lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-09-21 01:51:12 +00:00
Code Issues Actions 1 Packages Projects Releases Wiki Activity
31eff47e3f
freqtrade_origin/en/2019.6/stoploss/index.html

967 lines
24 KiB
HTML
Raw Blame History

<!doctype html>
<html lang="en" class="no-js">
<head>
<meta charset="utf-8">
<meta name="viewport" content="width=device-width,initial-scale=1">
<link rel="prev" href="../strategy-customization/">
<link rel="next" href="../bot-usage/">
<link rel="icon" href="../assets/images/favicon.png">
<meta name="generator" content="mkdocs-1.6.0, mkdocs-material-9.5.30">
<title>Stoploss - Freqtrade</title>
<link rel="stylesheet" href="../assets/stylesheets/main.3cba04c6.min.css">
<link rel="stylesheet" href="../assets/stylesheets/palette.06af60db.min.css">
<link rel="preconnect" href="https://fonts.gstatic.com" crossorigin>
<link rel="stylesheet" href="https://fonts.googleapis.com/css?family=Roboto:300,300i,400,400i,700,700i%7CRoboto+Mono:400,400i,700,700i&display=fallback">
<style>:root{--md-text-font:"Roboto";--md-code-font:"Roboto Mono"}</style>
<script>__md_scope=new URL("..",location),__md_hash=e=>[...e].reduce((e,_)=>(e<<5)-e+_.charCodeAt(0),0),__md_get=(e,_=localStorage,t=__md_scope)=>JSON.parse(_.getItem(t.pathname+"."+e)),__md_set=(e,_,t=localStorage,a=__md_scope)=>{try{t.setItem(a.pathname+"."+e,JSON.stringify(_))}catch(e){}}</script>
</head>
<body dir="ltr" data-md-color-scheme="default" data-md-color-primary="blue-grey" data-md-color-accent="tear">
<input class="md-toggle" data-md-toggle="drawer" type="checkbox" id="__drawer" autocomplete="off">
<input class="md-toggle" data-md-toggle="search" type="checkbox" id="__search" autocomplete="off">
<label class="md-overlay" for="__drawer"></label>
<div data-md-component="skip">
<a href="#stop-loss" class="md-skip">
Skip to content
</a>
</div>
<div data-md-component="announce">
</div>
<div data-md-color-scheme="default" data-md-component="outdated" hidden>
</div>
<header class="md-header md-header--shadow" data-md-component="header">
<nav class="md-header__inner md-grid" aria-label="Header">
<a href=".." title="Freqtrade" class="md-header__button md-logo" aria-label="Freqtrade" data-md-component="logo">
<img src="../images/logo.png" alt="logo">
</a>
<label class="md-header__button md-icon" for="__drawer">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M3 6h18v2H3V6m0 5h18v2H3v-2m0 5h18v2H3v-2Z"/></svg>
</label>
<div class="md-header__title" data-md-component="header-title">
<div class="md-header__ellipsis">
<div class="md-header__topic">
<span class="md-ellipsis">
Freqtrade
</span>
</div>
<div class="md-header__topic" data-md-component="header-topic">
<span class="md-ellipsis">
Stoploss
</span>
</div>
</div>
</div>
<label class="md-header__button md-icon" for="__search">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.516 6.516 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5Z"/></svg>
</label>
<div class="md-search" data-md-component="search" role="dialog">
<label class="md-search__overlay" for="__search"></label>
<div class="md-search__inner" role="search">
<form class="md-search__form" name="search">
<input type="text" class="md-search__input" name="query" aria-label="Search" placeholder="Search" autocapitalize="off" autocorrect="off" autocomplete="off" spellcheck="false" data-md-component="search-query" required>
<label class="md-search__icon md-icon" for="__search">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.516 6.516 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5Z"/></svg>
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M20 11v2H8l5.5 5.5-1.42 1.42L4.16 12l7.92-7.92L13.5 5.5 8 11h12Z"/></svg>
</label>
<nav class="md-search__options" aria-label="Search">
<button type="reset" class="md-search__icon md-icon" title="Clear" aria-label="Clear" tabindex="-1">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M19 6.41 17.59 5 12 10.59 6.41 5 5 6.41 10.59 12 5 17.59 6.41 19 12 13.41 17.59 19 19 17.59 13.41 12 19 6.41Z"/></svg>
</button>
</nav>
</form>
<div class="md-search__output">
<div class="md-search__scrollwrap" tabindex="0" data-md-scrollfix>
<div class="md-search-result" data-md-component="search-result">
<div class="md-search-result__meta">
Initializing search
</div>
<ol class="md-search-result__list" role="presentation"></ol>
</div>
</div>
</div>
</div>
</div>
</nav>
</header>
<div class="md-container" data-md-component="container">
<main class="md-main" data-md-component="main">
<div class="md-main__inner md-grid">
<div class="md-sidebar md-sidebar--primary" data-md-component="sidebar" data-md-type="navigation" >
<div class="md-sidebar__scrollwrap">
<div class="md-sidebar__inner">
<nav class="md-nav md-nav--primary" aria-label="Navigation" data-md-level="0">
<label class="md-nav__title" for="__drawer">
<a href=".." title="Freqtrade" class="md-nav__button md-logo" aria-label="Freqtrade" data-md-component="logo">
<img src="../images/logo.png" alt="logo">
</a>
Freqtrade
</label>
<ul class="md-nav__list" data-md-scrollfix>
<li class="md-nav__item">
<a href=".." class="md-nav__link">
<span class="md-ellipsis">
About
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../installation/" class="md-nav__link">
