✨ Split `signals` into `triggers` and `guards` #247

raftersvk · 2022-01-21T22:29:16Z

Separation of signals into triggers and guards! 🎉
Also includes individual search space and parameters for weighted signals!

…s://github.com/raftersvk/MoniGoMani_raftersvk into separation-of-signals-into-triggers-and-guards

… search spaces mechanism

…nto separation-of-signals-into-triggers-and-guards

…earch space parameters

…iggers-and-guards

…s://github.com/raftersvk/MoniGoMani_raftersvk into separation-of-signals-into-triggers-and-guards

Rikj000

Thanks a lot for this PR mate, some amazing work already done! 💯

I do have some comments on it though, please see them appended in my review,
looking forward to your reply 🙂

Rikj000 · 2022-01-30T13:21:43Z

installer.sh

-INSTALL_FOLDER_NAME="Freqtrade-MGM" # By default the folder will be created under the current working directory
-MGM_REPO_URL="https://github.com/Rikj000/MoniGoMani.git"
-MGM_BRANCH="development"
+INSTALL_FOLDER_NAME="Freqtrade-MGM-Raftersvk" # By default the folder will be created under the current working directory


This can remain until right before we're going to merge since it does allow for easily testing the PR,
but we should undo this when the PR is ready to merge!

I agree with you this is only a temporary change

Rikj000 · 2022-01-30T13:26:16Z

user_data/mgm-config.example.json

@@ -17,15 +17,15 @@
      "sell_trades_when_upwards": true
    },
    "weighted_signal_spaces": {


mgm-config changes are very welcome! However they should go in a separate PR.

With a set of test results from before & after the mgm-config changes so that it becomes clear if they bring improvements & what they improve exactly 🙂

It also would be preferred to split up multiple mgm-config changes into multiple PRs,
so we truly have a clear overview of what improves what exactly! 😄

Ok I understand the idea to trace properly each change with a single PR.
These are the changes I made to my own mgm-config in order to get better profitable results, or to reduce/improve HO time without loosing much on quality.
not sure when I will find the time to "document" all those changes separately.
maybe somebody else can take this task ?

Rikj000 · 2022-01-30T14:25:48Z

user_data/strategies/MoniGoManiHyperStrategy.py

@@ -176,41 +231,87 @@ def do_populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFr
        # -------------------

        # Parabolic SAR
-        dataframe['sar'] = ta.SAR(dataframe)
+        if (


I'm not sure if I understand the need behind all these nested if-or blocks? 🤔
We didn't need them in the past, and to my knowledge we don't really need them now either?

However please do explain if we do need them!

the idea is to only populate the dataframe with signals which requires to be populated.
so if anyone wants to "disable" one of the default signal, he can remove the line from the initial buy/sell dictionary definition (or set the max = 0) and freqtrade will not loose any time in calculating and populating it

Rikj000 · 2022-01-30T14:38:34Z

user_data/strategies/MasterMoniGoManiHyperStrategy.py

@@ -1248,6 +1269,9 @@ def _init_vars(cls, base_cls, space: str, parameter_name: str, parameter_min_val
        if overrideable is True:
            parameter_min_value = parameter_min_value + parameter_threshold
            parameter_max_value = parameter_max_value - parameter_threshold
+            # Keep the original min value if search space is not big enough to restrict it


I'm not sure if I agree with this 🤔
If a user configures a search space that will lead to impossible refinement values (e.g. min > max),
then we should abort the HO & warn him about it, instead of modifying the search spaces without his knowledge!

I made these changes to be able to test only 1 signal as a trigger/guard which was impossible because of the way the min value worked with threshold and number of signals.
This change makes it possible without changing your original philosophy behind.

Rikj000 · 2022-01-30T14:42:35Z

user_data/strategies/MasterMoniGoManiHyperStrategy.py

                optimize = False
            else:
                optimize = True
        # 1st HyperOpt Run or not overridable, just optimize without overrides
        else:
            optimize = True

+        # In case max <= min value no need to optimize, force default/max value to min
+        if max_value <= min_value:


Same here, if a user configures a search space that will lead to impossible refinement values (e.g. max < min),
then we should abort the HO & warn him about it, instead of modifying the search spaces without his knowledge!

I came accross this because of my single signal test (to check the real quality of a given signal).
and I discovered that we were trying to set some freqtrade parameters with min = max values, which freqtrade doesn't accept (quite normal I would say), hence why I force the value and set optimize to false

Rikj000 · 2022-01-30T14:46:45Z

user_data/strategies/MasterMoniGoManiHyperStrategy.py

@@ -1299,14 +1323,19 @@ def _init_vars(cls, base_cls, space: str, parameter_name: str, parameter_min_val

        # 2nd HyperOpt Run: Apply Overrides where needed
        if (parameter_value is not None) and (overrideable is True):
-            if default_value == override_parameter_min_value or default_value == override_parameter_max_value:
+            if (default_value == override_parameter_min_value or default_value == override_parameter_max_value) and ((override_parameter_max_value - override_parameter_min_value) > parameter_threshold):


Could you elaborate this line a bit? 👀

Rikj000 · 2022-01-30T16:13:08Z

user_data/strategies/MasterMoniGoManiHyperStrategy.py

-        signal_max_value = self.mgm_config['weighted_signal_spaces']['max_weighted_signal_value']
-        signal_threshold = self.mgm_config['weighted_signal_spaces']['search_threshold_weighted_signal_values']
+        if f'total_{space}_triggers_strength' not in dataframe.columns:
+            dataframe[f'total_{space}_triggers_strength'] = dataframe[f'total_{space}_guards_strength'] = 0


Make sure to double check with a debugger that this doesn't link the f'total_{space}_triggers_strength' & f'total_{space}_guards_strength' columns together!

