lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-15 04:33:57 +00:00
Code Issues Actions 1 Packages Projects Releases Wiki Activity
adc02e469b
freqtrade_origin/en/2020.7/strategy-advanced/index.html

1308 lines
44 KiB
HTML
Raw Normal View History

Deployed 767332405 to 2020.7 in en with MkDocs 1.6.0 and mike 2.1.2
2024-08-20 17:56:41 +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="prev" href="../advanced-setup/">
<link rel="next" href="../advanced-hyperopt/">
<link rel="icon" href="../assets/images/favicon.png">
<meta name="generator" content="mkdocs-1.6.0, mkdocs-material-9.5.30">
<title>Advanced Strategy - Freqtrade</title>
<link rel="stylesheet" href="../assets/stylesheets/main.3cba04c6.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div data-md-color-scheme="default" data-md-component="outdated" hidden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>
<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" 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" tabindex="0" 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>
</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">
<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>
<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/" class="md-nav__link">
<span class="md-ellipsis">
Installation Docker
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../installation/" class="md-nav__link">
<span class="md-ellipsis">
Installation
</span>
</a>
</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="../stoploss/" class="md-nav__link">
<span class="md-ellipsis">
Stoploss
</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_9" >
<label class="md-nav__link" for="__nav_9" id="__nav_9_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_9_label" aria-expanded="false">
<label class="md-nav__title" for="__nav_9">
<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="../webhook-config/" class="md-nav__link">
<span class="md-ellipsis">
Web Hook
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../rest-api/" class="md-nav__link">
<span class="md-ellipsis">
REST API
</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">
<a href="../edge/" class="md-nav__link">
<span class="md-ellipsis">
Edge Positioning
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../utils/" class="md-nav__link">
<span class="md-ellipsis">
Utility Subcommands
</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">
<a href="../faq/" class="md-nav__link">
<span class="md-ellipsis">
FAQ
</span>
</a>
</li>
<li class="md-nav__item md-nav__item--nested">
<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_17" >
<label class="md-nav__link" for="__nav_17" id="__nav_17_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_17_label" aria-expanded="false">
<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">
<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="../plotting/" class="md-nav__link">
<span class="md-ellipsis">
Plotting
</span>
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="../sql_cheatsheet/" class="md-nav__link">
<span class="md-ellipsis">
SQL Cheatsheet
</span>
</a>
</li>
<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 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="#custom-order-timeout-rules" class="md-nav__link">
<span class="md-ellipsis">
Custom order timeout rules
</span>
</a>
<nav class="md-nav" aria-label="Custom order timeout rules">
<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#custom-order-timeout-example" class="md-nav__link">
<span class="md-ellipsis">
Custom order timeout example
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#custom-order-timeout-example-using-additional-data" class="md-nav__link">
<span class="md-ellipsis">
Custom order timeout example (using additional data)
</span>
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="#bot-loop-start-callback" class="md-nav__link">
<span class="md-ellipsis">
Bot loop start callback
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#bot-order-confirmation" class="md-nav__link">
<span class="md-ellipsis">
Bot order confirmation
</span>
</a>
<nav class="md-nav" aria-label="Bot order confirmation">
<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#trade-entry-buy-order-confirmation" class="md-nav__link">
<span class="md-ellipsis">
Trade entry (buy order) confirmation
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#trade-exit-sell-order-confirmation" class="md-nav__link">
<span class="md-ellipsis">
Trade exit (sell order) confirmation
</span>
</a>
</li>
</ul>
</nav>
</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="../sandbox-testing/" class="md-nav__link">
<span class="md-ellipsis">
Sandbox Testing
</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>
<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="#custom-order-timeout-rules" class="md-nav__link">
<span class="md-ellipsis">
