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Content

Hello my dear Patrons,

This time I proudly present the files that accompany the video and blog post about the Stray Kids trading strategy.

Who would have thought that, what started as a joke and an experiment, turned out to give the best strategy of them all yet. And even on Futures trading (which until now performed not as great as spot market trading). 

Apparently I struck a nerve with this devilishly simple but easy to manage algorithm. It is actually so simple that one might even consider not to use this with bot trading but just do it by hand. Providing an additional intelligence factor that might even  filter out the losing trades to begin with and has more chance to trade the real winners here.

Another factor is that you can easily add your own preverred indicators or trading rules here since the KDZ indicators are a mere baseline for this strategy. But no one tells you that it is obligated to always use this combination.

You might replace the Z-factor for the ever-so-popular MACD or RSI to have a more general feel of momentum, since they are used very often. Or jus us one of your own creations for this.

No matter what you use, the new number one (and standard where all other trading strategies are measured against) is found. And I hope that it will bring you the fortune you deserve!

Until the next post!

Comments

Seamless Manu

Hi. Can we also have the strategies files?

aimutant

It looks like it is inside. Will test them and give you feedback

alp bal

line 104, in populate_indicators dataframe["kijun"] = pta.ichimoku( TypeError: 'NoneType' object is not subscriptable KDA and this both last 2 uploads not working.

Jayson

Amazing work DCD!

alp bal

ok I was testing with 1 month data with 1 daytime frame that were not enough data. Fixed when time frame changed to 4h

Abdullah AlGhamdi

There is an error in the code: File "/freqtrade/user_data/strategies/Stray_kids_strategy_f.py", line 144, in populate_indicators dataframe["kijun"] = pta.ichimoku(

Frederic Collard

got exactly the same error message dataframe["kijun"] = pta.ichimoku( when backtesting with the 1d timeframe, whatever the history of the data is. When backtesting with shorter timeframes (e.g. 4h or 1h), error message is gone. Is that something you observed as well DutchCryptooDad ? How did you manage to perform the backtest on a 1d timeframe ? Can you fix it ?

Yann Rapilly

Hello, I have same behavior for one day timeframe, have to use 4h to make backtest run

Dutch Algotrading

Same question here: How large is your backtest history on the 1 day timeframe? It is very hard for me to explain whats happening here. All the files come directly after my backtests on my setup. You can see in the backtest output how large my dataset is on the 1 day timeframe. I do not have any problems here.

Dutch Algotrading

It is in one of mij first posts. There I have uploaded the complete setup which I currently uses.

