From 800b2eeaf0e5629c5f5fe8877ae414859db25e50 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 3 Aug 2021 06:38:15 +0200
Subject: [PATCH 1/9] Load protections as part of backtest()

this enables different values in hyperopt per epoch
---
 freqtrade/optimize/backtesting.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 45e60e013..3079e326d 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -146,6 +146,8 @@ class Backtesting:
         # since a "perfect" stoploss-sell is assumed anyway
         # And the regular "stoploss" function would not apply to that case
         self.strategy.order_types['stoploss_on_exchange'] = False
+
+    def _load_protections(self, strategy: IStrategy):
         if self.config.get('enable_protections', False):
             conf = self.config
             if hasattr(strategy, 'protections'):
@@ -194,6 +196,7 @@ class Backtesting:
         Trade.reset_trades()
         self.rejected_trades = 0
         self.dataprovider.clear_cache()
+        self._load_protections(self.strategy)
 
     def check_abort(self):
         """

From 544e0da6c2c84cc918978dce0146089b011744f4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 3 Aug 2021 07:10:04 +0200
Subject: [PATCH 2/9] Add protection parameter space

---
 freqtrade/commands/cli_options.py        |  2 +-
 freqtrade/optimize/hyperopt.py           | 17 +++++++++++++++--
 freqtrade/optimize/hyperopt_auto.py      |  3 +++
 freqtrade/optimize/hyperopt_interface.py |  7 +++++++
 freqtrade/strategy/hyper.py              | 16 +++++++++++-----
 5 files changed, 37 insertions(+), 8 deletions(-)

diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index f56a2bf18..215ed3f6e 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -218,7 +218,7 @@ AVAILABLE_CLI_OPTIONS = {
     "spaces": Arg(
         '--spaces',
         help='Specify which parameters to hyperopt. Space-separated list.',
-        choices=['all', 'buy', 'sell', 'roi', 'stoploss', 'trailing', 'default'],
+        choices=['all', 'buy', 'sell', 'roi', 'stoploss', 'trailing', 'protection', 'default'],
         nargs='+',
         default='default',
     ),
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index a69e5a5a2..18ed66b4a 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -66,6 +66,7 @@ class Hyperopt:
     def __init__(self, config: Dict[str, Any]) -> None:
         self.buy_space: List[Dimension] = []
         self.sell_space: List[Dimension] = []
+        self.protection_space: List[Dimension] = []
         self.roi_space: List[Dimension] = []
         self.stoploss_space: List[Dimension] = []
         self.trailing_space: List[Dimension] = []
@@ -191,6 +192,8 @@ class Hyperopt:
             result['buy'] = {p.name: params.get(p.name) for p in self.buy_space}
         if HyperoptTools.has_space(self.config, 'sell'):
             result['sell'] = {p.name: params.get(p.name) for p in self.sell_space}
+        if HyperoptTools.has_space(self.config, 'protection'):
+            result['protection'] = {p.name: params.get(p.name) for p in self.protection_space}
         if HyperoptTools.has_space(self.config, 'roi'):
             result['roi'] = {str(k): v for k, v in
                              self.custom_hyperopt.generate_roi_table(params).items()}
@@ -241,6 +244,10 @@ class Hyperopt:
         """
         Assign the dimensions in the hyperoptimization space.
         """
+        if self.auto_hyperopt and HyperoptTools.has_space(self.config, 'protection'):
+            # Protections can only be optimized when using the Parameter interface
+            logger.debug("Hyperopt has 'protection' space")
+            self.protection_space = self.custom_hyperopt.protection_space()
 
         if HyperoptTools.has_space(self.config, 'buy'):
             logger.debug("Hyperopt has 'buy' space")
@@ -261,8 +268,8 @@ class Hyperopt:
         if HyperoptTools.has_space(self.config, 'trailing'):
             logger.debug("Hyperopt has 'trailing' space")
             self.trailing_space = self.custom_hyperopt.trailing_space()
-        self.dimensions = (self.buy_space + self.sell_space + self.roi_space +
-                           self.stoploss_space + self.trailing_space)
+        self.dimensions = (self.buy_space + self.sell_space + self.protection_space
+                           + self.roi_space + self.stoploss_space + self.trailing_space)
 
     def generate_optimizer(self, raw_params: List[Any], iteration=None) -> Dict:
         """
@@ -282,6 +289,12 @@ class Hyperopt:
             self.backtesting.strategy.advise_sell = (  # type: ignore
                 self.custom_hyperopt.sell_strategy_generator(params_dict))
 
+        if HyperoptTools.has_space(self.config, 'protection'):
+            for attr_name, attr in self.backtesting.strategy.enumerate_parameters('protection'):
+                if attr.optimize:
+                    # noinspection PyProtectedMember
+                    attr.value = params_dict[attr_name]
+
         if HyperoptTools.has_space(self.config, 'roi'):
             self.backtesting.strategy.minimal_roi = (  # type: ignore
                 self.custom_hyperopt.generate_roi_table(params_dict))
diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index f86204406..03f7dd21e 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -73,6 +73,9 @@ class HyperOptAuto(IHyperOpt):
     def sell_indicator_space(self) -> List['Dimension']:
         return self._get_indicator_space('sell', 'sell_indicator_space')
 
+    def protection_space(self) -> List['Dimension']:
+        return self._get_indicator_space('protection', 'indicator_space')
+
     def generate_roi_table(self, params: Dict) -> Dict[int, float]:
         return self._get_func('generate_roi_table')(params)
 
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 889854cad..500798627 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -57,6 +57,13 @@ class IHyperOpt(ABC):
         """
         raise OperationalException(_format_exception_message('sell_strategy_generator', 'sell'))
 
+    def protection_space(self) -> List[Dimension]:
+        """
+        Create a protection space.
+        Only supported by the Parameter interface.
+        """
+        raise OperationalException(_format_exception_message('indicator_space', 'protection'))
+
     def indicator_space(self) -> List[Dimension]:
         """
         Create an indicator space.
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index b067e19d5..e143dda7e 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -283,6 +283,7 @@ class HyperStrategyMixin(object):
         self.config = config
         self.ft_buy_params: List[BaseParameter] = []
         self.ft_sell_params: List[BaseParameter] = []
+        self.ft_protection_params: List[BaseParameter] = []
 
         self._load_hyper_params(config.get('runmode') == RunMode.HYPEROPT)
 
@@ -292,11 +293,11 @@ class HyperStrategyMixin(object):
         :param category:
         :return:
         """
-        if category not in ('buy', 'sell', None):
-            raise OperationalException('Category must be one of: "buy", "sell", None.')
+        if category not in ('buy', 'sell', 'protection', None):
+            raise OperationalException('Category must be one of: "buy", "sell", "protection", None.')
 
         if category is None:
-            params = self.ft_buy_params + self.ft_sell_params
+            params = self.ft_buy_params + self.ft_sell_params + self.ft_protection_params
         else:
             params = getattr(self, f"ft_{category}_params")
 
@@ -324,9 +325,10 @@ class HyperStrategyMixin(object):
         params: Dict = {
             'buy': list(cls.detect_parameters('buy')),
             'sell': list(cls.detect_parameters('sell')),
+            'protection': list(cls.detect_parameters('protection')),
         }
         params.update({
-            'count': len(params['buy'] + params['sell'])
+            'count': len(params['buy'] + params['sell'] + params['protection'])
         })
 
         return params
@@ -340,9 +342,12 @@ class HyperStrategyMixin(object):
         self._ft_params_from_file = params
         buy_params = deep_merge_dicts(params.get('buy', {}), getattr(self, 'buy_params', {}))
         sell_params = deep_merge_dicts(params.get('sell', {}), getattr(self, 'sell_params', {}))
+        protection_params = deep_merge_dicts(params.get('protection', {}),
+                                             getattr(self, 'protection_params', {}))
 
         self._load_params(buy_params, 'buy', hyperopt)
         self._load_params(sell_params, 'sell', hyperopt)
+        self._load_params(protection_params, 'protection', hyperopt)
 
     def load_params_from_file(self) -> Dict:
         filename_str = getattr(self, '__file__', '')
@@ -397,7 +402,8 @@ class HyperStrategyMixin(object):
         """
         params = {
             'buy': {},
-            'sell': {}
+            'sell': {},
+            'protection': {},
         }
         for name, p in self.enumerate_parameters():
             if not p.optimize or not p.in_space:

From 091bf7c4d2940e72ed00639b362b8aff1d009f84 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 3 Aug 2021 07:14:31 +0200
Subject: [PATCH 3/9] Output protection space

---
 freqtrade/optimize/hyperopt_tools.py         | 8 +++++---
 freqtrade/plugins/protections/iprotection.py | 6 +++---
 tests/optimize/test_hyperopt.py              | 3 ++-
 3 files changed, 10 insertions(+), 7 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 439016c14..94b724d9a 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -82,8 +82,8 @@ class HyperoptTools():
         """
         Tell if the space value is contained in the configuration
         """
-        # The 'trailing' space is not included in the 'default' set of spaces
-        if space == 'trailing':
+        # 'trailing' and 'protection spaces are not included in the 'default' set of spaces
+        if space in ('trailing', 'protection'):
             return any(s in config['spaces'] for s in [space, 'all'])
         else:
             return any(s in config['spaces'] for s in [space, 'all', 'default'])
@@ -149,7 +149,7 @@ class HyperoptTools():
 
         if print_json:
             result_dict: Dict = {}
-            for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
+            for s in ['buy', 'sell', 'protection', 'roi', 'stoploss', 'trailing']:
                 HyperoptTools._params_update_for_json(result_dict, params, non_optimized, s)
             print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
 
