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The list of ta-lib indicators used in the strategies #54

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hroff-1902 opened this issue Nov 27, 2019 · 10 comments
Open

The list of ta-lib indicators used in the strategies #54

hroff-1902 opened this issue Nov 27, 2019 · 10 comments

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@hroff-1902
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hroff-1902 commented Nov 27, 2019

This will help select a replacement library to move to from ta-lib.

$ egrep -roh 'ta\..*\(' .|sort -u
gives

ta.ADX(
ta.CCI(
ta.CDLHAMMER(
ta.CMO(
ta.EMA(
ta.MACD(
ta.MAX(
ta.MFI(
ta.MIN(
ta.MINUS_DI(
ta.MOM(
ta.PLUS_DI(
ta.RSI(
ta.SAR(
ta.SMA(
ta.STOCH(
ta.STOCHF(
ta.TEMA(

Total number of appearances to be changed:

$ egrep -r 'ta\..*\(' .|wc -l
163
@hroff-1902
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hroff-1902 commented Nov 27, 2019

Details on appearances:

$ egrep -roh 'ta\..*\(' .|sort|uniq -c
     14 ta.ADX(
     12 ta.CCI(
      1 ta.CDLHAMMER(
      1 ta.CMO(
     45 ta.EMA(
     14 ta.MACD(
      2 ta.MAX(
      8 ta.MFI(
      2 ta.MIN(
      3 ta.MINUS_DI(
      1 ta.MOM(
      2 ta.PLUS_DI(
     17 ta.RSI(
      4 ta.SAR(
     26 ta.SMA(
      1 ta.STOCH(
      8 ta.STOCHF(
      2 ta.TEMA(

@hroff-1902 hroff-1902 changed the title The list of ta-lib indicators used in the startegies The list of ta-lib indicators used in the strategies Nov 27, 2019
@hroff-1902
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For Finta, only ta.CDLHAMMER does not have a replacement.

@xmatthias
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I don't think we need to replace talib from the strategies repository to satisfy freqtrade/freqtrade#2509.
talib is a good library - which i think is perfectly fine to include in strategies IF needed (but we should not hard-depend on it as we do now).

We need to remove it from Default / Sample Strategy - and from here "where possible" - maybe.

@hroff-1902
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Than it should be added as dependency here. The custom version with the patch...

@xmatthias
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The custom version with the patch...

I'm not sure i understand what you'd patch ...

@hroff-1902
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The patch to ta-lib, which is required for cryptos due to low asset price values,
this one:
https://github.com/freqtrade/freqtrade/blob/5e09913e3dc37d2d330be765a48f2722dcc68253/build_helpers/install_ta-lib.sh#L10

@xmatthias
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ah that patch ... - sorry - it wasn't really clear.

we'll also need to keep it in freqtrade (imho) itself - removing ta-lib from the docker image will risk breaking peoples running strategies ... which is ... bad . . .

@hroff-1902
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it's easier to keep it in the docker (because it's build in a more predeterminated environment and conditions) than to keep it a general dependency...

@stigmaknight123
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I think TA modules need to be included in docker images. Some of the strats won't run without them.

@xmatthias
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The main TA modules (ta-lib, technical) are included in the docker images.

There's literally 100ds of others out there - if you need one of these, you can use the docker dependency instruction to include them in your docker image.

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