lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-15 20:53:58 +00:00
Code Issues Actions 1 Packages Projects Releases Wiki Activity
2c28c8126b
freqtrade_origin/en/2021.10/includes/protections/index.html

1210 lines
34 KiB
HTML
Raw Normal View History

Deployed dadf015c2 to 2021.10 in en with MkDocs 1.2.3 and mike 2.1.3
2024-08-20 18:00:55 +00:00
<!doctype html>
<html lang="en" class="no-js">
<head>
<meta charset="utf-8">
<meta name="viewport" content="width=device-width,initial-scale=1">
<link rel="canonical" href="https://www.freqtrade.io/2021.10/includes/protections/">
<link rel="icon" href="../../images/logo.png">
<meta name="generator" content="mkdocs-1.2.3, mkdocs-material-7.3.4">
<title>Protections - Freqtrade</title>
<link rel="stylesheet" href="../../assets/stylesheets/main.db9e7362.min.css">
<link rel="stylesheet" href="../../assets/stylesheets/palette.3f5d1f46.min.css">
<link rel="preconnect" href="https://fonts.gstatic.com" crossorigin>
<link rel="stylesheet" href="https://fonts.googleapis.com/css?family=Roboto:300,400,400i,700%7CRoboto+Mono&display=fallback">
<style>:root{--md-text-font-family:"Roboto";--md-code-font-family:"Roboto Mono"}</style>
<link rel="stylesheet" href="../../stylesheets/ft.extra.css">
</head>
<body dir="ltr" data-md-color-scheme="default" data-md-color-primary="blue-grey" data-md-color-accent="tear">
<script>function __prefix(e){return new URL("../..",location).pathname+"."+e}function __get(e,t=localStorage){return JSON.parse(t.getItem(__prefix(e)))}</script>
<script>var palette=__get("__palette");if(null!==palette&&"object"==typeof palette.color)for(var key in palette.color)document.body.setAttribute("data-md-color-"+key,palette.color[key])</script>
<input class="md-toggle" data-md-toggle="drawer" type="checkbox" id="__drawer" autocomplete="off">
<input class="md-toggle" data-md-toggle="search" type="checkbox" id="__search" autocomplete="off">
<label class="md-overlay" for="__drawer"></label>
<div data-md-component="skip">
<a href="#protections" class="md-skip">
Skip to content
</a>
</div>
<div data-md-component="announce">
</div>
<header class="md-header" data-md-component="header">
<nav class="md-header__inner md-grid" aria-label="Header">
<a href="../.." title="Freqtrade" class="md-header__button md-logo" aria-label="Freqtrade" data-md-component="logo">
<img src="../../images/logo.png" alt="logo">
</a>
<label class="md-header__button md-icon" for="__drawer">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M3 6h18v2H3V6m0 5h18v2H3v-2m0 5h18v2H3v-2z"/></svg>
</label>
<div class="md-header__title" data-md-component="header-title">
<div class="md-header__ellipsis">
<div class="md-header__topic">
<span class="md-ellipsis">
Freqtrade
</span>
</div>
<div class="md-header__topic" data-md-component="header-topic">
<span class="md-ellipsis">
Protections
</span>
</div>
</div>
</div>
<form class="md-header__option" data-md-component="palette">
<input class="md-option" data-md-color-media="" data-md-color-scheme="default" data-md-color-primary="blue-grey" data-md-color-accent="tear" aria-label="Switch to dark mode" type="radio" name="__palette" id="__palette_1">
<label class="md-header__button md-icon" title="Switch to dark mode" for="__palette_2" hidden>
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M17 6H7c-3.31 0-6 2.69-6 6s2.69 6 6 6h10c3.31 0 6-2.69 6-6s-2.69-6-6-6zm0 10H7c-2.21 0-4-1.79-4-4s1.79-4 4-4h10c2.21 0 4 1.79 4 4s-1.79 4-4 4zM7 9c-1.66 0-3 1.34-3 3s1.34 3 3 3 3-1.34 3-3-1.34-3-3-3z"/></svg>
</label>
<input class="md-option" data-md-color-media="" data-md-color-scheme="slate" data-md-color-primary="blue-grey" data-md-color-accent="tear" aria-label="Switch to light mode" type="radio" name="__palette" id="__palette_2">
<label class="md-header__button md-icon" title="Switch to light mode" for="__palette_1" hidden>
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M17 7H7a5 5 0 0 0-5 5 5 5 0 0 0 5 5h10a5 5 0 0 0 5-5 5 5 0 0 0-5-5m0 8a3 3 0 0 1-3-3 3 3 0 0 1 3-3 3 3 0 0 1 3 3 3 3 0 0 1-3 3z"/></svg>
</label>
</form>
