lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-10 10:21:59 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

fix(docs/strategy-customization): "custom_stoploss indicator" example need to check for RUN_MODE

Browse Source
This commit is contained in:
Joe Schr 2021-03-03 21:26:21 +01:00
parent c5900bbd38
commit 32f35fcd90
1 changed files with 15 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

18
docs/strategy-advanced.md
View File

@ -188,6 +188,7 @@ See: (Storing custom information using DatetimeIndex from `dataframe`
``` python ``` python
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.state import RunMode
class AwesomeStrategy(IStrategy): class AwesomeStrategy(IStrategy):
@ -200,12 +201,23 @@ class AwesomeStrategy(IStrategy):
result = 1 result = 1
if self.custom_info[pair] is not None and trade is not None: if self.custom_info[pair] is not None and trade is not None:
atr = self.custom_info[pair].loc[current_time]['atr'] # using current_time directly (like below) will only work in backtesting.
if (atr is not None): # so check "runmode" to make sure that it's only used in backtesting
if(self.dp.runmode == RunMode.BACKTEST):
relative_sl = self.custom_info[pair].loc[current_time]['atr]
# in live / dry-run, it'll be really the current time
else:
# but we can just use the last entry to get the current value
relative_sl = self.custom_info[pair]['atr].iloc[ -1 ]
if (relative_sl is not None):
print("Custom SL: {}".format(relative_sl))
# new stoploss relative to current_rate # new stoploss relative to current_rate
new_stoploss = (current_rate-atr)/current_rate new_stoploss = (current_rate-relative_sl)/current_rate
# turn into relative negative offset required by `custom_stoploss` return implementation # turn into relative negative offset required by `custom_stoploss` return implementation
result = new_stoploss - 1 result = new_stoploss - 1
print("Result: {}".format(result))
return result return result
``` ```