lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-10 18:23:55 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity
312c58c0cf
freqtrade_origin/en/2024.3/strategy-advanced/index.html

2068 lines
74 KiB
HTML
Raw Normal View History

Deployed 73363d925 to 2024.3 in en with MkDocs 1.5.3 and mike 2.1.3
2024-08-20 18:09:42 +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/2024.3/strategy-advanced/">
<link rel="prev" href="../recursive-analysis/">
<link rel="next" href="../advanced-hyperopt/">
<link rel="icon" href="../images/logo.png">
<meta name="generator" content="mkdocs-1.5.3, mkdocs-material-9.5.15">
<title>Advanced Strategy - Freqtrade</title>
<link rel="stylesheet" href="../assets/stylesheets/main.7e359304.min.css">
<link rel="stylesheet" href="../assets/stylesheets/palette.06af60db.min.css">
<link rel="preconnect" href="https://fonts.gstatic.com" crossorigin>
<link rel="stylesheet" href="https://fonts.googleapis.com/css?family=Roboto:300,300i,400,400i,700,700i%7CRoboto+Mono:400,400i,700,700i&display=fallback">
<style>:root{--md-text-font:"Roboto";--md-code-font:"Roboto Mono"}</style>
<link rel="stylesheet" href="../stylesheets/ft.extra.css">
<script>__md_scope=new URL("..",location),__md_hash=e=>[...e].reduce((e,_)=>(e<<5)-e+_.charCodeAt(0),0),__md_get=(e,_=localStorage,t=__md_scope)=>JSON.parse(_.getItem(t.pathname+"."+e)),__md_set=(e,_,t=localStorage,a=__md_scope)=>{try{t.setItem(a.pathname+"."+e,JSON.stringify(_))}catch(e){}}</script>
</head>
<body dir="ltr" data-md-color-scheme="default" data-md-color-primary="blue-grey" data-md-color-accent="tear">
<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="#advanced-strategies" class="md-skip">
Skip to content
</a>
</div>
<div data-md-component="announce">
</div>
<div data-md-color-scheme="default" data-md-component="outdated" hidden>
</div>
<header class="md-header md-header--shadow" 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">
Advanced Strategy
</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_0">
<label class="md-header__button md-icon" title="Switch to dark mode" for="__palette_1" 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_1">
<label class="md-header__button md-icon" title="Switch to light mode" for="__palette_0" 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>
<script>var media,input,key,value,palette=__md_get("__palette");if(palette&&palette.color){"(prefers-color-scheme)"===palette.color.media&&(media=matchMedia("(prefers-color-scheme: light)"),input=document.querySelector(media.matches?"[data-md-color-media='(prefers-color-scheme: light)']":"[data-md-color-media='(prefers-color-scheme: dark)']"),palette.color.media=input.getAttribute("data-md-color-media"),palette.color.scheme=input.getAttribute("data-md-color-scheme"),palette.color.primary=input.getAttribute("data-md-color-primary"),palette.color.accent=input.getAttribute("data-md-color-accent"));for([key,value]of Object.entries(palette.color))document.body.setAttribute("data-md-color-"+key,value)}</script>
<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">
<a href="javascript:void(0)" class="md-search__icon md-icon" title="Share" aria-label="Share" data-clipboard data-clipboard-text="" data-md-component="search-share" tabindex="-1">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M18 16.08c-.76 0-1.44.3-1.96.77L8.91 12.7c.05-.23.09-.46.09-.7 0-.24-.04-.47-.09-.7l7.05-4.11c.54.5 1.25.81 2.04.81a3 3 0 0 0 3-3 3 3 0 0 0-3-3 3 3 0 0 0-3 3c0 .24.04.47.09.7L8.04 9.81C7.5 9.31 6.79 9 6 9a3 3 0 0 0-3 3 3 3 0 0 0 3 3c.79 0 1.5-.31 2.04-.81l7.12 4.15c-.05.21-.08.43-.08.66 0 1.61 1.31 2.91 2.92 2.91 1.61 0 2.92-1.3 2.92-2.91A2.92 2.92 0 0 0 18 16.08Z"/></svg>
</a>
<button type="reset" class="md-search__icon md-icon" title="Clear" 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" role="presentation"></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"><!--! Font Awesome Free 6.5.1 by @fontawesome - https://fontawesome.com License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License) Copyright 2023 Fonticons, Inc.--><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 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"><!--! Font Awesome Free 6.5.1 by @fontawesome - https://fontawesome.com License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License) Copyright 2023 Fonticons, Inc.--><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">
<span class="md-ellipsis">
Home
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../docker_quickstart/" class="md-nav__link">
<span class="md-ellipsis">
Quickstart with Docker
</span>
</a>
</li>
<li class="md-nav__item md-nav__item--nested">
<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_3" >
<label class="md-nav__link" for="__nav_3" id="__nav_3_label" tabindex="0">
<span class="md-ellipsis">
Installation
</span>
<span class="md-nav__icon md-icon"></span>
</label>
<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_3_label" aria-expanded="false">
<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">
<span class="md-ellipsis">
Linux/MacOS/Raspberry
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../windows_installation/" class="md-nav__link">
<span class="md-ellipsis">
Windows
</span>
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="../bot-basics/" class="md-nav__link">
<span class="md-ellipsis">
Freqtrade Basics
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../configuration/" class="md-nav__link">
<span class="md-ellipsis">
Configuration
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../strategy-customization/" class="md-nav__link">
<span class="md-ellipsis">
Strategy Customization
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../strategy-callbacks/" class="md-nav__link">
<span class="md-ellipsis">
Strategy Callbacks
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../stoploss/" class="md-nav__link">
<span class="md-ellipsis">
Stoploss
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../plugins/" class="md-nav__link">
<span class="md-ellipsis">
Plugins
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../bot-usage/" class="md-nav__link">
<span class="md-ellipsis">
Start the bot
</span>
</a>
</li>
<li class="md-nav__item md-nav__item--nested">
<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_11" >
<label class="md-nav__link" for="__nav_11" id="__nav_11_label" tabindex="0">
<span class="md-ellipsis">
Control the bot
</span>
<span class="md-nav__icon md-icon"></span>
</label>
<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_11_label" aria-expanded="false">
<label class="md-nav__title" for="__nav_11">
<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">
<span class="md-ellipsis">
Telegram
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../rest-api/" class="md-nav__link">
<span class="md-ellipsis">
REST API & FreqUI
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../webhook-config/" class="md-nav__link">
<span class="md-ellipsis">
Web Hook
</span>
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="../data-download/" class="md-nav__link">
