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v0.7.1 Total Overall Signal Importance Calculator + New MoniGoManiHyp…
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…erOpted + Added Some Test Results + Updated MDs and .gitignore
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@Rikj000
Rikj000 committed Mar 31, 2021
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2 changes: 2 additions & 0 deletions .gitignore
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# Ignore Release Template
ReleaseTemplate.txt
# Ignore Python Caches
user_data/hyperopts/__pycache__/
user_data/strategies/__pycache__/
1 change: 1 addition & 0 deletions CHANGELOG.md
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- v0.6.3 (28-03-2021 - Enable/Disable Trading when Sideways made HyperOptable - Spoiler Alert, it should be False, for now...)
- v0.6.4 (29-03-2021 - BugFixed Debuggable Dataframe + Added (HyperOptable) Settings to Enable/Disable Buys/Sells for Upwards/Downwards trends too)
- v0.7.0 (31-03-2021 - Making Hyperopt Results Copy/Paste-able)
- v0.7.1 (01-04-2021 - Added Total Overall Signal Importance Calculator)
19 changes: 12 additions & 7 deletions README.md
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```
####################################################################################
#### ####
### MoniGoMani v0.7.0 by Rikj000 ###
### MoniGoMani v0.7.1 by Rikj000 ###
## ---------------------------- ##
# Isn't that what we all want? Our money to go many? #
# Well that's what this Freqtrade strategy hopes to do for you! #
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**WARNING: MoniGoMani should always be HyperOpted unless you really know what you are doing when manually allocating weights!**
**MoniGoManiHyperOpted already has a decent hyperopt applied to it!**

# **Current `MoniGoMani` status @ `v0.7.0`** with:
# **Current `MoniGoMani` status @ `v0.7.1`** with:
- Configurable & HyperOptable Buy/Sell Signal Weight Influence Tables for Downwards/Sideways/Upwards trends
- Configurable & HyperOptable Total Buy/Sell Signal Percentages for Downwards/Sideways/Upwards trends
- Turn On/Off Trading on Downwards/Sideways/Upwards trends for Buys/Sells (HyperOptable)
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- EMA Long Death/Golden Cross
- Bollinger Band Re-Entrance
- VWAP Cross
- Total Overall Signal Importance Calculator for HyperOpt Results
- Main/Sub Plot Configurations for all indicators used (Handy for FreqUI but requires Docker `freqtrade:develop_plot` & `technical` dependencies)

### Go-To Commands:
For HyperOpting:
For Hyper Opting:
```bash
freqtrade hyperopt --config ./user_data/config.json --hyperopt-loss SortinoHyperOptLossDaily --spaces all --hyperopt MoniGoManiHyperOpt --strategy MoniGoMani -e 1000 --timerange 20210101-20210316
```
For BackTesting:
For Back Testing:
```bash
freqtrade backtesting --strategy MoniGoManiHyperOpted --config ./user_data/config.json --timerange 20210101-20210316
```
For Total Signal Importance Calculator:
```bash
python ./user_data/Total-Overall-Signal-Importance-Calculator.py
```

### **ChangeLog**:
[View the ChangeLog](https://github.com/Rikj000/MoniGoMani/blob/main/CHANGELOG.md)
Expand All @@ -64,12 +69,12 @@ freqtrade backtesting --strategy MoniGoManiHyperOpted --config ./user_data/confi
- [Refactor to be compliant for Auto-HyperOptable Strategies](https://github.com/freqtrade/freqtrade/pull/4596)
- [MultiThreaded Dataframe indicator checking](https://www.machinelearningplus.com/python/parallel-processing-python/) if possible for speed improvements
- Settings to enable/disable HyperOpting for individual `buy_params` & `sell_params`
- **Other & Better indicators!** MoniGoMani has been designed so signals can easily be inserted / swapped out. So try to learn from the HyperOpt Weight Table Results, which signals usually score high and which often score low. That will tell us which signals work really well and which don't
- **Maybe!** An additional results table that will tell us how good which signals usually score high and which often score low (when a hyperopt has been done), that would save a lot of hassle in finding **Other & Better indicators**.
- **Other & Better indicators!** MoniGoMani has been designed so signals can easily be inserted / swapped out.
Please use the `Total-Overall-Signal-Importance-Calculator.py` (added in `v0.7.1`) to find out which signals do best and report your results to the Discord server so we can improve! :rocket:
- Individual `BTC_config.json` & `USDT_config.json` files, aswell as individual `BTC_MoniGoManiHyperOpted.py` & `USDT_MoniGoManiHyperOpted.py` releases