I'm not sure with a dataframe, but I know that Freqtrade/Parallel can behave weirdly like that sometimes
(e.g. if you define them like this, it might be so that if you edit one of the parameters, that the other one will be changed too, without that being our intention)

we can simply make it two lines just to be sure and to avoid any risk

…s://github.com/raftersvk/MoniGoMani_raftersvk into separation-of-signals-into-triggers-and-guards

raftersvk and others added 12 commits January 10, 2022 22:50

separation of signals into triggers and guards

bca116a

Merge branch 'separation-of-signals-into-triggers-and-guards' of http…

33064bd

…s://github.com/raftersvk/MoniGoMani_raftersvk into separation-of-signals-into-triggers-and-guards

update installer.sh to specific branch / easy test setup

c8ae749

code improvment and new default min/max value for 1st HO run

67205f2

Merge branch 'separation-of-signals-into-triggers-and-guards' of http…

6419f80

…s://github.com/raftersvk/MoniGoMani_raftersvk into separation-of-signals-into-triggers-and-guards

hyperopt parameter : in case min == max value no need to optimize

2f8a95b

indent correction

014c238

new configurable signal weight search space and generic rework of the…

faeea55

… search spaces mechanism

individual hyperoptable weighted signal space

060dff2

Merge branch 'development' of https://github.com/Rikj000/MoniGoMani i…

adf3e5b

…nto separation-of-signals-into-triggers-and-guards

further changes for triggers/guards and individual weighted signals s…

d50a87d

…earch space parameters

Merge branch 'Rikj000:development' into separation-of-signals-into-tr…

f5adec0

…iggers-and-guards

This was referenced Jan 21, 2022

✨ Implement individual Configurable HyperOptable Weighted Signal Cross values #239

Open

✨ Implement individual Configurable HyperOptable Weighted Signals #237

Open

✨ Split signals into triggers and guards #236

Open

raftersvk and others added 3 commits January 22, 2022 14:33

sample mgm-config for better HO results

9ad503a

Merge branch 'separation-of-signals-into-triggers-and-guards' of http…

e3170ed

…s://github.com/raftersvk/MoniGoMani_raftersvk into separation-of-signals-into-triggers-and-guards

Remove unneeded finta import

e8e9527

Rikj000 changed the title ~~Separation of signals into triggers and guards~~ ✨ Split signals into triggers and guards Jan 30, 2022

This was linked to issues Jan 30, 2022

✨ Split signals into triggers and guards #236

Open

✨ Implement individual Configurable HyperOptable Weighted Signals #237

Open

✨ Implement individual Configurable HyperOptable Weighted Signal Cross values #239

Open

This was unlinked from issues Jan 30, 2022

✨ Implement individual Configurable HyperOptable Weighted Signals #237

Open

✨ Implement individual Configurable HyperOptable Weighted Signal Cross values #239

Open

Rikj000 self-requested a review January 30, 2022 12:30

Rikj000 assigned Rikj000 and raftersvk Jan 30, 2022

Rikj000 added Feature - Enhancement Update or improvement to existing feature Feature - New New feature or pull request In Progress This is being worked on labels Jan 30, 2022

Rikj000 added this to the v1.0.0 milestone Jan 30, 2022

Rikj000 added 4 commits January 30, 2022 13:38

⚡️ Optimized imports & fixed indentation

0e0bcba

⚡️ Improved nested if-or block notation

6439b51

⚡️ Fixed typo

3d51d81

♻️ Some minor refactors

cd66d38

Rikj000 suggested changes Jan 30, 2022

View reviewed changes

raftersvk added 3 commits February 2, 2022 21:50

bug correction + improvments on populating dataframe

314eb59

Merge branch 'separation-of-signals-into-triggers-and-guards' of http…

7133e5b

…s://github.com/raftersvk/MoniGoMani_raftersvk into separation-of-signals-into-triggers-and-guards

Add buy and sell triggers' names into buy_tag / exit_tag

2c76774

raftersvk mentioned this pull request Feb 3, 2022

⚡️ mgm-hurry - Detect initial 0 trade punishment epochs + auto restart HO if needed #238

Open

code beautifuling and small sell reason correction

0d94374

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✨ Split `signals` into `triggers` and `guards` #247

✨ Split `signals` into `triggers` and `guards` #247

raftersvk commented Jan 21, 2022 •

edited by Rikj000

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✨ Split signals into triggers and guards #247

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✨ Split signals into triggers and guards #247

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✨ Split `signals` into `triggers` and `guards` #247

✨ Split `signals` into `triggers` and `guards` #247

raftersvk commented Jan 21, 2022 •

edited by Rikj000

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