Add low_price_percent_filter

This commit is contained in:
Matthias
2019-10-29 06:53:26 +01:00
parent d706571e6f
commit d803d86f4d
3 changed files with 29 additions and 2 deletions

View File

@@ -426,6 +426,8 @@ section of the configuration.
* By default, low-value coins that would not allow setting a stop loss are filtered out. (set `precision_filter` parameter to `false` to disable this behaviour).
* `VolumePairList` does not consider `pair_whitelist`, but builds this automatically based the pairlist configuration.
* Pairs in `pair_blacklist` are not considered for VolumePairList, even if all other filters would match.
* `low_price_percent_filter` allows filtering of pairs where a raise of 1 price unit is below the `low_price_percent_filter` ratio.
Calculation example: Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value.
Example:
@@ -439,7 +441,8 @@ Example:
"config": {
"number_assets": 20,
"sort_key": "quoteVolume",
"precision_filter": true
"precision_filter": true,
"low_price_percent_filter": 0.03
}
},
```