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freqtrade / freqtrade-strategies

Free trading strategies for Freqtrade bot
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Pump Detection #257

Closed vladroots closed 2 years ago

vladroots commented 2 years ago

Hello! Suggest a strategy for determining pumps with a dynamic list of coins. So that the strategy works only before the pump. pump

xmatthias commented 2 years ago

I guess what you can use is the RangeStabilityFilter - which allows you to filter out pairs which broke a certain range (for example the one below).

in that particular case, you might even get away with a SMA/EMA approach - and if price is a few 100% above the average, it had a bump quite recently. It's then ultimately up to you to finetune it to values that make sense for your strategy.

vladroots commented 2 years ago

how should the value of RangeStabilityFilter be set like on the screenshot? What value defines out of bounds? If you put, for example, 10%, then many coins can go beyond these limits.

65466

xmatthias commented 2 years ago

That's correct - it'll depend on your definition of a spike. if we define a spike as "more than 50%" - then your example is not a spike - just a move.

vladroots commented 2 years ago

It turns out that you need to test "min_rate_of_change": 0.5, do I understand correctly? And how can you catch such movements in 20-30%?

xmatthias commented 2 years ago

well you can set it to 0.2 ... but then it'll obviously also filter out other pairs with similar, non-spike moves.

You can also attempt to come up with some other solution to use as strategy guard (like - move within 1 candle or so - but it'll all depend on your personal definition of bump.

vladroots commented 2 years ago

The only thing I don’t understand is how a non-example of 100 coins will be determined which pump will make. Can you suggest a config and strategy for the test?

vladroots commented 2 years ago

How to set up movement within 1 candle?

xmatthias commented 2 years ago

you can probably detect bumps within one candle by comparing either high with low, or open with close.