Merge branch 'develop' of https://github.com/nicolaspapp/freqtrade into feat/relative-drawdown
This commit is contained in:
Nicolas Papp
@@ -279,8 +279,8 @@ A backtesting result will look like that:
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|:-------------------|--------:|------:|-------:|--------:|
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| trailing_stop_loss | 205 | 150 | 0 | 55 |
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| stop_loss | 166 | 0 | 0 | 166 |
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| sell_signal | 56 | 36 | 0 | 20 |
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| force_sell | 2 | 0 | 0 | 2 |
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| exit_signal | 56 | 36 | 0 | 20 |
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| force_exit | 2 | 0 | 0 | 2 |
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====================================================== LEFT OPEN TRADES REPORT ======================================================
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| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Win Draw Loss Win% |
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|:---------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|
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@@ -345,9 +345,9 @@ The column `Avg Profit %` shows the average profit for all trades made while the
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The column `Tot Profit %` shows instead the total profit % in relation to the starting balance.
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In the above results, we have a starting balance of 0.01 BTC and an absolute profit of 0.00762792 BTC - so the `Tot Profit %` will be `(0.00762792 / 0.01) * 100 ~= 76.2%`.
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Your strategy performance is influenced by your buy strategy, your sell strategy, and also by the `minimal_roi` and `stop_loss` you have set.
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Your strategy performance is influenced by your buy strategy, your exit strategy, and also by the `minimal_roi` and `stop_loss` you have set.
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For example, if your `minimal_roi` is only `"0": 0.01` you cannot expect the bot to make more profit than 1% (because it will sell every time a trade reaches 1%).
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For example, if your `minimal_roi` is only `"0": 0.01` you cannot expect the bot to make more profit than 1% (because it will exit every time a trade reaches 1%).
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```json
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"minimal_roi": {
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@@ -362,11 +362,11 @@ Hence, keep in mind that your performance is an integral mix of all different el
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### Exit reasons table
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The 2nd table contains a recap of exit reasons.
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This table can tell you which area needs some additional work (e.g. all or many of the `sell_signal` trades are losses, so you should work on improving the sell signal, or consider disabling it).
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This table can tell you which area needs some additional work (e.g. all or many of the `exit_signal` trades are losses, so you should work on improving the exit signal, or consider disabling it).
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### Left open trades table
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The 3rd table contains all trades the bot had to `forceexit` at the end of the backtesting period to present you the full picture.
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The 3rd table contains all trades the bot had to `force_exit` at the end of the backtesting period to present you the full picture.
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This is necessary to simulate realistic behavior, since the backtest period has to end at some point, while realistically, you could leave the bot running forever.
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These trades are also included in the first table, but are also shown separately in this table for clarity.
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@@ -492,24 +492,24 @@ Since backtesting lacks some detailed information about what happens within a ca
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- Buys happen at open-price
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- All orders are filled at the requested price (no slippage, no unfilled orders)
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- Sell-signal sells happen at open-price of the consecutive candle
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- Sell-signal is favored over Stoploss, because sell-signals are assumed to trigger on candle's open
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- Exit-signal exits happen at open-price of the consecutive candle
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- Exit-signal is favored over Stoploss, because exit-signals are assumed to trigger on candle's open
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- ROI
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- sells are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the sell will be at 2%)
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- sells are never "below the candle", so a ROI of 2% may result in a sell at 2.4% if low was at 2.4% profit
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- Forcesells caused by `<N>=-1` ROI entries use low as sell value, unless N falls on the candle open (e.g. `120: -1` for 1h candles)
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- Stoploss sells happen exactly at stoploss price, even if low was lower, but the loss will be `2 * fees` higher than the stoploss price
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- Stoploss is evaluated before ROI within one candle. So you can often see more trades with the `stoploss` sell reason comparing to the results obtained with the same strategy in the Dry Run/Live Trade modes
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- exits are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the exit will be at 2%)
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- exits are never "below the candle", so a ROI of 2% may result in a exit at 2.4% if low was at 2.4% profit
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- Forceexits caused by `<N>=-1` ROI entries use low as exit value, unless N falls on the candle open (e.g. `120: -1` for 1h candles)
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- Stoploss exits happen exactly at stoploss price, even if low was lower, but the loss will be `2 * fees` higher than the stoploss price
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- Stoploss is evaluated before ROI within one candle. So you can often see more trades with the `stoploss` exit reason comparing to the results obtained with the same strategy in the Dry Run/Live Trade modes
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- Low happens before high for stoploss, protecting capital first
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- Trailing stoploss
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- Trailing Stoploss is only adjusted if it's below the candle's low (otherwise it would be triggered)
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- On trade entry candles that trigger trailing stoploss, the "minimum offset" (`stop_positive_offset`) is assumed (instead of high) - and the stop is calculated from this point
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- High happens first - adjusting stoploss
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- Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly)
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- Low uses the adjusted stoploss (so exits with large high-low difference are backtested correctly)
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- ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies
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- Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used)
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- Exit-reason does not explain if a trade was positive or negative, just what triggered the exit (this can look odd if negative ROI values are used)
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- Evaluation sequence (if multiple signals happen on the same candle)
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- Sell-signal
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- Exit-signal
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- ROI (if not stoploss)
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- Stoploss
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@@ -53,14 +53,63 @@ FREQTRADE__EXCHANGE__SECRET=<yourExchangeSecret>
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Multiple configuration files can be specified and used by the bot or the bot can read its configuration parameters from the process standard input stream.
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You can specify additional configuration files in `add_config_files`. Files specified in this parameter will be loaded and merged with the initial config file. The files are resolved relative to the initial configuration file.
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This is similar to using multiple `--config` parameters, but simpler in usage as you don't have to specify all files for all commands.
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!!! Tip "Use multiple configuration files to keep secrets secret"
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You can use a 2nd configuration file containing your secrets. That way you can share your "primary" configuration file, while still keeping your API keys for yourself.
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``` json title="user_data/config.json"
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"add_config_files": [
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"config-private.json"
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]
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```
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``` bash
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freqtrade trade --config user_data/config.json <...>
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```
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The 2nd file should only specify what you intend to override.
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If a key is in more than one of the configurations, then the "last specified configuration" wins (in the above example, `config-private.json`).
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For one-off commands, you can also use the below syntax by specifying multiple "--config" parameters.
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``` bash
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freqtrade trade --config user_data/config.json --config user_data/config-private.json <...>
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```
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The 2nd file should only specify what you intend to override.
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If a key is in more than one of the configurations, then the "last specified configuration" wins (in the above example, `config-private.json`).
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This is equivalent to the example above - but `config-private.json` is specified as cli argument.
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??? Note "config collision handling"
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If the same configuration setting takes place in both `config.json` and `config-import.json`, then the parent configuration wins.
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In the below case, `max_open_trades` would be 3 after the merging - as the reusable "import" configuration has this key overwritten.
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``` json title="user_data/config.json"
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{
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"max_open_trades": 3,
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"stake_currency": "USDT",
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"add_config_files": [
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"config-import.json"
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]
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}
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```
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``` json title="user_data/config-import.json"
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{
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"max_open_trades": 10,
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"stake_amount": "unlimited",
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}
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```
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Resulting combined configuration:
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``` json title="Result"
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{
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"max_open_trades": 10,
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"stake_currency": "USDT",
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"stake_amount": "unlimited"
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}
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```
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## Configuration parameters
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@@ -92,7 +141,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
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| `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in Dry Run mode.<br>*Defaults to `1000`.* <br> **Datatype:** Float
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| `cancel_open_orders_on_exit` | Cancel open orders when the `/stop` RPC command is issued, `Ctrl+C` is pressed or the bot dies unexpectedly. When set to `true`, this allows you to use `/stop` to cancel unfilled and partially filled orders in the event of a market crash. It does not impact open positions. <br>*Defaults to `false`.* <br> **Datatype:** Boolean
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| `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
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| `minimal_roi` | **Required.** Set the threshold as ratio the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
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| `minimal_roi` | **Required.** Set the threshold as ratio the bot will use to exit a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
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| `stoploss` | **Required.** Value as ratio of the stoploss used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Float (as ratio)
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| `trailing_stop` | Enables trailing stoploss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md#trailing-stop-loss). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Boolean
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| `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md#trailing-stop-loss-custom-positive-loss). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Float
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@@ -105,7 +154,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
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| `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
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| `unfilledtimeout.exit` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled exit 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
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| `unfilledtimeout.unit` | Unit to use in unfilledtimeout setting. Note: If you set unfilledtimeout.unit to "seconds", "internals.process_throttle_secs" must be inferior or equal to timeout [Strategy Override](#parameters-in-the-strategy). <br> *Defaults to `minutes`.* <br> **Datatype:** String
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| `unfilledtimeout.exit_timeout_count` | How many times can exit orders time out. Once this number of timeouts is reached, an emergency sell is triggered. 0 to disable and allow unlimited order cancels. [Strategy Override](#parameters-in-the-strategy).<br>*Defaults to `0`.* <br> **Datatype:** Integer
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| `unfilledtimeout.exit_timeout_count` | How many times can exit orders time out. Once this number of timeouts is reached, an emergency exit is triggered. 0 to disable and allow unlimited order cancels. [Strategy Override](#parameters-in-the-strategy).<br>*Defaults to `0`.* <br> **Datatype:** Integer
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| `entry_pricing.price_side` | Select the side of the spread the bot should look at to get the entry rate. [More information below](#buy-price-side).<br> *Defaults to `same`.* <br> **Datatype:** String (either `ask`, `bid`, `same` or `other`).
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| `entry_pricing.price_last_balance` | **Required.** Interpolate the bidding price. More information [below](#entry-price-without-orderbook-enabled).
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| `entry_pricing.use_order_book` | Enable entering using the rates in [Order Book Entry](#entry-price-with-orderbook-enabled). <br> *Defaults to `True`.*<br> **Datatype:** Boolean
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@@ -115,11 +164,11 @@ Mandatory parameters are marked as **Required**, which means that they are requi
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| `exit_pricing.price_side` | Select the side of the spread the bot should look at to get the exit rate. [More information below](#exit-price-side).<br> *Defaults to `same`.* <br> **Datatype:** String (either `ask`, `bid`, `same` or `other`).
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| `exit_pricing.price_last_balance` | Interpolate the exiting price. More information [below](#exit-price-without-orderbook-enabled).
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| `exit_pricing.use_order_book` | Enable exiting of open trades using [Order Book Exit](#exit-price-with-orderbook-enabled). <br> *Defaults to `True`.*<br> **Datatype:** Boolean
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| `exit_pricing.order_book_top` | Bot will use the top N rate in Order Book "price_side" to sell. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Exit](#exit-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
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| `use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
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| `sell_profit_only` | Wait until the bot reaches `sell_profit_offset` before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
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| `sell_profit_offset` | Sell-signal is only active above this value. Only active in combination with `sell_profit_only=True`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
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| `ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
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| `exit_pricing.order_book_top` | Bot will use the top N rate in Order Book "price_side" to exit. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Exit](#exit-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
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| `use_exit_signal` | Use exit signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
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| `exit_profit_only` | Wait until the bot reaches `exit_profit_offset` before taking an exit decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
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| `exit_profit_offset` | Exit-signal is only active above this value. Only active in combination with `exit_profit_only=True`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
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| `ignore_roi_if_entry_signal` | Do not exit if the entry signal is still active. This setting takes preference over `minimal_roi` and `use_exit_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
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| `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
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| `order_types` | Configure order-types depending on the action (`"entry"`, `"exit"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict
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| `order_time_in_force` | Configure time in force for entry and exit orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
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@@ -150,10 +199,12 @@ Mandatory parameters are marked as **Required**, which means that they are requi
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| `telegram.balance_dust_level` | Dust-level (in stake currency) - currencies with a balance below this will not be shown by `/balance`. <br> **Datatype:** float
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| `webhook.enabled` | Enable usage of Webhook notifications <br> **Datatype:** Boolean
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| `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
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| `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
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| `webhook.webhookbuycancel` | Payload to send on buy order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
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| `webhook.webhooksell` | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
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| `webhook.webhooksellcancel` | Payload to send on sell order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
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| `webhook.webhookentry` | Payload to send on entry. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
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| `webhook.webhookentrycancel` | Payload to send on entry order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
|
||||
| `webhook.webhookentryfill` | Payload to send on entry order filled. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
|
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| `webhook.webhookexit` | Payload to send on exit. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
|
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| `webhook.webhookexitcancel` | Payload to send on exit order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
|
||||
| `webhook.webhookexitfill` | Payload to send on exit order filled. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
|
||||
| `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
|
||||
| `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details. <br> **Datatype:** Boolean
|
||||
| `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details. <br> **Datatype:** IPv4
|
||||
@@ -164,7 +215,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
|
||||
| `bot_name` | Name of the bot. Passed via API to a client - can be shown to distinguish / name bots.<br> *Defaults to `freqtrade`*<br> **Datatype:** String
|
||||
| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. <br> **Datatype:** String, SQLAlchemy connect string
|
||||
| `initial_state` | Defines the initial application state. If set to stopped, then the bot has to be explicitly started via `/start` RPC command. <br>*Defaults to `stopped`.* <br> **Datatype:** Enum, either `stopped` or `running`
|
||||
| `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below. <br> **Datatype:** Boolean
|
||||
| `force_entry_enable` | Enables the RPC Commands to force a Trade entry. More information below. <br> **Datatype:** Boolean
|
||||
| `disable_dataframe_checks` | Disable checking the OHLCV dataframe returned from the strategy methods for correctness. Only use when intentionally changing the dataframe and understand what you are doing. [Strategy Override](#parameters-in-the-strategy).<br> *Defaults to `False`*. <br> **Datatype:** Boolean
|
||||
| `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`. <br> **Datatype:** ClassName
|
||||
| `strategy_path` | Adds an additional strategy lookup path (must be a directory). <br> **Datatype:** String
|
||||
@@ -173,6 +224,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
|
||||
| `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. <br> **Datatype:** Boolean
|
||||
| `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file. <br> **Datatype:** String
|
||||
| `user_data_dir` | Directory containing user data. <br> *Defaults to `./user_data/`*. <br> **Datatype:** String
|
||||
| `add_config_files` | Additional config files. These files will be loaded and merged with the current config file. The files are resolved relative to the initial file.<br> *Defaults to `[]`*. <br> **Datatype:** List of strings
|
||||
| `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. <br> *Defaults to `json`*. <br> **Datatype:** String
|
||||
| `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `jsongz`*. <br> **Datatype:** String
|
||||
| `position_adjustment_enable` | Enables the strategy to use position adjustments (additional buys or sells). [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*<br> **Datatype:** Boolean
|
||||
@@ -196,10 +248,10 @@ Values set in the configuration file always overwrite values set in the strategy
|
||||
* `order_time_in_force`
|
||||
* `unfilledtimeout`
|
||||
* `disable_dataframe_checks`
|
||||
* `use_sell_signal`
|
||||
* `sell_profit_only`
|
||||
* `sell_profit_offset`
|
||||
* `ignore_roi_if_buy_signal`
|
||||
- `use_exit_signal`
|
||||
* `exit_profit_only`
|
||||
- `exit_profit_offset`
|
||||
- `ignore_roi_if_entry_signal`
|
||||
* `ignore_buying_expired_candle_after`
|
||||
* `position_adjustment_enable`
|
||||
* `max_entry_position_adjustment`
|
||||
@@ -328,10 +380,10 @@ See the example below:
|
||||
|
||||
```json
|
||||
"minimal_roi": {
|
||||
"40": 0.0, # Sell after 40 minutes if the profit is not negative
|
||||
"30": 0.01, # Sell after 30 minutes if there is at least 1% profit
|
||||
"20": 0.02, # Sell after 20 minutes if there is at least 2% profit
|
||||
"0": 0.04 # Sell immediately if there is at least 4% profit
|
||||
"40": 0.0, # Exit after 40 minutes if the profit is not negative
|
||||
"30": 0.01, # Exit after 30 minutes if there is at least 1% profit
|
||||
"20": 0.02, # Exit after 20 minutes if there is at least 2% profit
|
||||
"0": 0.04 # Exit immediately if there is at least 4% profit
|
||||
},
|
||||
```
|
||||
|
||||
@@ -340,14 +392,14 @@ This parameter can be set in either Strategy or Configuration file. If you use i
|
||||
`minimal_roi` value from the strategy file.
