added minimum win rate to config

config.json.example

@@ -55,19 +55,18 @@
     },
     "edge": {
         "enabled": false,
-        "process_throttle_secs": 1800,
-        "calculate_since_number_of_days": 14,
+        "process_throttle_secs": 3600,
+        "calculate_since_number_of_days": 2,
         "total_capital_in_stake_currency": 0.5,
         "allowed_risk": 0.01,
         "stoploss_range_min": -0.01,
         "stoploss_range_max": -0.1,
-        "stoploss_range_step": -0.001,
-        "maximum_winrate": 0.80,
+        "stoploss_range_step": -0.01,
+        "minimum_winrate": 0.60,
         "minimum_expectancy": 0.20,
-        "min_trade_number": 15,
+        "min_trade_number": 10,
         "max_trade_duration_minute": 1440,
-        "remove_pumps": true,
-        "minimum_delta": 1
+        "remove_pumps": false
     },
     "telegram": {
         "enabled": true,

config_full.json.example

@@ -61,18 +61,18 @@
     },
     "edge": {
         "enabled": false,
-        "process_throttle_secs": 1800,
-        "calculate_since_number_of_days": 14,
+        "process_throttle_secs": 3600,
+        "calculate_since_number_of_days": 2,
         "total_capital_in_stake_currency": 0.5,
         "allowed_risk": 0.01,
         "stoploss_range_min": -0.01,
         "stoploss_range_max": -0.1,
         "stoploss_range_step": -0.01,
-        "maximum_winrate": 0.80,
+        "minimum_winrate": 0.60,
         "minimum_expectancy": 0.20,
-        "min_trade_number": 15,
+        "min_trade_number": 10,
         "max_trade_duration_minute": 1440,
-        "remove_pumps": true
+        "remove_pumps": false
     },
     "experimental": {
         "use_sell_signal": false,

freqtrade/constants.py

@@ -182,7 +182,7 @@ CONF_SCHEMA = {
                 "stoploss_range_min": {'type': 'number'},
                 "stoploss_range_max": {'type': 'number'},
                 "stoploss_range_step": {'type': 'number'},
-                "maximum_winrate": {'type': 'number'},
+                "minimum_winrate": {'type': 'number'},
                 "minimum_expectancy": {'type': 'number'},
                 "min_trade_number": {'type': 'number'},
                 "max_trade_duration_minute": {'type': 'integer'},

freqtrade/edge/__init__.py

@@ -145,10 +145,18 @@ class Edge():
     def filter(self, pairs) -> list:
         # Filtering pairs acccording to the expectancy
         filtered_expectancy: list = []
+
+        # [pair, stoploss, winrate, risk reward ratio, required risk reward, expectancy]
         filtered_expectancy = [
-            x[0] for x in self._cached_pairs if x[5] > float(
-                self.edge_config.get(
-                    'minimum_expectancy', 0.2))]
+            x[0] for x in self._cached_pairs if (
+                (x[5] > float(
+                    self.edge_config.get(
+                        'minimum_expectancy',
+                        0.2))) & (
+                    x[2] > float(
+                        self.edge_config.get(
+                            'minimum_winrate',
+                            0.60))))]
 
         # Only return pairs which are included in "pairs" argument list
         final = [x for x in filtered_expectancy if x in pairs]