Custom order timeout rules
</span>
</a>
<nav class="md-nav" aria-label="Custom order timeout rules">
<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#custom-order-timeout-example" class="md-nav__link">
<span class="md-ellipsis">
Custom order timeout example
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#custom-order-timeout-example-using-additional-data" class="md-nav__link">
<span class="md-ellipsis">
Custom order timeout example (using additional data)
</span>
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="#bot-loop-start-callback" class="md-nav__link">
<span class="md-ellipsis">
Bot loop start callback
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#bot-order-confirmation" class="md-nav__link">
<span class="md-ellipsis">
Bot order confirmation
</span>
</a>
<nav class="md-nav" aria-label="Bot order confirmation">
<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#trade-entry-buy-order-confirmation" class="md-nav__link">
<span class="md-ellipsis">
Trade entry (buy order) confirmation
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#trade-exit-sell-order-confirmation" class="md-nav__link">
<span class="md-ellipsis">
Trade exit (sell order) confirmation
</span>
</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">
<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 be familiar with the methods described in the <a href="../strategy-customization/">Strategy Customization</a> documentation and with the <a href="../bot-basics/">Freqtrade basics</a> first.</p>
<p><a href="../bot-basics/">Freqtrade basics</a> describes in which sequence each method described below is called, which can be helpful to understand which method to use for your custom needs.</p>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>All callback methods described below should only be implemented in a strategy if they are actually used.</p>
</div>
<h2 id="custom-order-timeout-rules">Custom order timeout rules<a class="headerlink" href="#custom-order-timeout-rules" title="Permanent link">&para;</a></h2>
<p>Simple, timebased order-timeouts can be configured either via strategy or in the configuration in the <code>unfilledtimeout</code> section.</p>
<p>However, freqtrade also offers a custom callback for both ordertypes, which allows you to decide based on custom criteria if a order did time out or not.</p>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>Unfilled order timeouts are not relevant during backtesting or hyperopt, and are only relevant during real (live) trading. Therefore these methods are only called in these circumstances.</p>
</div>
<h3 id="custom-order-timeout-example">Custom order timeout example<a class="headerlink" href="#custom-order-timeout-example" title="Permanent link">&para;</a></h3>
<p>A simple example, which applies different unfilled-timeouts depending on the price of the asset can be seen below.
It applies a tight timeout for higher priced assets, while allowing more time to fill on cheap coins.</p>
<p>The function must return either <code>True</code> (cancel order) or <code>False</code> (keep order alive).</p>
<div class="highlight"><pre><span></span><code><span class="kn">from</span> <span class="nn">datetime</span> <span class="kn">import</span> <span class="n">datetime</span><span class="p">,</span> <span class="n">timedelta</span>
<span class="kn">from</span> <span class="nn">freqtrade.persistence</span> <span class="kn">import</span> <span class="n">Trade</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="c1"># ... populate_* methods</span>
<span class="c1"># Set unfilledtimeout to 25 hours, since our maximum timeout from below is 24 hours.</span>
<span class="n">unfilledtimeout</span> <span class="o">=</span> <span class="p">{</span>
<span class="s1">&#39;buy&#39;</span><span class="p">:</span> <span class="mi">60</span> <span class="o">*</span> <span class="mi">25</span><span class="p">,</span>
<span class="s1">&#39;sell&#39;</span><span class="p">:</span> <span class="mi">60</span> <span class="o">*</span> <span class="mi">25</span>
<span class="p">}</span>
<span class="k">def</span> <span class="nf">check_buy_timeout</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</span><span class="p">:</span> <span class="nb">dict</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="k">if</span> <span class="n">trade</span><span class="o">.</span><span class="n">open_rate</span> <span class="o">&gt;</span> <span class="mi">100</span> <span class="ow">and</span> <span class="n">trade</span><span class="o">.</span><span class="n">open_date</span> <span class="o">&lt;</span> <span class="n">datetime</span><span class="o">.</span><span class="n">utcnow</span><span class="p">()</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">5</span><span class="p">):</span>
<span class="k">return</span> <span class="kc">True</span>