<label class="md-header__button md-icon" for="__search">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.516 6.516 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5z"/></svg>
</label>
<div class="md-search" data-md-component="search" role="dialog">
<label class="md-search__overlay" for="__search"></label>
<div class="md-search__inner" role="search">
<form class="md-search__form" name="search">
<input type="text" class="md-search__input" name="query" aria-label="Search" placeholder="Search" autocapitalize="off" autocorrect="off" autocomplete="off" spellcheck="false" data-md-component="search-query" required>
<label class="md-search__icon md-icon" for="__search">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.516 6.516 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5z"/></svg>
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M20 11v2H8l5.5 5.5-1.42 1.42L4.16 12l7.92-7.92L13.5 5.5 8 11h12z"/></svg>
</label>
<nav class="md-search__options" aria-label="Search">
<button type="reset" class="md-search__icon md-icon" aria-label="Clear" tabindex="-1">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M19 6.41 17.59 5 12 10.59 6.41 5 5 6.41 10.59 12 5 17.59 6.41 19 12 13.41 17.59 19 19 17.59 13.41 12 19 6.41z"/></svg>
</button>
</nav>
</form>
<div class="md-search__output">
<div class="md-search__scrollwrap" data-md-scrollfix>
<div class="md-search-result" data-md-component="search-result">
<div class="md-search-result__meta">
Initializing search
</div>
<ol class="md-search-result__list"></ol>
</div>
</div>
</div>
</div>
</div>
<div class="md-header__source">
<a href="https://github.com/freqtrade/freqtrade/" title="Go to repository" class="md-source" data-md-component="source">
<div class="md-source__icon md-icon">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 448 512"><path d="M439.55 236.05 244 40.45a28.87 28.87 0 0 0-40.81 0l-40.66 40.63 51.52 51.52c27.06-9.14 52.68 16.77 43.39 43.68l49.66 49.66c34.23-11.8 61.18 31 35.47 56.69-26.49 26.49-70.21-2.87-56-37.34L240.22 199v121.85c25.3 12.54 22.26 41.85 9.08 55a34.34 34.34 0 0 1-48.55 0c-17.57-17.6-11.07-46.91 11.25-56v-123c-20.8-8.51-24.6-30.74-18.64-45L142.57 101 8.45 235.14a28.86 28.86 0 0 0 0 40.81l195.61 195.6a28.86 28.86 0 0 0 40.8 0l194.69-194.69a28.86 28.86 0 0 0 0-40.81z"/></svg>
</div>
<div class="md-source__repository">
GitHub
</div>
</a>
</div>
</nav>
</header>
<div class="md-container" data-md-component="container">
<main class="md-main" data-md-component="main">
<div class="md-main__inner md-grid">
<!-- Main navigation -->
<div class="md-sidebar md-sidebar--primary" data-md-component="sidebar" data-md-type="navigation" >
<div class="md-sidebar__scrollwrap">
<div id="widget-wrapper">
</div>
<div class="md-sidebar__inner">
<nav class="md-nav md-nav--primary" aria-label="Navigation" data-md-level="0">
<label class="md-nav__title" for="__drawer">
<a href="../.." title="Freqtrade" class="md-nav__button md-logo" aria-label="Freqtrade" data-md-component="logo">
<img src="../../images/logo.png" alt="logo">
</a>
Freqtrade
</label>
<div class="md-nav__source">
<a href="https://github.com/freqtrade/freqtrade/" title="Go to repository" class="md-source" data-md-component="source">
<div class="md-source__icon md-icon">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 448 512"><path d="M439.55 236.05 244 40.45a28.87 28.87 0 0 0-40.81 0l-40.66 40.63 51.52 51.52c27.06-9.14 52.68 16.77 43.39 43.68l49.66 49.66c34.23-11.8 61.18 31 35.47 56.69-26.49 26.49-70.21-2.87-56-37.34L240.22 199v121.85c25.3 12.54 22.26 41.85 9.08 55a34.34 34.34 0 0 1-48.55 0c-17.57-17.6-11.07-46.91 11.25-56v-123c-20.8-8.51-24.6-30.74-18.64-45L142.57 101 8.45 235.14a28.86 28.86 0 0 0 0 40.81l195.61 195.6a28.86 28.86 0 0 0 40.8 0l194.69-194.69a28.86 28.86 0 0 0 0-40.81z"/></svg>
</div>
<div class="md-source__repository">
GitHub
</div>
</a>
</div>
<ul class="md-nav__list" data-md-scrollfix>
<li class="md-nav__item">
<a href="../.." class="md-nav__link">
Home
</a>
</li>
<li class="md-nav__item">
<a href="../../docker_quickstart/" class="md-nav__link">
Quickstart with Docker
</a>
</li>
<li class="md-nav__item md-nav__item--nested">
<input class="md-nav__toggle md-toggle" data-md-toggle="__nav_3" type="checkbox" id="__nav_3" >