Dutch Algotrading

Some of you have some issues when backtesting the futures version on the 1 day timeframe. I have tested this out myself on my machine (with my setup ofcourse!) and used the following command: freqtrade backtesting -c user_data/futures_config.json -s skz_f --timerange=20221201-20230101 --timeframe=1d Backtesting still works and I got the following output. So please check your output against this and see where the differences are: 2023-06-06 10:45:51,169 - freqtrade.configuration.load_config - INFO - Using config: user_data/futures_config.json ... 2023-06-06 10:45:51,170 - freqtrade.loggers - INFO - Verbosity set to 0 2023-06-06 10:45:51,170 - freqtrade.configuration.configuration - INFO - Parameter -i/--timeframe detected ... Using timeframe: 1d ... 2023-06-06 10:45:51,170 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 10 ... 2023-06-06 10:45:51,170 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20221201-20230101 ... 2023-06-06 10:45:51,170 - freqtrade.configuration.configuration - INFO - Using user-data directory: /opt/freqtrade/user_data ... 2023-06-06 10:45:51,171 - freqtrade.configuration.configuration - INFO - Using data directory: /opt/freqtrade/user_data/data/binance ... 2023-06-06 10:45:51,171 - freqtrade.configuration.configuration - INFO - Overriding timeframe with Command line argument 2023-06-06 10:45:51,171 - freqtrade.configuration.configuration - INFO - Parameter --cache=day detected ... 2023-06-06 10:45:51,171 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20221201-20230101 2023-06-06 10:45:51,172 - freqtrade.exchange.check_exchange - INFO - Checking exchange... 2023-06-06 10:45:51,180 - freqtrade.exchange.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team. 2023-06-06 10:45:51,180 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration. 2023-06-06 10:45:51,180 - freqtrade.configuration.config_validation - INFO - Validating configuration ... 2023-06-06 10:45:51,184 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode 2023-06-06 10:45:51,185 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled 2023-06-06 10:45:51,185 - freqtrade.exchange.exchange - INFO - Using CCXT 2.6.65 2023-06-06 10:45:51,185 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'swap'}} 2023-06-06 10:45:51,193 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'swap'}} 2023-06-06 10:45:51,200 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance" 2023-06-06 10:45:56,438 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'... 2023-06-06 10:45:56,483 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy skz_f from '/opt/freqtrade/user_data/strategies/Stray_kids_strategy_f.py'... 2023-06-06 10:45:56,483 - freqtrade.strategy.hyper - INFO - Loading parameters from file /opt/freqtrade/user_data/strategies/Stray_kids_strategy_f.json 2023-06-06 10:45:56,483 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 1d. 2023-06-06 10:45:56,483 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT. 2023-06-06 10:45:56,484 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: unlimited. 2023-06-06 10:45:56,484 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 10, 'exit': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}. 2023-06-06 10:45:56,484 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 10. 2023-06-06 10:45:56,484 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.582, '11321': 0.33399999999999996, '27603': 0.119, '35039': 0} 2023-06-06 10:45:56,484 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 1d 2023-06-06 10:45:56,484 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.257 2023-06-06 10:45:56,484 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: False 2023-06-06 10:45:56,484 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0 2023-06-06 10:45:56,484 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False 2023-06-06 10:45:56,484 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False 2023-06-06 10:45:56,484 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True 2023-06-06 10:45:56,485 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False} 2023-06-06 10:45:56,485 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'} 2023-06-06 10:45:56,485 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT 2023-06-06 10:45:56,485 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: unlimited 2023-06-06 10:45:56,485 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using protections: [] 2023-06-06 10:45:56,485 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30 2023-06-06 10:45:56,485 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 10, 'exit': 10, 'exit_timeout_count': 0, 'unit': 'minutes'} 2023-06-06 10:45:56,485 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True 2023-06-06 10:45:56,485 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False 2023-06-06 10:45:56,485 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False 2023-06-06 10:45:56,485 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0 2023-06-06 10:45:56,485 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False 2023-06-06 10:45:56,485 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0 2023-06-06 10:45:56,485 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False 2023-06-06 10:45:56,485 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1 2023-06-06 10:45:56,486 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 10 2023-06-06 10:45:56,486 - freqtrade.configuration.config_validation - INFO - Validating configuration ... 2023-06-06 10:45:56,493 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/opt/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'... 2023-06-06 10:45:56,510 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 30 ... 2023-06-06 10:45:56,517 - freqtrade.data.history.idatahandler - INFO - Price jump in BTC/USDT:USDT, 1d, futures between two candles of 10.50% detected. 2023-06-06 10:45:56,950 - freqtrade.optimize.backtesting - INFO - Loading data from 2022-11-01 00:00:00 up to 2023-01-01 00:00:00 (61 days). 2023-06-06 10:45:57,887 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators 2023-06-06 10:45:57,894 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy skz_f 2023-06-06 10:45:57,894 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values. 2023-06-06 10:45:57,894 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values. 2023-06-06 10:45:57,895 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values. {'pair': 'BTC/USDT:USDT'} {'pair': 'ETH/USDT:USDT'} {'pair': 'BNB/USDT:USDT'} {'pair': 'SOL/USDT:USDT'} {'pair': 'ADA/USDT:USDT'} {'pair': 'XRP/USDT:USDT'} {'pair': 'DOT/USDT:USDT'} {'pair': 'AVAX/USDT:USDT'} {'pair': 'DOGE/USDT:USDT'} {'pair': 'MATIC/USDT:USDT'} {'pair': 'UNI/USDT:USDT'} {'pair': 'ALGO/USDT:USDT'} {'pair': 'LTC/USDT:USDT'} {'pair': 'LINK/USDT:USDT'} {'pair': 'NEAR/USDT:USDT'} {'pair': 'BCH/USDT:USDT'} {'pair': 'ATOM/USDT:USDT'} {'pair': 'TRX/USDT:USDT'} {'pair': 'XLM/USDT:USDT'} {'pair': 'FTM/USDT:USDT'} {'pair': 'MANA/USDT:USDT'} {'pair': 'AXS/USDT:USDT'} {'pair': 'HBAR/USDT:USDT'} {'pair': 'VET/USDT:USDT'} {'pair': 'SAND/USDT:USDT'} {'pair': 'ICP/USDT:USDT'} {'pair': 'FIL/USDT:USDT'} {'pair': 'THETA/USDT:USDT'} {'pair': 'ETC/USDT:USDT'} {'pair': 'XMR/USDT:USDT'} {'pair': 'XTZ/USDT:USDT'} {'pair': 'AAVE/USDT:USDT'} {'pair': 'KLAY/USDT:USDT'} {'pair': 'ONE/USDT:USDT'} {'pair': 'GRT/USDT:USDT'} {'pair': 'GALA/USDT:USDT'} {'pair': 'EOS/USDT:USDT'} {'pair': 'FLOW/USDT:USDT'} {'pair': 'LRC/USDT:USDT'} {'pair': 'CRV/USDT:USDT'} {'pair': 'KSM/USDT:USDT'} {'pair': 'MKR/USDT:USDT'} {'pair': 'ENJ/USDT:USDT'} {'pair': 'QNT/USDT:USDT'} {'pair': 'ZEC/USDT:USDT'} 2023-06-06 10:45:58,214 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2022-12-01 00:00:00 up to 2023-01-01 00:00:00 (31 days). 2023-06-06 10:45:58,769 - freqtrade.misc - INFO - dumping json to "/opt/freqtrade/user_data/backtest_results/backtest-result-2023-06-06_10-45-58.meta.json" 2023-06-06 10:45:58,770 - freqtrade.misc - INFO - dumping json to "/opt/freqtrade/user_data/backtest_results/backtest-result-2023-06-06_10-45-58.json" 2023-06-06 10:45:58,771 - freqtrade.misc - INFO - dumping json to "/opt/freqtrade/user_data/backtest_results/.last_result.json" Result for strategy skz_f ================================================================ BACKTESTING REPORT =============================================================== | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |-----------------+-----------+----------------+----------------+-------------------+----------------+------------------+-------------------------| | BNB/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | SOL/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | ADA/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | DOT/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | DOGE/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | ALGO/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | LTC/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | NEAR/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | BCH/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | ATOM/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | XLM/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | FTM/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | MANA/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | AXS/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | HBAR/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | VET/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | SAND/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | THETA/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | ETC/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | XTZ/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | AAVE/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | ONE/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | GRT/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | GALA/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | EOS/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | FLOW/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | LRC/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | CRV/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | MKR/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | ENJ/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | XMR/USDT:USDT | 3 | -0.27 | -0.81 | -0.698 | -0.07 | 1 day, 0:00:00 | 1 0 2 33.3 | | BTC/USDT:USDT | 1 | -2.94 | -2.94 | -2.510 | -0.25 | 12 days, 0:00:00 | 0 0 1 0 | | TRX/USDT:USDT | 3 | -1.21 | -3.64 | -3.129 | -0.31 | 1 day, 16:00:00 | 0 0 3 0 | | KLAY/USDT:USDT | 1 | -4.09 | -4.09 | -4.049 | -0.40 | 1 day, 0:00:00 | 0 0 1 0 | | FIL/USDT:USDT | 1 | -4.97 | -4.97 | -4.885 | -0.49 | 3 days, 0:00:00 | 0 0 1 0 | | XRP/USDT:USDT | 2 | -2.73 | -5.46 | -4.985 | -0.50 | 1 day, 0:00:00 | 0 0 2 0 | | ETH/USDT:USDT | 1 | -9.02 | -9.02 | -8.768 | -0.88 | 12 days, 0:00:00 | 0 0 1 0 | | ZEC/USDT:USDT | 1 | -9.29 | -9.29 | -9.193 | -0.92 | 15 days, 0:00:00 | 0 0 1 0 | | ICP/USDT:USDT | 2 | -5.15 | -10.30 | -9.597 | -0.96 | 6 days, 0:00:00 | 0 0 2 0 | | LINK/USDT:USDT | 1 | -13.38 | -13.38 | -13.160 | -1.32 | 11 days, 0:00:00 | 0 0 1 0 | | QNT/USDT:USDT | 1 | -14.50 | -14.50 | -13.223 | -1.32 | 14 days, 0:00:00 | 0 0 1 0 | | MATIC/USDT:USDT | 1 | -14.46 | -14.46 | -14.074 | -1.41 | 8 days, 0:00:00 | 0 0 1 0 | | AVAX/USDT:USDT | 2 | -7.90 | -15.79 | -15.146 | -1.51 | 5 days, 12:00:00 | 0 0 2 0 | | UNI/USDT:USDT | 1 | -16.78 | -16.78 | -15.957 | -1.60 | 14 days, 0:00:00 | 0 0 1 0 | | KSM/USDT:USDT | 1 | -20.39 | -20.39 | -20.074 | -2.01 | 14 days, 0:00:00 | 0 0 1 0 | | TOTAL | 22 | -6.63 | -145.81 | -139.448 | -13.94 | 6 days, 5:27:00 | 1 0 21 4.5 | =============================================================== ENTER TAG STATS =============================================================== | TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |--------------+-----------+----------------+----------------+-------------------+----------------+-----------------+-------------------------| | Long _signal | 22 | -6.63 | -145.81 | -139.448 | -13.94 | 6 days, 5:27:00 | 1 0 21 4.5 | | TOTAL | 22 | -6.63 | -145.81 | -139.448 | -13.94 | 6 days, 5:27:00 | 1 0 21 4.5 | ===================================================== EXIT REASON STATS ===================================================== | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | |---------------+---------+--------------------------+----------------+----------------+-------------------+----------------| | Long_exit | 20 | 0 0 20 0 | -7.23 | -144.58 | -138.415 | -14.46 | | force_exit | 2 | 1 0 1 50.0 | -0.62 | -1.23 | -1.034 | -0.12 | =========================================================== LEFT OPEN TRADES REPORT ============================================================ | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |---------------+-----------+----------------+----------------+-------------------+----------------+-----------------+-------------------------| | XMR/USDT:USDT | 1 | 0.88 | 0.88 | 0.751 | 0.08 | 1 day, 0:00:00 | 1 0 0 100 | | ICP/USDT:USDT | 1 | -2.11 | -2.11 | -1.784 | -0.18 | 2 days, 0:00:00 | 0 0 1 0 | | TOTAL | 2 | -0.62 | -1.23 | -1.034 | -0.10 | 1 day, 12:00:00 | 1 0 1 50.0 | =================== SUMMARY METRICS =================== | Metric | Value | |-----------------------------+-----------------------| | Backtesting from | 2022-12-01 00:00:00 | | Backtesting to | 2023-01-01 00:00:00 | | Max open trades | 10 | | | | | Total/Daily Avg Trades | 22 / 0.71 | | Starting balance | 1000 USDT | | Final balance | 860.552 USDT | | Absolute profit | -139.448 USDT | | Total profit % | -13.94% | | CAGR % | -82.94% | | Sortino | -14.60 | | Sharpe | -14.43 | | Calmar | -62.16 | | Profit factor | 0.01 | | Expectancy | -0.95 | | Trades per day | 0.71 | | Avg. daily profit % | -0.45% | | Avg. stake amount | 92.301 USDT | | Total trade volume | 2030.625 USDT | | | | | Best Pair | BNB/USDT:USDT 0.00% | | Worst Pair | KSM/USDT:USDT -20.39% | | Best trade | XMR/USDT:USDT 0.88% | | Worst trade | KSM/USDT:USDT -20.39% | | Best day | 0 USDT | | Worst day | -96.635 USDT | | Days win/draw/lose | 0 / 16 / 13 | | Avg. Duration Winners | 1 day, 0:00:00 | | Avg. Duration Loser | 6 days, 11:26:00 | | Rejected Entry signals | 354 | | Entry/Exit Timeouts | 0 / 0 | | | | | Min balance | 859.801 USDT | | Max balance | 997.743 USDT | | Max % of account underwater | 13.83% | | Absolute Drawdown (Account) | 13.83% | | Absolute Drawdown | 137.942 USDT | | Drawdown high | -2.257 USDT | | Drawdown low | -140.199 USDT | | Drawdown Start | 2022-12-04 00:00:00 | | Drawdown End | 2023-01-01 00:00:00 | | Market change | -33.73% | =======================================================

SitoCH

Noob question here: I’ve seen that the strategy can go both long and short, the tests are done with this configuration or only with short?

Dutch Algotrading

If you set 'can_short' to False then it only does longs. However I created a separate file for that just to keep the maintainable code simpler. See the filenames _s for spot and _f for futures.

SitoCH

I saw the 2 files but even with _f I see long signals in the charts and this confuses me, is it right?

Yann Rapilly

hello just did some backtesting with the same period 2022-12-01 00:00:00 2023-01-01 00:00:00 with timeframe 1d it passed, but trying period in 2023 gives the error: {'pair': 'ETH/USDT'} {'pair': 'XRP/USDT'} {'pair': 'ADA/USDT'} {'pair': 'LTC/USDT'} {'pair': 'SOL/USDT'} {'pair': 'MATIC/USDT'} {'pair': 'TRX/USDT'} {'pair': 'AVAX/USDT'} 2023-06-09 19:21:48,050 - freqtrade - ERROR - Fatal exception! Traceback (most recent call last): File "/freqtrade/freqtrade/main.py", line 42, in main return_code = args['func'](args) File "/freqtrade/freqtrade/commands/optimize_commands.py", line 58, in start_backtesting backtesting.start() File "/freqtrade/freqtrade/optimize/backtesting.py", line 1350, in start min_date, max_date = self.backtest_one_strategy(strat, data, timerange) File "/freqtrade/freqtrade/optimize/backtesting.py", line 1268, in backtest_one_strategy preprocessed = self.strategy.advise_all_indicators(data) File "/freqtrade/freqtrade/strategy/interface.py", line 1323, in advise_all_indicators return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}).copy() File "/freqtrade/freqtrade/strategy/interface.py", line 1323, in return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}).copy() File "/freqtrade/freqtrade/strategy/interface.py", line 1341, in advise_indicators return self.populate_indicators(dataframe, metadata) File "/freqtrade/user_data/strategies/Stray_kids_strategy_s.py", line 142, in populate_indicators dataframe["kijun"] = pta.ichimoku( TypeError: 'NoneType' object is not subscriptable Even when cleaning up the 1d historical data and re download it...

Malcolm

Looks like this happens if there is no data. So maybe you have some pairs that only have data starting part way in. So try tweaking pairs and/or the timeframes you're using.

DeJohn Franklin

why am I getting errors when this strategy loaded

Sander van der Have

Do you think it is possible to hyperopt the z-score, supertrend and Ichimoku? With the z_score it's obvious and easy, but with the supertrend its harder. I've tried various versions of this: for st_length in self.st_length_space_length_space.range: for st_mult in self.st_mult_space.range: dataframe['st'] = pta.supertrend(high=dataframe['high'], low=dataframe['low'], close=dataframe['close'], length=st_length, multiplier=st_mult)[f'SUPERTd_{st_length}_{st_mult}'] But nothing works at the moment. And i did'nt even start with the Ichimoku :)

Dutch Algotrading

Maybe you should take a look at the supertrend strategy I tested a while ago (one of my eariest posts). I beleive the output and files are on the dutchalgotrading.com site. THere I have a file with supertrend and also with hyperopt code settings for it. Maybe you can combine these codes into one working one.

Mehmet TOPÇUOĞLU

Hello, I run skz_f but object is not subscriptable error is return

TH Y

If I am trying to dry run this strategy, other than StaticPairList, what pairlists config do you recommend?

Dutch Algotrading

That is such a hard question to answer. I really cannot tell. You can try if volumepairlist does well. You can also backtest your favorite pairs first and then (if this performs well) try these with dry run.But it generally depends on a lot of external circumstanses. I recon that this is not the answer you was hoping for.

TH Y

Is this possible to configure VolumePairList to only return pairs that support futures?

Carlos Augusto Jardim Chiarelli

Hello, I hope you are well. My results are different, I followed the same configuration as you and obtained the same number of trades, however the values ​​of some trades are different. Command: freqtrade backtesting -c futures.json --timerange 20191008-20230101 --strategy skz_f -- Results: Tot Profit: 4333.44 % (Me) Tot Profit: 5864.09 % (You) Entries 606 (Me) Entries 606 (You) Win 175 (Me) Win 181 (You) Draw 0 (Me) Draw 0 (You) Loss 431 (Me) Loss 425 (You) Absolute Drawdown (Account) | 17.12% (Me) Absolute Drawdown (Account) | 17.12% (You) Rejected Entry signals 514 (Me) Rejected Entry signals 10040 (You) --- Very strange! Is it because we use different versions?

