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Add ability to hyperopt max_open_trades #5963

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briankudera opened this issue Nov 24, 2021 · 1 comment · Fixed by #7976
Closed

Add ability to hyperopt max_open_trades #5963

briankudera opened this issue Nov 24, 2021 · 1 comment · Fixed by #7976
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Enhancement Enhancements to the bot. Get lower priority than bugs by default. Good first issue Good issues to get familiar and start contributing to freqtrade Hyperopt Hyperopt related issues and pull requests

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@briankudera
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Describe your environment

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Describe the enhancement

Currently it seems the max_open_trades can have significant impact on profit. The only way I have been able to find a good number is to run several backtests one at a time and changing the setting and then comparing the results.
I'm wondering about the likelihood of adding this as a new hyperopt space. I realize HO is all strategy specific, and max_open_trades is bot specific, so this might be a lot of work.
@xmatthias xmatthias added Enhancement Enhancements to the bot. Get lower priority than bugs by default. Hyperopt Hyperopt related issues and pull requests labels Nov 25, 2021
@xmatthias
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it actually isn't (not really, anyway) - as max_open_trades is a parameter to backtesting - hyperopting it should be pretty easy.

The only "real" problem i see is that max_open_trades is currently only configurable from within the configuration (not from the strategy) - so the configuration will (in backtesting) always overwrite what you assigned.
This can obviously be changed, but as almost everyone will have max_open_trades in the config (it's a must, really) - we must be clear in documenting this (and at the same time, enabling it to be set from the strategy).

I'd encourage you to try working on this yourself and creating a PR (which i can then assist in case of problems in the PR comments).

you can take the changes done in #5360 for protection hyperopt as an example (although you'll need to ignore certain things as it also adds a new parametertype).

@xmatthias xmatthias added the Good first issue Good issues to get familiar and start contributing to freqtrade label Dec 4, 2021
@adarkforce adarkforce mentioned this issue Jan 4, 2023
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@xmatthias xmatthias linked a pull request Jan 4, 2023 that will close this issue
Hyperopt Max open trades #7976
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Enhancement Enhancements to the bot. Get lower priority than bugs by default. Good first issue Good issues to get familiar and start contributing to freqtrade Hyperopt Hyperopt related issues and pull requests
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Hyperopt Max open trades adarkforce/freqtrade
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@xmatthias @briankudera