<span class="k">elif</span> <span class="n">trade</span><span class="o">.</span><span class="n">open_rate</span> <span class="o">&gt;</span> <span class="mi">10</span> <span class="ow">and</span> <span class="n">trade</span><span class="o">.</span><span class="n">open_date</span> <span class="o">&lt;</span> <span class="n">datetime</span><span class="o">.</span><span class="n">utcnow</span><span class="p">()</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">3</span><span class="p">):</span>
<span class="k">return</span> <span class="kc">True</span>
<span class="k">elif</span> <span class="n">trade</span><span class="o">.</span><span class="n">open_rate</span> <span class="o">&lt;</span> <span class="mi">1</span> <span class="ow">and</span> <span class="n">trade</span><span class="o">.</span><span class="n">open_date</span> <span class="o">&lt;</span> <span class="n">datetime</span><span class="o">.</span><span class="n">utcnow</span><span class="p">()</span> <span class="o">-</span> <span class="n">timedelta</span><span class="p">(</span><span class="n">hours</span><span class="o">=</span><span class="mi">24</span><span class="p">):</span>
<span class="k">return</span> <span class="kc">True</span>
<span class="k">return</span> <span class="kc">False</span>
<span class="k">def</span> <span class="nf">check_sell_timeout</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</span><span class="p">:</span> <span class="nb">dict</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="k">if</span> <span class="n">trade</span><span class="o">.</span><span class="n">open_rate</span> <span class="o">&gt;</span> <span class="mi">100</span> <span class="ow">and</span> <span class="n">trade</span><span class="o">.</span><span class="n">open_date</span> <span class="o">&lt;</span> <span class="n">datetime</span><span class="o">.</span><span class="n">utcnow</span><span class="p">()</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">5</span><span class="p">):</span>
<span class="k">return</span> <span class="kc">True</span>
<span class="k">elif</span> <span class="n">trade</span><span class="o">.</span><span class="n">open_rate</span> <span class="o">&gt;</span> <span class="mi">10</span> <span class="ow">and</span> <span class="n">trade</span><span class="o">.</span><span class="n">open_date</span> <span class="o">&lt;</span> <span class="n">datetime</span><span class="o">.</span><span class="n">utcnow</span><span class="p">()</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">3</span><span class="p">):</span>
<span class="k">return</span> <span class="kc">True</span>
<span class="k">elif</span> <span class="n">trade</span><span class="o">.</span><span class="n">open_rate</span> <span class="o">&lt;</span> <span class="mi">1</span> <span class="ow">and</span> <span class="n">trade</span><span class="o">.</span><span class="n">open_date</span> <span class="o">&lt;</span> <span class="n">datetime</span><span class="o">.</span><span class="n">utcnow</span><span class="p">()</span> <span class="o">-</span> <span class="n">timedelta</span><span class="p">(</span><span class="n">hours</span><span class="o">=</span><span class="mi">24</span><span class="p">):</span>
<span class="k">return</span> <span class="kc">True</span>
<span class="k">return</span> <span class="kc">False</span>
</code></pre></div>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>For the above example, <code>unfilledtimeout</code> must be set to something bigger than 24h, otherwise that type of timeout will apply first.</p>
</div>
<h3 id="custom-order-timeout-example-using-additional-data">Custom order timeout example (using additional data)<a class="headerlink" href="#custom-order-timeout-example-using-additional-data" title="Permanent link">&para;</a></h3>
<div class="highlight"><pre><span></span><code><span class="kn">from</span> <span class="nn">datetime</span> <span class="kn">import</span> <span class="n">datetime</span>
<span class="kn">from</span> <span class="nn">freqtrade.persistence</span> <span class="kn">import</span> <span class="n">Trade</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="c1"># ... populate_* methods</span>
<span class="c1"># Set unfilledtimeout to 25 hours, since our maximum timeout from below is 24 hours.</span>
<span class="n">unfilledtimeout</span> <span class="o">=</span> <span class="p">{</span>
<span class="s1">&#39;buy&#39;</span><span class="p">:</span> <span class="mi">60</span> <span class="o">*</span> <span class="mi">25</span><span class="p">,</span>
<span class="s1">&#39;sell&#39;</span><span class="p">:</span> <span class="mi">60</span> <span class="o">*</span> <span class="mi">25</span>
<span class="p">}</span>