<span class="md-ellipsis">
Data Downloading
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../backtesting/" class="md-nav__link">
<span class="md-ellipsis">
Backtesting
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../hyperopt/" class="md-nav__link">
<span class="md-ellipsis">
Hyperopt
</span>
</a>
</li>
<li class="md-nav__item md-nav__item--nested">
<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_15" >
<label class="md-nav__link" for="__nav_15" id="__nav_15_label" tabindex="0">
<span class="md-ellipsis">
FreqAI
</span>
<span class="md-nav__icon md-icon"></span>
</label>
<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_15_label" aria-expanded="false">
<label class="md-nav__title" for="__nav_15">
<span class="md-nav__icon md-icon"></span>
FreqAI
</label>
<ul class="md-nav__list" data-md-scrollfix>
<li class="md-nav__item">
<a href="../freqai/" class="md-nav__link">
<span class="md-ellipsis">
Introduction
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../freqai-configuration/" class="md-nav__link">
<span class="md-ellipsis">
Configuration
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../freqai-parameter-table/" class="md-nav__link">
<span class="md-ellipsis">
Parameter table
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../freqai-feature-engineering/" class="md-nav__link">
<span class="md-ellipsis">
Feature engineering
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../freqai-running/" class="md-nav__link">
<span class="md-ellipsis">
Running FreqAI
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../freqai-reinforcement-learning/" class="md-nav__link">
<span class="md-ellipsis">
Reinforcement Learning
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../freqai-developers/" class="md-nav__link">
<span class="md-ellipsis">
Developer guide
</span>
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="../leverage/" class="md-nav__link">
<span class="md-ellipsis">
Short / Leverage
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../utils/" class="md-nav__link">
<span class="md-ellipsis">
Utility Sub-commands
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../plotting/" class="md-nav__link">
<span class="md-ellipsis">
Plotting
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../exchanges/" class="md-nav__link">
<span class="md-ellipsis">
Exchange-specific Notes
</span>
</a>
</li>
<li class="md-nav__item md-nav__item--nested">
<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_20" >
<label class="md-nav__link" for="__nav_20" id="__nav_20_label" tabindex="0">
<span class="md-ellipsis">
Data Analysis
</span>
<span class="md-nav__icon md-icon"></span>
</label>
<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_20_label" aria-expanded="false">
<label class="md-nav__title" for="__nav_20">
<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">
<span class="md-ellipsis">
Jupyter Notebooks
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../strategy_analysis_example/" class="md-nav__link">
<span class="md-ellipsis">
Strategy analysis
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../advanced-backtesting/" class="md-nav__link">
<span class="md-ellipsis">
Backtest analysis
</span>
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item md-nav__item--active md-nav__item--nested">
<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_21" checked>
<label class="md-nav__link" for="__nav_21" id="__nav_21_label" tabindex="0">
<span class="md-ellipsis">
Advanced Topics
</span>
<span class="md-nav__icon md-icon"></span>
</label>
<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_21_label" aria-expanded="true">
<label class="md-nav__title" for="__nav_21">
<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">
<span class="md-ellipsis">
Advanced Post-installation Tasks
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../trade-object/" class="md-nav__link">
<span class="md-ellipsis">
Trade Object
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../lookahead-analysis/" class="md-nav__link">
<span class="md-ellipsis">
Lookahead analysis
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../recursive-analysis/" class="md-nav__link">
<span class="md-ellipsis">
Recursive analysis
</span>
</a>
</li>
<li class="md-nav__item md-nav__item--active">
<input class="md-nav__toggle md-toggle" type="checkbox" id="__toc">
<label class="md-nav__link md-nav__link--active" for="__toc">
<span class="md-ellipsis">
Advanced Strategy
</span>
<span class="md-nav__icon md-icon"></span>
</label>
<a href="./" class="md-nav__link md-nav__link--active">
<span class="md-ellipsis">
Advanced Strategy
</span>
</a>
<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="#storing-information-persistent" class="md-nav__link">
<span class="md-ellipsis">
Storing information (Persistent)
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#storing-information-non-persistent" class="md-nav__link">
<span class="md-ellipsis">
Storing information (Non-Persistent)
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#dataframe-access" class="md-nav__link">
<span class="md-ellipsis">
Dataframe access
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#enter-tag" class="md-nav__link">
<span class="md-ellipsis">
Enter Tag
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#exit-tag" class="md-nav__link">
<span class="md-ellipsis">
Exit tag
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#strategy-version" class="md-nav__link">
<span class="md-ellipsis">
Strategy version
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#derived-strategies" class="md-nav__link">
<span class="md-ellipsis">
Derived strategies
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#embedding-strategies" class="md-nav__link">
<span class="md-ellipsis">
Embedding Strategies
</span>
</a>
<nav class="md-nav" aria-label="Embedding Strategies">
<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#encoding-a-string-as-base64" class="md-nav__link">
<span class="md-ellipsis">
Encoding a string as BASE64
</span>
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="#performance-warning" class="md-nav__link">
<span class="md-ellipsis">
Performance warning
</span>
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="../advanced-hyperopt/" class="md-nav__link">
<span class="md-ellipsis">
Advanced Hyperopt
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../producer-consumer/" class="md-nav__link">
<span class="md-ellipsis">
Producer/Consumer mode
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../edge/" class="md-nav__link">
<span class="md-ellipsis">
Edge Positioning
</span>
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="../faq/" class="md-nav__link">
<span class="md-ellipsis">
FAQ
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../sql_cheatsheet/" class="md-nav__link">
<span class="md-ellipsis">
SQL Cheat-sheet
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../strategy_migration/" class="md-nav__link">
<span class="md-ellipsis">
Strategy migration
