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Simplify trailing_stop logic

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Matthias 2019-03-23 16:48:17 +01:00
parent b1fe8c5325
commit c404e9ffd0
1 changed files with 9 additions and 9 deletions
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8
freqtrade/strategy/interface.py
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@ -301,6 +301,7 @@ class IStrategy(ABC):
trailing_stop = self.config.get('trailing_stop', False) trailing_stop = self.config.get('trailing_stop', False)
stop_loss_value = force_stoploss if force_stoploss else self.stoploss stop_loss_value = force_stoploss if force_stoploss else self.stoploss
# Initiate stoploss with open_rate. Does nothing if stoploss is already set.
trade.adjust_stop_loss(trade.open_rate, stop_loss_value, initial=True) trade.adjust_stop_loss(trade.open_rate, stop_loss_value, initial=True)
if trailing_stop: if trailing_stop:
@ -310,16 +311,15 @@ class IStrategy(ABC):
sl_offset = self.config.get('trailing_stop_positive_offset') or 0.0 sl_offset = self.config.get('trailing_stop_positive_offset') or 0.0
tsl_only_offset = self.config.get('trailing_only_offset_is_reached', False) tsl_only_offset = self.config.get('trailing_only_offset_is_reached', False)
if 'trailing_stop_positive' in self.config and current_profit > sl_offset: # Don't update stoploss if trailing_only_offset_is_reached is true.
if not (tsl_only_offset and current_profit < sl_offset):
if 'trailing_stop_positive' in self.config and current_profit > sl_offset:
# Ignore mypy error check in configuration that this is a float # Ignore mypy error check in configuration that this is a float
stop_loss_value = self.config.get('trailing_stop_positive') # type: ignore stop_loss_value = self.config.get('trailing_stop_positive') # type: ignore
logger.debug(f"using positive stop loss: {stop_loss_value} " logger.debug(f"using positive stop loss: {stop_loss_value} "
f"offset: {sl_offset:.4g} profit: {current_profit:.4f}%") f"offset: {sl_offset:.4g} profit: {current_profit:.4f}%")
# if trailing_only_offset_is_reached is true,
# we update trailing stoploss only if offset is reached.
if not (tsl_only_offset and current_profit < sl_offset):
trade.adjust_stop_loss(high or current_rate, stop_loss_value) trade.adjust_stop_loss(high or current_rate, stop_loss_value)
# evaluate if the stoploss was hit if stoploss is not on exchange # evaluate if the stoploss was hit if stoploss is not on exchange