conflict resolved

2018-12-04 20:28:07 +01:00 · 2018-12-04 20:28:07 +01:00 · b7aa77acdd
commit b7aa77acdd
parent 6bedcc5d79 cc3b84a8de
38 changed files with 1010 additions and 174 deletions
--- a/.travis.yml
+++ b/.travis.yml
@ -1,9 +1,15 @@
 sudo: true
 os:
 - linux
+dist: trusty
 language: python
 python:
 - 3.6
+services:
+  - docker
+env:
+  global:
+    - IMAGE_NAME=freqtradeorg/freqtrade
 addons:
  apt:
    packages:
@ -11,24 +17,38 @@ addons:
    - libdw-dev
    - binutils-dev
 install:
- ./install_ta-lib.sh
+- ./build_helpers/install_ta-lib.sh
 - export LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH
 - pip install --upgrade flake8 coveralls pytest-random-order pytest-asyncio mypy
 - pip install -r requirements.txt
 - pip install -e .
 jobs:
  include:
-    - script:
+    - stage: tests
+      script:
      - pytest --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/
      - coveralls
+      name: pytest
    - script:
      - cp config.json.example config.json
      - python freqtrade/main.py --datadir freqtrade/tests/testdata backtesting
+      name: backtest
    - script:
      - cp config.json.example config.json
      - python freqtrade/main.py --datadir freqtrade/tests/testdata hyperopt -e 5
+      name: hyperopt
    - script: flake8 freqtrade
+      name: flake8
    - script: mypy freqtrade
+      name: mypy
+
+    - stage: docker
+      if: branch in (master, develop, feat/improve_travis) AND (type in (push, cron))
+      script:
+        - build_helpers/publish_docker.sh
+      name: "Build and test and push docker image"
+
+
 notifications:
  slack:
    secure: 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
--- a/19
+++ b/19
@ -1,19 +1,20 @@
 FROM python:3.7.0-slim-stretch

-# Install TA-lib
-RUN apt-get update && apt-get -y install curl build-essential && apt-get clean
-RUN curl -L http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz | \
-  tar xzvf - && \
-  cd ta-lib && \
-  sed -i "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h && \
-  ./configure && make && make install && \
-  cd .. && rm -rf ta-lib
-ENV LD_LIBRARY_PATH /usr/local/lib
+RUN apt-get update \
+    && apt-get -y install curl build-essential \
+    && apt-get clean \
+    && pip install --upgrade pip

 # Prepare environment
 RUN mkdir /freqtrade
 WORKDIR /freqtrade

+# Install TA-lib
+COPY build_helpers/* /tmp/
+RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib*
+
+ENV LD_LIBRARY_PATH /usr/local/lib
+
 # Install dependencies
 COPY requirements.txt /freqtrade/
 RUN pip install numpy --no-cache-dir \
--- a/Dockerfile.technical
+++ b/Dockerfile.technical
@ -0,0 +1,6 @@
+FROM freqtradeorg/freqtrade:develop
+
+RUN apt-get update \
+    && apt-get -y install git \
+    && apt-get clean \
+    && pip install git+https://github.com/berlinguyinca/technical
--- a/build_helpers/install_ta-lib.sh
+++ b/build_helpers/install_ta-lib.sh
@ -0,0 +1,13 @@
+if [ ! -f "ta-lib/CHANGELOG.TXT" ]; then
+  tar zxvf ta-lib-0.4.0-src.tar.gz
+  cd ta-lib \
+  && sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h \
+  && ./configure \
+  && make \
+  && which sudo && sudo make install || make install \
+  && cd ..
+else
+  echo "TA-lib already installed, skipping download and build."
+  cd ta-lib && sudo make install && cd ..
+
+fi
--- a/build_helpers/publish_docker.sh
+++ b/build_helpers/publish_docker.sh
@ -0,0 +1,57 @@
+#!/bin/sh
+# - export TAG=`if [ "$TRAVIS_BRANCH" == "develop" ]; then echo "latest"; else echo $TRAVIS_BRANCH ; fi`
+# Replace / with _ to create a valid tag
+TAG=$(echo "${TRAVIS_BRANCH}" | sed -e "s/\//_/")
+
+
+if [ "${TRAVIS_EVENT_TYPE}" = "cron" ]; then
+    echo "event ${TRAVIS_EVENT_TYPE}: full rebuild - skipping cache"
+    docker build -t freqtrade:${TAG} .
+else
+    echo "event ${TRAVIS_EVENT_TYPE}: building with cache"
+    # Pull last build to avoid rebuilding the whole image
+    docker pull ${REPO}:${TAG}
+    docker build --cache-from ${IMAGE_NAME}:${TAG} -t freqtrade:${TAG} .
+fi
+
+if [ $? -ne 0 ]; then
+    echo "failed building image"
+    return 1
+fi
+
+# Run backtest
+docker run --rm -it -v $(pwd)/config.json.example:/freqtrade/config.json:ro freqtrade:${TAG} --datadir freqtrade/tests/testdata backtesting
+
+if [ $? -ne 0 ]; then
+    echo "failed running backtest"
+    return 1
+fi
+
+# Tag image for upload
+docker tag freqtrade:$TAG ${IMAGE_NAME}:$TAG
+if [ $? -ne 0 ]; then
+    echo "failed tagging image"
+    return 1
+fi
+
+# Tag as latest for develop builds
+if [ "${TRAVIS_BRANCH}" = "develop" ]; then
+    docker tag freqtrade:$TAG ${IMAGE_NAME}:latest
+fi
+
+# Login
+echo "$DOCKER_PASS" | docker login -u $DOCKER_USER --password-stdin
+
+if [ $? -ne 0 ]; then
+    echo "failed login"
+    return 1
+fi
+
+# Show all available images
+docker images
+
+docker push ${IMAGE_NAME}
+if [ $? -ne 0 ]; then
+    echo "failed pushing repo"
+    return 1
+fi
--- a/build_helpers/ta-lib-0.4.0-src.tar.gz
+++ b/build_helpers/ta-lib-0.4.0-src.tar.gz
--- a/config_binance.json.example
+++ b/config_binance.json.example
@ -0,0 +1,83 @@
+{
+    "max_open_trades": 3,
+    "stake_currency": "BTC",
+    "stake_amount": 0.05,
+    "fiat_display_currency": "USD",
+    "ticker_interval" : "5m",
+    "dry_run": true,
+    "trailing_stop": false,
+    "unfilledtimeout": {
+        "buy": 10,
+        "sell": 30
+    },
+    "bid_strategy": {
+        "ask_last_balance": 0.0,
+        "use_order_book": false,
+        "order_book_top": 1,
+        "check_depth_of_market": {
+            "enabled": false,
+            "bids_to_ask_delta": 1
+        }
+    },
+    "ask_strategy":{
+        "use_order_book": false,
+        "order_book_min": 1,
+        "order_book_max": 9
+    },
+    "exchange": {
+        "name": "binance",
+        "key": "your_exchange_key",
+        "secret": "your_exchange_secret",
+        "ccxt_config": {"enableRateLimit": true},
+        "ccxt_async_config": {
+            "enableRateLimit": false
+        },
+        "pair_whitelist": [
+            "AST/BTC",
+            "ETC/BTC",
+            "ETH/BTC",
+            "EOS/BTC",
+            "IOTA/BTC",
+            "LTC/BTC",
+            "MTH/BTC",
+            "NCASH/BTC",
+            "TNT/BTC",
+            "XMR/BTC",
+            "XLM/BTC",
+            "XRP/BTC"
+        ],
+        "pair_blacklist": [
+            "BNB/BTC"
+        ]
+    },
+    "experimental": {
+        "use_sell_signal": false,
+        "sell_profit_only": false,
+        "ignore_roi_if_buy_signal": false
+    },
+    "edge": {
+        "enabled": false,
+        "process_throttle_secs": 3600,
+        "calculate_since_number_of_days": 7,
+        "total_capital_in_stake_currency": 0.5,
+        "allowed_risk": 0.01,
+        "stoploss_range_min": -0.01,
+        "stoploss_range_max": -0.1,
+        "stoploss_range_step": -0.01,
+        "minimum_winrate": 0.60,
+        "minimum_expectancy": 0.20,
+        "min_trade_number": 10,
+        "max_trade_duration_minute": 1440,
+        "remove_pumps": false
+    },
+    "telegram": {
+        "enabled": false,
+        "token": "your_telegram_token",
+        "chat_id": "your_telegram_chat_id"
+    },
+    "initial_state": "running",
+    "forcebuy_enable": false,
+    "internals": {
+        "process_throttle_secs": 5
+    }
+}
--- a/config_full.json.example
+++ b/config_full.json.example
@ -36,7 +36,8 @@
    "order_types": {
        "buy": "limit",
        "sell": "limit",
-        "stoploss": "market"
+        "stoploss": "market",
+        "stoploss_on_exchange": "false"
    },
    "order_time_in_force": {
        "buy": "gtc",
--- a/docs/configuration.md
+++ b/docs/configuration.md
@ -39,7 +39,7 @@ The table below will list all configuration parameters.
 | `ask_strategy.use_order_book` | false | No | Allows selling of open traded pair using the rates in Order Book Asks.
 | `ask_strategy.order_book_min` | 0 | No | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
 | `ask_strategy.order_book_max` | 0 | No | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
-| `order_types` | None | No | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`).
+| `order_types` | None | No | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`).
 | `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.
 | `exchange.secret` | secret | No | API secret to use for the exchange. Only required when you are in production mode.
@ -141,17 +141,18 @@ end up paying more then would probably have been necessary.