|
||||
If it is not set in either Strategy or Configuration, a default of 1000% `{"0": 10}` is used, and minimal ROI is disabled unless your trade generates 1000% profit.
|
||||
|
||||
!!! Note "Special case to forcesell after a specific time"
|
||||
A special case presents using `"<N>": -1` as ROI. This forces the bot to sell a trade after N Minutes, no matter if it's positive or negative, so represents a time-limited force-sell.
|
||||
!!! Note "Special case to forceexit after a specific time"
|
||||
A special case presents using `"<N>": -1` as ROI. This forces the bot to exit a trade after N Minutes, no matter if it's positive or negative, so represents a time-limited force-exit.
|
||||
|
||||
### Understand forcebuy_enable
|
||||
### Understand force_entry_enable
|
||||
|
||||
The `forcebuy_enable` configuration parameter enables the usage of forcebuy commands via Telegram and REST API.
|
||||
The `force_entry_enable` configuration parameter enables the usage of force-enter (`/forcelong`, `/forceshort`) commands via Telegram and REST API.
|
||||
For security reasons, it's disabled by default, and freqtrade will show a warning message on startup if enabled.
|
||||
For example, you can send `/forcebuy ETH/BTC` to the bot, which will result in freqtrade buying the pair and holds it until a regular sell-signal (ROI, stoploss, /forcesell) appears.
|
||||
For example, you can send `/forceenter ETH/BTC` to the bot, which will result in freqtrade buying the pair and holds it until a regular exit-signal (ROI, stoploss, /forceexit) appears.
|
||||
|
||||
This can be dangerous with some strategies, so use with care.
|
||||
|
||||
@@ -374,18 +426,17 @@ For example, if your strategy is using a 1h timeframe, and you only want to buy
|
||||
|
||||
### Understand order_types
|
||||
|
||||
The `order_types` configuration parameter maps actions (`entry`, `exit`, `stoploss`, `emergencyexit`, `forceexit`, `forceentry`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds.
|
||||
The `order_types` configuration parameter maps actions (`entry`, `exit`, `stoploss`, `emergency_exit`, `force_exit`, `force_entry`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds.
|
||||
|
||||
This allows to buy using limit orders, sell using
|
||||
limit-orders, and create stoplosses using market orders. It also allows to set the
|
||||
stoploss "on exchange" which means stoploss order would be placed immediately once
|
||||
the buy order is fulfilled.
|
||||
This allows to enter using limit orders, exit using limit-orders, and create stoplosses using market orders.
|
||||
It also allows to set the
|
||||
stoploss "on exchange" which means stoploss order would be placed immediately once the buy order is fulfilled.
|
||||
|
||||
`order_types` set in the configuration file overwrites values set in the strategy as a whole, so you need to configure the whole `order_types` dictionary in one place.
|
||||
|
||||
If this is configured, the following 4 values (`entry`, `exit`, `stoploss` and `stoploss_on_exchange`) need to be present, otherwise, the bot will fail to start.
|
||||
|
||||
For information on (`emergencyexit`,`forceexit`, `forceentry`, `stoploss_on_exchange`,`stoploss_on_exchange_interval`,`stoploss_on_exchange_limit_ratio`) please see stop loss documentation [stop loss on exchange](stoploss.md)
|
||||
For information on (`emergency_exit`,`force_exit`, `force_entry`, `stoploss_on_exchange`,`stoploss_on_exchange_interval`,`stoploss_on_exchange_limit_ratio`) please see stop loss documentation [stop loss on exchange](stoploss.md)
|
||||
|
||||
Syntax for Strategy:
|
||||
|
||||
@@ -393,9 +444,9 @@ Syntax for Strategy:
|
||||
order_types = {
|
||||
"entry": "limit",
|
||||
"exit": "limit",
|
||||
"emergencyexit": "market",
|
||||
"forceentry": "market",
|
||||
"forceexit": "market",
|
||||
"emergency_exit": "market",
|
||||
"force_entry": "market",
|
||||
"force_exit": "market",
|
||||
"stoploss": "market",
|
||||
"stoploss_on_exchange": False,
|
||||
"stoploss_on_exchange_interval": 60,
|
||||
@@ -409,9 +460,9 @@ Configuration:
|
||||
"order_types": {
|
||||
"entry": "limit",
|
||||
"exit": "limit",
|
||||
"emergencyexit": "market",
|
||||
"forceentry": "market",
|
||||
"forceexit": "market",
|
||||
"emergency_exit": "market",
|
||||
"force_entry": "market",
|
||||
"force_exit": "market",
|
||||
"stoploss": "market",
|
||||
"stoploss_on_exchange": false,
|
||||
"stoploss_on_exchange_interval": 60
|
||||
@@ -434,7 +485,7 @@ Configuration:
|
||||
If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new stoploss order.
|
||||
|
||||
!!! Warning "Warning: stoploss_on_exchange failures"
|
||||
If stoploss on exchange creation fails for some reason, then an "emergency exit" is initiated. By default, this will sell the asset using a market order. The order-type for the emergency-sell can be changed by setting the `emergencyexit` value in the `order_types` dictionary - however, this is not advised.
|
||||
If stoploss on exchange creation fails for some reason, then an "emergency exit" is initiated. By default, this will exit the trade using a market order. The order-type for the emergency-exit can be changed by setting the `emergency_exit` value in the `order_types` dictionary - however, this is not advised.
|
||||
|
||||
### Understand order_time_in_force
|
||||
|
||||
|
||||
@@ -38,7 +38,7 @@ The old section of configuration parameters (`"pairlist"`) has been deprecated i
|
||||
|
||||
Since only quoteVolume can be compared between assets, the other options (bidVolume, askVolume) have been deprecated in 2020.4, and have been removed in 2020.9.
|
||||
|
||||
### Using order book steps for sell price
|
||||
### Using order book steps for exit price
|
||||
|
||||
Using `order_book_min` and `order_book_max` used to allow stepping the orderbook and trying to find the next ROI slot - trying to place sell-orders early.
