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Merge pull request #507 from enarjord/v7.3.13_markup
- Replace bot parameters - close_grid_min_markup and close_grid_markup_range - with - close_grid_markup_start and close_grid_markup_end - see docs/configuration.md for more details - Fixes for binance fetch pnl - update some requirements
2 parents b688892 + 901a4fe commit cf0906a

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-561
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‎README.md

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:warning: **Used at one's own risk** :warning:
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v7.3.12
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v7.3.13
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## Overview

‎configs/approved_coins_top20mcap.json

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["BTC", "ETH", "XRP", "BNB", "SOL", "DOGE", "ADA", "TRX", "SUI", "LINK", "AVAX", "HYPE", "XLM", "SHIB", "HBAR", "BCH", "TON", "LTC", "XMR", "DOT"]

‎configs/examples/btc_long.json

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{"backtest": {"base_dir": "backtests",
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"combine_ohlcvs": false,
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"combine_ohlcvs": true,
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"compress_cache": true,
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"end_date": "now",
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"exchanges": ["binance", "bybit"],
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"gap_tolerance_ohlcvs_minutes": 120,
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"start_date": "2020-04-01",
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"starting_balance": 100000,
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"use_btc_collateral": true},
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"bot": {"long": {"close_grid_markup_range": 0.0006756,
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"close_grid_min_markup": 0.001573,
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"close_grid_qty_pct": 0.2298,
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"close_trailing_grid_ratio": -0.381,
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"close_trailing_qty_pct": 0.5509,
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"close_trailing_retracement_pct": 0.01716,
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"close_trailing_threshold_pct": 0.001962,
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"ema_span_0": 220.4,
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"ema_span_1": 1107,
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"bot": {"long": {"close_grid_markup_end": 0.01754,
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"close_grid_markup_start": 0.01959,
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"close_grid_qty_pct": 0.4406,
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"close_trailing_grid_ratio": 0.9476,
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"close_trailing_qty_pct": 0.5662,
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"close_trailing_retracement_pct": 0.0003578,
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"close_trailing_threshold_pct": 0.002069,
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"ema_span_0": 206.3,
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"ema_span_1": 718.5,
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"enforce_exposure_limit": true,
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"entry_grid_double_down_factor": 2.805,
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"entry_grid_spacing_pct": 0.03194,
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"entry_grid_spacing_weight": 0.4534,
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"entry_initial_ema_dist": -0.009122,
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"entry_initial_qty_pct": 0.009071,
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"entry_trailing_double_down_factor": 2.876,
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"entry_trailing_grid_ratio": -0.0711,
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"entry_trailing_retracement_pct": 0.03419,
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"entry_trailing_threshold_pct": -0.005534,
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"filter_noisiness_rolling_window": 10.0,
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"filter_volume_drop_pct": 0.5,
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"filter_volume_rolling_window": 360.0,
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"entry_grid_double_down_factor": 3.678,
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"entry_grid_spacing_pct": 0.01505,
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"entry_grid_spacing_weight": 4.019,
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"entry_initial_ema_dist": 0.00297,
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"entry_initial_qty_pct": 0.004931,
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"entry_trailing_double_down_factor": 0.4647,
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"entry_trailing_grid_ratio": -0.04499,
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"entry_trailing_retracement_pct": 0.001776,
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"entry_trailing_threshold_pct": 0.02659,
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"filter_noisiness_rolling_window": 133.5,
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"filter_volume_drop_pct": 0.7034,
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"filter_volume_rolling_window": 1628,
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"n_positions": 1,
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"total_wallet_exposure_limit": 6.194,
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"unstuck_close_pct": 0.01358,
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"unstuck_ema_dist": -0.05594,
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"unstuck_loss_allowance_pct": 0.04186,
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"unstuck_threshold": 0.6487},
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"short": {"close_grid_markup_range": 0,
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"close_grid_min_markup": 0.001,
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"total_wallet_exposure_limit": 8.735,
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"unstuck_close_pct": 0.002663,
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"unstuck_ema_dist": -0.06826,
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"unstuck_loss_allowance_pct": 0.00209,
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"unstuck_threshold": 0.5601},
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"short": {"close_grid_markup_end": 0.001,
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"close_grid_markup_start": 0.001,
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"close_grid_qty_pct": 0.05,
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"close_trailing_grid_ratio": 0,
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"close_trailing_grid_ratio": -1,
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"close_trailing_qty_pct": 0.05,
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"close_trailing_retracement_pct": 0.0001,
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"close_trailing_threshold_pct": 0,
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"close_trailing_threshold_pct": -0.01,
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"ema_span_0": 200,
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"ema_span_1": 200,
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"enforce_exposure_limit": true,
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"entry_grid_double_down_factor": 0.01,
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"entry_grid_spacing_pct": 0.001,
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"entry_grid_spacing_weight": 0,
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"entry_initial_ema_dist": 0,
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"entry_initial_ema_dist": -0.1,
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"entry_initial_qty_pct": 0.004,
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"entry_trailing_double_down_factor": 0.01,
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"entry_trailing_grid_ratio": 0,
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"entry_trailing_grid_ratio": -1,
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"entry_trailing_retracement_pct": 0.0001,
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"entry_trailing_threshold_pct": 0,
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"entry_trailing_threshold_pct": -0.01,
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"filter_noisiness_rolling_window": 10,
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"filter_volume_drop_pct": 0.5,