Carlos Augusto Jardim Chiarelli

Complete backtesting: freqtrade - INFO - freqtrade 2023.9-dev freqtrade.configuration.load_config - INFO - Using config: patreon/dutchalgotrading/04 update personal ft_userdata directory/ft_userdata/user_data/futures_config_correct.json ... freqtrade.loggers - INFO - Verbosity set to 0 freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: patreon/dutchalgotrading/31 Stray Kids/files/45.skz_f freqtrade.configuration.configuration - INFO - Using max_open_trades: 10 ... freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20190908-20230101 ... freqtrade.configuration.configuration - INFO - Using user-data directory: /workspaces/finbot-trader/freqtrade-class/ft_userdata/user_data ... freqtrade.configuration.configuration - INFO - Using data directory: /workspaces/finbot-trader/freqtrade-class/ft_userdata/user_data/data/binance ... freqtrade.configuration.configuration - INFO - Parameter --cache=day detected ... freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20190908-20230101 freqtrade.exchange.check_exchange - INFO - Checking exchange... freqtrade.exchange.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team. freqtrade.configuration.configuration - INFO - Using pairlist from configuration. freqtrade.configuration.config_validation - INFO - Validating configuration ... freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled freqtrade.exchange.exchange - INFO - Using CCXT 4.0.88 freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'swap'}} freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'swap'}} freqtrade.exchange.exchange - INFO - Using Exchange "Binance" freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'... freqtrade.resolvers.iresolver - INFO - Using resolved strategy skz_f from '/workspaces/finbot-trader/freqtrade-class/ft_userdata/patreon/dutchalgotrading/31 Stray Kids/files/45.skz_f/Stray_kids_strategy_f.py'... freqtrade.strategy.hyper - INFO - Found no parameter file. freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT. freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: unlimited. freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 10, 'exit': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}. freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 10. freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 100.0} freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 1d freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.25 freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: False freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0 freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False} freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'} freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: unlimited freqtrade.resolvers.strategy_resolver - INFO - Strategy using protections: [] freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30 freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 10, 'exit': 10, 'exit_timeout_count': 0, 'unit': 'minutes'} freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0 freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0 freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1 freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 10 freqtrade.configuration.config_validation - INFO - Validating configuration ... freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'... freqtrade.data.history.history_utils - INFO - Using indicator startup period: 30 ... freqtrade.data.history.idatahandler - WARNING - BTC/USDT:USDT, futures, 1d, data starts at 2019-09-08 00:00:00 freqtrade.data.history.idatahandler - INFO - Price jump in BTC/USDT:USDT, 1d, futures between two candles of 10.50% detected. freqtrade.data.history.idatahandler - WARNING - ETH/USDT:USDT, futures, 1d, data starts at 2019-11-27 00:00:00 freqtrade.data.history.idatahandler - WARNING - BNB/USDT:USDT, futures, 1d, data starts at 2020-02-10 00:00:00 freqtrade.data.history.idatahandler - WARNING - SOL/USDT:USDT, futures, 1d, data starts at 2020-09-14 00:00:00 freqtrade.data.history.idatahandler - WARNING - ADA/USDT:USDT, futures, 1d, data starts at 2020-01-31 00:00:00 freqtrade.data.history.idatahandler - WARNING - XRP/USDT:USDT, futures, 1d, data starts at 2020-01-06 00:00:00 freqtrade.data.history.idatahandler - WARNING - DOT/USDT:USDT, futures, 1d, data starts at 2020-08-22 00:00:00 freqtrade.data.history.idatahandler - WARNING - AVAX/USDT:USDT, futures, 1d, data starts at 2020-09-23 00:00:00 freqtrade.data.history.idatahandler - WARNING - DOGE/USDT:USDT, futures, 1d, data starts at 2020-07-10 00:00:00 freqtrade.data.history.idatahandler - WARNING - MATIC/USDT:USDT, futures, 1d, data starts at 2020-10-22 00:00:00 freqtrade.data.history.idatahandler - WARNING - UNI/USDT:USDT, futures, 1d, data starts at 2020-09-18 00:00:00 freqtrade.data.history.idatahandler - WARNING - ALGO/USDT:USDT, futures, 1d, data starts at 2020-06-16 00:00:00 freqtrade.data.history.idatahandler - WARNING - LTC/USDT:USDT, futures, 1d, data starts at 2020-01-09 00:00:00 freqtrade.data.history.idatahandler - WARNING - LINK/USDT:USDT, futures, 1d, data starts at 2020-01-17 00:00:00 freqtrade.data.history.idatahandler - WARNING - NEAR/USDT:USDT, futures, 1d, data starts at 2020-10-15 00:00:00 freqtrade.data.history.idatahandler - WARNING - BCH/USDT:USDT, futures, 1d, data starts at 2019-12-19 00:00:00 freqtrade.data.history.idatahandler - WARNING - ATOM/USDT:USDT, futures, 1d, data starts at 2020-02-07 00:00:00 freqtrade.data.history.idatahandler - WARNING - TRX/USDT:USDT, futures, 1d, data starts at 2020-01-15 00:00:00 freqtrade.data.history.idatahandler - WARNING - XLM/USDT:USDT, futures, 1d, data starts at 2020-01-20 00:00:00 freqtrade.data.history.idatahandler - WARNING - FTM/USDT:USDT, futures, 1d, data starts at 2020-09-24 00:00:00 freqtrade.data.history.idatahandler - WARNING - MANA/USDT:USDT, futures, 1d, data starts at 2021-03-15 00:00:00 freqtrade.data.history.idatahandler - WARNING - AXS/USDT:USDT, futures, 1d, data starts at 2020-11-20 00:00:00 freqtrade.data.history.idatahandler - WARNING - HBAR/USDT:USDT, futures, 1d, data starts at 2021-03-17 00:00:00 freqtrade.data.history.idatahandler - WARNING - VET/USDT:USDT, futures, 1d, data starts at 2020-02-14 00:00:00 freqtrade.data.history.idatahandler - WARNING - SAND/USDT:USDT, futures, 1d, data starts at 2021-01-25 00:00:00 freqtrade.data.history.idatahandler - WARNING - ICP/USDT:USDT, futures, 1d, data starts at 2022-09-27 00:00:00 freqtrade.data.history.idatahandler - WARNING - FIL/USDT:USDT, futures, 1d, data starts at 2020-10-16 00:00:00 freqtrade.data.history.idatahandler - WARNING - THETA/USDT:USDT, futures, 1d, data starts at 2020-05-27 00:00:00 freqtrade.data.history.idatahandler - WARNING - ETC/USDT:USDT, futures, 1d, data starts at 2020-01-16 00:00:00 freqtrade.data.history.idatahandler - WARNING - XMR/USDT:USDT, futures, 1d, data starts at 2020-02-03 00:00:00 freqtrade.data.history.idatahandler - WARNING - XTZ/USDT:USDT, futures, 1d, data starts at 2020-02-06 00:00:00 freqtrade.data.history.idatahandler - WARNING - AAVE/USDT:USDT, futures, 1d, data starts at 2020-10-16 00:00:00 freqtrade.data.history.idatahandler - WARNING - KLAY/USDT:USDT, futures, 1d, data starts at 2021-10-12 00:00:00 freqtrade.data.history.idatahandler - WARNING - ONE/USDT:USDT, futures, 1d, data starts at 2021-03-18 00:00:00 freqtrade.data.history.idatahandler - WARNING - GRT/USDT:USDT, futures, 1d, data starts at 2020-12-19 00:00:00 freqtrade.data.history.idatahandler - WARNING - GALA/USDT:USDT, futures, 1d, data starts at 2021-09-18 00:00:00 freqtrade.data.history.idatahandler - WARNING - EOS/USDT:USDT, futures, 1d, data starts at 2020-01-08 00:00:00 freqtrade.data.history.idatahandler - WARNING - No history