|
||||
As this does however increase risk and provides no benefit, it's been removed for maintainability purposes in 2021.7.
|
||||
@@ -57,7 +57,20 @@ While we may drop support for the current interface sometime in the future, we w
|
||||
|
||||
Please follow the [Strategy migration](strategy_migration.md) guide to migrate your strategy to the new format to start using the new functionalities.
|
||||
|
||||
### webhooks - `buy_tag` has been renamed to `enter_tag`
|
||||
### webhooks - changes with 2022.4
|
||||
|
||||
#### `buy_tag` has been renamed to `enter_tag`
|
||||
|
||||
This should apply only to your strategy and potentially to webhooks.
|
||||
We will keep a compatibility layer for 1-2 versions (so both `buy_tag` and `enter_tag` will still work), but support for this in webhooks will disappear after that.
|
||||
|
||||
#### Naming changes
|
||||
|
||||
Webhook terminology changed from "sell" to "exit", and from "buy" to "entry".
|
||||
|
||||
* `webhookbuy` -> `webhookentry`
|
||||
* `webhookbuyfill` -> `webhookentryfill`
|
||||
* `webhookbuycancel` -> `webhookentrycancel`
|
||||
* `webhooksell` -> `webhookexit`
|
||||
* `webhooksellfill` -> `webhookexitfill`
|
||||
* `webhooksellcancel` -> `webhookexitcancel`
|
||||
|
||||
@@ -26,6 +26,9 @@ Alternatively (e.g. if your system is not supported by the setup.sh script), fol
|
||||
|
||||
This will install all required tools for development, including `pytest`, `flake8`, `mypy`, and `coveralls`.
|
||||
|
||||
Then install the git hook scripts by running `pre-commit install`, so your changes will be verified locally before committing.
|
||||
This avoids a lot of waiting for CI already, as some basic formatting checks are done locally on your machine.
|
||||
|
||||
Before opening a pull request, please familiarize yourself with our [Contributing Guidelines](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md).
|
||||
|
||||
### Devcontainer setup
|
||||
@@ -220,13 +223,13 @@ Protections can have 2 different ways to stop trading for a limited :
|
||||
##### Protections - per pair
|
||||
|
||||
Protections that implement the per pair approach must set `has_local_stop=True`.
|
||||
The method `stop_per_pair()` will be called whenever a trade closed (sell order completed).
|
||||
The method `stop_per_pair()` will be called whenever a trade closed (exit order completed).
|
||||
|
||||
##### Protections - global protection
|
||||
|
||||
These Protections should do their evaluation across all pairs, and consequently will also lock all pairs from trading (called a global PairLock).
|
||||
Global protection must set `has_global_stop=True` to be evaluated for global stops.
|
||||
The method `global_stop()` will be called whenever a trade closed (sell order completed).
|
||||
The method `global_stop()` will be called whenever a trade closed (exit order completed).
|
||||
|
||||
##### Protections - calculating lock end time
|
||||
|
||||
@@ -264,7 +267,7 @@ Additional tests / steps to complete:
|
||||
* Check if balance shows correctly (*)
|
||||
* Create market order (*)
|
||||
* Create limit order (*)
|
||||
* Complete trade (buy + sell) (*)
|
||||
* Complete trade (enter + exit) (*)
|
||||
* Compare result calculation between exchange and bot
|
||||
* Ensure fees are applied correctly (check the database against the exchange)
|
||||
|
||||
|
||||
@@ -96,7 +96,7 @@ Strategy arguments:
|
||||
Example:
|
||||
|
||||
``` bash
|
||||
freqtrade plot-dataframe -p BTC/ETH
|
||||
freqtrade plot-dataframe -p BTC/ETH --strategy AwesomeStrategy
|
||||
```
|
||||
|
||||
The `-p/--pairs` argument can be used to specify pairs you would like to plot.
|
||||
@@ -107,9 +107,6 @@ The `-p/--pairs` argument can be used to specify pairs you would like to plot.
|
||||
Specify custom indicators.
|
||||
Use `--indicators1` for the main plot and `--indicators2` for the subplot below (if values are in a different range than prices).
|
||||
|
||||
!!! Tip
|
||||
You will almost certainly want to specify a custom strategy! This can be done by adding `-s Classname` / `--strategy ClassName` to the command.
|
||||
|
||||
``` bash
|
||||
freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH --indicators1 sma ema --indicators2 macd
|
||||
```
|
||||
|
||||
@@ -1,5 +1,5 @@
|
||||
mkdocs==1.3.0
|
||||
mkdocs-material==8.2.8
|
||||
mkdocs-material==8.2.9
|
||||
mdx_truly_sane_lists==1.2
|
||||
pymdown-extensions==9.3
|
||||
jinja2==3.1.1
|
||||
|
||||
@@ -147,8 +147,8 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
|
||||
| `profit` | Display a summary of your profit/loss from close trades and some stats about your performance.
|
||||
| `forceexit <trade_id>` | Instantly exits the given trade (Ignoring `minimum_roi`).
|
||||
| `forceexit all` | Instantly exits all open trades (Ignoring `minimum_roi`).
|
||||
| `forceenter <pair> [rate]` | Instantly enters the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
|
||||
| `forceenter <pair> <side> [rate]` | Instantly longs or shorts the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
|
||||
| `forceenter <pair> [rate]` | Instantly enters the given pair. Rate is optional. (`force_entry_enable` must be set to True)
|
||||
| `forceenter <pair> <side> [rate]` | Instantly longs or shorts the given pair. Rate is optional. (`force_entry_enable` must be set to True)
|
||||
| `performance` | Show performance of each finished trade grouped by pair.
|
||||
| `balance` | Show account balance per currency.
|
||||
| `daily <n>` | Shows profit or loss per day, over the last n days (n defaults to 7).
|
||||
@@ -223,8 +223,8 @@ forceenter
|
||||
:param side: 'long' or 'short'
|
||||
:param price: Optional - price to buy
|
||||
|
||||
forcesell
|
||||
Force-sell a trade.
|
||||
forceexit
|
||||
Force-exit a trade.
|
||||
|
||||
:param tradeid: Id of the trade (can be received via status command)
|
||||
|
||||
|
||||
@@ -52,11 +52,11 @@ SELECT * FROM trades;
|
||||
## Fix trade still open after a manual exit on the exchange
|
||||
|
||||
!!! Warning
|
||||
Manually selling a pair on the exchange will not be detected by the bot and it will try to sell anyway. Whenever possible, forceexit <tradeid> should be used to accomplish the same thing.
|
||||
Manually selling a pair on the exchange will not be detected by the bot and it will try to sell anyway. Whenever possible, /forceexit <tradeid> should be used to accomplish the same thing.
|
||||
It is strongly advised to backup your database file before making any manual changes.
|
||||
|
||||
!!! Note
|
||||
This should not be necessary after /forceexit, as forceexit orders are closed automatically by the bot on the next iteration.
|
||||
This should not be necessary after /forceexit, as force_exit orders are closed automatically by the bot on the next iteration.
|
||||
|
||||
```sql
|
||||
UPDATE trades
|
||||
@@ -78,7 +78,7 @@ SET is_open=0,
|
||||
close_rate=0.19638016,
|
||||
close_profit=0.0496,
|
||||
close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * (open_rate * (1 - fee_open)))),
|
||||
exit_reason='force_sell'
|
||||
exit_reason='force_exit'
|
||||
WHERE id=31;
|
||||
```
|
||||
|
||||
|
||||
@@ -17,7 +17,7 @@ Those stoploss modes can be *on exchange* or *off exchange*.
|
||||
These modes can be configured with these values:
|
||||
|
||||
``` python
|
||||
'emergencyexit': 'market',
|
||||
'emergency_exit': 'market',
|
||||
'stoploss_on_exchange': False
|
||||
'stoploss_on_exchange_interval': 60,
|
||||
'stoploss_on_exchange_limit_ratio': 0.99
|
||||
@@ -52,17 +52,17 @@ The bot cannot do these every 5 seconds (at each iteration), otherwise it would
|
||||
So this parameter will tell the bot how often it should update the stoploss order. The default value is 60 (1 minute).
|
||||
This same logic will reapply a stoploss order on the exchange should you cancel it accidentally.
|
||||
|
||||
### forceexit
|
||||
### force_exit
|
||||
|
||||
`forceexit` is an optional value, which defaults to the same value as `exit` and is used when sending a `/forceexit` command from Telegram or from the Rest API.
|
||||
`force_exit` is an optional value, which defaults to the same value as `exit` and is used when sending a `/forceexit` command from Telegram or from the Rest API.
|
||||
|
||||
### forceentry
|
||||
### force_entry
|
||||
|
||||
`forceentry` is an optional value, which defaults to the same value as `entry` and is used when sending a `/forceentry` command from Telegram or from the Rest API.
|
||||
`force_entry` is an optional value, which defaults to the same value as `entry` and is used when sending a `/forceentry` command from Telegram or from the Rest API.
|
||||
|
||||
### emergencyexit
|
||||
### emergency_exit
|
||||
|
||||
`emergencyexit` is an optional value, which defaults to `market` and is used when creating stop loss on exchange orders fails.
|
||||
`emergency_exit` is an optional value, which defaults to `market` and is used when creating stop loss on exchange orders fails.
|
||||
The below is the default which is used if not changed in strategy or configuration file.
|
||||
|
||||
Example from strategy file:
|
||||
@@ -71,7 +71,7 @@ Example from strategy file:
|
||||
order_types = {
|
||||
"entry": "limit",
|
||||
"exit": "limit",
|
||||
"emergencyexit": "market",
|
||||
"emergency_exit": "market",
|
||||
"stoploss": "market",
|
||||
"stoploss_on_exchange": True,
|
||||
"stoploss_on_exchange_interval": 60,
|
||||
|
||||
@@ -84,16 +84,17 @@ Freqtrade will fall back to the `proposed_stake` value should your code raise an
|
||||
|
||||
Called for open trade every throttling iteration (roughly every 5 seconds) until a trade is closed.
|
||||
|
||||
Allows to define custom sell signals, indicating that specified position should be sold. This is very useful when we need to customize sell conditions for each individual trade, or if you need trade data to make an exit decision.
|
||||
Allows to define custom exit signals, indicating that specified position should be sold. This is very useful when we need to customize exit conditions for each individual trade, or if you need trade data to make an exit decision.
|
||||
|
||||
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
|
||||
Returning a (none-empty) `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set already, or if sell signals are disabled (`use_sell_signal=False` or `sell_profit_only=True` while profit is below `sell_profit_offset`). `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`, even if there is a new enter signal.
|
||||
|
||||
An example of how we can use different indicators depending on the current profit and also sell 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:
|
||||
|
||||
``` python
|
||||
class AwesomeStrategy(IStrategy):
|
||||
@@ -365,7 +366,7 @@ class AwesomeStrategy(IStrategy):
|
||||
# ... populate_* methods
|
||||
|
||||
def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
|
||||
entry_tag: Optional[str], **kwargs) -> float:
|
||||
entry_tag: Optional[str], side: str, **kwargs) -> float:
|
||||
|
||||
dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
|
||||
timeframe=self.timeframe)
|
||||
@@ -393,7 +394,7 @@ class AwesomeStrategy(IStrategy):
|
||||
!!! Warning "Backtesting"
|
||||
Custom prices are supported in backtesting (starting with 2021.12), and orders will fill if the price falls within the candle's low/high range.
|
||||
Orders that don't fill immediately are subject to regular timeout handling, which happens once per (detail) candle.
|
||||
`custom_exit_price()` is only called for sells of type Sell_signal and Custom sell. All other sell-types will use regular backtesting prices.
|
||||
`custom_exit_price()` is only called for sells of type exit_signal and Custom exit. All other exit-types will use regular backtesting prices.
|
||||
|
||||
## Custom order timeout rules
|
||||
|
||||
@@ -564,13 +565,13 @@ class AwesomeStrategy(IStrategy):
|
||||
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
|
||||
:param exit_reason: Exit reason.
|
||||
Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
|
||||
'sell_signal', 'force_sell', 'emergency_sell']
|
||||
'exit_signal', 'force_exit', 'emergency_exit']
|
||||
:param current_time: datetime object, containing the current datetime
|
||||
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
|
||||
:return bool: When True is returned, then the sell-order is placed on the exchange.
|
||||
:return bool: When True is returned, then the exit-order is placed on the exchange.
|
||||
False aborts the process
|
||||
"""
|
||||
if exit_reason == 'force_sell' and trade.calc_profit_ratio(rate) < 0:
|
||||
if exit_reason == 'force_exit' and trade.calc_profit_ratio(rate) < 0:
|
||||
# Reject force-sells with negative profit
|
||||
# This is just a sample, please adjust to your needs
|
||||
# (this does not necessarily make sense, assuming you know when you're force-selling)
|
||||
@@ -665,7 +666,7 @@ class DigDeeperStrategy(IStrategy):
|
||||
if last_candle['close'] < previous_candle['close']:
|
||||
return None
|
||||
|
||||
filled_entries = trade.select_filled_orders(trade.enter_side)
|
||||
filled_entries = trade.select_filled_orders(trade.entry_side)
|
||||
count_of_entries = trade.nr_of_successful_entries
|
||||
# Allow up to 3 additional increasingly larger buys (4 in total)
|
||||
# Initial buy is 1x
|
||||
|
||||
@@ -99,7 +99,7 @@ With this section, you have a new column in your dataframe, which has `1` assign
|
||||
|
||||
### Customize Indicators
|
||||
|
||||
Buy and sell strategies need indicators. You can add more indicators by extending the list contained in the method `populate_indicators()` from your strategy file.
|
||||
Buy and sell signals need indicators. You can add more indicators by extending the list contained in the method `populate_indicators()` from your strategy file.
|
||||
|
||||
You should only add the indicators used in either `populate_entry_trend()`, `populate_exit_trend()`, or to populate another indicator, otherwise performance may suffer.
|
||||
|
||||
@@ -263,8 +263,8 @@ def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFram
|
||||
|
||||
### Exit signal rules
|
||||
|
||||
Edit the method `populate_exit_trend()` into your strategy file to update your sell strategy.
|
||||
Please note that the sell-signal is only used if `use_sell_signal` is set to true in the configuration.
|
||||
Edit the method `populate_exit_trend()` into your strategy file to update your exit strategy.
|
||||
Please note that the exit-signal is only used if `use_exit_signal` is set to true in the configuration.
|
||||
|
||||
It's important to always return the dataframe without removing/modifying the columns `"open", "high", "low", "close", "volume"`, otherwise these fields would contain something unexpected.
|
||||
|
||||
@@ -275,7 +275,7 @@ Sample from `user_data/strategies/sample_strategy.py`:
|
||||
```python
|
||||
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
"""
|
||||
Based on TA indicators, populates the sell signal for the given dataframe
|
||||
Based on TA indicators, populates the exit signal for the given dataframe
|
||||
:param dataframe: DataFrame populated with indicators
|
||||
:param metadata: Additional information, like the currently traded pair
|
||||
:return: DataFrame with buy column
|
||||
@@ -319,7 +319,7 @@ def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame
|
||||
|
||||
### Minimal ROI
|
||||
|
||||
This dict defines the minimal Return On Investment (ROI) a trade should reach before selling, independent from the sell signal.
|
||||
This dict defines the minimal Return On Investment (ROI) a trade should reach before exiting, independent from the exit signal.
|
||||
|
||||
It is of the following format, with the dict key (left side of the colon) being the minutes passed since the trade opened, and the value (right side of the colon) being the percentage.
|
||||
|
||||
@@ -334,10 +334,10 @@ minimal_roi = {
|
||||
|
||||
The above configuration would therefore mean:
|
||||
|
||||
- Sell whenever 4% profit was reached
|
||||
- Sell when 2% profit was reached (in effect after 20 minutes)
|
||||
- Sell when 1% profit was reached (in effect after 30 minutes)
|
||||
- Sell when trade is non-loosing (in effect after 40 minutes)
|
||||
- Exit whenever 4% profit was reached
|
||||
- Exit when 2% profit was reached (in effect after 20 minutes)
|
||||
- Exit when 1% profit was reached (in effect after 30 minutes)
|
||||
- Exit when trade is non-loosing (in effect after 40 minutes)
|
||||
|
||||
The calculation does include fees.
|
||||
|
||||
@@ -349,7 +349,7 @@ minimal_roi = {
|
||||
}
|
||||
```
|
||||
|
||||
While technically not completely disabled, this would sell once the trade reaches 10000% Profit.
|
||||
While technically not completely disabled, this would exit once the trade reaches 10000% Profit.
|
||||
|
||||
To use times based on candle duration (timeframe), the following snippet can be handy.
|
||||
This will allow you to change the timeframe for the strategy, and ROI times will still be set as candles (e.g. after 3 candles ...)
|
||||
@@ -385,7 +385,7 @@ For the full documentation on stoploss features, look at the dedicated [stoploss
|
||||
This is the set of candles the bot should download and use for the analysis.
|
||||
Common values are `"1m"`, `"5m"`, `"15m"`, `"1h"`, however all values supported by your exchange should work.
|
||||
|
||||
Please note that the same buy/sell signals may work well with one timeframe, but not with the others.
|
||||
Please note that the same entry/exit signals may work well with one timeframe, but not with the others.
|
||||
|
||||
This setting is accessible within the strategy methods as the `self.timeframe` attribute.
|
||||
|
||||
@@ -1088,7 +1088,7 @@ The following lists some common patterns which should be avoided to prevent frus
|
||||
|
||||
### Colliding signals
|
||||
|
||||
When conflicting signals collide (e.g. both `'enter_long'` and `'exit_long'` are 1), freqtrade will do nothing and ignore the entry signal. This will avoid trades that buy, and sell immediately. Obviously, this can potentially lead to missed entries.
|
||||
When conflicting signals collide (e.g. both `'enter_long'` and `'exit_long'` are 1), freqtrade will do nothing and ignore the entry signal. This will avoid trades that enter, and exit immediately. Obviously, this can potentially lead to missed entries.
|
||||
|
||||
The following rules apply, and entry signals will be ignored if more than one of the 3 signals is set:
|
||||
|
||||
|
||||
@@ -9,6 +9,8 @@ You can use the quick summary as checklist. Please refer to the detailed section
|
||||
|
||||
## Quick summary / migration checklist
|
||||
|
||||
Note : `forcesell`, `forcebuy`, `emergencysell` are changed to `force_exit`, `force_enter`, `emergency_exit` respectively.
|
||||
|
||||
* Strategy methods:
|
||||
* [`populate_buy_trend()` -> `populate_entry_trend()`](#populate_buy_trend)
|
||||
* [`populate_sell_trend()` -> `populate_exit_trend()`](#populate_sell_trend)
|
||||
@@ -18,6 +20,7 @@ You can use the quick summary as checklist. Please refer to the detailed section
|
||||
* New `side` argument to callbacks without trade object
|
||||
* [`custom_stake_amount`](#custom-stake-amount)
|
||||
* [`confirm_trade_entry`](#confirm_trade_entry)
|
||||
* [`custom_entry_price`](#custom_entry_price)
|
||||
* [Changed argument name in `confirm_trade_exit`](#confirm_trade_exit)
|
||||
* Dataframe columns:
|
||||
* [`buy` -> `enter_long`](#populate_buy_trend)
|
||||
@@ -26,7 +29,7 @@ You can use the quick summary as checklist. Please refer to the detailed section
|
||||
* [New column `enter_short` and corresponding new column `exit_short`](#populate_sell_trend)
|
||||
* trade-object now has the following new properties:
|
||||
* `is_short`
|
||||
* `enter_side`
|
||||
* `entry_side`
|
||||
* `exit_side`
|
||||
* `trade_direction`
|
||||
* renamed: `sell_reason` -> `exit_reason`
|
||||
@@ -40,6 +43,32 @@ You can use the quick summary as checklist. Please refer to the detailed section
|
||||
* `order_time_in_force` buy -> entry, sell -> exit.
|
||||
* `order_types` buy -> entry, sell -> exit.
|
||||
* `unfilledtimeout` buy -> entry, sell -> exit.
|
||||
* Terminology changes
|
||||
* Sell reasons changed to reflect the new naming of "exit" instead of sells. Be careful in your strategy if you're using `exit_reason` checks and eventually update your strategy.
|
||||
* `sell_signal` -> `exit_signal`
|
||||
* `custom_sell` -> `custom_exit`
|
||||
* `force_sell` -> `force_exit`
|
||||
* `emergency_sell` -> `emergency_exit`
|
||||
* Webhook terminology changed from "sell" to "exit", and from "buy" to entry
|
||||
* `webhookbuy` -> `webhookentry`
|
||||
* `webhookbuyfill` -> `webhookentryfill`
|
||||
* `webhookbuycancel` -> `webhookentrycancel`
|
||||
* `webhooksell` -> `webhookexit`
|
||||
* `webhooksellfill` -> `webhookexitfill`
|
||||
* `webhooksellcancel` -> `webhookexitcancel`
|
||||
* Telegram notification settings
|
||||
* `buy` -> `entry`
|
||||
* `buy_fill` -> `entry_fill`
|
||||
* `buy_cancel` -> `entry_cancel`
|
||||
* `sell` -> `exit`
|
||||
* `sell_fill` -> `exit_fill`
|
||||
* `sell_cancel` -> `exit_cancel`
|
||||
* Strategy/config settings:
|
||||
* `use_sell_signal` -> `use_exit_signal`
|
||||
* `sell_profit_only` -> `exit_profit_only`
|
||||
* `sell_profit_offset` -> `exit_profit_offset`
|
||||
* `ignore_roi_if_buy_signal` -> `ignore_roi_if_entry_signal`
|
||||
* `forcebuy_enable` -> `force_entry_enable`
|
||||
|
||||
## Extensive explanation
|
||||
|
||||
@@ -116,6 +145,9 @@ Please refer to the [Strategy documentation](strategy-customization.md#exit-sign
|
||||
|
||||
### `custom_sell`
|
||||
|
||||
`custom_sell` has been renamed to `custom_exit`.
|
||||
It's now also being called for every iteration, independent of current profit and `exit_profit_only` settings.
