adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Calculate profit_high to make sure stoploss_positive_offset is correct

Browse Source
This commit is contained in:
Matthias 2019-06-13 20:04:52 +02:00
parent 578180f45b
commit 160894c031
1 changed files with 5 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

8
freqtrade/strategy/interface.py
View File

@ -308,14 +308,16 @@ class IStrategy(ABC):
if trailing_stop: if trailing_stop:
# trailing stoploss handling # trailing stoploss handling
sl_offset = self.config.get('trailing_stop_positive_offset') or 0.0 sl_offset = self.config.get('trailing_stop_positive_offset') or 0.0
tsl_only_offset = self.config.get('trailing_only_offset_is_reached', False) tsl_only_offset = self.config.get('trailing_only_offset_is_reached', False)
# Make sure current_profit is calculated using high for backtesting.
high_profit = current_profit if not high else trade.calc_profit_percent(high)
# Don't update stoploss if trailing_only_offset_is_reached is true. # Don't update stoploss if trailing_only_offset_is_reached is true.
if not (tsl_only_offset and current_profit < sl_offset): if not (tsl_only_offset and high_profit < sl_offset):
# Specific handling for trailing_stop_positive # Specific handling for trailing_stop_positive
if 'trailing_stop_positive' in self.config and current_profit > sl_offset: if 'trailing_stop_positive' in self.config and high_profit > sl_offset:
# Ignore mypy error check in configuration that this is a float # Ignore mypy error check in configuration that this is a float
stop_loss_value = self.config.get('trailing_stop_positive') # type: ignore stop_loss_value = self.config.get('trailing_stop_positive') # type: ignore
logger.debug(f"using positive stop loss: {stop_loss_value} " logger.debug(f"using positive stop loss: {stop_loss_value} "