for STX/USDT:USDT, futures, 1d found. Use `freqtrade download-data` to download the data freqtrade.data.history.idatahandler - WARNING - FLOW/USDT:USDT, futures, 1d, data starts at 2022-02-10 00:00:00 freqtrade.data.history.idatahandler - WARNING - LRC/USDT:USDT, futures, 1d, data starts at 2020-10-19 00:00:00 freqtrade.data.history.idatahandler - WARNING - CRV/USDT:USDT, futures, 1d, data starts at 2020-09-01 00:00:00 freqtrade.data.history.idatahandler - WARNING - KSM/USDT:USDT, futures, 1d, data starts at 2020-10-14 00:00:00 freqtrade.data.history.idatahandler - WARNING - MKR/USDT:USDT, futures, 1d, data starts at 2020-08-13 00:00:00 freqtrade.data.history.idatahandler - WARNING - ENJ/USDT:USDT, futures, 1d, data starts at 2020-09-29 00:00:00 freqtrade.data.history.idatahandler - WARNING - QNT/USDT:USDT, futures, 1d, data starts at 2022-10-20 00:00:00 freqtrade.data.history.idatahandler - WARNING - ZEC/USDT:USDT, futures, 1d, data starts at 2020-02-05 00:00:00 freqtrade.optimize.backtesting - INFO - Loading data from 2019-09-08 00:00:00 up to 2023-01-01 00:00:00 (1211 days). freqtrade.configuration.timerange - WARNING - Moving start-date by 30 candles to account for startup time. freqtrade.data.history.idatahandler - WARNING - ETH/USDT:USDT, funding_rate, 8h, data starts at 2019-11-27 08:00:00 freqtrade.data.history.idatahandler - WARNING - BNB/USDT:USDT, funding_rate, 8h, data starts at 2020-02-10 08:00:00 freqtrade.data.history.idatahandler - WARNING - SOL/USDT:USDT, funding_rate, 8h, data starts at 2020-09-13 16:00:00 freqtrade.data.history.idatahandler - WARNING - ADA/USDT:USDT, funding_rate, 8h, data starts at 2020-01-19 16:00:00 freqtrade.data.history.idatahandler - WARNING - XRP/USDT:USDT, funding_rate, 8h, data starts at 2020-01-06 08:00:00 freqtrade.data.history.idatahandler - WARNING - DOT/USDT:USDT, funding_rate, 8h, data starts at 2020-08-20 08:00:00 freqtrade.data.history.idatahandler - WARNING - AVAX/USDT:USDT, funding_rate, 8h, data starts at 2020-09-22 16:00:00 freqtrade.data.history.idatahandler - WARNING - DOGE/USDT:USDT, funding_rate, 8h, data starts at 2020-07-10 08:00:00 freqtrade.data.history.idatahandler - WARNING - MATIC/USDT:USDT, funding_rate, 8h, data starts at 2020-10-22 08:00:00 freqtrade.data.history.idatahandler - WARNING - UNI/USDT:USDT, funding_rate, 8h, data starts at 2020-09-17 08:00:00 freqtrade.data.history.idatahandler - WARNING - ALGO/USDT:USDT, funding_rate, 8h, data starts at 2020-05-26 16:00:00 freqtrade.data.history.idatahandler - WARNING - LTC/USDT:USDT, funding_rate, 8h, data starts at 2020-01-09 08:00:00 freqtrade.data.history.idatahandler - WARNING - LINK/USDT:USDT, funding_rate, 8h, data starts at 2020-01-17 08:00:00 freqtrade.data.history.idatahandler - WARNING - NEAR/USDT:USDT, funding_rate, 8h, data starts at 2020-10-14 16:00:00 freqtrade.data.history.idatahandler - WARNING - BCH/USDT:USDT, funding_rate, 8h, data starts at 2019-12-19 16:00:00 freqtrade.data.history.idatahandler - WARNING - ATOM/USDT:USDT, funding_rate, 8h, data starts at 2020-02-06 16:00:00 freqtrade.data.history.idatahandler - WARNING - TRX/USDT:USDT, funding_rate, 8h, data starts at 2020-01-15 08:00:00 freqtrade.data.history.idatahandler - WARNING - XLM/USDT:USDT, funding_rate, 8h, data starts at 2020-01-19 16:00:00 freqtrade.data.history.idatahandler - WARNING - FTM/USDT:USDT, funding_rate, 8h, data starts at 2020-09-23 16:00:00 freqtrade.data.history.idatahandler - WARNING - MANA/USDT:USDT, funding_rate, 8h, data starts at 2021-03-15 08:00:00 freqtrade.data.history.idatahandler - WARNING - AXS/USDT:USDT, funding_rate, 8h, data starts at 2020-11-20 08:00:00 freqtrade.data.history.idatahandler - WARNING - HBAR/USDT:USDT, funding_rate, 8h, data starts at 2021-03-17 08:00:00 freqtrade.data.history.idatahandler - WARNING - VET/USDT:USDT, funding_rate, 8h, data starts at 2020-02-14 08:00:00 freqtrade.data.history.idatahandler - WARNING - SAND/USDT:USDT, funding_rate, 8h, data starts at 2021-01-25 08:00:00 freqtrade.data.history.idatahandler - WARNING - ICP/USDT:USDT, funding_rate, 8h, data starts at 2021-05-11 08:00:00 freqtrade.data.history.idatahandler - WARNING - FIL/USDT:USDT, funding_rate, 8h, data starts at 2020-10-16 08:00:00 freqtrade.data.history.idatahandler - WARNING - THETA/USDT:USDT, funding_rate, 8h, data starts at 2020-05-26 16:00:00 freqtrade.data.history.idatahandler - WARNING - ETC/USDT:USDT, funding_rate, 8h, data starts at 2020-01-16 08:00:00 freqtrade.data.history.idatahandler - WARNING - XMR/USDT:USDT, funding_rate, 8h, data starts at 2020-01-19 16:00:00 freqtrade.data.history.idatahandler - WARNING - XTZ/USDT:USDT, funding_rate, 8h, data starts at 2020-02-04 08:00:00 freqtrade.data.history.idatahandler - WARNING - AAVE/USDT:USDT, funding_rate, 8h, data starts at 2020-10-16 08:00:00 freqtrade.data.history.idatahandler - WARNING - KLAY/USDT:USDT, funding_rate, 8h, data starts at 2021-10-11 16:00:00 freqtrade.data.history.idatahandler - WARNING - ONE/USDT:USDT, funding_rate, 8h, data starts at 2021-03-18 08:00:00 freqtrade.data.history.idatahandler - WARNING - GRT/USDT:USDT, funding_rate, 8h, data starts at 2020-12-19 08:00:00 freqtrade.data.history.idatahandler - WARNING - GALA/USDT:USDT, funding_rate, 8h, data starts at 2021-09-17 16:00:00 freqtrade.data.history.idatahandler - WARNING - EOS/USDT:USDT, funding_rate, 8h, data starts at 2020-01-08 08:00:00 freqtrade.data.history.idatahandler - WARNING - STX/USDT:USDT, funding_rate, 8h, data starts at 2023-02-21 08:00:00 freqtrade.data.history.idatahandler - WARNING - No history for STX/USDT:USDT, funding_rate, 8h found. Use `freqtrade download-data` to download the data freqtrade.data.history.idatahandler - WARNING - FLOW/USDT:USDT, funding_rate, 8h, data starts at 2022-02-09 16:00:00 freqtrade.data.history.idatahandler - WARNING - LRC/USDT:USDT, funding_rate, 8h, data starts at 2020-10-19 08:00:00 freqtrade.data.history.idatahandler - WARNING - CRV/USDT:USDT, funding_rate, 8h, data starts at 2020-09-01 08:00:00 freqtrade.data.history.idatahandler - WARNING - KSM/USDT:USDT, funding_rate, 8h, data starts at 2020-10-14 08:00:00 freqtrade.data.history.idatahandler - WARNING - MKR/USDT:USDT, funding_rate, 8h, data starts at 2020-08-13 08:00:00 freqtrade.data.history.idatahandler - WARNING - ENJ/USDT:USDT, funding_rate, 8h, data starts at 2020-09-29 08:00:00 freqtrade.data.history.idatahandler - WARNING - QNT/USDT:USDT, funding_rate, 8h, data starts at 2022-10-20 08:00:00 freqtrade.data.history.idatahandler - WARNING - ZEC/USDT:USDT, funding_rate, 8h, data starts at 2020-02-04 08:00:00 freqtrade.data.history.idatahandler - WARNING - BTC/USDT:USDT, mark, 8h, data starts at 2019-12-23 08:00:00 freqtrade.data.history.idatahandler - WARNING - ETH/USDT:USDT, mark, 8h, data starts at 2019-12-23 08:00:00 freqtrade.data.history.idatahandler - WARNING - BNB/USDT:USDT, mark, 8h, data starts at 2019-12-23 08:00:00 freqtrade.data.history.idatahandler - WARNING - SOL/USDT:USDT, mark, 8h, data starts at 2020-09-13 08:00:00 freqtrade.data.history.idatahandler - WARNING - ADA/USDT:USDT, mark, 8h, data starts at 2020-01-19 08:00:00 freqtrade.data.history.idatahandler - WARNING - XRP/USDT:USDT, mark, 8h, data starts at 2020-01-06 00:00:00 freqtrade.data.history.idatahandler - WARNING - DOT/USDT:USDT, mark, 8h, data starts at 2020-08-20 00:00:00 freqtrade.data.history.idatahandler - WARNING - AVAX/USDT:USDT, mark, 8h, data starts at 2020-09-22 08:00:00 freqtrade.data.history.idatahandler - WARNING - DOGE/USDT:USDT, mark, 8h, data starts at 2020-07-10 00:00:00 freqtrade.data.history.idatahandler - WARNING - MATIC/USDT:USDT, mark, 8h, data starts at 2020-10-22 00:00:00 freqtrade.data.history.idatahandler - WARNING - UNI/USDT:USDT, mark, 8h, data starts at 2020-09-17 00:00:00 