stable/docs/includes/protections.md

Protections

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

!!! 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 Protection Handlers

• StoplossGuard Stop trading if a certain amount of stoploss occurred within a certain time window.
• LowProfitPairs Lock pairs with low profits
• CooldownPeriod Don't enter a trade right after selling a trade.

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. trade_limit and lookback_period will need to be tuned for your strategy.

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
    }
    ],