Update setting to max_entry_position_adjustment
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@ -173,7 +173,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
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| `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. <br> *Defaults to `json`*. <br> **Datatype:** String
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| `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. <br> *Defaults to `json`*. <br> **Datatype:** String
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| `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `jsongz`*. <br> **Datatype:** String
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| `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `jsongz`*. <br> **Datatype:** String
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| `position_adjustment_enable` | Enables the strategy to use position adjustments (additional buys or sells). [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*<br> **Datatype:** Boolean
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| `position_adjustment_enable` | Enables the strategy to use position adjustments (additional buys or sells). [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*<br> **Datatype:** Boolean
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| `max_buy_position_adjustment` | Maximum additional buy(s) for each open trade on top of the first buy. Set it to `-1` for unlimited additional buys. [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `-1`.*<br> **Datatype:** Positive Integer or -1
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| `max_entry_position_adjustment` | Maximum additional buy(s) for each open trade on top of the first entry Order. Set it to `-1` for unlimited additional additional orders. [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `-1`.*<br> **Datatype:** Positive Integer or -1
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### Parameters in the strategy
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### Parameters in the strategy
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@ -199,7 +199,7 @@ Values set in the configuration file always overwrite values set in the strategy
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* `ignore_roi_if_buy_signal`
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* `ignore_roi_if_buy_signal`
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* `ignore_buying_expired_candle_after`
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* `ignore_buying_expired_candle_after`
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* `position_adjustment_enable`
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* `position_adjustment_enable`
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* `max_buy_position_adjustment`
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* `max_entry_position_adjustment`
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### Configuring amount per trade
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### Configuring amount per trade
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@ -579,13 +579,13 @@ The `position_adjustment_enable` strategy property enables the usage of `adjust_
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For performance reasons, it's disabled by default and freqtrade will show a warning message on startup if enabled.
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For performance reasons, it's disabled by default and freqtrade will show a warning message on startup if enabled.
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`adjust_trade_position()` can be used to perform additional orders, for example to manage risk with DCA (Dollar Cost Averaging).
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`adjust_trade_position()` can be used to perform additional orders, for example to manage risk with DCA (Dollar Cost Averaging).
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`max_buy_position_adjustment` property is used to limit the number of additional buys per trade (on top of the first buy) that the bot can execute. By default, the value is -1 which means the bot have no limit on number of adjustment buys.
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`max_entry_position_adjustment` property is used to limit the number of additional buys per trade (on top of the first buy) that the bot can execute. By default, the value is -1 which means the bot have no limit on number of adjustment buys.
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The strategy is expected to return a stake_amount (in stake currency) between `min_stake` and `max_stake` if and when an additional buy order should be made (position is increased).
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The strategy is expected to return a stake_amount (in stake currency) between `min_stake` and `max_stake` if and when an additional buy order should be made (position is increased).
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If there are not enough funds in the wallet (the return value is above `max_stake`) then the signal will be ignored.
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If there are not enough funds in the wallet (the return value is above `max_stake`) then the signal will be ignored.
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Additional orders also result in additional fees and those orders don't count towards `max_open_trades`.
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Additional orders also result in additional fees and those orders don't count towards `max_open_trades`.
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This callback is **not** called when there is an open order (either buy or sell) waiting for execution, or when you have reached the maximum amount of extra buys that you have set on `max_buy_position_adjustment`.
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This callback is **not** called when there is an open order (either buy or sell) waiting for execution, or when you have reached the maximum amount of extra buys that you have set on `max_entry_position_adjustment`.
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`adjust_trade_position()` is called very frequently for the duration of a trade, so you must keep your implementation as performant as possible.
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`adjust_trade_position()` is called very frequently for the duration of a trade, so you must keep your implementation as performant as possible.
