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docs/includes/protections.md
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@ -25,6 +25,8 @@ All protection end times are rounded up to the next candle to avoid sudden, unex
* [`MaxDrawdown`](#maxdrawdown) Stop trading if max-drawdown is reached. * [`MaxDrawdown`](#maxdrawdown) Stop trading if max-drawdown is reached.
* [`LowProfitPairs`](#low-profit-pairs) Lock pairs with low profits * [`LowProfitPairs`](#low-profit-pairs) Lock pairs with low profits
* [`CooldownPeriod`](#cooldown-period) Don't enter a trade right after selling a trade. * [`CooldownPeriod`](#cooldown-period) Don't enter a trade right after selling a trade.
* [`ProfitLimit`](#profitlimit) Stop trading once a set profit limit is reached
### Common settings to all Protections ### Common settings to all Protections
@ -139,6 +141,27 @@ def protections(self):
This Protection applies only at pair-level, and will never lock all pairs globally. This Protection applies only at pair-level, and will never lock all pairs globally.
This Protection does not consider `lookback_period` as it only looks at the latest trade. This Protection does not consider `lookback_period` as it only looks at the latest trade.
#### Profit Limit
`ProfitLimit` uses all trades for a pair within `lookback_period` in minutes (or in candles when using `lookback_period_candles`) to determine the overall profit ratio.
If that ratio is greater than `profit_limit`, all pairs will be locked for `stop_duration` in minutes (or in candles when using `stop_duration_candles`).
The below example will stop trading a pair for 180 minutes if the total profit from all trades reaches 1% (and a minimum of 3 trades) within the last 6 candles.
``` python
@property
def protections(self):
return [
{
"method": "ProfitLimit",
"lookback_period_candles": 6,
"trade_limit": 3,
"stop_duration": 180,
"profit_limit": 0.01
}
]
```
### Full example of Protections ### Full example of Protections
All protections can be combined at will, also with different parameters, creating a increasing wall for under-performing pairs. All protections can be combined at will, also with different parameters, creating a increasing wall for under-performing pairs.
@ -151,6 +174,7 @@ The below example assumes a timeframe of 1 hour:
* Stops trading if more than 4 stoploss occur for all pairs within a 1 day (`24 * 1h candles`) limit (`StoplossGuard`). * Stops trading if more than 4 stoploss occur for all pairs within a 1 day (`24 * 1h candles`) limit (`StoplossGuard`).
* Locks all pairs that had 4 Trades within the last 6 hours (`6 * 1h candles`) with a combined profit ratio of below 0.02 (<2%) (`LowProfitPairs`). * Locks all pairs that had 4 Trades within the last 6 hours (`6 * 1h candles`) with a combined profit ratio of below 0.02 (<2%) (`LowProfitPairs`).
* Locks all pairs for 2 candles that had a profit of below 0.01 (<1%) within the last 24h (`24 * 1h candles`), a minimum of 4 trades. * Locks all pairs for 2 candles that had a profit of below 0.01 (<1%) within the last 24h (`24 * 1h candles`), a minimum of 4 trades.
* Locks all pairs for 360 minutes once a profit of 0.02 (2%) is achieved within the last 800 candles , a minimum of 2 trades.
``` python ``` python
from freqtrade.strategy import IStrategy from freqtrade.strategy import IStrategy
@ -192,6 +216,13 @@ class AwesomeStrategy(IStrategy)
"trade_limit": 4, "trade_limit": 4,
"stop_duration_candles": 2, "stop_duration_candles": 2,
"required_profit": 0.01 "required_profit": 0.01
},
{
"method": "ProfitLimit",
"lookback_period_candles": 800,
"trade_limit": 2,
"stop_duration": 360,
"profit_limit": 0.02
} }
] ]
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