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Small doc changes

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This commit is contained in:
Matthias
2021-04-26 19:27:22 +02:00
parent 31a2285eac
commit dbf33271b5
5 changed files with 22 additions and 16 deletions
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24
docs/strategy-advanced.md
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@@ -49,10 +49,13 @@ It is possible to define custom sell signals. This is very useful when we need t
An example of how we can set stop-loss and take-profit targets in the dataframe and also sell trades that were open longer than 1 day:
``` python
from freqtrade.strategy import IStrategy, timeframe_to_prev_date
class AwesomeStrategy(IStrategy):
def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, dataframe: Dataframe, **kwargs) -> bool:
trade_row = dataframe.loc[dataframe['date'] == timeframe_to_prev_date(trade.open_date_utc)].squeeze()
def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
current_profit: float, dataframe: DataFrame, **kwargs):
trade_open_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
trade_row = dataframe.loc[dataframe['date'] == trade_open_date].squeeze()
# Sell when price falls below value in stoploss column of taken buy signal.
if 'stop_loss' in trade_row:
@@ -64,12 +67,12 @@ class AwesomeStrategy(IStrategy):
if trade.open_rate < trade_row['take_profit'] <= current_rate:
return 'take_profit'
# Sell any positions at a loss if they are helpd for more than two days.
# Sell any positions at a loss if they are held for more than two days.
if current_profit < 0 and (current_time.replace(tzinfo=trade.open_date_utc.tzinfo) - trade.open_date_utc).days >= 1:
return 'unclog'
```
See [Custom stoploss using an indicator from dataframe example](strategy-customization.md#custom-stoploss-using-an-indicator-from-dataframe-example) for explanation on how to use `dataframe` parameter.
See [Custom stoploss using an indicator from dataframe example](strategy-customization.md#custom-stoploss-using-an-indicator-from-dataframe-example) for explanation on how to use `dataframe` parameter.
## Custom stoploss
@@ -95,7 +98,7 @@ class AwesomeStrategy(IStrategy):
use_custom_stoploss = True
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
current_rate: float, current_profit: float, dataframe: Dataframe,
current_rate: float, current_profit: float, dataframe: DataFrame,
**kwargs) -> float:
"""
Custom stoploss logic, returning the new distance relative to current_rate (as ratio).
@@ -113,7 +116,7 @@ class AwesomeStrategy(IStrategy):
:param current_rate: Rate, calculated based on pricing settings in ask_strategy.
:param current_profit: Current profit (as ratio), calculated based on current_rate.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return float: New stoploss value, relative to the currentrate
:return float: New stoploss value, relative to the current rate
"""
return -0.04
```
@@ -228,7 +231,6 @@ Instead of continuously trailing behind the current price, this example sets fix
* Once profit is > 25% - set stoploss to 15% above open price.
* Once profit is > 40% - set stoploss to 25% above open price.
``` python
from datetime import datetime
from freqtrade.persistence import Trade
@@ -255,6 +257,7 @@ class AwesomeStrategy(IStrategy):
# return maximum stoploss value, keeping current stoploss price unchanged
return 1
```
#### Custom stoploss using an indicator from dataframe example
Imagine you want to use `custom_stoploss()` to use a trailing indicator like e.g. "ATR"
@@ -266,7 +269,7 @@ Imagine you want to use `custom_stoploss()` to use a trailing indicator like e.g
see [Common mistakes when developing strategies](strategy-customization.md#common-mistakes-when-developing-strategies) for more info.
!!! Note
DataFrame is indexed by candle date. During dry/live runs `current_time` and
`dataframe` is indexed by candle date. During dry/live runs `current_time` and
`trade.open_date_utc` will not match candle dates precisely and using them as indices will throw
an error. Use `date = timeframe_to_prev_date(self.timeframe, date)` to round a date to previous
candle before using it as a `dataframe` index.
@@ -286,8 +289,9 @@ class AwesomeStrategy(IStrategy):
current_rate: float, current_profit: float, dataframe: DataFrame,
**kwargs) -> float:
# Default return value
result = 1
if self.custom_info and pair in self.custom_info and trade:
if trade:
# Using current_time directly would only work in backtesting. Live/dry runs need time to
# be rounded to previous candle to be used as dataframe index. Rounding must also be
# applied to `trade.open_date(_utc)` if it is used for `dataframe` indexing.

5
docs/strategy-customization.md
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@@ -631,9 +631,10 @@ Stoploss values returned from `custom_stoploss` must specify a percentage relati
use_custom_stoploss = True
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
current_rate: float, current_profit: float, **kwargs) -> float:
current_rate: float, current_profit: float, dataframe: DataFrame,
**kwargs) -> float:
# once the profit has risin above 10%, keep the stoploss at 7% above the open price
# once the profit has risen above 10%, keep the stoploss at 7% above the open price
if current_profit > 0.10:
return stoploss_from_open(0.07, current_profit)