Test and document leverage strategy callback

docs/strategy-advanced.md

@@ -642,6 +642,34 @@ Freqtrade will fall back to the `proposed_stake` value should your code raise an
 !!! Tip
     Returning `0` or `None` will prevent trades from being placed.
 
+## Leverage Callback
+
+When trading in markets that allow leverage, this method must return the desired Leverage (Defaults to 1 -> No leverage).
+
+Assuming a capital of 500USDT, a trade with leverage=3 would result in a position with 500 x 3 = 1500 USDT.
+
+Values that are above `max_leverage` will be adjusted to `max_leverage`.
+For markets / exchanges that don't support leverage, this method is ignored.
+
+``` python
+class AwesomeStrategy(IStrategy):
+    def leverage(self, pair: str, current_time: 'datetime', current_rate: float,
+                 proposed_leverage: float, max_leverage: float, side: str,
+                 **kwargs) -> float:
+        """
+        Customize leverage for each new trade.
+
+        :param pair: Pair that's currently analyzed
+        :param current_time: datetime object, containing the current datetime
+        :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
+        :param proposed_leverage: A leverage proposed by the bot.
+        :param max_leverage: Max leverage allowed on this pair
+        :param side: 'long' or 'short' - indicating the direction of the proposed trade
+        :return: A leverage amount, which is between 1.0 and max_leverage.
+        """
+        return 1.0
+```
+
 ---
 
 ## Derived strategies