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@ -31,7 +31,9 @@ E.g. `current_profit = 0.05` (5% profit) - stoploss returns `0.02` - then you "l
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### Custom stoploss examples
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### Custom stoploss examples
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Absolute stoploss. The below example sets absolute profit levels based on the current profit.
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#### Absolute stoploss
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The below example sets absolute profit levels based on the current profit.
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* Use the regular stoploss until 20% profit is reached
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* Use the regular stoploss until 20% profit is reached
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* Once profit is > 20% - stoploss will be set to 7%.s
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* Once profit is > 20% - stoploss will be set to 7%.s
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@ -39,8 +41,10 @@ Absolute stoploss. The below example sets absolute profit levels based on the cu
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* Once profit is > 40%, stoploss will be at 25%, locking in at least 25% of the profit.
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* Once profit is > 40%, stoploss will be at 25%, locking in at least 25% of the profit.
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``` python
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``` python
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def stoploss_value(self, pair: str, trade: Trade, current_rate: float, current_profit: float,
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custom_stoploss = True
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**kwargs) -> float:
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def stoploss_value(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
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current_profit: float, **kwargs) -> float:
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# TODO: Add full docstring here
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# TODO: Add full docstring here
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# Calculate as `-desired_stop_from_open + current_profit` to get the distance between current_profit and initial price
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# Calculate as `-desired_stop_from_open + current_profit` to get the distance between current_profit and initial price
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@ -53,6 +57,24 @@ Absolute stoploss. The below example sets absolute profit levels based on the cu
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return 1
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return 1
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```
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```
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#### Time based trailing stop
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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.
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``` python
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custom_stoploss = True
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def stoploss_value(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
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current_profit: float, **kwargs) -> float:
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# TODO: Add full docstring here
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if current_time - timedelta(minutes=60) > trade.open_time:
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return -0.10
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elif current_time - timedelta(minutes=120) > trade.open_time:
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return -0.05
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return 1
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```
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## Custom order timeout rules
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## Custom order timeout rules
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Simple, time-based order-timeouts can be configured either via strategy or in the configuration in the `unfilledtimeout` section.
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Simple, time-based order-timeouts can be configured either via strategy or in the configuration in the `unfilledtimeout` section.
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@ -255,8 +255,8 @@ class IStrategy(ABC):
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"""
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"""
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return True
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return True
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def stoploss_value(self, pair: str, trade: Trade, current_rate: float, current_profit: float,
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def stoploss_value(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
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**kwargs) -> float:
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current_profit: float, **kwargs) -> float:
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"""
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"""
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Define custom stoploss logic
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Define custom stoploss logic
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The custom stoploss can never be below self.stoploss, which serves as a hard maximum loss.
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The custom stoploss can never be below self.stoploss, which serves as a hard maximum loss.
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@ -554,6 +554,7 @@ class IStrategy(ABC):
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if self.custom_stoploss:
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if self.custom_stoploss:
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stop_loss_value = strategy_safe_wrapper(self.stoploss_value, default_retval=None
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stop_loss_value = strategy_safe_wrapper(self.stoploss_value, default_retval=None
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)(pair=trade.pair, trade=trade,
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)(pair=trade.pair, trade=trade,
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current_time=current_time,
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current_rate=current_rate,
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current_rate=current_rate,
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current_profit=current_profit)
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current_profit=current_profit)
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# Sanity check - error cases will return None
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# Sanity check - error cases will return None
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