freqtrade.data.history.idatahandler - WARNING - ALGO/USDT:USDT, mark, 8h, data starts at 2020-05-26 08:00:00 freqtrade.data.history.idatahandler - WARNING - LTC/USDT:USDT, mark, 8h, data starts at 2020-01-09 00:00:00 freqtrade.data.history.idatahandler - WARNING - LINK/USDT:USDT, mark, 8h, data starts at 2020-01-17 00:00:00 freqtrade.data.history.idatahandler - WARNING - NEAR/USDT:USDT, mark, 8h, data starts at 2020-10-14 08:00:00 freqtrade.data.history.idatahandler - WARNING - BCH/USDT:USDT, mark, 8h, data starts at 2019-12-23 08:00:00 freqtrade.data.history.idatahandler - WARNING - ATOM/USDT:USDT, mark, 8h, data starts at 2020-02-06 08:00:00 freqtrade.data.history.idatahandler - WARNING - TRX/USDT:USDT, mark, 8h, data starts at 2020-01-15 00:00:00 freqtrade.data.history.idatahandler - WARNING - XLM/USDT:USDT, mark, 8h, data starts at 2020-01-19 08:00:00 freqtrade.data.history.idatahandler - WARNING - FTM/USDT:USDT, mark, 8h, data starts at 2020-09-23 08:00:00 freqtrade.data.history.idatahandler - WARNING - MANA/USDT:USDT, mark, 8h, data starts at 2021-03-15 00:00:00 freqtrade.data.history.idatahandler - WARNING - AXS/USDT:USDT, mark, 8h, data starts at 2020-11-20 00:00:00 freqtrade.data.history.idatahandler - WARNING - HBAR/USDT:USDT, mark, 8h, data starts at 2021-03-17 00:00:00 freqtrade.data.history.idatahandler - WARNING - VET/USDT:USDT, mark, 8h, data starts at 2020-02-14 00:00:00 freqtrade.data.history.idatahandler - WARNING - SAND/USDT:USDT, mark, 8h, data starts at 2021-01-25 00:00:00 freqtrade.data.history.idatahandler - WARNING - ICP/USDT:USDT, mark, 8h, data starts at 2021-05-11 00:00:00 freqtrade.data.history.idatahandler - WARNING - FIL/USDT:USDT, mark, 8h, data starts at 2020-10-16 00:00:00 freqtrade.data.history.idatahandler - WARNING - THETA/USDT:USDT, mark, 8h, data starts at 2020-05-26 08:00:00 freqtrade.data.history.idatahandler - WARNING - ETC/USDT:USDT, mark, 8h, data starts at 2020-01-16 00:00:00 freqtrade.data.history.idatahandler - WARNING - XMR/USDT:USDT, mark, 8h, data starts at 2020-01-19 08:00:00 freqtrade.data.history.idatahandler - WARNING - XTZ/USDT:USDT, mark, 8h, data starts at 2020-02-04 00:00:00 freqtrade.data.history.idatahandler - WARNING - AAVE/USDT:USDT, mark, 8h, data starts at 2020-10-16 00:00:00 freqtrade.data.history.idatahandler - WARNING - KLAY/USDT:USDT, mark, 8h, data starts at 2021-10-11 08:00:00 freqtrade.data.history.idatahandler - WARNING - ONE/USDT:USDT, mark, 8h, data starts at 2021-03-18 00:00:00 freqtrade.data.history.idatahandler - WARNING - GRT/USDT:USDT, mark, 8h, data starts at 2020-12-19 00:00:00 freqtrade.data.history.idatahandler - WARNING - GALA/USDT:USDT, mark, 8h, data starts at 2021-09-17 08:00:00 freqtrade.data.history.idatahandler - WARNING - EOS/USDT:USDT, mark, 8h, data starts at 2020-01-08 00:00:00 freqtrade.data.history.idatahandler - WARNING - No history for STX/USDT:USDT, mark, 8h found. Use `freqtrade download-data` to download the data freqtrade.data.history.idatahandler - WARNING - FLOW/USDT:USDT, mark, 8h, data starts at 2022-02-09 08:00:00 freqtrade.data.history.idatahandler - WARNING - LRC/USDT:USDT, mark, 8h, data starts at 2020-10-19 00:00:00 freqtrade.data.history.idatahandler - WARNING - CRV/USDT:USDT, mark, 8h, data starts at 2020-09-01 00:00:00 freqtrade.data.history.idatahandler - WARNING - KSM/USDT:USDT, mark, 8h, data starts at 2020-10-14 00:00:00 freqtrade.data.history.idatahandler - WARNING - MKR/USDT:USDT, mark, 8h, data starts at 2020-08-13 00:00:00 freqtrade.data.history.idatahandler - WARNING - ENJ/USDT:USDT, mark, 8h, data starts at 2020-09-29 00:00:00 freqtrade.data.history.idatahandler - WARNING - QNT/USDT:USDT, mark, 8h, data starts at 2022-10-20 00:00:00 freqtrade.data.history.idatahandler - WARNING - ZEC/USDT:USDT, mark, 8h, data starts at 2020-02-04 00:00:00 freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy skz_f freqtrade.strategy.hyper - INFO - No params for buy found, using default values. freqtrade.strategy.hyper - INFO - No params for sell found, using default values. freqtrade.strategy.hyper - INFO - No params for protection found, using default values. {'pair': 'BTC/USDT:USDT'} {'pair': 'ETH/USDT:USDT'} {'pair': 'BNB/USDT:USDT'} {'pair': 'SOL/USDT:USDT'} {'pair': 'ADA/USDT:USDT'} {'pair': 'XRP/USDT:USDT'} {'pair': 'DOT/USDT:USDT'} {'pair': 'AVAX/USDT:USDT'} {'pair': 'DOGE/USDT:USDT'} {'pair': 'MATIC/USDT:USDT'} {'pair': 'UNI/USDT:USDT'} {'pair': 'ALGO/USDT:USDT'} {'pair': 'LTC/USDT:USDT'} {'pair': 'LINK/USDT:USDT'} {'pair': 'NEAR/USDT:USDT'} {'pair': 'BCH/USDT:USDT'} {'pair': 'ATOM/USDT:USDT'} {'pair': 'TRX/USDT:USDT'} {'pair': 'XLM/USDT:USDT'} {'pair': 'FTM/USDT:USDT'} {'pair': 'MANA/USDT:USDT'} {'pair': 'AXS/USDT:USDT'} {'pair': 'HBAR/USDT:USDT'} {'pair': 'VET/USDT:USDT'} {'pair': 'SAND/USDT:USDT'} {'pair': 'ICP/USDT:USDT'} {'pair': 'FIL/USDT:USDT'} {'pair': 'THETA/USDT:USDT'} {'pair': 'ETC/USDT:USDT'} {'pair': 'XMR/USDT:USDT'} {'pair': 'XTZ/USDT:USDT'} {'pair': 'AAVE/USDT:USDT'} {'pair': 'KLAY/USDT:USDT'} {'pair': 'ONE/USDT:USDT'} {'pair': 'GRT/USDT:USDT'} {'pair': 'GALA/USDT:USDT'} {'pair': 'EOS/USDT:USDT'} {'pair': 'FLOW/USDT:USDT'} {'pair': 'LRC/USDT:USDT'} {'pair': 'CRV/USDT:USDT'} {'pair': 'KSM/USDT:USDT'} {'pair': 'MKR/USDT:USDT'} {'pair': 'ENJ/USDT:USDT'} {'pair': 'QNT/USDT:USDT'} {'pair': 'ZEC/USDT:USDT'} 2023-10-11 15:54:58,238 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2019-10-08 00:00:00 up to 2023-01-01 00:00:00 (1181 days). 2023-10-11 15:55:07,002 - freqtrade.misc - INFO - dumping json to "/workspaces/finbot-trader/freqtrade-class/ft_userdata/user_data/backtest_results/backtest-result-2023-10-11_15-55-07.meta.json" 2023-10-11 15:55:07,002 - freqtrade.misc - INFO - dumping json to "/workspaces/finbot-trader/freqtrade-class/ft_userdata/user_data/backtest_results/backtest-result-2023-10-11_15-55-07.json" 2023-10-11 15:55:07,019 - freqtrade.misc - INFO - dumping json to "/workspaces/finbot-trader/freqtrade-class/ft_userdata/user_data/backtest_results/.last_result.json" Result for strategy skz_f ================================================================ BACKTESTING REPORT ================================================================ | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |-----------------+-----------+----------------+----------------+-------------------+----------------+-------------------+-------------------------| | GALA/USDT:USDT | 5 | 83.54 | 417.70 | 8659.582 | 865.96 | 9 days, 9:36:00 | 2 0 3 40.0 | | AXS/USDT:USDT | 10 | 63.59 | 635.92 | 5688.809 | 568.88 | 24 days, 9:36:00 | 5 0 5 50.0 | | MANA/USDT:USDT | 13 | 20.04 | 260.58 | 4407.619 | 440.76 | 15 days, 12:55:00 | 5 0 8 38.5 | | SOL/USDT:USDT | 22 | 43.18 | 950.06 | 3647.453 | 364.75 | 16 days, 14:11:00 | 7 0 15 31.8 | | HBAR/USDT:USDT | 17 | 2.96 | 50.24 | 3139.219 | 313.92 | 15 days, 0:00:00 | 6 0 11 35.3 | | MATIC/USDT:USDT | 21 | 57.51 | 1207.74 | 2940.532 | 294.05 | 13 days, 14:51:00 | 6 0 15 28.6 | | ADA/USDT:USDT | 17 | 7.62 | 129.61 | 2926.908 | 292.69 | 17 days, 0:00:00 | 7 0 10 41.2 | | MKR/USDT:USDT | 10 | 1.98 | 19.80 | 1916.009 | 191.60 | 12 days, 16:48:00 | 3 0 7 30.0 | | AVAX/USDT:USDT | 10 | 8.30 | 83.02 | 1872.249 | 187.22 | 17 days, 19:12:00 | 2 0 8 20.0 | | FIL/USDT:USDT | 11 | 6.32 | 69.53 | 1817.364 | 181.74 | 13 days, 6:33:00 | 3 0 8 27.3 | | BNB/USDT:USDT | 18 | 31.67 | 570.03 | 1765.890 | 176.59 | 17 days, 0:00:00 | 9 0 9 50.0 | | ALGO/USDT:USDT | 27 | 3.59 | 96.88 | 1753.720 | 175.37 | 11 days, 9:47:00 | 8 0 19 29.6 | | DOT/USDT:USDT | 22 | 13.07 | 287.59 | 1654.537 | 165.45 | 15 days, 19:38:00 | 5 0 17 22.7 | | KLAY/USDT:USDT | 8 | 6.54 | 52.29 | 1565.281 | 156.53 | 18 days, 12:00:00 | 3 0 5 37.5 | | NEAR/USDT:USDT | 10 | 3.52 | 35.21 | 1272.701 | 127.27 | 11 days, 21:36:00 | 4 0 6 40.0 | | SAND/USDT:USDT | 14 | 0.15 | 2.11 | 