### Got Test Results / Ideas / Config Improvements?
- Feel free to join [**CryptoStonksShallRise**](https://discord.gg/qmmzzsxg) on Discord there you can follow/participate in the official channels:
- Feel free to join [**CryptoStonksShallRise**](https://discord.gg/xFZ9bB6vEz) on Discord there you can follow/participate in the official channels:
- `#moni-go-mani-updates`
- `#moni-go-mani-testing`
- `#moni-go-mani-setup-releases`
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Binary file added Some Test Results/v0.7.0/Dry-Run Results (Few hours of 31-03-2021).png
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35 changes: 35 additions & 0 deletions ...sults/v0.7.1/MoniGoManiHyperOpted_v0.7.1_SignalImportanceCalculatorResults_01-04-2021.log
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Total Overall Signal Importance:
--------------------------------
adx_strong_up_down: 123.83%
bollinger_bands: 95.0%
ema_long_golden_death_cross: 68.83%
ema_short_golden_death_cross: 87.33%
macd: 137.17%
rsi: 88.83%
sma_long_golden_death_cross: 140.0%
sma_short_golden_death_cross: 124.17%
vwap_cross: 115.17%

Total Overall Buy Signal Importance:
------------------------------------
adx_strong_up: 220%
bollinger_bands: 102%
ema_long_golden_cross: 68%
ema_short_golden_cross: 111%
macd: 221%
rsi: 146%
sma_long_golden_cross: 229%
sma_short_golden_cross: 186%
vwap_cross: 168%

Total Overall Sell Signal Importance:
-------------------------------------
adx_strong_down: 27.67%
bollinger_bands: 88.0%
ema_long_death_cross: 69.67%
ema_short_death_cross: 63.67%
macd: 53.33%
rsi: 31.67%
sma_long_death_cross: 51.0%
sma_short_death_cross: 62.33%
vwap_cross: 62.33%
81 changes: 81 additions & 0 deletions Some Test Results/v0.7.1/MoniGoMani_v0.7.1_BackTestResults_01-04-2021.log
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INFO - Loading data from 2020-12-15 08:00:00 up to 2021-03-16 00:00:00 (90 days)..
INFO - Running backtesting for Strategy MoniGoManiHyperOpted
INFO - Backtesting with data from 2021-01-01 00:00:00 up to 2021-03-16 00:00:00 (74 days)..
Result for strategy MoniGoManiHyperOpted
=========================================================== BACKTESTING REPORT ===========================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|----------+--------+----------------+----------------+------------------+----------------+----------------+--------+---------+----------|
| ALGO/BTC | 101 | 1.04 | 104.78 | 0.00104887 | 9.23 | 9:02:00 | 69 | 3 | 29 |
| ATOM/BTC | 100 | 0.80 | 79.88 | 0.00079961 | 7.04 | 10:13:00 | 63 | 2 | 35 |
| BAT/BTC | 97 | 1.50 | 145.13 | 0.00145271 | 12.79 | 10:07:00 | 71 | 1 | 25 |
| BCH/BTC | 64 | 0.06 | 3.59 | 0.00003587 | 0.32 | 15:55:00 | 29 | 4 | 31 |
| BRD/BTC | 128 | 4.57 | 585.23 | 0.00585816 | 51.57 | 9:24:00 | 101 | 4 | 23 |
| EOS/BTC | 73 | -0.18 | -12.80 | -0.00012817 | -1.13 | 15:38:00 | 36 | 3 | 34 |
| ETH/BTC | 54 | 0.56 | 30.02 | 0.00030052 | 2.65 | 21:07:00 | 28 | 6 | 20 |
| IOTA/BTC | 80 | 1.81 | 145.09 | 0.00145232 | 12.78 | 13:31:00 | 52 | 3 | 25 |
| LINK/BTC | 85 | 0.51 | 43.72 | 0.00043762 | 3.85 | 12:53:00 | 51 | 6 | 28 |
| LTC/BTC | 54 | -0.09 | -5.08 | -0.00005084 | -0.45 | 17:28:00 | 25 | 2 | 27 |
| NEO/BTC | 73 | 0.86 | 63.02 | 0.00063079 | 5.55 | 11:36:00 | 43 | 4 | 26 |
| NXS/BTC | 132 | 6.40 | 844.47 | 0.00845321 | 74.41 | 9:35:00 | 106 | 4 | 22 |
| XMR/BTC | 68 | 0.71 | 47.96 | 0.00048004 | 4.23 | 15:06:00 | 39 | 5 | 24 |
| XRP/BTC | 89 | 1.66 | 147.93 | 0.00148073 | 13.03 | 11:44:00 | 60 | 4 | 25 |
| XTZ/BTC | 86 | 0.10 | 8.52 | 0.00008522 | 0.75 | 13:38:00 | 49 | 8 | 29 |
| TOTAL | 1284 | 1.74 | 2231.45 | 0.02233666 | 196.63 | 12:23:00 | 822 | 59 | 403 |
======================================================== SELL REASON STATS =========================================================
| Sell Reason | Sells | Wins | Draws | Losses | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % |
|--------------------+---------+--------+---------+----------+----------------+----------------+------------------+----------------|
| trailing_stop_loss | 788 | 773 | 0 | 15 | 5.45 | 4291.76 | 0.0429605 | 286.12 |
| sell_signal | 415 | 32 | 0 | 383 | -4.99 | -2069.9 | -0.0207198 | -137.99 |
| roi | 70 | 11 | 59 | 0 | 0.22 | 15.3 | 0.00015312 | 1.02 |
| force_sell | 11 | 6 | 0 | 5 | -0.52 | -5.71 | -5.719e-05 | -0.38 |
======================================================== LEFT OPEN TRADES REPORT =========================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|----------+--------+----------------+----------------+------------------+----------------+----------------+--------+---------+----------|
| ALGO/BTC | 1 | -8.31 | -8.31 | -0.00008322 | -0.73 | 12:00:00 | 0 | 0 | 1 |
| ATOM/BTC | 1 | -0.40 | -0.40 | -0.00000396 | -0.03 | 8:00:00 | 0 | 0 | 1 |
| BCH/BTC | 1 | 1.87 | 1.87 | 0.00001869 | 0.16 | 16:00:00 | 1 | 0 | 0 |
| EOS/BTC | 1 | -0.20 | -0.20 | -0.00000200 | -0.02 | 6:00:00 | 0 | 0 | 1 |
| ETH/BTC | 1 | 1.84 | 1.84 | 0.00001839 | 0.16 | 14:00:00 | 1 | 0 | 0 |
| IOTA/BTC | 1 | -3.30 | -3.30 | -0.00003304 | -0.29 | 5:00:00 | 0 | 0 | 1 |
| LINK/BTC | 1 | 1.05 | 1.05 | 0.00001049 | 0.09 | 14:00:00 | 1 | 0 | 0 |
| NEO/BTC | 1 | 0.23 | 0.23 | 0.00000233 | 0.02 | 11:00:00 | 1 | 0 | 0 |
| NXS/BTC | 1 | -0.53 | -0.53 | -0.00000533 | -0.05 | 5:00:00 | 0 | 0 | 1 |
| XRP/BTC | 1 | 1.22 | 1.22 | 0.00001222 | 0.11 | 10:00:00 | 1 | 0 | 0 |
| XTZ/BTC | 1 | 0.82 | 0.82 | 0.00000824 | 0.07 | 14:00:00 | 1 | 0 | 0 |
| TOTAL | 11 | -0.52 | -5.71 | -0.00005719 | -0.50 | 10:27:00 | 6 | 0 | 5 |
=============== SUMMARY METRICS ===============
| Metric | Value |
|-----------------------+---------------------|
| Backtesting from | 2021-01-01 00:00:00 |
| Backtesting to | 2021-03-16 00:00:00 |
| Max open trades | 15 |
| | |
| Total trades | 1284 |
| Starting balance | 0.01136000 BTC |
| Final balance | 0.03369666 BTC |
| Absolute profit | 0.02233666 BTC |
| Total profit % | 196.63% |
| Trades per day | 17.35 |
| Avg. stake amount | 0.00100000 BTC |
| Total trade volume | 1.28400000 BTC |
| | |
| Best Pair | NXS/BTC 844.47% |
| Worst Pair | EOS/BTC -12.8% |
| Best trade | NXS/BTC 230.27% |
| Worst trade | XRP/BTC -24.11% |
| Best day | 0.00338533 BTC |
| Worst day | -0.00068672 BTC |
| Days win/draw/lose | 44 / 0 / 31 |
| Avg. Duration Winners | 7:01:00 |
| Avg. Duration Loser | 21:03:00 |
| | |
| Min balance | 0.01127335 BTC |
| Max balance | 0.03457303 BTC |
| Drawdown | 139.03% |
| Drawdown | 0.00139167 BTC |
| Drawdown high | 0.00762805 BTC |
| Drawdown low | 0.00623638 BTC |
| Drawdown Start | 2021-01-23 16:00:00 |
| Drawdown End | 2021-01-29 17:00:00 |
| Market change | -4.77% |
===============================================
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