RealJohnGalt
commented
9 years ago Good documentation in a "Configuring" section is going to be key for this to succeed, but here's how it's looking so far:
- Support for Volatility indicators are only functional when combined with at least one non-volatility indicator.
- You can make combined (requiring all signals to align) and independent indicators co-exist in TradeIndicators. For instance, if you wanted to trade MACD only when BollBandwidth is above the set threshold yet also have FullStochRSID trade independently, you would set: TradeIndicators = [['MACD', 'BollBandwidth'], 'FullStochRSID']
- Each indicator class in genconfig has a Trader nested class with TradeVolume, SingleTrade, TradePersist, and TradeDelay. These additional options are only used if that indicator is an independent indicator (not combined with another indicator). For combined indicators, these options are used from genconfig Trader.
- If a custom strategy is written in strategies.py, it may be set in AdvancedStrategy instead of "default"
This maintains all current functionality since the currently functional configurations may still be used in genconfig without any changes. However it also adds much more advanced functionality.
Currently only the "generic" strategy is supported which requires all TradeIndicator signals to align. This can be great for matching volatility/movement strength indicators, but can otherwise suffer if you want to trade on multiple signals (e.g. 80% on MACD and 5% on StochasticRSI 98/2 ask/bid)
The current workaround is to run multiple instances of avarice, but this should not be required.
To Do:
Name generic strategy something more fittingDocument and allow strategies to be selected in genconfigAdd a new strategy which trades off each signalMake TradeVolume indicator dependent.Finish volatility indicator supportRemove copious amount of (many now outdated) comments from genconfig, creating a new Configuration page in documentation to replace it.