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Update stoploss_from_open documentation for leverage adjustment

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Matthias 2023-03-08 19:35:26 +01:00
parent 027e023443
commit 0318486bee
3 changed files with 11 additions and 8 deletions
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6
docs/strategy-callbacks.md
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@ -316,11 +316,11 @@ class AwesomeStrategy(IStrategy):
# evaluate highest to lowest, so that highest possible stop is used # evaluate highest to lowest, so that highest possible stop is used
if current_profit > 0.40: if current_profit > 0.40:
return stoploss_from_open(0.25, current_profit, is_short=trade.is_short) return stoploss_from_open(0.25, current_profit, is_short=trade.is_short, leverage=trade.leverage)
elif current_profit > 0.25: elif current_profit > 0.25:
return stoploss_from_open(0.15, current_profit, is_short=trade.is_short) return stoploss_from_open(0.15, current_profit, is_short=trade.is_short, leverage=trade.leverage)
elif current_profit > 0.20: elif current_profit > 0.20:
return stoploss_from_open(0.07, current_profit, is_short=trade.is_short) return stoploss_from_open(0.07, current_profit, is_short=trade.is_short, leverage=trade.leverage)
# return maximum stoploss value, keeping current stoploss price unchanged # return maximum stoploss value, keeping current stoploss price unchanged
return 1 return 1

6
docs/strategy-customization.md
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@ -881,7 +881,7 @@ All columns of the informative dataframe will be available on the returning data
### *stoploss_from_open()* ### *stoploss_from_open()*
Stoploss values returned from `custom_stoploss` must specify a percentage relative to `current_rate`, but sometimes you may want to specify a stoploss relative to the open price instead. `stoploss_from_open()` is a helper function to calculate a stoploss value that can be returned from `custom_stoploss` which will be equivalent to the desired percentage above the open price. Stoploss values returned from `custom_stoploss` must specify a percentage relative to `current_rate`, but sometimes you may want to specify a stoploss relative to the entry point instead. `stoploss_from_open()` is a helper function to calculate a stoploss value that can be returned from `custom_stoploss` which will be equivalent to the desired trade profit above the entry point.
??? Example "Returning a stoploss relative to the open price from the custom stoploss function" ??? Example "Returning a stoploss relative to the open price from the custom stoploss function"
@ -889,6 +889,8 @@ Stoploss values returned from `custom_stoploss` must specify a percentage relati
If we want a stop price at 7% above the open price we can call `stoploss_from_open(0.07, current_profit, False)` which will return `0.1157024793`. 11.57% below $121 is $107, which is the same as 7% above $100. If we want a stop price at 7% above the open price we can call `stoploss_from_open(0.07, current_profit, False)` which will return `0.1157024793`. 11.57% below $121 is $107, which is the same as 7% above $100.
This function will consider leverage - so at 10x leverage, the actual stoploss would be 0.7% above $100 (0.7% * 10x = 7%).
``` python ``` python
@ -907,7 +909,7 @@ Stoploss values returned from `custom_stoploss` must specify a percentage relati
# once the profit has risen above 10%, keep the stoploss at 7% above the open price # once the profit has risen above 10%, keep the stoploss at 7% above the open price
if current_profit > 0.10: if current_profit > 0.10:
return stoploss_from_open(0.07, current_profit, is_short=trade.is_short) return stoploss_from_open(0.07, current_profit, is_short=trade.is_short, leverage=trade.leverage)
return 1 return 1

7
freqtrade/strategy/strategy_helper.py
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@ -90,17 +90,18 @@ def stoploss_from_open(
leverage: float = 1.0 leverage: float = 1.0
) -> float: ) -> float:
""" """
Given the current profit, and a desired stop loss value relative to the trade entry price,
Given the current profit, and a desired stop loss value relative to the open price,
return a stop loss value that is relative to the current price, and which can be return a stop loss value that is relative to the current price, and which can be
returned from `custom_stoploss`. returned from `custom_stoploss`.
The requested stop can be positive for a stop above the open price, or negative for The requested stop can be positive for a stop above the open price, or negative for
a stop below the open price. The return value is always >= 0. a stop below the open price. The return value is always >= 0.
`open_relative_stop` will be considered as adjusted for leverage if leverage is provided..
Returns 0 if the resulting stop price would be above/below (longs/shorts) the current price Returns 0 if the resulting stop price would be above/below (longs/shorts) the current price
:param open_relative_stop: Desired stop loss percentage relative to open price :param open_relative_stop: Desired stop loss percentage, relative to the open price,
adjusted for leverage
:param current_profit: The current profit percentage :param current_profit: The current profit percentage
:param is_short: When true, perform the calculation for short instead of long :param is_short: When true, perform the calculation for short instead of long
:param leverage: Leverage to use for the calculation :param leverage: Leverage to use for the calculation