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

Stoploss cannot be below candle low

Browse Source 
fix #5816
This commit is contained in:
Matthias 2021-10-30 16:14:13 +02:00
parent 459a2239ce
commit d60001e886
1 changed files with 3 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
freqtrade/optimize/backtesting.py
View File

@ -312,7 +312,9 @@ class Backtesting:
# Worst case: price ticks tiny bit above open and dives down.
stop_rate = sell_row[OPEN_IDX] * (1 - abs(trade.stop_loss_pct))
assert stop_rate < sell_row[HIGH_IDX]
return stop_rate
# Limit lower-end to candle low to avoid sells below the low.
# This still remains "worst case" - but "worst realistic case".
return max(sell_row[LOW_IDX], stop_rate)
# Set close_rate to stoploss
return trade.stop_loss