ignore_roi_if_buy_signal -> ignore_roi_if_entry_signal
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@ -18,7 +18,7 @@
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"use_exit_signal": true,
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"exit_profit_only": false,
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"exit_profit_offset": 0.0,
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"ignore_roi_if_buy_signal": false,
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"ignore_roi_if_entry_signal": false,
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"ignore_buying_expired_candle_after": 300,
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"trading_mode": "spot",
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"margin_mode": "",
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@ -119,7 +119,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
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| `use_exit_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
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| `exit_profit_only` | Wait until the bot reaches `exit_profit_offset` before taking an exit decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
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| `exit_profit_offset` | Sell-signal is only active above this value. Only active in combination with `exit_profit_only=True`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
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| `ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_exit_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
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| `ignore_roi_if_entry_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_exit_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
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| `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
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| `order_types` | Configure order-types depending on the action (`"entry"`, `"exit"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict
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| `order_time_in_force` | Configure time in force for entry and exit orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
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@ -201,7 +201,7 @@ Values set in the configuration file always overwrite values set in the strategy
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- `use_exit_signal`
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* `exit_profit_only`
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- `exit_profit_offset`
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* `ignore_roi_if_buy_signal`
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- `ignore_roi_if_entry_signal`
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* `ignore_buying_expired_candle_after`
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* `position_adjustment_enable`
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* `max_entry_position_adjustment`
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@ -320,3 +320,5 @@ def _strategy_settings(conf: Dict[str, Any]) -> None:
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process_deprecated_setting(conf, None, 'use_sell_signal', None, 'use_exit_signal')
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process_deprecated_setting(conf, None, 'sell_profit_only', None, 'exit_profit_only')
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process_deprecated_setting(conf, None, 'sell_profit_offset', None, 'exit_profit_offset')
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process_deprecated_setting(conf, None, 'ignore_roi_if_buy_signal',
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None, 'ignore_roi_if_entry_signal')
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@ -73,8 +73,6 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
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# check_conflicting_settings(config, 'ask_strategy', 'use_sell_signal',
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# 'experimental', 'use_sell_signal')
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process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal',
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None, 'ignore_roi_if_buy_signal')
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process_deprecated_setting(config, 'ask_strategy', 'ignore_buying_expired_candle_after',
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None, 'ignore_buying_expired_candle_after')
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# New settings
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@ -105,15 +103,17 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
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# Legacy way - having them in experimental ...
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process_removed_setting(config, 'experimental', 'use_sell_signal', None, 'use_sell_signal')
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process_removed_setting(config, 'experimental', 'sell_profit_only', None, 'sell_profit_only')
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process_removed_setting(config, 'experimental', 'use_sell_signal', None, 'use_exit_signal')
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process_removed_setting(config, 'experimental', 'sell_profit_only', None, 'exit_profit_only')
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process_removed_setting(config, 'experimental', 'ignore_roi_if_buy_signal',
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None, 'ignore_roi_if_buy_signal')
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process_removed_setting(config, 'ask_strategy', 'use_sell_signal', None, 'use_sell_signal')
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process_removed_setting(config, 'ask_strategy', 'sell_profit_only', None, 'sell_profit_only')
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process_removed_setting(config, 'ask_strategy', 'sell_profit_offset',
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None, 'sell_profit_offset')
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None, 'ignore_roi_if_entry_signal')
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process_removed_setting(config, 'ask_strategy', 'use_sell_signal', None, 'exit_sell_signal')
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process_removed_setting(config, 'ask_strategy', 'sell_profit_only', None, 'exit_profit_only')
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process_removed_setting(config, 'ask_strategy', 'sell_profit_offset',
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None, 'exit_profit_offset')
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process_removed_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal',
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None, 'ignore_roi_if_entry_signal')
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if (config.get('edge', {}).get('enabled', False)
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and 'capital_available_percentage' in config.get('edge', {})):
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raise OperationalException(
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@ -152,7 +152,7 @@ CONF_SCHEMA = {
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'use_exit_signal': {'type': 'boolean'},
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'exit_profit_only': {'type': 'boolean'},
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'exit_profit_offset': {'type': 'number'},
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'ignore_roi_if_buy_signal': {'type': 'boolean'},
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'ignore_roi_if_entry_signal': {'type': 'boolean'},
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'ignore_buying_expired_candle_after': {'type': 'number'},
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'trading_mode': {'type': 'string', 'enum': TRADING_MODES},
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'margin_mode': {'type': 'string', 'enum': MARGIN_MODES},
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@ -927,7 +927,7 @@ class FreqtradeBot(LoggingMixin):
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exit_signal_type = "exit_short" if trade.is_short else "exit_long"
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if (self.config.get('use_exit_signal', True) or
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self.config.get('ignore_roi_if_buy_signal', False)):
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self.config.get('ignore_roi_if_entry_signal', False)):
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analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
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self.strategy.timeframe)
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@ -463,7 +463,7 @@ def generate_strategy_stats(pairlist: List[str],
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'use_exit_signal': config['use_exit_signal'],
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'exit_profit_only': config['exit_profit_only'],
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'exit_profit_offset': config['exit_profit_offset'],
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'ignore_roi_if_buy_signal': config['ignore_roi_if_buy_signal'],
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'ignore_roi_if_entry_signal': config['ignore_roi_if_entry_signal'],
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**daily_stats,
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**trade_stats
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}
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@ -87,7 +87,7 @@ class StrategyResolver(IResolver):
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("unfilledtimeout", None),
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("use_exit_signal", True),
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("exit_profit_only", False),
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("ignore_roi_if_buy_signal", False),
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("ignore_roi_if_entry_signal", False),
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("exit_profit_offset", 0.0),
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("disable_dataframe_checks", False),
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("ignore_buying_expired_candle_after", 0),
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@ -190,12 +190,16 @@ class StrategyResolver(IResolver):
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warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only', True)
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warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset', True)
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warn_deprecated_setting(strategy, 'use_sell_signal', 'use_exit_signal', True)
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warn_deprecated_setting(strategy, 'ignore_roi_if_buy_signal',
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'ignore_roi_if_entry_signal', True)
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else:
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# TODO: Implementing one of the following methods should show a deprecation warning
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# buy_trend and sell_trend, custom_sell
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warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only')
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warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset')
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warn_deprecated_setting(strategy, 'use_sell_signal', 'use_exit_signal')
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warn_deprecated_setting(strategy, 'ignore_roi_if_buy_signal',
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'ignore_roi_if_entry_signal')
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if (
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not check_override(strategy, IStrategy, 'populate_buy_trend')
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@ -93,7 +93,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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use_exit_signal: bool
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exit_profit_only: bool
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exit_profit_offset: float
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ignore_roi_if_buy_signal: bool
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ignore_roi_if_entry_signal: bool
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# Position adjustment is disabled by default
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position_adjustment_enable: bool = False
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@ -871,7 +871,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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current_profit = trade.calc_profit_ratio(current_rate)
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# if enter signal and ignore_roi is set, we don't need to evaluate min_roi.