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!!! Note "About stake size"
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!!! Note "About stake size"
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@ -616,7 +616,7 @@ class DigDeeperStrategy(IStrategy):
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# ... populate_* methods
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# ... populate_* methods
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# Example specific variables
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# Example specific variables
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max_buy_position_adjustment = 3
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max_entry_position_adjustment = 3
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# This number is explained a bit further down
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# This number is explained a bit further down
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max_dca_multiplier = 5.5
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max_dca_multiplier = 5.5
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@ -373,7 +373,7 @@ CONF_SCHEMA = {
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'default': 'jsongz'
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'default': 'jsongz'
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},
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},
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'position_adjustment_enable': {'type': 'boolean', 'default': False},
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'position_adjustment_enable': {'type': 'boolean', 'default': False},
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'max_buy_position_adjustment': {'type': ['integer', 'number'], 'minimum': -1},
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'max_entry_position_adjustment': {'type': ['integer', 'number'], 'minimum': -1},
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},
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},
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'definitions': {
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'definitions': {
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'exchange': {
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'exchange': {
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@ -471,13 +471,13 @@ class FreqtradeBot(LoggingMixin):
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If the strategy triggers the adjustment, a new order gets issued.
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If the strategy triggers the adjustment, a new order gets issued.
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Once that completes, the existing trade is modified to match new data.
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Once that completes, the existing trade is modified to match new data.
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"""
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"""
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if self.strategy.max_buy_position_adjustment > -1:
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if self.strategy.max_entry_position_adjustment > -1:
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count_of_buys = trade.nr_of_successful_buys
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count_of_buys = trade.nr_of_successful_buys
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if count_of_buys > self.strategy.max_buy_position_adjustment:
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if count_of_buys > self.strategy.max_entry_position_adjustment:
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logger.debug(f"Max adjustment buy for {trade.pair} has been reached.")
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logger.debug(f"Max adjustment entries for {trade.pair} has been reached.")
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return
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return
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else:
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else:
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logger.debug("Max adjustment buy is set to unlimited.")
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logger.debug("Max adjustment entries is set to unlimited.")
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current_rate = self.exchange.get_rate(trade.pair, refresh=True, side="buy")
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current_rate = self.exchange.get_rate(trade.pair, refresh=True, side="buy")
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current_profit = trade.calc_profit_ratio(current_rate)
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current_profit = trade.calc_profit_ratio(current_rate)
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@ -382,9 +382,9 @@ class Backtesting:
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# Check if we need to adjust our current positions
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# Check if we need to adjust our current positions
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if self.strategy.position_adjustment_enable:
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if self.strategy.position_adjustment_enable:
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check_adjust_buy = True
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check_adjust_buy = True
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if self.strategy.max_buy_position_adjustment > -1:
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if self.strategy.max_entry_position_adjustment > -1:
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count_of_buys = trade.nr_of_successful_buys
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count_of_buys = trade.nr_of_successful_buys
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check_adjust_buy = (count_of_buys <= self.strategy.max_buy_position_adjustment)
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check_adjust_buy = (count_of_buys <= self.strategy.max_entry_position_adjustment)
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if check_adjust_buy:
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if check_adjust_buy:
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trade = self._get_adjust_trade_entry_for_candle(trade, sell_row)
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trade = self._get_adjust_trade_entry_for_candle(trade, sell_row)
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@ -98,7 +98,7 @@ class StrategyResolver(IResolver):
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("disable_dataframe_checks", False),
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("disable_dataframe_checks", False),
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("ignore_buying_expired_candle_after", 0),
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("ignore_buying_expired_candle_after", 0),
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("position_adjustment_enable", False),
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("position_adjustment_enable", False),
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("max_buy_position_adjustment", -1),
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("max_entry_position_adjustment", -1),
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]
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]
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for attribute, default in attributes:
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for attribute, default in attributes:
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StrategyResolver._override_attribute_helper(strategy, config,
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StrategyResolver._override_attribute_helper(strategy, config,
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@ -174,7 +174,7 @@ class ShowConfig(BaseModel):
