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Updated Calculator Report with Losing Open Trade Sell Unclogger
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@Rikj000
Rikj000 committed Apr 21, 2021
1 parent 3c5077c commit 27483f6
Showing 1 changed file with 112 additions and 57 deletions.
169 changes: 112 additions & 57 deletions user_data/mgm_tools/Total-Overall-Signal-Importance-Calculator.py
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Expand Up @@ -2,6 +2,7 @@
import argparse
import json
import sys

# --------------------------------

# Total Overall Signal Importance Calculator for MoniGoMani v0.9.0
Expand All @@ -18,68 +19,87 @@

# Buy hyperspace params:
buy_params = {
'buy__downwards_trend_total_signal_needed': 54,
'buy__sideways_trend_total_signal_needed': 82,
'buy__upwards_trend_total_signal_needed': 37,
'buy_downwards_trend_adx_strong_up_weight': 92,
'buy_downwards_trend_bollinger_bands_weight': 3,
'buy_downwards_trend_ema_long_golden_cross_weight': 8,
'buy_downwards_trend_ema_short_golden_cross_weight': 34,
'buy_downwards_trend_rsi_weight': 36,
'buy_downwards_trend_sma_long_golden_cross_weight': 80,
'buy_downwards_trend_sma_short_golden_cross_weight': 92,
'buy_sideways_trend_adx_strong_up_weight': 12,
'buy_sideways_trend_bollinger_bands_weight': 1,
'buy_sideways_trend_ema_long_golden_cross_weight': 10,
'buy_sideways_trend_ema_short_golden_cross_weight': 6,
'buy_sideways_trend_macd_weight': 68,
'buy_sideways_trend_rsi_weight': 90,
'buy_sideways_trend_sma_long_golden_cross_weight': 77,
'buy_sideways_trend_sma_short_golden_cross_weight': 9,
'buy_sideways_trend_vwap_cross_weight': 40,
'buy___trades_when_downwards': True,
'buy___trades_when_sideways': False,
'buy___trades_when_upwards': True,
'buy__downwards_trend_total_signal_needed': 25,
'buy__sideways_trend_total_signal_needed': 73,
'buy__upwards_trend_total_signal_needed': 58,
'buy_downwards_trend_adx_strong_up_weight': 51,
'buy_downwards_trend_bollinger_bands_weight': 60,
'buy_downwards_trend_ema_long_golden_cross_weight': 48,
'buy_downwards_trend_ema_short_golden_cross_weight': 17,
'buy_downwards_trend_macd_weight': 0,
'buy_downwards_trend_rsi_weight': 84,
'buy_downwards_trend_sma_long_golden_cross_weight': 24,
'buy_downwards_trend_sma_short_golden_cross_weight': 83,
'buy_downwards_trend_vwap_cross_weight': 0,
'buy_sideways_trend_adx_strong_up_weight': 42,
'buy_sideways_trend_bollinger_bands_weight': 32,
'buy_sideways_trend_ema_long_golden_cross_weight': 90,
'buy_sideways_trend_ema_short_golden_cross_weight': 89,
'buy_sideways_trend_macd_weight': 44,
'buy_sideways_trend_rsi_weight': 33,
'buy_sideways_trend_sma_long_golden_cross_weight': 20,
'buy_sideways_trend_sma_short_golden_cross_weight': 76,
'buy_sideways_trend_vwap_cross_weight': 46,
'buy_upwards_trend_adx_strong_up_weight': 94,
'buy_upwards_trend_bollinger_bands_weight': 90,
'buy_upwards_trend_ema_short_golden_cross_weight': 12,
'buy_upwards_trend_macd_weight': 22,
'buy_upwards_trend_rsi_weight': 76,
'buy_upwards_trend_sma_long_golden_cross_weight': 22,
'buy_upwards_trend_vwap_cross_weight': 81
'buy_upwards_trend_bollinger_bands_weight': 34,
'buy_upwards_trend_ema_long_golden_cross_weight': 0,
'buy_upwards_trend_ema_short_golden_cross_weight': 54,
'buy_upwards_trend_macd_weight': 65,
'buy_upwards_trend_rsi_weight': 36,
'buy_upwards_trend_sma_long_golden_cross_weight': 41,
'buy_upwards_trend_sma_short_golden_cross_weight': 0,
'buy_upwards_trend_vwap_cross_weight': 27
}

