Matthias
GitHub
commit
e3a368a74e
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@ -99,6 +99,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
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| `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md#trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0` (no offset).* <br> **Datatype:** Float
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| `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
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| `fee` | Fee used during backtesting / dry-runs. Should normally not be configured, which has freqtrade fall back to the exchange default fee. Set as ratio (e.g. 0.001 = 0.1%). Fee is applied twice for each trade, once when buying, once when selling. <br> **Datatype:** Float (as ratio)
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| `trading_mode` | Specifies if you want to trade regularly, trade with leverage, or trade contracts whose prices are derived from matching cryptocurrency prices. [leverage documentation](leverage.md). <br>*Defaults to `"spot"`.* <br> **Datatype:** String
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| `collateral` | When trading with leverage, this determines if the collateral owned by the trader will be shared or isolated to each trading pair [leverage documentation](leverage.md). <br> **Datatype:** String
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| `unfilledtimeout.buy` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
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| `unfilledtimeout.sell` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
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| `unfilledtimeout.unit` | Unit to use in unfilledtimeout setting. Note: If you set unfilledtimeout.unit to "seconds", "internals.process_throttle_secs" must be inferior or equal to timeout [Strategy Override](#parameters-in-the-strategy). <br> *Defaults to `minutes`.* <br> **Datatype:** String
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@ -494,10 +496,10 @@ creating trades on the exchange.
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```json
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"exchange": {
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"name": "bittrex",
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"key": "key",
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"secret": "secret",
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...
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"name": "bittrex",
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"key": "key",
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"secret": "secret",
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...
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}
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```
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@ -1,6 +1,6 @@
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# Exchange-specific Notes
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This page combines common gotchas and informations which are exchange-specific and most likely don't apply to other exchanges.
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This page combines common gotchas and Information which are exchange-specific and most likely don't apply to other exchanges.
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## Exchange configuration
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@ -1,21 +1,85 @@
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# Leverage
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!!! Warning "Beta feature"
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This feature is still in it's testing phase. Should you notice something you think is wrong please let us know via Discord or via Github Issue.
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!!! Note "Multiple bots on one account"
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You can't run 2 bots on the same account with leverage. For leveraged / margin trading, freqtrade assumes it's the only user of the account, and all liquidation levels are calculated based on this assumption.
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!!! Danger "Trading with leverage is very risky"
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Do not trade with a leverage > 1 using a strategy that hasn't shown positive results in a live run using the spot market. Check the stoploss of your strategy. With a leverage of 2, a stoploss of 0.5 would be too low, and these trades would be liquidated before reaching that stoploss.
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We do not assume any responsibility for eventual losses that occur from using this software or this mode.
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Please only use advanced trading modes when you know how freqtrade (and your strategy) works.
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Also, never risk more than what you can afford to lose.
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## Understand `trading_mode`
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The possible values are: `spot` (default), `margin`(*coming soon*) or `futures`.
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### Spot
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Regular trading mode (low risk)
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- Long trades only (No short trades).
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- No leverage.
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- No Liquidation.
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- Profits gained/lost are equal to the change in value of the assets (minus trading fees).
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### Leverage trading modes
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# TODO-lev: include a resource to help calculate stoplosses that are above the liquidation price
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With leverage, a trader borrows capital from the exchange. The capital must be repayed fully to the exchange(potentially with interest), and the trader keeps any profits, or pays any losses, from any trades made using the borrowed capital.
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Because the capital must always be repayed, exchanges will **liquidate** a trade (forcefully sell the traders assets) made using borrowed capital when the total value of assets in a leverage account drops to a certain point(a point where the total value of losses is less than the value of the collateral that the trader actually owns in the leverage account), in order to ensure that the trader has enough capital to pay back the borrowed assets to the exchange. The exchange will also charge a **liquidation fee**, adding to the traders losses. For this reason, **DO NOT TRADE WITH LEVERAGE IF YOU DON'T KNOW EXACTLY WHAT YOUR DOING. LEVERAGE TRADING IS HIGH RISK, AND CAN RESULT IN THE VALUE OF YOUR ASSETS DROPPING TO 0 VERY QUICKLY, WITH NO CHANCE OF INCREASING IN VALUE AGAIN**
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#### MARGIN
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*Currently unavailable*
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Trading occurs on the spot market, but the exchange lends currency to you in an amount equal to the chosen leverage. You pay the amount lent to you back to the exchange with interest, and your profits/losses are multiplied by the leverage specified
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#### FUTURES
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Perpetual swaps (also known as Perpetual Futures) are contracts traded at a price that is closely tied to the underlying asset they are based off of(ex. ). You are not trading the actual asset but instead are trading a derivative contract. Perpetual swap contracts can last indefinately, in contrast to futures or option contracts.
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In addition to the gains/losses from the change in price of the contract, traders also exchange funding fees, which are gains/losses worth an amount that is derived from the difference in price between the contract and the underlying asset. The difference in price between a contract and the underlying asset varies between exchanges.
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In addition to the gains/losses from the change in price of the futures contract, traders also exchange funding fees, which are gains/losses worth an amount that is derived from the difference in price between the futures contract and the underlying asset. The difference in price between a futures contract and the underlying asset varies between exchanges.
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``` json
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"trading_mode": "futures"
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```
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### Collateral
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The possible values are: `isolated`, or `cross`(*currently unavailable*)
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#### ISOLATED
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Each market(trading pair), keeps collateral in a separate account
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``` json
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"collateral": "isolated"
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```
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#### CROSS
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*currently unavailable*
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One account is used to share collateral between markets (trading pairs). Margin is taken from total account balance to avoid liquidation when needed.
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``` json
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"collateral": "cross"
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```
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### Developer
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#### Margin mode
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For shorts, the currency which pays the interest fee for the `borrowed` currency is purchased at the same time of the closing trade (This means that the amount purchased in short closing trades is greater than the amount sold in short opening trades).
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For longs, the currency which pays the interest fee for the `borrowed` will already be owned by the user and does not need to be purchased. The interest is subtracted from the close_value of the trade.
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For longs, the currency which pays the interest fee for the `borrowed` will already be owned by the user and does not need to be purchased. The interest is subtracted from the `close_value` of the trade.
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## Binance margin trading interest formula
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All Fees are included in `current_profit` calculations during the trade.
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I (interest) = P (borrowed money) * R (daily_interest/24) * ceiling(T) (in hours)
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[source](https://www.binance.com/en/support/faq/360030157812)
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#### FUTURES MODE
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## Kraken margin trading interest formula
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Opening fee = P (borrowed money) * R (quat_hourly_interest)
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Rollover fee = P (borrowed money) * R (quat_hourly_interest) * ceiling(T/4) (in hours)
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I (interest) = Opening fee + Rollover fee
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[source](https://support.kraken.com/hc/en-us/articles/206161568-What-are-the-fees-for-margin-trading-)
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# TODO-lev: Mention that says you can't run 2 bots on the same account with leverage,
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#TODO-lev: Create a huge risk disclaimer
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Funding fees are either added or subtracted from the total amount of a trade
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