Comments (1)
Did I miss or screw something?
I can see you followed close attention to how MGM is progressing and I think you got the idea of how we are looking for a new optimization process spot-on! 🦾
But can't tell yet if we are missing something or screwing things up with that process 😄
We are still in the search for what the best optimization process would be which would lead to only wanted MGM behavior and the least amount of exploitation/unwanted results possible!
I just finished up a similar process with the only change that I enabled the unclogger from the start.
What I did:
--spaces buy sell
+ unclogger enabled (nothing else, just 1 run) appeared to give off the best profits and made the sell signals trigger in my backtests- After I added
--spaces roi
on a 2nd run, the profits & avg profits dropped, but avg duration decreased too (less risk) and so did the drawdown - After I added
--spaces stoploss trailing
on a 3th run, the profits & avg profits dropped, but avg duration decreased some more too (less risk). The drawdown increased though! - As a final balancing/refinement run I did
--spaces all
+ protections, here I saw the profits and avg profits go back up, but not as high as the inital levels! The avg duration remained about half of the initial time, but the drawdown ended up being more then the initial run.
But sadly the sell reason of choice ended up being ROI in my backtests.
I'll push all my saved test results as test 18 soon in the Some Test Results/v0.12.0/
folder.
What I (think) we can conclude out of it:
- The current buy/sell + unclogger setup perhaps could be better on it's own then ROI + stoploss + trailing + protections added in the mix
- The ROI is quite good at reducing the drawdown + avg trade duration but also really reduces the avg profit being made so it might lead to often selling too early, so perhaps we don't want continuous ROI decrease after all? 🤔 Or at least not for the first X time of the ROI table
My results still aren't really where I want them to be yet though, decided I'll take my current conclusions and park my search for a better process for now and the next thing I'll try to do is fix it so following issues won't occur anymore: bad-weighted-signal-setup-examples
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Related Issues (20)
- ✨ Implement configurable hyperoptable protections HOT 3
- ⚡️ Automatically remove spiking pairs from the HO timerange HOT 2
- ❓ How can I fix this OKEX ExchangeError? HOT 1
- ⚡️ `mgm-hurry` - Automatically fix HyperOpt result output if `precision` is used
- ✨ Split `signals` into `triggers` and `guards` HOT 4
- ✨ Implement individual Configurable HyperOptable Weighted Signals HOT 4
- ⚡️ `mgm-hurry` - Detect initial 0 trade punishment epochs + auto restart HO if needed HOT 1
- ✨ Implement individual Configurable HyperOptable Weighted Signal Cross values
- ✨ `mgm-hurry` - Implement custom search `space` values
- ⚡️ Round ROI values to 2 decimals
- ✨ Implement `DCA` (a.k.a Adjust Trade Position) HOT 2
- 🐞 BugFix - `mgm-hurry hyperopt --spaces` is not correctly accepting multiple spaces on some OSes HOT 5
- ❓ ModuleNotFoundError: No module named `_bz2` HOT 1
- ✨ Implement `mgm-hurry export_trades` HOT 1
- 🐞 Bug Kraken - Unfortunately we could not generate the static pairlist HOT 8
- ⚡️ Auto-select configured `timeframes` by default at `download_candle_data`
- SAR cross indicator bug
- 🐞 Bug Manjaro/Arch - Install error `Freqtrade-MGM/./mgm-hurry': [Errno 2] No such file or directory` HOT 14
- Installation+config issue on Download pairlist HOT 2
- Installer says Pyenv not installed when it is already installed on machine HOT 2
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