freqtrade / freqtrade-strategies

Free trading strategies for Freqtrade bot
GNU General Public License v3.0
3.44k stars 1.13k forks source link

GodStra not results available #293

Closed stevenn98 closed 1 year ago

stevenn98 commented 1 year ago

Describe your environment

Note: All bug reports will be closed without further comment if the above template is deleted or not filled out.

Describe the problem:

I copy the code GodStra and also modify the docker-compose.yml so I could install the library ta and finnaly make the backtesting as usually with 'docker compose run freqtrade backtesting --strategy GodStra'. The results are empty even though I download the data in 12h timeframe. I modify the timeframe in GodStra.py to 1h and download the data however the empty results remain the same.

Steps to reproduce:

Get Freqtrade Get GodStra Begin backtesting godstra in any timeframe

Observed Results:

Relevant code exceptions or logs

Note: Please copy/paste text of the messages, no screenshots of logs please.
2023-02-17 07:43:29,783 - freqtrade - INFO - freqtrade docker-2023.2.dev-c4ec4db0
2023-02-17 07:43:29,793 - freqtrade.configuration.load_config - INFO - Using config: user_data/config.json ...
2023-02-17 07:43:29,795 - freqtrade.loggers - INFO - Verbosity set to 0
2023-02-17 07:43:29,796 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 3 ...
2023-02-17 07:43:29,851 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
2023-02-17 07:43:29,852 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/binance ...
2023-02-17 07:43:29,852 - freqtrade.configuration.configuration - INFO - Parameter --cache=day detected ...
2023-02-17 07:43:29,853 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
2023-02-17 07:43:29,863 - freqtrade.exchange.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team.
2023-02-17 07:43:29,863 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
2023-02-17 07:43:29,863 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2023-02-17 07:43:29,867 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
2023-02-17 07:43:29,867 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
2023-02-17 07:43:29,867 - freqtrade.exchange.exchange - INFO - Using CCXT 2.7.93
2023-02-17 07:43:29,889 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance"
2023-02-17 07:43:38,465 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'...
Add {
        "method": "AgeFilter",
        "min_days_listed": 30
},
 to your pairlists in config (Under StaticPairList)
2023-02-17 07:43:38,626 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy GodStra from '/freqtrade/user_data/strategies/GodStra.py'...
2023-02-17 07:43:38,628 - freqtrade.strategy.hyper - INFO - Found no parameter file.
2023-02-17 07:43:38,629 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
2023-02-17 07:43:38,629 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 100.
2023-02-17 07:43:38,629 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 10, 'exit': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}.
2023-02-17 07:43:38,629 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 3.
2023-02-17 07:43:38,629 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.3556, '4818': 0.21275, '6395': 0.09024, '22372': 0}
2023-02-17 07:43:38,629 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 1h
2023-02-17 07:43:38,629 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.34549
2023-02-17 07:43:38,629 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
2023-02-17 07:43:38,630 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.22673
2023-02-17 07:43:38,630 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.2684
2023-02-17 07:43:38,630 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True
2023-02-17 07:43:38,630 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
2023-02-17 07:43:38,630 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
2023-02-17 07:43:38,630 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False, 'stoploss_on_exchange_interval': 60}
2023-02-17 07:43:38,630 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
2023-02-17 07:43:38,630 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
2023-02-17 07:43:38,630 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 100
2023-02-17 07:43:38,630 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using protections: []
2023-02-17 07:43:38,630 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 0
2023-02-17 07:43:38,630 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 10, 'exit': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}
2023-02-17 07:43:38,630 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
2023-02-17 07:43:38,630 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
2023-02-17 07:43:38,630 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
2023-02-17 07:43:38,630 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
2023-02-17 07:43:38,630 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
2023-02-17 07:43:38,630 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
2023-02-17 07:43:38,630 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
2023-02-17 07:43:38,630 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
2023-02-17 07:43:38,631 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 3
2023-02-17 07:43:38,631 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2023-02-17 07:43:38,638 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
2023-02-17 07:43:38,888 - freqtrade.optimize.backtesting - INFO - Loading data from 2022-01-01 00:00:00 up to 2023-02-17 06:00:00 (412 days).
2023-02-17 07:43:38,888 - freqtrade.configuration.timerange - WARNING - Moving start-date by 0 candles to account for startup time.
2023-02-17 07:43:38,888 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
2023-02-17 07:43:38,895 - freqtrade.optimize.backtesting - WARNING - Backtest result caching disabled due to use of open-ended timerange.
2023-02-17 07:43:38,895 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy GodStra
2023-02-17 07:43:38,896 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
2023-02-17 07:43:48,083 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2022-01-01 00:00:00 up to 2023-02-17 06:00:00 (412 days).
[0       False
1       False
2       False
3       False
4       False
        ...
9890    False
9891    False
9892    False
9893    False
9894    False
Name: trend_ichimoku_base, Length: 9895, dtype: bool]
[0       False
1       False
2       False
3       False
4       False
        ...
9890    False
9891    False
9892    False
9893    False
9894    False
Name: trend_ichimoku_base, Length: 9895, dtype: bool]
[0       False
1       False
2       False
3       False
4       False
        ...
9890    False
9891    False
9892    False
9893    False
9894    False
Name: trend_ichimoku_base, Length: 9895, dtype: bool]
[0       False
1       False
2       False
3       False
4       False
        ...
9890    False
9891    False
9892    False
9893    False
9894    False
Name: trend_ichimoku_base, Length: 9895, dtype: bool]
2023-02-17 07:43:48,453 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2023-02-17_07-43-48.meta.json"2023-02-17 07:43:48,459 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2023-02-17_07-43-48.json"
2023-02-17 07:43:48,463 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/.last_result.json"
Result for strategy GodStra
=========================================================== BACKTESTING REPORT ===========================================================
|     Pair |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |
|----------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| BTC/USDT |         0 |           0.00 |           0.00 |                 0 |           0.00 |           0:00 |     0     0     0     0 |
| ADA/USDT |         0 |           0.00 |           0.00 |                 0 |           0.00 |           0:00 |     0     0     0     0 |
| ETH/USDT |         0 |           0.00 |           0.00 |                 0 |           0.00 |           0:00 |     0     0     0     0 |
| SOL/USDT |         0 |           0.00 |           0.00 |                 0 |           0.00 |           0:00 |     0     0     0     0 |
|    TOTAL |         0 |           0.00 |           0.00 |                 0 |           0.00 |           0:00 |     0     0     0     0 |
=========================================================== ENTER TAG STATS ===========================================================
|   TAG |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |
|-------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| TOTAL |         0 |           0.00 |           0.00 |                 0 |           0.00 |           0:00 |     0     0     0     0 |
===================================================== EXIT REASON STATS =====================================================
|   Exit Reason |   Exits |   Win  Draws  Loss  Win% |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |
|---------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
======================================================= LEFT OPEN TRADES REPORT ========================================================
|   Pair |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |
|--------+-----------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
|  TOTAL |         0 |           0.00 |           0.00 |                 0 |           0.00 |           0:00 |     0     0     0     0 |
================================ SUMMARY METRICS ================================
No trades made. Your starting balance was 1000 USDT, and your stake was 100 USDT.
=================================================================================
xmatthias commented 1 year ago

GodStrategy is a strategy that trades quite rarely (depending on hyperopt results used). with only 4 pairs, it's very well possible that there's no trade over a 2 year period.

Best try with