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state: str
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state: str
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runmode: str
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runmode: str
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position_adjustment_enable: bool
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position_adjustment_enable: bool
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max_buy_position_adjustment: int
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max_entry_position_adjustment: int
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class TradeSchema(BaseModel):
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class TradeSchema(BaseModel):
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@ -138,8 +138,9 @@ class RPC:
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'state': str(botstate),
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'state': str(botstate),
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'runmode': config['runmode'].value,
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'runmode': config['runmode'].value,
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'position_adjustment_enable': config.get('position_adjustment_enable', False),
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'position_adjustment_enable': config.get('position_adjustment_enable', False),
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'max_buy_position_adjustment': (config['max_buy_position_adjustment']
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'max_entry_position_adjustment': (
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if config['max_buy_position_adjustment'] != float('inf')
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config['max_entry_position_adjustment']
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if config['max_entry_position_adjustment'] != float('inf')
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else -1)
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else -1)
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}
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}
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return val
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return val
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@ -251,7 +252,7 @@ class RPC:
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profit_str
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profit_str
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]
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]
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if self._config.get('position_adjustment_enable', False):
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if self._config.get('position_adjustment_enable', False):
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max_buy = self._config['max_buy_position_adjustment'] + 1
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max_buy = self._config['max_entry_position_adjustment'] + 1
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filled_buys = trade.nr_of_successful_buys
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filled_buys = trade.nr_of_successful_buys
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detail_trade.append(f"{filled_buys}/{max_buy}")
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detail_trade.append(f"{filled_buys}/{max_buy}")
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trades_list.append(detail_trade)
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trades_list.append(detail_trade)
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@ -1350,7 +1350,7 @@ class Telegram(RPCHandler):
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if val['position_adjustment_enable']:
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if val['position_adjustment_enable']:
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pa_info = (
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pa_info = (
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f"*Position adjustment:* On\n"
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f"*Position adjustment:* On\n"
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f"*Max buy position adjustment:* `{val['max_buy_position_adjustment']}`\n"
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f"*Max enter position adjustment:* `{val['max_entry_position_adjustment']}`\n"
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)
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)
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else:
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else:
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pa_info = "*Position adjustment:* Off\n"
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pa_info = "*Position adjustment:* Off\n"
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@ -108,7 +108,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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# Position adjustment is disabled by default
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# Position adjustment is disabled by default
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position_adjustment_enable: bool = False
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position_adjustment_enable: bool = False
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max_buy_position_adjustment: int = -1
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max_entry_position_adjustment: int = -1
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# Number of seconds after which the candle will no longer result in a buy on expired candles
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# Number of seconds after which the candle will no longer result in a buy on expired candles
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ignore_buying_expired_candle_after: int = 0
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ignore_buying_expired_candle_after: int = 0
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@ -4570,7 +4570,7 @@ def test_process_open_trade_positions_exception(mocker, default_conf_usdt, fee,
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def test_check_and_call_adjust_trade_position(mocker, default_conf_usdt, fee, caplog) -> None:
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def test_check_and_call_adjust_trade_position(mocker, default_conf_usdt, fee, caplog) -> None:
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default_conf_usdt.update({
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default_conf_usdt.update({
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"position_adjustment_enable": True,
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"position_adjustment_enable": True,
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"max_buy_position_adjustment": 0,
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"max_entry_position_adjustment": 0,
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})
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})
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freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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@ -4578,4 +4578,4 @@ def test_check_and_call_adjust_trade_position(mocker, default_conf_usdt, fee, ca
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caplog.set_level(logging.DEBUG)
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caplog.set_level(logging.DEBUG)
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freqtrade.process_open_trade_positions()
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freqtrade.process_open_trade_positions()
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assert log_has_re(r"Max adjustment buy for .* has been reached\.", caplog)
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assert log_has_re(r"Max adjustment entries for .* has been reached\.", caplog)
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