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Rikj000 avatar Rikj000 commented on July 26, 2024 1

Since my last update to this issue I implemented the configurable roi_time_interval_scaling & roi_value_step_scaling settings.
These allow to fine-tune ROI more, and make it less bad.

However it still didn't prove to bring any benefits compared to optimizing MGM without ROI.
I would still keep away from it until above improvements have been implemented.

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Rikj000 avatar Rikj000 commented on July 26, 2024 1

roi_delay implemented in: 7c08e91...5b52cd9

Please test out various possibilities with the new ROI settings!
I so far just tested a handful of configuration possibilities so there's a good chance that we can still improve upon this section! 🚀

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Rikj000 avatar Rikj000 commented on July 26, 2024

Slowly but surely ROI is changing into something decent with these new changes! 🔥
I haven't played with much of the config possibilities of the new timeframes section yet so feel free to do so!
Perhaps we can still improve further upon those! 🚀

(All of these tests where done with roi_when_trend already implemented and a timeframe of 30m)

Show/Hide Test Results

HyperOpt - ROI Timeframe = 30m

hyperopt_roi_timeframe_30m_roi_when_trend

HyperOpt - ROI Timeframe = 4h

hyperopt_roi_timeframe_4h_roi_when_trend

BackTest - ROI Timeframe = 30m

backtest_roi_timeframe_30m_roi_when_trend

BackTest - ROI Timeframe = 4h

backtest_roi_timeframe_4h_roi_when_trend

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Rikj000 avatar Rikj000 commented on July 26, 2024

Happy to announce that the new roi_delay setting (Not yet committed) is another improvement! 🥳

Following test's where done using:

  • HO1 spaces buy sell
  • HO2 spaces buy sell roi+ roi_delay 120
Show/Hide Test Results

HyperOpt - Results

hyperopt_roi_delay

BackTest - Sell Reasons

backtest_roi_delay_sell_reasons

BackTest - Summary

backtest_roi_delay_summary

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Rikj000 avatar Rikj000 commented on July 26, 2024

Test 1

For this test both HO 1 & HO 2 have been done on new random states using spaces = buy sell roi + roi_delay = 300

If we compare these to my previous set of tests then we can notice that it doesn't seem ideal to already HyperOpt ROI on the initial HyperOpt 1 Run.

Show/Hide Test 1 Results

HyperOpt - Results

hyperopt_results_test_1

BackTest - Sell Reasons

backtest_sell_reasons_test_1

BackTest - Summary

backtest_summary_test_1

Test 2

For this test I used the same random states as in my previously posted tests.

  • HO 1: Has been done using spaces = buy sell + unclogger
  • HO 2: Has been done using spaces = buy sell roi + unclogger + roi_delay = 300

These results are better then Test 1, however I think I still prefer the results of my previous post a little better
(Basically same test with roi_delay = 120)

Show/Hide Test 2 Results

HyperOpt - Results

hyperopt_results_test_2

BackTest - Sell Reasons

backtest_sell_reasons_test_2

BackTest - Summary

backtest_summary_test_2

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