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Custom order timeout example
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Custom order timeout example (using additional data)
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Trade entry (buy order) confirmation
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Trade exit (sell order) confirmation
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Derived strategies
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Embedding Strategies
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Advanced Hyperopt
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Deprecated Features
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Custom stoploss
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Custom stoploss examples
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Time based trailing stop
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Different stoploss per pair
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<a href="#trailing-stoploss-with-positive-offset" class="md-nav__link">
<span class="md-ellipsis">
Trailing stoploss with positive offset
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</a>
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<a href="#absolute-stoploss" class="md-nav__link">
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Absolute stoploss
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Custom order timeout rules
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<a href="#custom-order-timeout-example" class="md-nav__link">
<span class="md-ellipsis">
Custom order timeout example
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</li>
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<a href="#custom-order-timeout-example-using-additional-data" class="md-nav__link">
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Custom order timeout example (using additional data)
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Bot loop start callback
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<a href="#bot-order-confirmation" class="md-nav__link">
<span class="md-ellipsis">
Bot order confirmation
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<nav class="md-nav" aria-label="Bot order confirmation">
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<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
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<a href="#derived-strategies" class="md-nav__link">
<span class="md-ellipsis">
Derived strategies
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Embedding Strategies
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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>
<div class="admonition tip">
<p class="admonition-title">Tip</p>
<p>You can get a strategy template containing all below methods by running <code>freqtrade new-strategy --strategy MyAwesomeStrategy --template advanced</code></p>
</div>
<h2 id="custom-stoploss">Custom stoploss<a class="headerlink" href="#custom-stoploss" title="Permanent link">&para;</a></h2>
<p>A stoploss can only ever move upwards - so if you set it to an absolute profit of 2%, you can never move it below this price.
Also, the traditional <code>stoploss</code> value serves as an absolute lower level and will be instated as the initial stoploss.</p>
<p>The usage of the custom stoploss method must be enabled by setting <code>use_custom_stoploss=True</code> on the strategy object.
The method must return a stoploss value (float / number) with a relative ratio below the current price.
E.g. <code>current_profit = 0.05</code> (5% profit) - stoploss returns <code>0.02</code> - then you "locked in" a profit of 3% (<code>0.05 - 0.02 = 0.03</code>).</p>
<p>To simulate a regular trailing stoploss of 4% (trailing 4% behind the maximum reached price) you would use the following very simple method:</p>
<div class="highlight"><pre><span></span><code><span class="c1"># additional imports required</span>
<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="n">use_custom_stoploss</span> <span class="o">=</span> <span class="kc">True</span>
<span class="k">def</span> <span class="nf">custom_stoploss</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">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
<span class="n">current_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">current_profit</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="nb">float</span><span class="p">:</span>
<span class="w"> </span><span class="sd">&quot;&quot;&quot;</span>
<span class="sd"> Custom stoploss logic, returning the new distance relative to current_rate (as ratio).</span>
<span class="sd"> e.g. returning -0.05 would create a stoploss 5% below current_rate.</span>
<span class="sd"> The custom stoploss can never be below self.stoploss, which serves as a hard maximum loss.</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 the initial stoploss value</span>
<span class="sd"> Only called when use_custom_stoploss is set to True.</span>
<span class="sd"> :param pair: Pair that&#39;s currently analyzed</span>
<span class="sd"> :param trade: trade object.</span>
<span class="sd"> :param current_time: datetime object, containing the current datetime</span>
<span class="sd"> :param current_rate: Rate, calculated based on pricing settings in ask_strategy.</span>
<span class="sd"> :param current_profit: Current profit (as ratio), calculated based on current_rate.</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 float: New stoploss value, relative to the currentrate</span>
<span class="sd"> &quot;&quot;&quot;</span>
<span class="k">return</span> <span class="o">-</span><span class="mf">0.04</span>
</code></pre></div>
<p>Stoploss on exchange works similar to <code>trailing_stop</code>, and the stoploss on exchange is updated as configured in <code>stoploss_on_exchange_interval</code> (<a href="../stoploss/#stop-loss-on-exchange-freqtrade">More details about stoploss on exchange</a>).</p>
<div class="admonition note">
<p class="admonition-title">Use of dates</p>
<p>All time-based calculations should be done based on <code>current_time</code> - using <code>datetime.now()</code> or <code>datetime.utcnow()</code> is discouraged, as this will break backtesting support.</p>
</div>
<div class="admonition tip">
<p class="admonition-title">Trailing stoploss</p>
<p>It's recommended to disable <code>trailing_stop</code> when using custom stoploss values. Both can work in tandem, but you might encounter the trailing stop to move the price higher while your custom function would not want this, causing conflicting behavior.</p>
</div>
<h3 id="custom-stoploss-examples">Custom stoploss examples<a class="headerlink" href="#custom-stoploss-examples" title="Permanent link">&para;</a></h3>
<p>The next section will show some examples on what's possible with the custom stoploss function.
