From 8be17dabe4fdaa1d8b5c02003b96087a5d598cca Mon Sep 17 00:00:00 2001 From: Claudio Maradonna Date: Sat, 1 May 2021 21:07:32 +0200 Subject: [PATCH] Update CAKE --- USDT/CAKE.md | 2 +- USDT/CAKE_7.py | 14 +++++++------- 2 files changed, 8 insertions(+), 8 deletions(-) diff --git a/USDT/CAKE.md b/USDT/CAKE.md index 98aaf6b..7449a51 100644 --- a/USDT/CAKE.md +++ b/USDT/CAKE.md @@ -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 | diff --git a/USDT/CAKE_7.py b/USDT/CAKE_7.py index 395168e..57c6bed 100644 --- a/USDT/CAKE_7.py +++ b/USDT/CAKE_7.py @@ -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