diff --git a/docs/configuration.md b/docs/configuration.md index 1ad13c87a..217e9f37b 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -215,6 +215,11 @@ If this is configured, the following 4 values (`buy`, `sell`, `stoploss` and `emergencysell` is an optional value, which defaults to `market` and is used when creating stoploss on exchange orders fails. The below is the default which is used if this is not configured in either strategy or configuration file. +Since `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the stoploss_price and the Limit price. +`stoploss` defines the stop-price - and limit should be slightly below this. This defaults to 0.99 / 1%. +Calculation example: we bought the asset at 100$. +Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the stoploss will happen between 95$ and 94.05$. + Syntax for Strategy: ```python @@ -224,7 +229,8 @@ order_types = { "emergencysell": "market", "stoploss": "market", "stoploss_on_exchange": False, - "stoploss_on_exchange_interval": 60 + "stoploss_on_exchange_interval": 60, + "stoploss_on_exchange_limit_ratio": 0.99, } ``` diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index a8fc6bc7e..4a494696d 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -634,8 +634,8 @@ class FreqtradeBot: Force-sells the pair (using EmergencySell reason) in case of Problems creating the order. :return: True if the order succeeded, and False in case of problems. """ - # Limit price threshold: As limit price should always be below price - LIMIT_PRICE_PCT = 0.99 + # Limit price threshold: As limit price should always be below stop-price + LIMIT_PRICE_PCT = self.strategy.order_types.get('stoploss_on_exchange_limit_ratio', 0.99) try: stoploss_order = self.exchange.stoploss_limit(pair=trade.pair, amount=trade.amount,