Merge branch 'develop' into feat/kevinjulian/add-buy-signal-name

This commit is contained in:
Kevin Julian
2021-07-20 19:19:46 +07:00
committed by GitHub
100 changed files with 2487 additions and 635 deletions

View File

@@ -55,7 +55,7 @@ class AwesomeStrategy(IStrategy):
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
# Obtain last available candle. Do not use current_time to look up latest candle, because
# current_time points to curret incomplete candle whose data is not available.
# current_time points to current incomplete candle whose data is not available.
last_candle = dataframe.iloc[-1].squeeze()
# <...>
@@ -83,7 +83,7 @@ It is possible to define custom sell signals, indicating that specified position
For example you could implement a 1:2 risk-reward ROI with `custom_sell()`.
Using custom_sell() signals in place of stoplosses though *is not recommended*. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange.
Using custom_sell() signals in place of stoploss though *is not recommended*. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange.
!!! Note
Returning a `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set already, or if sell signals are disabled (`use_sell_signal=False` or `sell_profit_only=True` while profit is below `sell_profit_offset`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters.
@@ -269,7 +269,7 @@ class AwesomeStrategy(IStrategy):
current_rate: float, current_profit: float, **kwargs) -> float:
if current_profit < 0.04:
return -1 # return a value bigger than the inital stoploss to keep using the inital stoploss
return -1 # return a value bigger than the initial stoploss to keep using the initial stoploss
# After reaching the desired offset, allow the stoploss to trail by half the profit
desired_stoploss = current_profit / 2
@@ -547,6 +547,39 @@ class AwesomeStrategy(IStrategy):
```
### Stake size management
It is possible to manage your risk by reducing or increasing stake amount when placing a new trade.
```python
class AwesomeStrategy(IStrategy):
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
proposed_stake: float, min_stake: float, max_stake: float,
**kwargs) -> float:
dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
current_candle = dataframe.iloc[-1].squeeze()
if current_candle['fastk_rsi_1h'] > current_candle['fastd_rsi_1h']:
if self.config['stake_amount'] == 'unlimited':
# Use entire available wallet during favorable conditions when in compounding mode.
return max_stake
else:
# Compound profits during favorable conditions instead of using a static stake.
return self.wallets.get_total_stake_amount() / self.config['max_open_trades']
# Use default stake amount.
return proposed_stake
```
Freqtrade will fall back to the `proposed_stake` value should your code raise an exception. The exception itself will be logged.
!!! Tip
You do not _have_ to ensure that `min_stake <= returned_value <= max_stake`. Trades will succeed as the returned value will be clamped to supported range and this acton will be logged.
!!! Tip
Returning `0` or `None` will prevent trades from being placed.
---
## Derived strategies