3 Dec 2022 |
| Msalah joined the room. | 16:58:54 |
Msalah | Hey guys, I;m trying to install everything on Windows 11 and its just not working at all. After I use the mgm-hurry command it simply says failed creating virtual environment, any advice? | 17:01:07 |
Msalah | is there a better way to install besides using WSL? | 17:01:27 |
rikj000 | MGM is written on/for Linux, been developing on Manjaro | 17:34:44 |
6 Dec 2022 |
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11 Dec 2022 |
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14 Dec 2022 |
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30 Dec 2022 |
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6 Jan 2023 |
| bumble joined the room. | 17:56:14 |
| unRekable#6092 joined the room. | 23:29:06 |
unRekable#6092 | Hey guys 🙂 I'm new to MGM. I began playing around with it and run my first hyperopt right now!
I have 2 questions: a) is MGM able to short and long, using a small leverage, if so, are there finished strategies for that which we can use for hyperoptimization? b) is there a way to use risk percentage as trade mode? so, in this case leverage will be only used as tool to get that risk %. A small risk around 2-4% would be fine, so I can select a few pairs and test on it, i.e. ETH, BTC.
Appreciated guys! 🙂 | 23:29:07 |
unRekable#6092 | I think that shorting in a bear market is very important, even if it's just 1x leverage and likely a lot more profitable if you're not limited to buying only 😄 | 23:30:54 |
unRekable#6092 | Since freqtrade supports leverage since a while I guess it should be possible with MGM too? I just have never seen anything like risk percentage, or even ATR for the SL finding by default (though, I'm not an python expert and for sure ATR could be written in a strategy). | 23:32:42 |
unRekable#6092 | Download image.png | 23:39:03 |
unRekable#6092 | Download image.png | 23:39:03 |
unRekable#6092 | RAM usage isn't huge as well (would love to have it accelerate 50GB RAM+ later when I use more optimized config/strategy). When I had used a lot pairs first in the config json I was getting this error message from the pic (with ETH and BTC only it worked). | 23:39:03 |
8 Jan 2023 |
unRekable#6092 | Download image.png | 00:52:31 |
unRekable#6092 | How is it possible to have a max DD over 100%? Not sure if I understand that correctly. | 00:52:31 |
rikj000 | a) Futures (leveraged long/shorts) are not supported by MGM at this time. You can try updating Freqtrade to the latest version, however it's not guaranteed that MGM will work correctly under it. The latest supported Freqtrade version is mentioned at the home page of the MGM docs.
b) I think you can modify a HyperOptLoss to check against risk, and to punish/reward your objective if the risk is between a level you'd like to see. | 02:41:06 |
unRekable#6092 | Yeah, for risk percentage I would have to use lvg as tool to get to that risk %. I say that, because small price movements & spot wise, can be a TP and with risk percentage a huge profit, if you can maintain a good winrate it's superb. | 02:42:49 |
unRekable#6092 | * Yeah, for risk percentage I would have to use lvg as tool to get to that risk %. I say that, because small price movements % spot wise, can be a TP and with risk percentage a huge profit, if you can maintain a good winrate it's superb. | 02:43:01 |
rikj000 | Freqtrade will aim to use as little RAM as possible. Less RAM usage = Faster HOs.
If you want to use +50Gbs of RAM, try a HO over a list of +50 coin pairs, or a few years of data instead of a few months.
This will increase the HO searchspace by a massive amount though, which will likely require more then 800-1200 epochs, which again will take longer to run + use more RAM (because each epoch uses all the data of all previous epochs) | 02:43:58 |
rikj000 | Error message appears to be from trying a too new/unsupported Freqtrade with MGM | 02:45:02 |
rikj000 | Since it's talking about 'Futures' | 02:45:20 |
unRekable#6092 | Download image.png | 02:46:07 |
unRekable#6092 | That's something I use on Tradingview, backtest is with 3% risk percentage. I'm just not too happy with TV and the exchange finandy I'm using it on 😄 | 02:46:07 |
unRekable#6092 | I've used default MGM, didn't update anything | 02:46:27 |
unRekable#6092 | Can you tell me what the "Max Drawdown" on the Hyperopt is referring too? I'm sure it's not a Max. DD% for a single trade since that can't go above 100% | 02:48:50 |
unRekable#6092 | I'd love to try something with futures since I'm a huge fan of risk percentage, and even with leverage you can keep the risk relatively small, and therefore you use hyperopt for a good result | 02:48:53 |