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Added short and exit_short to strategy

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This commit is contained in:
Sam Germain
2021-08-08 03:38:34 -06:00
parent 98fe3e73de
commit d4a7d2d444
24 changed files with 862 additions and 152 deletions
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15
freqtrade/strategy/strategy_helper.py
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@@ -58,7 +58,11 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
return dataframe
def stoploss_from_open(open_relative_stop: float, current_profit: float) -> float:
def stoploss_from_open(
open_relative_stop: float,
current_profit: float,
for_short: bool = False
) -> float:
"""
Given the current profit, and a desired stop loss value relative to the open price,
@@ -72,14 +76,17 @@ def stoploss_from_open(open_relative_stop: float, current_profit: float) -> floa
:param open_relative_stop: Desired stop loss percentage relative to open price
:param current_profit: The current profit percentage
:return: Positive stop loss value relative to current price
:return: Stop loss value relative to current price
"""
# formula is undefined for current_profit -1, return maximum value
if current_profit == -1:
return 1
stoploss = 1-((1+open_relative_stop)/(1+current_profit))
stoploss = 1-((1+open_relative_stop)/(1+current_profit)) # TODO-lev: Is this right?
# negative stoploss values indicate the requested stop price is higher than the current price
return max(stoploss, 0.0)
if for_short:
return min(stoploss, 0.0)
else:
return max(stoploss, 0.0)