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<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>
<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"><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>
<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 overriden, altering behavior of the original strategy in a way you need.</p>
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