Add new advanced-strategy documentation file

docs/strategy-advanced.md

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+# Advanced Strategies
+
+This page explains some advanced concepts available for strategies.
+If you're just getting started, please be familiar with the methods described in the [Strategy Customization](strategy-customization.md) documentation first.
+
+## Custom order timeout rules
+
+Simple, timebased order-timeouts can be configured either via strategy or in the configuration in the `unfilledtimeout` section.
+
+However, freqtrade also offers a custom callback for both ordertypes, which allows you to decide based on custom criteria if a order did time out or not.
+
+!!! Note:
+    Unfilled order timeouts are not relevant during backtesting or hyperopt, and are only relevant during real (live) trading. Therefore these methods are only called in these circumstances.
+
+### Custom order timeout example
+
+A simple example, which applies different unfilled-timeouts depending on the price of the asset can be seen below.
+It applies a tight timeout for higher priced assets, while allowing more time to fill on cheap coins.
+
+The function must return either `True` (cancel order) or `False` (keep order alive).
+
+``` python
+from datetime import datetime, timestamp
+from freqtrade.persistence import Trade
+
+class Awesomestrategy(IStrategy):
+
+    # ... populate_* methods
+
+    # Set unfilledtimeout to 25 hours, since our maximum timeout from below is 24 hours.
+    unfilledtimeout = {
+        'buy': 60 * 25,
+        'sell': 60 * 25
+    }
+
+    def check_buy_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool:
+        if trade.open_rate > 100 and trade.open_date < datetime.utcnow() - timedelta(minutes=5):
+            return True
+        elif trade.open_rate > 10 and trade.open_date < datetime.utcnow() - timedelta(minutes=3):
+            return True
+        elif trade.open_rate < 1 and trade.open_date < datetime.utcnow() - timedelta(hours=24):
+           return True
+        return True
+
+
+    def check_sell_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool:
+        if trade.open_rate > 100 and trade.open_date < datetime.utcnow() - timedelta(minutes=5):
+            return True
+        elif trade.open_rate > 10 and trade.open_date < datetime.utcnow() - timedelta(minutes=3):
+            return True
+        elif trade.open_rate < 1 and trade.open_date < datetime.utcnow() - timedelta(hours=24):
+           return True
+        return True
+```
+
+!!! Note:
+    For the above example, `unfilledtimeout` must be set to something bigger than 24h, otherwise that type of timeout will apply first.
+
+