@@ -158,6 +158,8 @@ class HyperoptTools():
                                                non_optimized)
             HyperoptTools._params_pretty_print(params, 'sell', "Sell hyperspace params:",
                                                non_optimized)
+            HyperoptTools._params_pretty_print(params, 'protection',
+                                               "Protection hyperspace params:", non_optimized)
             HyperoptTools._params_pretty_print(params, 'roi', "ROI table:", non_optimized)
             HyperoptTools._params_pretty_print(params, 'stoploss', "Stoploss:", non_optimized)
             HyperoptTools._params_pretty_print(params, 'trailing', "Trailing stop:", non_optimized)
diff --git a/freqtrade/plugins/protections/iprotection.py b/freqtrade/plugins/protections/iprotection.py
index d034beefc..e6bb49064 100644
--- a/freqtrade/plugins/protections/iprotection.py
+++ b/freqtrade/plugins/protections/iprotection.py
@@ -27,17 +27,17 @@ class IProtection(LoggingMixin, ABC):
         self._protection_config = protection_config
         tf_in_min = timeframe_to_minutes(config['timeframe'])
         if 'stop_duration_candles' in protection_config:
-            self._stop_duration_candles = protection_config.get('stop_duration_candles', 1)
+            self._stop_duration_candles = int(protection_config.get('stop_duration_candles', 1))
             self._stop_duration = (tf_in_min * self._stop_duration_candles)
         else:
             self._stop_duration_candles = None
             self._stop_duration = protection_config.get('stop_duration', 60)
         if 'lookback_period_candles' in protection_config:
-            self._lookback_period_candles = protection_config.get('lookback_period_candles', 1)
+            self._lookback_period_candles = int(protection_config.get('lookback_period_candles', 1))
             self._lookback_period = tf_in_min * self._lookback_period_candles
         else:
             self._lookback_period_candles = None
-            self._lookback_period = protection_config.get('lookback_period', 60)
+            self._lookback_period = int(protection_config.get('lookback_period', 60))
 
         LoggingMixin.__init__(self, logger)
 
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 14fea573f..ef4b85beb 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -577,6 +577,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
                                    "20.0": 0.02,
                                    "50.0": 0.01,
                                    "110.0": 0},
+                           'protection': {},
                            'sell': {'sell-adx-enabled': False,
                                     'sell-adx-value': 0,
                                     'sell-fastd-enabled': True,
@@ -592,7 +593,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
                                         'trailing_stop_positive': 0.02,
                                         'trailing_stop_positive_offset': 0.07}},
         'params_dict': optimizer_param,
-        'params_not_optimized': {'buy': {}, 'sell': {}},
+        'params_not_optimized': {'buy': {}, 'protection': {}, 'sell': {}},
         'results_metrics': ANY,
         'total_profit': 3.1e-08
     }

From a6454cfc39453dbceb9fbba2bf896b45d64334ee Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 07:14:47 +0200
Subject: [PATCH 4/9] Autoenable protections when protection-space is selected

---
 freqtrade/optimize/hyperopt.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 18ed66b4a..3eab709da 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -247,6 +247,8 @@ class Hyperopt:
         if self.auto_hyperopt and HyperoptTools.has_space(self.config, 'protection'):
             # Protections can only be optimized when using the Parameter interface
             logger.debug("Hyperopt has 'protection' space")
+            # Enable Protections if protection space is selected.
+            self.config['enable_protections'] = True
             self.protection_space = self.custom_hyperopt.protection_space()
 
         if HyperoptTools.has_space(self.config, 'buy'):

From ceed3c663b3eb5498d2eeff232f4122945e58126 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 07:15:14 +0200
Subject: [PATCH 5/9] Document using protections

---
 docs/hyperopt.md | 90 +++++++++++++++++++++++++++++++++++++++++++++++-
 1 file changed, 89 insertions(+), 1 deletion(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 4fba925d0..95a1cfcc5 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -326,7 +326,7 @@ There are four parameter types each suited for different purposes.
 !!! Warning
     Hyperoptable parameters cannot be used in `populate_indicators` - as hyperopt does not recalculate indicators for each epoch, so the starting value would be used in this case.
 
-### Optimizing an indicator parameter
+## Optimizing an indicator parameter
 
 Assuming you have a simple strategy in mind - a EMA cross strategy (2 Moving averages crossing) - and you'd like to find the ideal parameters for this strategy.
 
@@ -413,6 +413,94 @@ While this strategy is most likely too simple to provide consistent profit, it s
     While this may slow down the hyperopt startup speed, the overall performance will increase as the Hyperopt execution itself may pick the same value for multiple epochs (changing other values).
     You should however try to use space ranges as small as possible. Every new column will require more memory, and every possibility hyperopt can try will increase the search space.
 
