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removing total capital in favour of stake amount

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misagh
2018-11-10 18:28:05 +01:00
parent d613553306
commit aacc1d5004
4 changed files with 4 additions and 8 deletions
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docs/edge.md
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@@ -82,6 +82,8 @@ Allowed capital at risk is calculated as follows:
**allowed capital at risk** = **total capital** X **allowed risk per trade**
**total capital** is your stake amount.
**Stoploss** is calculated as described above against historical data.
Your position size then will be:
@@ -89,8 +91,7 @@ Your position size then will be:
**position size** = **allowed capital at risk** / **stoploss**
Example:
Let's say your total capital is 3 ETH, you would allow 1% of risk for each trade. thus your allowed capital at risk would be **3 x 0.01 = 0.03 ETH**. Let's assume Edge has calculated that for **XLM/ETH** market your stoploss should be at 2%. So your position size will be **0.03 / 0.02= 1.5ETH**.<br/>
**Notice:** if Edge is enabled, the stake_amount config is overriden by total_capital_in_stake_currency config explained below (see configuration part)
Let's say your stake amount is 3 ETH, you would allow 1% of risk for each trade. thus your allowed capital at risk would be **3 x 0.01 = 0.03 ETH**. Let's assume Edge has calculated that for **XLM/ETH** market your stoploss should be at 2%. So your position size will be **0.03 / 0.02= 1.5ETH**.<br/>
## Configurations
Edge has following configurations:
@@ -108,9 +109,6 @@ Number of days of data against which Edge calculates Win Rate, Risk Reward and E
Note that it downloads historical data so increasing this number would lead to slowing down the bot<br/>
(default to 7)
#### total_capital_in_stake_currency
This your total capital at risk in your stake currency. If edge is enabled then stake_amount is ignored in favor of this parameter
#### allowed_risk
Percentage of allowed risk per trade<br/>
(default to 1%)