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Improve protection documentation

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Matthias 2020-11-11 08:00:10 +01:00
parent 00d4820bc1
commit 1f703dc341
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62
docs/includes/protections.md
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@ -8,13 +8,14 @@ Protections will protect your strategy from unexpected events and market conditi
#### Stoploss Guard #### Stoploss Guard
`StoplossGuard` selects all trades within a `lookback_period` (in minutes), and determines if the amount of trades that resulted in stoploss are above `trade_limit` - in which case it will stop trading until this condition is no longer true. `StoplossGuard` selects all trades within a `lookback_period` (in minutes), and determines if the amount of trades that resulted in stoploss are above `trade_limit` - in which case trading will stop for `stop_duration`.
```json ```json
"protections": [{ "protections": [{
"method": "StoplossGuard", "method": "StoplossGuard",
"lookback_period": 60, "lookback_period": 60,
"trade_limit": 4 "trade_limit": 4,
"stop_duration": 60
}], }],
``` ```
@ -27,25 +28,72 @@ Protections will protect your strategy from unexpected events and market conditi
If that ratio is below `required_profit`, that pair will be locked for `stop_duration` (in minutes). If that ratio is below `required_profit`, that pair will be locked for `stop_duration` (in minutes).
```json ```json
"protections": [{ "protections": [
{
"method": "LowProfitpairs", "method": "LowProfitpairs",
"lookback_period": 60, "lookback_period": 60,
"trade_limit": 4, "trade_limit": 4,
"stop_duration": 60, "stop_duration": 60,
"required_profit": 0.02 "required_profit": 0.02
}], }
],
``` ```
### Full example of Protections #### Cooldown Period
`CooldownPeriod` locks a pair for `stop_duration` (in minutes) after selling, avoiding a re-entry for this pair for `stop_duration` minutes.
The below example stops trading if more than 4 stoploss occur within a 1 hour (60 minute) limit.
```json ```json
"protections": [ "protections": [
{
"method": "CooldownPeriod",
"stop_duration": 60
}
],
```
!!! Note:
This Protection applies only at pair-level, and will never lock all pairs globally.
### Full example of Protections
All protections can be combined at will, also with different parameters, creating a increasing wall for under-performing pairs.
All protections are evaluated in the sequence they are defined.
The below example:
* stops trading if more than 4 stoploss occur for all pairs within a 1 hour (60 minute) limit (`StoplossGuard`).
* Locks each pair after selling for an additional 10 minutes (`CooldownPeriod`), giving other pairs a chance to get filled.
* Locks all pairs that had 4 Trades within the last 6 hours with a combined profit ratio of below 0.02 (<2%). (`LowProfitpairs`)
* Locks all pairs for 120 minutes that had a profit of below 0.01 (<1%) within the last 24h (`60 * 24 = 1440`), a minimum of 7 trades
```json
"protections": [
{
"method": "CooldownPeriod",
"stop_duration": 10
},
{ {
"method": "StoplossGuard", "method": "StoplossGuard",
"lookback_period": 60, "lookback_period": 60,
"trade_limit": 4 "trade_limit": 4,
"stop_duration": 60
},
{
"method": "LowProfitpairs",
"lookback_period": 360,
"trade_limit": 4,
"stop_duration": 60,
"required_profit": 0.02
},
{
"method": "LowProfitpairs",
"lookback_period": 1440,
"trade_limit": 7,
"stop_duration": 120,
"required_profit": 0.01
} }
], ],
``` ```

2
freqtrade/constants.py
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@ -207,7 +207,7 @@ CONF_SCHEMA = {
'trade_limit': {'type': 'number', 'integer': 1}, 'trade_limit': {'type': 'number', 'integer': 1},
'lookback_period': {'type': 'number', 'integer': 1}, 'lookback_period': {'type': 'number', 'integer': 1},
}, },
'required': ['method', 'trade_limit'], 'required': ['method'],
} }
}, },
'telegram': { 'telegram': {