Update custom_sell() documentation

This commit is contained in:
Matthias 2022-03-12 11:07:31 +01:00
parent d27a37be0d
commit c38f8a0e69
6 changed files with 33 additions and 13 deletions

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@ -533,7 +533,7 @@ freqtrade backtesting --strategy AwesomeStrategy --timeframe 1h --timeframe-deta
``` ```
This will load 1h data as well as 5m data for the timeframe. The strategy will be analyzed with the 1h timeframe - and for every "open trade candle" (candles where a trade is open) the 5m data will be used to simulate intra-candle movements. This will load 1h data as well as 5m data for the timeframe. The strategy will be analyzed with the 1h timeframe - and for every "open trade candle" (candles where a trade is open) the 5m data will be used to simulate intra-candle movements.
All callback functions (`custom_sell()`, `custom_stoploss()`, ... ) will be running for each 5m candle once the trade is opened (so 12 times in the above example of 1h timeframe, and 5m detailed timeframe). All callback functions (`custom_exit()`, `custom_stoploss()`, ... ) will be running for each 5m candle once the trade is opened (so 12 times in the above example of 1h timeframe, and 5m detailed timeframe).
`--timeframe-detail` must be smaller than the original timeframe, otherwise backtesting will fail to start. `--timeframe-detail` must be smaller than the original timeframe, otherwise backtesting will fail to start.

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@ -35,7 +35,7 @@ By default, loop runs every few seconds (`internals.process_throttle_secs`) and
* Calls `check_buy_timeout()` strategy callback for open buy orders. * Calls `check_buy_timeout()` strategy callback for open buy orders.
* Calls `check_sell_timeout()` strategy callback for open sell orders. * Calls `check_sell_timeout()` strategy callback for open sell orders.
* Verifies existing positions and eventually places sell orders. * Verifies existing positions and eventually places sell orders.
* Considers stoploss, ROI and sell-signal, `custom_sell()` and `custom_stoploss()`. * Considers stoploss, ROI and sell-signal, `custom_exit()` and `custom_stoploss()`.
* Determine sell-price based on `ask_strategy` configuration setting or by using the `custom_exit_price()` callback. * Determine sell-price based on `ask_strategy` configuration setting or by using the `custom_exit_price()` callback.
* Before a sell order is placed, `confirm_trade_exit()` strategy callback is called. * Before a sell order is placed, `confirm_trade_exit()` strategy callback is called.
* Check position adjustments for open trades if enabled by calling `adjust_trade_position()` and place additional order if required. * Check position adjustments for open trades if enabled by calling `adjust_trade_position()` and place additional order if required.
@ -62,7 +62,7 @@ This loop will be repeated again and again until the bot is stopped.
* Determine stake size by calling the `custom_stake_amount()` callback. * Determine stake size by calling the `custom_stake_amount()` callback.
* In Margin and Futures mode, `leverage()` strategy callback is called to determine the desired leverage. * In Margin and Futures mode, `leverage()` strategy callback is called to determine the desired leverage.
* Check position adjustments for open trades if enabled and call `adjust_trade_position()` to determine if an additional order is requested. * Check position adjustments for open trades if enabled and call `adjust_trade_position()` to determine if an additional order is requested.
* Call `custom_stoploss()` and `custom_sell()` to find custom exit points. * Call `custom_stoploss()` and `custom_exit()` to find custom exit points.
* For sells based on sell-signal and custom-sell: Call `custom_exit_price()` to determine exit price (Prices are moved to be within the closing candle). * For sells based on sell-signal and custom-sell: Call `custom_exit_price()` to determine exit price (Prices are moved to be within the closing candle).
* Check for Order timeouts, either via the `unfilledtimeout` configuration, or via `check_buy_timeout()` / `check_sell_timeout()` strategy callbacks. * Check for Order timeouts, either via the `unfilledtimeout` configuration, or via `check_buy_timeout()` / `check_sell_timeout()` strategy callbacks.
* Generate backtest report output * Generate backtest report output

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@ -104,4 +104,3 @@ All Fees are included in `current_profit` calculations during the trade.
#### Futures mode #### Futures mode
Funding fees are either added or subtracted from the total amount of a trade Funding fees are either added or subtracted from the total amount of a trade

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@ -80,7 +80,7 @@ class AwesomeStrategy(IStrategy):
## Enter Tag ## Enter Tag
When your strategy has multiple buy signals, you can name the signal that triggered. When your strategy has multiple buy signals, you can name the signal that triggered.
Then you can access you buy signal on `custom_sell` Then you can access you buy signal on `custom_exit`
```python ```python
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@ -93,7 +93,7 @@ def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFram
return dataframe return dataframe
def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs): current_profit: float, **kwargs):
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
last_candle = dataframe.iloc[-1].squeeze() last_candle = dataframe.iloc[-1].squeeze()

