.6 58.6 27.5 72.9 20.9 2.3-16 8.8-27.1 16-33.7-55.9-6.2-112.3-14.3-112.3-110.5 0-27.5 7.6-41.3 23.6-58.9-2.6-6.5-11.1-33.3 2.6-67.9 20.9-6.5 69 27 69 27 20-5.6 41.5-8.5 62.8-8.5s42.8 2.9 62.8 8.5c0 0 48.1-33.6 69-27 13.7 34.7 5.2 61.4 2.6 67.9 16 17.7 25.8 31.5 25.8 58.9 0 96.5-58.9 104.2-114.8 110.5 9.2 7.9 17 22.9 17 46.4 0 33.7-.3 75.4-.3 83.6 0 6.5 4.6 14.4 17.3 12.1C436.2 457.8 504 362.9 504 252 504 113.3 391.5 8 252.8 8M105.2 352.9c-1.3 1-1 3.3.7 5.2 1.6 1.6 3.9 2.3 5.2 1 1.3-1 1-3.3-.7-5.2-1.6-1.6-3.9-2.3-5.2-1m-10.8-8.1c-.7 1.3.3 2.9 2.3 3.9 1.6 1 3.6.7 4.3-.7.7-1.3-.3-2.9-2.3-3.9-2-.6-3.6-.3-4.3.7m32.4 35.6c-1.6 1.3-1 4.3 1.3 6.2 2.3 2.3 5.2 2.6 6.5 1 1.3-1.3.7-4.3-1.3-6.2-2.2-2.3-5.2-2.6-6.5-1m-11.4-14.7c-1.6 1-1.6 3.6 0 5.9s4.3 3.3 5.6 2.3c1.6-1.3 1.6-3.9 0-6.2-1.4-2.3-4-3.3-5.6-2"/></svg>
|
|
</div>
|
|
<div class="md-source__repository">
|
|
GitHub
|
|
</div>
|
|
</a>
|
|
</div>
|
|
|
|
</nav>
|
|
|
|
</header>
|
|
|
|
<div class="md-container" data-md-component="container">
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<main class="md-main" data-md-component="main">
|
|
<div class="md-main__inner md-grid">
|
|
|
|
|
|
<!-- Main navigation -->
|
|
|
|
|
|
<div class="md-sidebar md-sidebar--primary" data-md-component="sidebar" data-md-type="navigation" >
|
|
<div class="md-sidebar__scrollwrap">
|
|
<div class="md-sidebar__inner">
|
|
|
|
|
|
|
|
|
|
<nav class="md-nav md-nav--primary" aria-label="Navigation" data-md-level="0">
|
|
<label class="md-nav__title" for="__drawer">
|
|
<a href=".." title="Freqtrade" class="md-nav__button md-logo" aria-label="Freqtrade" data-md-component="logo">
|
|
|
|
<img src="../images/logo.png" alt="logo">
|
|
|
|
</a>
|
|
Freqtrade
|
|
</label>
|
|
|
|
<div class="md-nav__source">
|
|
<a href="https://github.com/freqtrade/freqtrade" title="Go to repository" class="md-source" data-md-component="source">
|
|
<div class="md-source__icon md-icon">
|
|
|
|
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 512 512"><!--! Font Awesome Free 7.1.0 by @fontawesome - https://fontawesome.com License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License) Copyright 2025 Fonticons, Inc.--><path d="M173.9 397.4c0 2-2.3 3.6-5.2 3.6-3.3.3-5.6-1.3-5.6-3.6 0-2 2.3-3.6 5.2-3.6 3-.3 5.6 1.3 5.6 3.6m-31.1-4.5c-.7 2 1.3 4.3 4.3 4.9 2.6 1 5.6 0 6.2-2s-1.3-4.3-4.3-5.2c-2.6-.7-5.5.3-6.2 2.3m44.2-1.7c-2.9.7-4.9 2.6-4.6 4.9.3 2 2.9 3.3 5.9 2.6 2.9-.7 4.9-2.6 4.6-4.6-.3-1.9-3-3.2-5.9-2.9M252.8 8C114.1 8 8 113.3 8 252c0 110.9 69.8 205.8 169.5 239.2 12.8 2.3 17.3-5.6 17.3-12.1 0-6.2-.3-40.4-.3-61.4 0 0-70 15-84.7-29.8 0 0-11.4-29.1-27.8-36.6 0 0-22.9-15.7 1.6-15.4 0 0 24.9 2 38.6 25.8 21.9 38.6 58.6 27.5 72.9 20.9 2.3-16 8.8-27.1 16-33.7-55.9-6.2-112.3-14.3-112.3-110.5 0-27.5 7.6-41.3 23.6-58.9-2.6-6.5-11.1-33.3 2.6-67.9 20.9-6.5 69 27 69 27 20-5.6 41.5-8.5 62.8-8.5s42.8 2.9 62.8 8.5c0 0 48.1-33.6 69-27 13.7 34.7 5.2 61.4 2.6 67.9 16 17.7 25.8 31.5 25.8 58.9 0 96.5-58.9 104.2-114.8 110.5 9.2 7.9 17 22.9 17 46.4 0 33.7-.3 75.4-.3 83.6 0 6.5 4.6 14.4 17.3 12.1C436.2 457.8 504 362.9 504 252 504 113.3 391.5 8 252.8 8M105.2 352.9c-1.3 1-1 3.3.7 5.2 1.6 1.6 3.9 2.3 5.2 1 1.3-1 1-3.3-.7-5.2-1.6-1.6-3.9-2.3-5.2-1m-10.8-8.1c-.7 1.3.3 2.9 2.3 3.9 1.6 1 3.6.7 4.3-.7.7-1.3-.3-2.9-2.3-3.9-2-.6-3.6-.3-4.3.7m32.4 35.6c-1.6 1.3-1 4.3 1.3 6.2 2.3 2.3 5.2 2.6 6.5 1 1.3-1.3.7-4.3-1.3-6.2-2.2-2.3-5.2-2.6-6.5-1m-11.4-14.7c-1.6 1-1.6 3.6 0 5.9s4.3 3.3 5.6 2.3c1.6-1.3 1.6-3.9 0-6.2-1.4-2.3-4-3.3-5.6-2"/></svg>
|
|
</div>
|
|
<div class="md-source__repository">
|
|
GitHub
|
|
</div>
|
|
</a>
|
|
</div>
|
|
|
|
<ul class="md-nav__list" data-md-scrollfix>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href=".." class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Home
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../docker_quickstart/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Quickstart with Docker
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../installation/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Installation
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../bot-basics/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Freqtrade Basics
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../configuration/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Configuration
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../strategy-101/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Strategy Quickstart
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../strategy-customization/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Strategy Customization
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../strategy-callbacks/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Strategy Callbacks
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../stoploss/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Stoploss
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../plugins/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Plugins
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../bot-usage/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Start the bot
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item md-nav__item--nested">
|
|
|
|
|
|
|
|
<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_12" >
|
|
|
|
|
|
<label class="md-nav__link" for="__nav_12" id="__nav_12_label" tabindex="0">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Control the bot
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
<span class="md-nav__icon md-icon"></span>
|
|
</label>
|
|
|
|
<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_12_label" aria-expanded="false">
|
|
<label class="md-nav__title" for="__nav_12">
|
|
<span class="md-nav__icon md-icon"></span>
|
|
|
|
|
|
Control the bot
|
|
|
|
|
|
</label>
|
|
<ul class="md-nav__list" data-md-scrollfix>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../telegram-usage/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Telegram
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../freq-ui/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
freqUI
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../rest-api/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
REST API
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../webhook-config/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Web Hook
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
</ul>
|
|
</nav>
|
|
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../data-download/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Data Downloading
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../backtesting/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Backtesting
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../hyperopt/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Hyperopt
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item md-nav__item--nested">
|
|
|
|
|
|
|
|
<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_16" >
|
|
|
|
|
|
<label class="md-nav__link" for="__nav_16" id="__nav_16_label" tabindex="0">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
FreqAI
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
<span class="md-nav__icon md-icon"></span>
|
|
</label>
|
|
|
|
<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_16_label" aria-expanded="false">
|
|
<label class="md-nav__title" for="__nav_16">
|
|
<span class="md-nav__icon md-icon"></span>
|
|
|
|
|
|
FreqAI
|
|
|
|
|
|
</label>
|
|
<ul class="md-nav__list" data-md-scrollfix>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../freqai/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Introduction
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../freqai-configuration/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Configuration
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../freqai-parameter-table/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Parameter table
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../freqai-feature-engineering/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Feature engineering
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../freqai-running/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Running FreqAI
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../freqai-reinforcement-learning/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Reinforcement Learning
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../freqai-developers/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Developer guide
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
</ul>
|
|
</nav>
|
|
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../leverage/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Short / Leverage
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../utils/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Utility Sub-commands
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../plotting/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Plotting
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../exchanges/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Exchange-specific Notes
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item md-nav__item--nested">
|
|
|
|
|
|
|
|
<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_21" >
|
|
|
|
|
|
<label class="md-nav__link" for="__nav_21" id="__nav_21_label" tabindex="0">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Data Analysis
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
<span class="md-nav__icon md-icon"></span>
|
|
</label>
|
|
|
|
<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_21_label" aria-expanded="false">
|
|
<label class="md-nav__title" for="__nav_21">
|
|
<span class="md-nav__icon md-icon"></span>
|
|
|
|
|
|
Data Analysis
|
|
|
|
|
|
</label>
|
|
<ul class="md-nav__list" data-md-scrollfix>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../data-analysis/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Jupyter Notebooks
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../strategy_analysis_example/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Strategy analysis
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../advanced-backtesting/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Backtest analysis
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
</ul>
|
|
</nav>
|
|
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item md-nav__item--nested">
|
|
|
|
|
|
|
|
<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_22" >
|
|
|
|
|
|
<label class="md-nav__link" for="__nav_22" id="__nav_22_label" tabindex="0">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Advanced Topics
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
<span class="md-nav__icon md-icon"></span>
|
|
</label>
|
|
|
|
<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_22_label" aria-expanded="false">
|
|
<label class="md-nav__title" for="__nav_22">
|
|
<span class="md-nav__icon md-icon"></span>
|
|
|
|
|
|
Advanced Topics
|
|
|
|
|
|
</label>
|
|
<ul class="md-nav__list" data-md-scrollfix>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../advanced-setup/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Advanced Post-installation Tasks
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../trade-object/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Trade Object
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../lookahead-analysis/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Lookahead analysis
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../recursive-analysis/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Recursive analysis
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../strategy-advanced/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Advanced Strategy
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../advanced-hyperopt/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Advanced Hyperopt
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../advanced-orderflow/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Orderflow
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../producer-consumer/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Producer/Consumer mode
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../sql_cheatsheet/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
SQL Cheat-sheet
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
</ul>
|
|
</nav>
|
|
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../faq/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
FAQ
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item md-nav__item--active">
|
|
|
|
<input class="md-nav__toggle md-toggle" type="checkbox" id="__toc">
|
|
|
|
|
|
|
|
|
|
|
|
<label class="md-nav__link md-nav__link--active" for="__toc">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Strategy migration
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
<span class="md-nav__icon md-icon"></span>
|
|
</label>
|
|
|
|
<a href="./" class="md-nav__link md-nav__link--active">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Strategy migration
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
|
|
|
|
|
|
<nav class="md-nav md-nav--secondary" aria-label="Table of contents">
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<label class="md-nav__title" for="__toc">
|
|
<span class="md-nav__icon md-icon"></span>
|
|
Table of contents
|
|
</label>
|
|
<ul class="md-nav__list" data-md-component="toc" data-md-scrollfix>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#quick-summary-migration-checklist" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
Quick summary / migration checklist
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#extensive-explanation" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
Extensive explanation
|
|
|
|
</span>
|
|
</a>
|
|
|
|
<nav class="md-nav" aria-label="Extensive explanation">
|
|
<ul class="md-nav__list">
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#populate_buy_trend" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
populate_buy_trend
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#populate_sell_trend" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
populate_sell_trend
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#custom_sell" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
custom_sell
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#custom_entry_timeout" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
custom_entry_timeout
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#custom_stake_amount" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
custom_stake_amount
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#confirm_trade_entry" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
confirm_trade_entry
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#confirm_trade_exit" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
confirm_trade_exit
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#custom_entry_price" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
custom_entry_price
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#adjust-trade-position-changes" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
Adjust trade position changes
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#helper-methods" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
Helper methods
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#strategyconfiguration-settings" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
Strategy/Configuration settings
|
|
|
|
</span>
|
|
</a>
|
|
|
|
<nav class="md-nav" aria-label="Strategy/Configuration settings">
|
|
<ul class="md-nav__list">
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#order_time_in_force" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
order_time_in_force
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#order_types" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
order_types
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#strategy-level-settings" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
Strategy level settings
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#unfilledtimeout" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
unfilledtimeout
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#order-pricing" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
order pricing
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
</ul>
|
|
</nav>
|
|
|
|
</li>
|
|
|
|
</ul>
|
|
</nav>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#freqai-strategy" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
FreqAI strategy
|
|
|
|
</span>
|
|
</a>
|
|
|
|
<nav class="md-nav" aria-label="FreqAI strategy">
|
|
<ul class="md-nav__list">
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#freqai-feature-engineering-expand-all" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
freqai - feature engineering expand all
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#freqai-feature-engineering-basic" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
Freqai - feature engineering basic
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#freqai-feature-engineering-standard" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
FreqAI - feature engineering standard
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#freqai-set-targets" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
FreqAI - set Targets
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#freqai-new-data-pipeline" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
FreqAI - New data Pipeline
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
</ul>
|
|
</nav>
|
|
|
|
</li>
|
|
|
|
</ul>
|
|
|
|
</nav>
|
|
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../updating/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Updating Freqtrade
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../deprecated/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Deprecated Features
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../developer/" class="md-nav__link">
|
|
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
|
|
|
|
Contributors Guide
|
|
|
|
|
|
|
|
</span>
|
|
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
</ul>
|
|
</nav>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
|
|
|
|
<!-- Table of contents -->
|
|
|
|
|
|
<div class="md-sidebar md-sidebar--secondary" data-md-component="sidebar" data-md-type="toc" >
|
|
<div class="md-sidebar__scrollwrap">
|
|
<div class="md-sidebar__inner">
|
|
|
|
|
|
<nav class="md-nav md-nav--secondary" aria-label="Table of contents">
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<label class="md-nav__title" for="__toc">
|
|
<span class="md-nav__icon md-icon"></span>
|
|
Table of contents
|
|
</label>
|
|
<ul class="md-nav__list" data-md-component="toc" data-md-scrollfix>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#quick-summary-migration-checklist" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
Quick summary / migration checklist
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#extensive-explanation" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
Extensive explanation
|
|
|
|
</span>
|
|
</a>
|
|
|
|
<nav class="md-nav" aria-label="Extensive explanation">
|
|
<ul class="md-nav__list">
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#populate_buy_trend" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
populate_buy_trend
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#populate_sell_trend" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
populate_sell_trend
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#custom_sell" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
custom_sell
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#custom_entry_timeout" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
custom_entry_timeout
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#custom_stake_amount" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
custom_stake_amount
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#confirm_trade_entry" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
confirm_trade_entry
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#confirm_trade_exit" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
confirm_trade_exit
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#custom_entry_price" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
custom_entry_price
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#adjust-trade-position-changes" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
Adjust trade position changes
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#helper-methods" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
Helper methods
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#strategyconfiguration-settings" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
Strategy/Configuration settings
|
|
|
|
</span>
|
|
</a>
|
|
|
|
<nav class="md-nav" aria-label="Strategy/Configuration settings">
|
|
<ul class="md-nav__list">
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#order_time_in_force" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
order_time_in_force
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#order_types" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
order_types
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#strategy-level-settings" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
Strategy level settings
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#unfilledtimeout" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
unfilledtimeout
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#order-pricing" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
order pricing
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
</ul>
|
|
</nav>
|
|
|
|
</li>
|
|
|
|
</ul>
|
|
</nav>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#freqai-strategy" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
FreqAI strategy
|
|
|
|
</span>
|
|
</a>
|
|
|
|
<nav class="md-nav" aria-label="FreqAI strategy">
|
|
<ul class="md-nav__list">
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#freqai-feature-engineering-expand-all" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
freqai - feature engineering expand all
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#freqai-feature-engineering-basic" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
Freqai - feature engineering basic
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#freqai-feature-engineering-standard" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
FreqAI - feature engineering standard
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#freqai-set-targets" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
FreqAI - set Targets
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#freqai-new-data-pipeline" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
|
|
FreqAI - New data Pipeline
|
|
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
</ul>
|
|
</nav>
|
|
|
|
</li>
|
|
|
|
</ul>
|
|
|
|
</nav>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
|
|
|
|
|
|
<div class="md-content" data-md-component="content">
|
|
|
|
<article class="md-content__inner md-typeset">
|
|
|
|
|
|
|
|
|
|
|
|
<a href="https://github.com/freqtrade/freqtrade/edit/develop/docs/strategy_migration.md" title="Edit this page" class="md-content__button md-icon" rel="edit">
|
|
|
|
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M10 20H6V4h7v5h5v3.1l2-2V8l-6-6H6c-1.1 0-2 .9-2 2v16c0 1.1.9 2 2 2h4zm10.2-7c.1 0 .3.1.4.2l1.3 1.3c.2.2.2.6 0 .8l-1 1-2.1-2.1 1-1c.1-.1.2-.2.4-.2m0 3.9L14.1 23H12v-2.1l6.1-6.1z"/></svg>
|
|
</a>
|
|
|
|
|
|
|
|
|
|
<h1 id="strategy-migration-between-v2-and-v3">Strategy Migration between V2 and V3<a class="headerlink" href="#strategy-migration-between-v2-and-v3" title="Permanent link">¶</a></h1>
|
|
<p>To support new markets and trade-types (namely short trades / trades with leverage), some things had to change in the interface.
|
|
If you intend on using markets other than spot markets, please migrate your strategy to the new format.</p>
|
|
<p>We have put a great effort into keeping compatibility with existing strategies, so if you just want to continue using freqtrade in <strong>spot markets</strong>, there should be no changes necessary for now.</p>
|
|
<p>You can use the quick summary as checklist. Please refer to the detailed sections below for full migration details.</p>
|
|
<h2 id="quick-summary-migration-checklist">Quick summary / migration checklist<a class="headerlink" href="#quick-summary-migration-checklist" title="Permanent link">¶</a></h2>
|
|
<p>Note : <code>forcesell</code>, <code>forcebuy</code>, <code>emergencysell</code> are changed to <code>force_exit</code>, <code>force_enter</code>, <code>emergency_exit</code> respectively.</p>
|
|
<ul>
|
|
<li>Strategy methods:<ul>
|
|
<li><a href="#populate_buy_trend"><code>populate_buy_trend()</code> -> <code>populate_entry_trend()</code></a></li>
|
|
<li><a href="#populate_sell_trend"><code>populate_sell_trend()</code> -> <code>populate_exit_trend()</code></a></li>
|
|
<li><a href="#custom_sell"><code>custom_sell()</code> -> <code>custom_exit()</code></a></li>
|
|
<li><a href="#custom_entry_timeout"><code>check_buy_timeout()</code> -> <code>check_entry_timeout()</code></a></li>
|
|
<li><a href="#custom_entry_timeout"><code>check_sell_timeout()</code> -> <code>check_exit_timeout()</code></a></li>
|
|
<li>New <code>side</code> argument to callbacks without trade object<ul>
|
|
<li><a href="#custom_stake_amount"><code>custom_stake_amount</code></a></li>
|
|
<li><a href="#confirm_trade_entry"><code>confirm_trade_entry</code></a></li>
|
|
<li><a href="#custom_entry_price"><code>custom_entry_price</code></a></li>
|
|
</ul>
|
|
</li>
|
|
<li><a href="#confirm_trade_exit">Changed argument name in <code>confirm_trade_exit</code></a></li>
|
|
</ul>
|
|
</li>
|
|
<li>Dataframe columns:<ul>
|
|
<li><a href="#populate_buy_trend"><code>buy</code> -> <code>enter_long</code></a></li>
|
|
<li><a href="#populate_sell_trend"><code>sell</code> -> <code>exit_long</code></a></li>
|
|
<li><a href="#populate_buy_trend"><code>buy_tag</code> -> <code>enter_tag</code> (used for both long and short trades)</a></li>
|
|
<li><a href="#populate_sell_trend">New column <code>enter_short</code> and corresponding new column <code>exit_short</code></a></li>
|
|
</ul>
|
|
</li>
|
|
<li>trade-object now has the following new properties:<ul>
|
|
<li><code>is_short</code></li>
|
|
<li><code>entry_side</code></li>
|
|
<li><code>exit_side</code></li>
|
|
<li><code>trade_direction</code></li>
|
|
<li>renamed: <code>sell_reason</code> -> <code>exit_reason</code></li>
|
|
</ul>
|
|
</li>
|
|
<li><a href="#adjust-trade-position-changes">Renamed <code>trade.nr_of_successful_buys</code> to <code>trade.nr_of_successful_entries</code> (mostly relevant for <code>adjust_trade_position()</code>)</a></li>
|
|
<li>Introduced new <a href="../strategy-callbacks/#leverage-callback"><code>leverage</code> callback</a>.</li>
|
|
<li>Informative pairs can now pass a 3<sup>rd</sup> element in the Tuple, defining the candle type.</li>
|
|
<li><code>@informative</code> decorator now takes an optional <code>candle_type</code> argument.</li>
|
|
<li><a href="#helper-methods">helper methods</a> <code>stoploss_from_open</code> and <code>stoploss_from_absolute</code> now take <code>is_short</code> as additional argument.</li>
|
|
<li><code>INTERFACE_VERSION</code> should be set to 3.</li>
|
|
<li><a href="#strategyconfiguration-settings">Strategy/Configuration settings</a>.<ul>
|
|
<li><code>order_time_in_force</code> buy -> entry, sell -> exit.</li>
|
|
<li><code>order_types</code> buy -> entry, sell -> exit.</li>
|
|
<li><code>unfilledtimeout</code> buy -> entry, sell -> exit.</li>
|
|
<li><code>ignore_buying_expired_candle_after</code> -> moved to root level instead of "ask_strategy/exit_pricing"</li>
|
|
</ul>
|
|
</li>
|
|
<li>Terminology changes<ul>
|
|
<li>Sell reasons changed to reflect the new naming of "exit" instead of sells. Be careful in your strategy if you're using <code>exit_reason</code> checks and eventually update your strategy.<ul>
|
|
<li><code>sell_signal</code> -> <code>exit_signal</code></li>
|
|
<li><code>custom_sell</code> -> <code>custom_exit</code></li>
|
|
<li><code>force_sell</code> -> <code>force_exit</code></li>
|
|
<li><code>emergency_sell</code> -> <code>emergency_exit</code></li>
|
|
</ul>
|
|
</li>
|
|
<li>Order pricing<ul>
|
|
<li><code>bid_strategy</code> -> <code>entry_pricing</code></li>
|
|
<li><code>ask_strategy</code> -> <code>exit_pricing</code></li>
|
|
<li><code>ask_last_balance</code> -> <code>price_last_balance</code></li>
|
|
<li><code>bid_last_balance</code> -> <code>price_last_balance</code></li>
|
|
</ul>
|
|
</li>
|
|
<li>Webhook terminology changed from "sell" to "exit", and from "buy" to entry<ul>
|
|
<li><code>webhookbuy</code> -> <code>entry</code></li>
|
|
<li><code>webhookbuyfill</code> -> <code>entry_fill</code></li>
|
|
<li><code>webhookbuycancel</code> -> <code>entry_cancel</code></li>
|
|
<li><code>webhooksell</code> -> <code>exit</code></li>
|
|
<li><code>webhooksellfill</code> -> <code>exit_fill</code></li>
|
|
<li><code>webhooksellcancel</code> -> <code>exit_cancel</code></li>
|
|
</ul>
|
|
</li>
|
|
<li>Telegram notification settings<ul>
|
|
<li><code>buy</code> -> <code>entry</code></li>
|
|
<li><code>buy_fill</code> -> <code>entry_fill</code></li>
|
|
<li><code>buy_cancel</code> -> <code>entry_cancel</code></li>
|
|
<li><code>sell</code> -> <code>exit</code></li>
|
|
<li><code>sell_fill</code> -> <code>exit_fill</code></li>
|
|
<li><code>sell_cancel</code> -> <code>exit_cancel</code></li>
|
|
</ul>
|
|
</li>
|
|
<li>Strategy/config settings:<ul>
|
|
<li><code>use_sell_signal</code> -> <code>use_exit_signal</code></li>
|
|
<li><code>sell_profit_only</code> -> <code>exit_profit_only</code></li>
|
|
<li><code>sell_profit_offset</code> -> <code>exit_profit_offset</code></li>
|
|
<li><code>ignore_roi_if_buy_signal</code> -> <code>ignore_roi_if_entry_signal</code></li>
|
|
<li><code>forcebuy_enable</code> -> <code>force_entry_enable</code></li>
|
|
</ul>
|
|
</li>
|
|
</ul>
|
|
</li>
|
|
</ul>
|
|
<h2 id="extensive-explanation">Extensive explanation<a class="headerlink" href="#extensive-explanation" title="Permanent link">¶</a></h2>
|
|
<h3 id="populate_buy_trend"><code>populate_buy_trend</code><a class="headerlink" href="#populate_buy_trend" title="Permanent link">¶</a></h3>
|
|
<p>In <code>populate_buy_trend()</code> - you will want to change the columns you assign from <code>'buy</code>' to <code>'enter_long'</code>, as well as the method name from <code>populate_buy_trend</code> to <code>populate_entry_trend</code>.</p>
|
|
<p>```python hl_lines="1 9"
|
|
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
|
dataframe.loc[
|
|
(
|
|
(qtpylib.crossed_above(dataframe['rsi'], 30)) & # Signal: RSI crosses above 30
|
|
(dataframe['tema'] <= dataframe['bb_middleband']) & # Guard
|
|
(dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard
|
|
(dataframe['volume'] > 0) # Make sure Volume is not 0
|
|
),
|
|
['buy', 'buy_tag']] = (1, 'rsi_cross')</p>
|
|
<div class="codehilite"><pre><span></span><code>return dataframe
|
|
</code></pre></div>
|
|
|
|
<p>```</p>
|
|
<p>After:</p>
|
|
<p>```python hl_lines="1 9"
|
|
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
|
dataframe.loc[
|
|
(
|
|
(qtpylib.crossed_above(dataframe['rsi'], 30)) & # Signal: RSI crosses above 30
|
|
(dataframe['tema'] <= dataframe['bb_middleband']) & # Guard
|
|
(dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard
|
|
(dataframe['volume'] > 0) # Make sure Volume is not 0
|
|
),
|
|
['enter_long', 'enter_tag']] = (1, 'rsi_cross')</p>
|
|
<div class="codehilite"><pre><span></span><code>return dataframe
|
|
</code></pre></div>
|
|
|
|
<p>```</p>
|
|
<p>Please refer to the <a href="../strategy-customization/#entry-signal-rules">Strategy documentation</a> on how to enter and exit short trades.</p>
|
|
<h3 id="populate_sell_trend"><code>populate_sell_trend</code><a class="headerlink" href="#populate_sell_trend" title="Permanent link">¶</a></h3>
|
|
<p>Similar to <code>populate_buy_trend</code>, <code>populate_sell_trend()</code> will be renamed to <code>populate_exit_trend()</code>.
|
|
We'll also change the column from <code>'sell'</code> to <code>'exit_long'</code>.</p>
|
|
<p><code>python hl_lines="1 9"
|
|
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
|
dataframe.loc[
|
|
(
|
|
(qtpylib.crossed_above(dataframe['rsi'], 70)) & # Signal: RSI crosses above 70
|
|
(dataframe['tema'] > dataframe['bb_middleband']) & # Guard
|
|
(dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard
|
|
(dataframe['volume'] > 0) # Make sure Volume is not 0
|
|
),
|
|
['sell', 'exit_tag']] = (1, 'some_exit_tag')
|
|
return dataframe</code></p>
|
|
<p>After</p>
|
|
<p><code>python hl_lines="1 9"
|
|
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
|
dataframe.loc[
|
|
(
|
|
(qtpylib.crossed_above(dataframe['rsi'], 70)) & # Signal: RSI crosses above 70
|
|
(dataframe['tema'] > dataframe['bb_middleband']) & # Guard
|
|
(dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard
|
|
(dataframe['volume'] > 0) # Make sure Volume is not 0
|
|
),
|
|
['exit_long', 'exit_tag']] = (1, 'some_exit_tag')
|
|
return dataframe</code></p>
|
|
<p>Please refer to the <a href="../strategy-customization/#exit-signal-rules">Strategy documentation</a> on how to enter and exit short trades.</p>
|
|
<h3 id="custom_sell"><code>custom_sell</code><a class="headerlink" href="#custom_sell" title="Permanent link">¶</a></h3>
|
|
<p><code>custom_sell</code> has been renamed to <code>custom_exit</code>.
|
|
It's now also being called for every iteration, independent of current profit and <code>exit_profit_only</code> settings.</p>
|
|
<p><code>python hl_lines="2"
|
|
class AwesomeStrategy(IStrategy):
|
|
def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
|
|
current_profit: float, **kwargs):
|
|
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
|
|
last_candle = dataframe.iloc[-1].squeeze()
|
|
# ...</code></p>
|
|
<p><code>python hl_lines="2"
|
|
class AwesomeStrategy(IStrategy):
|
|
def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
|
|
current_profit: float, **kwargs):
|
|
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
|
|
last_candle = dataframe.iloc[-1].squeeze()
|
|
# ...</code></p>
|
|
<h3 id="custom_entry_timeout"><code>custom_entry_timeout</code><a class="headerlink" href="#custom_entry_timeout" title="Permanent link">¶</a></h3>
|
|
<p><code>check_buy_timeout()</code> has been renamed to <code>check_entry_timeout()</code>, and <code>check_sell_timeout()</code> has been renamed to <code>check_exit_timeout()</code>.</p>
|
|
<p>``` python hl_lines="2 6"
|
|
class AwesomeStrategy(IStrategy):
|
|
def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict,
|
|
current_time: datetime, **kwargs) -> bool:
|
|
return False</p>
|
|
<div class="codehilite"><pre><span></span><code>def check_sell_timeout(self, pair: str, trade: 'Trade', order: dict,
|
|
current_time: datetime, **kwargs) -> bool:
|
|
return False
|
|
</code></pre></div>
|
|
|
|
<p>```</p>
|
|
<p>``` python hl_lines="2 6"
|
|
class AwesomeStrategy(IStrategy):
|
|
def check_entry_timeout(self, pair: str, trade: 'Trade', order: 'Order',
|
|
current_time: datetime, **kwargs) -> bool:
|
|
return False</p>
|
|
<div class="codehilite"><pre><span></span><code>def check_exit_timeout(self, pair: str, trade: 'Trade', order: 'Order',
|
|
current_time: datetime, **kwargs) -> bool:
|
|
return False
|
|
</code></pre></div>
|
|
|
|
<p>```</p>
|
|
<h3 id="custom_stake_amount"><code>custom_stake_amount</code><a class="headerlink" href="#custom_stake_amount" title="Permanent link">¶</a></h3>
|
|
<p>New string argument <code>side</code> - which can be either <code>"long"</code> or <code>"short"</code>.</p>
|
|
<p><code>python hl_lines="4"
|
|
class AwesomeStrategy(IStrategy):
|
|
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
|
|
proposed_stake: float, min_stake: Optional[float], max_stake: float,
|
|
entry_tag: Optional[str], **kwargs) -> float:
|
|
# ...
|
|
return proposed_stake</code></p>
|
|
<p><code>python hl_lines="4"
|
|
class AwesomeStrategy(IStrategy):
|
|
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
|
|
proposed_stake: float, min_stake: float | None, max_stake: float,
|
|
entry_tag: str | None, side: str, **kwargs) -> float:
|
|
# ...
|
|
return proposed_stake</code></p>
|
|
<h3 id="confirm_trade_entry"><code>confirm_trade_entry</code><a class="headerlink" href="#confirm_trade_entry" title="Permanent link">¶</a></h3>
|
|
<p>New string argument <code>side</code> - which can be either <code>"long"</code> or <code>"short"</code>.</p>
|
|
<p><code>python hl_lines="4"
|
|
class AwesomeStrategy(IStrategy):
|
|
def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
|
|
time_in_force: str, current_time: datetime, entry_tag: Optional[str],
|
|
**kwargs) -> bool:
|
|
return True</code></p>
|
|
<p>After: </p>
|
|
<p><code>python hl_lines="4"
|
|
class AwesomeStrategy(IStrategy):
|
|
def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
|
|
time_in_force: str, current_time: datetime, entry_tag: str | None,
|
|
side: str, **kwargs) -> bool:
|
|
return True</code></p>
|
|
<h3 id="confirm_trade_exit"><code>confirm_trade_exit</code><a class="headerlink" href="#confirm_trade_exit" title="Permanent link">¶</a></h3>
|
|
<p>Changed argument <code>sell_reason</code> to <code>exit_reason</code>.
|
|
For compatibility, <code>sell_reason</code> will still be provided for a limited time.</p>
|
|
<p><code>python hl_lines="3"
|
|
class AwesomeStrategy(IStrategy):
|
|
def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
|
|
rate: float, time_in_force: str, sell_reason: str,
|
|
current_time: datetime, **kwargs) -> bool:
|
|
return True</code></p>
|
|
<p>After:</p>
|
|
<p><code>python hl_lines="3"
|
|
class AwesomeStrategy(IStrategy):
|
|
def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
|
|
rate: float, time_in_force: str, exit_reason: str,
|
|
current_time: datetime, **kwargs) -> bool:
|
|
return True</code></p>
|
|
<h3 id="custom_entry_price"><code>custom_entry_price</code><a class="headerlink" href="#custom_entry_price" title="Permanent link">¶</a></h3>
|
|
<p>New string argument <code>side</code> - which can be either <code>"long"</code> or <code>"short"</code>.</p>
|
|
<p><code>python hl_lines="3"
|
|
class AwesomeStrategy(IStrategy):
|
|
def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
|
|
entry_tag: Optional[str], **kwargs) -> float:
|
|
return proposed_rate</code></p>
|
|
<p>After:</p>
|
|
<p><code>python hl_lines="3"
|
|
class AwesomeStrategy(IStrategy):
|
|
def custom_entry_price(self, pair: str, trade: Trade | None, current_time: datetime, proposed_rate: float,
|
|
entry_tag: str | None, side: str, **kwargs) -> float:
|
|
return proposed_rate</code></p>
|
|
<h3 id="adjust-trade-position-changes">Adjust trade position changes<a class="headerlink" href="#adjust-trade-position-changes" title="Permanent link">¶</a></h3>
|
|
<p>While adjust-trade-position itself did not change, you should no longer use <code>trade.nr_of_successful_buys</code> - and instead use <code>trade.nr_of_successful_entries</code>, which will also include short entries.</p>
|
|
<h3 id="helper-methods">Helper methods<a class="headerlink" href="#helper-methods" title="Permanent link">¶</a></h3>
|
|
<p>Added argument "is_short" to <code>stoploss_from_open</code> and <code>stoploss_from_absolute</code>.
|
|
This should be given the value of <code>trade.is_short</code>.</p>
|
|
<p>``` python hl_lines="5 7"
|
|
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
|
|
current_rate: float, current_profit: float, **kwargs) -> float:
|
|
# once the profit has risen above 10%, keep the stoploss at 7% above the open price
|
|
if current_profit > 0.10:
|
|
return stoploss_from_open(0.07, current_profit)</p>
|
|
<div class="codehilite"><pre><span></span><code> return stoploss_from_absolute(current_rate - (candle['atr'] * 2), current_rate)
|
|
|
|
return 1
|
|
</code></pre></div>
|
|
|
|
<p>```</p>
|
|
<p>After:</p>
|
|
<p>``` python hl_lines="5 7"
|
|
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
|
|
current_rate: float, current_profit: float, after_fill: bool,
|
|
**kwargs) -> float | None:
|
|
# once the profit has risen above 10%, keep the stoploss at 7% above the open price
|
|
if current_profit > 0.10:
|
|
return stoploss_from_open(0.07, current_profit, is_short=trade.is_short)</p>
|
|
<div class="codehilite"><pre><span></span><code> return stoploss_from_absolute(current_rate - (candle['atr'] * 2), current_rate, is_short=trade.is_short, leverage=trade.leverage)
|
|
</code></pre></div>
|
|
|
|
<p>```</p>
|
|
<h3 id="strategyconfiguration-settings">Strategy/Configuration settings<a class="headerlink" href="#strategyconfiguration-settings" title="Permanent link">¶</a></h3>
|
|
<h4 id="order_time_in_force"><code>order_time_in_force</code><a class="headerlink" href="#order_time_in_force" title="Permanent link">¶</a></h4>
|
|
<p><code>order_time_in_force</code> attributes changed from <code>"buy"</code> to <code>"entry"</code> and <code>"sell"</code> to <code>"exit"</code>.</p>
|
|
<p><code>python
|
|
order_time_in_force: dict = {
|
|
"buy": "gtc",
|
|
"sell": "gtc",
|
|
}</code></p>
|
|
<p>After:</p>
|
|
<p><code>python hl_lines="2 3"
|
|
order_time_in_force: dict = {
|
|
"entry": "GTC",
|
|
"exit": "GTC",
|
|
}</code></p>
|
|
<h4 id="order_types"><code>order_types</code><a class="headerlink" href="#order_types" title="Permanent link">¶</a></h4>
|
|
<p><code>order_types</code> have changed all wordings from <code>buy</code> to <code>entry</code> - and <code>sell</code> to <code>exit</code>.
|
|
And two words are joined with <code>_</code>. </p>
|
|
<p><code>python hl_lines="2-6"
|
|
order_types = {
|
|
"buy": "limit",
|
|
"sell": "limit",
|
|
"emergencysell": "market",
|
|
"forcesell": "market",
|
|
"forcebuy": "market",
|
|
"stoploss": "market",
|
|
"stoploss_on_exchange": false,
|
|
"stoploss_on_exchange_interval": 60
|
|
}</code></p>
|
|
<p>After:</p>
|
|
<p><code>python hl_lines="2-6"
|
|
order_types = {
|
|
"entry": "limit",
|
|
"exit": "limit",
|
|
"emergency_exit": "market",
|
|
"force_exit": "market",
|
|
"force_entry": "market",
|
|
"stoploss": "market",
|
|
"stoploss_on_exchange": false,
|
|
"stoploss_on_exchange_interval": 60
|
|
}</code></p>
|
|
<h4 id="strategy-level-settings">Strategy level settings<a class="headerlink" href="#strategy-level-settings" title="Permanent link">¶</a></h4>
|
|
<ul>
|
|
<li><code>use_sell_signal</code> -> <code>use_exit_signal</code></li>
|
|
<li><code>sell_profit_only</code> -> <code>exit_profit_only</code></li>
|
|
<li><code>sell_profit_offset</code> -> <code>exit_profit_offset</code></li>
|
|
<li><code>ignore_roi_if_buy_signal</code> -> <code>ignore_roi_if_entry_signal</code></li>
|
|
</ul>
|
|
<p><code>python hl_lines="2-5"
|
|
# These values can be overridden in the config.
|
|
use_sell_signal = True
|
|
sell_profit_only = True
|
|
sell_profit_offset: 0.01
|
|
ignore_roi_if_buy_signal = False</code></p>
|
|
<p>After:</p>
|
|
<p><code>python hl_lines="2-5"
|
|
# These values can be overridden in the config.
|
|
use_exit_signal = True
|
|
exit_profit_only = True
|
|
exit_profit_offset: 0.01
|
|
ignore_roi_if_entry_signal = False</code></p>
|
|
<h4 id="unfilledtimeout"><code>unfilledtimeout</code><a class="headerlink" href="#unfilledtimeout" title="Permanent link">¶</a></h4>
|
|
<p><code>unfilledtimeout</code> have changed all wordings from <code>buy</code> to <code>entry</code> - and <code>sell</code> to <code>exit</code>.</p>
|
|
<p><code>python hl_lines="2-3"
|
|
unfilledtimeout = {
|
|
"buy": 10,
|
|
"sell": 10,
|
|
"exit_timeout_count": 0,
|
|
"unit": "minutes"
|
|
}</code></p>
|
|
<p>After:</p>
|
|
<p><code>python hl_lines="2-3"
|
|
unfilledtimeout = {
|
|
"entry": 10,
|
|
"exit": 10,
|
|
"exit_timeout_count": 0,
|
|
"unit": "minutes"
|
|
}</code></p>
|
|
<h4 id="order-pricing"><code>order pricing</code><a class="headerlink" href="#order-pricing" title="Permanent link">¶</a></h4>
|
|
<p>Order pricing changed in 2 ways. <code>bid_strategy</code> was renamed to <code>entry_pricing</code> and <code>ask_strategy</code> was renamed to <code>exit_pricing</code>.
|
|
The attributes <code>ask_last_balance</code> -> <code>price_last_balance</code> and <code>bid_last_balance</code> -> <code>price_last_balance</code> were renamed as well.
|
|
Also, price-side can now be defined as <code>ask</code>, <code>bid</code>, <code>same</code> or <code>other</code>.
|
|
Please refer to the <a href="../configuration/#prices-used-for-orders">pricing documentation</a> for more information.</p>
|
|
<p><code>json hl_lines="2-3 6 12-13 16"
|
|
{
|
|
"bid_strategy": {
|
|
"price_side": "bid",
|
|
"use_order_book": true,
|
|
"order_book_top": 1,
|
|
"ask_last_balance": 0.0,
|
|
"check_depth_of_market": {
|
|
"enabled": false,
|
|
"bids_to_ask_delta": 1
|
|
}
|
|
},
|
|
"ask_strategy":{
|
|
"price_side": "ask",
|
|
"use_order_book": true,
|
|
"order_book_top": 1,
|
|
"bid_last_balance": 0.0
|
|
"ignore_buying_expired_candle_after": 120
|
|
}
|
|
}</code></p>
|
|
<p>after:</p>
|
|
<p><code>json hl_lines="2-3 6 12-13 16"
|
|
{
|
|
"entry_pricing": {
|
|
"price_side": "same",
|
|
"use_order_book": true,
|
|
"order_book_top": 1,
|
|
"price_last_balance": 0.0,
|
|
"check_depth_of_market": {
|
|
"enabled": false,
|
|
"bids_to_ask_delta": 1
|
|
}
|
|
},
|
|
"exit_pricing":{
|
|
"price_side": "same",
|
|
"use_order_book": true,
|
|
"order_book_top": 1,
|
|
"price_last_balance": 0.0
|
|
},
|
|
"ignore_buying_expired_candle_after": 120
|
|
}</code></p>
|
|
<h2 id="freqai-strategy">FreqAI strategy<a class="headerlink" href="#freqai-strategy" title="Permanent link">¶</a></h2>
|
|
<p>The <code>populate_any_indicators()</code> method has been split into <code>feature_engineering_expand_all()</code>, <code>feature_engineering_expand_basic()</code>, <code>feature_engineering_standard()</code> and<code>set_freqai_targets()</code>.</p>
|
|
<p>For each new function, the pair (and timeframe where necessary) will be automatically added to the column.
|
|
As such, the definition of features becomes much simpler with the new logic.</p>
|
|
<p>For a full explanation of each method, please go to the corresponding <a href="../freqai-feature-engineering/#defining-the-features">freqAI documentation page</a></p>
|
|
<p>``` python linenums="1" hl_lines="12-37 39-42 63-65 67-75"</p>
|
|
<p>def populate_any_indicators(
|
|
self, pair, df, tf, informative=None, set_generalized_indicators=False
|
|
):</p>
|
|
<div class="codehilite"><pre><span></span><code> if informative is None:
|
|
informative = self.dp.get_pair_dataframe(pair, tf)
|
|
|
|
# first loop is automatically duplicating indicators for time periods
|
|
for t in self.freqai_info["feature_parameters"]["indicator_periods_candles"]:
|
|
|
|
t = int(t)
|
|
informative[f"%-{pair}rsi-period_{t}"] = ta.RSI(informative, timeperiod=t)
|
|
informative[f"%-{pair}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t)
|
|
informative[f"%-{pair}adx-period_{t}"] = ta.ADX(informative, timeperiod=t)
|
|
informative[f"%-{pair}sma-period_{t}"] = ta.SMA(informative, timeperiod=t)
|
|
informative[f"%-{pair}ema-period_{t}"] = ta.EMA(informative, timeperiod=t)
|
|
|
|
bollinger = qtpylib.bollinger_bands(
|
|
qtpylib.typical_price(informative), window=t, stds=2.2
|
|
)
|
|
informative[f"{pair}bb_lowerband-period_{t}"] = bollinger["lower"]
|
|
informative[f"{pair}bb_middleband-period_{t}"] = bollinger["mid"]
|
|
informative[f"{pair}bb_upperband-period_{t}"] = bollinger["upper"]
|
|
|
|
informative[f"%-{pair}bb_width-period_{t}"] = (
|
|
informative[f"{pair}bb_upperband-period_{t}"]
|
|
- informative[f"{pair}bb_lowerband-period_{t}"]
|
|
) / informative[f"{pair}bb_middleband-period_{t}"]
|
|
informative[f"%-{pair}close-bb_lower-period_{t}"] = (
|
|
informative["close"] / informative[f"{pair}bb_lowerband-period_{t}"]
|
|
)
|
|
|
|
informative[f"%-{pair}roc-period_{t}"] = ta.ROC(informative, timeperiod=t)
|
|
|
|
informative[f"%-{pair}relative_volume-period_{t}"] = (
|
|
informative["volume"] / informative["volume"].rolling(t).mean()
|
|
) # (1)
|
|
|
|
informative[f"%-{pair}pct-change"] = informative["close"].pct_change()
|
|
informative[f"%-{pair}raw_volume"] = informative["volume"]
|
|
informative[f"%-{pair}raw_price"] = informative["close"]
|
|
# (2)
|
|
|
|
indicators = [col for col in informative if col.startswith("%")]
|
|
# This loop duplicates and shifts all indicators to add a sense of recency to data
|
|
for n in range(self.freqai_info["feature_parameters"]["include_shifted_candles"] + 1):
|
|
if n == 0:
|
|
continue
|
|
informative_shift = informative[indicators].shift(n)
|
|
informative_shift = informative_shift.add_suffix("_shift-" + str(n))
|
|
informative = pd.concat((informative, informative_shift), axis=1)
|
|
|
|
df = merge_informative_pair(df, informative, self.config["timeframe"], tf, ffill=True)
|
|
skip_columns = [
|
|
(s + "_" + tf) for s in ["date", "open", "high", "low", "close", "volume"]
|
|
]
|
|
df = df.drop(columns=skip_columns)
|
|
|
|
# Add generalized indicators here (because in live, it will call this
|
|
# function to populate indicators during training). Notice how we ensure not to
|
|
# add them multiple times
|
|
if set_generalized_indicators:
|
|
df["%-day_of_week"] = (df["date"].dt.dayofweek + 1) / 7
|
|
df["%-hour_of_day"] = (df["date"].dt.hour + 1) / 25
|
|
# (3)
|
|
|
|
# user adds targets here by prepending them with &- (see convention below)
|
|
df["&-s_close"] = (
|
|
df["close"]
|
|
.shift(-self.freqai_info["feature_parameters"]["label_period_candles"])
|
|
.rolling(self.freqai_info["feature_parameters"]["label_period_candles"])
|
|
.mean()
|
|
/ df["close"]
|
|
- 1
|
|
) # (4)
|
|
|
|
return df
|
|
</code></pre></div>
|
|
|
|
<p>```</p>
|
|
<ol>
|
|
<li>Features - Move to <code>feature_engineering_expand_all</code></li>
|
|
<li>Basic features, not expanded across <code>indicator_periods_candles</code> - move to<code>feature_engineering_expand_basic()</code>.</li>
|
|
<li>Standard features which should not be expanded - move to <code>feature_engineering_standard()</code>.</li>
|
|
<li>Targets - Move this part to <code>set_freqai_targets()</code>.</li>
|
|
</ol>
|
|
<h3 id="freqai-feature-engineering-expand-all">freqai - feature engineering expand all<a class="headerlink" href="#freqai-feature-engineering-expand-all" title="Permanent link">¶</a></h3>
|
|
<p>Features will now expand automatically. As such, the expansion loops, as well as the <code>{pair}</code> / <code>{timeframe}</code> parts will need to be removed.</p>
|
|
<p><code>`` python linenums="1"
|
|
def feature_engineering_expand_all(self, dataframe, period, **kwargs) -> DataFrame::
|
|
"""
|
|
*Only functional with FreqAI enabled strategies*
|
|
This function will automatically expand the defined features on the config defined</code>indicator_periods_candles<code>,</code>include_timeframes<code>,</code>include_shifted_candles<code>, and</code>include_corr_pairs<code>. In other words, a single feature defined in this function
|
|
will automatically expand to a total of</code>indicator_periods_candles<code>*</code>include_timeframes<code>*</code>include_shifted_candles<code>*</code>include_corr_pairs` numbers of features added to the model.</p>
|
|
<div class="codehilite"><pre><span></span><code> All features must be prepended with `%` to be recognized by FreqAI internals.
|
|
|
|
More details on how these config defined parameters accelerate feature engineering
|
|
in the documentation at:
|
|
|
|
https://www.freqtrade.io/en/stable/freqai-parameter-table/#feature-parameters
|
|
|
|
https://www.freqtrade.io/en/stable/freqai-feature-engineering/#defining-the-features
|
|
|
|
:param df: strategy dataframe which will receive the features
|
|
:param period: period of the indicator - usage example:
|
|
dataframe["%-ema-period"] = ta.EMA(dataframe, timeperiod=period)
|
|
"""
|
|
|
|
dataframe["%-rsi-period"] = ta.RSI(dataframe, timeperiod=period)
|
|
dataframe["%-mfi-period"] = ta.MFI(dataframe, timeperiod=period)
|
|
dataframe["%-adx-period"] = ta.ADX(dataframe, timeperiod=period)
|
|
dataframe["%-sma-period"] = ta.SMA(dataframe, timeperiod=period)
|
|
dataframe["%-ema-period"] = ta.EMA(dataframe, timeperiod=period)
|
|
|
|
bollinger = qtpylib.bollinger_bands(
|
|
qtpylib.typical_price(dataframe), window=period, stds=2.2
|
|
)
|
|
dataframe["bb_lowerband-period"] = bollinger["lower"]
|
|
dataframe["bb_middleband-period"] = bollinger["mid"]
|
|
dataframe["bb_upperband-period"] = bollinger["upper"]
|
|
|
|
dataframe["%-bb_width-period"] = (
|
|
dataframe["bb_upperband-period"]
|
|
- dataframe["bb_lowerband-period"]
|
|
) / dataframe["bb_middleband-period"]
|
|
dataframe["%-close-bb_lower-period"] = (
|
|
dataframe["close"] / dataframe["bb_lowerband-period"]
|
|
)
|
|
|
|
dataframe["%-roc-period"] = ta.ROC(dataframe, timeperiod=period)
|
|
|
|
dataframe["%-relative_volume-period"] = (
|
|
dataframe["volume"] / dataframe["volume"].rolling(period).mean()
|
|
)
|
|
|
|
return dataframe
|
|
</code></pre></div>
|
|
|
|
<p>```</p>
|
|
<h3 id="freqai-feature-engineering-basic">Freqai - feature engineering basic<a class="headerlink" href="#freqai-feature-engineering-basic" title="Permanent link">¶</a></h3>
|
|
<p>Basic features. Make sure to remove the <code>{pair}</code> part from your features.</p>
|
|
<p><code>`` python linenums="1"
|
|
def feature_engineering_expand_basic(self, dataframe: DataFrame, **kwargs) -> DataFrame::
|
|
"""
|
|
*Only functional with FreqAI enabled strategies*
|
|
This function will automatically expand the defined features on the config defined</code>include_timeframes<code>,</code>include_shifted_candles<code>, and</code>include_corr_pairs<code>.
|
|
In other words, a single feature defined in this function
|
|
will automatically expand to a total of</code>include_timeframes<code>*</code>include_shifted_candles<code>*</code>include_corr_pairs`
|
|
numbers of features added to the model.</p>
|
|
<div class="codehilite"><pre><span></span><code> Features defined here will *not* be automatically duplicated on user defined
|
|
`indicator_periods_candles`
|
|
|
|
All features must be prepended with `%` to be recognized by FreqAI internals.
|
|
|
|
More details on how these config defined parameters accelerate feature engineering
|
|
in the documentation at:
|
|
|
|
https://www.freqtrade.io/en/stable/freqai-parameter-table/#feature-parameters
|
|
|
|
https://www.freqtrade.io/en/stable/freqai-feature-engineering/#defining-the-features
|
|
|
|
:param df: strategy dataframe which will receive the features
|
|
dataframe["%-pct-change"] = dataframe["close"].pct_change()
|
|
dataframe["%-ema-200"] = ta.EMA(dataframe, timeperiod=200)
|
|
"""
|
|
dataframe["%-pct-change"] = dataframe["close"].pct_change()
|
|
dataframe["%-raw_volume"] = dataframe["volume"]
|
|
dataframe["%-raw_price"] = dataframe["close"]
|
|
return dataframe
|
|
</code></pre></div>
|
|
|
|
<p>```</p>
|
|
<h3 id="freqai-feature-engineering-standard">FreqAI - feature engineering standard<a class="headerlink" href="#freqai-feature-engineering-standard" title="Permanent link">¶</a></h3>
|
|
<p>``` python linenums="1"
|
|
def feature_engineering_standard(self, dataframe: DataFrame, <em><em>kwargs) -> DataFrame:
|
|
"""
|
|
</em>Only functional with FreqAI enabled strategies</em>
|
|
This optional function will be called once with the dataframe of the base timeframe.
|
|
This is the final function to be called, which means that the dataframe entering this
|
|
function will contain all the features and columns created by all other
|
|
freqai_feature_engineering_* functions.</p>
|
|
<div class="codehilite"><pre><span></span><code> This function is a good place to do custom exotic feature extractions (e.g. tsfresh).
|
|
This function is a good place for any feature that should not be auto-expanded upon
|
|
(e.g. day of the week).
|
|
|
|
All features must be prepended with `%` to be recognized by FreqAI internals.
|
|
|
|
More details about feature engineering available:
|
|
|
|
https://www.freqtrade.io/en/stable/freqai-feature-engineering
|
|
|
|
:param df: strategy dataframe which will receive the features
|
|
usage example: dataframe["%-day_of_week"] = (dataframe["date"].dt.dayofweek + 1) / 7
|
|
"""
|
|
dataframe["%-day_of_week"] = dataframe["date"].dt.dayofweek
|
|
dataframe["%-hour_of_day"] = dataframe["date"].dt.hour
|
|
return dataframe
|
|
</code></pre></div>
|
|
|
|
<p>```</p>
|
|
<h3 id="freqai-set-targets">FreqAI - set Targets<a class="headerlink" href="#freqai-set-targets" title="Permanent link">¶</a></h3>
|
|
<p>Targets now get their own, dedicated method.</p>
|
|
<p><code>`` python linenums="1"
|
|
def set_freqai_targets(self, dataframe: DataFrame, **kwargs) -> DataFrame:
|
|
"""
|
|
*Only functional with FreqAI enabled strategies*
|
|
Required function to set the targets for the model.
|
|
All targets must be prepended with</code>&` to be recognized by the FreqAI internals.</p>
|
|
<div class="codehilite"><pre><span></span><code> More details about feature engineering available:
|
|
|
|
https://www.freqtrade.io/en/stable/freqai-feature-engineering
|
|
|
|
:param df: strategy dataframe which will receive the targets
|
|
usage example: dataframe["&-target"] = dataframe["close"].shift(-1) / dataframe["close"]
|
|
"""
|
|
dataframe["&-s_close"] = (
|
|
dataframe["close"]
|
|
.shift(-self.freqai_info["feature_parameters"]["label_period_candles"])
|
|
.rolling(self.freqai_info["feature_parameters"]["label_period_candles"])
|
|
.mean()
|
|
/ dataframe["close"]
|
|
- 1
|
|
)
|
|
|
|
return dataframe
|
|
</code></pre></div>
|
|
|
|
<p>```</p>
|
|
<h3 id="freqai-new-data-pipeline">FreqAI - New data Pipeline<a class="headerlink" href="#freqai-new-data-pipeline" title="Permanent link">¶</a></h3>
|
|
<p>If you have created your own custom <code>IFreqaiModel</code> with a custom <code>train()</code>/<code>predict()</code> function, <em>and</em> you still rely on <code>data_cleaning_train/predict()</code>, then you will need to migrate to the new pipeline. If your model does <em>not</em> rely on <code>data_cleaning_train/predict()</code>, then you do not need to worry about this migration. That means that this migration guide is relevant for a very small percentage of power-users. If you stumbled upon this guide by mistake, feel free to inquire in depth about your problem in the Freqtrade discord server.</p>
|
|
<p>The conversion involves first removing <code>data_cleaning_train/predict()</code> and replacing them with a <code>define_data_pipeline()</code> and <code>define_label_pipeline()</code> function to your <code>IFreqaiModel</code> class:</p>
|
|
<p>```python linenums="1" hl_lines="11-14 47-49 55-57"
|
|
class MyCoolFreqaiModel(BaseRegressionModel):
|
|
"""
|
|
Some cool custom IFreqaiModel you made before Freqtrade version 2023.6
|
|
"""
|
|
def train(
|
|
self, unfiltered_df: DataFrame, pair: str, dk: FreqaiDataKitchen, **kwargs
|
|
) -> Any:</p>
|
|
<div class="codehilite"><pre><span></span><code> # ... your custom stuff
|
|
|
|
# Remove these lines
|
|
# data_dictionary = dk.make_train_test_datasets(features_filtered, labels_filtered)
|
|
# self.data_cleaning_train(dk)
|
|
# data_dictionary = dk.normalize_data(data_dictionary)
|
|
# (1)
|
|
|
|
# Add these lines. Now we control the pipeline fit/transform ourselves
|
|
dd = dk.make_train_test_datasets(features_filtered, labels_filtered)
|
|
dk.feature_pipeline = self.define_data_pipeline(threads=dk.thread_count)
|
|
dk.label_pipeline = self.define_label_pipeline(threads=dk.thread_count)
|
|
|
|
(dd["train_features"],
|
|
dd["train_labels"],
|
|
dd["train_weights"]) = dk.feature_pipeline.fit_transform(dd["train_features"],
|
|
dd["train_labels"],
|
|
dd["train_weights"])
|
|
|
|
(dd["test_features"],
|
|
dd["test_labels"],
|
|
dd["test_weights"]) = dk.feature_pipeline.transform(dd["test_features"],
|
|
dd["test_labels"],
|
|
dd["test_weights"])
|
|
|
|
dd["train_labels"], _, _ = dk.label_pipeline.fit_transform(dd["train_labels"])
|
|
dd["test_labels"], _, _ = dk.label_pipeline.transform(dd["test_labels"])
|
|
|
|
# ... your custom code
|
|
|
|
return model
|
|
|
|
def predict(
|
|
self, unfiltered_df: DataFrame, dk: FreqaiDataKitchen, **kwargs
|
|
) -> tuple[DataFrame, npt.NDArray[np.int_]]:
|
|
|
|
# ... your custom stuff
|
|
|
|
# Remove these lines:
|
|
# self.data_cleaning_predict(dk)
|
|
# (2)
|
|
|
|
# Add these lines:
|
|
dk.data_dictionary["prediction_features"], outliers, _ = dk.feature_pipeline.transform(
|
|
dk.data_dictionary["prediction_features"], outlier_check=True)
|
|
|
|
# Remove this line
|
|
# pred_df = dk.denormalize_labels_from_metadata(pred_df)
|
|
# (3)
|
|
|
|
# Replace with these lines
|
|
pred_df, _, _ = dk.label_pipeline.inverse_transform(pred_df)
|
|
if self.freqai_info.get("DI_threshold", 0) > 0:
|
|
dk.DI_values = dk.feature_pipeline["di"].di_values
|
|
else:
|
|
dk.DI_values = np.zeros(outliers.shape[0])
|
|
dk.do_predict = outliers
|
|
|
|
# ... your custom code
|
|
return (pred_df, dk.do_predict)
|
|
</code></pre></div>
|
|
|
|
<p>```</p>
|
|
<ol>
|
|
<li>Data normalization and cleaning is now homogenized with the new pipeline definition. This is created in the new <code>define_data_pipeline()</code> and <code>define_label_pipeline()</code> functions. The <code>data_cleaning_train()</code> and <code>data_cleaning_predict()</code> functions are no longer used. You can override <code>define_data_pipeline()</code> to create your own custom pipeline if you wish.</li>
|
|
<li>Data normalization and cleaning is now homogenized with the new pipeline definition. This is created in the new <code>define_data_pipeline()</code> and <code>define_label_pipeline()</code> functions. The <code>data_cleaning_train()</code> and <code>data_cleaning_predict()</code> functions are no longer used. You can override <code>define_data_pipeline()</code> to create your own custom pipeline if you wish.</li>
|
|
<li>Data denormalization is done with the new pipeline. Replace this with the lines below.</li>
|
|
</ol>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
</article>
|
|
</div>
|
|
|
|
|
|
<script>var target=document.getElementById(location.hash.slice(1));target&&target.name&&(target.checked=target.name.startsWith("__tabbed_"))</script>
|
|
</div>
|
|
|
|
<button type="button" class="md-top md-icon" data-md-component="top" hidden>
|
|
|
|
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M13 20h-2V8l-5.5 5.5-1.42-1.42L12 4.16l7.92 7.92-1.42 1.42L13 8z"/></svg>
|
|
Back to top
|
|
</button>
|
|
|
|
</main>
|
|
|
|
|
|
<footer class="md-footer">
|
|
|
|
|
|
|
|
<nav class="md-footer__inner md-grid" aria-label="Footer" >
|
|
|
|
|
|
<a href="../faq/" class="md-footer__link md-footer__link--prev" aria-label="Previous: FAQ">
|
|
<div class="md-footer__button md-icon">
|
|
|
|
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M20 11v2H8l5.5 5.5-1.42 1.42L4.16 12l7.92-7.92L13.5 5.5 8 11z"/></svg>
|
|
</div>
|
|
<div class="md-footer__title">
|
|
<span class="md-footer__direction">
|
|
Previous
|
|
</span>
|
|
<div class="md-ellipsis">
|
|
FAQ
|
|
</div>
|
|
</div>
|
|
</a>
|
|
|
|
|
|
|
|
<a href="../updating/" class="md-footer__link md-footer__link--next" aria-label="Next: Updating Freqtrade">
|
|
<div class="md-footer__title">
|
|
<span class="md-footer__direction">
|
|
Next
|
|
</span>
|
|
<div class="md-ellipsis">
|
|
Updating Freqtrade
|
|
</div>
|
|
</div>
|
|
<div class="md-footer__button md-icon">
|
|
|
|
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M4 11v2h12l-5.5 5.5 1.42 1.42L19.84 12l-7.92-7.92L10.5 5.5 16 11z"/></svg>
|
|
</div>
|
|
</a>
|
|
|
|
</nav>
|
|
|
|
|
|
<div class="md-footer-meta md-typeset">
|
|
<div class="md-footer-meta__inner md-grid">
|
|
<div class="md-copyright">
|
|
|
|
|
|
Made with
|
|
<a href="https://squidfunk.github.io/mkdocs-material/" target="_blank" rel="noopener">
|
|
Material for MkDocs
|
|
</a>
|
|
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
</footer>
|
|
|
|
|
|
<!-- Place this tag in your head or just before your close body tag. -->
|
|
<script src="https://code.jquery.com/jquery-3.4.1.min.js"
|
|
integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script>
|
|
|
|
|
|
</div>
|
|
<div class="md-dialog" data-md-component="dialog">
|
|
<div class="md-dialog__inner md-typeset"></div>
|
|
</div>
|
|
|
|
|
|
|
|
|
|
|
|
<script id="__config" type="application/json">{"annotate": null, "base": "..", "features": ["content.code.annotate", "search.share", "content.code.copy", "content.action.edit", "navigation.top", "navigation.footer"], "search": "../assets/javascripts/workers/search.2c215733.min.js", "tags": null, "translations": {"clipboard.copied": "Copied to clipboard", "clipboard.copy": "Copy to clipboard", "search.result.more.one": "1 more on this page", "search.result.more.other": "# more on this page", "search.result.none": "No matching documents", "search.result.one": "1 matching document", "search.result.other": "# matching documents", "search.result.placeholder": "Type to start searching", "search.result.term.missing": "Missing", "select.version": "Select version"}, "version": {"alias": true, "provider": "mike"}}</script>
|
|
|
|
|
|
<script src="../assets/javascripts/bundle.79ae519e.min.js"></script>
|
|
|
|
<script src="../javascripts/config.js"></script>
|
|
|
|
<script src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script>
|
|
|
|
|
|
</body>
|
|
</html> |