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Sell signals 1-8: increase max loss targets.
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@iterativv
iterativv committed Aug 7, 2021
1 parent fe1e375 commit b47d992
Showing 1 changed file with 6 additions and 6 deletions.
12 changes: 6 additions & 6 deletions NostalgiaForInfinityNext.py
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Original file line number Diff line number Diff line change
Expand Up @@ -3039,7 +3039,7 @@ def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', curre
else:
if (current_profit > 0.0):
return 'sell_signal_1_2_1' + ' ( ' + buy_tag + ')'
elif (max_loss > 0.15):
elif (max_loss > 0.25):
return 'sell_signal_1_2_2' + ' ( ' + buy_tag + ')'

# Sell signal 2
Expand All @@ -3050,7 +3050,7 @@ def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', curre
else:
if (current_profit > 0.0):
return 'sell_signal_2_2_1' + ' ( ' + buy_tag + ')'
elif (max_loss > 0.15):
elif (max_loss > 0.25):
return 'sell_signal_2_2_2' + ' ( ' + buy_tag + ')'

# Sell signal 4
Expand All @@ -3061,14 +3061,14 @@ def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', curre
else:
if (current_profit > 0.0):
return 'sell_signal_4_2_1' + ' ( ' + buy_tag + ')'
elif (max_loss > 0.15):
elif (max_loss > 0.25):
return 'sell_signal_4_2_2' + ' ( ' + buy_tag + ')'

# Sell signal 6
elif self.sell_condition_6_enable.value and (last_candle['close'] < last_candle['ema_200']) and (last_candle['close'] > last_candle['ema_50']) and (last_candle['rsi_14'] > self.sell_rsi_under_6.value):
if (current_profit > 0.0):
return 'sell_signal_6_1' + ' ( ' + buy_tag + ')'
elif (max_loss > 0.15):
elif (max_loss > 0.25):
return 'sell_signal_6_2' + ' ( ' + buy_tag + ')'

# Sell signal 7
Expand All @@ -3079,7 +3079,7 @@ def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', curre
else:
if (current_profit > 0.0):
return 'sell_signal_7_2_1' + ' ( ' + buy_tag + ')'
elif (max_loss > 0.15):
elif (max_loss > 0.25):
return 'sell_signal_7_2_2' + ' ( ' + buy_tag + ')'

# Sell signal 8
Expand All @@ -3090,7 +3090,7 @@ def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', curre
else:
if (current_profit > 0.0):
return 'sell_signal_8_2_1' + ' ( ' + buy_tag + ')'
elif (max_loss > 0.15):
elif (max_loss > 0.25):
return 'sell_signal_8_2_2' + ' ( ' + buy_tag + ')'

return None
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4 comments on commit b47d992

@github-actions
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CI Backest Comparisson

Binance

20210101-20210201 Current Previous
Average Duration 7:14:00 7:08:00
Max Drawdown 46.4037 % 46.4037 %
Profit Mean 7.9097 % 8.0033 %
Profit Sum 1487.01 % 1488.61 %
Profit Total 636.32 % 638.91 %
Win Rate 91.49 % 91.4 %
20210201-20210301 Current Previous
Average Duration 4:28:00 4:31:00
Max Drawdown 40.4275 % 42.1458 %
Profit Mean 2.8599 % 2.9961 %
Profit Sum 852.24 % 892.84 %
Profit Total 437.09 % 479.05 %
Win Rate 95.97 % 95.97 %
20210301-20210401 Current Previous
Average Duration 8:30:00 8:25:00
Max Drawdown 30.3029 % 30.3029 %
Profit Mean 2.6479 % 2.6577 %
Profit Sum 473.97 % 475.73 %
Profit Total 154.57 % 155.5 %
Win Rate 94.41 % 94.41 %
20210401-20210501 Current Previous
Average Duration 2:56:00 2:57:00
Max Drawdown 0.0 % 0.0 %
Profit Mean 3.667 % 3.6783 %
Profit Sum 828.74 % 823.93 %
Profit Total 398.19 % 393.5 %
Win Rate 100.0 % 100.0 %
20210601-20210701 Current Previous
Average Duration 3:59:00 4:06:00
Max Drawdown 0.0 % 16.1661 %
Profit Mean 3.3156 % 3.1637 %
Profit Sum 321.62 % 303.72 %
Profit Total 87.75 % 81.36 %
Win Rate 100.0 % 98.96 %

