First of all, thank you for sharing and continuously improving this strategy.
I have tested X7 extensively in Dry Run mode, and I genuinely believe it is one of the best Freqtrade strategies available. It addresses many of the challenges I have personally struggled with when building trading systems.
During my testing, however, I noticed a very minor behavior that might be worth reviewing.
Issue 1: Immediate Re-Entry After a Profitable Exit
In the attached examples, the bot exited a profitable ZEC trade and then re-entered the same pair almost immediately afterward.
The sequence was roughly:
1. Trade exits with profit.
2. A new entry signal appears shortly afterward.
3. The bot opens a new position on the same pair.
4. The market reverses, causing losses that partially or completely offset the previous profit.
While the re-entry signal may technically be valid according to the strategy logic, the immediate re-entry after a successful exit seems to increase the probability of giving back recently realized gains.
Issue 2: De-Risk Followed by Immediate Position Increase
I also observed situations where:
1. A position is partially reduced through a derisk_level_1 action.
2. Shortly afterward, the strategy triggers a Position Increase.
3. The bot effectively rebuilds the position that was just reduced.
This can lead to:
• Additional trading fees
• Increased churn
• Potential losses caused by frequent re-entry and scaling actions
• Reduced effectiveness of the original de-risk decision
Possible Improvement
Would it make sense to introduce some type of cooldown mechanism after:
• A profitable exit
• A de-risk event
For example:
• Prevent new entries on the same pair for a certain period of time (e.g., X candles).
• Require stricter confirmation conditions before allowing a re-entry.
• Apply additional filters before Position Increase is allowed after a de-risk event.
I do not have a specific implementation suggestion, so apologies for not being able to propose a concrete solution.
However, based on my Dry Run experience, I believe some protection against immediate re-entry could potentially reduce unnecessary losses and trading fees while preserving the overall quality of the strategy.
I would appreciate it if you could review whether this behavior is intentional and whether there might be room for improvement.
Thank you again for all your hard work and for sharing such an excellent strategy.
First of all, thank you for sharing and continuously improving this strategy.
I have tested X7 extensively in Dry Run mode, and I genuinely believe it is one of the best Freqtrade strategies available. It addresses many of the challenges I have personally struggled with when building trading systems.
During my testing, however, I noticed a very minor behavior that might be worth reviewing.
Issue 1: Immediate Re-Entry After a Profitable Exit
In the attached examples, the bot exited a profitable ZEC trade and then re-entered the same pair almost immediately afterward.
The sequence was roughly:
1. Trade exits with profit.
2. A new entry signal appears shortly afterward.
3. The bot opens a new position on the same pair.
4. The market reverses, causing losses that partially or completely offset the previous profit.
While the re-entry signal may technically be valid according to the strategy logic, the immediate re-entry after a successful exit seems to increase the probability of giving back recently realized gains.
Issue 2: De-Risk Followed by Immediate Position Increase
I also observed situations where:
1. A position is partially reduced through a derisk_level_1 action.
2. Shortly afterward, the strategy triggers a Position Increase.
3. The bot effectively rebuilds the position that was just reduced.
This can lead to:
• Additional trading fees
• Increased churn
• Potential losses caused by frequent re-entry and scaling actions
• Reduced effectiveness of the original de-risk decision
Possible Improvement
Would it make sense to introduce some type of cooldown mechanism after:
• A profitable exit
• A de-risk event
For example:
• Prevent new entries on the same pair for a certain period of time (e.g., X candles).
• Require stricter confirmation conditions before allowing a re-entry.
• Apply additional filters before Position Increase is allowed after a de-risk event.
I do not have a specific implementation suggestion, so apologies for not being able to propose a concrete solution.
However, based on my Dry Run experience, I believe some protection against immediate re-entry could potentially reduce unnecessary losses and trading fees while preserving the overall quality of the strategy.
I would appreciate it if you could review whether this behavior is intentional and whether there might be room for improvement.
Thank you again for all your hard work and for sharing such an excellent strategy.