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../updating/" class="md-nav__link">
<span class="md-ellipsis">
Updating Freqtrade
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../deprecated/" class="md-nav__link">
<span class="md-ellipsis">
Deprecated Features
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../developer/" class="md-nav__link">
<span class="md-ellipsis">
Contributors Guide
</span>
</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="#storing-information-persistent" class="md-nav__link">
<span class="md-ellipsis">
Storing information (Persistent)
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#storing-information-non-persistent" class="md-nav__link">
<span class="md-ellipsis">
Storing information (Non-Persistent)
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#dataframe-access" class="md-nav__link">
<span class="md-ellipsis">
Dataframe access
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#enter-tag" class="md-nav__link">
<span class="md-ellipsis">
Enter Tag
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#exit-tag" class="md-nav__link">
<span class="md-ellipsis">
Exit tag
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#strategy-version" class="md-nav__link">
<span class="md-ellipsis">
Strategy version
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#derived-strategies" class="md-nav__link">
<span class="md-ellipsis">
Derived strategies
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#embedding-strategies" class="md-nav__link">
<span class="md-ellipsis">
Embedding Strategies
</span>
</a>
<nav class="md-nav" aria-label="Embedding Strategies">
<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#encoding-a-string-as-base64" class="md-nav__link">
<span class="md-ellipsis">
Encoding a string as BASE64
</span>
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="#performance-warning" class="md-nav__link">
<span class="md-ellipsis">
Performance warning
</span>
</a>
</li>
</ul>
</nav>
</div>
</div>
</div>
<div class="md-content" data-md-component="content">
<article class="md-content__inner md-typeset">
<h1 id="advanced-strategies">Advanced Strategies<a class="headerlink" href="#advanced-strategies" title="Permanent link">&para;</a></h1>
<p>This page explains some advanced concepts available for strategies.
If you're just getting started, please familiarize yourself with the <a href="../bot-basics/">Freqtrade basics</a> and methods described in <a href="../strategy-customization/">Strategy Customization</a> first.</p>
<p>The call sequence of the methods described here is covered under <a href="../bot-basics/#bot-execution-logic">bot execution logic</a>. Those docs are also helpful in deciding which method is most suitable for your customisation needs.</p>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>Callback methods should <em>only</em> be implemented if a strategy uses them.</p>
</div>
<div class="admonition tip">
<p class="admonition-title">Tip</p>
<p>Start off with a strategy template containing all available callback methods by running <code>freqtrade new-strategy --strategy MyAwesomeStrategy --template advanced</code></p>
</div>
<h2 id="storing-information-persistent">Storing information (Persistent)<a class="headerlink" href="#storing-information-persistent" title="Permanent link">&para;</a></h2>
<p>Freqtrade allows storing/retrieving user custom information associated with a specific trade in the database.</p>
<p>Using a trade object, information can be stored using <code>trade.set_custom_data(key='my_key', value=my_value)</code> and retrieved using <code>trade.get_custom_data(key='my_key')</code>. Each data entry is associated with a trade and a user supplied key (of type <code>string</code>). This means that this can only be used in callbacks that also provide a trade object.</p>
<p>For the data to be able to be stored within the database, freqtrade must serialized the data. This is done by converting the data to a JSON formatted string.
Freqtrade will attempt to reverse this action on retrieval, so from a strategy perspective, this should not be relevant.</p>
<div class="highlight"><pre><span></span><code><span class="kn">from</span> <span class="nn">freqtrade.persistence</span> <span class="kn">import</span> <span class="n">Trade</span>
<span class="kn">from</span> <span class="nn">datetime</span> <span class="kn">import</span> <span class="n">timedelta</span>
<span class="k">class</span> <span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
<span class="k">def</span> <span class="nf">bot_loop_start</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="kc">None</span><span class="p">:</span>
<span class="k">for</span> <span class="n">trade</span> <span class="ow">in</span> <span class="n">Trade</span><span class="o">.</span><span class="n">get_open_order_trades</span><span class="p">():</span>
<span class="n">fills</span> <span class="o">=</span> <span class="n">trade</span><span class="o">.</span><span class="n">select_filled_orders</span><span class="p">(</span><span class="n">trade</span><span class="o">.</span><span class="n">entry_side</span><span class="p">)</span>
<span class="k">if</span> <span class="n">trade</span><span class="o">.</span><span class="n">pair</span> <span class="o">==</span> <span class="s1">&#39;ETH/USDT&#39;</span><span class="p">:</span>
<span class="n">trade_entry_type</span> <span class="o">=</span> <span class="n">trade</span><span class="o">.</span><span class="n">get_custom_data</span><span class="p">(</span><span class="n">key</span><span class="o">=</span><span class="s1">&#39;entry_type&#39;</span><span class="p">)</span>
<span class="k">if</span> <span class="n">trade_entry_type</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
<span class="n">trade_entry_type</span> <span class="o">=</span> <span class="s1">&#39;breakout&#39;</span> <span class="k">if</span> <span class="s1">&#39;entry_1&#39;</span> <span class="ow">in</span> <span class="n">trade</span><span class="o">.</span><span class="n">enter_tag</span> <span class="k">else</span> <span class="s1">&#39;dip&#39;</span>
<span class="k">elif</span> <span class="n">fills</span> <span class="o">&gt;</span> <span class="mi">1</span><span class="p">:</span>
<span class="n">trade_entry_type</span> <span class="o">=</span> <span class="s1">&#39;buy_up&#39;</span>
<span class="n">trade</span><span class="o">.</span><span class="n">set_custom_data</span><span class="p">(</span><span class="n">key</span><span class="o">=</span><span class="s1">&#39;entry_type&#39;</span><span class="p">,</span> <span class="n">value</span><span class="o">=</span><span class="n">trade_entry_type</span><span class="p">)</span>
<span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">bot_loop_start</span><span class="p">(</span><span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
