add stoploss_from_open() as a strategy_helper

docs/strategy-customization.md

@@ -587,6 +587,42 @@ All columns of the informative dataframe will be available on the returning data
 
 ***
 
+### *stoploss_from_open()*
+
+Stoploss values returned from `custom_stoploss` must specify a percentage relative to `current_rate`, but sometimes you may want to specify a stoploss relative to the open price instead. `stoploss_from_open()` is a helper function to calculate a stoploss value that can be returned from `custom_stoploss` which will be equivalent to the desired percentage above the open price.
+
+??? Example "Returning a stoploss relative to the open price from the custom stoploss function"
+
+    Say the 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, current_profit)` which will return `0.1157024793`.  11.57% below $121 is $107, which is the same as 7% above $100.
+
+
+    ``` python
+
+    from freqtrade.strategy import IStrategy, stoploss_from_open
+    from datetime import datetime
+    from freqtrade.persistence import Trade
+
+    class AwesomeStrategy(IStrategy):
+
+        # ... populate_* methods
+
+        use_custom_stoploss = True
+
+        def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+                            current_rate: float, current_profit: float, **kwargs) -> float:
+
+            # once the profit has risin above 10%, keep the stoploss at 7% above the open price
+            if current_profit > 0.10:
+                return stoploss_from_open(0.07, current_profit)
+
+            return 1
+
+    ```
+
+
+
 ## Additional data (Wallets)
 
 The strategy provides access to the `Wallets` object. This contains the current balances on the exchange.

freqtrade/strategy/__init__.py

@@ -3,3 +3,4 @@ from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timefr
                                 timeframe_to_prev_date, timeframe_to_seconds)
 from freqtrade.strategy.interface import IStrategy
 from freqtrade.strategy.strategy_helper import merge_informative_pair
+from freqtrade.strategy.strategy_helper import stoploss_from_open

freqtrade/strategy/strategy_helper.py

@@ -56,3 +56,21 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
         dataframe = dataframe.ffill()
 
     return dataframe
+
+
+def stoploss_from_open(open_relative_stop: float, current_profit: float) -> float:
+    """
+
+    Given the current profit, and a desired stop loss value relative to the open price,
+    return a stop loss value that is relative to the current price, and which can be
+    returned from `custom_stoploss`.
+
+    :param open_relative_stop: Desired stop loss value relative to open price
+    :param current_profit: The current profit percentage
+    :return: Stop loss value relative to current price
+    """
+
+    if current_profit == -1:
+        return 1
+
+    return 1-((1+open_relative_stop)/(1+current_profit))