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⚡️ Automatically remove spiking pairs from the HO timerange #223

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Rikj000 opened this issue Dec 26, 2021 · 2 comments
Open

⚡️ Automatically remove spiking pairs from the HO timerange #223

Rikj000 opened this issue Dec 26, 2021 · 2 comments
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Bug - Fix Needed Something isn't working as expected Feature - Enhancement Update or improvement to existing feature In Progress This is being worked on
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@Rikj000
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Rikj000 commented Dec 26, 2021

Issue

In the crypto market it does sometimes happen that coins defy TA & explode upwards doing a x1 - x10 on a short term basis.
However these occurrences are rare & often highly unpredictable.

Example:
spiking-pair-example

Further more they lead to overfitting in our HyperOpt results,
which can easily be solved by manually removing these coin pairs from your pair_whitelist.
However the downside of this is that we'll have to wait for a full HO before we know which pairs spiked & will cause overfitting in our results.

Solution suggestion

Include a simple non optimizable buy & hodl strategy + a new reasonable_weekly_increase setting into the repo! 😄

Then we'll be able to use it when running mgm-hurry download_static_pairlist:

  • Upon pulling a pairlist we can pull X pairs too much (To assure we have some slippage)
  • After pulling the pairlist we temporarily update our dry_run_wallet to stake_amount x pairlist length (To assure the buy & hodl strategy can buy 1 of each pair in the list)
  • Then we automatically backtest with the simple buy & hodl strategy over our defined timerange
  • We automatically remove pairs that exceed over our defined reasonable_weekly_increase in our backtest results
  • Finally if we have too much pairs in our list => We remove the last pairs that are too much (We added slippage for this)
  • If we have too little pairs in our list after auto removing spiking pairs => Automatically restart the process with increased slippage

That way we should be able to automatically remove spiking pairs from our static HO pairlists! 🚀

@Rikj000 Rikj000 added Feature - Enhancement Update or improvement to existing feature Bug - Fix Needed Something isn't working as expected Planned Planned feature, improvement or bugfix (not being worked on yet) labels Dec 26, 2021
@perfectra1n
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I'll be sure to give this one a shot, and shoot you some questions if I have any :)

@Rikj000 Rikj000 added In Progress This is being worked on and removed Planned Planned feature, improvement or bugfix (not being worked on yet) labels Dec 30, 2021
@Rikj000
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Rikj000 commented Dec 30, 2021

I'll be sure to give this one a shot, and shoot you some questions if I have any :)

Neat! Just let me know if you'd get stuck somewhere & I'll do my best to help you out ;)

@Rikj000 Rikj000 added this to the v1.0.0 milestone Jan 17, 2022
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