added trailing stop loss

freqtrade/main.py

@@ -138,6 +138,19 @@ def min_roi_reached(trade: Trade, current_rate: float, current_time: datetime) -
     if 'stoploss' in _CONF and current_profit < float(_CONF['stoploss']):
         logger.debug('Stop loss hit.')
         return True
+    
+    # Check if profit is positive, time matches and current rate is below trailing stop loss
+    if current_profit > 0:
+        logger.info('Check trailing stop loss...')
+        time_diff = (current_time - trade.open_date).total_seconds() / 60
+        for duration, threshold in sorted(_CONF['trailing_stoploss'].items()):
+            if time_diff > float(duration):
+                print(current_profit, current_rate, trade.stat_max_rate)
+                percentage_change = ((current_rate - trade.stat_max_rate) / trade.stat_max_rate) 
+                logger.info('Check trailing stop loss. %s < %s' % (percentage_change, -threshold))
+                if percentage_change < -threshold:
+                    logger.info('Trailing stop loss hit: %s, %s : %s < %s' % (duration, threshold, percentage_change, -threshold))
+                    return True
 
     # Check if time matches and current rate is above threshold
     time_diff = (current_time - trade.open_date).total_seconds() / 60
@@ -160,6 +173,9 @@ def handle_trade(trade: Trade) -> bool:
     logger.debug('Handling %s ...', trade)
     current_rate = exchange.get_ticker(trade.pair)['bid']
 
+    # Update statistic values for trailing stoploss
+    trade.update_stats(current_rate)
+    
     # Check if minimal roi has been reached
     if not min_roi_reached(trade, current_rate, datetime.utcnow()):
         return False

freqtrade/misc.py

@@ -216,6 +216,13 @@ CONF_SCHEMA = {
             },
             'minProperties': 1
         },
+        'trailing_stoploss': {
+            'type': 'object',
+            'patternProperties': {
+                '^[0-9.]+$': {'type': 'number'}
+            },
+            'minProperties': 0
+        },
         'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True},
         'bid_strategy': {
             'type': 'object',

freqtrade/persistence.py

@@ -71,6 +71,10 @@ class Trade(_DECL_BASE):
     open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
     close_date = Column(DateTime)
     open_order_id = Column(String)
+    stat_min_rate = Column(Float)
+    stat_min_rate_date = Column(DateTime)
+    stat_max_rate = Column(Float)
+    stat_max_rate_date = Column(DateTime)
 
     def __repr__(self):
         return 'Trade(id={}, pair={}, amount={:.8f}, open_rate={:.8f}, open_since={})'.format(
@@ -78,9 +82,32 @@ class Trade(_DECL_BASE):
             self.pair,
             self.amount,
             self.open_rate,
-            arrow.get(self.open_date).humanize() if self.is_open else 'closed'
+            arrow.get(self.open_date).humanize() if self.is_open else 'closed',
+            self.stat_min_rate,
+            self.stat_max_rate,
         )
 
+    def update_stats(self, current_rate: Dict) -> None:
+        """
+        Updates this entity statistics with current rates.
+        :param current_rate: current rate retrieved by exchange.get_ticker()
+        :return: None
+        """
+        logger.info('Updating statistics for trade (id=%d) ...', self.id)
+        need_update = False
+        if not self.stat_min_rate or current_rate < self.stat_min_rate:
+            logger.info('Update stat_min_rate. %s -> %s' % (self.stat_min_rate, current_rate))
+            self.stat_min_rate = current_rate
+            self.stat_min_rate_date = datetime.utcnow()
+            need_update = True
+        if not self.stat_max_rate or current_rate > self.stat_max_rate:
+            logger.info('Update stat_max_rate. %s -> %s' % (self.stat_max_rate, current_rate))
+            self.stat_max_rate = current_rate
+            self.stat_max_rate_date = datetime.utcnow()
+            need_update = True
+        if need_update:
+            Trade.session.flush()
+            
     def update(self, order: Dict) -> None:
         """
         Updates this entity with amount and actual open/close rates.