+## Optimizing protections
+
+Freqtrade can also optimize protections. How you optimize protections is up to you, and the following should be considered as example only.
+
+The strategy will simply need to define the "protections" entry as property returning a list of protection configurations.
+
+``` python
+from pandas import DataFrame
+from functools import reduce
+
+import talib.abstract as ta
+
+from freqtrade.strategy import IStrategy
+from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+
+class MyAwesomeStrategy(IStrategy):
+    stoploss = -0.05
+    timeframe = '15m'
+    # Define the parameter spaces
+    coolback_lookback = IntParameter(2, 48, default=5, space="protection", optimize=True)
+    stop_duration = IntParameter(12, 200, default=5, space="protection", optimize=True)
+    use_stop_protection = CategoricalParameter([True, False], default=True, space="protection", optimize=True)
+
+
+    @property
+    def protections(self):
+        prot = []
+
+        prot.append({
+            "method": "CooldownPeriod",
+            "stop_duration_candles": self.coolback_lookback.value
+        })
+        if self.use_stop_protection.value:
+            prot.append({
+                "method": "StoplossGuard",
+                "lookback_period_candles": 24 * 3,
+                "trade_limit": 4,
+                "stop_duration_candles": self.stop_duration.value,
+                "only_per_pair": False
+            })
+
+        return protection
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # ...
+        
+```
+
+You can then run hyperopt as follows:
+`freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --strategy MyAwesomeStrategy --spaces protection`
+
+!!! Note
+    The protection space is not part of the default space, and is only available with the Parameters Hyperopt interface, not with the legacy hyperopt interface (which required separate hyperopt files).
+    Freqtrade will also automatically change the "--enable-protections" flag if the protection space is selected.
+
+### Migrating from previous property setups
+
+A migration from a previous setup is pretty simple, and can be accomplished by converting the protections entry to a property.
+In simple terms, the following configuration will be converted to the below.
+
+``` python
+class MyAwesomeStrategy(IStrategy):
+    protections = [
+        {
+            "method": "CooldownPeriod",
+            "stop_duration_candles": 4
+        }
+    ]
+```
+
+Result
+
+``` python
+class MyAwesomeStrategy(IStrategy):
+    
+    @property
+    def protections(self):
+        return [
+            {
+                "method": "CooldownPeriod",
+                "stop_duration_candles": 4
+            }
+        ]
+```
+
+You will then obviously also change potential interesting entries to parameters to allow hyper-optimization.
+
 ## Loss-functions
 
 Each hyperparameter tuning requires a target. This is usually defined as a loss function (sometimes also called objective function), which should decrease for more desirable results, and increase for bad results.

From a661e0db6e373ade53690a6214f2e7b2b84ea333 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 19:43:16 +0200
Subject: [PATCH 6/9] Deprecate protections from config

---
 docs/hyperopt.md                              |   4 +
 docs/includes/protections.md                  | 149 ++++++++++--------
 .../configuration/deprecated_settings.py      |   3 +
 tests/test_configuration.py                   |  13 +-
 4 files changed, 101 insertions(+), 68 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 95a1cfcc5..e11c93748 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -469,6 +469,10 @@ You can then run hyperopt as follows:
     The protection space is not part of the default space, and is only available with the Parameters Hyperopt interface, not with the legacy hyperopt interface (which required separate hyperopt files).
     Freqtrade will also automatically change the "--enable-protections" flag if the protection space is selected.
 
+!!! Warning
+    If protections are defined as property, entries from the configuration will be ignored.
+    It is therefore recommended to not define protections in the configuration.
+
 ### Migrating from previous property setups
 
 A migration from a previous setup is pretty simple, and can be accomplished by converting the protections entry to a property.
diff --git a/docs/includes/protections.md b/docs/includes/protections.md
index 5dcc83738..0757d2f6d 100644
--- a/docs/includes/protections.md
+++ b/docs/includes/protections.md
@@ -15,6 +15,10 @@ All protection end times are rounded up to the next candle to avoid sudden, unex
 !!! Note "Backtesting"
     Protections are supported by backtesting and hyperopt, but must be explicitly enabled by using the `--enable-protections` flag.
 
+!!! Warning "Setting protections from the configuration"
+    Setting protections from the configuration via `"protections": [],` key should be considered deprecated and will be removed in a future version.
+    It is also no longer guaranteed that your protections apply to the strategy in cases where the strategy defines [protections as property](hyperopt.md#optimizing-protections).
+
 ### Available Protections
 
 * [`StoplossGuard`](#stoploss-guard) Stop trading if a certain amount of stoploss occurred within a certain time window.
@@ -47,15 +51,17 @@ This applies across all pairs, unless `only_per_pair` is set to true, which will
 The below example stops trading for all pairs for 4 candles after the last trade if the bot hit stoploss 4 times within the last 24 candles.
 
 ``` python
-protections = [
-    {
-        "method": "StoplossGuard",
-        "lookback_period_candles": 24,
-        "trade_limit": 4,
-        "stop_duration_candles": 4,
-        "only_per_pair": False
-    }
-]
+@property
+def protections(self):
+    return [
+        {
+            "method": "StoplossGuard",
+            "lookback_period_candles": 24,
+            "trade_limit": 4,
+            "stop_duration_candles": 4,
+            "only_per_pair": False
+        }
+    ]
 ```
 
 !!! Note
@@ -69,15 +75,17 @@ protections = [
 The below sample stops trading for 12 candles if max-drawdown is > 20% considering all pairs - with a minimum of `trade_limit` trades - within the last 48 candles. If desired, `lookback_period` and/or `stop_duration` can be used.
 
 ``` python
-protections = [
-      {
-        "method": "MaxDrawdown",
-        "lookback_period_candles": 48,
-        "trade_limit": 20,
-        "stop_duration_candles": 12,
-        "max_allowed_drawdown": 0.2
-      },
-]
+@property
+def protections(self):
+    return  [
+        {
+            "method": "MaxDrawdown",
+            "lookback_period_candles": 48,
+            "trade_limit": 20,
+            "stop_duration_candles": 12,
+            "max_allowed_drawdown": 0.2
+        },
+    ]
 ```
 