Of course, many more things are possible, and all examples can be combined at will.</p>
<h4 id="time-based-trailing-stop">Time based trailing stop<a class="headerlink" href="#time-based-trailing-stop" title="Permanent link">&para;</a></h4>
<p>Use the initial stoploss for the first 60 minutes, after this change to 10% trailing stoploss, and after 2 hours (120 minutes) we use a 5% trailing stoploss.</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="n">use_custom_stoploss</span> <span class="o">=</span> <span class="kc">True</span>
<span class="k">def</span> <span class="nf">custom_stoploss</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">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
<span class="n">current_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">current_profit</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="nb">float</span><span class="p">:</span>
<span class="c1"># Make sure you have the longest interval first - these conditions are evaluated from top to bottom.</span>
<span class="k">if</span> <span class="n">current_time</span> <span class="o">-</span> <span class="n">timedelta</span><span class="p">(</span><span class="n">minutes</span><span class="o">=</span><span class="mi">120</span><span class="p">)</span> <span class="o">&gt;</span> <span class="n">trade</span><span class="o">.</span><span class="n">open_date</span><span class="p">:</span>
<span class="k">return</span> <span class="o">-</span><span class="mf">0.05</span>
<span class="k">elif</span> <span class="n">current_time</span> <span class="o">-</span> <span class="n">timedelta</span><span class="p">(</span><span class="n">minutes</span><span class="o">=</span><span class="mi">60</span><span class="p">)</span> <span class="o">&gt;</span> <span class="n">trade</span><span class="o">.</span><span class="n">open_date</span><span class="p">:</span>
<span class="k">return</span> <span class="o">-</span><span class="mf">0.10</span>
<span class="k">return</span> <span class="mi">1</span>
</code></pre></div>
<h4 id="different-stoploss-per-pair">Different stoploss per pair<a class="headerlink" href="#different-stoploss-per-pair" title="Permanent link">&para;</a></h4>
<p>Use a different stoploss depending on the pair.
In this example, we'll trail the highest price with 10% trailing stoploss for <code>ETH/BTC</code> and <code>XRP/BTC</code>, with 5% trailing stoploss for <code>LTC/BTC</code> and with 15% for all other pairs.</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="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="n">use_custom_stoploss</span> <span class="o">=</span> <span class="kc">True</span>
<span class="k">def</span> <span class="nf">custom_stoploss</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">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
<span class="n">current_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">current_profit</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="nb">float</span><span class="p">:</span>
<span class="k">if</span> <span class="n">pair</span> <span class="ow">in</span> <span class="p">(</span><span class="s1">&#39;ETH/BTC&#39;</span><span class="p">,</span> <span class="s1">&#39;XRP/BTC&#39;</span><span class="p">):</span>
<span class="k">return</span> <span class="o">-</span><span class="mf">0.10</span>
<span class="k">elif</span> <span class="n">pair</span> <span class="ow">in</span> <span class="p">(</span><span class="s1">&#39;LTC/BTC&#39;</span><span class="p">):</span>
<span class="k">return</span> <span class="o">-</span><span class="mf">0.05</span>
<span class="k">return</span> <span class="o">-</span><span class="mf">0.15</span>
</code></pre></div>
<h4 id="trailing-stoploss-with-positive-offset">Trailing stoploss with positive offset<a class="headerlink" href="#trailing-stoploss-with-positive-offset" title="Permanent link">&para;</a></h4>
<p>Use the initial stoploss until the profit is above 4%, then use a trailing stoploss of 50% of the current profit with a minimum of 2.5% and a maximum of 5%.</p>
<p>Please note that the stoploss can only increase, values lower than the current stoploss are ignored.</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="n">use_custom_stoploss</span> <span class="o">=</span> <span class="kc">True</span>
<span class="k">def</span> <span class="nf">custom_stoploss</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">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
<span class="n">current_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">current_profit</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="nb">float</span><span class="p">:</span>
<span class="k">if</span> <span class="n">current_profit</span> <span class="o">&lt;</span> <span class="mf">0.04</span><span class="p">:</span>
<span class="k">return</span> <span class="o">-</span><span class="mi">1</span> <span class="c1"># return a value bigger than the inital stoploss to keep using the inital stoploss</span>
<span class="c1"># After reaching the desired offset, allow the stoploss to trail by half the profit</span>
<span class="n">desired_stoploss</span> <span class="o">=</span> <span class="n">current_profit</span> <span class="o">/</span> <span class="mi">2</span>
<span class="c1"># Use a minimum of 2.5% and a maximum of 5%</span>
<span class="k">return</span> <span class="nb">max</span><span class="p">(</span><span class="nb">min</span><span class="p">(</span><span class="n">desired_stoploss</span><span class="p">,</span> <span class="mf">0.05</span><span class="p">),</span> <span class="mf">0.025</span><span class="p">)</span>
</code></pre></div>
