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Merge branch 'develop' into feat/short

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Matthias
2021-11-23 07:35:26 +01:00
parent aad37bb8f3 b8cefd687e
commit ce0593c0e1
15 changed files with 45 additions and 34 deletions
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3
docs/configuration.md
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@@ -204,9 +204,8 @@ There are several methods to configure how much of the stake currency the bot wi
#### Minimum trade stake
The minimum stake amount will depend on exchange and pair and is usually listed in the exchange support pages.
Assuming the minimum tradable amount for XRP/USD is 20 XRP (given by the exchange), and the price is 0.6$.
The minimum stake amount to buy this pair is, therefore, `20 * 0.6 ~= 12`.
Assuming the minimum tradable amount for XRP/USD is 20 XRP (given by the exchange), and the price is 0.6$, the minimum stake amount to buy this pair is `20 * 0.6 ~= 12`.
This exchange has also a limit on USD - where all orders must be > 10$ - which however does not apply in this case.
To guarantee safe execution, freqtrade will not allow buying with a stake-amount of 10.1$, instead, it'll make sure that there's enough space to place a stoploss below the pair (+ an offset, defined by `amount_reserve_percent`, which defaults to 5%).

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docs/includes/pairlists.md
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@@ -292,7 +292,7 @@ If the trading range over the last 10 days is <1% or >99%, remove the pair from
#### VolatilityFilter
Volatility is the degree of historical variation of a pairs over time, is is measured by the standard deviation of logarithmic daily returns. Returns are assumed to be normally distributed, although actual distribution might be different. In a normal distribution, 68% of observations fall within one standard deviation and 95% of observations fall within two standard deviations. Assuming a volatility of 0.05 means that the expected returns for 20 out of 30 days is expected to be less than 5% (one standard deviation). Volatility is a positive ratio of the expected deviation of return and can be greater than 1.00. Please refer to the wikipedia definition of [`volatility`](https://en.wikipedia.org/wiki/Volatility_(finance)).
Volatility is the degree of historical variation of a pairs over time, it is measured by the standard deviation of logarithmic daily returns. Returns are assumed to be normally distributed, although actual distribution might be different. In a normal distribution, 68% of observations fall within one standard deviation and 95% of observations fall within two standard deviations. Assuming a volatility of 0.05 means that the expected returns for 20 out of 30 days is expected to be less than 5% (one standard deviation). Volatility is a positive ratio of the expected deviation of return and can be greater than 1.00. Please refer to the wikipedia definition of [`volatility`](https://en.wikipedia.org/wiki/Volatility_(finance)).
This filter removes pairs if the average volatility over a `lookback_days` days is below `min_volatility` or above `max_volatility`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.