Merge branch 'develop' into margin-db

2021-06-20 01:31:47 -06:00
parent e6a137d5b4 347eceeda5
commit 1dd2a6a895
27 changed files with 302 additions and 223 deletions
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -284,7 +284,7 @@ A backtesting result will look like that:
 | Backtesting to        | 2019-05-01 00:00:00 |
 | Max open trades       | 3                   |
 |                       |                     |
-| Total trades          | 429                 |
+| Total/Daily Avg Trades| 429 / 3.575         |
 | Starting balance      | 0.01000000 BTC      |
 | Final balance         | 0.01762792 BTC      |
 | Absolute profit       | 0.00762792 BTC      |
@@ -373,12 +373,11 @@ It contains some useful key metrics about performance of your strategy on backte
 | Backtesting to        | 2019-05-01 00:00:00 |
 | Max open trades       | 3                   |
 |                       |                     |
-| Total trades          | 429                 |
+| Total/Daily Avg Trades| 429 / 3.575         |
 | Starting balance      | 0.01000000 BTC      |
 | Final balance         | 0.01762792 BTC      |
 | Absolute profit       | 0.00762792 BTC      |
 | Total profit %        | 76.2%               |
-| Trades per day        | 3.575               |
 | Avg. stake amount     | 0.001      BTC      |
 | Total trade volume    | 0.429      BTC      |
 |                       |                     |
@@ -409,12 +408,11 @@ It contains some useful key metrics about performance of your strategy on backte

 - `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option).
 - `Max open trades`: Setting of `max_open_trades` (or `--max-open-trades`) - or number of pairs in the pairlist (whatever is lower).
- `Total trades`: Identical to the total trades of the backtest output table.
+- `Total/Daily Avg Trades`: Identical to the total trades of the backtest output table / Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
 - `Starting balance`: Start balance - as given by dry-run-wallet (config or command line).
 - `Final balance`: Final balance - starting balance + absolute profit.
 - `Absolute profit`: Profit made in stake currency.
 - `Total profit %`: Total profit. Aligned to the `TOTAL` row's `Tot Profit %` from the first table. Calculated as `(End capital − Starting capital) / Starting capital`.
- `Trades per day`: Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
 - `Avg. stake amount`: Average stake amount, either `stake_amount` or the average when using dynamic stake amount.
 - `Total trade volume`: Volume generated on the exchange to reach the above profit.
 - `Best Pair` / `Worst Pair`: Best and worst performing pair, and it's corresponding `Cum Profit %`.
@@ -446,6 +444,7 @@ Since backtesting lacks some detailed information about what happens within a ca
 - 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
 - Low happens before high for stoploss, protecting capital first
 - Trailing stoploss
+  - Trailing Stoploss is only adjusted if it's below the candle's low (otherwise it would be triggered)
  - High happens first - adjusting stoploss
  - Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly)
  - ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -102,10 +102,11 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer
 | `exchange.skip_pair_validation` | Skip pairlist validation on startup.<br>*Defaults to `false`<br> **Datatype:** Boolean
 | `exchange.skip_open_order_update` | Skips open order updates on startup should the exchange cause problems. Only relevant in live conditions.<br>*Defaults to `false`<br> **Datatype:** Boolean
+| `exchange.log_responses` | Log relevant exchange responses. For debug mode only - use with care.<br>*Defaults to `false`<br> **Datatype:** Boolean
 | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
 | `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | `pairlists` | Define one or more pairlists to be used. [More information](plugins.md#pairlists-and-pairlist-handlers). <br>*Defaults to `StaticPairList`.*  <br> **Datatype:** List of Dicts
-| `protections` | Define one or more protections to be used. [More information](plugins.md#protections). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** List of Dicts
+| `protections` | Define one or more protections to be used. [More information](plugins.md#protections). <br> **Datatype:** List of Dicts
 | `telegram.enabled` | Enable the usage of Telegram. <br> **Datatype:** Boolean
 | `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
 | `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
@@ -156,7 +157,6 @@ Values set in the configuration file always overwrite values set in the strategy
 * `order_time_in_force`
 * `unfilledtimeout`
 * `disable_dataframe_checks`
-* `protections`
 * `use_sell_signal` (ask_strategy)
 * `sell_profit_only` (ask_strategy)
 * `sell_profit_offset` (ask_strategy)
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -98,7 +98,7 @@ Create a new directory and place the [docker-compose file](https://raw.githubuse
        image: freqtradeorg/freqtrade:custom_arm64
        build:
          context: .
-          dockerfile: "./docker/Dockerfile.aarch64"
+          dockerfile: "Dockerfile"
        ```

 The above snippet creates a new directory called `ft_userdata`, downloads the latest compose file and pulls the freqtrade image.
--- a/docs/includes/protections.md
+++ b/docs/includes/protections.md
@@ -8,7 +8,6 @@ All protection end times are rounded up to the next candle to avoid sudden, unex

 !!! Note
    Not all Protections will work for all strategies, and parameters will need to be tuned for your strategy to improve performance.  
-    To align your protection with your strategy, you can define protections in the strategy.