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"filter_volume_rolling_window": 360,
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"n_positions": 0,
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"total_wallet_exposure_limit": 0.01,
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"unstuck_close_pct": 0.001,
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"unstuck_ema_dist": 0,
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"unstuck_ema_dist": -0.1,
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"unstuck_loss_allowance_pct": 0.001,
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"unstuck_threshold": 0.4}},
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"live": {"approved_coins": {"long": ["BTC"], "short": ["BTC"]},
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"max_n_cancellations_per_batch": 5,
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"max_n_creations_per_batch": 3,
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"max_n_restarts_per_day": 10,
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"minimum_coin_age_days": 450,
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"minimum_coin_age_days": 365,
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"ohlcvs_1m_rolling_window_days": 4,
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"ohlcvs_1m_update_after_minutes": 10,
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"pnls_max_lookback_days": 30,
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"price_distance_threshold": 0.002,
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"time_in_force": "good_till_cancelled",
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"user": "bybit_01"},
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"optimize": {"bounds": {"long_close_grid_markup_range": [0, 0.03],
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"long_close_grid_min_markup": [0.001, 0.03],
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"optimize": {"bounds": {"long_close_grid_markup_end": [0.001, 0.03],
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"long_close_grid_markup_start": [0.001, 0.03],
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"long_close_grid_qty_pct": [0.05, 1],
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"long_close_trailing_grid_ratio": [-1, 1],
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"long_close_trailing_qty_pct": [0.05, 1],
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"long_close_trailing_retracement_pct": [0.0001, 0.1],
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"long_close_trailing_threshold_pct": [-0.01, 0.1],
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"long_ema_span_0": [200, 1440],
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"long_ema_span_1": [200, 1440],
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"long_entry_grid_double_down_factor": [0.01, 3],
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"long_entry_grid_double_down_factor": [0.01, 4],
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"long_entry_grid_spacing_pct": [0.001, 0.06],
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"long_entry_grid_spacing_weight": [0, 10],
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"long_entry_initial_ema_dist": [-0.1, 0.003],
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"long_entry_initial_qty_pct": [0.004, 0.02],
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"long_entry_trailing_double_down_factor": [0.01, 3],
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"long_entry_trailing_double_down_factor": [0.01, 4],
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"long_entry_trailing_grid_ratio": [-1, 1],
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"long_entry_trailing_retracement_pct": [0.0001, 0.1],
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"long_entry_trailing_threshold_pct": [-0.01, 0.1],
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"long_filter_noisiness_rolling_window": [10, 360],
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"long_filter_volume_drop_pct": [0.5, 1],
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"long_filter_volume_rolling_window": [360, 2880],
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"long_n_positions": [7, 30],
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"long_total_wallet_exposure_limit": [0.01, 10],
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"long_n_positions": [1, 1],
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"long_total_wallet_exposure_limit": [0.5, 20],
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"long_unstuck_close_pct": [0.001, 0.1],
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"long_unstuck_ema_dist": [-0.1, 0.01],
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"long_unstuck_loss_allowance_pct": [0.001, 0.05],
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"long_unstuck_threshold": [0.4, 0.95],
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"short_close_grid_markup_range": [0, 0.03],
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"short_close_grid_min_markup": [0.001, 0.03],
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"short_close_grid_markup_end": [0.001, 0.03],
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"short_close_grid_markup_start": [0.001, 0.03],
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"short_close_grid_qty_pct": [0.05, 1],
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"short_close_trailing_grid_ratio": [-1, 1],
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"short_close_trailing_qty_pct": [0.05, 1],
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"short_close_trailing_retracement_pct": [0.0001, 0.1],
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"short_close_trailing_threshold_pct": [-0.01, 0.1],
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"short_ema_span_0": [200, 1440],
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"short_ema_span_1": [200, 1440],
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"short_entry_grid_double_down_factor": [0.01, 3],
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"short_entry_grid_double_down_factor": [0.01, 4],
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"short_entry_grid_spacing_pct": [0.001, 0.06],
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"short_entry_grid_spacing_weight": [0, 10],
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"short_entry_initial_ema_dist": [-0.1, 0.003],
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"short_entry_initial_qty_pct": [0.004, 0.02],
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"short_entry_trailing_double_down_factor": [0.01, 3],
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"short_entry_trailing_double_down_factor": [0.01, 4],
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"short_entry_trailing_grid_ratio": [-1, 1],
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"short_entry_trailing_retracement_pct": [0.0001, 0.1],
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"short_entry_trailing_threshold_pct": [-0.01, 0.1],
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"short_unstuck_loss_allowance_pct": [0.001, 0.05],
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"short_unstuck_threshold": [0.4, 0.95]},
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"compress_results_file": true,
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"crossover_probability": 0.7,
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"crossover_probability": 0.64,
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"enable_overrides": [],
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"iters": 300000,
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"limits": {"btc_drawdown_worst": 0.333,
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"loss_profit_ratio": 0.9,
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"position_unchanged_hours_max": 900.0},
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"mutation_probability": 0.2,
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"position_unchanged_hours_max": 900},
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"mutation_probability": 0.34,
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"n_cpus": 5,
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"population_size": 500,
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"round_to_n_significant_digits": 4,
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"scoring": ["btc_adg_w", "btc_mdg_w", "btc_omega_ratio"],
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"write_all_results": true}}
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"scoring": ["btc_adg_w",
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"btc_mdg_w",
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"btc_sterling_ratio",
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"loss_profit_ratio"],
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"write_all_results": false}}

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