<span class="k">def</span> <span class="nf">check_buy_timeout</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">order</span><span class="p">:</span> <span class="nb">dict</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="n">ob</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">orderbook</span><span class="p">(</span><span class="n">pair</span><span class="p">,</span> <span class="mi">1</span><span class="p">)</span>
<span class="n">current_price</span> <span class="o">=</span> <span class="n">ob</span><span class="p">[</span><span class="s1">&#39;bids&#39;</span><span class="p">][</span><span class="mi">0</span><span class="p">][</span><span class="mi">0</span><span class="p">]</span>
<span class="c1"># Cancel buy order if price is more than 2% above the order.</span>
<span class="k">if</span> <span class="n">current_price</span> <span class="o">&gt;</span> <span class="n">order</span><span class="p">[</span><span class="s1">&#39;price&#39;</span><span class="p">]</span> <span class="o">*</span> <span class="mf">1.02</span><span class="p">:</span>
<span class="k">return</span> <span class="kc">True</span>
<span class="k">return</span> <span class="kc">False</span>
<span class="k">def</span> <span class="nf">check_sell_timeout</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">order</span><span class="p">:</span> <span class="nb">dict</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="n">ob</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">orderbook</span><span class="p">(</span><span class="n">pair</span><span class="p">,</span> <span class="mi">1</span><span class="p">)</span>
<span class="n">current_price</span> <span class="o">=</span> <span class="n">ob</span><span class="p">[</span><span class="s1">&#39;asks&#39;</span><span class="p">][</span><span class="mi">0</span><span class="p">][</span><span class="mi">0</span><span class="p">]</span>
<span class="c1"># Cancel sell order if price is more than 2% below the order.</span>
<span class="k">if</span> <span class="n">current_price</span> <span class="o">&lt;</span> <span class="n">order</span><span class="p">[</span><span class="s1">&#39;price&#39;</span><span class="p">]</span> <span class="o">*</span> <span class="mf">0.98</span><span class="p">:</span>
<span class="k">return</span> <span class="kc">True</span>
<span class="k">return</span> <span class="kc">False</span>
</code></pre></div>
<h2 id="bot-loop-start-callback">Bot loop start callback<a class="headerlink" href="#bot-loop-start-callback" title="Permanent link">&para;</a></h2>
<p>A simple callback which is called once at the start of every bot throttling iteration.
This can be used to perform calculations which are pair independent (apply to all pairs), loading of external data, etc.</p>
<div class="highlight"><pre><span></span><code><span class="kn">import</span> <span class="nn">requests</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="c1"># ... populate_* methods</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="w"> </span><span class="sd">&quot;&quot;&quot;</span>
<span class="sd"> Called at the start of the bot iteration (one loop).</span>
<span class="sd"> Might be used to perform pair-independent tasks</span>
<span class="sd"> (e.g. gather some remote resource for comparison)</span>
<span class="sd"> :param **kwargs: Ensure to keep this here so updates to this won&#39;t break your strategy.</span>
<span class="sd"> &quot;&quot;&quot;</span>
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">config</span><span class="p">[</span><span class="s1">&#39;runmode&#39;</span><span class="p">]</span><span class="o">.</span><span class="n">value</span> <span class="ow">in</span> <span class="p">(</span><span class="s1">&#39;live&#39;</span><span class="p">,</span> <span class="s1">&#39;dry_run&#39;</span><span class="p">):</span>
<span class="c1"># Assign this to the class by using self.*</span>
<span class="c1"># can then be used by populate_* methods</span>
<span class="bp">self</span><span class="o">.</span><span class="n">remote_data</span> <span class="o">=</span> <span class="n">requests</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">&#39;https://some_remote_source.example.com&#39;</span><span class="p">)</span>
</code></pre></div>
<h2 id="bot-order-confirmation">Bot order confirmation<a class="headerlink" href="#bot-order-confirmation" title="Permanent link">&para;</a></h2>
<h3 id="trade-entry-buy-order-confirmation">Trade entry (buy order) confirmation<a class="headerlink" href="#trade-entry-buy-order-confirmation" title="Permanent link">&para;</a></h3>
<p><code>confirm_trade_entry()</code> can be used to abort a trade entry at the latest second (maybe because the price is not what we expect).</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"># ... populate_* methods</span>
<span class="k">def</span> <span class="nf">confirm_trade_entry</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">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="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="w"> </span><span class="sd">&quot;&quot;&quot;</span>
