feature(docs/strategy-customization): add example "Custom stoploss using an indicator from dataframe"

This commit is contained in:
Joe Schr 2021-03-03 15:16:27 +01:00
parent cc4e84bb70
commit c5900bbd38
1 changed files with 29 additions and 0 deletions

View File

@ -179,6 +179,35 @@ class AwesomeStrategy(IStrategy):
return (-0.07 + current_profit)
return 1
```
#### Custom stoploss using an indicator from dataframe example
Imagine you want to use `custom_stoploss()` to use a trailing indicator like e.g. "ATR"
See: (Storing custom information using DatetimeIndex from `dataframe`
)[WIP] on how to store the indicator into `custom_info`
``` python
from freqtrade.persistence import Trade
class AwesomeStrategy(IStrategy):
# ... populate_* methods
use_custom_stoploss = True
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
current_rate: float, current_profit: float, **kwargs) -> float:
result = 1
if self.custom_info[pair] is not None and trade is not None:
atr = self.custom_info[pair].loc[current_time]['atr']
if (atr is not None):
# new stoploss relative to current_rate
new_stoploss = (current_rate-atr)/current_rate
# turn into relative negative offset required by `custom_stoploss` return implementation
result = new_stoploss - 1
return result
```
---