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@ -9,10 +9,10 @@ Currently available callbacks:
* [`bot_loop_start()`](#bot-loop-start) * [`bot_loop_start()`](#bot-loop-start)
* [`custom_stake_amount()`](#custom-stake-size) * [`custom_stake_amount()`](#custom-stake-size)
* [`custom_sell()`](#custom-sell-signal) * [`custom_exit()`](#custom-exit-signal)
* [`custom_stoploss()`](#custom-stoploss) * [`custom_stoploss()`](#custom-stoploss)
* [`custom_entry_price()` and `custom_exit_price()`](#custom-order-price-rules) * [`custom_entry_price()` and `custom_exit_price()`](#custom-order-price-rules)
* [`check_buy_timeout()` and `check_sell_timeout()](#custom-order-timeout-rules) * [`check_buy_timeout()` and `check_sell_timeout()`](#custom-order-timeout-rules)
* [`confirm_trade_entry()`](#trade-entry-buy-order-confirmation) * [`confirm_trade_entry()`](#trade-entry-buy-order-confirmation)
* [`confirm_trade_exit()`](#trade-exit-sell-order-confirmation) * [`confirm_trade_exit()`](#trade-exit-sell-order-confirmation)
* [`adjust_trade_position()`](#adjust-trade-position) * [`adjust_trade_position()`](#adjust-trade-position)
@ -79,15 +79,15 @@ Freqtrade will fall back to the `proposed_stake` value should your code raise an
!!! Tip !!! Tip
Returning `0` or `None` will prevent trades from being placed. Returning `0` or `None` will prevent trades from being placed.
## Custom sell signal ## Custom exit signal
Called for open trade every throttling iteration (roughly every 5 seconds) until a trade is closed. Called for open trade every throttling iteration (roughly every 5 seconds) until a trade is closed.
Allows to define custom sell signals, indicating that specified position should be sold. This is very useful when we need to customize sell conditions for each individual trade, or if you need trade data to make an exit decision. Allows to define custom sell signals, indicating that specified position should be sold. This is very useful when we need to customize sell conditions for each individual trade, or if you need trade data to make an exit decision.
For example you could implement a 1:2 risk-reward ROI with `custom_sell()`. For example you could implement a 1:2 risk-reward ROI with `custom_exit()`.
Using custom_sell() signals in place of stoploss though *is not recommended*. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange. Using custom_exit() signals in place of stoploss though *is not recommended*. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange.
!!! Note !!! Note
Returning a (none-empty) `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set already, or if sell signals are disabled (`use_sell_signal=False` or `sell_profit_only=True` while profit is below `sell_profit_offset`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters. Returning a (none-empty) `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set already, or if sell signals are disabled (`use_sell_signal=False` or `sell_profit_only=True` while profit is below `sell_profit_offset`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters.
@ -96,7 +96,7 @@ An example of how we can use different indicators depending on the current profi
``` python ``` python
class AwesomeStrategy(IStrategy): class AwesomeStrategy(IStrategy):
def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float, def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
current_profit: float, **kwargs): current_profit: float, **kwargs):
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
last_candle = dataframe.iloc[-1].squeeze() last_candle = dataframe.iloc[-1].squeeze()

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@ -10,6 +10,7 @@ If you intend on using markets other than spot markets, please migrate your stra
* Strategy methods: * Strategy methods:
* `populate_buy_trend()` -> `populate_entry_trend()` * `populate_buy_trend()` -> `populate_entry_trend()`
* `populate_sell_trend()` -> `populate_exit_trend()` * `populate_sell_trend()` -> `populate_exit_trend()`
* `custom_sell()` -> `custom_exit()`
* Dataframe columns: * Dataframe columns:
* `buy` -> `enter_long` * `buy` -> `enter_long`
* `sell` -> `exit_long` * `sell` -> `exit_long`
@ -102,6 +103,26 @@ def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame
Please refer to the [Strategy documentation](strategy-customization.md#exit-signal-rules) on how to enter and exit short trades. Please refer to the [Strategy documentation](strategy-customization.md#exit-signal-rules) on how to enter and exit short trades.
### `custom_sell`
``` python hl_lines="2"
class AwesomeStrategy(IStrategy):
def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
current_profit: float, **kwargs):
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
last_candle = dataframe.iloc[-1].squeeze()
# ...
```
``` python hl_lines="2"
class AwesomeStrategy(IStrategy):
def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
current_profit: float, **kwargs):
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
last_candle = dataframe.iloc[-1].squeeze()
# ...
```
### Custom-stake-amount ### Custom-stake-amount
New string argument `side` - which can be either `"long"` or `"short"`. New string argument `side` - which can be either `"long"` or `"short"`.