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Merge pull request #4241 from tijmenvandenbrink/develop

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Small improvement to MaxDrawDown protection
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Matthias 2021-01-20 14:16:08 +01:00 committed by GitHub
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docs/includes/protections.md
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@ -65,7 +65,7 @@ The below example stops trading for all pairs for 4 candles after the last trade
`MaxDrawdown` uses all trades within `lookback_period` in minutes (or in candles when using `lookback_period_candles`) to determine the maximum drawdown. If the drawdown is below `max_allowed_drawdown`, trading will stop for `stop_duration` in minutes (or in candles when using `stop_duration_candles`) after the last trade - assuming that the bot needs some time to let markets recover. `MaxDrawdown` uses all trades within `lookback_period` in minutes (or in candles when using `lookback_period_candles`) to determine the maximum drawdown. If the drawdown is below `max_allowed_drawdown`, trading will stop for `stop_duration` in minutes (or in candles when using `stop_duration_candles`) after the last trade - assuming that the bot needs some time to let markets recover.
The below sample stops trading for 12 candles if max-drawdown is > 20% considering all trades within the last 48 candles. If desired, `lookback_period` and/or `stop_duration` can be used. The below sample stops trading for 12 candles if max-drawdown is > 20% considering all pairs - with a minimum of `trade_limit` trades - within the last 48 candles. If desired, `lookback_period` and/or `stop_duration` can be used.
```json ```json
"protections": [ "protections": [
@ -77,7 +77,6 @@ The below sample stops trading for 12 candles if max-drawdown is > 20% consideri
"max_allowed_drawdown": 0.2 "max_allowed_drawdown": 0.2
}, },
], ],
``` ```
#### Low Profit Pairs #### Low Profit Pairs