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<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, Slack 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>
<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>, and determines if the amount of trades that resulted in stoploss are above <code>trade_limit</code> - in which case trading will stop for <code>stop_duration</code>.
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>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;protections&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;StoplossGuard&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;lookback_period_candles&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">24</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;trade_limit&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">4</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;stop_duration_candles&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">4</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;only_per_pair&quot;</span><span class="p">:</span><span class="w"> </span><span class="kc">false</span>
<span class="w"> </span><span class="p">}</span>
<span class="p">],</span>
</code></pre></div>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p><code>StoplossGuard</code> considers all trades with the results <code>"stop_loss"</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) 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) 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 trades within the last 48 candles.</p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;protections&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;MaxDrawdown&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;lookback_period_candles&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">48</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;trade_limit&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">20</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;stop_duration_candles&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">12</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;max_allowed_drawdown&quot;</span><span class="p">:</span><span class="w"> </span><span class="mf">0.2</span>
<span class="w"> </span><span class="p">},</span>
<span class="p">],</span>
</code></pre></div>
<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) 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).</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>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;protections&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;LowProfitPairs&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;lookback_period_candles&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">6</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;trade_limit&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">2</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;stop_duration&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">60</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;required_profit&quot;</span><span class="p">:</span><span class="w"> </span><span class="mf">0.02</span>
<span class="w"> </span><span class="p">}</span>
<span class="p">],</span>
</code></pre></div>
<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) 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>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;protections&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;CooldownPeriod&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;stop_duration_candles&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">2</span>
<span class="w"> </span><span class="p">}</span>
<span class="p">],</span>
</code></pre></div>
<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>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;timeframe&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;1h&quot;</span><span class="p">,</span>
<span class="nt">&quot;protections&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;CooldownPeriod&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;stop_duration_candles&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">5</span>
<span class="w"> </span><span class="p">},</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;MaxDrawdown&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;lookback_period_candles&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">48</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;trade_limit&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">20</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;stop_duration_candles&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">4</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;max_allowed_drawdown&quot;</span><span class="p">:</span><span class="w"> </span><span class="mf">0.2</span>
<span class="w"> </span><span class="p">},</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;StoplossGuard&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;lookback_period_candles&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">24</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;trade_limit&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">4</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;stop_duration_candles&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">2</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;only_per_pair&quot;</span><span class="p">:</span><span class="w"> </span><span class="kc">false</span>
<span class="w"> </span><span class="p">},</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;LowProfitPairs&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;lookback_period_candles&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">6</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;trade_limit&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">2</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;stop_duration_candles&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">60</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;required_profit&quot;</span><span class="p">:</span><span class="w"> </span><span class="mf">0.02</span>
<span class="w"> </span><span class="p">},</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;LowProfitPairs&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;lookback_period_candles&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">24</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;trade_limit&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">4</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;stop_duration_candles&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">2</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;required_profit&quot;</span><span class="p">:</span><span class="w"> </span><span class="mf">0.01</span>
<span class="w"> </span><span class="p">}</span>
<span class="w"> </span><span class="p">],</span>
</code></pre></div>
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