 !!! Tip
    Each Protection can be configured multiple times with different parameters, to allow different levels of protection (short-term / long-term).
@@ -47,16 +46,16 @@ This applies across all pairs, unless `only_per_pair` is set to true, which will

 The below example stops trading for all pairs for 4 candles after the last trade if the bot hit stoploss 4 times within the last 24 candles.

-```json
-"protections": [
+``` python
+protections = [
    {
        "method": "StoplossGuard",
        "lookback_period_candles": 24,
        "trade_limit": 4,
        "stop_duration_candles": 4,
-        "only_per_pair": false
+        "only_per_pair": False
    }
-],
+]
 ```

 !!! Note
@@ -69,8 +68,8 @@ The below example stops trading for all pairs for 4 candles after the last trade

 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
-"protections": [
+``` python
+protections = [
      {
        "method": "MaxDrawdown",
        "lookback_period_candles": 48,
@@ -78,7 +77,7 @@ The below sample stops trading for 12 candles if max-drawdown is > 20% consideri
        "stop_duration_candles": 12,
        "max_allowed_drawdown": 0.2
      },
-],
+]
 ```

 #### Low Profit Pairs
@@ -88,8 +87,8 @@ If that ratio is below `required_profit`, that pair will be locked for `stop_dur

 The below example will stop trading a pair for 60 minutes if the pair does not have a required profit of 2% (and a minimum of 2 trades) within the last 6 candles.

-```json
-"protections": [
+``` python
+protections = [
    {
        "method": "LowProfitPairs",
        "lookback_period_candles": 6,
@@ -97,7 +96,7 @@ The below example will stop trading a pair for 60 minutes if the pair does not h
        "stop_duration": 60,
        "required_profit": 0.02
    }
-],
+]
 ```

 #### Cooldown Period
@@ -106,13 +105,13 @@ The below example will stop trading a pair for 60 minutes if the pair does not h

 The below example will stop trading a pair for 2 candles after closing a trade, allowing this pair to "cool down".

-```json
-"protections": [
+``` python
+protections = [
    {
        "method": "CooldownPeriod",
        "stop_duration_candles": 2
    }
-],
+]
 ```

 !!! Note
@@ -132,46 +131,6 @@ The below example assumes a timeframe of 1 hour:
 * Locks all pairs that had 4 Trades within the last 6 hours (`6 * 1h candles`) with a combined profit ratio of below 0.02 (<2%) (`LowProfitPairs`).
 * Locks all pairs for 2 candles that had a profit of below 0.01 (<1%) within the last 24h (`24 * 1h candles`), a minimum of 4 trades.

-```json
-"timeframe": "1h",
-"protections": [
-    {
-        "method": "CooldownPeriod",
-        "stop_duration_candles": 5
-    },
-    {
-        "method": "MaxDrawdown",
-        "lookback_period_candles": 48,
-        "trade_limit": 20,
-        "stop_duration_candles": 4,
-        "max_allowed_drawdown": 0.2
-    },
-    {
-        "method": "StoplossGuard",
-        "lookback_period_candles": 24,
-        "trade_limit": 4,
-        "stop_duration_candles": 2,
-        "only_per_pair": false
-    },
-    {
-        "method": "LowProfitPairs",
-        "lookback_period_candles": 6,
-        "trade_limit": 2,
-        "stop_duration_candles": 60,
-        "required_profit": 0.02
-    },
-    {
-        "method": "LowProfitPairs",
-        "lookback_period_candles": 24,
-        "trade_limit": 4,
-        "stop_duration_candles": 2,
-        "required_profit": 0.01
-    }
-    ],
-```
-
-You can use the same in your strategy, the syntax is only slightly different:
-
 ``` python
 from freqtrade.strategy import IStrategy

--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -95,6 +95,7 @@ Example configuration showing the different settings:
        "buy_fill": "off",
        "sell_fill": "off"
    },
+    "reload": true,
    "balance_dust_level": 0.01
 },
 ```
@@ -105,6 +106,7 @@ Example configuration showing the different settings:


 `balance_dust_level` will define what the `/balance` command takes as "dust" - Currencies with a balance below this will be shown.
+`reload` allows you to disable reload-buttons on selected messages.

 ## Create a custom keyboard (command shortcut buttons)