|
||||
|
||||
``` python hl_lines="2"
|
||||
class AwesomeStrategy(IStrategy):
|
||||
def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
|
||||
@@ -227,6 +259,26 @@ class AwesomeStrategy(IStrategy):
|
||||
return True
|
||||
```
|
||||
|
||||
### `custom_entry_price`
|
||||
|
||||
New string argument `side` - which can be either `"long"` or `"short"`.
|
||||
|
||||
``` python hl_lines="3"
|
||||
class AwesomeStrategy(IStrategy):
|
||||
def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
|
||||
entry_tag: Optional[str], **kwargs) -> float:
|
||||
return proposed_rate
|
||||
```
|
||||
|
||||
After:
|
||||
|
||||
``` python hl_lines="3"
|
||||
class AwesomeStrategy(IStrategy):
|
||||
def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
|
||||
entry_tag: Optional[str], side: str, **kwargs) -> float:
|
||||
return proposed_rate
|
||||
```
|
||||
|
||||
### Adjust trade position changes
|
||||
|
||||
While adjust-trade-position itself did not change, you should no longer use `trade.nr_of_successful_buys` - and instead use `trade.nr_of_successful_entries`, which will also include short entries.
|
||||
@@ -288,6 +340,7 @@ After:
|
||||
#### `order_types`
|
||||
|
||||
`order_types` have changed all wordings from `buy` to `entry` - and `sell` to `exit`.
|
||||
And two words are joined with `_`.
|
||||
|
||||
``` python hl_lines="2-6"
|
||||
order_types = {
|
||||
@@ -308,15 +361,40 @@ After:
|
||||
order_types = {
|
||||
"entry": "limit",
|
||||
"exit": "limit",
|
||||
"emergencyexit": "market",
|
||||
"forceexit": "market",
|
||||
"forceentry": "market",
|
||||
"emergency_exit": "market",
|
||||
"force_exit": "market",
|
||||
"force_entry": "market",
|
||||
"stoploss": "market",
|
||||
"stoploss_on_exchange": false,
|
||||
"stoploss_on_exchange_interval": 60
|
||||
}
|
||||
```
|
||||
|
||||
#### Strategy level settings
|
||||
|
||||
* `use_sell_signal` -> `use_exit_signal`
|
||||
* `sell_profit_only` -> `exit_profit_only`
|
||||
* `sell_profit_offset` -> `exit_profit_offset`
|
||||
* `ignore_roi_if_buy_signal` -> `ignore_roi_if_entry_signal`
|
||||
|
||||
``` python hl_lines="2-5"
|
||||
# These values can be overridden in the config.
|
||||
use_sell_signal = True
|
||||
sell_profit_only = True
|
||||
sell_profit_offset: 0.01
|
||||
ignore_roi_if_buy_signal = False
|
||||
```
|
||||
|
||||
After:
|
||||
|
||||
``` python hl_lines="2-5"
|
||||
# These values can be overridden in the config.
|
||||
use_exit_signal = True
|
||||
exit_profit_only = True
|
||||
exit_profit_offset: 0.01
|
||||
ignore_roi_if_entry_signal = False
|
||||
```
|
||||
|
||||
#### `unfilledtimeout`
|
||||
|
||||
`unfilledtimeout` have changed all wordings from `buy` to `entry` - and `sell` to `exit`.
|
||||
|
||||
@@ -81,21 +81,21 @@ Example configuration showing the different settings:
|
||||
"status": "silent",
|
||||
"warning": "on",
|
||||
"startup": "off",
|
||||
"buy": "silent",
|
||||
"sell": {
|
||||
"entry": "silent",
|
||||
"exit": {
|
||||
"roi": "silent",
|
||||
"emergency_sell": "on",
|
||||
"force_sell": "on",
|
||||
"sell_signal": "silent",
|
||||
"emergency_exit": "on",
|
||||
"force_exit": "on",
|
||||
"exit_signal": "silent",
|
||||
"trailing_stop_loss": "on",
|
||||
"stop_loss": "on",
|
||||
"stoploss_on_exchange": "on",
|
||||
"custom_sell": "silent"
|
||||
"custom_exit": "silent"
|
||||
},
|
||||
"buy_cancel": "silent",
|
||||
"sell_cancel": "on",
|
||||
"buy_fill": "off",
|
||||
"sell_fill": "off",
|
||||
"entry_cancel": "silent",
|
||||
"exit_cancel": "on",
|
||||
"entry_fill": "off",
|
||||
"exit_fill": "off",
|
||||
"protection_trigger": "off",
|
||||
"protection_trigger_global": "on"
|
||||
},
|
||||
@@ -104,8 +104,8 @@ Example configuration showing the different settings:
|
||||
},
|
||||
```
|
||||
|
||||
`buy` notifications are sent when the order is placed, while `buy_fill` notifications are sent when the order is filled on the exchange.
|
||||
`sell` notifications are sent when the order is placed, while `sell_fill` notifications are sent when the order is filled on the exchange.
|
||||
`entry` notifications are sent when the order is placed, while `entry_fill` notifications are sent when the order is filled on the exchange.
|
||||
`exit` notifications are sent when the order is placed, while `exit_fill` notifications are sent when the order is filled on the exchange.
|
||||
`*_fill` notifications are off by default and must be explicitly enabled.
|
||||
`protection_trigger` notifications are sent when a protection triggers and `protection_trigger_global` notifications trigger when global protections are triggered.
|
||||
|
||||
@@ -173,8 +173,9 @@ official commands. You can ask at any moment for help with `/help`.
|
||||
| `/profit [<n>]` | Display a summary of your profit/loss from close trades and some stats about your performance, over the last n days (all trades by default)
|
||||
| `/forceexit <trade_id>` | Instantly exits the given trade (Ignoring `minimum_roi`).
|
||||
| `/forceexit all` | Instantly exits all open trades (Ignoring `minimum_roi`).
|
||||
| `/forcelong <pair> [rate]` | Instantly buys the given pair. Rate is optional and only applies to limit orders. (`forcebuy_enable` must be set to True)
|
||||
| `/forceshort <pair> [rate]` | Instantly shorts the given pair. Rate is optional and only applies to limit orders. This will only work on non-spot markets. (`forcebuy_enable` must be set to True)
|
||||
| `/fx` | alias for `/forceexit`
|
||||
| `/forcelong <pair> [rate]` | Instantly buys the given pair. Rate is optional and only applies to limit orders. (`force_entry_enable` must be set to True)
|
||||
| `/forceshort <pair> [rate]` | Instantly shorts the given pair. Rate is optional and only applies to limit orders. This will only work on non-spot markets. (`force_entry_enable` must be set to True)
|
||||
| `/performance` | Show performance of each finished trade grouped by pair
|
||||
| `/balance` | Show account balance per currency
|
||||
| `/daily <n>` | Shows profit or loss per day, over the last n days (n defaults to 7)
|
||||
@@ -274,9 +275,12 @@ The relative profit of `1.2%` is the average profit per trade.
|
||||
The relative profit of `15.2 Σ%` is be based on the starting capital - so in this case, the starting capital was `0.00485701 * 1.152 = 0.00738 BTC`.
|
||||
Starting capital is either taken from the `available_capital` setting, or calculated by using current wallet size - profits.
|
||||
|
||||
### /forcesell <trade_id>
|
||||
### /forceexit <trade_id>
|
||||
|
||||
> **BINANCE:** Selling BTC/LTC with limit `0.01650000 (profit: ~-4.07%, -0.00008168)`
|
||||
> **BINANCE:** Exiting BTC/LTC with limit `0.01650000 (profit: ~-4.07%, -0.00008168)`
|
||||
|
||||
!!! Tip
|
||||
You can get a list of all open trades by calling `/forceexit` without parameter, which will show a list of buttons to simply exit a trade.