891.414 | 89.14 | 11 days, 1:43:00 | 5 0 9 35.7 | | XTZ/USDT:USDT | 12 | 2.74 | 32.92 | 793.763 | 79.38 | 14 days, 22:00:00 | 5 0 7 41.7 | | FTM/USDT:USDT | 9 | 1.64 | 14.75 | 675.360 | 67.54 | 6 days, 2:40:00 | 2 0 7 22.2 | | UNI/USDT:USDT | 16 | 29.04 | 464.62 | 635.603 | 63.56 | 14 days, 21:00:00 | 4 0 12 25.0 | | GRT/USDT:USDT | 2 | 114.22 | 228.45 | 606.280 | 60.63 | 32 days, 12:00:00 | 2 0 0 100 | | ETC/USDT:USDT | 13 | 7.34 | 95.45 | 575.114 | 57.51 | 5 days, 7:23:00 | 1 0 12 7.7 | | XRP/USDT:USDT | 17 | 10.62 | 180.61 | 543.670 | 54.37 | 12 days, 19:46:00 | 5 0 12 29.4 | | VET/USDT:USDT | 13 | 18.32 | 238.21 | 447.417 | 44.74 | 13 days, 11:05:00 | 4 0 9 30.8 | | LRC/USDT:USDT | 7 | 0.98 | 6.87 | 348.010 | 34.80 | 11 days, 17:09:00 | 2 0 5 28.6 | | XLM/USDT:USDT | 11 | 0.22 | 2.45 | 235.536 | 23.55 | 12 days, 21:49:00 | 5 0 6 45.5 | | EOS/USDT:USDT | 14 | -1.12 | -15.67 | 110.444 | 11.04 | 7 days, 8:34:00 | 2 0 12 14.3 | | LTC/USDT:USDT | 18 | 0.67 | 12.15 | 1.589 | 0.16 | 9 days, 18:40:00 | 5 0 13 27.8 | | QNT/USDT:USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 | | TRX/USDT:USDT | 28 | 1.94 | 54.42 | -0.070 | -0.01 | 7 days, 6:00:00 | 6 0 22 21.4 | | ZEC/USDT:USDT | 9 | -1.83 | -16.48 | -32.896 | -3.29 | 12 days, 0:00:00 | 3 0 6 33.3 | | KSM/USDT:USDT | 5 | -1.66 | -8.32 | -102.673 | -10.27 | 15 days, 19:12:00 | 1 0 4 20.0 | | LINK/USDT:USDT | 21 | 9.72 | 204.22 | -108.921 | -10.89 | 11 days, 11:26:00 | 6 0 15 28.6 | | ICP/USDT:USDT | 2 | -2.15 | -4.30 | -156.721 | -15.67 | 9 days, 0:00:00 | 0 0 2 0 | | FLOW/USDT:USDT | 3 | -0.91 | -2.74 | -189.435 | -18.94 | 6 days, 16:00:00 | 1 0 2 33.3 | | ATOM/USDT:USDT | 21 | -0.62 | -12.98 | -222.876 | -22.29 | 9 days, 13:43:00 | 7 0 14 33.3 | | THETA/USDT:USDT | 11 | 17.07 | 187.76 | -228.286 | -22.83 | 13 days, 21:49:00 | 4 0 7 36.4 | | ETH/USDT:USDT | 17 | 10.61 | 180.45 | -251.593 | -25.16 | 16 days, 19:46:00 | 4 0 13 23.5 | | ONE/USDT:USDT | 14 | 1.90 | 26.53 | -298.683 | -29.87 | 8 days, 17:09:00 | 4 0 10 28.6 | | BCH/USDT:USDT | 22 | -1.03 | -22.76 | -342.842 | -34.28 | 6 days, 18:33:00 | 4 0 18 18.2 | | XMR/USDT:USDT | 13 | -1.38 | -17.92 | -382.418 | -38.24 | 5 days, 22:09:00 | 1 0 12 7.7 | | BTC/USDT:USDT | 25 | -0.99 | -24.63 | -571.012 | -57.10 | 8 days, 20:10:00 | 6 0 19 24.0 | | AAVE/USDT:USDT | 4 | -11.94 | -47.75 | -808.585 | -80.86 | 12 days, 0:00:00 | 0 0 4 0 | | ENJ/USDT:USDT | 8 | -5.71 | -45.64 | -874.449 | -87.44 | 4 days, 12:00:00 | 1 0 7 12.5 | | CRV/USDT:USDT | 16 | -5.88 | -94.15 | -1284.129 | -128.41 | 7 days, 0:00:00 | 5 0 11 31.2 | | DOGE/USDT:USDT | 20 | 2.85 | 56.94 | -1702.038 | -170.20 | 5 days, 14:24:00 | 5 0 15 25.0 | | TOTAL | 606 | 10.79 | 6541.76 | 43334.446 | 4333.44 | 11 days, 21:35:00 | 175 0 431 28.9 | ============================================================ LEFT OPEN TRADES REPORT ============================================================= | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |----------------+-----------+----------------+----------------+-------------------+----------------+------------------+-------------------------| | MKR/USDT:USDT | 1 | 34.68 | 34.68 | 1187.023 | 118.70 | 50 days, 0:00:00 | 1 0 0 100 | | SAND/USDT:USDT | 1 | 32.24 | 32.24 | 1175.179 | 117.52 | 20 days, 0:00:00 | 1 0 0 100 | | FIL/USDT:USDT | 1 | 29.18 | 29.18 | 1063.722 | 106.37 | 20 days, 0:00:00 | 1 0 0 100 | | MANA/USDT:USDT | 1 | 21.68 | 21.68 | 823.689 | 82.37 | 17 days, 0:00:00 | 1 0 0 100 | | HBAR/USDT:USDT | 1 | 20.96 | 20.96 | 796.503 | 79.65 | 17 days, 0:00:00 | 1 0 0 100 | | ADA/USDT:USDT | 1 | 19.96 | 19.96 | 758.542 | 75.85 | 17 days, 0:00:00 | 1 0 0 100 | | BCH/USDT:USDT | 1 | 9.70 | 9.70 | 368.520 | 36.85 | 17 days, 0:00:00 | 1 0 0 100 | | ATOM/USDT:USDT | 1 | 2.52 | 2.52 | 95.589 | 9.56 | 17 days, 0:00:00 | 1 0 0 100 | | BTC/USDT:USDT | 1 | 0.76 | 0.76 | 28.364 | 2.84 | 15 days, 0:00:00 | 1 0 0 100 | | TOTAL | 9 | 19.07 | 171.67 | 6297.130 | 629.71 | 21 days, 2:40:00 | 9 0 0 100 | ================================================================ ENTER TAG STATS ================================================================ | TAG | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | |--------------+-----------+----------------+----------------+-------------------+----------------+-------------------+-------------------------| | Short_signal | 268 | 1.97 | 528.11 | 23190.063 | 2319.01 | 12 days, 22:45:00 | 78 0 190 29.1 | | Long _signal | 338 | 17.79 | 6013.65 | 20144.383 | 2014.44 | 11 days, 1:38:00 | 97 0 241 28.7 | | TOTAL | 606 | 10.79 | 6541.76 | 43334.446 | 4333.44 | 11 days, 21:35:00 | 175 0 431 28.9 | ===================================================== EXIT REASON STATS ===================================================== | Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | |---------------+---------+--------------------------+----------------+----------------+-------------------+----------------| | Long_exit | 327 | 97 0 230 29.7 | 19.26 | 6297.07 | 22336.4 | 629.71 | | Short_exit | 257 | 69 0 188 26.8 | 1.58 | 406.53 | 17991.8 | 40.65 | | stop_loss | 13 | 0 0 13 0 | -25.65 | -333.51 | -3290.95 | -33.35 | | force_exit | 9 | 9 0 0 100 | 19.07 | 171.67 | 6297.13 | 17.17 | ==================== SUMMARY METRICS ===================== | Metric | Value | |-----------------------------+--------------------------| | Backtesting from | 2019-10-08 00:00:00 | | Backtesting to | 2023-01-01 00:00:00 | | Max open trades | 10 | | | | | Total/Daily Avg Trades | 606 / 0.51 | | Starting balance | 1000 USDT | | Final balance | 44334.446 USDT | | Absolute profit | 43334.446 USDT | | Total profit % | 4333.44% | | CAGR % | 222.81% | | Sortino | 5.89 | | Sharpe | 1.27 | | Calmar | 409.50 | | Profit factor | 2.06 | | Expectancy (Ratio) | 71.51 (0.76) | | Trades per day | 0.51 | | Avg. daily profit % | 3.67% | | Avg. stake amount | 1567.285 USDT | | Total trade volume | 949774.971 USDT | | | | | Long / Short | 338 / 268 | | Total profit Long % | 2014.44% | | Total profit Short % | 2319.01% | | Absolute profit Long | 20144.383 USDT | | Absolute profit Short | 23190.063 USDT | | | | | Best Pair | MATIC/USDT:USDT 1207.74% | | Worst Pair | CRV/USDT:USDT -94.15% | | Best trade | MATIC/USDT:USDT 949.38% | | Worst trade | AAVE/USDT:USDT -28.56% | | Best day | 9130.4 USDT | | Worst day | -3432.36 USDT | | Days win/draw/lose | 109 / 757 / 240 | | Avg. Duration Winners | 30 days, 0:33:00 | | Avg. Duration Loser | 4 days, 12:58:00 | | Max Consecutive Wins / Loss | 9 / 31 | | Rejected Entry signals | 514 | | Entry/Exit Timeouts | 0 / 0 | | | | | Min balance | 866.066 USDT | | Max balance | 44334.446 USDT | | Max % of account underwater | 18.88% | | Absolute Drawdown (Account) | 17.12% | | Absolute Drawdown | 7113.332 USDT | | Drawdown high | 40552.189 USDT | | Drawdown low | 33438.857 USDT | | Drawdown Start | 2022-07-19 00:00:00 | | Drawdown End | 2022-09-19 00:00:00 | | Market change | 228.97% | ========================================================== Backtested 2019-10-08 00:00:00 -> 2023-01-01 00:00:00 | Max open trades : 10 =========================================================================== STRATEGY SUMMARY ========================================================================== | Strategy | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | Drawdown | |------------+-----------+----------------+----------------+-------------------+----------------+-------------------+-------------------------+-----------------------| | skz_f | 606 | 10.79 | 6541.76 | 43334.446 | 4333.44 | 11 days, 21:35:00 | 175 0 431 28.9 | 7113.332 USDT 17.12% | ======================================================================================================================================================================= For more details, please look at the detail tables above