<label class="md-nav__link" for="__nav_3">
Installation
<span class="md-nav__icon md-icon"></span>
</label>
<nav class="md-nav" aria-label="Installation" data-md-level="1">
<label class="md-nav__title" for="__nav_3">
<span class="md-nav__icon md-icon"></span>
Installation
</label>
<ul class="md-nav__list" data-md-scrollfix>
<li class="md-nav__item">
<a href="../../installation/" class="md-nav__link">
Linux/MacOS/Raspberry
</a>
</li>
<li class="md-nav__item">
<a href="../../windows_installation/" class="md-nav__link">
Windows
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="../../bot-basics/" class="md-nav__link">
Freqtrade Basics
</a>
</li>
<li class="md-nav__item">
<a href="../../configuration/" class="md-nav__link">
Configuration
</a>
</li>
<li class="md-nav__item">
<a href="../../strategy-customization/" class="md-nav__link">
Strategy Customization
</a>
</li>
<li class="md-nav__item">
<a href="../../plugins/" class="md-nav__link">
Plugins
</a>
</li>
<li class="md-nav__item">
<a href="../../stoploss/" class="md-nav__link">
Stoploss
</a>
</li>
<li class="md-nav__item">
<a href="../../bot-usage/" class="md-nav__link">
Start the bot
</a>
</li>
<li class="md-nav__item md-nav__item--nested">
<input class="md-nav__toggle md-toggle" data-md-toggle="__nav_10" type="checkbox" id="__nav_10" >
<label class="md-nav__link" for="__nav_10">
Control the bot
<span class="md-nav__icon md-icon"></span>
</label>
<nav class="md-nav" aria-label="Control the bot" data-md-level="1">
<label class="md-nav__title" for="__nav_10">
<span class="md-nav__icon md-icon"></span>
Control the bot
</label>
<ul class="md-nav__list" data-md-scrollfix>
<li class="md-nav__item">
<a href="../../telegram-usage/" class="md-nav__link">
Telegram
</a>
</li>
<li class="md-nav__item">
<a href="../../rest-api/" class="md-nav__link">
REST API & FreqUI
</a>
</li>
<li class="md-nav__item">
<a href="../../webhook-config/" class="md-nav__link">
Web Hook
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="../../data-download/" class="md-nav__link">
Data Downloading
</a>
</li>
<li class="md-nav__item">
<a href="../../backtesting/" class="md-nav__link">
Backtesting
</a>
</li>
<li class="md-nav__item">
<a href="../../hyperopt/" class="md-nav__link">
Hyperopt
</a>
</li>
<li class="md-nav__item">
<a href="../../utils/" class="md-nav__link">
Utility Sub-commands
</a>
</li>
<li class="md-nav__item">
<a href="../../plotting/" class="md-nav__link">
Plotting
</a>
</li>
<li class="md-nav__item">
<a href="../../exchanges/" class="md-nav__link">
Exchange-specific Notes
</a>
</li>
<li class="md-nav__item md-nav__item--nested">
<input class="md-nav__toggle md-toggle" data-md-toggle="__nav_17" type="checkbox" id="__nav_17" >
<label class="md-nav__link" for="__nav_17">
Data Analysis
<span class="md-nav__icon md-icon"></span>
</label>
<nav class="md-nav" aria-label="Data Analysis" data-md-level="1">
<label class="md-nav__title" for="__nav_17">
<span class="md-nav__icon md-icon"></span>
Data Analysis
</label>
<ul class="md-nav__list" data-md-scrollfix>
<li class="md-nav__item">
<a href="../../data-analysis/" class="md-nav__link">
Jupyter Notebooks
</a>
</li>
<li class="md-nav__item">
<a href="../../strategy_analysis_example/" class="md-nav__link">
Strategy analysis
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item md-nav__item--nested">
<input class="md-nav__toggle md-toggle" data-md-toggle="__nav_18" type="checkbox" id="__nav_18" >
<label class="md-nav__link" for="__nav_18">
Advanced Topics
<span class="md-nav__icon md-icon"></span>
</label>
<nav class="md-nav" aria-label="Advanced Topics" data-md-level="1">
<label class="md-nav__title" for="__nav_18">
<span class="md-nav__icon md-icon"></span>
Advanced Topics
</label>
<ul class="md-nav__list" data-md-scrollfix>
<li class="md-nav__item">
<a href="../../advanced-setup/" class="md-nav__link">
Advanced Post-installation Tasks
</a>
</li>
<li class="md-nav__item">
<a href="../../edge/" class="md-nav__link">
Edge Positioning
</a>
</li>
<li class="md-nav__item">
<a href="../../strategy-advanced/" class="md-nav__link">
