Add sell signal hyperopt

freqtrade/arguments.py

@@ -272,7 +272,7 @@ class Arguments(object):
             '-s', '--spaces',
             help='Specify which parameters to hyperopt. Space separate list. \
                   Default: %(default)s',
-            choices=['all', 'buy', 'roi', 'stoploss'],
+            choices=['all', 'buy', 'sell', 'roi', 'stoploss'],
             default='all',
             nargs='+',
             dest='spaces',

freqtrade/optimize/default_hyperopt.py

@@ -93,6 +93,67 @@ class DefaultHyperOpts(IHyperOpt):
             Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
         ]
 
+    @staticmethod
+    def sell_strategy_generator(params: Dict[str, Any]) -> Callable:
+        """
+        Define the sell strategy parameters to be used by hyperopt
+        """
+        def populate_sell_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
+            """
+            Sell strategy Hyperopt will build and use
+            """
+            # print(params)
+            conditions = []
+            # GUARDS AND TRENDS
+            if 'sell-mfi-enabled' in params and params['sell-mfi-enabled']:
+                conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
+            if 'sell-fastd-enabled' in params and params['sell-fastd-enabled']:
+                conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
+            if 'sell-adx-enabled' in params and params['sell-adx-enabled']:
+                conditions.append(dataframe['adx'] > params['sell-adx-value'])
+            if 'sell-rsi-enabled' in params and params['sell-rsi-enabled']:
+                conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
+
+            # TRIGGERS
+            if 'sell-trigger' in params:
+                if params['sell-trigger'] == 'sell-bb_lower':
+                    conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
+                if params['sell-trigger'] == 'sell-macd_cross_signal':
+                    conditions.append(qtpylib.crossed_above(
+                        dataframe['macd'], dataframe['macdsignal']
+                    ))
+                if params['sell-trigger'] == 'sell-sar_reversal':
+                    conditions.append(qtpylib.crossed_above(
+                        dataframe['close'], dataframe['sar']
+                    ))
+
+            dataframe.loc[
+                reduce(lambda x, y: x & y, conditions),
+                'sell'] = 1
+
+            return dataframe
+
+        return populate_sell_trend
+
+    @staticmethod
+    def sell_indicator_space() -> List[Dimension]:
+        """
+        Define your Hyperopt space for searching sell strategy parameters
+        """
+        return [
+            Integer(75, 100, name='sell-mfi-value'),
+            Integer(50, 100, name='sell-fastd-value'),
+            Integer(50, 100, name='sell-adx-value'),
+            Integer(60, 100, name='sell-rsi-value'),
+            Categorical([True, False], name='sell-mfi-enabled'),
+            Categorical([True, False], name='sell-fastd-enabled'),
+            Categorical([True, False], name='sell-adx-enabled'),
+            Categorical([True, False], name='sell-rsi-enabled'),
+            Categorical(['sell-bb_lower',
+                         'sell-macd_cross_signal',
+                         'sell-sar_reversal'], name='sell-trigger')
+        ]
+
     @staticmethod
     def generate_roi_table(params: Dict) -> Dict[int, float]:
         """

freqtrade/optimize/hyperopt.py

@@ -151,6 +151,9 @@ class Hyperopt(Backtesting):
         spaces: List[Dimension] = []
         if self.has_space('buy'):
             spaces += self.custom_hyperopt.indicator_space()
+        if self.has_space('sell'):
+            spaces += self.custom_hyperopt.sell_indicator_space()
+            self.config['experimental']['use_sell_signal'] = True
         if self.has_space('roi'):
             spaces += self.custom_hyperopt.roi_space()
         if self.has_space('stoploss'):
@@ -165,6 +168,9 @@ class Hyperopt(Backtesting):
         if self.has_space('buy'):
             self.advise_buy = self.custom_hyperopt.buy_strategy_generator(params)
 
+        if self.has_space('sell'):
+            self.advise_sell = self.custom_hyperopt.sell_strategy_generator(params)
+
         if self.has_space('stoploss'):
             self.strategy.stoploss = params['stoploss']
 
