Calcul 20240101-20250514 1167 252.177$ => 4,627

This commit is contained in:
Jérôme Delacotte
2025-05-24 19:55:26 +02:00
parent 05815270ae
commit 102ebe96cd
3 changed files with 613 additions and 1717 deletions

View File

@@ -14,64 +14,13 @@
"trailing_only_offset_is_reached": false
},
"max_open_trades": {
"max_open_trades": 3
"max_open_trades": 80
},
"buy": {
"buy_rsi_1d": 45,
"buy_rsi_1h": 49,
"buy_sum_rsi_1d": 17.9,
"buy_sum_rsi_1h": 11.5
"buy_horizon_predict_1h": 2
},
"sell": {
"pHSL": -0.99,
"pPF_1": 0.022,
"pSL_1": 0.015,
"pPF_2": 0.05,
"pSL_2": 0.03,
"profit_b_no_change": false,
"profit_b_old_sma10": false,
"profit_b_over_rsi": true,
"profit_b_quick_gain": false,
"profit_b_quick_gain_3": true,
"profit_b_quick_lost": true,
"profit_b_short_loss": false,
"profit_b_sma10": true,
"profit_b_sma20": false,
"profit_b_sma5": true,
"profit_b_very_old_sma10": false,
"profit_h_no_change": false,
"profit_h_old_sma10": false,
"profit_h_over_rsi": true,
"profit_h_quick_gain": true,
"profit_h_quick_gain_3": false,
"profit_h_quick_lost": true,
"profit_h_short_loss": true,
"profit_h_sma10": true,
"profit_h_sma20": true,
"profit_h_sma5": true,
"profit_h_very_old_sma10": false,
"sell_b_RSI": 87,
"sell_b_RSI2": 82,
"sell_b_RSI2_percent": 0.007,
"sell_b_RSI3": 75,
"sell_b_candels": 23,
"sell_b_percent": 0.014,
"sell_b_percent3": 0.018,
"sell_b_profit_no_change": 0.003,
"sell_b_profit_percent10": 0.0011,
"sell_b_too_old_day": 10,
"sell_b_too_old_percent": 0.013,
"sell_h_RSI": 82,
"sell_h_RSI2": 75,
"sell_h_RSI2_percent": 0.011,
"sell_h_RSI3": 97,
"sell_h_candels": 6,
"sell_h_percent": 0.009,
"sell_h_percent3": 0.016,
"sell_h_profit_no_change": 0.017,
"sell_h_profit_percent10": 0.0014,
"sell_h_too_old_day": 300,
"sell_h_too_old_percent": 0.004
"sell_allow_decrease": 0.2
},
"protection": {
"protection_fibo": 9,
@@ -79,5 +28,5 @@
}
},
"ft_stratparam_v": 1,
"export_time": "2023-02-18 16:52:23.048460+00:00"
"export_time": "2025-05-24 17:41:13.302873+00:00"
}

View File

@@ -351,8 +351,8 @@ class Zeus_8_3_2_B_4_2(IStrategy):
# buy_mid_smooth_3_deriv1 = DecimalParameter(-0.1, 0.1, decimals=2, default=-0.06, space='buy')
# buy_mid_smooth_24_deriv1 = DecimalParameter(-0.6, 0, decimals=2, default=-0.03, space='buy')
buy_horizon_predict_1h = IntParameter(1, 12, default=2, space='buy')
buy_level_predict_1h = IntParameter(2, 5, default=4, space='buy')
buy_horizon_predict_1h = IntParameter(1, 6, default=2, space='buy')
# buy_level_predict_1h = IntParameter(2, 5, default=4, space='buy')
def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float, time_in_force: str,
@@ -603,7 +603,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
)
def printLog(self, str):
if not self.dp.runmode.value in ('backtest', 'hyperopt'):
if not self.dp.runmode.value in ('backtest', 'hyperopt', 'lookahead-analysis'):
logger.info(str)
else:
if not self.dp.runmode.value in ('hyperopt'):
@@ -1153,9 +1153,9 @@ class Zeus_8_3_2_B_4_2(IStrategy):
# Appel de la fonction
poly_func, x_future, y_future, count = self.polynomial_forecast(
dataframe['sma24_deriv1_1h'],
dataframe['sma24_1h'],
window=self.buy_horizon_predict_1h.value * 12,
degree=self.buy_level_predict_1h.value,
degree=4,
n_future=3)
if count < 3:

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