 #### Low Profit Pairs
@@ -88,15 +96,17 @@ If that ratio is below `required_profit`, that pair will be locked for `stop_dur
 The below example will stop trading a pair for 60 minutes if the pair does not have a required profit of 2% (and a minimum of 2 trades) within the last 6 candles.
 
 ``` python
-protections = [
-    {
-        "method": "LowProfitPairs",
-        "lookback_period_candles": 6,
-        "trade_limit": 2,
-        "stop_duration": 60,
-        "required_profit": 0.02
-    }
-]
+@property
+def protections(self):
+    return [
+        {
+            "method": "LowProfitPairs",
+            "lookback_period_candles": 6,
+            "trade_limit": 2,
+            "stop_duration": 60,
+            "required_profit": 0.02
+        }
+    ]
 ```
 
 #### Cooldown Period
@@ -106,12 +116,14 @@ protections = [
 The below example will stop trading a pair for 2 candles after closing a trade, allowing this pair to "cool down".
 
 ``` python
-protections = [
-    {
-        "method": "CooldownPeriod",
-        "stop_duration_candles": 2
-    }
-]
+@property
+def protections(self):
+    return  [
+        {
+            "method": "CooldownPeriod",
+            "stop_duration_candles": 2
+        }
+    ]
 ```
 
