Update stoploss.md

docs/stoploss.md

@@ -11,25 +11,47 @@ Most of the strategy files already include the optimal `stoploss` value.
 
 ## Stop Loss On-Exchange/Freqtrade
 
-Those stoploss modes can be *on exchange* or *off exchange*. If the stoploss is *on exchange* it means a stoploss limit order is placed on the exchange immediately after buy order happens successfully. This will protect you against sudden crashes in market as the order will be in the queue immediately and if market goes down then the order has more chance of being fulfilled.
+Those stoploss modes can be *on exchange* or *off exchange*.
 
-In case of stoploss on exchange there is another parameter called `stoploss_on_exchange_interval`. This configures the interval in seconds at which the bot will check the stoploss and update it if necessary.
+These modes can be configured with these values:
+
+``` python
+    'emergencysell': 'market',
+    'stoploss_on_exchange': False
+    'stoploss_on_exchange_interval': 60,
+    'stoploss_on_exchange_limit_ratio': 0.99
+```
+
+### stoploss_on_exchange
+Enable or Disable stop loss on exchange.
+If the stoploss is *on exchange* it means a stoploss limit order is placed on the exchange immediately after buy order happens successfully. This will protect you against sudden crashes in market as the order will be in the queue immediately and if market goes down then the order has more chance of being fulfilled.
+
+If `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the stoploss_price and the Limit price.
+`stoploss` defines the stop-price - and limit should be slightly below this.  
+If an exchange supports both limit and market stoploss orders, then the value of `stoploss` will be used to determine the stoploss type.
 
 For example, assuming the stoploss is on exchange, and trailing stoploss is enabled, and the market is going up, then the bot automatically cancels the previous stoploss order and puts a new one with a stop value higher than the previous stoploss order.
+
+### stoploss_on_exchange_interval
+In case of stoploss on exchange there is another parameter called `stoploss_on_exchange_interval`. This configures the interval in seconds at which the bot will check the stoploss and update it if necessary.
 The bot cannot do these every 5 seconds (at each iteration), otherwise it would get banned by the exchange.
 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.
 
+### emergencysell and stoploss_on_exchange_limit_ratio
+`emergencysell` 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 this is not configured in either strategy or configuration file.
+
+This defaults to 0.99 / 1% (configurable via `stoploss_on_exchange_limit_ratio`).
+Calculation example: we bought the asset at 100$.
+Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the stoploss will happen between 95$ and 94.05$.
+
+
 !!! Note
     Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market) and FTX (stop limit and stop-market) as of now.  
     <ins>Do not set too low stoploss value if using stop loss on exhange!</ins>  
 *   If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work
 
-Stop loss on exchange is controlled with this value (default False):
-
-``` python
-    'stoploss_on_exchange': False
-```
 
 Example from strategy file:
 
@@ -37,6 +59,7 @@ Example from strategy file:
 order_types = {
     'buy': 'limit',
     'sell': 'limit',
+    'emergencysell': 'market',
     'stoploss': 'market',
     'stoploss_on_exchange': True,
     'stoploss_on_exchange_interval': 60,