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roi_reached = (not (enter and self.ignore_roi_if_buy_signal)
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roi_reached = (not (enter and self.ignore_roi_if_entry_signal)
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and self.min_roi_reached(trade=trade, current_profit=current_profit,
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current_time=current_time))
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@ -67,7 +67,7 @@ class {{ strategy }}(IStrategy):
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# These values can be overridden in the config.
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use_exit_signal = True
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exit_profit_only = False
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ignore_roi_if_buy_signal = False
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ignore_roi_if_entry_signal = False
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# Number of candles the strategy requires before producing valid signals
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startup_candle_count: int = 30
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@ -67,7 +67,7 @@ class SampleStrategy(IStrategy):
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# These values can be overridden in the config.
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use_exit_signal = True
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exit_profit_only = False
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ignore_roi_if_buy_signal = False
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ignore_roi_if_entry_signal = False
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# Hyperoptable parameters
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buy_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True)
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@ -1154,7 +1154,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
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"use_exit_signal": True,
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"exit_profit_only": False,
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"exit_profit_offset": 0.0,
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"ignore_roi_if_buy_signal": False,
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"ignore_roi_if_entry_signal": False,
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})
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patch_exchange(mocker)
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backtestmock = MagicMock(return_value={
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@ -1231,7 +1231,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
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"use_exit_signal": True,
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"exit_profit_only": False,
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"exit_profit_offset": 0.0,
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"ignore_roi_if_buy_signal": False,
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"ignore_roi_if_entry_signal": False,
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})
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patch_exchange(mocker)
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result1 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'],
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@ -1349,7 +1349,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
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"use_exit_signal": True,
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"exit_profit_only": False,
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"exit_profit_offset": 0.0,
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"ignore_roi_if_buy_signal": False,
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"ignore_roi_if_entry_signal": False,
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"strategy": CURRENT_TEST_STRATEGY,
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})
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patch_exchange(mocker)
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@ -1453,7 +1453,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
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"use_exit_signal": True,
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"exit_profit_only": False,
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"exit_profit_offset": 0.0,
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"ignore_roi_if_buy_signal": False,
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"ignore_roi_if_entry_signal": False,
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})
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patch_exchange(mocker)
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result1 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'],
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@ -1560,7 +1560,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
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"use_exit_signal": True,
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"exit_profit_only": False,
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"exit_profit_offset": 0.0,
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"ignore_roi_if_buy_signal": False,
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"ignore_roi_if_entry_signal": False,
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})
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patch_exchange(mocker)
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backtestmock = MagicMock(return_value={
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@ -1240,8 +1240,6 @@ def test_pairlist_resolving_fallback(mocker):
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@pytest.mark.parametrize("setting", [
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("webhook", "webhookbuy", 'testWEbhook',
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"webhook", "webhookentry", 'testWEbhook'),
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("ask_strategy", "ignore_roi_if_buy_signal", True,
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None, "ignore_roi_if_buy_signal", False),
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("ask_strategy", "ignore_buying_expired_candle_after", 5,
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None, "ignore_buying_expired_candle_after", 6),
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])
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@ -3799,7 +3799,7 @@ def test_locked_pairs(default_conf_usdt, ticker_usdt, fee,
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@pytest.mark.parametrize("is_short", [False, True])
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def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_open, is_short,
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def test_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limit_order_open, is_short,
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fee, mocker) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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@ -3817,7 +3817,7 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_op
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]),
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get_fee=fee,
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)
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default_conf_usdt['ignore_roi_if_buy_signal'] = True
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default_conf_usdt['ignore_roi_if_entry_signal'] = True
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freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
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@ -4016,7 +4016,7 @@ def test_trailing_stop_loss_positive(
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@pytest.mark.parametrize("is_short", [False, True])
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def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_open,
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def test_disable_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limit_order_open,
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is_short, fee, mocker) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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@ -4037,7 +4037,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_
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_is_dry_limit_order_filled=MagicMock(return_value=False),
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)
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default_conf_usdt['exit_pricing'] = {
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'ignore_roi_if_buy_signal': False
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'ignore_roi_if_entry_signal': False
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}
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freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
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tests/testdata/backtest-result_new.json
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tests/testdata/backtest-result_new.json
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tests/testdata/strategy_SampleStrategy.fthypt
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tests/testdata/strategy_SampleStrategy.fthypt
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