# Sell hyperspace params:
sell_params = {
'sell___unclogger_minimal_losing_trade_duration_minutes': 31,
'sell___unclogger_minimal_losing_trades_open': 14,
'sell___unclogger_percentage_open_trades_losing': 33,
'sell___unclogger_trend_lookback_candles_window': 25,
'sell__downwards_trend_total_signal_needed': 87,
'sell__sideways_trend_total_signal_needed': 21,
'sell__upwards_trend_total_signal_needed': 36,
'sell_downwards_trend_bollinger_bands_weight': 79,
'sell_downwards_trend_ema_long_death_cross_weight': 48,
'sell_downwards_trend_ema_short_death_cross_weight': 50,
'sell_downwards_trend_macd_weight': 11,
'sell_downwards_trend_sma_long_death_cross_weight': 88,
'sell_downwards_trend_sma_short_death_cross_weight': 44,
'sell_downwards_trend_vwap_cross_weight': 74,
'sell_sideways_trend_adx_strong_down_weight': 30,
'sell_sideways_trend_bollinger_bands_weight': 11,
'sell_sideways_trend_ema_long_death_cross_weight': 60,
'sell_sideways_trend_macd_weight': 95,
'sell_sideways_trend_rsi_weight': 51,
'sell_sideways_trend_sma_long_death_cross_weight': 33,
'sell_sideways_trend_sma_short_death_cross_weight': 69,
'sell_sideways_trend_vwap_cross_weight': 71,
'sell_upwards_trend_adx_strong_down_weight': 4,
'sell_upwards_trend_bollinger_bands_weight': 71,
'sell_upwards_trend_ema_long_death_cross_weight': 18,
'sell_upwards_trend_ema_short_death_cross_weight': 59,
'sell_upwards_trend_macd_weight': 41,
'sell_upwards_trend_rsi_weight': 57,
'sell_upwards_trend_sma_long_death_cross_weight': 96,
'sell_upwards_trend_sma_short_death_cross_weight': 1,
'sell_upwards_trend_vwap_cross_weight': 56
'sell___trades_when_downwards': True,
'sell___trades_when_sideways': True,
'sell___trades_when_upwards': False,
'sell___unclogger_enabled': True,
'sell___unclogger_enabled_when_downwards': True,
'sell___unclogger_enabled_when_sideways': True,
'sell___unclogger_enabled_when_upwards': False,
'sell___unclogger_minimal_losing_trade_duration_minutes': 46,
'sell___unclogger_minimal_losing_trades_open': 11,
'sell___unclogger_percentage_open_trades_losing': 69,
'sell___unclogger_trend_lookback_candles_window': 100,
'sell__downwards_trend_total_signal_needed': 93,
'sell__sideways_trend_total_signal_needed': 12,
'sell__upwards_trend_total_signal_needed': 87,
'sell_downwards_trend_adx_strong_down_weight': 65,
'sell_downwards_trend_bollinger_bands_weight': 23,
'sell_downwards_trend_ema_long_death_cross_weight': 57,
'sell_downwards_trend_ema_short_death_cross_weight': 21,
'sell_downwards_trend_macd_weight': 88,
'sell_downwards_trend_rsi_weight': 0,
'sell_downwards_trend_sma_long_death_cross_weight': 55,
'sell_downwards_trend_sma_short_death_cross_weight': 26,
'sell_downwards_trend_vwap_cross_weight': 22,
'sell_sideways_trend_adx_strong_down_weight': 0,
'sell_sideways_trend_bollinger_bands_weight': 90,
'sell_sideways_trend_ema_long_death_cross_weight': 29,
'sell_sideways_trend_ema_short_death_cross_weight': 0,
'sell_sideways_trend_macd_weight': 75,
'sell_sideways_trend_rsi_weight': 11,
'sell_sideways_trend_sma_long_death_cross_weight': 99,
'sell_sideways_trend_sma_short_death_cross_weight': 86,
'sell_sideways_trend_vwap_cross_weight': 89,
'sell_upwards_trend_adx_strong_down_weight': 33,
'sell_upwards_trend_bollinger_bands_weight': 79,
'sell_upwards_trend_ema_long_death_cross_weight': 93,
'sell_upwards_trend_ema_short_death_cross_weight': 72,
'sell_upwards_trend_macd_weight': 53,
'sell_upwards_trend_rsi_weight': 39,
'sell_upwards_trend_sma_long_death_cross_weight': 68,
'sell_upwards_trend_sma_short_death_cross_weight': 33,
'sell_upwards_trend_vwap_cross_weight': 55
}


