⚡️ Automatically remove spiking pairs from the HO timerange

[Rikj000]

Issue

In the crypto market it does sometimes happen that coins defy TA & explode upwards doing a x1 - x10 on a short term basis.
However these occurrences are rare & often highly unpredictable.

Example:

Further more they lead to overfitting in our HyperOpt results,
which can easily be solved by manually removing these coin pairs from your pair_whitelist.
However the downside of this is that we'll have to wait for a full HO before we know which pairs spiked & will cause overfitting in our results.

Solution suggestion

Include a simple non optimizable buy & hodl strategy + a new reasonable_weekly_increase setting into the repo! 😄

Then we'll be able to use it when running mgm-hurry download_static_pairlist:

• Upon pulling a pairlist we can pull X pairs too much (To assure we have some slippage)
• After pulling the pairlist we temporarily update our dry_run_wallet to stake_amount x pairlist length (To assure the buy & hodl strategy can buy 1 of each pair in the list)
• Then we automatically backtest with the simple buy & hodl strategy over our defined timerange
• We automatically remove pairs that exceed over our defined reasonable_weekly_increase in our backtest results
• Finally if we have too much pairs in our list => We remove the last pairs that are too much (We added slippage for this)
• If we have too little pairs in our list after auto removing spiking pairs => Automatically restart the process with increased slippage

That way we should be able to automatically remove spiking pairs from our static HO pairlists! 🚀

[perfectra1n]

I'll be sure to give this one a shot, and shoot you some questions if I have any :)

[Rikj000]

I'll be sure to give this one a shot, and shoot you some questions if I have any :)

Neat! Just let me know if you'd get stuck somewhere & I'll do my best to help you out ;)