<span class="k">def</span> <span class="nf">adjust_entry_price</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="n">Trade</span><span class="p">,</span> <span class="n">order</span><span class="p">:</span> <span class="n">Optional</span><span class="p">[</span><span class="n">Order</span><span class="p">],</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
<span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span> <span class="n">proposed_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">current_order_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
<span class="n">entry_tag</span><span class="p">:</span> <span class="n">Optional</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span> <span class="n">side</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="nb">float</span><span class="p">:</span>
<span class="c1"># Limit orders to use and follow SMA200 as price target for the first 10 minutes since entry trigger for BTC/USDT pair.</span>
<span class="k">if</span> <span class="p">(</span>
<span class="n">pair</span> <span class="o">==</span> <span class="s1">&#39;BTC/USDT&#39;</span>
<span class="ow">and</span> <span class="n">entry_tag</span> <span class="o">==</span> <span class="s1">&#39;long_sma200&#39;</span>
<span class="ow">and</span> <span class="n">side</span> <span class="o">==</span> <span class="s1">&#39;long&#39;</span>
<span class="ow">and</span> <span class="p">(</span><span class="n">current_time</span> <span class="o">-</span> <span class="n">timedelta</span><span class="p">(</span><span class="n">minutes</span><span class="o">=</span><span class="mi">10</span><span class="p">))</span> <span class="o">&gt;</span> <span class="n">trade</span><span class="o">.</span><span class="n">open_date_utc</span>
<span class="ow">and</span> <span class="n">order</span><span class="o">.</span><span class="n">filled</span> <span class="o">==</span> <span class="mf">0.0</span>
<span class="p">):</span>
<span class="n">dataframe</span><span class="p">,</span> <span class="n">_</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">dp</span><span class="o">.</span><span class="n">get_analyzed_dataframe</span><span class="p">(</span><span class="n">pair</span><span class="o">=</span><span class="n">pair</span><span class="p">,</span> <span class="n">timeframe</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">timeframe</span><span class="p">)</span>
<span class="n">current_candle</span> <span class="o">=</span> <span class="n">dataframe</span><span class="o">.</span><span class="n">iloc</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]</span><span class="o">.</span><span class="n">squeeze</span><span class="p">()</span>
<span class="c1"># store information about entry adjustment</span>
<span class="n">existing_count</span> <span class="o">=</span> <span class="n">trade</span><span class="o">.</span><span class="n">get_custom_data</span><span class="p">(</span><span class="s1">&#39;num_entry_adjustments&#39;</span><span class="p">,</span> <span class="n">default</span><span class="o">=</span><span class="mi">0</span><span class="p">)</span>
<span class="k">if</span> <span class="ow">not</span> <span class="n">existing_count</span><span class="p">:</span>
<span class="n">existing_count</span> <span class="o">=</span> <span class="mi">1</span>
<span class="k">else</span><span class="p">:</span>
<span class="n">existing_count</span> <span class="o">+=</span> <span class="mi">1</span>
<span class="n">trade</span><span class="o">.</span><span class="n">set_custom_data</span><span class="p">(</span><span class="n">key</span><span class="o">=</span><span class="s1">&#39;num_entry_adjustments&#39;</span><span class="p">,</span> <span class="n">value</span><span class="o">=</span><span class="n">existing_count</span><span class="p">)</span>
<span class="c1"># adjust order price</span>
<span class="k">return</span> <span class="n">current_candle</span><span class="p">[</span><span class="s1">&#39;sma_200&#39;</span><span class="p">]</span>
<span class="c1"># default: maintain existing order</span>
<span class="k">return</span> <span class="n">current_order_rate</span>
<span class="k">def</span> <span class="nf">custom_exit</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="n">Trade</span><span class="p">,</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span> <span class="n">current_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">current_profit</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
<span class="n">entry_adjustment_count</span> <span class="o">=</span> <span class="n">trade</span><span class="o">.</span><span class="n">get_custom_data</span><span class="p">(</span><span class="n">key</span><span class="o">=</span><span class="s1">&#39;num_entry_adjustments&#39;</span><span class="p">)</span>
<span class="n">trade_entry_type</span> <span class="o">=</span> <span class="n">trade</span><span class="o">.</span><span class="n">get_custom_data</span><span class="p">(</span><span class="n">key</span><span class="o">=</span><span class="s1">&#39;entry_type&#39;</span><span class="p">)</span>
<span class="k">if</span> <span class="n">entry_adjustment_count</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
<span class="k">if</span> <span class="n">current_profit</span> <span class="o">&gt;</span> <span class="mf">0.01</span> <span class="ow">and</span> <span class="p">(</span><span class="n">current_time</span> <span class="o">-</span> <span class="n">timedelta</span><span class="p">(</span><span class="n">minutes</span><span class="o">=</span><span class="mi">100</span><span class="p">)</span> <span class="o">&gt;</span> <span class="n">trade</span><span class="o">.</span><span class="n">open_date_utc</span><span class="p">):</span>
<span class="k">return</span> <span class="kc">True</span><span class="p">,</span> <span class="s1">&#39;exit_1&#39;</span>
<span class="k">else</span>
<span class="k">if</span> <span class="n">entry_adjustment_count</span> <span class="o">&gt;</span> <span class="mi">0</span> <span class="ow">and</span> <span class="k">if</span> <span class="n">current_profit</span> <span class="o">&gt;</span> <span class="mf">0.05</span><span class="p">:</span>
<span class="k">return</span> <span class="kc">True</span><span class="p">,</span> <span class="s1">&#39;exit_2&#39;</span>
<span class="k">if</span> <span class="n">trade_entry_type</span> <span class="o">==</span> <span class="s1">&#39;breakout&#39;</span> <span class="ow">and</span> <span class="n">current_profit</span> <span class="o">&gt;</span> <span class="mf">0.1</span><span class="p">:</span>
<span class="k">return</span> <span class="kc">True</span><span class="p">,</span> <span class="s1">&#39;exit_3</span>
<span class="k">return</span> <span class="kc">False</span><span class="p">,</span> <span class="kc">None</span>
</code></pre></div>
<p>The above is a simple example - there are simpler ways to retrieve trade data like entry-adjustments.</p>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>It is recommended that simple data types are used <code>[bool, int, float, str]</code> to ensure no issues when serializing the data that needs to be stored.
