Add few missing info on shorting setup

docs/configuration.md

@@ -100,6 +100,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*  <br> **Datatype:** Boolean
 | `fee` | Fee used during backtesting / dry-runs. Should normally not be configured, which has freqtrade fall back to the exchange default fee. Set as ratio (e.g. 0.001 = 0.1%). Fee is applied twice for each trade, once when buying, once when selling. <br> **Datatype:** Float (as ratio)
 | `trading_mode` | Specifies if you want to trade regularly, trade with leverage, or trade contracts whose prices are derived from matching cryptocurrency prices. [leverage documentation](leverage.md). <br>*Defaults to `"spot"`.*  <br> **Datatype:** String
+| `can_short` | Specifies if the bot can do futures shorting trade. <br>[Strategy Override](#parameters-in-the-strategy) <br>*Defaults to `false`.*  <br> **Datatype:** Boolean
 | `margin_mode` | When trading with leverage, this determines if the collateral owned by the trader will be shared or isolated to each trading pair [leverage documentation](leverage.md). <br> **Datatype:** String
 | `liquidation_buffer` | A ratio specifying how large of a safety net to place between the liquidation price and the stoploss to prevent a position from reaching the liquidation price [leverage documentation](leverage.md). <br>*Defaults to `0.05`.*  <br> **Datatype:** Float
 | `unfilledtimeout.entry` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled entry order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
@@ -203,6 +204,7 @@ Values set in the configuration file always overwrite values set in the strategy
 * `ignore_buying_expired_candle_after`
 * `position_adjustment_enable`
 * `max_entry_position_adjustment`
+* `can_short`
 
 ### Configuring amount per trade
 

docs/includes/pricing.md

@@ -116,3 +116,23 @@ Assuming both buy and sell are using market orders, a configuration similar to t
 ```
 
 Obviously, if only one side is using limit orders, different pricing combinations can be used.
+
+### Futures market's order pricing
+
+When trading on futures market. orderbook must be used because there is no ticker data for futures.
+
+``` jsonc
+  "bid_strategy": {
+      "ask_last_balance": 0.0,
+      "use_order_book": true,
+      "order_book_top": 1,
+      "check_depth_of_market": {
+          "enabled": false,
+          "bids_to_ask_delta": 1
+      }
+  },
+  "ask_strategy": {
+      "use_order_book": true,
+      "order_book_top": 1
+  },
+```

docs/strategy-customization.md

@@ -235,7 +235,7 @@ def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFram
     Short-trades need to be supported by your exchange and market configuration!
     Please make sure to set [`can_short`]() appropriately on your strategy if you intend to short.
 
-    ```python
+```python
     def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         dataframe.loc[
             (
@@ -256,7 +256,26 @@ def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFram
             ['enter_short', 'enter_tag']] = (1, 'rsi_cross')
 
         return dataframe
-    ```
+```
+
+!!! Note
+    `enter_long` column must be set, even when your strategy is a shorting-only strategy. On other hand, enter_short is an optional column and don't need to be set if the strategy is a long-only strategy
+    
+```python
+    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe.loc[: ,'enter_long'] = 0
+
+        dataframe.loc[
+            (
+                (qtpylib.crossed_below(dataframe['rsi'], 70)) &  # Signal: RSI crosses below 70
+                (dataframe['tema'] > dataframe['bb_middleband']) &  # Guard
+                (dataframe['tema'] < dataframe['tema'].shift(1)) &  # Guard
+                (dataframe['volume'] > 0)  # Make sure Volume is not 0
+            ),
+            ['enter_short', 'enter_tag']] = (1, 'rsi_cross')
+
+        return dataframe
+```
 
 !!! Note
     Buying requires sellers to buy from - therefore volume needs to be > 0 (`dataframe['volume'] > 0`) to make sure that the bot does not buy/sell in no-activity periods.