Merge branch 'StopLossSupport' into wohlgemuth

config.json.example

@@ -4,7 +4,9 @@
     "stake_amount": 0.05,
     "fiat_display_currency": "USD",
     "dry_run": false,
-    "trailing_stop": false,
+    "trailing_stop": {
+        "positive" : 0.01
+    },
     "unfilledtimeout": 600,
     "bid_strategy": {
         "ask_last_balance": 0.0

freqtrade/analyze.py

@@ -203,20 +203,32 @@ class Analyze(object):
         # evaluate if the stoploss was hit
         if self.strategy.stoploss is not None and trade.stop_loss >= current_rate:
 
-            # just for debugging
             if 'trailing_stop' in self.config and self.config['trailing_stop']:
                 logger.warning(
                     "HIT STOP: current price at {:.6f}, stop loss is {:.6f}, "
                     "initial stop loss was at {:.6f}, trade opened at {:.6f}".format(
                         current_rate, trade.stop_loss, trade.initial_stop_loss, trade.open_rate))
-                logger.debug("trailing stop saved us: {:.6f}".format(trade.stop_loss - trade.initial_stop_loss))
+                logger.debug("trailing stop saved us: {:.6f}"
+                             .format(trade.stop_loss - trade.initial_stop_loss))
 
             logger.debug('Stop loss hit.')
             return True
 
         # update the stop loss afterwards, after all by definition it's supposed to be hanging
         if 'trailing_stop' in self.config and self.config['trailing_stop']:
-            trade.adjust_stop_loss(current_rate, self.strategy.stoploss)
+
+            # check if we have a special stop loss for positive condition
+            # and if profit is positive
+            stop_loss_value = self.strategy.stoploss
+            if isinstance(self.config['trailing_stop'], dict) and \
+                    'positive' in self.config['trailing_stop'] and \
+                    current_profit > 0:
+
+                print("using positive stop loss mode: {} since we have profit {}".format(
+                    self.config['trailing_stop']['positive'], current_profit))
+                stop_loss_value = self.config['trailing_stop']['positive']
+
+            trade.adjust_stop_loss(current_rate, stop_loss_value)
 
         # Check if time matches and current rate is above threshold
         time_diff = (current_time.timestamp() - trade.open_date.timestamp()) / 60

freqtrade/persistence.py

@@ -95,9 +95,12 @@ class Trade(_DECL_BASE):
     open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
     close_date = Column(DateTime)
     open_order_id = Column(String)
-    stop_loss = Column(Float, nullable=False, default=0.0)  # absolute value of the stop loss
-    initial_stop_loss = Column(Float, nullable=False, default=0.0)  # absolute value of the initial stop loss
-    max_rate = Column(Float, nullable=False, default=0.0)  # absolute value of the highest reached price
+    # absolute value of the stop loss
+    stop_loss = Column(Float, nullable=False, default=0.0)
+    # absolute value of the initial stop loss
+    initial_stop_loss = Column(Float, nullable=False, default=0.0)
+    # absolute value of the highest reached price
+    max_rate = Column(Float, nullable=False, default=0.0)
 
     def __repr__(self):
         return 'Trade(id={}, pair={}, amount={:.8f}, open_rate={:.8f}, open_since={})'.format(
@@ -141,7 +144,7 @@ class Trade(_DECL_BASE):
             else:
                 logger.debug("keeping current stop loss")
 
-        print(
+        logger.debug(
             "{} - current price {:.8f}, bought at {:.8f} and calculated "
             "stop loss is at: {:.8f} initial stop at {:.8f}. trailing stop loss saved us: {:.8f} "
             "and max observed rate was {:.8f}".format(