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Stoploss-guard should use the trade_limit or more

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fix #4404
This commit is contained in:
Matthias 2021-02-20 19:37:38 +01:00
parent 245e39e523
commit 3629892fc3
3 changed files with 11 additions and 9 deletions
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4
docs/includes/protections.md
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@ -40,7 +40,9 @@ All protection end times are rounded up to the next candle to avoid sudden, unex
#### Stoploss Guard
`StoplossGuard` selects all trades within `lookback_period` in minutes (or in candles when using `lookback_period_candles`), and determines if the amount of trades that resulted in stoploss are above `trade_limit` - in which case trading will stop for `stop_duration` in minutes (or in candles when using `stop_duration_candles`).
`StoplossGuard` selects all trades within `lookback_period` in minutes (or in candles when using `lookback_period_candles`).
If `trade_limit` or more trades resulted in stoploss, trading will stop for `stop_duration` in minutes (or in candles when using `stop_duration_candles`).
This applies across all pairs, unless `only_per_pair` is set to true, which will then only look at one pair at a time.
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.

12
freqtrade/plugins/protections/stoploss_guard.py
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@ -58,13 +58,13 @@ class StoplossGuard(IProtection):
SellType.STOPLOSS_ON_EXCHANGE.value)
and trade.close_profit < 0)]
if len(trades) > self._trade_limit:
self.log_once(f"Trading stopped due to {self._trade_limit} "
f"stoplosses within {self._lookback_period} minutes.", logger.info)
until = self.calculate_lock_end(trades, self._stop_duration)
return True, until, self._reason()
if len(trades) < self._trade_limit:
return False, None, None
return False, None, None
self.log_once(f"Trading stopped due to {self._trade_limit} "
f"stoplosses within {self._lookback_period} minutes.", logger.info)
until = self.calculate_lock_end(trades, self._stop_duration)
return True, until, self._reason()
def global_stop(self, date_now: datetime) -> ProtectionReturn:
"""

4
tests/plugins/test_protections.py
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@ -83,7 +83,7 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog):
"method": "StoplossGuard",
"lookback_period": 60,
"stop_duration": 40,
"trade_limit": 2
"trade_limit": 3
}]
freqtrade = get_patched_freqtradebot(mocker, default_conf)
message = r"Trading stopped due to .*"
@ -136,7 +136,7 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
default_conf['protections'] = [{
"method": "StoplossGuard",
"lookback_period": 60,
"trade_limit": 1,
"trade_limit": 2,
"stop_duration": 60,
"only_per_pair": only_per_pair
}]