########################################################################################################################
# END OF HYPEROPT BUY/SELL RESULTS COPY-PASTE SECTION #
########################################################################################################################
Expand Down Expand Up @@ -112,6 +132,7 @@ def print_section_header(header, whitespace=True):

initial_offset = 40
signal_format = '{:<35s}{:>6s}'
unclogger_format = '{:<45s}{:>6s}'
full_signal_format = '{:<35s}{:>6s} | {:>6s} | {:>6s} | {:>6s}'


Expand Down Expand Up @@ -147,6 +168,37 @@ def print_full_avg_signal(signal, importance, avg_weights):
str(round(avg_weights["avg_upwards_trend_" + signal + "_weight"], 2)) + "%"))


def print_sell_unclogger_signal():
print("")
if 'sell___unclogger_enabled' in sell_params:
print(unclogger_format.format("enabled:",
str(sell_params['sell___unclogger_enabled']).replace(".0", "")))
if 'sell___unclogger_enabled_when_downwards' in sell_params:
print(unclogger_format.format("enabled_when_downwards:",
str(sell_params['sell___unclogger_enabled_when_downwards']).replace(".0", "")))
if 'sell___unclogger_enabled_when_sideways' in sell_params:
print(unclogger_format.format("enabled_when_sideways:",
str(sell_params['sell___unclogger_enabled_when_sideways']).replace(".0", "")))
if 'sell___unclogger_enabled_when_upwards' in sell_params:
print(unclogger_format.format("enabled_when_upwards:",
str(sell_params['sell___unclogger_enabled_when_upwards']).replace(".0", "")))
if 'sell___unclogger_minimal_losing_trade_duration_minutes' in sell_params:
print(unclogger_format.format("minimal_losing_trade_duration_minutes:",
str(sell_params['sell___unclogger_minimal_losing_trade_duration_minutes'])
.replace(".0", "")))
if 'sell___unclogger_minimal_losing_trades_open' in sell_params:
print(unclogger_format.format("minimal_losing_trades_open:",
str(sell_params['sell___unclogger_minimal_losing_trades_open'])
.replace(".0", "")))
if 'sell___unclogger_percentage_open_trades_losing' in sell_params:
print(unclogger_format.format("percentage_open_trades_losing:",
str(sell_params['sell___unclogger_percentage_open_trades_losing']) + "%"))
if 'sell___unclogger_trend_lookback_candles_window' in sell_params:
print(unclogger_format.format("trend_lookback_candles_window:",
str(sell_params['sell___unclogger_trend_lookback_candles_window'])
.replace(".0", "")))


def print_fixed_buy_sell_params():
print("(buy/sell___trades_when_downwards/sideways/upwards might still be missing!)")
print("")
Expand Down Expand Up @@ -199,7 +251,7 @@ def main():
'rsi',
'sma_long_death_cross',
'sma_short_death_cross',
'vwap_cross',
'vwap_cross'
]

combined_indicator_names = {
Expand Down Expand Up @@ -275,6 +327,9 @@ def main():
for signal, importance in total_overall_sell_weights.items():
print_full_sell_signal(signal, importance)

print_section_header("Losing Open Trade Sell Unclogger:")
print_sell_unclogger_signal()

if args.fix_missing or (args.precision_used != 1):
print_section_header("Buy/Sell Hyperspace Params (Missing Zero Fixed):")
print_fixed_buy_sell_params()
Expand Down

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