 ### Understand order_types

-`order_types` contains a dict mapping order-types to market-types. This allows to buy using limit orders, sell using limit-orders, and create stoploss orders using market.
+`order_types` contains a dict mapping order-types to market-types as well as stoploss on or off exchange type. This allows to buy using limit orders, sell using limit-orders, and create stoploss orders using market. It also allows to set the stoploss "on exchange" which means stoploss order would be placed immediately once the buy order is fulfilled.
 This can be set in the configuration or in the strategy. Configuration overwrites strategy configurations.

-If this is configured, all 3 values (`"buy"`, `"sell"` and `"stoploss"`) need to be present, otherwise the bot warn about it and will fail to start.
+If this is configured, all 4 values (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`) need to be present, otherwise the bot warn about it and will fail to start.
 The below is the default which is used if this is not configured in either Strategy or configuration.

 ``` json
    "order_types": {
        "buy": "limit",
        "sell": "limit",
-        "stoploss": "market"
+        "stoploss": "market",
+        "stoploss_on_exchange": False
    },
 ```

--- a/docs/index.md
+++ b/docs/index.md
@ -21,12 +21,12 @@ Pull-request. Do not hesitate to reach us on
    - [Bot commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#bot-commands)
    - [Backtesting commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#backtesting-commands)
    - [Hyperopt commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands)
-    - [Edge commands](https://github.com/mishaker/freqtrade/blob/develop/docs/bot-usage.md#edge-commands)
+    - [Edge commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#edge-commands)
 - [Bot Optimization](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md)
 	- [Change your strategy](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md#change-your-strategy)
    - [Add more Indicator](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md#add-more-indicator)
    - [Test your strategy with Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/backtesting.md)
-    - [Edge positioning](https://github.com/mishaker/freqtrade/blob/money_mgt/docs/edge.md)
+    - [Edge positioning](https://github.com/freqtrade/freqtrade/blob/money_mgt/docs/edge.md)
    - [Find optimal parameters with Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md)
 - [Control the bot with telegram](https://github.com/freqtrade/freqtrade/blob/develop/docs/telegram-usage.md)
 - [Receive notifications via webhook](https://github.com/freqtrade/freqtrade/blob/develop/docs/webhook-config.md)
--- a/docs/installation.md
+++ b/docs/installation.md
@ -109,7 +109,25 @@ Dry-Run
 touch tradesv3.dryrun.sqlite
 ```

-### 2. Build the Docker image
+### 2. Download or build the docker image
+
+Either use the prebuilt image from docker hub - or build the image yourself if you would like more control on which version is used.
+
+Branches / tags available can be checked out on [Dockerhub](https://hub.docker.com/r/freqtradeorg/freqtrade/tags/).
+
+#### 2.1. Download the docker image
+
+Pull the image from docker hub and (optionally) change the name of the image
+
+```bash
+docker pull freqtradeorg/freqtrade:develop
+# Optionally tag the repository so the run-commands remain shorter
+docker tag freqtradeorg/freqtrade:develop freqtrade
+```
+
+To update the image, simply run the above commands again and restart your running container.
+
+#### 2.2. Build the Docker image

 ```bash
 cd freqtrade
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@ -13,8 +13,8 @@ DEFAULT_HYPEROPT = 'DefaultHyperOpts'
 DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
 DEFAULT_DB_DRYRUN_URL = 'sqlite://'
 UNLIMITED_STAKE_AMOUNT = 'unlimited'
-REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss']
 REQUIRED_ORDERTIF = ['buy', 'sell']
+REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
 ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 ORDERTIF_POSSIBILITIES = ['gtc', 'aon', 'fok', 'ioc']

@ -111,9 +111,10 @@ CONF_SCHEMA = {
            'properties': {
                'buy': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
                'sell': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
-                'stoploss': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}
+                'stoploss': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
+                'stoploss_on_exchange': {'type': 'boolean'}
            },
-            'required': ['buy', 'sell', 'stoploss']
+            'required': ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
        },
        'order_time_in_force': {
            'type': 'object',
--- a/freqtrade/edge/init.py
+++ b/freqtrade/edge/init.py
@ -157,7 +157,12 @@ class Edge():
        return position_size

    def stoploss(self, pair: str) -> float:
+        if pair in self._cached_pairs:
            return self._cached_pairs[pair].stoploss
+        else:
+            logger.warning('tried to access stoploss of a non-existing pair, '
+                           'strategy stoploss is returned instead.')
+            return self.strategy.stoploss

    def adjust(self, pairs) -> list:
        """
--- a/freqtrade/exchange/init.py
+++ b/freqtrade/exchange/init.py
@ -208,7 +208,8 @@ class Exchange(object):
                    f'Pair {pair} not compatible with stake_currency: {stake_cur}')
            if self.markets and pair not in self.markets:
                raise OperationalException(
-                    f'Pair {pair} is not available at {self.name}')
+                    f'Pair {pair} is not available at {self.name}'
+                    f'Please remove {pair} from your whitelist.')

    def validate_timeframes(self, timeframe: List[str]) -> None:
        """
@ -228,6 +229,12 @@ class Exchange(object):
                raise OperationalException(
                    f'Exchange {self.name} does not support market orders.')

+        if order_types.get('stoploss_on_exchange'):
+            if self.name is not 'Binance':
+                raise OperationalException(
+                    'On exchange stoploss is not supported for %s.' % self.name
+                )
+
    def validate_order_time_in_force(self, order_time_in_force: Dict) -> None:
        """
        Checks if order time in force configured in strategy/config are supported
@ -354,6 +361,61 @@ class Exchange(object):
        except ccxt.BaseError as e:
            raise OperationalException(e)

+    def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict:
+        """
+        creates a stoploss limit order.
+        NOTICE: it is not supported by all exchanges. only binance is tested for now.
+        """
+
+        # Set the precision for amount and price(rate) as accepted by the exchange
+        amount = self.symbol_amount_prec(pair, amount)
+        rate = self.symbol_price_prec(pair, rate)
+        stop_price = self.symbol_price_prec(pair, stop_price)
+
+        # Ensure rate is less than stop price
+        if stop_price <= rate:
+            raise OperationalException(
+                'In stoploss limit order, stop price should be more than limit price')
+
+        if self._conf['dry_run']:
+            order_id = f'dry_run_buy_{randint(0, 10**6)}'
+            self._dry_run_open_orders[order_id] = {
+                'info': {},
+                'id': order_id,
+                'pair': pair,
+                'price': stop_price,
+                'amount': amount,
+                'type': 'stop_loss_limit',
+                'side': 'sell',
+                'remaining': amount,
+                'datetime': arrow.utcnow().isoformat(),
+                'status': 'open',
+                'fee': None
+            }
+            return self._dry_run_open_orders[order_id]
+
+        try:
+            return self._api.create_order(pair, 'stop_loss_limit', 'sell',
+                                          amount, rate, {'stopPrice': stop_price})
+
+        except ccxt.InsufficientFunds as e:
+            raise DependencyException(
+                f'Insufficient funds to place stoploss limit order on market {pair}. '
+                f'Tried to put a stoploss amount {amount} with '
+                f'stop {stop_price} and limit {rate} (total {rate*amount}).'
+                f'Message: {e}')
+        except ccxt.InvalidOrder as e:
+            raise DependencyException(
+                f'Could not place stoploss limit order on market {pair}.'
+                f'Tried to place stoploss amount {amount} with '
+                f'stop {stop_price} and limit {rate} (total {rate*amount}).'
+                f'Message: {e}')
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not place stoploss limit order due to {e.__class__.__name__}. Message: {e}')
+        except ccxt.BaseError as e:
+            raise OperationalException(e)
+
    @retrier
    def get_balance(self, currency: str) -> float:
        if self._conf['dry_run']:
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@ -54,6 +54,7 @@ class FreqtradeBot(object):
        # Init objects
        self.config = config
        self.strategy: IStrategy = StrategyResolver(self.config).strategy
+
        self.rpc: RPCManager = RPCManager(self)
        self.persistence = None
        self.exchange = Exchange(self.config)
@ -107,7 +108,7 @@ class FreqtradeBot(object):
            })
            logger.info('Changing state to: %s', state.name)
            if state == State.RUNNING:
-                self._startup_messages()
+                self.rpc.startup_messages(self.config)

        if state == State.STOPPED:
            time.sleep(1)
@ -121,38 +122,6 @@ class FreqtradeBot(object):
                           min_secs=min_secs)
        return state

-    def _startup_messages(self) -> None:
-        if self.config.get('dry_run', False):
-            self.rpc.send_msg({
-                'type': RPCMessageType.WARNING_NOTIFICATION,
-                'status': 'Dry run is enabled. All trades are simulated.'
-            })
-        stake_currency = self.config['stake_currency']
-        stake_amount = self.config['stake_amount']
-        minimal_roi = self.config['minimal_roi']
-        ticker_interval = self.config['ticker_interval']
-        exchange_name = self.config['exchange']['name']
-        strategy_name = self.config.get('strategy', '')
-        self.rpc.send_msg({
-            'type': RPCMessageType.CUSTOM_NOTIFICATION,
-            'status': f'*Exchange:* `{exchange_name}`\n'
-                      f'*Stake per trade:* `{stake_amount} {stake_currency}`\n'
-                      f'*Minimum ROI:* `{minimal_roi}`\n'
-                      f'*Ticker Interval:* `{ticker_interval}`\n'
-                      f'*Strategy:* `{strategy_name}`'
-        })
-        if self.config.get('dynamic_whitelist', False):
-            top_pairs = 'top volume ' + str(self.config.get('dynamic_whitelist', 20))
-            specific_pairs = ''
-        else:
-            top_pairs = 'whitelisted'
-            specific_pairs = '\n' + ', '.join(self.config['exchange'].get('pair_whitelist', ''))
-        self.rpc.send_msg({
-            'type': RPCMessageType.STATUS_NOTIFICATION,
-            'status': f'Searching for {top_pairs} {stake_currency} pairs to buy and sell...'
-                      f'{specific_pairs}'
-        })
-
    def _throttle(self, func: Callable[..., Any], min_secs: float, *args, **kwargs) -> Any:
        """
        Throttles the given callable that it
@ -501,6 +470,7 @@ class FreqtradeBot(object):
            'stake_currency': stake_currency,
            'fiat_currency': fiat_currency
        })
+
        # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
        fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
        trade = Trade(
@ -517,6 +487,7 @@ class FreqtradeBot(object):
            strategy=self.strategy.get_strategy_name(),
            ticker_interval=constants.TICKER_INTERVAL_MINUTES[self.config['ticker_interval']]
        )
+
        Trade.session.add(trade)
        Trade.session.flush()

@ -565,6 +536,12 @@ class FreqtradeBot(object):

                trade.update(order)

+            if self.strategy.order_types.get('stoploss_on_exchange') and trade.is_open:
+                result = self.handle_stoploss_on_exchange(trade)
+                if result:
+                    self.wallets.update()
+                    return result
+
            if trade.is_open and trade.open_order_id is None:
                # Check if we can sell our current pair
                result = self.handle_trade(trade)
@ -662,13 +639,54 @@ class FreqtradeBot(object):
                    return True
                    break
        else:
-            logger.info('checking sell')
+            logger.debug('checking sell')
            if self.check_sell(trade, sell_rate, buy, sell):
                return True

-        logger.info('Found no sell signals for whitelisted currencies. Trying again..')
+        logger.debug('Found no sell signal for %s.', trade)
        return False

+    def handle_stoploss_on_exchange(self, trade: Trade) -> bool:
+        """
+        Check if trade is fulfilled in which case the stoploss
+        on exchange should be added immediately if stoploss on exchnage
+        is enabled.
+        """
+
+        result = False
+
+        # If trade is open and the buy order is fulfilled but there is no stoploss,
+        # then we add a stoploss on exchange
+        if not trade.open_order_id and not trade.stoploss_order_id:
+            if self.edge:
+                stoploss = self.edge.stoploss(pair=trade.pair)
+            else:
+                stoploss = self.strategy.stoploss
+
+            stop_price = trade.open_rate * (1 + stoploss)
+
+            # limit price should be less than stop price.
+            # 0.98 is arbitrary here.
+            limit_price = stop_price * 0.98
+
+            stoploss_order_id = self.exchange.stoploss_limit(
+                pair=trade.pair, amount=trade.amount, stop_price=stop_price, rate=limit_price
+            )['id']
+            trade.stoploss_order_id = str(stoploss_order_id)
+
+        # Or the trade open and there is already a stoploss on exchange.
+        # so we check if it is hit ...
+        elif trade.stoploss_order_id:
+            logger.debug('Handling stoploss on exchange %s ...', trade)
+            order = self.exchange.get_order(trade.stoploss_order_id, trade.pair)
+            if order['status'] == 'closed':
+                trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
+                trade.update(order)
+                result = True
+            else:
+                result = False
+        return result
+
    def check_sell(self, trade: Trade, sell_rate: float, buy: bool, sell: bool) -> bool:
        if self.edge:
            stoploss = self.edge.stoploss(trade.pair)
@ -793,6 +811,17 @@ class FreqtradeBot(object):
        sell_type = 'sell'
        if sell_reason in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
            sell_type = 'stoploss'
+
+        # if stoploss is on exchange and we are on dry_run mode,
+        # we consider the sell price stop price
+        if self.config.get('dry_run', False) and sell_type == 'stoploss' \
+           and self.strategy.order_types['stoploss_on_exchange']:
+                limit = trade.stop_loss
+
+        # First cancelling stoploss on exchange ...
+        if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
+            self.exchange.cancel_order(trade.stoploss_order_id, trade.pair)
+
        # Execute sell and update trade record
        order_id = self.exchange.sell(pair=str(trade.pair),
                                      ordertype=self.strategy.order_types[sell_type],
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@ -66,6 +66,7 @@ class Backtesting(object):
        if self.config.get('strategy_list', None):
            # Force one interval
            self.ticker_interval = str(self.config.get('ticker_interval'))
+            self.ticker_interval_mins = constants.TICKER_INTERVAL_MINUTES[self.ticker_interval]
            for strat in list(self.config['strategy_list']):
                stratconf = deepcopy(self.config)
                stratconf['strategy'] = strat
@ -86,6 +87,8 @@ class Backtesting(object):
        """
        self.strategy = strategy
        self.ticker_interval = self.config.get('ticker_interval')
+        self.ticker_interval_mins = constants.TICKER_INTERVAL_MINUTES[self.ticker_interval]
+        self.tickerdata_to_dataframe = strategy.tickerdata_to_dataframe
        self.advise_buy = strategy.advise_buy
        self.advise_sell = strategy.advise_sell

@ -280,8 +283,13 @@ class Backtesting(object):
        processed = args['processed']
        max_open_trades = args.get('max_open_trades', 0)
        position_stacking = args.get('position_stacking', False)
+        start_date = args['start_date']
+        end_date = args['end_date']
        trades = []
        trade_count_lock: Dict = {}
+        ticker: Dict = {}
+        pairs = []
+        # Create ticker dict
        for pair, pair_data in processed.items():
            pair_data['buy'], pair_data['sell'] = 0, 0  # cleanup from previous run

@ -296,15 +304,28 @@ class Backtesting(object):

            # Convert from Pandas to list for performance reasons
            # (Looping Pandas is slow.)
-            ticker = [x for x in ticker_data.itertuples()]
+            ticker[pair] = [x for x in ticker_data.itertuples()]
+            pairs.append(pair)
+
+        lock_pair_until: Dict = {}
+        tmp = start_date + timedelta(minutes=self.ticker_interval_mins)
+        index = 0
+        # Loop timerange and test per pair
+        while tmp < end_date:
+            # print(f"time: {tmp}")
+            for i, pair in enumerate(ticker):
+                try:
+                    row = ticker[pair][index]
+                except IndexError:
+                    # missing Data for one pair ...
+                    # Warnings for this are shown by `validate_backtest_data`
+                    continue

-            lock_pair_until = None
-            for index, row in enumerate(ticker):
                if row.buy == 0 or row.sell == 1:
                    continue  # skip rows where no buy signal or that would immediately sell off

                if not position_stacking:
-                    if lock_pair_until is not None and row.date <= lock_pair_until:
+                    if pair in lock_pair_until and row.date <= lock_pair_until[pair]:
                        continue
                if max_open_trades > 0:
                    # Check if max_open_trades has already been reached for the given date
@ -313,17 +334,19 @@ class Backtesting(object):

                    trade_count_lock[row.date] = trade_count_lock.get(row.date, 0) + 1

-                trade_entry = self._get_sell_trade_entry(pair, row, ticker[index + 1:],
+                trade_entry = self._get_sell_trade_entry(pair, row, ticker[pair][index + 1:],
                                                         trade_count_lock, args)

                if trade_entry:
-                    lock_pair_until = trade_entry.close_time
+                    lock_pair_until[pair] = trade_entry.close_time
                    trades.append(trade_entry)
                else:
                    # Set lock_pair_until to end of testing period if trade could not be closed
                    # This happens only if the buy-signal was with the last candle
-                    lock_pair_until = ticker_data.iloc[-1].date
+                    lock_pair_until[pair] = end_date

+            tmp += timedelta(minutes=self.ticker_interval_mins)
+            index += 1
        return DataFrame.from_records(trades, columns=BacktestResult._fields)

    def start(self) -> None:
@ -390,6 +413,8 @@ class Backtesting(object):
                    'processed': preprocessed,
                    'max_open_trades': max_open_trades,
                    'position_stacking': self.config.get('position_stacking', False),
+                    'start_date': min_date,
+                    'end_date': max_date,
                }
            )

--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@ -20,7 +20,7 @@ from skopt.space import Dimension

 from freqtrade.arguments import Arguments
 from freqtrade.configuration import Configuration
-from freqtrade.optimize import load_data
+from freqtrade.optimize import load_data, get_timeframe
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.resolvers import HyperOptResolver

@ -167,11 +167,14 @@ class Hyperopt(Backtesting):
            self.strategy.stoploss = params['stoploss']

        processed = load(TICKERDATA_PICKLE)
+        min_date, max_date = get_timeframe(processed)
        results = self.backtest(
            {
                'stake_amount': self.config['stake_amount'],
                'processed': processed,
                'position_stacking': self.config.get('position_stacking', True),
+                'start_date': min_date,
+                'end_date': max_date,
            }
        )
        result_explanation = self.format_results(results)
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@ -82,7 +82,7 @@ def check_migrate(engine) -> None:
        logger.debug(f'trying {table_back_name}')

    # Check for latest column
-    if not has_column(cols, 'ticker_interval'):
+    if not has_column(cols, 'stoploss_order_id'):
        logger.info(f'Running database migration - backup available as {table_back_name}')

        fee_open = get_column_def(cols, 'fee_open', 'fee')
@ -91,6 +91,7 @@ def check_migrate(engine) -> None:
        close_rate_requested = get_column_def(cols, 'close_rate_requested', 'null')
        stop_loss = get_column_def(cols, 'stop_loss', '0.0')
        initial_stop_loss = get_column_def(cols, 'initial_stop_loss', '0.0')
+        stoploss_order_id = get_column_def(cols, 'stoploss_order_id', 'null')
        max_rate = get_column_def(cols, 'max_rate', '0.0')
        sell_reason = get_column_def(cols, 'sell_reason', 'null')
        strategy = get_column_def(cols, 'strategy', 'null')
@ -106,7 +107,7 @@ def check_migrate(engine) -> None:
                (id, exchange, pair, is_open, fee_open, fee_close, open_rate,
                open_rate_requested, close_rate, close_rate_requested, close_profit,
                stake_amount, amount, open_date, close_date, open_order_id,
-                stop_loss, initial_stop_loss, max_rate, sell_reason, strategy,
+                stop_loss, initial_stop_loss, stoploss_order_id, max_rate, sell_reason, strategy,
                ticker_interval
                )
            select id, lower(exchange),
@ -122,7 +123,8 @@ def check_migrate(engine) -> None:
                {close_rate_requested} close_rate_requested, close_profit,
                stake_amount, amount, open_date, close_date, open_order_id,
                {stop_loss} stop_loss, {initial_stop_loss} initial_stop_loss,
-                {max_rate} max_rate, {sell_reason} sell_reason, {strategy} strategy,
+                {stoploss_order_id} stoploss_order_id, {max_rate} max_rate,
+                {sell_reason} sell_reason, {strategy} strategy,
                {ticker_interval} ticker_interval
                from {table_back_name}
             """)
@ -177,6 +179,8 @@ class Trade(_DECL_BASE):
    stop_loss = Column(Float, nullable=True, default=0.0)
    # absolute value of the initial stop loss
    initial_stop_loss = Column(Float, nullable=True, default=0.0)
+    # stoploss order id which is on exchange
+    stoploss_order_id = Column(String, nullable=True, index=True)
    # absolute value of the highest reached price
    max_rate = Column(Float, nullable=True, default=0.0)
    sell_reason = Column(String, nullable=True)
@ -249,6 +253,10 @@ class Trade(_DECL_BASE):
            self.open_order_id = None
        elif order_type == 'limit' and order['side'] == 'sell':
            self.close(order['price'])
+        elif order_type == 'stop_loss_limit':
+            self.stoploss_order_id = None
+            logger.info('STOP_LOSS_LIMIT is hit for %s.', self)
+            self.close(order['average'])
        else:
            raise ValueError(f'Unknown order type: {order_type}')
        cleanup()
--- a/freqtrade/rpc/rpc_manager.py
+++ b/freqtrade/rpc/rpc_manager.py
@ -4,7 +4,7 @@ This module contains class to manage RPC communications (Telegram, Slack, ...)
 import logging
 from typing import List, Dict, Any

-from freqtrade.rpc import RPC
+from freqtrade.rpc import RPC, RPCMessageType

 logger = logging.getLogger(__name__)

@ -51,3 +51,35 @@ class RPCManager(object):
        for mod in self.registered_modules:
            logger.debug('Forwarding message to rpc.%s', mod.name)
            mod.send_msg(msg)
+
+    def startup_messages(self, config) -> None:
+        if config.get('dry_run', False):
+            self.send_msg({
+                'type': RPCMessageType.WARNING_NOTIFICATION,
+                'status': 'Dry run is enabled. All trades are simulated.'
+            })
+        stake_currency = config['stake_currency']
+        stake_amount = config['stake_amount']
+        minimal_roi = config['minimal_roi']
+        ticker_interval = config['ticker_interval']
+        exchange_name = config['exchange']['name']
+        strategy_name = config.get('strategy', '')
+        self.send_msg({
+            'type': RPCMessageType.CUSTOM_NOTIFICATION,
+            'status': f'*Exchange:* `{exchange_name}`\n'
+                      f'*Stake per trade:* `{stake_amount} {stake_currency}`\n'
+                      f'*Minimum ROI:* `{minimal_roi}`\n'
+                      f'*Ticker Interval:* `{ticker_interval}`\n'
+                      f'*Strategy:* `{strategy_name}`'
+        })
+        if config.get('dynamic_whitelist', False):
+            top_pairs = 'top volume ' + str(config.get('dynamic_whitelist', 20))
+            specific_pairs = ''
+        else:
+            top_pairs = 'whitelisted'
+            specific_pairs = '\n' + ', '.join(config['exchange'].get('pair_whitelist', ''))
+        self.send_msg({
+            'type': RPCMessageType.STATUS_NOTIFICATION,
+            'status': f'Searching for {top_pairs} {stake_currency} pairs to buy and sell...'
+                      f'{specific_pairs}'
+        })
--- a/freqtrade/strategy/default_strategy.py
+++ b/freqtrade/strategy/default_strategy.py
@ -32,7 +32,8 @@ class DefaultStrategy(IStrategy):
    order_types = {
        'buy': 'limit',
        'sell': 'limit',
-        'stoploss': 'limit'
+        'stoploss': 'limit',
+        'stoploss_on_exchange': False
    }

    # Optional time in force for orders
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@ -33,6 +33,7 @@ class SellType(Enum):
    """
    ROI = "roi"
    STOP_LOSS = "stop_loss"
+    STOPLOSS_ON_EXCHANGE = "stoploss_on_exchange"
    TRAILING_STOP_LOSS = "trailing_stop_loss"
    SELL_SIGNAL = "sell_signal"
    FORCE_SELL = "force_sell"
@ -74,7 +75,8 @@ class IStrategy(ABC):
    order_types: Dict = {
        'buy': 'limit',
        'sell': 'limit',
-        'stoploss': 'limit'
+        'stoploss': 'limit',
+        'stoploss_on_exchange': False
    }

    # Optional time in force
@ -227,11 +229,17 @@ class IStrategy(ABC):
        # Set current rate to low for backtesting sell
        current_rate = low or rate
        current_profit = trade.calc_profit_percent(current_rate)
+
+        if self.order_types.get('stoploss_on_exchange'):
+            stoplossflag = SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)
+        else:
            stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,
                                                  current_time=date, current_profit=current_profit,
                                                  force_stoploss=force_stoploss)
+
        if stoplossflag.sell_flag:
            return stoplossflag
+
        # Set current rate to low for backtesting sell
        current_rate = high or rate
        current_profit = trade.calc_profit_percent(current_rate)
--- a/freqtrade/tests/conftest.py
+++ b/freqtrade/tests/conftest.py
@ -26,20 +26,21 @@ def log_has(line, logs):
                  False)


-def patch_exchange(mocker, api_mock=None) -> None:
+def patch_exchange(mocker, api_mock=None, id='bittrex') -> None:
    mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
    mocker.patch('freqtrade.exchange.Exchange.validate_ordertypes', MagicMock())
-    mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value="Bittrex"))
-    mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value="bittrex"))
+    mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id))
+    mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title()))
+
    if api_mock:
        mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
    else:
        mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock())


-def get_patched_exchange(mocker, config, api_mock=None) -> Exchange:
-    patch_exchange(mocker, api_mock)
+def get_patched_exchange(mocker, config, api_mock=None, id='bittrex') -> Exchange:
+    patch_exchange(mocker, api_mock, id)
    exchange = Exchange(config)
    return exchange

--- a/freqtrade/tests/edge/test_edge.py
+++ b/freqtrade/tests/edge/test_edge.py
@ -152,6 +152,18 @@ def test_stoploss(mocker, default_conf):
    assert edge.stoploss('E/F') == -0.01


+def test_nonexisting_stoploss(mocker, default_conf):
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
+    mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
+        return_value={
+            'E/F': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
+        }
+    ))
+
+    assert edge.stoploss('N/O') == -0.1
+
+
 def _validate_ohlc(buy_ohlc_sell_matrice):
    for index, ohlc in enumerate(buy_ohlc_sell_matrice):
        # if not high < open < low or not high < close < low
--- a/freqtrade/tests/exchange/test_exchange.py
+++ b/freqtrade/tests/exchange/test_exchange.py
@ -362,18 +362,41 @@ def test_validate_order_types(default_conf, mocker):
    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
    mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
-    default_conf['order_types'] = {'buy': 'limit', 'sell': 'limit', 'stoploss': 'market'}
+    mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex')
+    default_conf['order_types'] = {
+        'buy': 'limit',
+        'sell': 'limit',
+        'stoploss': 'market',
+        'stoploss_on_exchange': False
+    }
+
    Exchange(default_conf)

    type(api_mock).has = PropertyMock(return_value={'createMarketOrder': False})
    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))

-    default_conf['order_types'] = {'buy': 'limit', 'sell': 'limit', 'stoploss': 'market'}
+    default_conf['order_types'] = {
+        'buy': 'limit',
+        'sell': 'limit',
+        'stoploss': 'market',
+        'stoploss_on_exchange': 'false'
+    }

    with pytest.raises(OperationalException,
                       match=r'Exchange .* does not support market orders.'):
        Exchange(default_conf)

+    default_conf['order_types'] = {
+        'buy': 'limit',
+        'sell': 'limit',
+        'stoploss': 'limit',
+        'stoploss_on_exchange': True
+    }
+
+    with pytest.raises(OperationalException,
+                       match=r'On exchange stoploss is not supported for .*'):
+        Exchange(default_conf)
+

 def test_validate_order_types_not_in_config(default_conf, mocker):
    api_mock = MagicMock()
@ -1122,3 +1145,85 @@ def test_get_fee(default_conf, mocker):

    ccxt_exceptionhandlers(mocker, default_conf, api_mock,
                           'get_fee', 'calculate_fee')
+
+
+def test_stoploss_limit_order(default_conf, mocker):
+    api_mock = MagicMock()
+    order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
+    order_type = 'stop_loss_limit'
+
+    api_mock.create_order = MagicMock(return_value={
+        'id': order_id,
+        'info': {
+            'foo': 'bar'
+        }
+    })
+
+    default_conf['dry_run'] = False
+    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
+
+    with pytest.raises(OperationalException):
+        order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190, rate=200)
+
+    api_mock.create_order.reset_mock()
+
+    order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+
+    assert 'id' in order
+    assert 'info' in order
+    assert order['id'] == order_id
+    assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
+    assert api_mock.create_order.call_args[0][1] == order_type
+    assert api_mock.create_order.call_args[0][2] == 'sell'
+    assert api_mock.create_order.call_args[0][3] == 1
+    assert api_mock.create_order.call_args[0][4] == 200
+    assert api_mock.create_order.call_args[0][5] == {'stopPrice': 220}
+
+    # test exception handling
+    with pytest.raises(DependencyException):
+        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock)
+        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+
+    with pytest.raises(DependencyException):
+        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock)
+        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+
+    with pytest.raises(TemporaryError):
+        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock)
+        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+
+    with pytest.raises(OperationalException):
+        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock)
+        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+
+
+def test_stoploss_limit_order_dry_run(default_conf, mocker):
+    api_mock = MagicMock()
+    order_type = 'stop_loss_limit'
+    default_conf['dry_run'] = True
+    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
+
+    with pytest.raises(OperationalException):
+        order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190, rate=200)
+
+    api_mock.create_order.reset_mock()
+
+    order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+
+    assert 'id' in order
+    assert 'info' in order
+    assert 'type' in order
+
+    assert order['type'] == order_type
+    assert order['price'] == 220
+    assert order['amount'] == 1
--- a/freqtrade/tests/optimize/init.py
+++ b/freqtrade/tests/optimize/init.py
@ -4,9 +4,10 @@ import arrow
 from pandas import DataFrame

 from freqtrade.strategy.interface import SellType
+from freqtrade.constants import TICKER_INTERVAL_MINUTES

 ticker_start_time = arrow.get(2018, 10, 3)
-ticker_interval_in_minute = 60
+tests_ticker_interval = "1h"


 class BTrade(NamedTuple):
@ -30,8 +31,8 @@ class BTContainer(NamedTuple):


 def _get_frame_time_from_offset(offset):
-    return ticker_start_time.shift(
-        minutes=(offset * ticker_interval_in_minute)).datetime.replace(tzinfo=None)
+    return ticker_start_time.shift(minutes=(offset * TICKER_INTERVAL_MINUTES[tests_ticker_interval])
+                                   ).datetime.replace(tzinfo=None)


 def _build_backtest_dataframe(ticker_with_signals):
--- a/freqtrade/tests/optimize/test_backtest_detail.py
+++ b/freqtrade/tests/optimize/test_backtest_detail.py
@ -6,10 +6,11 @@ from pandas import DataFrame
 import pytest


+from freqtrade.optimize import get_timeframe
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.strategy.interface import SellType
 from freqtrade.tests.optimize import (BTrade, BTContainer, _build_backtest_dataframe,
-                                      _get_frame_time_from_offset)
+                                      _get_frame_time_from_offset, tests_ticker_interval)
 from freqtrade.tests.conftest import patch_exchange


@ -147,6 +148,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
    """
    default_conf["stoploss"] = data.stop_loss
    default_conf["minimal_roi"] = {"0": data.roi}
+    default_conf['ticker_interval'] = tests_ticker_interval
    mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.0))
    patch_exchange(mocker)
    frame = _build_backtest_dataframe(data.data)
@ -158,29 +160,21 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
    pair = 'UNITTEST/BTC'
    # Dummy data as we mock the analyze functions
    data_processed = {pair: DataFrame()}
+    min_date, max_date = get_timeframe({pair: frame})
    results = backtesting.backtest(
        {
            'stake_amount': default_conf['stake_amount'],
            'processed': data_processed,
            'max_open_trades': 10,
+            'start_date': min_date,
+            'end_date': max_date,
        }
    )
    print(results.T)

    assert len(results) == len(data.trades)
    assert round(results["profit_percent"].sum(), 3) == round(data.profit_perc, 3)
-    # if data.sell_r == SellType.STOP_LOSS:
-    #     assert log_has("Stop loss hit.", caplog.record_tuples)
-    # else:
-    #     assert not log_has("Stop loss hit.", caplog.record_tuples)
-    # log_test = (f'Force_selling still open trade UNITTEST/BTC with '
-    #             f'{results.iloc[-1].profit_percent} perc - {results.iloc[-1].profit_abs}')
-    # if data.sell_r == SellType.FORCE_SELL:
-    #     assert log_has(log_test,
-    #                    caplog.record_tuples)
-    # else:
-    #     assert not log_has(log_test,
-    #                        caplog.record_tuples)
+
    for c, trade in enumerate(data.trades):
        res = results.iloc[c]
        assert res.sell_reason == trade.sell_reason
--- a/freqtrade/tests/optimize/test_backtesting.py
+++ b/freqtrade/tests/optimize/test_backtesting.py
@ -13,6 +13,7 @@ from arrow import Arrow

 from freqtrade import DependencyException, constants, optimize
 from freqtrade.arguments import Arguments, TimeRange
+from freqtrade.optimize import get_timeframe
 from freqtrade.optimize.backtesting import (Backtesting, setup_configuration,
                                            start)
 from freqtrade.tests.conftest import log_has, patch_exchange
@ -86,17 +87,21 @@ def load_data_test(what):

 def simple_backtest(config, contour, num_results, mocker) -> None:
    patch_exchange(mocker)
+    config['ticker_interval'] = '1m'
    backtesting = Backtesting(config)

    data = load_data_test(contour)
    processed = backtesting.strategy.tickerdata_to_dataframe(data)
+    min_date, max_date = get_timeframe(processed)
    assert isinstance(processed, dict)
    results = backtesting.backtest(
        {
            'stake_amount': config['stake_amount'],
            'processed': processed,
            'max_open_trades': 1,
-            'position_stacking': False
+            'position_stacking': False,
+            'start_date': min_date,
+            'end_date': max_date,
        }
    )
    # results :: <class 'pandas.core.frame.DataFrame'>
@ -123,12 +128,16 @@ def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None):
    data = trim_dictlist(data, -201)
    patch_exchange(mocker)
    backtesting = Backtesting(conf)
+    processed = backtesting.strategy.tickerdata_to_dataframe(data)
+    min_date, max_date = get_timeframe(processed)
    return {
        'stake_amount': conf['stake_amount'],
-        'processed': backtesting.strategy.tickerdata_to_dataframe(data),
+        'processed': processed,
        'max_open_trades': 10,
        'position_stacking': False,
-        'record': record
+        'record': record,
+        'start_date': min_date,
+        'end_date': max_date,
    }


@ -449,7 +458,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
    )

    default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
-    default_conf['ticker_interval'] = "1m"
+    default_conf['ticker_interval'] = '1m'
    default_conf['live'] = False
    default_conf['datadir'] = None
    default_conf['export'] = None
@ -505,12 +514,15 @@ def test_backtest(default_conf, fee, mocker) -> None:
    data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC'])
    data = trim_dictlist(data, -200)
    data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
+    min_date, max_date = get_timeframe(data_processed)
    results = backtesting.backtest(
        {
            'stake_amount': default_conf['stake_amount'],
            'processed': data_processed,
            'max_open_trades': 10,
-            'position_stacking': False
+            'position_stacking': False,
+            'start_date': min_date,
+            'end_date': max_date,
        }
    )
    assert not results.empty
@ -554,12 +566,16 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None:
    # Run a backtesting for an exiting 5min ticker_interval
    data = optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
    data = trim_dictlist(data, -200)
+    processed = backtesting.strategy.tickerdata_to_dataframe(data)
+    min_date, max_date = get_timeframe(processed)
    results = backtesting.backtest(
        {
            'stake_amount': default_conf['stake_amount'],
-            'processed': backtesting.strategy.tickerdata_to_dataframe(data),
+            'processed': processed,
            'max_open_trades': 1,
-            'position_stacking': False
+            'position_stacking': False,
+            'start_date': min_date,
+            'end_date': max_date,
        }
    )
    assert not results.empty
@ -583,25 +599,13 @@ def test_processed(default_conf, mocker) -> None:
 def test_backtest_pricecontours(default_conf, fee, mocker) -> None:
    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
    tests = [['raise', 18], ['lower', 0], ['sine', 19]]
+    # We need to enable sell-signal - otherwise it sells on ROI!!
+    default_conf['experimental'] = {"use_sell_signal": True}
+
    for [contour, numres] in tests:
        simple_backtest(default_conf, contour, numres, mocker)


-# Test backtest using offline data (testdata directory)
-def test_backtest_ticks(default_conf, fee, mocker):
-    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
-    patch_exchange(mocker)
-    ticks = [1, 5]
-    fun = Backtesting(default_conf).advise_buy
-    for _ in ticks:
-        backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
-        backtesting = Backtesting(default_conf)
-        backtesting.advise_buy = fun  # Override
-        backtesting.advise_sell = fun  # Override
-        results = backtesting.backtest(backtest_conf)
-        assert not results.empty
-
-
 def test_backtest_clash_buy_sell(mocker, default_conf):
    # Override the default buy trend function in our default_strategy
    def fun(dataframe=None, pair=None):
@ -636,14 +640,92 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker):
    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
    mocker.patch('freqtrade.optimize.backtesting.file_dump_json', MagicMock())
    backtest_conf = _make_backtest_conf(mocker, conf=default_conf, pair='UNITTEST/BTC')
+    # We need to enable sell-signal - otherwise it sells on ROI!!
+    default_conf['experimental'] = {"use_sell_signal": True}
+    default_conf['ticker_interval'] = '1m'
    backtesting = Backtesting(default_conf)
    backtesting.advise_buy = _trend_alternate  # Override
    backtesting.advise_sell = _trend_alternate  # Override
    results = backtesting.backtest(backtest_conf)
    backtesting._store_backtest_result("test_.json", results)
-    assert len(results) == 4
+    # 200 candles in backtest data
+    # won't buy on first (shifted by 1)
+    # 100 buys signals
+    assert len(results) == 99
    # One trade was force-closed at the end
-    assert len(results.loc[results.open_at_end]) == 1
+    assert len(results.loc[results.open_at_end]) == 0
+
+
+def test_backtest_multi_pair(default_conf, fee, mocker):
+
+    def evaluate_result_multi(results, freq, max_open_trades):
+            # Find overlapping trades by expanding each trade once per period
+            # and then counting overlaps
+        dates = [pd.Series(pd.date_range(row[1].open_time, row[1].close_time, freq=freq))
+                 for row in results[['open_time', 'close_time']].iterrows()]
+        deltas = [len(x) for x in dates]
+        dates = pd.Series(pd.concat(dates).values, name='date')
+        df2 = pd.DataFrame(np.repeat(results.values, deltas, axis=0), columns=results.columns)
+
+        df2 = df2.astype(dtype={"open_time": "datetime64", "close_time": "datetime64"})
+        df2 = pd.concat([dates, df2], axis=1)
+        df2 = df2.set_index('date')
+        df_final = df2.resample(freq)[['pair']].count()
+        return df_final[df_final['pair'] > max_open_trades]
+
+    def _trend_alternate_hold(dataframe=None, metadata=None):
+        """
+        Buy every 8th candle - sell every other 8th -2 (hold on to pairs a bit)
+        """
+        multi = 8
+        dataframe['buy'] = np.where(dataframe.index % multi == 0, 1, 0)
+        dataframe['sell'] = np.where((dataframe.index + multi - 2) % multi == 0, 1, 0)
+        if metadata['pair'] in('ETH/BTC', 'LTC/BTC'):
+            dataframe['buy'] = dataframe['buy'].shift(-4)
+            dataframe['sell'] = dataframe['sell'].shift(-4)
+        return dataframe
+
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    patch_exchange(mocker)
+    pairs = ['ADA/BTC', 'DASH/BTC', 'ETH/BTC', 'LTC/BTC', 'NXT/BTC']
+    data = optimize.load_data(None, ticker_interval='5m', pairs=pairs)
+    data = trim_dictlist(data, -500)
+    # We need to enable sell-signal - otherwise it sells on ROI!!
+    default_conf['experimental'] = {"use_sell_signal": True}
+    default_conf['ticker_interval'] = '5m'
+
+    backtesting = Backtesting(default_conf)
+    backtesting.advise_buy = _trend_alternate_hold  # Override
+    backtesting.advise_sell = _trend_alternate_hold  # Override
+
+    data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
+    min_date, max_date = get_timeframe(data_processed)
+    backtest_conf = {
+        'stake_amount': default_conf['stake_amount'],
+        'processed': data_processed,
+        'max_open_trades': 3,
+        'position_stacking': False,
+        'start_date': min_date,
+        'end_date': max_date,
+    }
+
+    results = backtesting.backtest(backtest_conf)
+
+    # Make sure we have parallel trades
+    assert len(evaluate_result_multi(results, '5min', 2)) > 0
+    # make sure we don't have trades with more than configured max_open_trades
+    assert len(evaluate_result_multi(results, '5min', 3)) == 0
+
+    backtest_conf = {
+        'stake_amount': default_conf['stake_amount'],
+        'processed': data_processed,
+        'max_open_trades': 1,
+        'position_stacking': False,
+        'start_date': min_date,
+        'end_date': max_date,
+    }
+    results = backtesting.backtest(backtest_conf)
+    assert len(evaluate_result_multi(results, '5min', 1)) == 0


 def test_backtest_record(default_conf, fee, mocker):
--- a/freqtrade/tests/optimize/test_hyperopt.py
+++ b/freqtrade/tests/optimize/test_hyperopt.py
@ -1,11 +1,12 @@
 # pragma pylint: disable=missing-docstring,W0212,C0103
+from datetime import datetime
 import os
 from unittest.mock import MagicMock

 import pandas as pd
 import pytest

-from freqtrade.optimize.__init__ import load_tickerdata_file
+from freqtrade.optimize import load_tickerdata_file
 from freqtrade.optimize.hyperopt import Hyperopt, start
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.tests.conftest import log_has, patch_exchange
@ -293,6 +294,10 @@ def test_generate_optimizer(mocker, default_conf) -> None:
        'freqtrade.optimize.hyperopt.Hyperopt.backtest',
        MagicMock(return_value=backtest_result)
    )
+    mocker.patch(
+        'freqtrade.optimize.hyperopt.get_timeframe',
+        MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
+    )
    patch_exchange(mocker)
    mocker.patch('freqtrade.optimize.hyperopt.load', MagicMock())

--- a/freqtrade/tests/optimize/test_optimize.py
+++ b/freqtrade/tests/optimize/test_optimize.py
@ -57,7 +57,8 @@ def test_load_data_30min_ticker(ticker_history, mocker, caplog, default_conf) ->
    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
    file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-30m.json')
    _backup_file(file, copy_file=True)
-    optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='30m')
+    ld = optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='30m')
+    assert isinstance(ld, dict)
    assert os.path.isfile(file) is True
    assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 30m', caplog.record_tuples)
    _clean_test_file(file)
--- a/freqtrade/tests/rpc/test_rpc_manager.py
+++ b/freqtrade/tests/rpc/test_rpc_manager.py
@ -113,3 +113,23 @@ def test_init_webhook_enabled(mocker, default_conf, caplog) -> None:
    assert log_has('Enabling rpc.webhook ...', caplog.record_tuples)
    assert len(rpc_manager.registered_modules) == 1
    assert 'webhook' in [mod.name for mod in rpc_manager.registered_modules]
+
+
+def test_startupmessages_telegram_enabled(mocker, default_conf, caplog) -> None:
+    telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
+    mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    rpc_manager = RPCManager(freqtradebot)
+    rpc_manager.startup_messages(default_conf)
+
+    assert telegram_mock.call_count == 3
+    assert "*Exchange:* `bittrex`" in telegram_mock.call_args_list[1][0][0]['status']
+
+    telegram_mock.reset_mock()
+    default_conf['dry_run'] = True
+    default_conf['dynamic_whitelist'] = 20
+
+    rpc_manager.startup_messages(default_conf)
+    assert telegram_mock.call_count == 3
+    assert "Dry run is enabled." in telegram_mock.call_args_list[0][0][0]['status']
--- a/freqtrade/tests/strategy/test_interface.py
+++ b/freqtrade/tests/strategy/test_interface.py
@ -179,6 +179,10 @@ def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None:
    strategy.process_only_new_candles = True

    ret = strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
+    assert 'high' in ret.columns
+    assert 'low' in ret.columns
+    assert 'close' in ret.columns
+    assert isinstance(ret, DataFrame)
    assert ind_mock.call_count == 1
    assert buy_mock.call_count == 1
    assert buy_mock.call_count == 1
@ -193,8 +197,8 @@ def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None:
    assert buy_mock.call_count == 1
    assert buy_mock.call_count == 1
    # only skipped analyze adds buy and sell columns, otherwise it's all mocked
-    assert 'buy' in ret
-    assert 'sell' in ret
+    assert 'buy' in ret.columns
+    assert 'sell' in ret.columns
    assert ret['buy'].sum() == 0
    assert ret['sell'].sum() == 0
    assert not log_has('TA Analysis Launched', caplog.record_tuples)
--- a/freqtrade/tests/strategy/test_strategy.py
+++ b/freqtrade/tests/strategy/test_strategy.py
@ -189,7 +189,8 @@ def test_strategy_override_order_types(caplog):
    order_types = {
        'buy': 'market',
        'sell': 'limit',
-        'stoploss': 'limit'
+        'stoploss': 'limit',
+        'stoploss_on_exchange': True,
    }

    config = {
@ -199,13 +200,14 @@ def test_strategy_override_order_types(caplog):
    resolver = StrategyResolver(config)

    assert resolver.strategy.order_types
-    for method in ['buy', 'sell', 'stoploss']:
+    for method in ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']:
        assert resolver.strategy.order_types[method] == order_types[method]

    assert ('freqtrade.resolvers.strategy_resolver',
            logging.INFO,
            "Override strategy 'order_types' with value in config file:"
-            " {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit'}."
+            " {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit',"
+            " 'stoploss_on_exchange': True}."
            ) in caplog.record_tuples

    config = {
@ -263,13 +265,13 @@ def test_call_deprecated_function(result, monkeypatch):
    assert resolver.strategy._sell_fun_len == 2

    indicator_df = resolver.strategy.advise_indicators(result, metadata=metadata)
-    assert type(indicator_df) is DataFrame
+    assert isinstance(indicator_df, DataFrame)
    assert 'adx' in indicator_df.columns

    buydf = resolver.strategy.advise_buy(result, metadata=metadata)
-    assert type(buydf) is DataFrame
+    assert isinstance(buydf, DataFrame)
    assert 'buy' in buydf.columns

    selldf = resolver.strategy.advise_sell(result, metadata=metadata)
-    assert type(selldf) is DataFrame
+    assert isinstance(selldf, DataFrame)
    assert 'sell' in selldf
--- a/freqtrade/tests/test_dataframe.py
+++ b/freqtrade/tests/test_dataframe.py
@ -1,32 +0,0 @@
-# pragma pylint: disable=missing-docstring, C0103
-
-import pandas
-
-from freqtrade.optimize import load_data
-from freqtrade.resolvers import StrategyResolver
-
-_pairs = ['ETH/BTC']
-
-
-def load_dataframe_pair(pairs, strategy):
-    ld = load_data(None, ticker_interval='5m', pairs=pairs)
-    assert isinstance(ld, dict)
-    assert isinstance(pairs[0], str)
-    dataframe = ld[pairs[0]]
-
-    dataframe = strategy.analyze_ticker(dataframe, {'pair': pairs[0]})
-    return dataframe
-
-
-def test_dataframe_load():
-    strategy = StrategyResolver({'strategy': 'DefaultStrategy'}).strategy
-    dataframe = load_dataframe_pair(_pairs, strategy)
-    assert isinstance(dataframe, pandas.core.frame.DataFrame)
-
-
-def test_dataframe_columns_exists():
-    strategy = StrategyResolver({'strategy': 'DefaultStrategy'}).strategy
-    dataframe = load_dataframe_pair(_pairs, strategy)
-    assert 'high' in dataframe.columns
-    assert 'low' in dataframe.columns
-    assert 'close' in dataframe.columns
--- a/freqtrade/tests/test_freqtradebot.py
+++ b/freqtrade/tests/test_freqtradebot.py
@ -874,6 +874,100 @@ def test_execute_buy(mocker, default_conf, fee, markets, limit_buy_order) -> Non
    assert call_args['amount'] == stake_amount / fix_price


+def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None:
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
+    mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
+                 return_value=limit_buy_order['amount'])
+
+    stoploss_limit = MagicMock(return_value={'id': 13434334})
+    mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
+
+    freqtrade = FreqtradeBot(default_conf)
+    freqtrade.strategy.order_types['stoploss_on_exchange'] = True
+
+    trade = MagicMock()
+    trade.open_order_id = None
+    trade.stoploss_order_id = None
+    trade.is_open = True
+
+    freqtrade.process_maybe_execute_sell(trade)
+    assert trade.stoploss_order_id == '13434334'
+    assert stoploss_limit.call_count == 1
+    assert trade.is_open is True
+
+
+def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
+                                     markets, limit_buy_order, limit_sell_order) -> None:
+    stoploss_limit = MagicMock(return_value={'id': 13434334})
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_ticker=MagicMock(return_value={
+            'bid': 0.00001172,
+            'ask': 0.00001173,
+            'last': 0.00001172
+        }),
+        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
+        sell=MagicMock(return_value={'id': limit_sell_order['id']}),
+        get_fee=fee,
+        get_markets=markets,
+        stoploss_limit=stoploss_limit
+    )
+    freqtrade = FreqtradeBot(default_conf)
+    patch_get_signal(freqtrade)
+
+    # First case: when stoploss is not yet set but the order is open
+    # should get the stoploss order id immediately
+    # and should return false as no trade actually happened
+    trade = MagicMock()
+    trade.is_open = True
+    trade.open_order_id = None
+    trade.stoploss_order_id = None
+
+    assert freqtrade.handle_stoploss_on_exchange(trade) is False
+    assert stoploss_limit.call_count == 1
+    assert trade.stoploss_order_id == "13434334"
+
+    # Second case: when stoploss is set but it is not yet hit
+    # should do nothing and return false
+    trade.is_open = True
+    trade.open_order_id = None
+    trade.stoploss_order_id = 100
+
+    hanging_stoploss_order = MagicMock(return_value={'status': 'open'})
+    mocker.patch('freqtrade.exchange.Exchange.get_order', hanging_stoploss_order)
+
+    assert freqtrade.handle_stoploss_on_exchange(trade) is False
+    assert trade.stoploss_order_id == 100
+
+    # Third case: when stoploss is set and it is hit
+    # should unset stoploss_order_id and return true
+    # as a trade actually happened
+    freqtrade.create_trade()
+    trade = Trade.query.first()
+    trade.is_open = True
+    trade.open_order_id = None
+    trade.stoploss_order_id = 100
+    assert trade
+
+    stoploss_order_hit = MagicMock(return_value={
+        'status': 'closed',
+        'type': 'stop_loss_limit',
+        'price': 3,
+        'average': 2
+    })
+    mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hit)
+    assert freqtrade.handle_stoploss_on_exchange(trade) is True
+    assert log_has('STOP_LOSS_LIMIT is hit for {}.'.format(trade), caplog.record_tuples)
+    assert trade.stoploss_order_id is None
+    assert trade.is_open is False
+
+
 def test_process_maybe_execute_buy(mocker, default_conf) -> None:
    freqtrade = get_patched_freqtradebot(mocker, default_conf)

@ -1468,6 +1562,183 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets,
    } == last_msg


+def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee,
+                                                        ticker_sell_down,
+                                                        markets, mocker) -> None:
+    rpc_mock = patch_RPCManager(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        _load_markets=MagicMock(return_value={}),
+        get_ticker=ticker,
+        get_fee=fee,
+        get_markets=markets
+    )
+    freqtrade = FreqtradeBot(default_conf)
+    patch_get_signal(freqtrade)
+
+    # Create some test data
+    freqtrade.create_trade()
+
+    trade = Trade.query.first()
+    assert trade
+
+    # Decrease the price and sell it
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_ticker=ticker_sell_down
+    )
+
+    default_conf['dry_run'] = True
+    freqtrade.strategy.order_types['stoploss_on_exchange'] = True
+    # Setting trade stoploss to 0.01
+
+    trade.stop_loss = 0.00001099 * 0.99
+    freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
+                           sell_reason=SellType.STOP_LOSS)
+
+    assert rpc_mock.call_count == 2
+    last_msg = rpc_mock.call_args_list[-1][0][0]
+
+    assert {
+        'type': RPCMessageType.SELL_NOTIFICATION,
+        'exchange': 'Bittrex',
+        'pair': 'ETH/BTC',
+        'gain': 'loss',
+        'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH',
+        'limit': 1.08801e-05,
+        'amount': 90.99181073703367,
+        'open_rate': 1.099e-05,
+        'current_rate': 1.044e-05,
+        'profit_amount': -1.498e-05,
+        'profit_percent': -0.01493766,
+        'stake_currency': 'BTC',
+        'fiat_currency': 'USD',
+    } == last_msg
+
+
+def test_execute_sell_with_stoploss_on_exchange(default_conf,
+                                                ticker, fee, ticker_sell_up,
+                                                markets, mocker) -> None:
+
+    default_conf['exchange']['name'] = 'binance'
+    rpc_mock = patch_RPCManager(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        _load_markets=MagicMock(return_value={}),
+        get_ticker=ticker,
+        get_fee=fee,
+        get_markets=markets
+    )
+
+    stoploss_limit = MagicMock(return_value={
+        'id': 123,
+        'info': {
+            'foo': 'bar'
+        }
+    })
+
+    cancel_order = MagicMock(return_value=True)
+
+    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
+    mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order)
+
+    freqtrade = FreqtradeBot(default_conf)
+    freqtrade.strategy.order_types['stoploss_on_exchange'] = True
+    patch_get_signal(freqtrade)
+
+    # Create some test data
+    freqtrade.create_trade()
+
+    trade = Trade.query.first()
+    assert trade
+
+    freqtrade.process_maybe_execute_sell(trade)
+
+    # Increase the price and sell it
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_ticker=ticker_sell_up
+    )
+
+    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
+                           sell_reason=SellType.SELL_SIGNAL)
+
+    trade = Trade.query.first()
+    assert trade
+    assert cancel_order.call_count == 1
+    assert rpc_mock.call_count == 2
+
+
+def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf,
+                                                         ticker, fee,
+                                                         limit_buy_order,
+                                                         markets, mocker) -> None:
+    default_conf['exchange']['name'] = 'binance'
+    rpc_mock = patch_RPCManager(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        _load_markets=MagicMock(return_value={}),
+        get_ticker=ticker,
+        get_fee=fee,
+        get_markets=markets
+    )
+
+    stoploss_limit = MagicMock(return_value={
+        'id': 123,
+        'info': {
+            'foo': 'bar'
+        }
+    })
+
+    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
+
+    freqtrade = FreqtradeBot(default_conf)
+    freqtrade.strategy.order_types['stoploss_on_exchange'] = True
+    patch_get_signal(freqtrade)
+
+    # Create some test data
+    freqtrade.create_trade()
+    trade = Trade.query.first()
+    freqtrade.process_maybe_execute_sell(trade)
+    assert trade
+    assert trade.stoploss_order_id == '123'
+    assert trade.open_order_id is None
+
+    # Assuming stoploss on exchnage is hit
+    # stoploss_order_id should become None
+    # and trade should be sold at the price of stoploss
+    stoploss_limit_executed = MagicMock(return_value={
+        "id": "123",
+        "timestamp": 1542707426845,
+        "datetime": "2018-11-20T09:50:26.845Z",
+        "lastTradeTimestamp": None,
+        "symbol": "BTC/USDT",
+        "type": "stop_loss_limit",
+        "side": "sell",
+        "price": 1.08801,
+        "amount": 90.99181074,
+        "cost": 99.0000000032274,
+        "average": 1.08801,
+        "filled": 90.99181074,
+        "remaining": 0.0,
+        "status": "closed",
+        "fee": None,
+        "trades": None
+    })
+    mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_limit_executed)
+
+    freqtrade.process_maybe_execute_sell(trade)
+    assert trade.stoploss_order_id is None
+    assert trade.is_open is False
+    print(trade.sell_reason)
+    assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value
+    assert rpc_mock.call_count == 1
+
+
 def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
                                           ticker_sell_up, markets, mocker) -> None:
    rpc_mock = patch_RPCManager(mocker)
--- a/freqtrade/tests/test_persistence.py
+++ b/freqtrade/tests/test_persistence.py
@ -426,6 +426,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
                                max_rate FLOAT,
                                sell_reason VARCHAR,
                                strategy VARCHAR,
+                                ticker_interval INTEGER,
                                PRIMARY KEY (id),
                                CHECK (is_open IN (0, 1))
                                );"""
@ -471,6 +472,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
    assert trade.sell_reason is None
    assert trade.strategy is None
    assert trade.ticker_interval is None
+    assert trade.stoploss_order_id is None
    assert log_has("trying trades_bak1", caplog.record_tuples)
    assert log_has("trying trades_bak2", caplog.record_tuples)
    assert log_has("Running database migration - backup available as trades_bak2",
--- a/install_ta-lib.sh
+++ b/install_ta-lib.sh
@ -1,7 +0,0 @@
-if [ ! -f "ta-lib/CHANGELOG.TXT" ]; then
-  tar zxvf ta-lib-0.4.0-src.tar.gz
-  cd ta-lib && sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h && ./configure && make && sudo make install && cd ..
-else
-  echo "TA-lib already installed, skipping download and build."
-  cd ta-lib && sudo make install && cd ..
-fi
--- a/requirements.txt
+++ b/requirements.txt
@ -1,4 +1,4 @@
-ccxt==1.17.539
+ccxt==1.17.581
 SQLAlchemy==1.2.14
 python-telegram-bot==11.1.0
 arrow==0.12.1
--- a/user_data/strategies/test_strategy.py
+++ b/user_data/strategies/test_strategy.py
@ -52,7 +52,8 @@ class TestStrategy(IStrategy):
    order_types = {
        'buy': 'limit',
        'sell': 'limit',
-        'stoploss': 'market'
+        'stoploss': 'market',
+        'stoploss_on_exchange': False
    }

    # Optional order time in force