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Bracket entry/exit prices to low/high of the candle

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Matthias
2021-12-03 17:44:53 +01:00
parent d1209fe415
commit 86910b58dc
3 changed files with 14 additions and 6 deletions
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4
docs/bot-basics.md
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@@ -56,7 +56,11 @@ This loop will be repeated again and again until the bot is stopped.
* Calculate buy / sell signals (calls `populate_buy_trend()` and `populate_sell_trend()` once per pair).
* Loops per candle simulating entry and exit points.
* Confirm trade buy / sell (calls `confirm_trade_entry()` and `confirm_trade_exit()` if implemented in the strategy).
* Call `custom_entry_price()` (if implemented in the strategy) to determine entry price (Prices are moved to be within the opening candle).
* Determine stake size by calling the `custom_stake_amount()` callback.
* Call `custom_stoploss()` and `custom_sell()` to find custom exit points.
* Call `custom_exit_price()` to determine exit price (Prices are moved to be within the closing candle).
* Generate backtest report output
!!! Note

5
docs/strategy-callbacks.md
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@@ -387,8 +387,9 @@ class AwesomeStrategy(IStrategy):
**Example**:
If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_ratio` is set to 2%, The retained valid custom entry price will be 98, which is 2% below the current (proposed) rate.
!!! Warning "No backtesting support"
Custom entry-prices are currently not supported during backtesting.
!!! Warning "Backtesting"
While Custom prices are supported in backtesting (starting with 2021.12), prices will be moved to within the candle's high/low prices.
This behavior is currently in testing, and might be changed at a later point.
## Custom order timeout rules