diff --git a/README.md b/README.md index 2eb43cf..e754e53 100644 --- a/README.md +++ b/README.md @@ -1,6 +1,6 @@ # Freqtrade strategies -This Git repo contains free buy/sell strategies for [Freqtrade](https://github.com/gcarq/freqtrade) >= `0.16.0`. +This Git repo contains free buy/sell strategies for [Freqtrade](https://github.com/freqtrade/freqtrade) >= `0.16.0`. ## Disclaimer @@ -13,7 +13,7 @@ Always start by testing strategies with a backtesting then run the trading bot in Dry-run. Do not engage money before you understand how it works and what profit/loss you should expect. -I strongly recommend you to have coding and Python knowledge. Do not +We strongly recommend you to have coding and Python knowledge. Do not hesitate to read the source code and understand the mechanism of this bot. @@ -26,53 +26,37 @@ bot. - [How were tested the strategies?](#how-were-tested-the-strategies) - [How to install a strategy?](#how-to-install-a-strategy) - [How to test a strategy?](#how-to-test-a-strategy) - - [Which coins were tested?](#which-coins-were-tested) - [Can I have your configuration file?](#can-i-have-your-configuration-file) - - [Can I have your dataset?](#can-i-have-your-dataset) - - [How did you build dataset?](#how-did-you-build-dataset) - - [How to create/optimize a strategy?](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md) -- [Offer me a coffee](#offer-me-a-coffee) + - [How to create/optimize a strategy?](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md) ## Free trading strategies Value below are result from backtesting from 2018-01-10 to 2018-01-30 and `experimental.sell_profit_only` enabled. More detail on each strategy page. -| Strategy | Buy count | AVG profit % | Total profit | AVG duration | -|-----------|-----------|--------------|--------------|--------------| -| [Strategy 001](https://github.com/glonlas/freqtrade-strategies/issues/1) | 55 | 0.05 | 0.00012102 | 476.1 | -| [Strategy 002](https://github.com/glonlas/freqtrade-strategies/issues/2) | 9 | 3.21 | 0.00114807 | 189.4 | -| [Strategy 003](https://github.com/glonlas/freqtrade-strategies/issues/3) | 14 | 1.47 | 0.00081740 | 227.5 | -| [Strategy 004](https://github.com/glonlas/freqtrade-strategies/issues/4) | 37 | 0.69 | 0.00102128 | 367.3 | -| [Strategy 005](https://github.com/glonlas/freqtrade-strategies/issues/11) | 180 | 1.16 | 0.00827589 | 156.2 | +| Strategy | Buy count | AVG profit % | Total profit | AVG duration | Ticker tested | Backtest period | +|-----------|-----------|--------------|--------------|--------------|--------------|-----------------| +| [Strategy 001](https://github.com/freqtrade/freqtrade-strategies/issues/1) | 55 | 0.05 | 0.00012102 | 476.1 | 5m | 2018-01-10 to 2018-01-30 | +| [Strategy 002](https://github.com/freqtrade/freqtrade-strategies/issues/2) | 9 | 3.21 | 0.00114807 | 189.4 | 5m | 2018-01-10 to 2018-01-30 | +| [Strategy 003](https://github.com/freqtrade/freqtrade-strategies/issues/3) | 14 | 1.47 | 0.00081740 | 227.5 | 5m | 2018-01-10 to 2018-01-30 | +| [Strategy 004](https://github.com/freqtrade/freqtrade-strategies/issues/4) | 37 | 0.69 | 0.00102128 | 367.3 | 5m | 2018-01-10 to 2018-01-30 | +| [Strategy 005](https://github.com/freqtrade/freqtrade-strategies/issues/11) | 180 | 1.16 | 0.00827589 | 156.2 | 5m | 2018-01-10 to 2018-01-30 | -Strategies from this repo are free to use and feel free to update them. +Strategies from this repo are free to use. Feel free to update them. Most of them were designed from Hyperopt calculations. -## Contributes -Feel free to send your comments, optimizations and requests via an -[Issue ticket](https://github.com/glonlas/freqtrade-strategies/issues/new). - -### Strategy requests -Are you looking to implement a new strategy, or one found on atrading -Forum/Chan? -You can request it via -[Issue ticket](https://github.com/glonlas/freqtrade-strategies/issues/new). -Please follow the template questions. Request that does not follow the -template will be removed. I cannot promise to implement all of them, -but will do my best to help. +## Share your own strategies and contribute to this repo +Feel free to send your strategies, comments, optimizations and pull requests via an +[Issue ticket](https://github.com/freqtrade/freqtrade-strategies/issues/new). ## FAQ ### What is Freqtrade? -[Freqtrade](https://github.com/gcarq/freqtrade) is a Simple High +[Freqtrade](https://github.com/freqtrade) is a Simple High frequency trading bot for crypto currencies designed to support multi -exchanges and be controlled via Telegram built by [gcarq@](https://github.com/gcarq). - -This bot is similar other trading bot like -[Gekko](https://github.com/askmike/gekko), and -[Zenbot](https://github.com/DeviaVir/zenbot) +exchanges and be controlled via Telegram built by [gcarq@](https://github.com/gcarq) and the +[core-dev team](https://github.com/orgs/freqtrade/teams/core-dev). ### What includes these strategies? Each Strategies includes: @@ -85,124 +69,38 @@ Each Strategies includes: - [x] **Backtesting results** ### How were tested the strategies? -All strategies are tested with the dataset from this repo. The data set -is located into [user_data/data](https://github.com/glonlas/freqtrade-strategies/tree/master/user_data/data) folder. -For each strategies, I run backtests for 2 Period and 2 parameters: - `experimental.sell_profit_only` enabled and -`experimental.sell_profit_only` disabled - -#### Period 1: From 2017-11-19 to 2017-12-20 -1. `experimental.sell_profit_only` at `true` (Config file [user_data/config-profit-on.json](https://github.com/glonlas/freqtrade-strategies/blob/master/user_data/config-profit-on.json)). -2. `experimental.sell_profit_only` at `false` (Config file [user_data/config-profit-off.json](https://github.com/glonlas/freqtrade-strategies/blob/master/user_data/config-profit-off.json)). - -#### Period 2: From 2017-12-19 to 2017-01-20 -1. `experimental.sell_profit_only` at `true` (Config file [user_data/config-profit-on.json](https://github.com/glonlas/freqtrade-strategies/blob/master/user_data/config-profit-on.json)). -2. `experimental.sell_profit_only` at `false` (Config file [user_data/config-profit-off.json](https://github.com/glonlas/freqtrade-strategies/blob/master/user_data/config-profit-off.json)). +All strategies tests are explain on their own tickets. +For each strategies, we generally run backtests twice with `experimental.sell_profit_only` +enabled and disabled. ### How to install a strategy? -First you need a [working Freqtrade](https://github.com/gcarq/freqtrade/blob/feature/custom_strategy/docs/index.md) +First you need a [working Freqtrade](https://github.com/freqtrade/freqtrade/blob/feature/custom_strategy/docs/index.md) in version >= 0.16.0. -**Note:** This version is not merged yet but you can find into the branch `feature/custom_strategy`. -```bash -git clone https://github.com/gcarq/freqtrade.git -git checkout feature/custom_strategy -``` - Once you have the bot on the right version, follow this steps: 1. Select the strategy you