Advanced Strategy
</a>
</li>
<li class="md-nav__item">
<a href="../../advanced-hyperopt/" class="md-nav__link">
Advanced Hyperopt
</a>
</li>
<li class="md-nav__item">
<a href="../../sandbox-testing/" class="md-nav__link">
Sandbox Testing
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="../../faq/" class="md-nav__link">
FAQ
</a>
</li>
<li class="md-nav__item">
<a href="../../sql_cheatsheet/" class="md-nav__link">
SQL Cheat-sheet
</a>
</li>
<li class="md-nav__item">
<a href="../../updating/" class="md-nav__link">
Updating Freqtrade
</a>
</li>
<li class="md-nav__item">
<a href="../../deprecated/" class="md-nav__link">
Deprecated Features
</a>
</li>
<li class="md-nav__item">
<a href="../../developer/" class="md-nav__link">
Contributors Guide
</a>
</li>
</ul>
</nav>
</div>
</div>
</div>
<!-- Table of contents -->
<div class="md-sidebar md-sidebar--secondary" data-md-component="sidebar" data-md-type="toc" >
<div class="md-sidebar__scrollwrap">
<div class="md-sidebar__inner">
<nav class="md-nav md-nav--secondary" aria-label="Table of contents">
<label class="md-nav__title" for="__toc">
<span class="md-nav__icon md-icon"></span>
Table of contents
</label>
<ul class="md-nav__list" data-md-component="toc" data-md-scrollfix>
<li class="md-nav__item">
<a href="#protections" class="md-nav__link">
Protections
</a>
<nav class="md-nav" aria-label="Protections">
<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#available-protections" class="md-nav__link">
Available Protections
</a>
</li>
<li class="md-nav__item">
<a href="#common-settings-to-all-protections" class="md-nav__link">
Common settings to all Protections
</a>
<nav class="md-nav" aria-label="Common settings to all Protections">
<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#stoploss-guard" class="md-nav__link">
Stoploss Guard
</a>
</li>
<li class="md-nav__item">
<a href="#maxdrawdown" class="md-nav__link">
MaxDrawdown
</a>
</li>
<li class="md-nav__item">
<a href="#low-profit-pairs" class="md-nav__link">
Low Profit Pairs
</a>
</li>
<li class="md-nav__item">
<a href="#cooldown-period" class="md-nav__link">
Cooldown Period
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="#full-example-of-protections" class="md-nav__link">
Full example of Protections
</a>
</li>
</ul>
</nav>
</li>
</ul>
</nav>
</div>
</div>
</div>
<div class="md-content" data-md-component="content">
<article class="md-content__inner md-typeset">
<a href="https://github.com/freqtrade/freqtrade/edit/master/docs/includes/protections.md" title="Edit this page" class="md-content__button md-icon">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M20.71 7.04c.39-.39.39-1.04 0-1.41l-2.34-2.34c-.37-.39-1.02-.39-1.41 0l-1.84 1.83 3.75 3.75M3 17.25V21h3.75L17.81 9.93l-3.75-3.75L3 17.25z"/></svg>
</a>
<h1>Protections</h1>
<h2 id="protections">Protections<a class="headerlink" href="#protections" title="Permanent link">&para;</a></h2>
<div class="admonition warning">
<p class="admonition-title">Beta feature</p>
<p>This feature is still in it's testing phase. Should you notice something you think is wrong please let us know via Discord or via Github Issue.</p>
</div>
<p>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.</p>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>Not all Protections will work for all strategies, and parameters will need to be tuned for your strategy to improve performance. </p>
</div>
<div class="admonition tip">
<p class="admonition-title">Tip</p>
<p>Each Protection can be configured multiple times with different parameters, to allow different levels of protection (short-term / long-term).</p>
</div>
<div class="admonition note">
<p class="admonition-title">Backtesting</p>
<p>Protections are supported by backtesting and hyperopt, but must be explicitly enabled by using the <code>--enable-protections</code> flag.</p>
</div>
<div class="admonition warning">
<p class="admonition-title">Setting protections from the configuration</p>
<p>Setting protections from the configuration via <code>"protections": [],</code> key should be considered deprecated and will be removed in a future version.
