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Refactoring to use strategy based configuration

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This commit is contained in:
Reigo Reinmets
2021-12-24 12:38:43 +02:00
parent ac690e9215
commit de79d25caf
13 changed files with 117 additions and 200 deletions
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54
docs/strategy-callbacks.md
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@@ -572,54 +572,10 @@ class AwesomeStrategy(IStrategy):
## Adjust trade position
`adjust_trade_position()` can be used to perform additional orders to manage risk with DCA (Dollar Cost Averaging).
The `position_adjustment_enable` strategy property enables the usage of `adjust_trade_position()` callback in strategy.
For performance reasons, it's disabled by default and freqtrade will show a warning message on startup if enabled.
Enabling this does nothing unless the strategy also implements `adjust_trade_position()` callback.
`adjust_trade_position()` can be used to perform additional orders, for example to manage risk with DCA (Dollar Cost Averaging).
The strategy is expected to return a stake_amount if and when an additional buy order should be made (position is increased).
If there is not enough funds in the wallet then nothing will happen.
Additional orders also mean additional fees and those orders don't count towards `max_open_trades`.
Unlimited stake amount with trade position increasing is highly not recommended as your DCA orders would compete with your normal trade open orders.
!!! Note
Current implementation does not support decreasing position size with partial sales!
!!! Tip
The `position_adjustment_enable` configuration parameter must be enabled to use adjust_trade_position callback in strategy.
!!! Warning
Stoploss is still calculated from the initial opening price, not averaged price.
So if you do 3 additional buys at -7% and have a stoploss at -10% then you will most likely trigger stoploss while the UI will be showing you an average profit of -3%.
``` python
from freqtrade.persistence import Trade
class AwesomeStrategy(IStrategy):
# ... populate_* methods
def adjust_trade_position(self, pair: str, trade: Trade,
current_time: datetime, current_rate: float, current_profit: float,
**kwargs) -> Optional[float]:
"""
Custom trade adjustment logic, returning the stake amount that a trade should be increased.
This means extra buy orders with additional fees.
For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
When not implemented by a strategy, returns None
:param pair: Pair that's currently analyzed
:param trade: trade object.
:param current_time: datetime object, containing the current datetime
: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: Stake amount to adjust your trade
"""
# Example: If 10% loss / -10% profit then buy more the same amount we had before.
if current_profit < -0.10:
return trade.stake_amount
return None
```
[See Advanced Strategies for an example](strategy-advanced.md#adjust-trade-position)