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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 first.</p>
<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">timestamp</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="p">,</span> <span class="n">timestamp</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>
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