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removing total capital in favour of stake amount
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@ -63,7 +63,6 @@
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"enabled": false,
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"enabled": false,
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"process_throttle_secs": 3600,
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"process_throttle_secs": 3600,
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"calculate_since_number_of_days": 2,
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"calculate_since_number_of_days": 2,
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"total_capital_in_stake_currency": 0.5,
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"allowed_risk": 0.01,
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"allowed_risk": 0.01,
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"stoploss_range_min": -0.01,
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"stoploss_range_min": -0.01,
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"stoploss_range_max": -0.1,
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"stoploss_range_max": -0.1,
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@ -82,6 +82,8 @@ Allowed capital at risk is calculated as follows:
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**allowed capital at risk** = **total capital** X **allowed risk per trade**
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**allowed capital at risk** = **total capital** X **allowed risk per trade**
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**total capital** is your stake amount.
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**Stoploss** is calculated as described above against historical data.
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**Stoploss** is calculated as described above against historical data.
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Your position size then will be:
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Your position size then will be:
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@ -89,8 +91,7 @@ Your position size then will be:
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**position size** = **allowed capital at risk** / **stoploss**
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**position size** = **allowed capital at risk** / **stoploss**
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Example:
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Example:
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Let's say your total capital is 3 ETH, you would allow 1% of risk for each trade. thus your allowed capital at risk would be **3 x 0.01 = 0.03 ETH**. Let's assume Edge has calculated that for **XLM/ETH** market your stoploss should be at 2%. So your position size will be **0.03 / 0.02= 1.5ETH**.<br/>
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Let's say your stake amount is 3 ETH, you would allow 1% of risk for each trade. thus your allowed capital at risk would be **3 x 0.01 = 0.03 ETH**. Let's assume Edge has calculated that for **XLM/ETH** market your stoploss should be at 2%. So your position size will be **0.03 / 0.02= 1.5ETH**.<br/>
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**Notice:** if Edge is enabled, the stake_amount config is overriden by total_capital_in_stake_currency config explained below (see configuration part)
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## Configurations
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## Configurations
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Edge has following configurations:
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Edge has following configurations:
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@ -108,9 +109,6 @@ Number of days of data against which Edge calculates Win Rate, Risk Reward and E
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Note that it downloads historical data so increasing this number would lead to slowing down the bot<br/>
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Note that it downloads historical data so increasing this number would lead to slowing down the bot<br/>
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(default to 7)
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(default to 7)
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#### total_capital_in_stake_currency
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This your total capital at risk in your stake currency. If edge is enabled then stake_amount is ignored in favor of this parameter
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#### allowed_risk
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#### allowed_risk
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Percentage of allowed risk per trade<br/>
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Percentage of allowed risk per trade<br/>
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(default to 1%)
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(default to 1%)
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@ -178,7 +178,6 @@ CONF_SCHEMA = {
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"enabled": {'type': 'boolean'},
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"enabled": {'type': 'boolean'},
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"process_throttle_secs": {'type': 'integer', 'minimum': 600},
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"process_throttle_secs": {'type': 'integer', 'minimum': 600},
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"calculate_since_number_of_days": {'type': 'integer'},
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"calculate_since_number_of_days": {'type': 'integer'},
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"total_capital_in_stake_currency": {'type': 'number'},
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"allowed_risk": {'type': 'number'},
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"allowed_risk": {'type': 'number'},
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"stoploss_range_min": {'type': 'number'},
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"stoploss_range_min": {'type': 'number'},
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"stoploss_range_max": {'type': 'number'},
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"stoploss_range_max": {'type': 'number'},
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@ -787,7 +787,7 @@ def edge_conf(default_conf):
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"enabled": True,
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"enabled": True,
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"process_throttle_secs": 1800,
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"process_throttle_secs": 1800,
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"calculate_since_number_of_days": 14,
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"calculate_since_number_of_days": 14,
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"total_capital_in_stake_currency": 0.5,
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#"total_capital_in_stake_currency": 0.5,
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"allowed_risk": 0.01,
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"allowed_risk": 0.01,
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"stoploss_range_min": -0.01,
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"stoploss_range_min": -0.01,
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"stoploss_range_max": -0.1,
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"stoploss_range_max": -0.1,
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