It is also no longer guaranteed that your protections apply to the strategy in cases where the strategy defines <a href="hyperopt.md#optimizing-protections">protections as property</a>.</p>
</div>
<h3 id="available-protections">Available Protections<a class="headerlink" href="#available-protections" title="Permanent link">&para;</a></h3>
<ul>
<li><a href="#stoploss-guard"><code>StoplossGuard</code></a> Stop trading if a certain amount of stoploss occurred within a certain time window.</li>
<li><a href="#maxdrawdown"><code>MaxDrawdown</code></a> Stop trading if max-drawdown is reached.</li>
<li><a href="#low-profit-pairs"><code>LowProfitPairs</code></a> Lock pairs with low profits</li>
<li><a href="#cooldown-period"><code>CooldownPeriod</code></a> Don't enter a trade right after selling a trade.</li>
</ul>
<h3 id="common-settings-to-all-protections">Common settings to all Protections<a class="headerlink" href="#common-settings-to-all-protections" title="Permanent link">&para;</a></h3>
<table>
<thead>
<tr>
<th>Parameter</th>
<th>Description</th>
</tr>
</thead>
<tbody>
<tr>
<td><code>method</code></td>
<td>Protection name to use. <br> <strong>Datatype:</strong> String, selected from <a href="#available-protections">available Protections</a></td>
</tr>
<tr>
<td><code>stop_duration_candles</code></td>
<td>For how many candles should the lock be set? <br> <strong>Datatype:</strong> Positive integer (in candles)</td>
</tr>
<tr>
<td><code>stop_duration</code></td>
<td>how many minutes should protections be locked. <br>Cannot be used together with <code>stop_duration_candles</code>. <br> <strong>Datatype:</strong> Float (in minutes)</td>
</tr>
<tr>
<td><code>lookback_period_candles</code></td>
<td>Only trades that completed within the last <code>lookback_period_candles</code> candles will be considered. This setting may be ignored by some Protections. <br> <strong>Datatype:</strong> Positive integer (in candles).</td>
</tr>
<tr>
<td><code>lookback_period</code></td>
<td>Only trades that completed after <code>current_time - lookback_period</code> will be considered. <br>Cannot be used together with <code>lookback_period_candles</code>. <br>This setting may be ignored by some Protections. <br> <strong>Datatype:</strong> Float (in minutes)</td>
</tr>
<tr>
<td><code>trade_limit</code></td>
<td>Number of trades required at minimum (not used by all Protections). <br> <strong>Datatype:</strong> Positive integer</td>
</tr>
</tbody>
</table>
<div class="admonition note">
<p class="admonition-title">Durations</p>
<p>Durations (<code>stop_duration*</code> and <code>lookback_period*</code> can be defined in either minutes or candles).
For more flexibility when testing different timeframes, all below examples will use the "candle" definition.</p>
</div>
<h4 id="stoploss-guard">Stoploss Guard<a class="headerlink" href="#stoploss-guard" title="Permanent link">&para;</a></h4>
<p><code>StoplossGuard</code> selects all trades within <code>lookback_period</code> in minutes (or in candles when using <code>lookback_period_candles</code>).
