From 614a99659762c2b5594fcca1ddfc1c1458a732ae Mon Sep 17 00:00:00 2001
From: hoeckxer <hawkeyenl@yahoo.com>
Date: Mon, 4 Jan 2021 20:49:24 +0100
Subject: [PATCH 01/14] First commit about ignoring expired candle

Signed-off-by: hoeckxer <hawkeyenl@yahoo.com>
---
 docs/configuration.md            | 17 +++++++++++++++++
 freqtrade/strategy/interface.py  | 21 ++++++++++++++++++++-
 tests/strategy/test_interface.py | 17 +++++++++++++++++
 3 files changed, 54 insertions(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index b70a85c04..db078cba8 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -121,6 +121,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `user_data_dir` | Directory containing user data. <br> *Defaults to `./user_data/`*. <br> **Datatype:** String
 | `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. <br> *Defaults to `json`*. <br> **Datatype:** String
 | `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `jsongz`*. <br> **Datatype:** String
+| `ignore_buying_expired_candle` | Enables usage of skipping buys on candles that are older than a specified period. <br>*Defaults to `False`* <br> **Datatype:** Boolean 
+| `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used when setting `ignore_buying_expired_candle`. <br> **Datatype:** Integer
 
 ### Parameters in the strategy
 
@@ -144,6 +146,8 @@ Values set in the configuration file always overwrite values set in the strategy
 * `use_sell_signal` (ask_strategy)
 * `sell_profit_only` (ask_strategy)
 * `ignore_roi_if_buy_signal` (ask_strategy)
+* `ignore_buying_expired_candle`
+* `ignore_buying_expired_candle_after`
 
