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Call custom_exit also when the trade is not in profit and exit_profit_only is set.

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This commit is contained in:
Matthias 2022-04-09 16:50:38 +02:00
parent 81b41183a5
commit ef18d09161
3 changed files with 11 additions and 6 deletions
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3
docs/strategy-callbacks.md
View File

@ -91,7 +91,8 @@ For example you could implement a 1:2 risk-reward ROI with `custom_exit()`.
Using custom_exit() 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 (none-empty) `string` or `True` from this method is equal to setting exit signal on a candle at specified time. This method is not called when exit signal is set already, or if exit signals are disabled (`use_exit_signal=False` or `exit_profit_only=True` while profit is below `exit_profit_offset`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters.
Returning a (none-empty) `string` or `True` from this method is equal to setting exit signal on a candle at specified time. This method is not called when exit signal is set already, or if exit signals are disabled (`use_exit_signal=False`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters.
`custom_exit()` will ignore `exit_profit_only`, and will always be called unless `use_exit_signal=False` or if there is an enter signal.
An example of how we can use different indicators depending on the current profit and also exit trades that were open longer than one day:

3
docs/strategy_migration.md
View File

@ -145,6 +145,9 @@ Please refer to the [Strategy documentation](strategy-customization.md#exit-sign
### `custom_sell`
`custom_sell` has been renamed to `custom_exit`.
It's now also being called for every iteration, independent of current profit and `exit_profit_only` settings.
``` python hl_lines="2"
class AwesomeStrategy(IStrategy):
def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,

11
freqtrade/strategy/interface.py
View File

@ -881,10 +881,7 @@ class IStrategy(ABC, HyperStrategyMixin):
current_rate = rate
current_profit = trade.calc_profit_ratio(current_rate)
if (self.exit_profit_only and current_profit <= self.exit_profit_offset):
# exit_profit_only and profit doesn't reach the offset - ignore sell signal
pass
elif self.use_exit_signal and not enter:
if self.use_exit_signal and not enter:
if exit_:
exit_signal = ExitType.EXIT_SIGNAL
else:
@ -902,7 +899,11 @@ class IStrategy(ABC, HyperStrategyMixin):
custom_reason = custom_reason[:CUSTOM_EXIT_MAX_LENGTH]
else:
custom_reason = None
if exit_signal in (ExitType.CUSTOM_EXIT, ExitType.EXIT_SIGNAL):
if (
exit_signal == ExitType.CUSTOM_EXIT
or (exit_signal == ExitType.EXIT_SIGNAL
and (not self.exit_profit_only or current_profit > self.exit_profit_offset))
):
logger.debug(f"{trade.pair} - Sell signal received. "
f"exit_type=ExitType.{exit_signal.name}" +
(f", custom_reason={custom_reason}" if custom_reason else ""))