adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add support for trailing_stop_loss order_type

Browse Source
This commit is contained in:
rextea 2021-03-16 15:21:05 +02:00
parent ef9977fc1e
commit 8daafc875d
3 changed files with 8 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
docs/configuration.md
View File

@ -277,7 +277,7 @@ For example, if your strategy is using a 1h timeframe, and you only want to buy
### Understand order_types ### Understand order_types
The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`, `emergencysell`, `forcesell`, `forcebuy`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds. The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`, `trailing_stop_loss`, `emergencysell`, `forcesell`, `forcebuy`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds.
This allows to buy using limit orders, sell using This allows to buy using limit orders, sell using
limit-orders, and create stoplosses using market orders. It also allows to set the limit-orders, and create stoplosses using market orders. It also allows to set the
@ -286,7 +286,7 @@ the buy order is fulfilled.
`order_types` set in the configuration file overwrites values set in the strategy as a whole, so you need to configure the whole `order_types` dictionary in one place. `order_types` set in the configuration file overwrites values set in the strategy as a whole, so you need to configure the whole `order_types` dictionary in one place.
If this is configured, the following 4 values (`buy`, `sell`, `stoploss` and If this is configured, the following 5 values (`buy`, `sell`, `stoploss`, `trailing_stop_loss` and
`stoploss_on_exchange`) need to be present, otherwise the bot will fail to start. `stoploss_on_exchange`) need to be present, otherwise the bot will fail to start.
For information on (`emergencysell`,`forcesell`, `forcebuy`, `stoploss_on_exchange`,`stoploss_on_exchange_interval`,`stoploss_on_exchange_limit_ratio`) please see stop loss documentation [stop loss on exchange](stoploss.md) For information on (`emergencysell`,`forcesell`, `forcebuy`, `stoploss_on_exchange`,`stoploss_on_exchange_interval`,`stoploss_on_exchange_limit_ratio`) please see stop loss documentation [stop loss on exchange](stoploss.md)
@ -301,6 +301,7 @@ order_types = {
"forcebuy": "market", "forcebuy": "market",
"forcesell": "market", "forcesell": "market",
"stoploss": "market", "stoploss": "market",
"trailing_stop_loss": "limit",
"stoploss_on_exchange": False, "stoploss_on_exchange": False,
"stoploss_on_exchange_interval": 60, "stoploss_on_exchange_interval": 60,
"stoploss_on_exchange_limit_ratio": 0.99, "stoploss_on_exchange_limit_ratio": 0.99,
@ -317,6 +318,7 @@ Configuration:
"forcebuy": "market", "forcebuy": "market",
"forcesell": "market", "forcesell": "market",
"stoploss": "market", "stoploss": "market",
"trailing_stop_loss": "limit",
"stoploss_on_exchange": false, "stoploss_on_exchange": false,
"stoploss_on_exchange_interval": 60 "stoploss_on_exchange_interval": 60
} }

4
freqtrade/freqtradebot.py
View File

@ -1141,8 +1141,10 @@ class FreqtradeBot(LoggingMixin):
:return: True if it succeeds (supported) False (not supported) :return: True if it succeeds (supported) False (not supported)
""" """
sell_type = 'sell' sell_type = 'sell'
if sell_reason in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS): if sell_reason == SellType.STOP_LOSS:
sell_type = 'stoploss' sell_type = 'stoploss'
elif sell_reason == SellType.TRAILING_STOP_LOSS:
sell_type = 'trailing_stop_loss'
# if stoploss is on exchange and we are on dry_run mode, # if stoploss is on exchange and we are on dry_run mode,
# we consider the sell price stop price # we consider the sell price stop price

1
freqtrade/strategy/interface.py
View File

@ -100,6 +100,7 @@ class IStrategy(ABC):
'buy': 'limit', 'buy': 'limit',
'sell': 'limit', 'sell': 'limit',
'stoploss': 'limit', 'stoploss': 'limit',
'trailing_stop_loss': 'limit',
'stoploss_on_exchange': False, 'stoploss_on_exchange': False,
'stoploss_on_exchange_interval': 60, 'stoploss_on_exchange_interval': 60,
} }