 ### Configuring amount per trade
 
@@ -671,6 +675,19 @@ export HTTPS_PROXY="http://addr:port"
 freqtrade
 ```
 
+## Ignoring expired candles
+
+When working with larger timeframes (for example 1h or more) and using a low `max_trades` value, the last candle can be processed as soon as a trade slot becomes available. When processing the last candle, this can lead to a situation where it may not be desirable to use the buy signal on that candle. For example, when using a condition in your strategy where you use a cross-over, that point may have passed too long ago for you to start a trade on it.
+
+In these situations, you can enable the functionality to ignore candles that are beyond a specified period by setting `ignore_buying_expired_candle` to `True`. After this, you can set `ignore_buying_expired_candle_after` to the number of seconds after which the candle becomes expired.
+
+For example, if your strategy is using a 1h timeframe, and you only want to buy within the first 5 minutes when a new candle comes in, you can add the following configuration to your strategy:
+
+``` json
+ignore_buying_expired_candle = True
+ignore_buying_expired_candle_after = 300 # 5 minutes
+```
+
 ## Embedding Strategies
 
 Freqtrade provides you with with an easy way to embed the strategy into your configuration file.
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 1e4fc8b12..62ef4e91b 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -5,7 +5,7 @@ This module defines the interface to apply for strategies
 import logging
 import warnings
 from abc import ABC, abstractmethod
-from datetime import datetime, timezone
+from datetime import datetime, timezone, timedelta
 from enum import Enum
 from typing import Dict, List, NamedTuple, Optional, Tuple
 
@@ -113,6 +113,11 @@ class IStrategy(ABC):
     # run "populate_indicators" only for new candle
     process_only_new_candles: bool = False
 
+    # Don't analyze too old candles
+    ignore_buying_expired_candle: bool = False
+    # Number of seconds after which the candle will no longer result in a buy
+    ignore_buying_expired_candle_after: int = 0
+
     # Disable checking the dataframe (converts the error into a warning message)
     disable_dataframe_checks: bool = False
 
@@ -476,8 +481,21 @@ class IStrategy(ABC):
         (buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
         logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
                      latest['date'], pair, str(buy), str(sell))
+        if self.ignore_expired_candle(dataframe=dataframe, buy=buy):
+            return False, sell
         return buy, sell
 
+    def ignore_expired_candle(self, dataframe: DataFrame, buy: bool):
+        if self.ignore_buying_expired_candle and buy:
+            current_time = datetime.now(timezone.utc) - timedelta(seconds=self.ignore_buying_expired_candle_after)
+            candle_time = dataframe['date'].tail(1).iat[0]
+            time_delta = current_time - candle_time
+            if time_delta.total_seconds() > self.ignore_buying_expired_candle_after:
+                logger.debug('ignoring buy signals because candle exceeded ignore_buying_expired_candle_after of %s seconds', self.ignore_buying_expired_candle_after)
+                return True
+        else:
+            return False
+
     def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool,
                     sell: bool, low: float = None, high: float = None,
                     force_stoploss: float = 0) -> SellCheckTuple:
@@ -672,6 +690,7 @@ class IStrategy(ABC):
         :return: DataFrame with buy column
         """
         logger.debug(f"Populating buy signals for pair {metadata.get('pair')}.")
+
         if self._buy_fun_len == 2:
             warnings.warn("deprecated - check out the Sample strategy to see "
                           "the current function headers!", DeprecationWarning)
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 7eed43302..330689039 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -106,6 +106,23 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
 
 
+def test_ignore_expired_candle(default_conf, ohlcv_history):
+    default_conf.update({'strategy': 'DefaultStrategy'})
+    strategy = StrategyResolver.load_strategy(default_conf)
+    strategy.ignore_buying_expired_candle = True
+    strategy.ignore_buying_expired_candle_after = 60
+
+    ohlcv_history.loc[-1, 'date'] = arrow.utcnow().shift(minutes=-3)
+    # Take a copy to correctly modify the call
+    mocked_history = ohlcv_history.copy()
+    mocked_history['sell'] = 0
+    mocked_history['buy'] = 0
+    mocked_history.loc[1, 'buy'] = 1
+    mocked_history.loc[1, 'sell'] = 1
+
+    assert strategy.ignore_expired_candle(mocked_history, True) == True
+
+
 def test_assert_df_raise(mocker, caplog, ohlcv_history):
     ohlcv_history.loc[1, 'date'] = arrow.utcnow().shift(minutes=-16)
     # Take a copy to correctly modify the call

From 844df96ec77b7e9f28969627e26bc53253189f76 Mon Sep 17 00:00:00 2001
From: hoeckxer <hawkeyenl@yahoo.com>
Date: Tue, 5 Jan 2021 07:06:53 +0100
Subject: [PATCH 02/14] Making changes so the build checks are satisified
 (imports & flake8)

Signed-off-by: hoeckxer <hawkeyenl@yahoo.com>
---
 freqtrade/strategy/interface.py  | 10 +++++++---
 tests/strategy/test_interface.py |  2 +-
 2 files changed, 8 insertions(+), 4 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 62ef4e91b..5f7ef8590 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -5,7 +5,7 @@ This module defines the interface to apply for strategies