Storing big junks of data may lead to unintended side-effects, like a database becoming big (and as a consequence, also slow).</p>
</div>
<div class="admonition warning">
<p class="admonition-title">Non-serializable data</p>
<p>If supplied data cannot be serialized a warning is logged and the entry for the specified <code>key</code> will contain <code>None</code> as data.</p>
</div>
<details class="note">
<summary>All attributes</summary>
<p>custom-data has the following accessors through the Trade object (assumed as <code>trade</code> below):</p>
<ul>
<li><code>trade.get_custom_data(key='something', default=0)</code> - Returns the actual value given in the type provided.</li>
<li><code>trade.get_custom_data_entry(key='something')</code> - Returns the entry - including metadata. The value is accessible via <code>.value</code> property.</li>
<li><code>trade.set_custom_data(key='something', value={'some': 'value'})</code> - set or update the corresponding key for this trade. Value must be serializable - and we recommend to keep the stored data relatively small.</li>
</ul>
<p>"value" can be any type (both in setting and receiving) - but must be json serializable.</p>
</details>
<h2 id="storing-information-non-persistent">Storing information (Non-Persistent)<a class="headerlink" href="#storing-information-non-persistent" title="Permanent link">&para;</a></h2>
<div class="admonition warning">
<p class="admonition-title">Deprecated</p>
<p>This method of storing information is deprecated and we do advise against using non-persistent storage.<br />
Please use <a href="#storing-information-persistent">Persistent Storage</a> instead.</p>
<p>It's content has therefore been collapsed.</p>
</div>
<details class="abstract">
<summary>Storing information</summary>
<p>Storing information can be accomplished by creating a new dictionary within the strategy class.</p>
<p>The name of the variable can be chosen at will, but should be prefixed with <code>custom_</code> to avoid naming collisions with predefined strategy variables.</p>
<div class="highlight"><pre><span></span><code><span class="k">class</span> <span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
<span class="c1"># Create custom dictionary</span>
<span class="n">custom_info</span> <span class="o">=</span> <span class="p">{}</span>
<span class="k">def</span> <span class="nf">populate_indicators</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="n">metadata</span><span class="p">:</span> <span class="nb">dict</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="n">DataFrame</span><span class="p">:</span>
<span class="c1"># Check if the entry already exists</span>
<span class="k">if</span> <span class="ow">not</span> <span class="n">metadata</span><span class="p">[</span><span class="s2">&quot;pair&quot;</span><span class="p">]</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">custom_info</span><span class="p">:</span>
<span class="c1"># Create empty entry for this pair</span>
<span class="bp">self</span><span class="o">.</span><span class="n">custom_info</span><span class="p">[</span><span class="n">metadata</span><span class="p">[</span><span class="s2">&quot;pair&quot;</span><span class="p">]]</span> <span class="o">=</span> <span class="p">{}</span>
<span class="k">if</span> <span class="s2">&quot;crosstime&quot;</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">custom_info</span><span class="p">[</span><span class="n">metadata</span><span class="p">[</span><span class="s2">&quot;pair&quot;</span><span class="p">]]:</span>
<span class="bp">self</span><span class="o">.</span><span class="n">custom_info</span><span class="p">[</span><span class="n">metadata</span><span class="p">[</span><span class="s2">&quot;pair&quot;</span><span class="p">]][</span><span class="s2">&quot;crosstime&quot;</span><span class="p">]</span> <span class="o">+=</span> <span class="mi">1</span>
<span class="k">else</span><span class="p">:</span>
<span class="bp">self</span><span class="o">.</span><span class="n">custom_info</span><span class="p">[</span><span class="n">metadata</span><span class="p">[</span><span class="s2">&quot;pair&quot;</span><span class="p">]][</span><span class="s2">&quot;crosstime&quot;</span><span class="p">]</span> <span class="o">=</span> <span class="mi">1</span>
</code></pre></div>
<div class="admonition warning">
<p class="admonition-title">Warning</p>
<p>The data is not persisted after a bot-restart (or config-reload). Also, the amount of data should be kept smallish (no DataFrames and such), otherwise the bot will start to consume a lot of memory and eventually run out of memory and crash.</p>
</div>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>If the data is pair-specific, make sure to use pair as one of the keys in the dictionary.</p>
</div>
</details>
<h2 id="dataframe-access">Dataframe access<a class="headerlink" href="#dataframe-access" title="Permanent link">&para;</a></h2>
<p>You may access dataframe in various strategy functions by querying it from dataprovider.</p>
<div class="highlight"><pre><span></span><code><span class="kn">from</span> <span class="nn">freqtrade.exchange</span> <span class="kn">import</span> <span class="n">timeframe_to_prev_date</span>
<span class="k">class</span> <span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
<span class="k">def</span> <span class="nf">confirm_trade_exit</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="s1">&#39;Trade&#39;</span><span class="p">,</span> <span class="n">order_type</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">amount</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
<span class="n">rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">time_in_force</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">exit_reason</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
<span class="n">current_time</span><span class="p">:</span> <span class="s1">&#39;datetime&#39;</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="nb">bool</span><span class="p">:</span>
<span class="c1"># Obtain pair dataframe.</span>
