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persistence.adjust_stop_loss accounts for leverage

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Sam Germain 2022-02-26 08:07:01 -06:00
parent ac433eebfe
commit 78194559f4
1 changed files with 3 additions and 2 deletions
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5
freqtrade/persistence/models.py
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@ -566,13 +566,14 @@ class LocalTrade():
# Don't modify if called with initial and nothing to do # Don't modify if called with initial and nothing to do
return return
leverage = self.leverage or 1.0
if self.is_short: if self.is_short:
new_loss = float(current_price * (1 + abs(stoploss))) new_loss = float(current_price * (1 + abs(stoploss / leverage)))
# If trading with leverage, don't set the stoploss below the liquidation price # If trading with leverage, don't set the stoploss below the liquidation price
if self.isolated_liq: if self.isolated_liq:
new_loss = min(self.isolated_liq, new_loss) new_loss = min(self.isolated_liq, new_loss)
else: else:
new_loss = float(current_price * (1 - abs(stoploss))) new_loss = float(current_price * (1 - abs(stoploss / leverage)))
# If trading with leverage, don't set the stoploss below the liquidation price # If trading with leverage, don't set the stoploss below the liquidation price
if self.isolated_liq: if self.isolated_liq:
new_loss = max(self.isolated_liq, new_loss) new_loss = max(self.isolated_liq, new_loss)