 import logging
 import warnings
 from abc import ABC, abstractmethod
-from datetime import datetime, timezone, timedelta
+from datetime import datetime, timedelta, timezone
 from enum import Enum
 from typing import Dict, List, NamedTuple, Optional, Tuple
 
@@ -487,11 +487,15 @@ class IStrategy(ABC):
 
     def ignore_expired_candle(self, dataframe: DataFrame, buy: bool):
         if self.ignore_buying_expired_candle and buy:
-            current_time = datetime.now(timezone.utc) - timedelta(seconds=self.ignore_buying_expired_candle_after)
+            current_time = datetime.now(timezone.utc) - timedelta(
+                seconds=self.ignore_buying_expired_candle_after)
             candle_time = dataframe['date'].tail(1).iat[0]
             time_delta = current_time - candle_time
             if time_delta.total_seconds() > self.ignore_buying_expired_candle_after:
-                logger.debug('ignoring buy signals because candle exceeded ignore_buying_expired_candle_after of %s seconds', self.ignore_buying_expired_candle_after)
+                logger.debug(
+                    '''ignoring buy signals because candle exceeded
+                    ignore_buying_expired_candle_after of %s seconds''',
+                    self.ignore_buying_expired_candle_after)
                 return True
         else:
             return False
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 330689039..f389be45b 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -120,7 +120,7 @@ def test_ignore_expired_candle(default_conf, ohlcv_history):
     mocked_history.loc[1, 'buy'] = 1
     mocked_history.loc[1, 'sell'] = 1
 
-    assert strategy.ignore_expired_candle(mocked_history, True) == True
+    assert strategy.ignore_expired_candle(mocked_history, True) is True
 
 
 def test_assert_df_raise(mocker, caplog, ohlcv_history):

From 9a93a0876ab7080cfa4eb424fff8a1f7eeb92d29 Mon Sep 17 00:00:00 2001
From: Erwin Hoeckx <hoeckxer@users.noreply.github.com>
Date: Tue, 5 Jan 2021 07:32:07 +0100
Subject: [PATCH 03/14] Update interface.py

Adjusted comment
---
 freqtrade/strategy/interface.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 5f7ef8590..4d6e327f3 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -113,7 +113,7 @@ class IStrategy(ABC):
     # run "populate_indicators" only for new candle
     process_only_new_candles: bool = False
 
-    # Don't analyze too old candles
+    # Don't buy on expired candles
     ignore_buying_expired_candle: bool = False
     # Number of seconds after which the candle will no longer result in a buy
     ignore_buying_expired_candle_after: int = 0

From 67306d943a0e7b0a86d799cc6022ab117358369b Mon Sep 17 00:00:00 2001
From: Erwin Hoeckx <hoeckxer@users.noreply.github.com>
Date: Tue, 5 Jan 2021 07:33:34 +0100
Subject: [PATCH 04/14] Update interface.py

Simplified return value, thereby including the situation where the time simply hasn't expired yet
---
 freqtrade/strategy/interface.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 4d6e327f3..41fa26ac4 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -497,8 +497,8 @@ class IStrategy(ABC):
                     ignore_buying_expired_candle_after of %s seconds''',
                     self.ignore_buying_expired_candle_after)
                 return True
-        else:
-            return False
+
+       return False
 
     def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool,
                     sell: bool, low: float = None, high: float = None,

From c9ed2137bb3b324a40d70110e0d5b959744fac10 Mon Sep 17 00:00:00 2001
From: hoeckxer <hawkeyenl@yahoo.com>
Date: Tue, 5 Jan 2021 09:07:46 +0100
Subject: [PATCH 05/14] Simplified return statements

Signed-off-by: hoeckxer <hawkeyenl@yahoo.com>
---
 freqtrade/strategy/interface.py | 11 +++--------
 1 file changed, 3 insertions(+), 8 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 41fa26ac4..a1da3681d 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -491,14 +491,9 @@ class IStrategy(ABC):
                 seconds=self.ignore_buying_expired_candle_after)
             candle_time = dataframe['date'].tail(1).iat[0]
             time_delta = current_time - candle_time
-            if time_delta.total_seconds() > self.ignore_buying_expired_candle_after:
-                logger.debug(
-                    '''ignoring buy signals because candle exceeded
-                    ignore_buying_expired_candle_after of %s seconds''',
-                    self.ignore_buying_expired_candle_after)
-                return True
-
-       return False
+            return time_delta.total_seconds() > self.ignore_buying_expired_candle_after
+        else:
+            return False
 
     def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool,
                     sell: bool, low: float = None, high: float = None,

From eaaaddac86cf1f480fc34c6a0d8d33f3bffbceea Mon Sep 17 00:00:00 2001
From: Erwin Hoeckx <hoeckxer@users.noreply.github.com>
Date: Tue, 5 Jan 2021 11:10:00 +0100
Subject: [PATCH 06/14] Update docs/configuration.md

Co-authored-by: Matthias <xmatthias@outlook.com>
---
 docs/configuration.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index db078cba8..c1c2e65ec 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -677,7 +677,7 @@ freqtrade
 
 ## Ignoring expired candles
 
-When working with larger timeframes (for example 1h or more) and using a low `max_trades` value, the last candle can be processed as soon as a trade slot becomes available. When processing the last candle, this can lead to a situation where it may not be desirable to use the buy signal on that candle. For example, when using a condition in your strategy where you use a cross-over, that point may have passed too long ago for you to start a trade on it.
+When working with larger timeframes (for example 1h or more) and using a low `max_open_trades` value, the last candle can be processed as soon as a trade slot becomes available. When processing the last candle, this can lead to a situation where it may not be desirable to use the buy signal on that candle. For example, when using a condition in your strategy where you use a cross-over, that point may have passed too long ago for you to start a trade on it.
 
 In these situations, you can enable the functionality to ignore candles that are beyond a specified period by setting `ignore_buying_expired_candle` to `True`. After this, you can set `ignore_buying_expired_candle_after` to the number of seconds after which the candle becomes expired.
 

From e3f3f3629828242167aac1d7cd65939fa60fbfd6 Mon Sep 17 00:00:00 2001
From: hoeckxer <hawkeyenl@yahoo.com>
Date: Tue, 5 Jan 2021 14:49:35 +0100
Subject: [PATCH 07/14] Changes based on review comments

---
 freqtrade/resolvers/strategy_resolver.py |  2 ++
 freqtrade/strategy/interface.py          | 10 +++++-----
 tests/strategy/test_interface.py         |  9 +++------
 3 files changed, 10 insertions(+), 11 deletions(-)

diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 73af00fee..5872d95a6 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -79,6 +79,8 @@ class StrategyResolver(IResolver):
                       ("sell_profit_only",                False,       'ask_strategy'),
                       ("ignore_roi_if_buy_signal",        False,       'ask_strategy'),
                       ("disable_dataframe_checks",        False,       None),
+                      ("ignore_buying_expired_candle",    None,       'ask_strategy'),
+                      ("ignore_buying_expired_candle_after",  0,       'ask_strategy')
                       ]
         for attribute, default, subkey in attributes:
             if subkey:
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index a1da3681d..8976b2fd5 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -15,7 +15,7 @@ from pandas import DataFrame
 from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import OperationalException, StrategyError
-from freqtrade.exchange import timeframe_to_minutes
+from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
@@ -481,16 +481,16 @@ class IStrategy(ABC):
         (buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
         logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
                      latest['date'], pair, str(buy), str(sell))
-        if self.ignore_expired_candle(dataframe=dataframe, buy=buy):
+        timeframe_seconds = timeframe_to_seconds(timeframe)
+        if self.ignore_expired_candle(latest_date=latest_date, timeframe_seconds=timeframe_seconds, buy=buy):
             return False, sell
         return buy, sell
 
-    def ignore_expired_candle(self, dataframe: DataFrame, buy: bool):
+    def ignore_expired_candle(self, latest_date: datetime, timeframe_seconds: int, buy: bool):
         if self.ignore_buying_expired_candle and buy:
             current_time = datetime.now(timezone.utc) - timedelta(
                 seconds=self.ignore_buying_expired_candle_after)
-            candle_time = dataframe['date'].tail(1).iat[0]
-            time_delta = current_time - candle_time
+            time_delta = current_time - latest_date + timedelta(seconds=timeframe_seconds)
             return time_delta.total_seconds() > self.ignore_buying_expired_candle_after
         else:
             return False
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index f389be45b..af086b0da 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -112,15 +112,12 @@ def test_ignore_expired_candle(default_conf, ohlcv_history):
     strategy.ignore_buying_expired_candle = True
     strategy.ignore_buying_expired_candle_after = 60
 
-    ohlcv_history.loc[-1, 'date'] = arrow.utcnow().shift(minutes=-3)
+    ohlcv_history.loc[-1, 'date'] = arrow.utcnow()
     # Take a copy to correctly modify the call
     mocked_history = ohlcv_history.copy()
-    mocked_history['sell'] = 0
-    mocked_history['buy'] = 0
-    mocked_history.loc[1, 'buy'] = 1
-    mocked_history.loc[1, 'sell'] = 1
+    latest_date = mocked_history['date'].max()
 
-    assert strategy.ignore_expired_candle(mocked_history, True) is True
+    assert strategy.ignore_expired_candle(latest_date=latest_date, timeframe_seconds=300, buy=True) is True
 
 
 def test_assert_df_raise(mocker, caplog, ohlcv_history):

From 573de1cf08a323accee427bd168a8bbd0fec7430 Mon Sep 17 00:00:00 2001
From: hoeckxer <hawkeyenl@yahoo.com>
Date: Tue, 5 Jan 2021 15:30:29 +0100
Subject: [PATCH 08/14] Fixed flake8 warnings

---
 freqtrade/strategy/interface.py  | 5 +++--
 tests/strategy/test_interface.py | 4 +++-
 2 files changed, 6 insertions(+), 3 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 8976b2fd5..2b4a8dd03 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -21,7 +21,6 @@ from freqtrade.persistence import PairLocks, Trade
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
-
 logger = logging.getLogger(__name__)
 
 
@@ -482,7 +481,9 @@ class IStrategy(ABC):
         logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
                      latest['date'], pair, str(buy), str(sell))
         timeframe_seconds = timeframe_to_seconds(timeframe)
