TEST Learning

EmptyShort.py

@@ -742,6 +742,10 @@ class EmptyShort(IStrategy):
 
         dataframe["volume_mean"] = dataframe["volume"].rolling(20).mean()
         dataframe["volume_ratio"] = dataframe["volume"] / dataframe["volume_mean"]
+        dataframe['volume2'] = dataframe['volume']
+        dataframe.loc[dataframe['hapercent'] < 0, 'volume2'] *= -1
+        dataframe['volume_spike'] = (abs(dataframe['volume2']) > abs(dataframe['volume2'].rolling(window=20).mean() * 5)) \
+                                    & (dataframe['volume'].rolling(window=5).max() > 1000)
 
         dataframe["market_state"] = 0
 
@@ -874,13 +878,6 @@ class EmptyShort(IStrategy):
         # Compter les baisses / hausses consécutives
         dataframe = self.calculateDownAndUp(dataframe, limit=0.0001)
 
-        dataframe['volume2'] = dataframe['volume']
-        dataframe.loc[dataframe['hapercent'] < 0, 'volume2'] *= -1
-
-        # Volume confirmation
-        dataframe['volume_spike'] = (abs(dataframe['volume2']) > abs(dataframe['volume2'].rolling(window=20).mean() * 5)) \
-                                    & (dataframe['volume'].rolling(window=5).max() > 1000)
-
         dataframe['sma5_1h'] = dataframe['sma5_1h'].rolling(window=60).mean()
 
         # récupérer le dernier trade fermé

FrictradeLearning.json

@@ -5,7 +5,7 @@
       "0": 10
     },
     "stoploss": {
-      "stoploss": -1.0
+      "stoploss": -0.02
     },
     "trailing": {
       "trailing_stop": false,