 !!! Note
@@ -136,39 +148,42 @@ from freqtrade.strategy import IStrategy
 
 class AwesomeStrategy(IStrategy)
     timeframe = '1h'
-    protections = [
-        {
-            "method": "CooldownPeriod",
-            "stop_duration_candles": 5
-        },
-        {
-            "method": "MaxDrawdown",
-            "lookback_period_candles": 48,
-            "trade_limit": 20,
-            "stop_duration_candles": 4,
-            "max_allowed_drawdown": 0.2
-        },
-        {
-            "method": "StoplossGuard",
-            "lookback_period_candles": 24,
-            "trade_limit": 4,
-            "stop_duration_candles": 2,
-            "only_per_pair": False
-        },
-        {
-            "method": "LowProfitPairs",
-            "lookback_period_candles": 6,
-            "trade_limit": 2,
-            "stop_duration_candles": 60,
-            "required_profit": 0.02
-        },
-        {
-            "method": "LowProfitPairs",
-            "lookback_period_candles": 24,
-            "trade_limit": 4,
-            "stop_duration_candles": 2,
-            "required_profit": 0.01
-        }
-    ]
+    
+    @property
+    def protections(self):
+        return [
+            {
+                "method": "CooldownPeriod",
+                "stop_duration_candles": 5
+            },
+            {
+                "method": "MaxDrawdown",
+                "lookback_period_candles": 48,
+                "trade_limit": 20,
+                "stop_duration_candles": 4,
+                "max_allowed_drawdown": 0.2
+            },
+            {
+                "method": "StoplossGuard",
+                "lookback_period_candles": 24,
+                "trade_limit": 4,
+                "stop_duration_candles": 2,
+                "only_per_pair": False
+            },
+            {
+                "method": "LowProfitPairs",
+                "lookback_period_candles": 6,
+                "trade_limit": 2,
+                "stop_duration_candles": 60,
+                "required_profit": 0.02
+            },
+            {
+                "method": "LowProfitPairs",
+                "lookback_period_candles": 24,
+                "trade_limit": 4,
+                "stop_duration_candles": 2,
+                "required_profit": 0.01
+            }
+        ]
     # ...
 ```
diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py
index 1b162f7c9..529d4cd6a 100644
--- a/freqtrade/configuration/deprecated_settings.py
+++ b/freqtrade/configuration/deprecated_settings.py
@@ -110,3 +110,6 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
                 "Please remove 'ticker_interval' from your configuration to continue operating."
                 )
         config['timeframe'] = config['ticker_interval']
+
+    if 'protections' in config:
+        logger.warning("DEPRECATED: Setting 'protections' in the configuration is deprecated.")
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 7012333e9..9dce304c7 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -1330,7 +1330,7 @@ def test_process_removed_setting(mocker, default_conf, caplog):
                                 'sectionB', 'somesetting')
 
 
-def test_process_deprecated_ticker_interval(mocker, default_conf, caplog):
+def test_process_deprecated_ticker_interval(default_conf, caplog):
     message = "DEPRECATED: Please use 'timeframe' instead of 'ticker_interval."
     config = deepcopy(default_conf)
     process_temporary_deprecated_settings(config)
@@ -1352,6 +1352,17 @@ def test_process_deprecated_ticker_interval(mocker, default_conf, caplog):
         process_temporary_deprecated_settings(config)
 
 
+def test_process_deprecated_protections(default_conf, caplog):
+    message = "DEPRECATED: Setting 'protections' in the configuration is deprecated."
+    config = deepcopy(default_conf)
+    process_temporary_deprecated_settings(config)
+    assert not log_has(message, caplog)
+
+    config['protections'] = []
+    process_temporary_deprecated_settings(config)
+    assert log_has(message, caplog)
+
+
 def test_flat_vars_to_nested_dict(caplog):
 
     test_args = {

From 3c412233338afbd1648786e0b5dbaf484d0988e5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 20:01:28 +0200
Subject: [PATCH 7/9] Add test for protections-hyperopt

---
 docs/hyperopt.md                               |  4 ++--
 freqtrade/strategy/hyper.py                    |  3 ++-
 tests/optimize/test_hyperopt.py                |  8 ++++++++
 tests/strategy/strats/hyperoptable_strategy.py | 11 +++++++++++
 4 files changed, 23 insertions(+), 3 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index e11c93748..f869b9ac1 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -433,7 +433,7 @@ class MyAwesomeStrategy(IStrategy):
     stoploss = -0.05
     timeframe = '15m'
     # Define the parameter spaces
-    coolback_lookback = IntParameter(2, 48, default=5, space="protection", optimize=True)
+    cooldown_lookback = IntParameter(2, 48, default=5, space="protection", optimize=True)
     stop_duration = IntParameter(12, 200, default=5, space="protection", optimize=True)
     use_stop_protection = CategoricalParameter([True, False], default=True, space="protection", optimize=True)
 
@@ -444,7 +444,7 @@ class MyAwesomeStrategy(IStrategy):
 
         prot.append({
             "method": "CooldownPeriod",
-            "stop_duration_candles": self.coolback_lookback.value
+            "stop_duration_candles": self.cooldown_lookback.value
         })
         if self.use_stop_protection.value:
             prot.append({
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index e143dda7e..b9f586ac5 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -294,7 +294,8 @@ class HyperStrategyMixin(object):
         :return:
         """
         if category not in ('buy', 'sell', 'protection', None):
-            raise OperationalException('Category must be one of: "buy", "sell", "protection", None.')
+            raise OperationalException(
+                'Category must be one of: "buy", "sell", "protection", None.')
 
         if category is None:
             params = self.ft_buy_params + self.ft_sell_params + self.ft_protection_params
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index ef4b85beb..077fb516d 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -1003,6 +1003,8 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
     hyperopt_conf.update({
         'strategy': 'HyperoptableStrategy',
         'user_data_dir': Path(tmpdir),
+        'hyperopt_random_state': 42,
+        'spaces': ['buy', 'sell', 'protection']
     })
     hyperopt = Hyperopt(hyperopt_conf)
     assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
@@ -1010,12 +1012,18 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
 
     assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
     assert hyperopt.backtesting.strategy.buy_rsi.value == 35
+    assert hyperopt.backtesting.strategy.sell_rsi.value == 74
+    assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value == 30
     buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range
     assert isinstance(buy_rsi_range, range)
     # Range from 0 - 50 (inclusive)
     assert len(list(buy_rsi_range)) == 51
 
     hyperopt.start()
+    # All values should've changed.
+    assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value != 30
+    assert hyperopt.backtesting.strategy.buy_rsi.value != 35
+    assert hyperopt.backtesting.strategy.sell_rsi.value != 74
 
 
 def test_SKDecimal():
diff --git a/tests/strategy/strats/hyperoptable_strategy.py b/tests/strategy/strats/hyperoptable_strategy.py
index cc4734e13..9d332e243 100644
--- a/tests/strategy/strats/hyperoptable_strategy.py
+++ b/tests/strategy/strats/hyperoptable_strategy.py
@@ -64,6 +64,17 @@ class HyperoptableStrategy(IStrategy):
     sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
     sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
                                     load=False)
+    protection_cooldown_lookback = IntParameter([0, 50], default=30)
+
+    @property
+    def protections(self):
+        prot = []
+
+        prot.append({
+            "method": "CooldownPeriod",
+            "stop_duration_candles": self.protection_cooldown_lookback.value
+        })
+        return prot
 
     def informative_pairs(self):
         """

From b73768acd1244d5863bcf27fe868f6dfaa11f4f0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 20:10:32 +0200
Subject: [PATCH 8/9] Fix bug in property overwriting prevention

---
 freqtrade/resolvers/strategy_resolver.py | 2 +-
 tests/optimize/test_hyperopt.py          | 2 +-
 tests/strategy/test_interface.py         | 2 +-
 3 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 1239b78b3..0a18809b4 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -119,7 +119,7 @@ class StrategyResolver(IResolver):
         - default (if not None)
         """
         if (attribute in config
-                and not isinstance(getattr(type(strategy), 'my_property', None), property)):
+                and not isinstance(getattr(type(strategy), attribute, None), property)):
             # Ensure Properties are not overwritten
             setattr(strategy, attribute, config[attribute])
             logger.info("Override strategy '%s' with value in config file: %s.",
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 077fb516d..4fba80bc3 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -1004,7 +1004,7 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
         'strategy': 'HyperoptableStrategy',
         'user_data_dir': Path(tmpdir),
         'hyperopt_random_state': 42,
-        'spaces': ['buy', 'sell', 'protection']
+        'spaces': ['all']
     })
     hyperopt = Hyperopt(hyperopt_conf)
     assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index d8c87506c..9593cd02e 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -734,7 +734,7 @@ def test_auto_hyperopt_interface(default_conf):
     assert isinstance(all_params, dict)
     assert len(all_params['buy']) == 2
     assert len(all_params['sell']) == 2
-    assert all_params['count'] == 4
+    assert all_params['count'] == 5
 
     strategy.__class__.sell_rsi = IntParameter([0, 10], default=5, space='buy')
 

From ad0e4a8567592edb9078a27cbc2c0a8bd5fd178a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 20:52:56 +0200
Subject: [PATCH 9/9] Add BooleanParameter

---
 docs/hyperopt.md                              | 13 ++++++-----
 freqtrade/plugins/protections/iprotection.py  |  3 +++
 freqtrade/strategy/__init__.py                |  4 ++--
 freqtrade/strategy/hyper.py                   | 22 +++++++++++++++++++
 freqtrade/templates/base_strategy.py.j2       |  4 ++--
 freqtrade/templates/sample_strategy.py        |  4 ++--
 .../strategy/strats/hyperoptable_strategy.py  | 14 +++++++-----
 tests/strategy/test_interface.py              | 18 ++++++++++++---
 8 files changed, 61 insertions(+), 21 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index f869b9ac1..96f9ff177 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -253,7 +253,7 @@ We continue to define hyperoptable parameters:
 class MyAwesomeStrategy(IStrategy):
     buy_adx = DecimalParameter(20, 40, decimals=1, default=30.1, space="buy")
     buy_rsi = IntParameter(20, 40, default=30, space="buy")
-    buy_adx_enabled = CategoricalParameter([True, False], default=True, space="buy")
+    buy_adx_enabled = BooleanParameter(default=True, space="buy")
     buy_rsi_enabled = CategoricalParameter([True, False], default=False, space="buy")
     buy_trigger = CategoricalParameter(["bb_lower", "macd_cross_signal"], default="bb_lower", space="buy")
 ```
@@ -316,6 +316,7 @@ There are four parameter types each suited for different purposes.
 * `DecimalParameter` - defines a floating point parameter with a limited number of decimals (default 3). Should be preferred instead of `RealParameter` in most cases.
 * `RealParameter` - defines a floating point parameter with upper and lower boundaries and no precision limit. Rarely used as it creates a space with a near infinite number of possibilities.
 * `CategoricalParameter` - defines a parameter with a predetermined number of choices.
+* `BooleanParameter` - Shorthand for `CategoricalParameter([True, False])` - great for "enable" parameters.
 
