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First commit about ignoring expired candle

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Signed-off-by: hoeckxer <hawkeyenl@yahoo.com>
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hoeckxer
2021-01-04 20:49:24 +01:00
parent cce4d7e42c
commit 614a996597
3 changed files with 54 additions and 1 deletions
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docs/configuration.md
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@@ -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.