If <code>trade_limit</code> or more trades resulted in stoploss, trading will stop for <code>stop_duration</code> in minutes (or in candles when using <code>stop_duration_candles</code>).</p>
<p>This applies across all pairs, unless <code>only_per_pair</code> is set to true, which will then only look at one pair at a time.</p>
<p>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.</p>
<p><code>python
@property
def protections(self):
return [
{
"method": "StoplossGuard",
"lookback_period_candles": 24,
"trade_limit": 4,
"stop_duration_candles": 4,
"only_per_pair": False
}
]</code></p>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p><code>StoplossGuard</code> considers all trades with the results <code>"stop_loss"</code>, <code>"stoploss_on_exchange"</code> and <code>"trailing_stop_loss"</code> if the resulting profit was negative.
<code>trade_limit</code> and <code>lookback_period</code> will need to be tuned for your strategy.</p>
</div>
<h4 id="maxdrawdown">MaxDrawdown<a class="headerlink" href="#maxdrawdown" title="Permanent link">&para;</a></h4>
<p><code>MaxDrawdown</code> uses all trades within <code>lookback_period</code> in minutes (or in candles when using <code>lookback_period_candles</code>) to determine the maximum drawdown. If the drawdown is below <code>max_allowed_drawdown</code>, trading will stop for <code>stop_duration</code> in minutes (or in candles when using <code>stop_duration_candles</code>) after the last trade - assuming that the bot needs some time to let markets recover.</p>
<p>The below sample stops trading for 12 candles if max-drawdown is &gt; 20% considering all pairs - with a minimum of <code>trade_limit</code> trades - within the last 48 candles. If desired, <code>lookback_period</code> and/or <code>stop_duration</code> can be used.</p>
<p><code>python
@property
def protections(self):
return [
{
"method": "MaxDrawdown",
"lookback_period_candles": 48,
"trade_limit": 20,
"stop_duration_candles": 12,
"max_allowed_drawdown": 0.2
},
]</code></p>
<h4 id="low-profit-pairs">Low Profit Pairs<a class="headerlink" href="#low-profit-pairs" title="Permanent link">&para;</a></h4>
<p><code>LowProfitPairs</code> uses all trades for a pair within <code>lookback_period</code> in minutes (or in candles when using <code>lookback_period_candles</code>) to determine the overall profit ratio.
If that ratio is below <code>required_profit</code>, that pair will be locked for <code>stop_duration</code> in minutes (or in candles when using <code>stop_duration_candles</code>).</p>
<p>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.</p>
<p><code>python
@property
def protections(self):
return [
{
"method": "LowProfitPairs",
"lookback_period_candles": 6,
"trade_limit": 2,
"stop_duration": 60,
"required_profit": 0.02
}
]</code></p>
<h4 id="cooldown-period">Cooldown Period<a class="headerlink" href="#cooldown-period" title="Permanent link">&para;</a></h4>
<p><code>CooldownPeriod</code> locks a pair for <code>stop_duration</code> in minutes (or in candles when using <code>stop_duration_candles</code>) after selling, avoiding a re-entry for this pair for <code>stop_duration</code> minutes.</p>
<p>The below example will stop trading a pair for 2 candles after closing a trade, allowing this pair to "cool down".</p>
<p><code>python
@property
def protections(self):
return [
{
"method": "CooldownPeriod",
"stop_duration_candles": 2
}
]</code></p>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>This Protection applies only at pair-level, and will never lock all pairs globally.
