volume checks, update config

nateemma · Dec 8, 2023 · 8b7224e · 8b7224e
1 parent 07e2632
commit 8b7224e
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Showing 2 changed files with 20 additions and 16 deletions.
diff --git a/TSPredict/TSPredict.py b/TSPredict/TSPredict.py
@@ -169,17 +169,17 @@ class TSPredict(IStrategy):
 
     # Buy hyperspace params:
     buy_params = {
-        "cexit_min_profit_th": 0.6,
-        "cexit_profit_nstd": 3.4,
+        "cexit_min_profit_th": 0.5,
+        "cexit_profit_nstd": 3.2,
         "enable_entry_guards": False,
-        "entry_guard_fwr": -0.4,
+        "entry_guard_fwr": -0.9,
     }
 
     # Sell hyperspace params:
     sell_params = {
         "cexit_fwr_overbought": 0.99,
-        "cexit_fwr_take_profit": 0.98,
-        "cexit_loss_nstd": 0.3,
+        "cexit_fwr_take_profit": 0.99,
+        "cexit_loss_nstd": 0.7,
         "cexit_min_loss_th": -0.2,
         "cexit_enable_large_drop": False,  # value loaded from strategy
         "cexit_large_drop": -1.5,  # value loaded from strategy
@@ -226,18 +226,18 @@ class TSPredict(IStrategy):
     """
 
     # No. Standard Deviations of profit/loss for target, and lower limit
-    cexit_min_profit_th = DecimalParameter(0.4, 1.0, default=0.6, decimals=1, space="buy", load=True, optimize=True)
-    cexit_profit_nstd = DecimalParameter(0.0, 4.0, default=3.4, decimals=1, space="buy", load=True, optimize=True)
+    cexit_min_profit_th = DecimalParameter(0.4, 1.0, default=0.5, decimals=1, space="buy", load=True, optimize=True)
+    cexit_profit_nstd = DecimalParameter(0.0, 4.0, default=3.2, decimals=1, space="buy", load=True, optimize=True)
 
     cexit_min_loss_th = DecimalParameter(-1.0, -0.1, default=-0.2, decimals=1, space="sell", load=True, optimize=True)
-    cexit_loss_nstd = DecimalParameter(0.0, 4.0, default=0.3, decimals=1, space="sell", load=True, optimize=True)
+    cexit_loss_nstd = DecimalParameter(0.0, 4.0, default=0.7, decimals=1, space="sell", load=True, optimize=True)
 
     # Fisher/Williams sell limits
     cexit_fwr_overbought = DecimalParameter(
         0.90, 0.99, default=0.99, decimals=2, space="sell", load=True, optimize=True
         )
     cexit_fwr_take_profit = DecimalParameter(
-        0.90, 0.99, default=0.98, decimals=2, space="sell", load=True, optimize=True
+        0.90, 0.99, default=0.99, decimals=2, space="sell", load=True, optimize=True
         )
 
     # sell if we see a large drop, and how large?
@@ -995,6 +995,10 @@ def custom_exit(
         if not self.use_custom_stoploss:
             return None
 
+        # check volume?!
+        if last_candle['volume'] <= 1.0:
+            return None
+
         # strong sell signal, in profit
         if (current_profit > 0.0) and (last_candle["fisher_wr"] >= self.cexit_fwr_overbought.value):
             return "fwr_overbought"

diff --git a/config/config.json b/config/config.json
@@ -15,22 +15,22 @@
     "unit": "minutes"
   },
   "entry_pricing": {
-    "price_side": "other",
+    "price_side": "same",
     "use_order_book": true,
     "order_book_top": 1,
     "price_last_balance": 0.0,
     "check_depth_of_market": {
-      "enabled": false,
-      "bids_to_ask_delta": 1
+        "enabled": false,
+        "bids_to_ask_delta": 1
     }
-  },
-  "exit_pricing": {
+},
+"exit_pricing": {
     "price_side": "other",
     "use_order_book": true,
     "order_book_top": 1
-  },
+},
   "order_types": {
-    "entry": "market",
+    "entry": "limit",
     "exit": "market",
     "emergency_exit": "market",
     "force_exit": "market",