Add new protections to full sample, documentation

config_full.json.example

@@ -85,6 +85,20 @@
         {
             "method": "CooldownPeriod",
             "stopduration": 20
+        },
+        {
+            "method": "MaxDrawdown",
+            "lookback_period": 2000,
+            "trade_limit": 20,
+            "stop_duration": 10,
+            "max_allowed_drawdown": 0.2
+        },
+        {
+            "method": "LowProfitPairs",
+            "lookback_period": 360,
+            "trade_limit": 1,
+            "stop_duration": 2,
+            "required_profit": 0.02
         }
     ],
     "exchange": {

docs/includes/protections.md

@@ -15,6 +15,7 @@ All protection end times are rounded up to the next candle to avoid sudden, unex
 ### Available Protection Handlers
 
 * [`StoplossGuard`](#stoploss-guard) Stop trading if a certain amount of stoploss occurred within a certain time window.
+* [`MaxDrawdown`](#maxdrawdown) Stop trading if max-drawdown is reached.
 * [`LowProfitPairs`](#low-profit-pairs) Lock pairs with low profits
 * [`CooldownPeriod`](#cooldown-period) Don't enter a trade right after selling a trade.
 
@@ -23,33 +24,56 @@ All protection end times are rounded up to the next candle to avoid sudden, unex
 `StoplossGuard` selects all trades within a `lookback_period` (in minutes), and determines if the amount of trades that resulted in stoploss are above `trade_limit` - in which case trading will stop for `stop_duration`.
 This applies across all pairs, unless `only_per_pair` is set to true, which will then only look at one pair at a time.
 
+The below example stops trading for all pairs for 2 hours (120min) after the last trade if the bot hit stoploss 4 times within the last 24h.
+
 ```json
 "protections": [
     {
         "method": "StoplossGuard",
-        "lookback_period": 60,
+        "lookback_period": 1440,
         "trade_limit": 4,
-        "stop_duration": 60,
+        "stop_duration": 120,
         "only_per_pair": false
     }
 ],
 ```
 
 !!! Note
-    `StoplossGuard` considers all trades with the results `"stop_loss"` and `"trailing_stop_loss"` if the result was negative.
+    `StoplossGuard` considers all trades with the results `"stop_loss"` and `"trailing_stop_loss"` if the resulting profit was negative.
     `trade_limit` and `lookback_period` will need to be tuned for your strategy.
 
+#### MaxDrawdown
+
+`MaxDrawdown` uses all trades within `lookback_period` (in minutes) to determine the maximum drawdown. If the drawdown is below `max_allowed_drawdown`, trading will stop for `stop_duration` (in minutes) after the last trade - assuming that the bot needs some time to let markets recover.
+
+The below sample stops trading for 12 hours (720min) if max-drawdown is > 20% considering all trades within the last 2 days (2880min).
+
+```json
+"protections": [
+      {
+        "method": "MaxDrawdown",
+        "lookback_period": 2880,
+        "trade_limit": 20,
+        "stop_duration": 720,
+        "max_allowed_drawdown": 0.2
+      },
+],
+
+```
+
 #### Low Profit Pairs
 
 `LowProfitPairs` uses all trades for a pair within a `lookback_period` (in minutes) to determine the overall profit ratio.
 If that ratio is below `required_profit`, that pair will be locked for `stop_duration` (in minutes).
 
+The below example will stop trading a pair for 60 minutes if the pair does not have a required profit of 2% (and a minimum of 2 trades) within the last 6 hours (360min).
+
 ```json
 "protections": [
     {
         "method": "LowProfitPairs",
-        "lookback_period": 60,
+        "lookback_period": 360,
-        "trade_limit": 4,
+        "trade_limit": 2,
         "stop_duration": 60,
         "required_profit": 0.02
     }
@@ -79,10 +103,11 @@ All protections are evaluated in the sequence they are defined.
 
 The below example:
 
-* stops trading if more than 4 stoploss occur for all pairs within a 1 hour (60 minute) limit (`StoplossGuard`).
 * Locks each pair after selling for an additional 10 minutes (`CooldownPeriod`), giving other pairs a chance to get filled.
-* Locks all pairs that had 4 Trades within the last 6 hours with a combined profit ratio of below 0.02 (<2%). (`LowProfitPairs`)
+* Stops trading if the last 2 days had 20 trades, which caused a max-drawdown of more than 20%. (`MaxDrawdown`).
-* Locks all pairs for 120 minutes that had a profit of below 0.01 (<1%) within the last 24h (`60 * 24 = 1440`), a minimum of 7 trades
+* Stops trading if more than 4 stoploss occur for all pairs within a 1 day (1440min) limit (`StoplossGuard`).
+* Locks all pairs that had 4 Trades within the last 6 hours (`60 * 6 = 360`) with a combined profit ratio of below 0.02 (<2%) (`LowProfitPairs`).
+* Locks all pairs for 120 minutes that had a profit of below 0.01 (<1%) within the last 24h (`60 * 24 = 1440`), a minimum of 4 trades.
 
 ```json
 "protections": [
@@ -90,23 +115,31 @@ The below example:
         "method": "CooldownPeriod",
         "stop_duration": 10
     },
+    {
+        "method": "MaxDrawdown",
+        "lookback_period": 2880,
+        "trade_limit": 20,
+        "stop_duration": 720,
+        "max_allowed_drawdown": 0.2
+    },
     {
         "method": "StoplossGuard",
-        "lookback_period": 60,
+        "lookback_period": 1440,
         "trade_limit": 4,
-        "stop_duration": 60
+        "stop_duration": 120,
+        "only_per_pair": false
     },
     {
         "method": "LowProfitPairs",
         "lookback_period": 360,
-        "trade_limit": 4,
+        "trade_limit": 2,
         "stop_duration": 60,
         "required_profit": 0.02
     },
-        {
+    {
         "method": "LowProfitPairs",
         "lookback_period": 1440,
-        "trade_limit": 7,
+        "trade_limit": 4,
         "stop_duration": 120,
         "required_profit": 0.01
     }