From a414b57d5469402f4002d7affbf69fedb61b9f11 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 12 Dec 2020 07:06:16 +0100 Subject: [PATCH] Experiment with custom stoploss interface --- freqtrade/strategy/interface.py | 22 ++++++++++++++++++---- 1 file changed, 18 insertions(+), 4 deletions(-) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 33a7ef0c1..7f60ba62f 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -89,6 +89,7 @@ class IStrategy(ABC): trailing_stop_positive: Optional[float] = None trailing_stop_positive_offset: float = 0.0 trailing_only_offset_is_reached = False + custom_stoploss: bool = False # associated timeframe ticker_interval: str # DEPRECATED @@ -254,21 +255,22 @@ class IStrategy(ABC): """ return True - def stoploss_value(self, pair: str, trade: Trade, rate: float, **kwargs) -> float: + def stoploss_value(self, pair: str, trade: Trade, current_rate: float, current_profit: float, + **kwargs) -> float: """ Define custom stoploss logic The custom stoploss can never be below self.stoploss, which serves as a hard maximum loss. - For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ When not implemented by a strategy, returns the initial stoploss value :param pair: Pair that's about to be sold. :param trade: trade object. - :param rate: Rate that's going to be used when using limit orders + :param current_rate: Rate, calculated based on pricing settings in ask_strategy. + :param current_profit: Current profit (as ratio), calculated based on current_rate. :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. - :return float: New stoploss value, relative to the open price + :return float: New stoploss value, relative to the currentrate """ return self.stoploss @@ -549,6 +551,18 @@ class IStrategy(ABC): # Initiate stoploss with open_rate. Does nothing if stoploss is already set. trade.adjust_stop_loss(trade.open_rate, stop_loss_value, initial=True) + if self.custom_stoploss: + stop_loss_value = strategy_safe_wrapper(self.stoploss_value, default_retval=None + )(pair=trade.pair, trade=trade, + current_rate=current_rate, + current_profit=current_profit) + # Sanity check - error cases will return None + if stop_loss_value: + # logger.info(f"{trade.pair} {stop_loss_value=} {current_profit=}") + trade.adjust_stop_loss(current_rate, stop_loss_value) + else: + logger.warning("CustomStoploss function did not return valid stoploss") + if self.trailing_stop: # trailing stoploss handling sl_offset = self.trailing_stop_positive_offset