 !!! Tip "Disabling parameter optimization"
     Each parameter takes two boolean parameters:
@@ -336,8 +337,8 @@ from functools import reduce
 
 import talib.abstract as ta
 
-from freqtrade.strategy import IStrategy
-from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
+from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, 
+                                IStrategy, IntParameter)
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 
 class MyAwesomeStrategy(IStrategy):
@@ -425,8 +426,8 @@ from functools import reduce
 
 import talib.abstract as ta
 
-from freqtrade.strategy import IStrategy
-from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
+from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, 
+                                IStrategy, IntParameter)
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 
 class MyAwesomeStrategy(IStrategy):
@@ -435,7 +436,7 @@ class MyAwesomeStrategy(IStrategy):
     # Define the parameter spaces
     cooldown_lookback = IntParameter(2, 48, default=5, space="protection", optimize=True)
     stop_duration = IntParameter(12, 200, default=5, space="protection", optimize=True)
-    use_stop_protection = CategoricalParameter([True, False], default=True, space="protection", optimize=True)
+    use_stop_protection = BooleanParameter(default=True, space="protection", optimize=True)
 
 
     @property
diff --git a/freqtrade/plugins/protections/iprotection.py b/freqtrade/plugins/protections/iprotection.py
index e6bb49064..e0a89e334 100644
--- a/freqtrade/plugins/protections/iprotection.py
+++ b/freqtrade/plugins/protections/iprotection.py
@@ -25,6 +25,9 @@ class IProtection(LoggingMixin, ABC):
     def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None:
         self._config = config
         self._protection_config = protection_config
+        self._stop_duration_candles: Optional[int] = None
+        self._lookback_period_candles: Optional[int] = None
+
         tf_in_min = timeframe_to_minutes(config['timeframe'])
         if 'stop_duration_candles' in protection_config:
             self._stop_duration_candles = int(protection_config.get('stop_duration_candles', 1))
diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index bd49165df..be655fc33 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -1,7 +1,7 @@
 # flake8: noqa: F401
 from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
                                 timeframe_to_prev_date, timeframe_to_seconds)
-from freqtrade.strategy.hyper import (CategoricalParameter, DecimalParameter, IntParameter,
-                                      RealParameter)
+from freqtrade.strategy.hyper import (BooleanParameter, CategoricalParameter, DecimalParameter,
+                                      IntParameter, RealParameter)
 from freqtrade.strategy.interface import IStrategy
 from freqtrade.strategy.strategy_helper import merge_informative_pair, stoploss_from_open
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index b9f586ac5..dad282d7e 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -270,6 +270,28 @@ class CategoricalParameter(BaseParameter):
             return [self.value]
 
