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Always call custom_sell - also when there's a new enter signal

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Matthias 2022-04-09 17:17:49 +02:00
parent ef18d09161
commit 114591048c
3 changed files with 11 additions and 5 deletions
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4
docs/strategy-callbacks.md
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@ -88,11 +88,11 @@ Allows to define custom exit signals, indicating that specified position should
For example you could implement a 1:2 risk-reward ROI with `custom_exit()`. For example you could implement a 1:2 risk-reward ROI with `custom_exit()`.
Using custom_exit() signals in place of stoploss though *is not recommended*. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange. Using `custom_exit()` signals in place of stoploss though *is not recommended*. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange.
!!! Note !!! Note
Returning a (none-empty) `string` or `True` from this method is equal to setting exit signal on a candle at specified time. This method is not called when exit signal is set already, or if exit signals are disabled (`use_exit_signal=False`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters. Returning a (none-empty) `string` or `True` from this method is equal to setting exit signal on a candle at specified time. This method is not called when exit signal is set already, or if exit signals are disabled (`use_exit_signal=False`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters.
`custom_exit()` will ignore `exit_profit_only`, and will always be called unless `use_exit_signal=False` or if there is an enter signal. `custom_exit()` will ignore `exit_profit_only`, and will always be called unless `use_exit_signal=False`, even if there is a new enter signal.
An example of how we can use different indicators depending on the current profit and also exit trades that were open longer than one day: An example of how we can use different indicators depending on the current profit and also exit trades that were open longer than one day:

4
freqtrade/strategy/interface.py
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@ -881,8 +881,8 @@ class IStrategy(ABC, HyperStrategyMixin):
current_rate = rate current_rate = rate
current_profit = trade.calc_profit_ratio(current_rate) current_profit = trade.calc_profit_ratio(current_rate)
if self.use_exit_signal and not enter: if self.use_exit_signal:
if exit_: if exit_ and not enter:
exit_signal = ExitType.EXIT_SIGNAL exit_signal = ExitType.EXIT_SIGNAL
else: else:
trade_type = "exit_short" if trade.is_short else "sell" trade_type = "exit_short" if trade.is_short else "sell"

8
tests/test_freqtradebot.py
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@ -3663,6 +3663,7 @@ def test_exit_profit_only(
}) })
freqtrade = FreqtradeBot(default_conf_usdt) freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.strategy.custom_exit = MagicMock(return_value=None)
if exit_type == ExitType.EXIT_SIGNAL.value: if exit_type == ExitType.EXIT_SIGNAL.value:
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
else: else:
@ -3671,10 +3672,15 @@ def test_exit_profit_only(
freqtrade.enter_positions() freqtrade.enter_positions()
trade = Trade.query.first() trade = Trade.query.first()
trade.is_short = is_short assert trade.is_short == is_short
oobj = Order.parse_from_ccxt_object(limit_order[eside], limit_order[eside]['symbol'], eside) oobj = Order.parse_from_ccxt_object(limit_order[eside], limit_order[eside]['symbol'], eside)
trade.update_trade(oobj) trade.update_trade(oobj)
freqtrade.wallets.update() freqtrade.wallets.update()
if profit_only:
assert freqtrade.handle_trade(trade) is False
# Custom-exit is called
freqtrade.strategy.custom_exit.call_count == 1
patch_get_signal(freqtrade, enter_long=False, exit_short=is_short, exit_long=not is_short) patch_get_signal(freqtrade, enter_long=False, exit_short=is_short, exit_long=not is_short)
assert freqtrade.handle_trade(trade) is handle_first assert freqtrade.handle_trade(trade) is handle_first