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Update documentation to match feature changes.

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eSeR1805 2022-04-18 21:13:50 +03:00
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2 changed files with 23 additions and 13 deletions
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2
docs/bot-basics.md
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@ -35,7 +35,7 @@ By default, loop runs every few seconds (`internals.process_throttle_secs`) and
* Calls `check_entry_timeout()` strategy callback for open entry orders.
* Calls `check_exit_timeout()` strategy callback for open exit orders.
* Check readjustment request for open orders.
* Calls `readjust_entry_price()` strategy callback for open entry orders.
* Calls `adjust_entry_price()` strategy callback for open entry orders.
* Verifies existing positions and eventually places exit orders.
* Considers stoploss, ROI and exit-signal, `custom_exit()` and `custom_stoploss()`.
* Determine exit-price based on `exit_pricing` configuration setting or by using the `custom_exit_price()` callback.

34
docs/strategy-callbacks.md
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@ -16,7 +16,7 @@ Currently available callbacks:
* [`confirm_trade_entry()`](#trade-entry-buy-order-confirmation)
* [`confirm_trade_exit()`](#trade-exit-sell-order-confirmation)
* [`adjust_trade_position()`](#adjust-trade-position)
* [`readjust_entry_price()`](#readjust-entry-price)
* [`adjust_entry_price()`](#adjust-entry-price)
* [`leverage()`](#leverage-callback)
!!! Tip "Callback calling sequence"
@ -389,7 +389,7 @@ class AwesomeStrategy(IStrategy):
!!! Warning
Modifying entry and exit prices will only work for limit orders. Depending on the price chosen, this can result in a lot of unfilled orders. By default the maximum allowed distance between the current price and the custom price is 2%, this value can be changed in config with the `custom_price_max_distance_ratio` parameter.
**Example**:
**Example**:
If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_ratio` is set to 2%, The retained valid custom entry price will be 98, which is 2% below the current (proposed) rate.
!!! Warning "Backtesting"
@ -690,14 +690,16 @@ class DigDeeperStrategy(IStrategy):
```
## Readjust Entry Price
## Adjust Entry Price
The `readjust_entry_price()` callback may be used by strategy developer to refresh/replace limit orders upon arrival of new candles.
The `adjust_entry_price()` callback may be used by strategy developer to refresh/replace limit orders upon arrival of new candles.
Be aware that `custom_entry_price()` is still the one dictating initial entry limit order price target at the time of entry trigger.
!!! Warning This mechanism will not trigger if previous orders were partially or fully filled.
!!! Note "Simple Order Cancelation"
This also allows simple cancelation without an replacement order. This behavior occurs when `None` is returned.
!!! Warning Entry `unfilledtimeout` mechanism takes precedence over this. Be sure to update timeout values to match your expectancy.
!!! Warning
Entry `unfilledtimeout` mechanism takes precedence over this. Be sure to update timeout values to match your expectancy.
```python
from freqtrade.persistence import Trade
@ -707,13 +709,17 @@ class AwesomeStrategy(IStrategy):
# ... populate_* methods
def readjust_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
entry_tag: Optional[str], side: str, **kwargs) -> float:
def adjust_entry_price(self, trade: Trade, order: Order, pair: str,
current_time: datetime, proposed_rate: float,
entry_tag: Optional[str], side: str, **kwargs) -> float:
"""
Entry price readjustment logic, returning the readjusted entry price.
Entry price re-adjustment logic, returning the user desired limit price.
This only executes when a order was already placed, still open(unfilled fully or partially)
and not timed out on subsequent candles after entry trigger.
:param pair: Pair that's currently analyzed
:param trade: Trade object.
:param order: Order object
:param current_time: datetime object, containing the current datetime
:param proposed_rate: Rate, calculated based on pricing settings in exit_pricing.
:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
@ -724,9 +730,13 @@ class AwesomeStrategy(IStrategy):
"""
# Limit orders to use and follow SMA200 as price target for the first 10 minutes since entry trigger for BTC/USDT pair.
if pair == 'BTC/USDT' and entry_tag == 'long_sma200' and side == 'long' and (current_time - timedelta(minutes=10) > trade.open_date_utc:
dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
current_candle = dataframe.iloc[-1].squeeze()
return current_candle['sma_200']
# just cancel the order if it has been filled more than half of the ammount
if order.filled > order.remaining:
return None
else:
dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
current_candle = dataframe.iloc[-1].squeeze()
return current_candle['sma_200']
return proposed_rate
```