-        if self.ignore_expired_candle(latest_date=latest_date, timeframe_seconds=timeframe_seconds, buy=buy):
+        if self.ignore_expired_candle(latest_date=latest_date,
+                                      timeframe_seconds=timeframe_seconds,
+                                      buy=buy):
             return False, sell
         return buy, sell
 
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index af086b0da..d7d113a4e 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -117,7 +117,9 @@ def test_ignore_expired_candle(default_conf, ohlcv_history):
     mocked_history = ohlcv_history.copy()
     latest_date = mocked_history['date'].max()
 
-    assert strategy.ignore_expired_candle(latest_date=latest_date, timeframe_seconds=300, buy=True) is True
+    assert strategy.ignore_expired_candle(latest_date=latest_date,
+                                          timeframe_seconds=300,
+                                          buy=True) is True
 
 
 def test_assert_df_raise(mocker, caplog, ohlcv_history):

From 65d91a3a58c7807f2e9b18a85d780ba7ea4dc6a4 Mon Sep 17 00:00:00 2001
From: hoeckxer <hawkeyenl@yahoo.com>
Date: Tue, 5 Jan 2021 15:36:34 +0100
Subject: [PATCH 09/14] isort fix

---
 freqtrade/strategy/interface.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 2b4a8dd03..a18c6c915 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -21,6 +21,7 @@ from freqtrade.persistence import PairLocks, Trade
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
+
 logger = logging.getLogger(__name__)
 
 

From 5c34140a191a96a82e8ca617bf10d4b16f909b90 Mon Sep 17 00:00:00 2001
From: hoeckxer <hawkeyenl@yahoo.com>
Date: Tue, 5 Jan 2021 20:59:31 +0100
Subject: [PATCH 10/14] Adjusted documentation to reflect sub-key configuration

---
 docs/configuration.md | 20 ++++++++++++--------
 1 file changed, 12 insertions(+), 8 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index c1c2e65ec..6ae37e7b3 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -74,6 +74,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `ask_strategy.use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | `ask_strategy.sell_profit_only` | Wait until the bot makes a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `ask_strategy.ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
+| `ask_strategy.ignore_buying_expired_candle` | Enables usage of skipping buys on candles that are older than a specified period. <br>*Defaults to `False`* <br> **Datatype:** Boolean 
+| `ask_strategy.ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used when setting `ignore_buying_expired_candle`. <br> **Datatype:** Integer
 | `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict
 | `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
 | `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). <br> **Datatype:** String
@@ -121,8 +123,6 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `user_data_dir` | Directory containing user data. <br> *Defaults to `./user_data/`*. <br> **Datatype:** String
 | `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. <br> *Defaults to `json`*. <br> **Datatype:** String
 | `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `jsongz`*. <br> **Datatype:** String
-| `ignore_buying_expired_candle` | Enables usage of skipping buys on candles that are older than a specified period. <br>*Defaults to `False`* <br> **Datatype:** Boolean 
-| `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used when setting `ignore_buying_expired_candle`. <br> **Datatype:** Integer
 
 ### Parameters in the strategy
 
@@ -146,8 +146,8 @@ Values set in the configuration file always overwrite values set in the strategy
 * `use_sell_signal` (ask_strategy)
 * `sell_profit_only` (ask_strategy)
 * `ignore_roi_if_buy_signal` (ask_strategy)
-* `ignore_buying_expired_candle`
-* `ignore_buying_expired_candle_after`
+* `ignore_buying_expired_candle` (ask_strategy)
+* `ignore_buying_expired_candle_after` (ask_strategy)
 
 ### Configuring amount per trade
 
@@ -679,13 +679,17 @@ freqtrade
 
 When working with larger timeframes (for example 1h or more) and using a low `max_open_trades` value, the last candle can be processed as soon as a trade slot becomes available. When processing the last candle, this can lead to a situation where it may not be desirable to use the buy signal on that candle. For example, when using a condition in your strategy where you use a cross-over, that point may have passed too long ago for you to start a trade on it.
 
-In these situations, you can enable the functionality to ignore candles that are beyond a specified period by setting `ignore_buying_expired_candle` to `True`. After this, you can set `ignore_buying_expired_candle_after` to the number of seconds after which the candle becomes expired.
+In these situations, you can enable the functionality to ignore candles that are beyond a specified period by setting `ask_strategy.ignore_buying_expired_candle` to `true`. After this, you can set `ask_strategy.ignore_buying_expired_candle_after` to the number of seconds after which the candle becomes expired.
 
 For example, if your strategy is using a 1h timeframe, and you only want to buy within the first 5 minutes when a new candle comes in, you can add the following configuration to your strategy:
 
-``` json
-ignore_buying_expired_candle = True
-ignore_buying_expired_candle_after = 300 # 5 minutes
+``` jsonc
+  "ask_strategy":{
+    "ignore_buying_expired_candle" = true
+    "ignore_buying_expired_candle_after" = 300 # 5 minutes
+    "price_side": "bid",
+    // ...
+  },
 ```
 