|
||||
|
||||
### /forcelong <pair> [rate] | /forceshort <pair> [rate]
|
||||
|
||||
@@ -285,13 +289,13 @@ Starting capital is either taken from the `available_capital` setting, or calcul
|
||||
> **BINANCE:** Long ETH/BTC with limit `0.03400000` (`1.000000 ETH`, `225.290 USD`)
|
||||
|
||||
Omitting the pair will open a query asking for the pair to trade (based on the current whitelist).
|
||||
Trades crated through `/forceentry` will have the buy-tag of `forceentry`.
|
||||
Trades created through `/forcelong` will have the buy-tag of `force_entry`.
|
||||
|
||||
|
||||
|
||||
Note that for this to work, `forcebuy_enable` needs to be set to true.
|
||||
Note that for this to work, `force_entry_enable` needs to be set to true.
|
||||
|
||||
[More details](configuration.md#understand-forcebuy_enable)
|
||||
[More details](configuration.md#understand-force_entry_enable)
|
||||
|
||||
### /performance
|
||||
|
||||
|
||||
@@ -2,6 +2,10 @@
|
||||
|
||||
To update your freqtrade installation, please use one of the below methods, corresponding to your installation method.
|
||||
|
||||
!!! Note "Tracking changes"
|
||||
Breaking changes / changed behavior will be documented in the changelog that is posted alongside every release.
|
||||
For the develop branch, please follow PR's to avoid being surprised by changes.
|
||||
|
||||
## docker-compose
|
||||
|
||||
!!! Note "Legacy installations using the `master` image"
|
||||
|
||||
@@ -10,33 +10,33 @@ Sample configuration (tested using IFTTT).
|
||||
"webhook": {
|
||||
"enabled": true,
|
||||
"url": "https://maker.ifttt.com/trigger/<YOUREVENT>/with/key/<YOURKEY>/",
|
||||
"webhookbuy": {
|
||||
"webhookentry": {
|
||||
"value1": "Buying {pair}",
|
||||
"value2": "limit {limit:8f}",
|
||||
"value3": "{stake_amount:8f} {stake_currency}"
|
||||
},
|
||||
"webhookbuycancel": {
|
||||
"webhookentrycancel": {
|
||||
"value1": "Cancelling Open Buy Order for {pair}",
|
||||
"value2": "limit {limit:8f}",
|
||||
"value3": "{stake_amount:8f} {stake_currency}"
|
||||
},
|
||||
"webhookbuyfill": {
|
||||
"webhookentryfill": {
|
||||
"value1": "Buy Order for {pair} filled",
|
||||
"value2": "at {open_rate:8f}",
|
||||
"value3": ""
|
||||
},
|
||||
"webhooksell": {
|
||||
"value1": "Selling {pair}",
|
||||
"webhookexit": {
|
||||
"value1": "Exiting {pair}",
|
||||
"value2": "limit {limit:8f}",
|
||||
"value3": "profit: {profit_amount:8f} {stake_currency} ({profit_ratio})"
|
||||
},
|
||||
"webhooksellcancel": {
|
||||
"value1": "Cancelling Open Sell Order for {pair}",
|
||||
"webhookexitcancel": {
|
||||
"value1": "Cancelling Open Exit Order for {pair}",
|
||||
"value2": "limit {limit:8f}",
|
||||
"value3": "profit: {profit_amount:8f} {stake_currency} ({profit_ratio})"
|
||||
},
|
||||
"webhooksellfill": {
|
||||
"value1": "Sell Order for {pair} filled",
|
||||
"webhookexitfill": {
|
||||
"value1": "Exit Order for {pair} filled",
|
||||
"value2": "at {close_rate:8f}.",
|
||||
"value3": ""
|
||||
},
|
||||
@@ -96,9 +96,9 @@ Optional parameters are available to enable automatic retries for webhook messag
|
||||
|
||||
Different payloads can be configured for different events. Not all fields are necessary, but you should configure at least one of the dicts, otherwise the webhook will never be called.
|
||||
|
||||
### Webhookbuy
|
||||
### Webhookentry
|
||||
|
||||
The fields in `webhook.webhookbuy` are filled when the bot executes a long/short. Parameters are filled using string.format.
|
||||
The fields in `webhook.webhookentry` are filled when the bot executes a long/short. Parameters are filled using string.format.
|
||||
Possible parameters are:
|
||||
|
||||
* `trade_id`
|
||||
@@ -118,9 +118,9 @@ Possible parameters are:
|
||||
* `current_rate`
|
||||
* `enter_tag`
|
||||
|
||||
### Webhookbuycancel
|
||||
### Webhookentrycancel
|
||||
|
||||
The fields in `webhook.webhookbuycancel` are filled when the bot cancels a long/short order. Parameters are filled using string.format.
|
||||
The fields in `webhook.webhookentrycancel` are filled when the bot cancels a long/short order. Parameters are filled using string.format.
|
||||
Possible parameters are:
|
||||
|
||||
* `trade_id`
|
||||
@@ -139,9 +139,9 @@ Possible parameters are:
|
||||
* `current_rate`
|
||||
* `enter_tag`
|
||||
|
||||
### Webhookbuyfill
|
||||
### Webhookentryfill
|
||||
|
||||
The fields in `webhook.webhookbuyfill` are filled when the bot filled a long/short order. Parameters are filled using string.format.
|
||||
The fields in `webhook.webhookentryfill` are filled when the bot filled a long/short order. Parameters are filled using string.format.
|
||||
Possible parameters are:
|
||||
|
||||
* `trade_id`
|
||||
@@ -160,8 +160,9 @@ Possible parameters are:
|
||||
* `current_rate`
|
||||
* `enter_tag`
|
||||
|
||||
### Webhooksell
|
||||
The fields in `webhook.webhooksell` are filled when the bot sells a trade. Parameters are filled using string.format.
|
||||
### Webhookexit
|
||||
|
||||
The fields in `webhook.webhookexit` are filled when the bot exits a trade. Parameters are filled using string.format.
|
||||
Possible parameters are:
|
||||
|
||||
* `trade_id`
|
||||
@@ -183,9 +184,9 @@ Possible parameters are:
|
||||
* `open_date`
|
||||
* `close_date`
|
||||
|
||||
### Webhooksellfill
|
||||
### Webhookexitfill
|
||||
|
||||
The fields in `webhook.webhooksellfill` are filled when the bot fills a sell order (closes a Trae). Parameters are filled using string.format.
|
||||
The fields in `webhook.webhookexitfill` are filled when the bot fills a exit order (closes a Trade). Parameters are filled using string.format.
|
||||
Possible parameters are:
|
||||
|
||||
* `trade_id`
|
||||
@@ -208,9 +209,9 @@ Possible parameters are:
|
||||
* `open_date`
|
||||
* `close_date`
|
||||
|
||||
### Webhooksellcancel
|
||||
### Webhookexitcancel
|
||||
|
||||
The fields in `webhook.webhooksellcancel` are filled when the bot cancels a sell order. Parameters are filled using string.format.
|
||||
The fields in `webhook.webhookexitcancel` are filled when the bot cancels a exit order. Parameters are filled using string.format.
|
||||
Possible parameters are:
|
||||
|
||||
* `trade_id`
|
||||
|
||||
Reference in New Issue
Block a user