add feature custom entry price for live

This commit is contained in:
axel
2021-07-31 00:05:45 -04:00
parent dfc17f2bd1
commit f11f5d17e9
9 changed files with 222 additions and 1 deletions

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@@ -357,6 +357,33 @@ See [Dataframe access](#dataframe-access) for more information about dataframe u
---
## Custom order entry price rules
By default, freqtrade use the orderbook to automatically set an order price, you also have the option to create custom order prices based on your strategy.
You can use this feature by setting the `use_custom_entry_price` option to `true` in config and creating a custom_entry_price function.
### Custom order entry price exemple
``` python
from datetime import datetime, timedelta, timezone
from freqtrade.persistence import Trade
class AwesomeStrategy(IStrategy):
# ... populate_* methods
def custom_entry_price(self, pair: str, current_time: datetime,
current_rate, **kwargs) -> float:
dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
timeframe=self.timeframe)
entryprice = dataframe['bollinger_10_lowerband'].iat[-1]
return entryprice
```
## Custom order timeout rules
Simple, time-based order-timeouts can be configured either via strategy or in the configuration in the `unfilledtimeout` section.
@@ -366,7 +393,7 @@ However, freqtrade also offers a custom callback for both order types, which all
!!! Note
Unfilled order timeouts are not relevant during backtesting or hyperopt, and are only relevant during real (live) trading. Therefore these methods are only called in these circumstances.
### Custom order timeout example
## Custom order timeout example
A simple example, which applies different unfilled-timeouts depending on the price of the asset can be seen below.
It applies a tight timeout for higher priced assets, while allowing more time to fill on cheap coins.