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Stop from open with leverage

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This commit is contained in:
Matthias
2023-03-04 18:00:06 +01:00
parent 51c15d894b
commit 027e023443
2 changed files with 19 additions and 12 deletions
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13
freqtrade/strategy/strategy_helper.py
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@@ -86,7 +86,8 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
def stoploss_from_open(
open_relative_stop: float,
current_profit: float,
is_short: bool = False
is_short: bool = False,
leverage: float = 1.0
) -> float:
"""
@@ -102,21 +103,23 @@ def stoploss_from_open(
:param open_relative_stop: Desired stop loss percentage relative to open price
:param current_profit: The current profit percentage
:param is_short: When true, perform the calculation for short instead of long
:param leverage: Leverage to use for the calculation
:return: Stop loss value relative to current price
"""
# formula is undefined for current_profit -1 (longs) or 1 (shorts), return maximum value
if (current_profit == -1 and not is_short) or (is_short and current_profit == 1):
_current_profit = current_profit / leverage
if (_current_profit == -1 and not is_short) or (is_short and _current_profit == 1):
return 1
if is_short is True:
stoploss = -1 + ((1 - open_relative_stop) / (1 - current_profit))
stoploss = -1 + ((1 - open_relative_stop / leverage) / (1 - _current_profit))
else:
stoploss = 1 - ((1 + open_relative_stop) / (1 + current_profit))
stoploss = 1 - ((1 + open_relative_stop / leverage) / (1 + _current_profit))
# negative stoploss values indicate the requested stop price is higher/lower
# (long/short) than the current price
return max(stoploss, 0.0)
return max(stoploss * leverage, 0.0)
def stoploss_from_absolute(stop_rate: float, current_rate: float, is_short: bool = False) -> float: