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Allow protections to be set in the strategy

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Matthias
2021-01-06 16:37:09 +01:00
parent 6ca2b2d52d
commit c9e477214f
4 changed files with 52 additions and 2 deletions
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47
docs/includes/protections.md
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@@ -7,7 +7,8 @@ Protections will protect your strategy from unexpected events and market conditi
All protection end times are rounded up to the next candle to avoid sudden, unexpected intra-candle buys.
!!! Note
Not all Protections will work for all strategies, and parameters will need to be tuned for your strategy to improve performance.
Not all Protections will work for all strategies, and parameters will need to be tuned for your strategy to improve performance.
To align your protection with your strategy, you can define protections in the strategy.
!!! Tip
Each Protection can be configured multiple times with different parameters, to allow different levels of protection (short-term / long-term).
@@ -167,3 +168,47 @@ The below example assumes a timeframe of 1 hour:
}
],
```
You can use the same in your strategy, the syntax is only slightly different:
``` python
from freqtrade.strategy import IStrategy
class AwesomeStrategy(IStrategy)
timeframe = '1h'
protections = [
{
"method": "CooldownPeriod",
"stop_duration_candles": 5
},
{
"method": "MaxDrawdown",
"lookback_period_candles": 48,
"trade_limit": 20,
"stop_duration_candles": 4,
"max_allowed_drawdown": 0.2
},
{
"method": "StoplossGuard",
"lookback_period_candles": 24,
"trade_limit": 4,
"stop_duration_candles": 2,
"only_per_pair": False
},
{
"method": "LowProfitPairs",
"lookback_period_candles": 6,
"trade_limit": 2,
"stop_duration_candles": 60,
"required_profit": 0.02
},
{
"method": "LowProfitPairs",
"lookback_period_candles": 24,
"trade_limit": 4,
"stop_duration_candles": 2,
"required_profit": 0.01
}
]
# ...
```