Merge branch 'develop' into skopt

docs/backtesting.md

@@ -70,6 +70,34 @@ Where `-s TestStrategy` refers to the class name within the strategy file `test_
 python3 ./freqtrade/main.py backtesting --export trades
 ```
 
+The exported trades can be read using the following code for manual analysis, or can be used by the plotting script `plot_dataframe.py` in the scripts folder.
+
+``` python
+import json
+from pathlib import Path
+import pandas as pd
+
+filename=Path('user_data/backtest_data/backtest-result.json')
+
+with filename.open() as file:
+        data = json.load(file)
+
+columns = ["pair", "profit", "opents", "closets", "index", "duration",
+           "open_rate", "close_rate", "open_at_end"]
+df = pd.DataFrame(data, columns=columns)
+
+df['opents'] = pd.to_datetime(df['opents'],
+                              unit='s',
+                              utc=True,
+                              infer_datetime_format=True
+                             )
+df['closets'] = pd.to_datetime(df['closets'],
+                               unit='s',
+                               utc=True,
+                               infer_datetime_format=True
+                              )
+```
+
 #### Exporting trades to file specifying a custom filename
 
 ```bash

docs/configuration.md

@@ -1,12 +1,15 @@
 # Configure the bot
+
 This page explains how to configure your `config.json` file.
 
 ## Table of Contents
+
 - [Bot commands](#bot-commands)
 - [Backtesting commands](#backtesting-commands)
 - [Hyperopt commands](#hyperopt-commands)
 
 ## Setup config.json
+
 We recommend to copy and use the `config.json.example` as a template
 for your bot configuration.
 
@@ -16,13 +19,16 @@ The table below will list all configuration parameters.
 |----------|---------|----------|-------------|
 | `max_open_trades` | 3 | Yes | Number of trades open your bot will have.
 | `stake_currency` | BTC | Yes | Crypto-currency used for trading.
-| `stake_amount` | 0.05 | Yes | Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged.
+| `stake_amount` | 0.05 | Yes | Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged. Set it to 'unlimited' to allow the bot to use all avaliable balance.
 | `ticker_interval` | [1m, 5m, 30m, 1h, 1d] | No | The ticker interval to use (1min, 5 min, 30 min, 1 hour or 1 day). Default is 5 minutes
 | `fiat_display_currency` | USD | Yes | Fiat currency used to show your profits. More information below. 
 | `dry_run` | true | Yes | Define if the bot must be in Dry-run or production mode. 
 | `minimal_roi` | See below | No | Set the threshold in percent the bot will use to sell a trade. More information below. If set, this parameter will override `minimal_roi` from your strategy file. 
 | `stoploss` | -0.10 | No | Value of the stoploss in percent used by the bot. More information below. If set, this parameter will override `stoploss` from your strategy file. 
-| `unfilledtimeout` | 0 | No | How long (in minutes) the bot will wait for an unfilled order to complete, after which the order will be cancelled.
+| `trailing_stoploss` | false | No | Enables trailing stop-loss (based on `stoploss` in either configuration or strategy file).
+| `trailing_stoploss_positve` | 0 | No | Changes stop-loss once profit has been reached.
+| `unfilledtimeout.buy` | 10 | Yes | How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled.
+| `unfilledtimeout.sell` | 10 | Yes | How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled.
 | `bid_strategy.ask_last_balance` | 0.0 | Yes | Set the bidding price. More information below.
 | `exchange.name` | bittrex | Yes | Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
 | `exchange.key` | key | No | API key to use for the exchange. Only required when you are in production mode.
@@ -31,6 +37,7 @@ The table below will list all configuration parameters.
 | `exchange.pair_blacklist` | [] | No | List of currency the bot must avoid. Useful when using `--dynamic-whitelist` param.
 | `experimental.use_sell_signal` | false | No | Use your sell strategy in addition of the `minimal_roi`.
 | `experimental.sell_profit_only` | false | No | waits until you have made a positive profit before taking a sell decision.
+| `experimental.ignore_roi_if_buy_signal` | false | No | Does not sell if the buy-signal is still active. Takes preference over `minimal_roi` and `use_sell_signal`
 | `telegram.enabled` | true | Yes | Enable or not the usage of Telegram.
 | `telegram.token` | token | No | Your Telegram bot token. Only required if `telegram.enabled` is `true`.
 | `telegram.chat_id` | chat_id | No | Your personal Telegram account id. Only required if `telegram.enabled` is `true`.
@@ -40,13 +47,22 @@ The table below will list all configuration parameters.
 | `strategy_path` | null | No | Adds an additional strategy lookup path (must be a folder).
 | `internals.process_throttle_secs` | 5 | Yes | Set the process throttle. Value in second.
 
