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Code Issues Actions 2 Packages Projects Releases Wiki Activity

removing total capital in favour of stake amount

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This commit is contained in:
misagh 2018-11-10 18:28:05 +01:00
parent d613553306
commit aacc1d5004
4 changed files with 4 additions and 8 deletions
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1
config_full.json.example
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@ -63,7 +63,6 @@
"enabled": false,
"process_throttle_secs": 3600,
"calculate_since_number_of_days": 2,
"total_capital_in_stake_currency": 0.5,
"allowed_risk": 0.01,
"stoploss_range_min": -0.01,
"stoploss_range_max": -0.1,

8
docs/edge.md
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@ -82,6 +82,8 @@ Allowed capital at risk is calculated as follows:
**allowed capital at risk** = **total capital** X **allowed risk per trade**
**total capital** is your stake amount.
**Stoploss** is calculated as described above against historical data.
Your position size then will be:
@ -89,8 +91,7 @@ Your position size then will be:
**position size** = **allowed capital at risk** / **stoploss**
Example:
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/>
**Notice:** if Edge is enabled, the stake_amount config is overriden by total_capital_in_stake_currency config explained below (see configuration part)
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/>
## Configurations
Edge has following configurations:
@ -108,9 +109,6 @@ Number of days of data against which Edge calculates Win Rate, Risk Reward and E
Note that it downloads historical data so increasing this number would lead to slowing down the bot<br/>
(default to 7)
#### total_capital_in_stake_currency
This your total capital at risk in your stake currency. If edge is enabled then stake_amount is ignored in favor of this parameter
#### allowed_risk
Percentage of allowed risk per trade<br/>
(default to 1%)

1
freqtrade/constants.py
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@ -178,7 +178,6 @@ CONF_SCHEMA = {
"enabled": {'type': 'boolean'},
"process_throttle_secs": {'type': 'integer', 'minimum': 600},
"calculate_since_number_of_days": {'type': 'integer'},
"total_capital_in_stake_currency": {'type': 'number'},
"allowed_risk": {'type': 'number'},
"stoploss_range_min": {'type': 'number'},
"stoploss_range_max": {'type': 'number'},

2
freqtrade/tests/conftest.py
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@ -787,7 +787,7 @@ def edge_conf(default_conf):
"enabled": True,
"process_throttle_secs": 1800,
"calculate_since_number_of_days": 14,
"total_capital_in_stake_currency": 0.5,
#"total_capital_in_stake_currency": 0.5,
"allowed_risk": 0.01,
"stoploss_range_min": -0.01,
"stoploss_range_max": -0.1,