 ## Embedding Strategies

From b43ef474ad231c1ac9cf87c760107ba7a5292a04 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 7 Jan 2021 07:51:49 +0100
Subject: [PATCH 11/14] Fix expired candle implementation

Improve and simplify test by passing the current time to the function
---
 freqtrade/strategy/interface.py  |  8 ++++----
 tests/strategy/test_interface.py | 17 ++++++++++++-----
 2 files changed, 16 insertions(+), 9 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index a18c6c915..b9d05f64f 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -483,16 +483,16 @@ class IStrategy(ABC):
                      latest['date'], pair, str(buy), str(sell))
         timeframe_seconds = timeframe_to_seconds(timeframe)
         if self.ignore_expired_candle(latest_date=latest_date,
+                                      current_time=datetime.now(timezone.utc),
                                       timeframe_seconds=timeframe_seconds,
                                       buy=buy):
             return False, sell
         return buy, sell
 
-    def ignore_expired_candle(self, latest_date: datetime, timeframe_seconds: int, buy: bool):
+    def ignore_expired_candle(self, latest_date: datetime, current_time: datetime,
+                              timeframe_seconds: int, buy: bool):
         if self.ignore_buying_expired_candle and buy:
-            current_time = datetime.now(timezone.utc) - timedelta(
-                seconds=self.ignore_buying_expired_candle_after)
-            time_delta = current_time - latest_date + timedelta(seconds=timeframe_seconds)
+            time_delta = current_time - (latest_date + timedelta(seconds=timeframe_seconds))
             return time_delta.total_seconds() > self.ignore_buying_expired_candle_after
         else:
             return False
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index d7d113a4e..a3969d91b 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -106,21 +106,28 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
 