 
+class BooleanParameter(CategoricalParameter):
+
+    def __init__(self, *, default: Optional[Any] = None,
+                 space: Optional[str] = None, optimize: bool = True, load: bool = True, **kwargs):
+        """
+        Initialize hyperopt-optimizable Boolean Parameter.
+        It's a shortcut to `CategoricalParameter([True, False])`.
+        :param default: A default value. If not specified, first item from specified space will be
+         used.
+        :param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
+         parameter field
+         name is prefixed with 'buy_' or 'sell_'.
+        :param optimize: Include parameter in hyperopt optimizations.
+        :param load: Load parameter value from {space}_params.
+        :param kwargs: Extra parameters to skopt.space.Categorical.
+        """
+
+        categories = [True, False]
+        super().__init__(categories=categories, default=default, space=space, optimize=optimize,
+                         load=load, **kwargs)
+
+
 class HyperStrategyMixin(object):
     """
     A helper base class which allows HyperOptAuto class to reuse implementations of buy/sell
diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2
index 13fc0853a..06d7cbc5c 100644
--- a/freqtrade/templates/base_strategy.py.j2
+++ b/freqtrade/templates/base_strategy.py.j2
@@ -6,8 +6,8 @@ import numpy as np  # noqa
 import pandas as pd  # noqa
 from pandas import DataFrame
 
-from freqtrade.strategy import IStrategy
-from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
+from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,
+                                IStrategy, IntParameter)
 
 # --------------------------------
 # Add your lib to import here
diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index 282b2f8e2..574819949 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -6,8 +6,8 @@ import numpy as np  # noqa
 import pandas as pd  # noqa
 from pandas import DataFrame
 
-from freqtrade.strategy import IStrategy
-from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
+from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,
+                                IStrategy, IntParameter)
 
 # --------------------------------
 # Add your lib to import here
diff --git a/tests/strategy/strats/hyperoptable_strategy.py b/tests/strategy/strats/hyperoptable_strategy.py
index 9d332e243..88bdd078e 100644
--- a/tests/strategy/strats/hyperoptable_strategy.py
+++ b/tests/strategy/strats/hyperoptable_strategy.py
@@ -4,7 +4,8 @@ import talib.abstract as ta
 from pandas import DataFrame
 
 import freqtrade.vendor.qtpylib.indicators as qtpylib
-from freqtrade.strategy import DecimalParameter, IntParameter, IStrategy, RealParameter
+from freqtrade.strategy import (BooleanParameter, DecimalParameter, IntParameter, IStrategy,
+                                RealParameter)
 
 
 class HyperoptableStrategy(IStrategy):
@@ -64,16 +65,17 @@ class HyperoptableStrategy(IStrategy):
     sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
     sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
                                     load=False)
+    protection_enabled = BooleanParameter(default=True)
     protection_cooldown_lookback = IntParameter([0, 50], default=30)
 
     @property
     def protections(self):
         prot = []
-
-        prot.append({
-            "method": "CooldownPeriod",
-            "stop_duration_candles": self.protection_cooldown_lookback.value
-        })
+        if self.protection_enabled.value:
+            prot.append({
+                "method": "CooldownPeriod",
+                "stop_duration_candles": self.protection_cooldown_lookback.value
+            })
         return prot
 
     def informative_pairs(self):
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 9593cd02e..0ad6d6f32 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -16,8 +16,8 @@ from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.optimize.space import SKDecimal
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.resolvers import StrategyResolver
-from freqtrade.strategy.hyper import (BaseParameter, CategoricalParameter, DecimalParameter,
-                                      IntParameter, RealParameter)
+from freqtrade.strategy.hyper import (BaseParameter, BooleanParameter, CategoricalParameter,
+                                      DecimalParameter, IntParameter, RealParameter)
 from freqtrade.strategy.interface import SellCheckTuple
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from tests.conftest import log_has, log_has_re
@@ -717,6 +717,17 @@ def test_hyperopt_parameters():
     assert len(list(catpar.range)) == 3
     assert list(catpar.range) == ['buy_rsi', 'buy_macd', 'buy_none']
 
+    boolpar = BooleanParameter(default=True, space='buy')
+    assert boolpar.value is True
+    assert isinstance(boolpar.get_space(''), Categorical)
+    assert isinstance(boolpar.range, list)
+    assert len(list(boolpar.range)) == 1
+
+    boolpar.in_space = True
+    assert len(list(boolpar.range)) == 2
+
+    assert list(boolpar.range) == [True, False]
+
 
 def test_auto_hyperopt_interface(default_conf):
     default_conf.update({'strategy': 'HyperoptableStrategy'})
@@ -734,7 +745,8 @@ def test_auto_hyperopt_interface(default_conf):
     assert isinstance(all_params, dict)
     assert len(all_params['buy']) == 2
     assert len(all_params['sell']) == 2
-    assert all_params['count'] == 5
+    # Number of Hyperoptable parameters
+    assert all_params['count'] == 6
 
     strategy.__class__.sell_rsi = IntParameter([0, 10], default=5, space='buy')