Merge pull request #6656 from freqtrade/use_sell_signal

Use sell signal -> use_exit_signal
This commit is contained in:
Matthias
2022-04-06 19:46:46 +02:00
committed by GitHub
25 changed files with 216 additions and 156 deletions

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@@ -116,10 +116,10 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `exit_pricing.price_last_balance` | Interpolate the exiting price. More information [below](#exit-price-without-orderbook-enabled).
| `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
| `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
| `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
| `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
| `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)
| `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
| `use_exit_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
| `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
| `exit_profit_offset` | Sell-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)
| `ignore_roi_if_entry_signal` | Do not sell if the buy 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
| `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
| `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
| `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
@@ -198,10 +198,10 @@ 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`

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@@ -91,7 +91,7 @@ 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.
!!! 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 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_exit_signal=False` or `exit_profit_only=True` while profit is below `exit_profit_offset`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters.
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:

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@@ -264,7 +264,7 @@ 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.
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.

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@@ -61,8 +61,11 @@ You can use the quick summary as checklist. Please refer to the detailed section
* `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`
## Extensive explanation
@@ -360,6 +363,31 @@ After:
}
```
#### 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`.