This Protection does not consider <code>lookback_period</code> as it only looks at the latest trade.</p>
</div>
<h3 id="full-example-of-protections">Full example of Protections<a class="headerlink" href="#full-example-of-protections" title="Permanent link">&para;</a></h3>
<p>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.</p>
<p>The below example assumes a timeframe of 1 hour:</p>
<ul>
<li>Locks each pair after selling for an additional 5 candles (<code>CooldownPeriod</code>), giving other pairs a chance to get filled.</li>
<li>Stops trading for 4 hours (<code>4 * 1h candles</code>) if the last 2 days (<code>48 * 1h candles</code>) had 20 trades, which caused a max-drawdown of more than 20%. (<code>MaxDrawdown</code>).</li>
<li>Stops trading if more than 4 stoploss occur for all pairs within a 1 day (<code>24 * 1h candles</code>) limit (<code>StoplossGuard</code>).</li>
<li>Locks all pairs that had 4 Trades within the last 6 hours (<code>6 * 1h candles</code>) with a combined profit ratio of below 0.02 (&lt;2%) (<code>LowProfitPairs</code>).</li>
<li>Locks all pairs for 2 candles that had a profit of below 0.01 (&lt;1%) within the last 24h (<code>24 * 1h candles</code>), a minimum of 4 trades.</li>
</ul>
<p>``` python
from freqtrade.strategy import IStrategy</p>
<p>class AwesomeStrategy(IStrategy)
timeframe = '1h'</p>
<div class="codehilite"><pre><span></span><code>@property
def protections(self):
return [
{
&quot;method&quot;: &quot;CooldownPeriod&quot;,
&quot;stop_duration_candles&quot;: 5
},
{
&quot;method&quot;: &quot;MaxDrawdown&quot;,
&quot;lookback_period_candles&quot;: 48,
&quot;trade_limit&quot;: 20,
&quot;stop_duration_candles&quot;: 4,
&quot;max_allowed_drawdown&quot;: 0.2
},
{
&quot;method&quot;: &quot;StoplossGuard&quot;,
&quot;lookback_period_candles&quot;: 24,
&quot;trade_limit&quot;: 4,
&quot;stop_duration_candles&quot;: 2,
&quot;only_per_pair&quot;: False
},
{
&quot;method&quot;: &quot;LowProfitPairs&quot;,
&quot;lookback_period_candles&quot;: 6,
&quot;trade_limit&quot;: 2,
&quot;stop_duration_candles&quot;: 60,
&quot;required_profit&quot;: 0.02
},
{
&quot;method&quot;: &quot;LowProfitPairs&quot;,
&quot;lookback_period_candles&quot;: 24,
&quot;trade_limit&quot;: 4,
&quot;stop_duration_candles&quot;: 2,
&quot;required_profit&quot;: 0.01
}
]
# ...
</code></pre></div>
<p>```</p>
</article>
</div>
</div>
</main>
<footer class="md-footer">
<div class="md-footer-meta md-typeset">
<div class="md-footer-meta__inner md-grid">
<div class="md-footer-copyright">
Made with
<a href="https://squidfunk.github.io/mkdocs-material/" target="_blank" rel="noopener">
Material for MkDocs
</a>
</div>
</div>
</div>
</footer>
<!-- Place this tag in your head or just before your close body tag. -->
<script async defer src="https://buttons.github.io/buttons.js"></script>
<script src="https://code.jquery.com/jquery-3.4.1.min.js"
integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script>
<!-- Load binance SDK -->
<script async defer src="https://public.bnbstatic.com/static/js/broker-sdk/broker-sdk@1.0.0.min.js"></script>
<script>
window.onload = function () {
var sidebar = document.getElementById('widget-wrapper')
var newDiv = document.createElement("div");
newDiv.id = "widget";
try {
sidebar.prepend(newDiv);
window.binanceBrokerPortalSdk.initBrokerSDK('#widget', {
apiHost: 'https://www.binance.com',
brokerId: 'R4BD3S82',
slideTime: 4e4,
});
} catch(err) {
console.log(err)
}
}
</script>
</div>
<div class="md-dialog" data-md-component="dialog">
<div class="md-dialog__inner md-typeset"></div>
</div>
<script id="__config" type="application/json">{"base": "../..", "features": [], "translations": {"clipboard.copy": "Copy to clipboard", "clipboard.copied": "Copied to clipboard", "search.config.lang": "en", "search.config.pipeline": "trimmer, stopWordFilter", "search.config.separator": "[\\s\\-]+", "search.placeholder": "Search", "search.result.placeholder": "Type to start searching", "search.result.none": "No matching documents", "search.result.one": "1 matching document", "search.result.other": "# matching documents", "search.result.more.one": "1 more on this page", "search.result.more.other": "# more on this page", "search.result.term.missing": "Missing", "select.version.title": "Select version"}, "search": "../../assets/javascripts/workers/search.8397ff9e.min.js", "version": {"provider": "mike"}}</script>
<script src="../../assets/javascripts/bundle.1e84347e.min.js"></script>
<script src="../../javascripts/config.js"></script>
<script src="https://polyfill.io/v3/polyfill.min.js?features=es6"></script>
<script src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script>
</body>
</html>
Reference in New Issue Copy Permalink