-The definition of each config parameters is in 
-[misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc.py#L205).
+The definition of each config parameters is in [misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc.py#L205).
+
+### Understand stake_amount
+
+`stake_amount` is an amount of crypto-currency your bot will use for each trade.
+The minimal value is 0.0005. If there is not enough crypto-currency in 
+the account an exception is generated.
+To allow the bot to trade all the avaliable `stake_currency` in your account set `stake_amount` = `unlimited`.
+In this case a trade amount is calclulated as `currency_balanse / (max_open_trades - current_open_trades)`.
 
 ### Understand minimal_roi
+
 `minimal_roi` is a JSON object where the key is a duration
 in minutes and the value is the minimum ROI in percent.
 See the example below:
+
 ```
 "minimal_roi": {
     "40": 0.0,    # Sell after 40 minutes if the profit is not negative
@@ -61,6 +77,7 @@ value. This parameter is optional. If you use it, it will take over the
 `minimal_roi` value from the strategy file.
 
 ### Understand stoploss
+
 `stoploss` is loss in percentage that should trigger a sale.
 For example value `-0.10` will cause immediate sell if the
 profit dips below -10% for a given trade. This parameter is optional.
@@ -69,82 +86,100 @@ Most of the strategy files already include the optimal `stoploss`
 value. This parameter is optional. If you use it, it will take over the
 `stoploss` value from the strategy file.
 
+### Understand trailing stoploss
+
+Go to the [trailing stoploss Documentation](stoploss.md) for details on trailing stoploss.
+
 ### Understand initial_state
+
 `initial_state` is an optional field that defines the initial application state.
 Possible values are `running` or `stopped`. (default=`running`)
 If the value is `stopped` the bot has to be started with `/start` first.
 
 ### Understand process_throttle_secs
+
 `process_throttle_secs` is an optional field that defines in seconds how long the bot should wait
 before asking the strategy if we should buy or a sell an asset. After each wait period, the strategy is asked again for
 every opened trade wether or not we should sell, and for all the remaining pairs (either the dynamic list of pairs or
 the static list of pairs) if we should buy.
 
 ### Understand ask_last_balance
+
 `ask_last_balance` sets the bidding price. Value `0.0` will use `ask` price, `1.0` will
 use the `last` price and values between those interpolate between ask and last
 price. Using `ask` price will guarantee quick success in bid, but bot will also
 end up paying more then would probably have been necessary.
 
 ### What values for exchange.name?
+
 Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports 115 cryptocurrency
 exchange markets and trading APIs. The complete up-to-date list can be found in the
 [CCXT repo homepage](https://github.com/ccxt/ccxt/tree/master/python). However, the bot was tested
 with only Bittrex and Binance.
 
 The bot was tested with the following exchanges:
+
 - [Bittrex](https://bittrex.com/): "bittrex"
 - [Binance](https://www.binance.com/): "binance"
 
 Feel free to test other exchanges and submit your PR to improve the bot.
 
 ### What values for fiat_display_currency?
+
 `fiat_display_currency` set the base currency to use for the conversion from coin to fiat in Telegram.
 The valid values are: "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD".
 In addition to central bank currencies, a range of cryto currencies are supported.
 The valid values are: "BTC", "ETH", "XRP", "LTC", "BCH", "USDT".
 
 ## Switch to dry-run mode
+
 We recommend starting the bot in dry-run mode to see how your bot will
 behave and how is the performance of your strategy. In Dry-run mode the
 bot does not engage your money. It only runs a live simulation without
 creating trades.
 
 ### To switch your bot in Dry-run mode:
+
 1. Edit your `config.json`  file
 2. Switch dry-run to true and specify db_url for a persistent db
+
 ```json
 "dry_run": true,
 "db_url": "sqlite///tradesv3.dryrun.sqlite",
 ```
 
 3. Remove your Exchange API key (change them by fake api credentials)
+
 ```json
 "exchange": {
         "name": "bittrex",
         "key": "key",
         "secret": "secret",
         ...
-}   
+}
 ```
 
 Once you will be happy with your bot performance, you can switch it to 
 production mode.
 
 ## Switch to production mode
+
 In production mode, the bot will engage your money. Be careful a wrong 
 strategy can lose all your money. Be aware of what you are doing when 
 you run it in production mode.
 
 ### To switch your bot in production mode:
+
 1. Edit your `config.json`  file
 
 2. Switch dry-run to false and don't forget to adapt your database URL if set
+
 ```json
 "dry_run": false,
 ```
 