<span class="n">dataframe</span><span class="p">,</span> <span class="n">_</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">dp</span><span class="o">.</span><span class="n">get_analyzed_dataframe</span><span class="p">(</span><span class="n">pair</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">timeframe</span><span class="p">)</span>
<span class="c1"># Obtain last available candle. Do not use current_time to look up latest candle, because </span>
<span class="c1"># current_time points to current incomplete candle whose data is not available.</span>
<span class="n">last_candle</span> <span class="o">=</span> <span class="n">dataframe</span><span class="o">.</span><span class="n">iloc</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]</span><span class="o">.</span><span class="n">squeeze</span><span class="p">()</span>
<span class="c1"># &lt;...&gt;</span>
<span class="c1"># In dry/live runs trade open date will not match candle open date therefore it must be </span>
<span class="c1"># rounded.</span>
<span class="n">trade_date</span> <span class="o">=</span> <span class="n">timeframe_to_prev_date</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">timeframe</span><span class="p">,</span> <span class="n">trade</span><span class="o">.</span><span class="n">open_date_utc</span><span class="p">)</span>
<span class="c1"># Look up trade candle.</span>
<span class="n">trade_candle</span> <span class="o">=</span> <span class="n">dataframe</span><span class="o">.</span><span class="n">loc</span><span class="p">[</span><span class="n">dataframe</span><span class="p">[</span><span class="s1">&#39;date&#39;</span><span class="p">]</span> <span class="o">==</span> <span class="n">trade_date</span><span class="p">]</span>
<span class="c1"># trade_candle may be empty for trades that just opened as it is still incomplete.</span>
<span class="k">if</span> <span class="ow">not</span> <span class="n">trade_candle</span><span class="o">.</span><span class="n">empty</span><span class="p">:</span>
<span class="n">trade_candle</span> <span class="o">=</span> <span class="n">trade_candle</span><span class="o">.</span><span class="n">squeeze</span><span class="p">()</span>
<span class="c1"># &lt;...&gt;</span>
</code></pre></div>
<div class="admonition warning">
<p class="admonition-title">Using .iloc[-1]</p>
<p>You can use <code>.iloc[-1]</code> here because <code>get_analyzed_dataframe()</code> only returns candles that backtesting is allowed to see.
This will not work in <code>populate_*</code> methods, so make sure to not use <code>.iloc[]</code> in that area.
Also, this will only work starting with version 2021.5.</p>
</div>
<hr />
<h2 id="enter-tag">Enter Tag<a class="headerlink" href="#enter-tag" title="Permanent link">&para;</a></h2>
<p>When your strategy has multiple buy signals, you can name the signal that triggered.
Then you can access your buy signal on <code>custom_exit</code></p>
<div class="highlight"><pre><span></span><code><span class="k">def</span> <span class="nf">populate_entry_trend</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="n">metadata</span><span class="p">:</span> <span class="nb">dict</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="n">DataFrame</span><span class="p">:</span>
<span class="n">dataframe</span><span class="o">.</span><span class="n">loc</span><span class="p">[</span>
<span class="p">(</span>
<span class="p">(</span><span class="n">dataframe</span><span class="p">[</span><span class="s1">&#39;rsi&#39;</span><span class="p">]</span> <span class="o">&lt;</span> <span class="mi">35</span><span class="p">)</span> <span class="o">&amp;</span>
<span class="p">(</span><span class="n">dataframe</span><span class="p">[</span><span class="s1">&#39;volume&#39;</span><span class="p">]</span> <span class="o">&gt;</span> <span class="mi">0</span><span class="p">)</span>
<span class="p">),</span>
<span class="p">[</span><span class="s1">&#39;enter_long&#39;</span><span class="p">,</span> <span class="s1">&#39;enter_tag&#39;</span><span class="p">]]</span> <span class="o">=</span> <span class="p">(</span><span class="mi">1</span><span class="p">,</span> <span class="s1">&#39;buy_signal_rsi&#39;</span><span class="p">)</span>
<span class="k">return</span> <span class="n">dataframe</span>
<span class="k">def</span> <span class="nf">custom_exit</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="n">Trade</span><span class="p">,</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span> <span class="n">current_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
<span class="n">current_profit</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
<span class="n">dataframe</span><span class="p">,</span> <span class="n">_</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">dp</span><span class="o">.</span><span class="n">get_analyzed_dataframe</span><span class="p">(</span><span class="n">pair</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">timeframe</span><span class="p">)</span>
<span class="n">last_candle</span> <span class="o">=</span> <span class="n">dataframe</span><span class="o">.</span><span class="n">iloc</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]</span><span class="o">.</span><span class="n">squeeze</span><span class="p">()</span>
<span class="k">if</span> <span class="n">trade</span><span class="o">.</span><span class="n">enter_tag</span> <span class="o">==</span> <span class="s1">&#39;buy_signal_rsi&#39;</span> <span class="ow">and</span> <span class="n">last_candle</span><span class="p">[</span><span class="s1">&#39;rsi&#39;</span><span class="p">]</span> <span class="o">&gt;</span> <span class="mi">80</span><span class="p">:</span>
<span class="k">return</span> <span class="s1">&#39;sell_signal_rsi&#39;</span>
<span class="k">return</span> <span class="kc">None</span>
</code></pre></div>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p><code>enter_tag</code> is limited to 100 characters, remaining data will be truncated.</p>
</div>
<div class="admonition warning">
<p class="admonition-title">Warning</p>
<p>There is only one <code>enter_tag</code> column, which is used for both long and short trades.