Elrond

Hi! How I can launch backtesting of your strategy? There is not pair list in the config file, where bot will get it from?

Momo

Hello, Hope you are doing well. Thanks for the fantastic job. I was trying to backtest the skz_s (spot), when I run the commad : freqtrade backtesting -c config/config.json -s skz_s --timerange=20221201-20230101 --timeframe=1d I have the following error : 2023-10-23 12:24:28,266 - freqtrade - ERROR - Fatal exception! Traceback (most recent call last): File "/var/www/freqtrade/freqtrade/main.py", line 42, in main return_code = args['func'](args) ^^^^^^^^^^^^^^^^^^ File "/var/www/freqtrade/freqtrade/commands/optimize_commands.py", line 58, in start_backtesting backtesting.start() File "/var/www/freqtrade/freqtrade/optimize/backtesting.py", line 1377, in start min_date, max_date = self.backtest_one_strategy(strat, data, timerange) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/var/www/freqtrade/freqtrade/optimize/backtesting.py", line 1294, in backtest_one_strategy preprocessed = self.strategy.advise_all_indicators(data) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/var/www/freqtrade/freqtrade/strategy/interface.py", line 1335, in advise_all_indicators return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}).copy() ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/var/www/freqtrade/freqtrade/strategy/interface.py", line 1335, in return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}).copy() ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/var/www/freqtrade/freqtrade/strategy/interface.py", line 1367, in advise_indicators return self.populate_indicators(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/var/www/freqtrade/user_data/strategies/Stray_kids_strategy_s.py", line 142, in populate_indicators dataframe["kijun"] = pta.ichimoku( ^^^^^^^^^^^^^ TypeError: 'NoneType' object is not subscriptable And I don't see why it produces this error, I have pandas_ta installed & everything setup/upgraded/running well with other strategies. Thanks for your answer

Dutch Algotrading

It's probably that your daterange does not provide enough information to create the Kijun sen. Try another timeframe and larger daterange. enough to populate the dataframe with indicator data to trade. Let's see what happens next.

wes

I am running this strategy in live mode and I am getting similar errors. On a previous live run it worked correctly now I am getting these errors: 2023-11-02 09:54:58 freqtrade.strategy.interface: WARNING - Empty candle (OHLCV) data for pair TIA/USD 2023-11-02 09:55:03 freqtrade.strategy.strategy_wrapper: ERROR - Unexpected error 'NoneType' object is not subscriptable calling > Traceback (most recent call last): File "/freqtrade/freqtrade/strategy/strategy_wrapper.py", line 27, in wrapper return f(*args, **kwargs) ^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 862, in _analyze_ticker_internal dataframe = self.analyze_ticker(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 840, in analyze_ticker dataframe = self.advise_indicators(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1367, in advise_indicators return self.populate_indicators(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/user_data/strategies/Stray_kids_strategy_s.py", line 130, in populate_indicators dataframe['st'] = pta.supertrend(high=dataframe['high'], low=dataframe['low'], close=dataframe['close'], length=st_length, multiplier=st_mult)[f'SUPERTd_{st_length}_{st_mult}'] ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ TypeError: 'NoneType' object is not subscriptable 2023-11-02 09:55:03 freqtrade.strategy.interface: WARNING - Unable to analyze candle (OHLCV) data for pair TIA/USD: 'NoneType' object is not subscriptable 2023-11-02 09:55:03 freqtrade.strategy.interface: WARNING - Empty candle (OHLCV) data for pair TIA/USD I am using this "pairlists": [ { "method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume", "pair_whitelist": [ ".*/USD" ] } ], what could be the problem here?

Abel Belachew

Hi. I noticed that the strategy misses entries due to exit signals. Has anyone else noticed this? Eg. Sol crossed above kijun in Oct but the bot didn't catch it because one of the entry signals (crossed above - kijun) is the exit short signal. Sol has not come back to retest the kijun and therefore the whole Oct-Nov 2023 rally was missed. This is the case for many pairs. If anyone has noticed this, do you have a work around? Is it wise to change it to close > kijun instead of crossed above. Thanks a bunch!

Abel Belachew

It's actually the supertrend. It turns bullish after the kijun is crossed and there's never a retest.