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Improve protection documentation

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Matthias
2020-11-11 20:54:24 +01:00
parent 1f703dc341
commit bb06365c50
3 changed files with 21 additions and 12 deletions
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docs/includes/protections.md
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@@ -2,35 +2,46 @@
Protections will protect your strategy from unexpected events and market conditions.
!!! Note
Not all Protections will work for all strategies, and parameters will need to be tuned for your strategy.
!!! Tip
Each Protection can be configured multiple times with different parameters, to allow different levels of protection (short-term / long-term).
### Available Protection Handlers
* [`StoplossGuard`](#stoploss-guard) (default, if not configured differently)
* [`StoplossGuard`](#stoploss-guard) Stop trading if a certain amount of stoploss occurred within a certain time window.
* [`LowProfitPairs`](#low-profit-pairs) Lock pairs with low profits
* [`CooldownPeriod`](#cooldown-period) Don't enter a trade right after selling a trade.
#### Stoploss Guard
`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`.
```json
"protections": [{
"protections": [
{
"method": "StoplossGuard",
"lookback_period": 60,
"trade_limit": 4,
"stop_duration": 60
}],
}
],
```
!!! Note
`StoplossGuard` considers all trades with the results `"stop_loss"` and `"trailing_stop_loss"` if the result was negative.
`trade_limit` and `lookback_period` will need to be tuned for your strategy.
#### Low Profit Pairs
`LowProfitpairs` uses all trades for a pair within a `lookback_period` (in minutes) to determine the overall profit ratio.
`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).
```json
"protections": [
{
"method": "LowProfitpairs",
"method": "LowProfitPairs",
"lookback_period": 60,
"trade_limit": 4,
"stop_duration": 60,
@@ -43,8 +54,6 @@ If that ratio is below `required_profit`, that pair will be locked for `stop_dur
`CooldownPeriod` locks a pair for `stop_duration` (in minutes) after selling, avoiding a re-entry for this pair for `stop_duration` minutes.
```json
"protections": [
{
@@ -66,7 +75,7 @@ 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`)
* Locks all pairs that had 4 Trades within the last 6 hours 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 7 trades
```json
@@ -82,14 +91,14 @@ The below example:
"stop_duration": 60
},
{
"method": "LowProfitpairs",
"method": "LowProfitPairs",
"lookback_period": 360,
"trade_limit": 4,
"stop_duration": 60,
"required_profit": 0.02
},
{
"method": "LowProfitpairs",
"method": "LowProfitPairs",
"lookback_period": 1440,
"trade_limit": 7,
"stop_duration": 120,