 3. Insert your Exchange API key (change them by fake api keys)
+
 ```json
 "exchange": {
         "name": "bittrex",
@@ -152,10 +187,10 @@ you run it in production mode.
         "secret": "08a9dc6db3d7b53e1acebd9275677f4b0a04f1a5",
         ...
 }
+
 ```
-If you have not your Bittrex API key yet, 
-[see our tutorial](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md).
+If you have not your Bittrex API key yet, [see our tutorial](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md).
 
 ## Next step
-Now you have configured your config.json, the next step is to 
-[start your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md).
+
+Now you have configured your config.json, the next step is to [start your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md).

docs/index.md

@@ -1,4 +1,5 @@
 # freqtrade documentation
+
 Welcome to freqtrade documentation. Please feel free to contribute to
 this documentation if you see it became outdated by sending us a 
 Pull-request. Do not hesitate to reach us on 
@@ -6,6 +7,7 @@ Pull-request. Do not hesitate to reach us on
  if you do not find the answer to your questions.
 
 ## Table of Contents
+
 - [Pre-requisite](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md)
 	- [Setup your Bittrex account](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md#setup-your-bittrex-account)
 	- [Setup your Telegram bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md#setup-your-telegram-bot)

docs/installation.md

@@ -8,6 +8,7 @@ To understand how to set up the bot please read the [Bot Configuration](https://
 
 * [Table of Contents](#table-of-contents)
 * [Easy Installation - Linux Script](#easy-installation---linux-script)
+* [Manual installation](#manual-installation)
 * [Automatic Installation - Docker](#automatic-installation---docker)
 * [Custom Linux MacOS Installation](#custom-installation)
 	- [Requirements](#requirements)
@@ -55,6 +56,28 @@ Reset parameter will hard reset your branch (only if you are on `master` or `dev
 
 Config parameter is a `config.json` configurator. This script will ask you questions to setup your bot and create your `config.json`.
 
+
+## Manual installation - Linux/MacOS
+The following steps are made for Linux/MacOS environment
+
+**1. Clone the repo**
+```bash
+git clone git@github.com:freqtrade/freqtrade.git
+git checkout develop
+cd freqtrade
+```
+**2. Create the config file**  
+Switch `"dry_run": true,`
+```bash
+cp config.json.example config.json
+vi config.json
+```
+**3. Build your docker image and run it**
+```bash
+docker build -t freqtrade .
+docker run --rm -v /etc/localtime:/etc/localtime:ro -v `pwd`/config.json:/freqtrade/config.json -it freqtrade
+```
+
 ------
 
 ## Automatic Installation - Docker

docs/stoploss.md

@@ -0,0 +1,48 @@
+# Stop Loss support
+
+At this stage the bot contains the following stoploss support modes:
+
+1. static stop loss, defined in either the strategy or configuration
+2. trailing stop loss, defined in the configuration
+3. trailing stop loss, custom positive loss, defined in configuration
+
+## Static Stop Loss
+
+This is very simple, basically you define a stop loss of x in your strategy file or alternative in the configuration, which
+will overwrite the strategy definition. This will basically try to sell your asset, the second the loss exceeds the defined loss.
+
+## Trail Stop Loss
+
+The initial value for this stop loss, is defined in your strategy or configuration. Just as you would define your Stop Loss normally.
+To enable this Feauture all you have to do is to define the configuration element:
+
+``` json
+"trailing_stop" : True
+```
+
+This will now activate an algorithm, which automatically moves your stop loss up every time the price of your asset increases.
+
+For example, simplified math,
+
+* you buy an asset at a price of 100$
+* your stop loss is defined at 2%
+* which means your stop loss, gets triggered once your asset dropped below 98$
+* assuming your asset now increases to 102$
+* your stop loss, will now be 2% of 102$ or 99.96$
+* now your asset drops in value to 101$, your stop loss, will still be 99.96$
+
+basically what this means is that your stop loss will be adjusted to be always be 2% of the highest observed price
+
+### Custom positive loss
+
+Due to demand, it is possible to have a default stop loss, when you are in the red with your buy, but once your buy turns positive,
+the system will utilize a new stop loss, which can be a different value. For example your default stop loss is 5%, but once you are in the
+black, it will be changed to be only a 1% stop loss
+
+This can be configured in the main configuration file and requires `"trailing_stop": true` to be set to true.
+
+``` json
+    "trailing_stop_positive":  0.01,
+```
+
+The 0.01 would translate to a 1% stop loss, once you hit profit.