 
-def test_ignore_expired_candle(default_conf, ohlcv_history):
+def test_ignore_expired_candle(default_conf):
     default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
     strategy.ignore_buying_expired_candle = True
     strategy.ignore_buying_expired_candle_after = 60
 
-    ohlcv_history.loc[-1, 'date'] = arrow.utcnow()
-    # Take a copy to correctly modify the call
-    mocked_history = ohlcv_history.copy()
-    latest_date = mocked_history['date'].max()
+    latest_date = datetime(2020, 12, 30, 7, 0, 0, tzinfo=timezone.utc)
+    # Add 1 candle length as the "latest date" defines candle open.
+    current_time = latest_date + timedelta(seconds=80 + 300)
 
     assert strategy.ignore_expired_candle(latest_date=latest_date,
+                                          current_time=current_time,
                                           timeframe_seconds=300,
                                           buy=True) is True
 
+    current_time = latest_date + timedelta(seconds=30 + 300)
+
+    assert not strategy.ignore_expired_candle(latest_date=latest_date,
+                                              current_time=current_time,
+                                              timeframe_seconds=300,
+                                              buy=True) is True
+
 
 def test_assert_df_raise(mocker, caplog, ohlcv_history):
     ohlcv_history.loc[1, 'date'] = arrow.utcnow().shift(minutes=-16)

From e328182bd7d3bd40f850bb26179f97e868786ada Mon Sep 17 00:00:00 2001
From: hoeckxer <hawkeyenl@yahoo.com>
Date: Tue, 12 Jan 2021 07:30:39 +0100
Subject: [PATCH 12/14] Changed workings so it only needs to timing-parameter,
 instead of also requiring a boolean value

---
 docs/configuration.md                    | 7 ++-----
 freqtrade/resolvers/strategy_resolver.py | 1 -
 freqtrade/strategy/interface.py          | 8 ++++----
 tests/strategy/test_interface.py         | 1 -
 4 files changed, 6 insertions(+), 11 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 6ae37e7b3..93693c919 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -74,8 +74,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `ask_strategy.use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | `ask_strategy.sell_profit_only` | Wait until the bot makes a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `ask_strategy.ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
-| `ask_strategy.ignore_buying_expired_candle` | Enables usage of skipping buys on candles that are older than a specified period. <br>*Defaults to `False`* <br> **Datatype:** Boolean 
-| `ask_strategy.ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used when setting `ignore_buying_expired_candle`. <br> **Datatype:** Integer
+| `ask_strategy.ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
 | `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict
 | `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
 | `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). <br> **Datatype:** String
@@ -146,7 +145,6 @@ Values set in the configuration file always overwrite values set in the strategy
 * `use_sell_signal` (ask_strategy)
 * `sell_profit_only` (ask_strategy)
 * `ignore_roi_if_buy_signal` (ask_strategy)
-* `ignore_buying_expired_candle` (ask_strategy)
 * `ignore_buying_expired_candle_after` (ask_strategy)
 
 ### Configuring amount per trade
@@ -679,13 +677,12 @@ freqtrade
 
 When working with larger timeframes (for example 1h or more) and using a low `max_open_trades` value, the last candle can be processed as soon as a trade slot becomes available. When processing the last candle, this can lead to a situation where it may not be desirable to use the buy signal on that candle. For example, when using a condition in your strategy where you use a cross-over, that point may have passed too long ago for you to start a trade on it.
 
-In these situations, you can enable the functionality to ignore candles that are beyond a specified period by setting `ask_strategy.ignore_buying_expired_candle` to `true`. After this, you can set `ask_strategy.ignore_buying_expired_candle_after` to the number of seconds after which the candle becomes expired.
+In these situations, you can enable the functionality to ignore candles that are beyond a specified period by setting `ask_strategy.ignore_buying_expired_candle_after` to a positive number, indicating the number of seconds after which the candle becomes expired.
 
