167 lines
6.9 KiB
Markdown
167 lines
6.9 KiB
Markdown
## Protections
|
|
|
|
!!! Warning "Beta feature"
|
|
This feature is still in it's testing phase. Should you notice something you think is wrong please let us know via Discord, Slack or via Issue.
|
|
|
|
Protections will protect your strategy from unexpected events and market conditions by temporarily stop trading for either one pair, or for all pairs.
|
|
All protection end times are rounded up to the next candle to avoid sudden, unexpected intra-candle buys.
|
|
|
|
!!! Note
|
|
Not all Protections will work for all strategies, and parameters will need to be tuned for your strategy.
|
|
|
|
!!! Tip
|
|
Each Protection can be configured multiple times with different parameters, to allow different levels of protection (short-term / long-term).
|
|
|
|
### Available Protections
|
|
|
|
* [`StoplossGuard`](#stoploss-guard) Stop trading if a certain amount of stoploss occurred within a certain time window.
|
|
* [`MaxDrawdown`](#maxdrawdown) Stop trading if max-drawdown is reached.
|
|
* [`LowProfitPairs`](#low-profit-pairs) Lock pairs with low profits
|
|
* [`CooldownPeriod`](#cooldown-period) Don't enter a trade right after selling a trade.
|
|
|
|
### Common settings to all Protections
|
|
|
|
| Parameter| Description |
|
|
|------------|-------------|
|
|
| method | Protection name to use. <br> **Datatype:** String, selected from [available Protections](#available-protections)
|
|
| stop_duration_candles | For how many candles should the lock be set? <br> **Datatype:** Positive integer (in candles)
|
|
| stop_duration | how many minutes should protections be locked. <br>Cannot be used together with `stop_duration_candles`. <br> **Datatype:** Float (in minutes)
|
|
| `lookback_period_candles` | Only trades that completed within the last `lookback_period_candles` candles will be considered. This setting may be ignored by some Protections. <br> **Datatype:** Positive integer (in candles).
|
|
| lookback_period | Only trades that completed after `current_time - lookback_period` will be considered. <br>Cannot be used together with `lookback_period_candles`. <br>This setting may be ignored by some Protections. <br> **Datatype:** Float (in minutes)
|
|
| trade_limit | Number of trades required at minimum (not used by all Protections). <br> **Datatype:** Positive integer
|
|
|
|
!!! Note "Durations"
|
|
Durations (`stop_duration*` and `lookback_period*` can be defined in either minutes or candles).
|
|
For more flexibility when testing different timeframes, all below examples will use the "candle" definition.
|
|
|
|
#### Stoploss Guard
|
|
|
|
`StoplossGuard` selects all trades within `lookback_period`, and determines if the amount of trades that resulted in stoploss are above `trade_limit` - in which case trading will stop for `stop_duration`.
|
|
This applies across all pairs, unless `only_per_pair` is set to true, which will then only look at one pair at a time.
|
|
|
|
The below example stops trading for all pairs for 4 candles after the last trade if the bot hit stoploss 4 times within the last 24 candles.
|
|
|
|
```json
|
|
"protections": [
|
|
{
|
|
"method": "StoplossGuard",
|
|
"lookback_period_candles": 24,
|
|
"trade_limit": 4,
|
|
"stop_duration_candles": 4,
|
|
"only_per_pair": false
|
|
}
|
|
],
|
|
```
|
|
|
|
!!! Note
|
|
`StoplossGuard` considers all trades with the results `"stop_loss"` and `"trailing_stop_loss"` if the resulting profit was negative.
|
|
`trade_limit` and `lookback_period` will need to be tuned for your strategy.
|
|
|
|
#### MaxDrawdown
|
|
|
|
`MaxDrawdown` uses all trades within `lookback_period` (in minutes) to determine the maximum drawdown. If the drawdown is below `max_allowed_drawdown`, trading will stop for `stop_duration` (in minutes) after the last trade - assuming that the bot needs some time to let markets recover.
|
|
|
|
The below sample stops trading for 12 candles if max-drawdown is > 20% considering all trades within the last 48 candles.
|
|
|
|
```json
|
|
"protections": [
|
|
{
|
|
"method": "MaxDrawdown",
|
|
"lookback_period_candles": 48,
|
|
"trade_limit": 20,
|
|
"stop_duration_candles": 12,
|
|
"max_allowed_drawdown": 0.2
|
|
},
|
|
],
|
|
|
|
```
|
|
|
|
#### Low Profit Pairs
|
|
|
|
`LowProfitPairs` uses all trades for a pair within `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).
|
|
|
|
The below example will stop trading a pair for 60 minutes if the pair does not have a required profit of 2% (and a minimum of 2 trades) within the last 6 candles.
|
|
|
|
```json
|
|
"protections": [
|
|
{
|
|
"method": "LowProfitPairs",
|
|
"lookback_period_candles": 6,
|
|
"trade_limit": 2,
|
|
"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.
|
|
|
|
The below example will stop trading a pair for 2 candles after closing a trade, allowing this pair to "cool down".
|
|
|
|
```json
|
|
"protections": [
|
|
{
|
|
"method": "CooldownPeriod",
|
|
"stop_duration_candle": 2
|
|
}
|
|
],
|
|
```
|
|
|
|
!!! Note
|
|
This Protection applies only at pair-level, and will never lock all pairs globally.
|
|
This Protection does not consider `lookback_period` as it only looks at the latest trade.
|
|
|
|
### 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 assumes a timeframe of 1 hour:
|
|
|
|
* Locks each pair after selling for an additional 5 candles (`CooldownPeriod`), giving other pairs a chance to get filled.
|
|
* Stops trading for 4 hours (`4 * 1h candles`) if the last 2 days (`48 * 1h candles`) had 20 trades, which caused a max-drawdown of more than 20%. (`MaxDrawdown`).
|
|
* Stops trading if more than 4 stoploss occur for all pairs within a 1 day (`24 * 1h candles`) limit (`StoplossGuard`).
|
|
* Locks all pairs that had 4 Trades within the last 6 hours (`6 * 1h candles`) with a combined profit ratio of below 0.02 (<2%) (`LowProfitPairs`).
|
|
* Locks all pairs for 2 candles that had a profit of below 0.01 (<1%) within the last 24h (`24 * 1h candles`), a minimum of 4 trades.
|
|
|
|
```json
|
|
"timeframe": "1h",
|
|
"protections": [
|
|
{
|
|
"method": "CooldownPeriod",
|
|
"stop_duration_candles": 5
|
|
},
|
|
{
|
|
"method": "MaxDrawdown",
|
|
"lookback_period_candles": 48,
|
|
"trade_limit": 20,
|
|
"stop_duration_candles": 4,
|
|
"max_allowed_drawdown": 0.2
|
|
},
|
|
{
|
|
"method": "StoplossGuard",
|
|
"lookback_period_candles": 24,
|
|
"trade_limit": 4,
|
|
"stop_duration_candles": 2,
|
|
"only_per_pair": false
|
|
},
|
|
{
|
|
"method": "LowProfitPairs",
|
|
"lookback_period_candles": 6,
|
|
"trade_limit": 2,
|
|
"stop_duration_candles": 60,
|
|
"required_profit": 0.02
|
|
},
|
|
{
|
|
"method": "LowProfitPairs",
|
|
"lookback_period_candles": 24,
|
|
"trade_limit": 4,
|
|
"stop_duration_candles": 2,
|
|
"required_profit": 0.01
|
|
}
|
|
],
|
|
```
|