<span class="sd"> Called right before placing a buy order.</span>
<span class="sd"> Timing for this function is critical, so avoid doing heavy computations or</span>
<span class="sd"> network requests in this method.</span>
<span class="sd"> For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/</span>
<span class="sd"> When not implemented by a strategy, returns True (always confirming).</span>
<span class="sd"> :param pair: Pair that&#39;s about to be bought.</span>
<span class="sd"> :param order_type: Order type (as configured in order_types). usually limit or market.</span>
<span class="sd"> :param amount: Amount in target (quote) currency that&#39;s going to be traded.</span>
<span class="sd"> :param rate: Rate that&#39;s going to be used when using limit orders</span>
<span class="sd"> :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).</span>
<span class="sd"> :param **kwargs: Ensure to keep this here so updates to this won&#39;t break your strategy.</span>
<span class="sd"> :return bool: When True is returned, then the buy-order is placed on the exchange.</span>
<span class="sd"> False aborts the process</span>
<span class="sd"> &quot;&quot;&quot;</span>
<span class="k">return</span> <span class="kc">True</span>
</code></pre></div>
<h3 id="trade-exit-sell-order-confirmation">Trade exit (sell order) confirmation<a class="headerlink" href="#trade-exit-sell-order-confirmation" title="Permanent link">&para;</a></h3>
<p><code>confirm_trade_exit()</code> can be used to abort a trade exit (sell) at the latest second (maybe because the price is not what we expect).</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="k">class</span> <span class="nc">Awesomestrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
<span class="c1"># ... populate_* methods</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="n">Trade</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">sell_reason</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">bool</span><span class="p">:</span>
<span class="w"> </span><span class="sd">&quot;&quot;&quot;</span>
<span class="sd"> Called right before placing a regular sell order.</span>
<span class="sd"> Timing for this function is critical, so avoid doing heavy computations or</span>
<span class="sd"> network requests in this method.</span>
<span class="sd"> For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/</span>
<span class="sd"> When not implemented by a strategy, returns True (always confirming).</span>
<span class="sd"> :param pair: Pair that&#39;s about to be sold.</span>
<span class="sd"> :param order_type: Order type (as configured in order_types). usually limit or market.</span>
<span class="sd"> :param amount: Amount in quote currency.</span>
<span class="sd"> :param rate: Rate that&#39;s going to be used when using limit orders</span>
<span class="sd"> :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).</span>
<span class="sd"> :param sell_reason: Sell reason.</span>
<span class="sd"> Can be any of [&#39;roi&#39;, &#39;stop_loss&#39;, &#39;stoploss_on_exchange&#39;, &#39;trailing_stop_loss&#39;,</span>
<span class="sd"> &#39;sell_signal&#39;, &#39;force_sell&#39;, &#39;emergency_sell&#39;]</span>
<span class="sd"> :param **kwargs: Ensure to keep this here so updates to this won&#39;t break your strategy.</span>
<span class="sd"> :return bool: When True is returned, then the sell-order is placed on the exchange.</span>
<span class="sd"> False aborts the process</span>
<span class="sd"> &quot;&quot;&quot;</span>
<span class="k">if</span> <span class="n">sell_reason</span> <span class="o">==</span> <span class="s1">&#39;force_sell&#39;</span> <span class="ow">and</span> <span class="n">trade</span><span class="o">.</span><span class="n">calc_profit_ratio</span><span class="p">(</span><span class="n">rate</span><span class="p">)</span> <span class="o">&lt;</span> <span class="mi">0</span><span class="p">:</span>
<span class="c1"># Reject force-sells with negative profit</span>
<span class="c1"># This is just a sample, please adjust to your needs</span>
<span class="c1"># (this does not necessarily make sense, assuming you know when you&#39;re force-selling)</span>
<span class="k">return</span> <span class="kc">False</span>
<span class="k">return</span> <span class="kc">True</span>
</code></pre></div>
</article>
</div>
<script>var target=document.getElementById(location.hash.slice(1));target&&target.name&&(target.checked=target.name.startsWith("__tabbed_"))</script>
</div>
</main>
<footer class="md-footer">
<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>
</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": [], "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.fe8b6f2b.min.js"></script>
</body>
</html>
Reference in New Issue Copy Permalink