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⚡️ Weighted Signal: MFI - Money Flow Index #73

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⚡️ Weighted Signal: MFI - Money Flow Index #73

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fd35c9b
MFI vs RSI
m1hah Jun 23, 2021
18d589e
MFI vs RSI
m1hah Jun 23, 2021
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158 changes: 158 additions & 0 deletions Some Test Results/MFI/HO results/MFI-and-RSI-1stHO_spacesbuysell_randomstate100.txt
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2021-06-22 23:08:25,844 - freqtrade.optimize.hyperopt_tools - INFO - Reading epochs from '/freqtrade/user_data/hyperopt_results/strategy_MoniGoManiHyperStrategy_2021-06-22_21-05-24.fthypt'
2021-06-22 23:08:26,622 - freqtrade.optimize.hyperopt_tools - INFO - Loaded 800 previous evaluations from disk.
2021-06-22 23:08:26,622 - freqtrade.commands.hyperopt_commands - INFO - 800 epochs found.
Result for strategy MoniGoManiHyperStrategy
=========================================================== BACKTESTING REPORT ==========================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|------------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| MATIC/USDT | 71 | 0.80 | 56.76 | 25.568 | 5.11 | 6:13:00 | 63 0 8 88.7 |
| ADA/USDT | 30 | 0.52 | 15.72 | 7.082 | 1.42 | 14:20:00 | 25 0 5 83.3 |
| ETH/USDT | 24 | 0.45 | 10.85 | 4.889 | 0.98 | 19:55:00 | 18 0 6 75.0 |
| XRP/USDT | 20 | -0.27 | -5.37 | -2.419 | -0.48 | 15:33:00 | 13 0 7 65.0 |
| DOT/USDT | 30 | -0.21 | -6.26 | -2.818 | -0.56 | 20:44:00 | 22 0 8 73.3 |
| BTC/USDT | 15 | -0.67 | -10.06 | -4.531 | -0.91 | 1 day, 2:55:00 | 5 0 10 33.3 |
| TOTAL | 190 | 0.32 | 61.65 | 27.770 | 5.55 | 14:08:00 | 146 0 44 76.8 |
============================================================ SELL REASON STATS ============================================================
| Sell Reason | Sells | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % |
|-----------------------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
| trailing_stop_loss | 144 | 144 0 0 100 | 2.73 | 393.26 | 177.145 | 65.54 |
| sell_signal | 25 | 2 0 23 8.0 | -6.8 | -170.09 | -76.616 | -28.35 |
| MGM_unclogging_losing_trade | 13 | 0 0 13 0 | -3.73 | -48.43 | -21.816 | -8.07 |
| stop_loss | 4 | 0 0 4 0 | -25.15 | -100.6 | -45.315 | -16.77 |
| force_sell | 4 | 0 0 4 0 | -3.12 | -12.5 | -5.629 | -2.08 |
======================================================== LEFT OPEN TRADES REPORT ========================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|------------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| ETH/USDT | 1 | -1.23 | -1.23 | -0.554 | -0.11 | 1 day, 7:20:00 | 0 0 1 0 |
| ADA/USDT | 1 | -1.36 | -1.36 | -0.613 | -0.12 | 1 day, 9:00:00 | 0 0 1 0 |
| MATIC/USDT | 1 | -3.42 | -3.42 | -1.541 | -0.31 | 17:40:00 | 0 0 1 0 |
| DOT/USDT | 1 | -6.48 | -6.48 | -2.921 | -0.58 | 1 day, 0:40:00 | 0 0 1 0 |
| TOTAL | 4 | -3.12 | -12.50 | -5.629 | -1.13 | 1 day, 2:40:00 | 0 0 4 0 |
=============== SUMMARY METRICS ================
| Metric | Value |
|------------------------+---------------------|
| Backtesting from | 2021-05-01 00:00:00 |
| Backtesting to | 2021-06-16 00:00:00 |
| Max open trades | 6 |
| | |
| Total/Daily Avg Trades | 190 / 4.13 |
| Starting balance | 500.000 USDT |
| Final balance | 527.770 USDT |
| Absolute profit | 27.770 USDT |
| Total profit % | 5.55% |
| Avg. stake amount | 45.000 USDT |
| Total trade volume | 8550.000 USDT |
| | |
| Best Pair | MATIC/USDT 56.76% |
| Worst Pair | BTC/USDT -10.06% |
| Best trade | ETH/USDT 7.67% |
| Worst trade | MATIC/USDT -25.15% |
| Best day | 24.465 USDT |
| Worst day | -15.883 USDT |
| Days win/draw/lose | 23 / 8 / 15 |
| Avg. Duration Winners | 8:28:00 |
| Avg. Duration Loser | 1 day, 8:57:00 |
| Zero Duration Trades | 5.79% (11) |
| Rejected Buy signals | 0 |
| | |
| Min balance | 498.753 USDT |
| Max balance | 546.450 USDT |
| Drawdown | 65.57% |
| Drawdown | 29.535 USDT |
| Drawdown high | 46.450 USDT |
| Drawdown low | 16.915 USDT |
| Drawdown Start | 2021-05-26 12:15:00 |
| Drawdown End | 2021-06-07 21:00:00 |
| Market change | 0% |
================================================


Epoch details:

243/800: 190 trades. 146/0/44 Wins/Draws/Losses. Avg profit 0.32%. Median profit 2.23%. Total profit 27.76973475 USDT ( 5.55%). Avg duration 14:08:00 min. Objective: -4737.23111


# Buy hyperspace params:
buy_params = {
"buy__downwards_trend_total_signal_needed": 715,
"buy__downwards_trend_total_signal_needed_candles_lookback_window": 3,
"buy__sideways_trend_total_signal_needed": 716,
"buy__sideways_trend_total_signal_needed_candles_lookback_window": 5,
"buy__upwards_trend_total_signal_needed": 142,
"buy__upwards_trend_total_signal_needed_candles_lookback_window": 5,
"buy_downwards_trend_adx_strong_up_weight": 7,
"buy_downwards_trend_bollinger_bands_weight": 24,
"buy_downwards_trend_ema_long_golden_cross_weight": 92,
"buy_downwards_trend_ema_short_golden_cross_weight": 49,
"buy_downwards_trend_macd_weight": 77,
"buy_downwards_trend_mfi_weight": 34,
"buy_downwards_trend_rsi_weight": 55,
"buy_downwards_trend_sma_long_golden_cross_weight": 27,
"buy_downwards_trend_sma_short_golden_cross_weight": 57,
"buy_downwards_trend_vwap_cross_weight": 54,
"buy_sideways_trend_adx_strong_up_weight": 5,
"buy_sideways_trend_bollinger_bands_weight": 21,
"buy_sideways_trend_ema_long_golden_cross_weight": 68,
"buy_sideways_trend_ema_short_golden_cross_weight": 21,
"buy_sideways_trend_macd_weight": 22,
"buy_sideways_trend_mfi_weight": 3,
"buy_sideways_trend_rsi_weight": 8,
"buy_sideways_trend_sma_long_golden_cross_weight": 43,
"buy_sideways_trend_sma_short_golden_cross_weight": 30,
"buy_sideways_trend_vwap_cross_weight": 15,
"buy_upwards_trend_adx_strong_up_weight": 49,
"buy_upwards_trend_bollinger_bands_weight": 32,
"buy_upwards_trend_ema_long_golden_cross_weight": 82,
"buy_upwards_trend_ema_short_golden_cross_weight": 50,
"buy_upwards_trend_macd_weight": 93,
"buy_upwards_trend_mfi_weight": 98,
"buy_upwards_trend_rsi_weight": 83,
"buy_upwards_trend_sma_long_golden_cross_weight": 31,
"buy_upwards_trend_sma_short_golden_cross_weight": 4,
"buy_upwards_trend_vwap_cross_weight": 13,
}

# Sell hyperspace params:
sell_params = {
"sell___unclogger_minimal_losing_trade_duration_minutes": 35,
"sell___unclogger_minimal_losing_trades_open": 5,
"sell___unclogger_open_trades_losing_percentage_needed": 42,
"sell___unclogger_trend_lookback_candles_window": 28,
"sell___unclogger_trend_lookback_candles_window_percentage_needed": 15,
"sell__downwards_trend_total_signal_needed": 676,
"sell__downwards_trend_total_signal_needed_candles_lookback_window": 3,
"sell__sideways_trend_total_signal_needed": 68,
"sell__sideways_trend_total_signal_needed_candles_lookback_window": 2,
"sell__upwards_trend_total_signal_needed": 331,
"sell__upwards_trend_total_signal_needed_candles_lookback_window": 1,
"sell_downwards_trend_adx_strong_down_weight": 3,
"sell_downwards_trend_bollinger_bands_weight": 84,
"sell_downwards_trend_ema_long_death_cross_weight": 43,
"sell_downwards_trend_ema_short_death_cross_weight": 75,
"sell_downwards_trend_macd_weight": 35,
"sell_downwards_trend_mfi_weight": 29,
"sell_downwards_trend_rsi_weight": 14,
"sell_downwards_trend_sma_long_death_cross_weight": 38,
"sell_downwards_trend_sma_short_death_cross_weight": 79,
"sell_downwards_trend_vwap_cross_weight": 34,
"sell_sideways_trend_adx_strong_down_weight": 59,
"sell_sideways_trend_bollinger_bands_weight": 24,
"sell_sideways_trend_ema_long_death_cross_weight": 39,
"sell_sideways_trend_ema_short_death_cross_weight": 93,
"sell_sideways_trend_macd_weight": 0,
"sell_sideways_trend_mfi_weight": 61,
"sell_sideways_trend_rsi_weight": 1,
"sell_sideways_trend_sma_long_death_cross_weight": 83,
"sell_sideways_trend_sma_short_death_cross_weight": 46,
"sell_sideways_trend_vwap_cross_weight": 27,
"sell_upwards_trend_adx_strong_down_weight": 97,
"sell_upwards_trend_bollinger_bands_weight": 2,
"sell_upwards_trend_ema_long_death_cross_weight": 15,
"sell_upwards_trend_ema_short_death_cross_weight": 17,
"sell_upwards_trend_macd_weight": 66,
"sell_upwards_trend_mfi_weight": 3,
"sell_upwards_trend_rsi_weight": 89,
"sell_upwards_trend_sma_long_death_cross_weight": 63,
"sell_upwards_trend_sma_short_death_cross_weight": 76,
"sell_upwards_trend_vwap_cross_weight": 63,
}
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