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Improve exit signal sequence

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This commit is contained in:
Matthias
2022-05-22 11:01:18 +02:00
parent ce3bfd59f5
commit 3692fcd3d5
3 changed files with 23 additions and 10 deletions
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3
freqtrade/enums/exitchecktuple.py
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@@ -18,3 +18,6 @@ class ExitCheckTuple:
def __eq__(self, other):
return self.exit_type == other.exit_type and self.exit_reason == other.exit_reason
def __repr__(self):
return f"ExitCheckTuple({self.exit_type}, {self.exit_reason})"

15
freqtrade/strategy/interface.py
View File

@@ -942,15 +942,22 @@ class IStrategy(ABC, HyperStrategyMixin):
# Sequence:
# Exit-signal
# ROI (if not stoploss)
# Stoploss
if roi_reached and stoplossflag.exit_type != ExitType.STOP_LOSS:
# ROI
# Trailing stoploss
if stoplossflag.exit_type == ExitType.STOP_LOSS:
logger.debug(f"{trade.pair} - Stoploss hit. exit_type={stoplossflag.exit_type}")
exits.append(stoplossflag)
if roi_reached:
logger.debug(f"{trade.pair} - Required profit reached. exit_type=ExitType.ROI")
exits.append(ExitCheckTuple(exit_type=ExitType.ROI))
if stoplossflag.exit_flag:
if stoplossflag.exit_type == ExitType.TRAILING_STOP_LOSS:
logger.debug(f"{trade.pair} - Stoploss hit. exit_type={stoplossflag.exit_type}")
logger.debug(f"{trade.pair} - Trailing stoploss hit.")
exits.append(stoplossflag)
return exits