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Update CAKE

This commit is contained in:
Claudio Maradonna 2021-05-01 21:07:32 +02:00
parent 1562826fba
commit 8be17dabe4
Signed by: claudiomaradonna
GPG Key ID: 0CBA58694C5680D9
2 changed files with 8 additions and 8 deletions
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2
USDT/CAKE.md
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@ -8,4 +8,4 @@
| [CAKE_4](USDT/CAKE_4.py) | 2021-03-27 21:30:00 | 2021-04-28 19:05:00 | 112.28% | 1.23% | -81.77138 | SharpeHyperOptLoss | | |
| [CAKE_5](USDT/CAKE_5.py) | 2021-03-27 21:30:00 | 2021-04-30 08:25:00 | 97.07% | 1.13% | -1,287,918.09897 | SortinoHyperOptLoss | 29 | |
| [CAKE_6](USDT/CAKE_6.py) | 2021-03-27 21:30:00 | 2021-04-30 19:00:00 | 97.07% | 1.10% | -1,301,216.89221 | SortinoHyperOptLoss | 38580 | |
| [CAKE_7](USDT/CAKE_7.py) | 2021-03-31 21:30:00 | 2021-05-01 07:45:00 | 75.27% | 1.32% | -387,299.92430 | SortinoHyperOptLoss | 61047 | 29/28/0 |
| [CAKE_7](USDT/CAKE_7.py) | 2021-03-31 21:30:00 | 2021-05-01 17:40:00 | 77.63% | 1.32% | -406,221.09900 | SortinoHyperOptLoss | 7723 | 31/28/0 |

14
USDT/CAKE_7.py
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@ -349,7 +349,7 @@ class CAKE_7(IStrategy):
(
#(dataframe['adx'] > 22) &
(dataframe['mfi'] < 21) &
# (dataframe['fastd'] < 27) &
(dataframe['fastd'] < 44) &
(dataframe['close'] < dataframe['bb_lowerband'])
#qtpylib.crossed_above(dataframe['close'], dataframe['sar'])
),
@ -366,14 +366,14 @@ class CAKE_7(IStrategy):
"""
dataframe.loc[
(
(dataframe['adx'] < 57) &
#(dataframe['fastd'] > 86) &
#(dataframe['mfi'] > 92) &
(dataframe['rsi'] > 82) &
#(dataframe['adx'] < 57) &
(dataframe['fastd'] > 93) &
(dataframe['mfi'] > 92) &
#(dataframe['rsi'] > 82) &
#(dataframe['close'] > dataframe['bb_upperband'])
#(qtpylib.crossed_above(dataframe['macdsignal'], dataframe['macd']))
(qtpylib.crossed_above(dataframe['macdsignal'], dataframe['macd']))
(qtpylib.crossed_above(dataframe['sar'], dataframe['close']))
#(qtpylib.crossed_above(dataframe['sar'], dataframe['close']))
#(qtpylib.crossed_above(dataframe['rsi'], 70)) & # Signal: RSI crosses above 70
#(dataframe['tema'] > dataframe['bb_middleband']) & # Guard: tema above BB middle
#(dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard: tema is falling