As a consequence, this column must be treated as "last write wins" (it's just a dataframe column after all).
In fancy situations, where multiple signals collide (or if signals are deactivated again based on different conditions), this can lead to odd results with the wrong tag applied to an entry signal.
These results are a consequence of the strategy overwriting prior tags - where the last tag will "stick" and will be the one freqtrade will use.</p>
</div>
<h2 id="exit-tag">Exit tag<a class="headerlink" href="#exit-tag" title="Permanent link">&para;</a></h2>
<p>Similar to <a href="#buy-tag">Buy Tagging</a>, you can also specify a sell tag.</p>
<div class="highlight"><pre><span></span><code><span class="k">def</span> <span class="nf">populate_exit_trend</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="n">metadata</span><span class="p">:</span> <span class="nb">dict</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="n">DataFrame</span><span class="p">:</span>
<span class="n">dataframe</span><span class="o">.</span><span class="n">loc</span><span class="p">[</span>
<span class="p">(</span>
<span class="p">(</span><span class="n">dataframe</span><span class="p">[</span><span class="s1">&#39;rsi&#39;</span><span class="p">]</span> <span class="o">&gt;</span> <span class="mi">70</span><span class="p">)</span> <span class="o">&amp;</span>
<span class="p">(</span><span class="n">dataframe</span><span class="p">[</span><span class="s1">&#39;volume&#39;</span><span class="p">]</span> <span class="o">&gt;</span> <span class="mi">0</span><span class="p">)</span>
<span class="p">),</span>
<span class="p">[</span><span class="s1">&#39;exit_long&#39;</span><span class="p">,</span> <span class="s1">&#39;exit_tag&#39;</span><span class="p">]]</span> <span class="o">=</span> <span class="p">(</span><span class="mi">1</span><span class="p">,</span> <span class="s1">&#39;exit_rsi&#39;</span><span class="p">)</span>
<span class="k">return</span> <span class="n">dataframe</span>
</code></pre></div>
<p>The provided exit-tag is then used as sell-reason - and shown as such in backtest results.</p>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p><code>exit_reason</code> is limited to 100 characters, remaining data will be truncated.</p>
</div>
<h2 id="strategy-version">Strategy version<a class="headerlink" href="#strategy-version" title="Permanent link">&para;</a></h2>
<p>You can implement custom strategy versioning by using the "version" method, and returning the version you would like this strategy to have.</p>
<div class="highlight"><pre><span></span><code><span class="k">def</span> <span class="nf">version</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="nb">str</span><span class="p">:</span>
<span class="w"> </span><span class="sd">&quot;&quot;&quot;</span>
<span class="sd"> Returns version of the strategy.</span>
<span class="sd"> &quot;&quot;&quot;</span>
<span class="k">return</span> <span class="s2">&quot;1.1&quot;</span>
</code></pre></div>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>You should make sure to implement proper version control (like a git repository) alongside this, as freqtrade will not keep historic versions of your strategy, so it's up to the user to be able to eventually roll back to a prior version of the strategy.</p>
</div>
<h2 id="derived-strategies">Derived strategies<a class="headerlink" href="#derived-strategies" title="Permanent link">&para;</a></h2>
<p>The strategies can be derived from other strategies. This avoids duplication of your custom strategy code. You can use this technique to override small parts of your main strategy, leaving the rest untouched:</p>
<div class="highlight"><span class="filename">user_data/strategies/myawesomestrategy.py</span><pre><span></span><code><span class="k">class</span> <span class="nc">MyAwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
<span class="o">...</span>
<span class="n">stoploss</span> <span class="o">=</span> <span class="mf">0.13</span>
<span class="n">trailing_stop</span> <span class="o">=</span> <span class="kc">False</span>
<span class="c1"># All other attributes and methods are here as they</span>
<span class="c1"># should be in any custom strategy...</span>
<span class="o">...</span>
</code></pre></div>
<div class="highlight"><span class="filename">user_data/strategies/MyAwesomeStrategy2.py</span><pre><span></span><code><span class="kn">from</span> <span class="nn">myawesomestrategy</span> <span class="kn">import</span> <span class="n">MyAwesomeStrategy</span>
<span class="k">class</span> <span class="nc">MyAwesomeStrategy2</span><span class="p">(</span><span class="n">MyAwesomeStrategy</span><span class="p">):</span>
<span class="c1"># Override something</span>
<span class="n">stoploss</span> <span class="o">=</span> <span class="mf">0.08</span>
<span class="n">trailing_stop</span> <span class="o">=</span> <span class="kc">True</span>
</code></pre></div>
<p>Both attributes and methods may be overridden, altering behavior of the original strategy in a way you need.</p>
<p>While keeping the subclass in the same file is technically possible, it can lead to some problems with hyperopt parameter files, we therefore recommend to use separate strategy files, and import the parent strategy as shown above.</p>
<h2 id="embedding-strategies">Embedding Strategies<a class="headerlink" href="#embedding-strategies" title="Permanent link">&para;</a></h2>
<p>Freqtrade provides you with an easy way to embed the strategy into your configuration file.
