stable/docs/includes/protections.md

Protections

Protections will protect your strategy from unexpected events and market conditions.

Available Protection Handlers

• StoplossGuard (default, if not configured differently)

Stoploss Guard

StoplossGuard selects all trades within a lookback_period (in minutes), and determines if the amount of trades that resulted in stoploss are above trade_limit - in which case trading will stop for stop_duration.

"protections": [{
        "method": "StoplossGuard",
        "lookback_period": 60,
        "trade_limit": 4,
        "stop_duration": 60
}],

!!! Note StoplossGuard considers all trades with the results "stop_loss" and "trailing_stop_loss" if the result was negative.

Low Profit Pairs

LowProfitpairs uses all trades for a pair within a lookback_period (in minutes) to determine the overall profit ratio. If that ratio is below required_profit, that pair will be locked for stop_duration (in minutes).

"protections": [
    {
        "method": "LowProfitpairs",
        "lookback_period": 60,
        "trade_limit": 4,
        "stop_duration": 60,
        "required_profit": 0.02
    }
],

Cooldown Period

CooldownPeriod locks a pair for stop_duration (in minutes) after selling, avoiding a re-entry for this pair for stop_duration minutes.

"protections": [
    {
        "method": "CooldownPeriod",
        "stop_duration": 60
    }
],

!!! Note: This Protection applies only at pair-level, and will never lock all pairs globally.

Full example of Protections

All protections can be combined at will, also with different parameters, creating a increasing wall for under-performing pairs. All protections are evaluated in the sequence they are defined.

The below example:

• stops trading if more than 4 stoploss occur for all pairs within a 1 hour (60 minute) limit (StoplossGuard).
• Locks each pair after selling for an additional 10 minutes (CooldownPeriod), giving other pairs a chance to get filled.
• Locks all pairs that had 4 Trades within the last 6 hours with a combined profit ratio of below 0.02 (<2%). (LowProfitpairs)
• Locks all pairs for 120 minutes that had a profit of below 0.01 (<1%) within the last 24h (60 * 24 = 1440), a minimum of 7 trades

"protections": [
    {
        "method": "CooldownPeriod",
        "stop_duration": 10
    },
    {
        "method": "StoplossGuard",
        "lookback_period": 60,
        "trade_limit": 4,
        "stop_duration": 60
    },
    {
        "method": "LowProfitpairs",
        "lookback_period": 360,
        "trade_limit": 4,
        "stop_duration": 60,
        "required_profit": 0.02
    },
        {
        "method": "LowProfitpairs",
        "lookback_period": 1440,
        "trade_limit": 7,
        "stop_duration": 120,
        "required_profit": 0.01
    }
    ],