revert "Trailing stoploss with positive offset" example as stoploss_from_open() wasn't adding value

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Brook Miles 2021-03-18 21:50:54 +09:00
parent b6e9e74a8b
commit bf14796d4c
1 changed files with 12 additions and 11 deletions

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@ -178,20 +178,15 @@ class AwesomeStrategy(IStrategy):
return -0.15
```
#### Calculating stoploss relative to open price
Stoploss values returned from `custom_stoploss()` always specify a percentage relative to `current_rate`. In order to set a stoploss relative to the *open* price, we need to use `current_profit` to calculate what percentage relative to the `current_rate` will give you the same result as if the percentage was specified from the open price.
The helper function [`stoploss_from_open()`](strategy-customization.md#stoploss_from_open) can be used to convert from an open price relative stop, to a current price relative stop which can be returned from `custom_stoploss()`.
#### Trailing stoploss with positive offset
Use the initial stoploss until the profit is above 4%, then use a trailing stoploss of 50% of the current profit with a minimum of 2.5% and a maximum of 5%.
Please note that the stoploss can only increase, values lower than the current stoploss are ignored.
``` python
from datetime import datetime, timedelta
from freqtrade.persistence import Trade
from freqtrade.strategy import stoploss_from_open
class AwesomeStrategy(IStrategy):
@ -203,15 +198,21 @@ class AwesomeStrategy(IStrategy):
current_rate: float, current_profit: float, **kwargs) -> float:
if current_profit < 0.04:
return 1 # return a value bigger than the inital stoploss to keep using the inital stoploss
return -1 # return a value bigger than the inital stoploss to keep using the inital stoploss
# After reaching the desired offset, allow the stoploss to trail by half the profit
# Use a minimum of 2.5% and a maximum of 5%
desired_stop_from_open = max(min(current_profit / 2, 0.05), 0.025)
desired_stoploss = current_profit / 2
return stoploss_from_open(desired_stop_from_open, current_profit)
# Use a minimum of 2.5% and a maximum of 5%
return max(min(desired_stoploss, 0.05), 0.025
```
#### Calculating stoploss relative to open price
Stoploss values returned from `custom_stoploss()` always specify a percentage relative to `current_rate`. In order to set a stoploss relative to the *open* price, we need to use `current_profit` to calculate what percentage relative to the `current_rate` will give you the same result as if the percentage was specified from the open price.
The helper function [`stoploss_from_open()`](strategy-customization.md#stoploss_from_open) can be used to convert from an open price relative stop, to a current price relative stop which can be returned from `custom_stoploss()`.
#### Stepped stoploss
Instead of continuously trailing behind the current price, this example sets fixed stoploss price levels based on the current profit.