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Initial steps to change bid/ask pricing to enter/exit

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This commit is contained in:
Matthias
2022-03-27 18:03:49 +02:00
parent d1f61c4cf9
commit bcf326a035
30 changed files with 193 additions and 131 deletions
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8
freqtrade/templates/base_config.json.j2
View File

@@ -21,8 +21,8 @@
"exit_timeout_count": 0,
"unit": "minutes"
},
"bid_strategy": {
"price_side": "bid",
"entry_pricing": {
"price_side": "same",
"ask_last_balance": 0.0,
"use_order_book": true,
"order_book_top": 1,
@@ -31,8 +31,8 @@
"bids_to_ask_delta": 1
}
},
"ask_strategy": {
"price_side": "ask",
"exit_pricing":{
"price_side": "same",
"use_order_book": true,
"order_book_top": 1
},

2
freqtrade/templates/base_strategy.py.j2
View File

@@ -64,7 +64,7 @@ class {{ strategy }}(IStrategy):
# Run "populate_indicators()" only for new candle.
process_only_new_candles = False
# These values can be overridden in the "ask_strategy" section in the config.
# These values can be overridden in the config.
use_sell_signal = True
sell_profit_only = False
ignore_roi_if_buy_signal = False

2
freqtrade/templates/sample_strategy.py
View File

@@ -64,7 +64,7 @@ class SampleStrategy(IStrategy):
# Run "populate_indicators()" only for new candle.
process_only_new_candles = False
# These values can be overridden in the "ask_strategy" section in the config.
# These values can be overridden in the config.
use_sell_signal = True
sell_profit_only = False
ignore_roi_if_buy_signal = False

12
freqtrade/templates/subtemplates/strategy_methods_advanced.j2
View File

@@ -23,7 +23,7 @@ def custom_entry_price(self, pair: str, current_time: 'datetime', proposed_rate:
:param pair: Pair that's currently analyzed
:param current_time: datetime object, containing the current datetime
:param proposed_rate: Rate, calculated based on pricing settings in ask_strategy.
:param proposed_rate: Rate, calculated based on pricing settings in exit_pricing.
:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return float: New entry price value if provided
@@ -43,7 +43,7 @@ def custom_exit_price(self, pair: str, trade: 'Trade',
:param pair: Pair that's currently analyzed
:param trade: trade object.
:param current_time: datetime object, containing the current datetime
:param proposed_rate: Rate, calculated based on pricing settings in ask_strategy.
:param proposed_rate: Rate, calculated based on pricing settings in exit_pricing.
:param current_profit: Current profit (as ratio), calculated based on current_rate.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return float: New exit price value if provided
@@ -58,7 +58,7 @@ def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate:
:param pair: Pair that's currently analyzed
:param current_time: datetime object, containing the current datetime
:param current_rate: Rate, calculated based on pricing settings in ask_strategy.
:param current_rate: Rate, calculated based on pricing settings in exit_pricing.
:param proposed_stake: A stake amount proposed by the bot.
:param min_stake: Minimal stake size allowed by exchange.
:param max_stake: Balance available for trading.
@@ -85,7 +85,7 @@ def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime',
:param pair: Pair that's currently analyzed
:param trade: trade object.
:param current_time: datetime object, containing the current datetime
:param current_rate: Rate, calculated based on pricing settings in ask_strategy.
:param current_rate: Rate, calculated based on pricing settings in exit_pricing.
:param current_profit: Current profit (as ratio), calculated based on current_rate.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return float: New stoploss value, relative to the current_rate
@@ -108,7 +108,7 @@ def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', curre
:param pair: Pair that's currently analyzed
:param trade: trade object.
:param current_time: datetime object, containing the current datetime
:param current_rate: Rate, calculated based on pricing settings in ask_strategy.
:param current_rate: Rate, calculated based on pricing settings in exit_pricing.
:param current_profit: Current profit (as ratio), calculated based on current_rate.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return: To execute sell, return a string with custom sell reason or True. Otherwise return
@@ -241,7 +241,7 @@ def leverage(self, pair: str, current_time: datetime, current_rate: float,
:param pair: Pair that's currently analyzed
:param current_time: datetime object, containing the current datetime
:param current_rate: Rate, calculated based on pricing settings in ask_strategy.
:param current_rate: Rate, calculated based on pricing settings in exit_pricing.
:param proposed_leverage: A leverage proposed by the bot.
:param max_leverage: Max leverage allowed on this pair
:param side: 'long' or 'short' - indicating the direction of the proposed trade