From 367b7b55ce47bd1eb62f47e2664d2c1ebe050e8d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 19 Oct 2019 14:11:38 +0200 Subject: [PATCH 1/2] The strategy should use rolling volume, not absolute mean --- user_data/strategies/Strategy005.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/user_data/strategies/Strategy005.py b/user_data/strategies/Strategy005.py index 3fee2c8..948e68d 100644 --- a/user_data/strategies/Strategy005.py +++ b/user_data/strategies/Strategy005.py @@ -124,7 +124,7 @@ class Strategy005(IStrategy): # Prod ( (dataframe['close'] > 0.00000200) & - (dataframe['volume'] > dataframe['volume'].mean() * 4) & + (dataframe['volume'] > dataframe['volume'].rolling(200).mean() * 4) & (dataframe['close'] < dataframe['sma']) & (dataframe['fastd'] > dataframe['fastk']) & (dataframe['rsi'] > 0) & From 0e2c57731caaba411c0b8c7b9f118a7a0299132f Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 19 Oct 2019 14:20:30 +0200 Subject: [PATCH 2/2] Fix wrongly named parameter --- user_data/strategies/Strategy001.py | 2 +- user_data/strategies/Strategy002.py | 2 +- user_data/strategies/Strategy003.py | 2 +- user_data/strategies/Strategy004.py | 4 ++-- user_data/strategies/Strategy005.py | 2 +- 5 files changed, 6 insertions(+), 6 deletions(-) diff --git a/user_data/strategies/Strategy001.py b/user_data/strategies/Strategy001.py index 67cd938..57f8fda 100644 --- a/user_data/strategies/Strategy001.py +++ b/user_data/strategies/Strategy001.py @@ -41,7 +41,7 @@ class Strategy001(IStrategy): trailing_stop_positive_offset = 0.02 # run "populate_indicators" only for new candle - ta_on_candle = False + process_only_new_candles = False # Experimental settings (configuration will overide these if set) use_sell_signal = True diff --git a/user_data/strategies/Strategy002.py b/user_data/strategies/Strategy002.py index 1667176..ccfb9bf 100644 --- a/user_data/strategies/Strategy002.py +++ b/user_data/strategies/Strategy002.py @@ -42,7 +42,7 @@ class Strategy002(IStrategy): trailing_stop_positive_offset = 0.02 # run "populate_indicators" only for new candle - ta_on_candle = False + process_only_new_candles = False # Experimental settings (configuration will overide these if set) use_sell_signal = True diff --git a/user_data/strategies/Strategy003.py b/user_data/strategies/Strategy003.py index 743e7c7..66b0e24 100644 --- a/user_data/strategies/Strategy003.py +++ b/user_data/strategies/Strategy003.py @@ -42,7 +42,7 @@ class Strategy003(IStrategy): trailing_stop_positive_offset = 0.02 # run "populate_indicators" only for new candle - ta_on_candle = False + process_only_new_candles = False # Experimental settings (configuration will overide these if set) use_sell_signal = True diff --git a/user_data/strategies/Strategy004.py b/user_data/strategies/Strategy004.py index 3986597..bc2cffe 100644 --- a/user_data/strategies/Strategy004.py +++ b/user_data/strategies/Strategy004.py @@ -41,7 +41,7 @@ class Strategy004(IStrategy): trailing_stop_positive_offset = 0.02 # run "populate_indicators" only for new candle - ta_on_candle = False + process_only_new_candles = False # Experimental settings (configuration will overide these if set) use_sell_signal = True @@ -55,7 +55,7 @@ class Strategy004(IStrategy): 'stoploss': 'market', 'stoploss_on_exchange': False } - + def informative_pairs(self): """ Define additional, informative pair/interval combinations to be cached from the exchange. diff --git a/user_data/strategies/Strategy005.py b/user_data/strategies/Strategy005.py index 948e68d..3240d6f 100644 --- a/user_data/strategies/Strategy005.py +++ b/user_data/strategies/Strategy005.py @@ -44,7 +44,7 @@ class Strategy005(IStrategy): trailing_stop_positive_offset = 0.02 # run "populate_indicators" only for new candle - ta_on_candle = False + process_only_new_candles = False # Experimental settings (configuration will overide these if set) use_sell_signal = True