 For example, if your strategy is using a 1h timeframe, and you only want to buy within the first 5 minutes when a new candle comes in, you can add the following configuration to your strategy:
 
 ``` jsonc
   "ask_strategy":{
-    "ignore_buying_expired_candle" = true
     "ignore_buying_expired_candle_after" = 300 # 5 minutes
     "price_side": "bid",
     // ...
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 5872d95a6..3b7374326 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -79,7 +79,6 @@ class StrategyResolver(IResolver):
                       ("sell_profit_only",                False,       'ask_strategy'),
                       ("ignore_roi_if_buy_signal",        False,       'ask_strategy'),
                       ("disable_dataframe_checks",        False,       None),
-                      ("ignore_buying_expired_candle",    None,       'ask_strategy'),
                       ("ignore_buying_expired_candle_after",  0,       'ask_strategy')
                       ]
         for attribute, default, subkey in attributes:
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index b9d05f64f..57dcdeb3c 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -113,9 +113,7 @@ class IStrategy(ABC):
     # run "populate_indicators" only for new candle
     process_only_new_candles: bool = False
 
-    # Don't buy on expired candles
-    ignore_buying_expired_candle: bool = False
-    # Number of seconds after which the candle will no longer result in a buy
+    # Number of seconds after which the candle will no longer result in a buy on expired candles
     ignore_buying_expired_candle_after: int = 0
 
     # Disable checking the dataframe (converts the error into a warning message)
@@ -491,7 +489,9 @@ class IStrategy(ABC):
 
     def ignore_expired_candle(self, latest_date: datetime, current_time: datetime,
                               timeframe_seconds: int, buy: bool):
-        if self.ignore_buying_expired_candle and buy:
+        if self.ignore_buying_expired_candle_after \
+                and self.ignore_buying_expired_candle_after > 0\
+                and buy:
             time_delta = current_time - (latest_date + timedelta(seconds=timeframe_seconds))
             return time_delta.total_seconds() > self.ignore_buying_expired_candle_after
         else:
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index a3969d91b..f158a1518 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -109,7 +109,6 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
 def test_ignore_expired_candle(default_conf):
     default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
-    strategy.ignore_buying_expired_candle = True
     strategy.ignore_buying_expired_candle_after = 60
 
     latest_date = datetime(2020, 12, 30, 7, 0, 0, tzinfo=timezone.utc)

From 71f45021b9083862b6d06fe7adf425a7de73ff49 Mon Sep 17 00:00:00 2001
From: hoeckxer <hawkeyenl@yahoo.com>
Date: Tue, 12 Jan 2021 07:35:30 +0100
Subject: [PATCH 13/14] Removed redundant statement

---
 freqtrade/strategy/interface.py | 1 -
 1 file changed, 1 deletion(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 57dcdeb3c..40debe78f 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -490,7 +490,6 @@ class IStrategy(ABC):
     def ignore_expired_candle(self, latest_date: datetime, current_time: datetime,
                               timeframe_seconds: int, buy: bool):
         if self.ignore_buying_expired_candle_after \
-                and self.ignore_buying_expired_candle_after > 0\
                 and buy:
             time_delta = current_time - (latest_date + timedelta(seconds=timeframe_seconds))
             return time_delta.total_seconds() > self.ignore_buying_expired_candle_after

From 1f6a71fdd96609a78ee9e75e232581e1d85f3776 Mon Sep 17 00:00:00 2001
From: hoeckxer <hawkeyenl@yahoo.com>
Date: Tue, 12 Jan 2021 08:24:11 +0100
Subject: [PATCH 14/14] Reformat code on new version

---
 freqtrade/strategy/interface.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 40debe78f..2f1326f48 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -489,8 +489,7 @@ class IStrategy(ABC):
 
     def ignore_expired_candle(self, latest_date: datetime, current_time: datetime,
                               timeframe_seconds: int, buy: bool):
-        if self.ignore_buying_expired_candle_after \
-                and buy:
+        if self.ignore_buying_expired_candle_after and buy:
             time_delta = current_time - (latest_date + timedelta(seconds=timeframe_seconds))
             return time_delta.total_seconds() > self.ignore_buying_expired_candle_after
         else: