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added support for the adjusteable stop loss, if we made profit. Implementation based on the cocnept: use positive stop loss, if made profit is > 0

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Gert Wohlgemuth 2018-05-13 15:17:50 -07:00
parent 5cf72b5d5f
commit f8da1bf5a6
3 changed files with 17 additions and 4 deletions
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4
config.json.example
View File

@ -4,7 +4,9 @@
"stake_amount": 0.05, "stake_amount": 0.05,
"fiat_display_currency": "USD", "fiat_display_currency": "USD",
"dry_run": false, "dry_run": false,
"trailing_stop": false, "trailing_stop": {
"positive" : 0.01
},
"unfilledtimeout": 600, "unfilledtimeout": 600,
"bid_strategy": { "bid_strategy": {
"ask_last_balance": 0.0 "ask_last_balance": 0.0

15
freqtrade/analyze.py
View File

@ -203,7 +203,6 @@ class Analyze(object):
# evaluate if the stoploss was hit # evaluate if the stoploss was hit
if self.strategy.stoploss is not None and trade.stop_loss >= current_rate: if self.strategy.stoploss is not None and trade.stop_loss >= current_rate:
# just for debugging
if 'trailing_stop' in self.config and self.config['trailing_stop']: if 'trailing_stop' in self.config and self.config['trailing_stop']:
logger.warning( logger.warning(
"HIT STOP: current price at {:.6f}, stop loss is {:.6f}, " "HIT STOP: current price at {:.6f}, stop loss is {:.6f}, "
@ -216,7 +215,19 @@ class Analyze(object):
# update the stop loss afterwards, after all by definition it's supposed to be hanging # update the stop loss afterwards, after all by definition it's supposed to be hanging
if 'trailing_stop' in self.config and self.config['trailing_stop']: if 'trailing_stop' in self.config and self.config['trailing_stop']:
trade.adjust_stop_loss(current_rate, self.strategy.stoploss)
# check if we have a special stop loss for positive condition
# and if profit is positive
stop_loss_value = self.strategy.stoploss
if isinstance(self.config['trailing_stop'], dict) and \
'positive' in self.config['trailing_stop'] and \
current_profit > 0:
print("using positive stop loss mode: {} since we have profit {}".format(
self.config['trailing_stop']['positive'], current_profit))
stop_loss_value = self.config['trailing_stop']['positive']
trade.adjust_stop_loss(current_rate, stop_loss_value)
# Check if time matches and current rate is above threshold # Check if time matches and current rate is above threshold
time_diff = (current_time.timestamp() - trade.open_date.timestamp()) / 60 time_diff = (current_time.timestamp() - trade.open_date.timestamp()) / 60

2
freqtrade/persistence.py
View File

@ -141,7 +141,7 @@ class Trade(_DECL_BASE):
else: else:
logger.debug("keeping current stop loss") logger.debug("keeping current stop loss")
print( logger.debug(
"{} - current price {:.8f}, bought at {:.8f} and calculated " "{} - current price {:.8f}, bought at {:.8f} and calculated "
"stop loss is at: {:.8f} initial stop at {:.8f}. trailing stop loss saved us: {:.8f} " "stop loss is at: {:.8f} initial stop at {:.8f}. trailing stop loss saved us: {:.8f} "
"and max observed rate was {:.8f}".format( "and max observed rate was {:.8f}".format(