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Calculate stoploss_from_absolute for shorts

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Guillermo Rodríguez
2022-01-22 18:01:02 +01:00
parent e04956be0e
commit 40cd478c6d
2 changed files with 15 additions and 4 deletions
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12
freqtrade/strategy/strategy_helper.py
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@@ -102,9 +102,8 @@ def stoploss_from_open(
return max(stoploss, 0.0)
def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
def stoploss_from_absolute(stop_rate: float, current_rate: float, is_short: bool = False) -> float:
"""
TODO-lev: Update this method with "is_short" formula
Given current price and desired stop price, return a stop loss value that is relative to current
price.
@@ -115,6 +114,7 @@ def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
:param stop_rate: Stop loss price.
:param current_rate: Current asset price.
:param is_short: When true, perform the calculation for short instead of long
:return: Positive stop loss value relative to current price
"""
@@ -123,6 +123,10 @@ def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
return 1
stoploss = 1 - (stop_rate / current_rate)
if is_short:
stoploss = -stoploss
# negative stoploss values indicate the requested stop price is higher than the current price
return max(stoploss, 0.0)
# negative stoploss values indicate the requested stop price is higher/lower
# (long/short) than the current price
# shorts can yield stoploss values higher than 1, so limit that as well
return max(min(stoploss, 1.0), 0.0)