Use absolute drawdown calc

2021-02-14 19:30:17 +01:00
parent 74fc4bdab5
commit 0d2f877e77
5 changed files with 38 additions and 14 deletions
--- a/freqtrade/plugins/protections/max_drawdown_protection.py
+++ b/freqtrade/plugins/protections/max_drawdown_protection.py
@@ -55,7 +55,7 @@ class MaxDrawdown(IProtection):

        # Drawdown is always positive
        try:
-            drawdown, _, _ = calculate_max_drawdown(trades_df, value_col='close_profit')
+            drawdown, _, _, _, _ = calculate_max_drawdown(trades_df, value_col='close_profit')
        except ValueError:
            return False, None, None