Kucoin

20210101-20210201 Current Previous
Average Duration 4:58:00 5:01:00
Max Drawdown 8.98 % 8.98 %
Profit Mean 2.8265 % 2.8325 %
Profit Sum 149.8 % 147.29 %
Profit Total 34.22 % 33.54 %
Win Rate 96.23 % 96.15 %
20210201-20210301 Current Previous
Average Duration 4:04:00 4:04:00
Max Drawdown 15.7798 % 15.7798 %
Profit Mean 2.2258 % 2.2258 %
Profit Sum 166.94 % 166.94 %
Profit Total 38.67 % 38.67 %
Win Rate 96.0 % 96.0 %
20210301-20210401 Current Previous
Average Duration 3:40:00 3:40:00
Max Drawdown 29.5045 % 29.5045 %
Profit Mean 2.8566 % 2.8566 %
Profit Sum 111.41 % 111.41 %
Profit Total 24.25 % 24.25 %
Win Rate 94.87 % 94.87 %
20210401-20210501 Current Previous
Average Duration 7:50:00 7:50:00
Max Drawdown 17.7907 % 17.7907 %
Profit Mean 1.6118 % 1.6118 %
Profit Sum 38.68 % 38.68 %
Profit Total 7.91 % 7.91 %
Win Rate 91.67 % 91.67 %
20210601-20210701 Current Previous
Average Duration 11:54:00 11:29:00
Max Drawdown 12.7872 % 18.1516 %
Profit Mean 6.691 % 5.8718 %
Profit Sum 100.36 % 82.2 %
Profit Total 20.03 % 15.8 %
Win Rate 86.67 % 78.57 %

@BillGatesIII
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Interesting change.

@iterativv
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Interesting change.

Note however, that this includes the previous commit. In my backtest - at least - that removes a big loss.

@github-actions
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CI Backest Comparisson

Binance

20210101-20210201 Current Previous
Average Duration 7:14:00 7:14:00
Max Drawdown 46.4037 % 46.4037 %
Profit Mean 7.9097 % 7.9097 %
Profit Sum 1487.01 % 1487.01 %
Profit Total 636.32 % 636.32 %
Win Rate 91.49 % 91.49 %
20210201-20210301 Current Previous
Average Duration 4:28:00 4:28:00
Max Drawdown 40.4275 % 40.4275 %
Profit Mean 2.8599 % 2.8599 %
Profit Sum 852.24 % 852.24 %
Profit Total 437.09 % 437.09 %
Win Rate 95.97 % 95.97 %
20210301-20210401 Current Previous
Average Duration 8:30:00 8:30:00
Max Drawdown 30.3029 % 30.3029 %
Profit Mean 2.6479 % 2.6479 %
Profit Sum 473.97 % 473.97 %
Profit Total 154.57 % 154.57 %
Win Rate 94.41 % 94.41 %
20210401-20210501 Current Previous
Average Duration 2:56:00 2:56:00
Max Drawdown 0.0 % 0.0 %
Profit Mean 3.667 % 3.667 %
Profit Sum 828.74 % 828.74 %
Profit Total 398.19 % 398.19 %
Win Rate 100.0 % 100.0 %
20210601-20210701 Current Previous
Average Duration 3:59:00 3:59:00
Max Drawdown 0.0 % 0.0 %
Profit Mean 3.3156 % 3.3156 %
Profit Sum 321.62 % 321.62 %
Profit Total 87.75 % 87.75 %
Win Rate 100.0 % 100.0 %

Kucoin

20210101-20210201 Current Previous
Average Duration 4:58:00 4:58:00
Max Drawdown 8.98 % 8.98 %
Profit Mean 2.8265 % 2.8265 %
Profit Sum 149.8 % 149.8 %
Profit Total 34.22 % 34.22 %
Win Rate 96.23 % 96.23 %
20210201-20210301 Current Previous
Average Duration 4:04:00 4:04:00
Max Drawdown 15.7798 % 15.7798 %
Profit Mean 2.2258 % 2.2258 %
Profit Sum 166.94 % 166.94 %
Profit Total 38.67 % 38.67 %
Win Rate 96.0 % 96.0 %
20210301-20210401 Current Previous
Average Duration 3:40:00 3:40:00
Max Drawdown 29.5045 % 29.5045 %
Profit Mean 2.8566 % 2.8566 %
Profit Sum 111.41 % 111.41 %
Profit Total 24.25 % 24.25 %
Win Rate 94.87 % 94.87 %
20210401-20210501 Current Previous
Average Duration 7:50:00 7:50:00
Max Drawdown 17.7907 % 17.7907 %
Profit Mean 1.6118 % 1.6118 %
Profit Sum 38.68 % 38.68 %
Profit Total 7.91 % 7.91 %
Win Rate 91.67 % 91.67 %
20210601-20210701 Current Previous
Average Duration 11:54:00 11:54:00
Max Drawdown 12.7872 % 12.7872 %
Profit Mean 6.691 % 6.691 %
Profit Sum 100.36 % 100.36 %
Profit Total 20.03 % 20.03 %
Win Rate 86.67 % 86.67 %

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