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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
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docs/strategy-advanced.md
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@ -178,20 +178,15 @@ class AwesomeStrategy(IStrategy):
return -0.15 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 #### 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%. 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 ``` python
from datetime import datetime, timedelta from datetime import datetime, timedelta
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.strategy import stoploss_from_open
class AwesomeStrategy(IStrategy): class AwesomeStrategy(IStrategy):
@ -203,15 +198,21 @@ class AwesomeStrategy(IStrategy):
current_rate: float, current_profit: float, **kwargs) -> float: current_rate: float, current_profit: float, **kwargs) -> float:
if current_profit < 0.04: 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 # 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_stoploss = current_profit / 2
desired_stop_from_open = max(min(current_profit / 2, 0.05), 0.025)
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 #### Stepped stoploss
Instead of continuously trailing behind the current price, this example sets fixed stoploss price levels based on the current profit. Instead of continuously trailing behind the current price, this example sets fixed stoploss price levels based on the current profit.