@@ -247,7 +253,7 @@ class Hyperopt(Backtesting):
             timerange=timerange
         )
 
-        if self.has_space('buy'):
+        if self.has_space('buy') or self.has_space('sell'):
             self.strategy.advise_indicators = \
                 self.custom_hyperopt.populate_indicators  # type: ignore
         dump(self.strategy.tickerdata_to_dataframe(data), TICKERDATA_PICKLE)

freqtrade/optimize/hyperopt_interface.py

@@ -37,6 +37,13 @@ class IHyperOpt(ABC):
         Create a buy strategy generator
         """
 
+    @staticmethod
+    @abstractmethod
+    def sell_strategy_generator(params: Dict[str, Any]) -> Callable:
+        """
+        Create a sell strategy generator
+        """
+
     @staticmethod
     @abstractmethod
     def indicator_space() -> List[Dimension]:
@@ -44,6 +51,13 @@ class IHyperOpt(ABC):
         Create an indicator space
         """
 
+    @staticmethod
+    @abstractmethod
+    def sell_indicator_space() -> List[Dimension]:
+        """
+        Create a sell indicator space
+        """
+
     @staticmethod
     @abstractmethod
     def generate_roi_table(params: Dict) -> Dict[int, float]:

user_data/hyperopts/sample_hyperopt.py

@@ -102,6 +102,67 @@ class SampleHyperOpts(IHyperOpt):
             Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
         ]
 
+    @staticmethod
+    def sell_strategy_generator(params: Dict[str, Any]) -> Callable:
+        """
+        Define the sell strategy parameters to be used by hyperopt
+        """
+        def populate_sell_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
+            """
+            Sell strategy Hyperopt will build and use
+            """
+            # print(params)
+            conditions = []
+            # GUARDS AND TRENDS
+            if 'sell-mfi-enabled' in params and params['sell-mfi-enabled']:
+                conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
+            if 'sell-fastd-enabled' in params and params['sell-fastd-enabled']:
+                conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
+            if 'sell-adx-enabled' in params and params['sell-adx-enabled']:
+                conditions.append(dataframe['adx'] > params['sell-adx-value'])
+            if 'sell-rsi-enabled' in params and params['sell-rsi-enabled']:
+                conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
+
+            # TRIGGERS
+            if 'sell-trigger' in params:
+                if params['sell-trigger'] == 'sell-bb_lower':
+                    conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
+                if params['sell-trigger'] == 'sell-macd_cross_signal':
+                    conditions.append(qtpylib.crossed_above(
+                        dataframe['macd'], dataframe['macdsignal']
+                    ))
+                if params['sell-trigger'] == 'sell-sar_reversal':
+                    conditions.append(qtpylib.crossed_above(
+                        dataframe['close'], dataframe['sar']
+                    ))
+
+            dataframe.loc[
+                reduce(lambda x, y: x & y, conditions),
+                'sell'] = 1
+
+            return dataframe
+
+        return populate_sell_trend
+
+    @staticmethod
+    def sell_indicator_space() -> List[Dimension]:
+        """
+        Define your Hyperopt space for searching sell strategy parameters
+        """
+        return [
+            Integer(75, 100, name='sell-mfi-value'),
+            Integer(50, 100, name='sell-fastd-value'),
+            Integer(50, 100, name='sell-adx-value'),
+            Integer(60, 100, name='sell-rsi-value'),
+            Categorical([True, False], name='sell-mfi-enabled'),
+            Categorical([True, False], name='sell-fastd-enabled'),
+            Categorical([True, False], name='sell-adx-enabled'),
+            Categorical([True, False], name='sell-rsi-enabled'),
+            Categorical(['sell-bb_lower',
+                         'sell-macd_cross_signal',
+                         'sell-sar_reversal'], name='sell-trigger')
+        ]
+
     @staticmethod
     def generate_roi_table(params: Dict) -> Dict[int, float]:
         """