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Update open candle ROI condition

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This commit is contained in:
Matthias 2022-02-15 19:25:32 +01:00
parent 30f6dbfc40
commit 64b98989d2
1 changed files with 4 additions and 1 deletions
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5
freqtrade/optimize/backtesting.py
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@ -359,12 +359,15 @@ class Backtesting:
if (
trade_dur == 0
and trade.open_rate < sell_row[OPEN_IDX] # trade-open > open_rate
# Red candle (for longs), TODO: green candle (for shorts)
and sell_row[OPEN_IDX] > sell_row[CLOSE_IDX] # Red candle
and trade.open_rate < sell_row[OPEN_IDX] # trade-open below open_rate
and close_rate > sell_row[CLOSE_IDX]
):
# ROI on opening candles with custom pricing can only
# trigger if the entry was at Open or lower.
# details: https: // github.com/freqtrade/freqtrade/issues/6261
# If open_rate is < open, only allow sells below the close on red candles.
raise ValueError("Opening candle ROI on red candles.")
# Use the maximum between close_rate and low as we
# cannot sell outside of a candle.