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My Freqtrade strategies and config

How to optimise parameter

# install python3.9-dev and pip if not avaliable
sudo apt install python3.9-dev
curl https://bootstrap.pypa.io/get-pip.py -o get-pip.py
python3.9 get-pip.py

# clone repo
git clone -b develop https://github.com/freqtrade/freqtrade.git
cd freqtrade

# setup and activate env
./setup.sh --install
source .env/bin/activate

# create profile
freqtrade new-config --config user_data/config.json

# change config pairs manual
# download data
freqtrade download-data --exchange binance -t 5m --days 500

# use hyperopt to optimise strategy parameters by buy and sell signal
# read this for the loss function https://www.freqtrade.io/en/stable/hyperopt/#loss-functions
freqtrade hyperopt --hyperopt-loss SharpeHyperOptLoss --spaces buy sell --timerange 20210101- --timeframe 5m --strategy BelieveInCoin

# update parameters to default config inside strategy python file

# use hyperopt to optimise roi and trailing configs parameters
freqtrade hyperopt --hyperopt-loss OnlyProfitHyperOptLoss --spaces roi trailing --timerange 20210101- --timeframe 5m --strategy BelieveInCoin

# update minimal_roi and trailing_stop to config

# backtesting
freqtrade backtesting --timeframe 5m --strategy BelieveInCoin 

# or compare list
freqtrade backtesting --timeframe 5m --timerange 20210301- --strategy-list BelieveInCoin NostalgiaForInfinityX

# plot backtest
freqtrade plot-dataframe --strategy BelieveInCoin --timerange=20210701-

How to run (docker)

mkdir ft_userdata
cd ft_userdata/
# Download the docker-compose file from the repository
curl https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml -o docker-compose.yml

# Pull the freqtrade image
docker-compose pull

# Create user directory structure
docker-compose run --rm freqtrade create-userdir --userdir user_data

# Create configuration - Requires answering interactive questions
docker-compose run --rm freqtrade new-config --config user_data/config.json

# add credential and configs
# add strategies
# edit docker-compose.yml CMD to change strategy

# run via docker-compose
docker-compose up -d

Configs

Using minimal roi

example: "12": 0.064 mean after 12 mins holding if the profit positive more than 6.4% will automatic sell

but for testing no minimal_roi is probably the best

"minimal_roi": {
    "0": 0.16,
    "21": 0.037,
    "64": 0.012,
    "178": 0
}

Trailing stop

"trailing_stop": true,
"trailing_stop_positive": 0.079,
"trailing_stop_positive_offset": 0.156,
"trailing_only_offset_is_reached": true

Pair list

use docker-compose run freqtrade test-pairlist to check the pairlist

ref https://www.freqtrade.io/en/stable/includes/pairlists/

Example volume pair list

"exchange": {
    "pair_whitelist": [],
    "pair_blacklist": [
        ".*BEAR/BTC",
        ".*BULL/BTC",
        ".*UP/BTC",
        ".*DOWN/BTC",
        ".*HEDGE/BTC",
    ]
},
"pairlists": [
    {
        "method": "VolumePairList",
        "number_assets": 20,
        "sort_key": "quoteVolume"
    },
    {"method": "AgeFilter", "min_days_listed": 7},
    {
        "method": "RangeStabilityFilter",
        "lookback_days": 10,
        "min_rate_of_change": 0.01,
        "refresh_period": 1440
    },
    {"method": "ShuffleFilter"}
],

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My Freqtrade strategies and config

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