TS_Wavelet_FFT for futures

[maledicente]

I intend to create TS_Wavelet_FFT for future 3x, any tips?

[tomjrtsmith]

I've been having a bit of trouble getting leverage callback to work with the overlay strategies so let me know how you get on. Need to include 'optional' for the lev callback.

On Wed, Dec 13, 2023 at 9:55 AM Luiz Paulo Nievola @.***> wrote:

I intend to create TS_Wavelet_FFT for future 3x, any tips?

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[maledicente]

I include IntParameter to hyper

leverage_optimize = False
can_short = False
leverage_num = IntParameter(low=1, high=5, default=3, space='sell', optimize=leverage_optimize)

def leverage(self, pair: str, current_time: datetime, current_rate: float,
                 proposed_leverage: float, max_leverage: float, side: str,
                 **kwargs) -> float:

        return self.leverage_num.value

lev_callback it is not a mandatory method but you can include

def lev_callback(self, pair: str, timeframe: str, current_price: float, **kwargs) -> Optional[float]:
    # Cauculo da alavancagem
    lev = self.calculate_leverage(pair, timeframe, current_price)

    # Check if the leverage level is within the limits
    if lev > self.exchange.max_leverage:
        lev = None

    return lev

[maledicente]

[tomjrtsmith]

So did you put the lev callback in the overlay strat?

I find if you run it in the TS_Predict base class it won't run in the overlay.

On Wed, Dec 13, 2023 at 1:32 PM Luiz Paulo Nievola @.***> wrote:

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[maledicente]

I put in TS_Predict, works