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add stop_loss based on work from @berlinguyinca

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xmatthias
2018-06-26 23:06:27 +02:00
parent 3e167e1170
commit da5be9fbd0
5 changed files with 45 additions and 12 deletions
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42
freqtrade/analyze.py
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@@ -180,7 +180,7 @@ class Analyze(object):
:return: True if trade should be sold, False otherwise
"""
current_profit = trade.calc_profit_percent(rate)
if self.stop_loss_reached(current_profit=current_profit):
if self.stop_loss_reached(current_rate=rate, trade=trade, current_time=date):
return True
experimental = self.config.get('experimental', {})
@@ -204,12 +204,46 @@ class Analyze(object):
return False
def stop_loss_reached(self, current_profit: float) -> bool:
"""Based on current profit of the trade and configured stoploss, decides to sell or not"""
def stop_loss_reached(self, current_rate: float, trade: Trade, current_time: datetime) -> bool:
"""
Based on current profit of the trade and configured (trailing) stoploss,
decides to sell or not
"""
current_profit = trade.calc_profit_percent(current_rate)
trailing_stop = self.config.get('trailing_stop', False)
if trade.stop_loss is None:
# initially adjust the stop loss to the base value
trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss)
# evaluate if the stoploss was hit
if self.strategy.stoploss is not None and trade.stop_loss >= current_rate:
if trailing_stop:
logger.debug(
f"HIT STOP: current price at {current_rate:.6f}, "
f"stop loss is {trade.stop_loss:.6f}, "
f"initial stop loss was at {trade.initial_stop_loss:.6f}, "
f"trade opened at {trade.open_rate:.6f}")
logger.debug(f"trailing stop saved {trade.stop_loss - trade.initial_stop_loss:.6f}")
if self.strategy.stoploss is not None and current_profit < self.strategy.stoploss:
logger.debug('Stop loss hit.')
return True
# update the stop loss afterwards, after all by definition it's supposed to be hanging
if trailing_stop:
# check if we have a special stop loss for positive condition
# and if profit is positive
stop_loss_value = self.strategy.stoploss
if 'trailing_stop_positive' in self.config and current_profit > 0:
stop_loss_value = self.config.get('trailing_stop_positive')
logger.debug(f"using positive stop loss mode: {stop_loss_value} "
f"since we have profit {current_profit}")
trade.adjust_stop_loss(current_rate, stop_loss_value)
return False
def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool:

2
freqtrade/constants.py
View File

@@ -61,6 +61,8 @@ CONF_SCHEMA = {
'minProperties': 1
},
'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True},
'trailing_stop': {'type': 'boolean'},
'trailing_stop_positive': {'type': 'number', 'minimum': 0},
'unfilledtimeout': {'type': 'integer', 'minimum': 0},
'bid_strategy': {
'type': 'object',