This is done by utilizing BASE64 encoding and providing this string at the strategy configuration field,
in your chosen config file.</p>
<h3 id="encoding-a-string-as-base64">Encoding a string as BASE64<a class="headerlink" href="#encoding-a-string-as-base64" title="Permanent link">&para;</a></h3>
<p>This is a quick example, how to generate the BASE64 string in python</p>
<div class="highlight"><pre><span></span><code><span class="kn">from</span> <span class="nn">base64</span> <span class="kn">import</span> <span class="n">urlsafe_b64encode</span>
<span class="k">with</span> <span class="nb">open</span><span class="p">(</span><span class="n">file</span><span class="p">,</span> <span class="s1">&#39;r&#39;</span><span class="p">)</span> <span class="k">as</span> <span class="n">f</span><span class="p">:</span>
<span class="n">content</span> <span class="o">=</span> <span class="n">f</span><span class="o">.</span><span class="n">read</span><span class="p">()</span>
<span class="n">content</span> <span class="o">=</span> <span class="n">urlsafe_b64encode</span><span class="p">(</span><span class="n">content</span><span class="o">.</span><span class="n">encode</span><span class="p">(</span><span class="s1">&#39;utf-8&#39;</span><span class="p">))</span>
</code></pre></div>
<p>The variable 'content', will contain the strategy file in a BASE64 encoded form. Which can now be set in your configurations file as following</p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;strategy&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;NameOfStrategy:BASE64String&quot;</span>
</code></pre></div>
<p>Please ensure that 'NameOfStrategy' is identical to the strategy name!</p>
<h2 id="performance-warning">Performance warning<a class="headerlink" href="#performance-warning" title="Permanent link">&para;</a></h2>
<p>When executing a strategy, one can sometimes be greeted by the following in the logs</p>
<blockquote>
<p>PerformanceWarning: DataFrame is highly fragmented.</p>
</blockquote>
<p>This is a warning from <a href="https://github.com/pandas-dev/pandas"><code>pandas</code></a> and as the warning continues to say:
use <code>pd.concat(axis=1)</code>.
This can have slight performance implications, which are usually only visible during hyperopt (when optimizing an indicator).</p>
<p>For example:</p>
<div class="highlight"><pre><span></span><code><span class="k">for</span> <span class="n">val</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">buy_ema_short</span><span class="o">.</span><span class="n">range</span><span class="p">:</span>
<span class="n">dataframe</span><span class="p">[</span><span class="sa">f</span><span class="s1">&#39;ema_short_</span><span class="si">{</span><span class="n">val</span><span class="si">}</span><span class="s1">&#39;</span><span class="p">]</span> <span class="o">=</span> <span class="n">ta</span><span class="o">.</span><span class="n">EMA</span><span class="p">(</span><span class="n">dataframe</span><span class="p">,</span> <span class="n">timeperiod</span><span class="o">=</span><span class="n">val</span><span class="p">)</span>
</code></pre></div>
<p>should be rewritten to</p>
<div class="highlight"><pre><span></span><code><span class="n">frames</span> <span class="o">=</span> <span class="p">[</span><span class="n">dataframe</span><span class="p">]</span>
<span class="k">for</span> <span class="n">val</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">buy_ema_short</span><span class="o">.</span><span class="n">range</span><span class="p">:</span>
<span class="n">frames</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">DataFrame</span><span class="p">({</span>
<span class="sa">f</span><span class="s1">&#39;ema_short_</span><span class="si">{</span><span class="n">val</span><span class="si">}</span><span class="s1">&#39;</span><span class="p">:</span> <span class="n">ta</span><span class="o">.</span><span class="n">EMA</span><span class="p">(</span><span class="n">dataframe</span><span class="p">,</span> <span class="n">timeperiod</span><span class="o">=</span><span class="n">val</span><span class="p">)</span>
<span class="p">}))</span>
<span class="c1"># Combine all dataframes, and reassign the original dataframe column</span>
<span class="n">dataframe</span> <span class="o">=</span> <span class="n">pd</span><span class="o">.</span><span class="n">concat</span><span class="p">(</span><span class="n">frames</span><span class="p">,</span> <span class="n">axis</span><span class="o">=</span><span class="mi">1</span><span class="p">)</span>
</code></pre></div>
<p>Freqtrade does however also counter this by running <code>dataframe.copy()</code> on the dataframe right after the <code>populate_indicators()</code> method - so performance implications of this should be low to non-existant.</p>
</article>
</div>
<script>var target=document.getElementById(location.hash.slice(1));target&&target.name&&(target.checked=target.name.startsWith("__tabbed_"))</script>
</div>
<button type="button" class="md-top md-icon" data-md-component="top" hidden>
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M13 20h-2V8l-5.5 5.5-1.42-1.42L12 4.16l7.92 7.92-1.42 1.42L13 8v12Z"/></svg>
Back to top
</button>
</main>
<footer class="md-footer">
<nav class="md-footer__inner md-grid" aria-label="Footer" >
<a href="../recursive-analysis/" class="md-footer__link md-footer__link--prev" aria-label="Previous: Recursive analysis">
<div class="md-footer__button md-icon">
<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>
</div>
<div class="md-footer__title">
<span class="md-footer__direction">
Previous
</span>
<div class="md-ellipsis">
Recursive analysis
</div>
</div>
</a>
<a href="../advanced-hyperopt/" class="md-footer__link md-footer__link--next" aria-label="Next: Advanced Hyperopt">
<div class="md-footer__title">
<span class="md-footer__direction">
Next
</span>
<div class="md-ellipsis">
Advanced Hyperopt
</div>
</div>
<div class="md-footer__button md-icon">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M4 11v2h12l-5.5 5.5 1.42 1.42L19.84 12l-7.92-7.92L10.5 5.5 16 11H4Z"/></svg>
</div>
</a>
</nav>
<div class="md-footer-meta md-typeset">
<div class="md-footer-meta__inner md-grid">
<div class="md-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>
</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": ["content.code.annotate", "search.share", "content.code.copy", "navigation.top", "navigation.footer"], "search": "../assets/javascripts/workers/search.b8dbb3d2.min.js", "translations": {"clipboard.copied": "Copied to clipboard", "clipboard.copy": "Copy to clipboard", "search.result.more.one": "1 more on this page", "search.result.more.other": "# more on this page", "search.result.none": "No matching documents", "search.result.one": "1 matching document", "search.result.other": "# matching documents", "search.result.placeholder": "Type to start searching", "search.result.term.missing": "Missing", "select.version": "Select version"}, "version": {"provider": "mike"}}</script>
<script src="../assets/javascripts/bundle.bd41221c.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