diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index cda988acd..ddf845fca 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -181,17 +181,9 @@ class AwesomeStrategy(IStrategy): #### Calculating stoploss relative to open price -Stoploss values returned from `custom_stoploss` always specify a percentage relative to `current_rate`. In order to set a stoploss relative to the *open* price, we need to use `current_profit` to calculate what percentage relative to the `current_rate` will give you the same result as if the percentage was specified from the open price. +Stoploss values returned from `custom_stoploss()` always specify a percentage relative to `current_rate`. In order to set a stoploss relative to the *open* price, we need to use `current_profit` to calculate what percentage relative to the `current_rate` will give you the same result as if the percentage was specified from the open price. -This can be calculated as: - -``` python -def stoploss_from_open(open_relative_stop: float, current_profit: float) -> float: - return 1-((1+open_relative_stop)/(1+current_profit)) - -``` - -For example, say our open price was $100, and `current_price` is $121 (`current_profit` will be `0.21`). If we want a stop price at 7% above the open price we can call `stoploss_from_open(0.07, 0.21)` which will return `0.1157024793`. 11.57% below $121 is $107, which is the same as 7% above $100. +The helper function [`stoploss_from_open()`](strategy-customization.md#stoploss_from_open) can be used to convert from an open price relative stop, to a current price relative stop which can be returned from `custom_stoploss()`. #### Trailing stoploss with positive offset @@ -201,9 +193,7 @@ Use the initial stoploss until the profit is above 4%, then use a trailing stopl ``` python from datetime import datetime, timedelta from freqtrade.persistence import Trade - -def stoploss_from_open(open_relative_stop: float, current_profit: float) -> float: - return 1-((1+open_relative_stop)/(1+current_profit)) +from freqtrade.strategy import stoploss_from_open class AwesomeStrategy(IStrategy): @@ -237,9 +227,7 @@ Instead of continuously trailing behind the current price, this example sets fix ``` python from datetime import datetime from freqtrade.persistence import Trade - -def stoploss_from_open(open_relative_stop: float, current_profit: float) -> float: - return 1-((1+open_relative_stop)/(1+current_profit)) +from freqtrade.strategy import stoploss_from_open class AwesomeStrategy(IStrategy): @@ -290,7 +278,7 @@ class AwesomeStrategy(IStrategy): # using current_time directly (like below) will only work in backtesting. # so check "runmode" to make sure that it's only used in backtesting/hyperopt if self.dp and self.dp.runmode.value in ('backtest', 'hyperopt'): - relative_sl = self.custom_info[pair].loc[current_time]['atr] + relative_sl = self.custom_info[pair].loc[current_time]['atr'] # in live / dry-run, it'll be really the current time else: # but we can just use the last entry from an already analyzed dataframe instead