want. All strategies of the repo are into -(user_data/strategies](https://github.com/glonlas/freqtrade-strategies/tree/feature/custom_strategy/user_data/strategies) +(user_data/strategies](https://github.com/freqtrade/freqtrade-strategies/tree/feature/custom_strategy/user_data/strategies) 2. Copy the strategy file 3. Paste it into your `user_data/strategies` folder -4. Run the bot with the parameter `-s ` (ex: `python3 ./freqtrade/main.py -s strategy001`) +4. Run the bot with the parameter `-s ` (ex: `python3 ./freqtrade/main.py -s Strategy001`) ### How to test a strategy? -Let assume you have selected the strategy `strategy-001.py`: +Let assume you have selected the strategy `strategy001.py`: **Simple backtesting** ```bash -python3 ./freqtrade/main.py -s strategy-001 backtesting --realistic-simulation +python3 ./freqtrade/main.py -s Strategy001 backtesting --realistic-simulation ``` **Refresh your test data** ```bash -python3 ./freqtrade/main.py -s strategy-001 backtesting --realistic-simulation -r +python3 ./freqtrade/main.py -s Strategy001 backtesting --realistic-simulation -r ``` **Test with live data** ```bash -python3 ./freqtrade/main.py -s strategy-001 backtesting --realistic-simulation -l +python3 ./freqtrade/main.py -s Strategy001 backtesting --realistic-simulation -l ``` -### Which coins were tested? -You will find the list of coin tested into the configuration files -(`user_data/config-profit-on.json` and -`user_data/config-profit-off.json`) - -| Pair | Tested | -|-------|--------| -| BTC_ADA | Yes -| BTC_NEO | Yes | -| BTC_NXT | Yes | -| BTC_MCO | Yes | -| BTC_ETH | Yes | -| BTC_BCC | Yes | -| BTC_VOX | Yes | -| BTC_GUP | Yes | -| BTC_SC | Yes | -| BTC_VTC | Yes | -| BTC_STRAT | Yes | -| BTC_OMG | Yes | -| BTC_OK | Yes | -| BTC_EDG | Yes | -| BTC_STORJ | Yes | -| BTC_EMC2 | Yes | -| BTC_XLM | Yes | -| BTC_LSK | Yes | -| BTC_SYS | Yes | -| BTC_POWR | Yes | -| BTC_PAY | Yes | -| BTC_DGB | Yes | -| BTC_ETC | Yes | -| BTC_XRP | Yes | -| BTC_LTC | Yes | -| BTC_IOP | Yes | -| BTC_RCN | Yes | -| BTC_BTG | Yes | -| BTC_MONA | Yes | -| BTC_SALT | Yes | -| BTC_DASH | Yes | -| BTC_QTUM | Yes | -| BTC_CVC | Yes | -| BTC_KMD | Yes | -| BTC_XEM | Yes | -| BTC_XMR | Yes | -| BTC_ZEC | Yes | -| BTC_WAVES | Yes | -| BTC_PIVX | Yes | -| BTC_XZC | Yes | -| BTC_DOGE | No, this pair is blacklisted | - ## Can I have your configuration file? -You will find them into [user_data/](https://github.com/glonlas/freqtrade-strategies/tree/master/user_data) folder. - -## Can I have your datasets? -Yes of course! Datasets are into -[user_data/data](https://github.com/glonlas/freqtrade-strategies/tree/master/user_data/data) -folder. Download and use them. - -## How did you build dataset? -I am using data collected from Bittrex and run the script -`scripts/extract_data.py` -```bash -python3 scripts/extract_data.py -f user_data/data/complete_data -d user_data/data/2017-11-19_2017-12-19 -s 2017-11-19 -e 2017-12-20 -python3 scripts/extract_data.py -f user_data/data/complete_data -d user_data/data/2017-12-19_2018-01-19 -s 2017-12-19 -e 2018-01-20 -``` - -# Offer me a coffee -This repo is made for you to improve your trading strategies. If you are -happy with the result of your strategy, feel free to offer me a coffee :) - -- BTC: 1KouEQdEKGiFGvm9iCb5K9pkUqnsASqmGS -- ETH: 0x767D8AfB3B31131cBbf5b7318D2046996c9a40f2 -- LTC: LXFPwMs38DMj6ecD4xWEPnWjNAjp78uNZM +You will find them into [user_data/](https://github.com/freqtrade/freqtrade-strategies/tree/master/user_data) folder.