<h4 id="absolute-stoploss">Absolute stoploss<a class="headerlink" href="#absolute-stoploss" title="Permanent link">&para;</a></h4>
<p>The below example sets absolute profit levels based on the current profit.</p>
<ul>
<li>Use the regular stoploss until 20% profit is reached</li>
<li>Once profit is &gt; 40%, stoploss will be at 25%, locking in at least 25% of the profit.</li>
<li>Once profit is &gt; 25% - stoploss will be 15%.</li>
<li>Once profit is &gt; 20% - stoploss will be set to 7%.</li>
</ul>
<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="n">use_custom_stoploss</span> <span class="o">=</span> <span class="kc">True</span>
<span class="k">def</span> <span class="nf">custom_stoploss</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">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
<span class="n">current_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">current_profit</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="nb">float</span><span class="p">:</span>
<span class="c1"># Calculate as `-desired_stop_from_open + current_profit` to get the distance between current_profit and initial price</span>
<span class="k">if</span> <span class="n">current_profit</span> <span class="o">&gt;</span> <span class="mf">0.40</span><span class="p">:</span>
<span class="k">return</span> <span class="p">(</span><span class="o">-</span><span class="mf">0.25</span> <span class="o">+</span> <span class="n">current_profit</span><span class="p">)</span>
<span class="k">if</span> <span class="n">current_profit</span> <span class="o">&gt;</span> <span class="mf">0.25</span><span class="p">:</span>
<span class="k">return</span> <span class="p">(</span><span class="o">-</span><span class="mf">0.15</span> <span class="o">+</span> <span class="n">current_profit</span><span class="p">)</span>
<span class="k">if</span> <span class="n">current_profit</span> <span class="o">&gt;</span> <span class="mf">0.20</span><span class="p">:</span>
<span class="k">return</span> <span class="p">(</span><span class="o">-</span><span class="mf">0.7</span> <span class="o">+</span> <span class="n">current_profit</span><span class="p">)</span>
<span class="k">return</span> <span class="mi">1</span>
</code></pre></div>
<hr />
<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, time-based 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 order types, 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>
<hr />
<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>
<hr />
<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 overridden, altering behavior of the original strategy in a way you need.</p>
<div class="admonition note">
<p class="admonition-title">Parent-strategy in different files</p>
<p>If you have the parent-strategy in a different file, you'll need to add the following to the top of your "child"-file to ensure proper loading, otherwise freqtrade may not be able to load the parent strategy correctly.</p>
<div class="highlight"><pre><span></span><code><span class="kn">import</span> <span class="nn">sys</span>
<span class="kn">from</span> <span class="nn">pathlib</span> <span class="kn">import</span> <span class="n">Path</span>
<span class="n">sys</span><span class="o">.</span><span class="n">path</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="nb">str</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="vm">__file__</span><span class="p">)</span><span class="o">.</span><span class="n">parent</span><span class="p">))</span>
<span class="kn">from</span> <span class="nn">myawesomestrategy</span> <span class="kn">import</span> <span class="n">MyAwesomeStrategy</span>
</code></pre></div>
</div>
<h2 id="embedding-strategies">Embedding Strategies<a class="headerlink" href="#embedding-strategies" title="Permanent link">&para;</a></h2>
<p>Freqtrade provides you with with an easy way to embed the strategy into your configuration file.
This is done by utilizing BASE64 encoding and providing this string at the strategy configuration field,
in your chosen config file.</p>
<h3 id="encoding-a-string-as-base64">Encoding a string as BASE64<a class="headerlink" href="#encoding-a-string-as-base64" title="Permanent link">&para;</a></h3>
<p>This is a quick example, how to generate the BASE64 string in python</p>
<div class="highlight"><pre><span></span><code><span class="kn">from</span> <span class="nn">base64</span> <span class="kn">import</span> <span class="n">urlsafe_b64encode</span>
<span class="k">with</span> <span class="nb">open</span><span class="p">(</span><span class="n">file</span><span class="p">,</span> <span class="s1">&#39;r&#39;</span><span class="p">)</span> <span class="k">as</span> <span class="n">f</span><span class="p">:</span>
<span class="n">content</span> <span class="o">=</span> <span class="n">f</span><span class="o">.</span><span class="n">read</span><span class="p">()</span>
<span class="n">content</span> <span class="o">=</span> <span class="n">urlsafe_b64encode</span><span class="p">(</span><span class="n">content</span><span class="o">.</span><span class="n">encode</span><span class="p">(</span><span class="s1">&#39;utf-8&#39;</span><span class="p">))</span>
</code></pre></div>
<p>The variable 'content', will contain the strategy file in a BASE64 encoded form. Which can now be set in your configurations file as following</p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;strategy&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;NameOfStrategy:BASE64String&quot;</span>
</code></pre></div>
<p>Please ensure that 'NameOfStrategy' is identical to the strategy name!</p>
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