<span class="md-ellipsis">
Installation
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../docker/" class="md-nav__link">
<span class="md-ellipsis">
Installation Docker
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../configuration/" class="md-nav__link">
<span class="md-ellipsis">
Configuration
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../strategy-customization/" class="md-nav__link">
<span class="md-ellipsis">
Strategy Customization
</span>
</a>
</li>
<li class="md-nav__item md-nav__item--active">
<input class="md-nav__toggle md-toggle" type="checkbox" id="__toc">
<label class="md-nav__link md-nav__link--active" for="__toc">
<span class="md-ellipsis">
Stoploss
</span>
<span class="md-nav__icon md-icon"></span>
</label>
<a href="./" class="md-nav__link md-nav__link--active">
<span class="md-ellipsis">
Stoploss
</span>
</a>
<nav class="md-nav md-nav--secondary" aria-label="Table of contents">
<label class="md-nav__title" for="__toc">
<span class="md-nav__icon md-icon"></span>
Table of contents
</label>
<ul class="md-nav__list" data-md-component="toc" data-md-scrollfix>
<li class="md-nav__item">
<a href="#stop-loss-support" class="md-nav__link">
<span class="md-ellipsis">
Stop Loss support
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#static-stop-loss" class="md-nav__link">
<span class="md-ellipsis">
Static Stop Loss
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#trailing-stop-loss" class="md-nav__link">
<span class="md-ellipsis">
Trailing Stop Loss
</span>
</a>
<nav class="md-nav" aria-label="Trailing Stop Loss">
<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#custom-positive-loss" class="md-nav__link">
<span class="md-ellipsis">
Custom positive loss
</span>
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="#changing-stoploss-on-open-trades" class="md-nav__link">
<span class="md-ellipsis">
Changing stoploss on open trades
</span>
</a>
<nav class="md-nav" aria-label="Changing stoploss on open trades">
<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#limitations" class="md-nav__link">
<span class="md-ellipsis">
Limitations
</span>
</a>
</li>
</ul>
</nav>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="../bot-usage/" class="md-nav__link">
<span class="md-ellipsis">
Start the bot
</span>
</a>
</li>
<li class="md-nav__item md-nav__item--nested">
<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_8" >
<label class="md-nav__link" for="__nav_8" id="__nav_8_label" tabindex="0">
<span class="md-ellipsis">
Control the bot
</span>
<span class="md-nav__icon md-icon"></span>
</label>
<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_8_label" aria-expanded="false">
<label class="md-nav__title" for="__nav_8">
<span class="md-nav__icon md-icon"></span>
Control the bot
</label>
<ul class="md-nav__list" data-md-scrollfix>
<li class="md-nav__item">
<a href="../telegram-usage/" class="md-nav__link">
<span class="md-ellipsis">
Telegram
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../webhook-config/" class="md-nav__link">
<span class="md-ellipsis">
Web Hook
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../rest-api/" class="md-nav__link">
<span class="md-ellipsis">
REST API
</span>
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="../backtesting/" class="md-nav__link">
<span class="md-ellipsis">
Backtesting
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../hyperopt/" class="md-nav__link">
<span class="md-ellipsis">
Hyperopt
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../edge/" class="md-nav__link">
<span class="md-ellipsis">
Edge positioning
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../plotting/" class="md-nav__link">
<span class="md-ellipsis">
Plotting
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../deprecated/" class="md-nav__link">
<span class="md-ellipsis">
Deprecated features
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../faq/" class="md-nav__link">
<span class="md-ellipsis">
FAQ
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../data-analysis/" class="md-nav__link">
<span class="md-ellipsis">
Data Analysis
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../sql_cheatsheet/" class="md-nav__link">
<span class="md-ellipsis">
SQL Cheatsheet
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../sandbox-testing/" class="md-nav__link">
<span class="md-ellipsis">
Sandbox testing
</span>
</a>
</li>
<li class="md-nav__item">
<a href="../developer/" class="md-nav__link">
<span class="md-ellipsis">
Contributors guide
</span>
</a>
</li>
</ul>
</nav>
</div>
</div>
</div>
<div class="md-sidebar md-sidebar--secondary" data-md-component="sidebar" data-md-type="toc" >
<div class="md-sidebar__scrollwrap">
<div class="md-sidebar__inner">
<nav class="md-nav md-nav--secondary" aria-label="Table of contents">
<label class="md-nav__title" for="__toc">
<span class="md-nav__icon md-icon"></span>
Table of contents
</label>
<ul class="md-nav__list" data-md-component="toc" data-md-scrollfix>
<li class="md-nav__item">
<a href="#stop-loss-support" class="md-nav__link">
<span class="md-ellipsis">
Stop Loss support
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#static-stop-loss" class="md-nav__link">
<span class="md-ellipsis">
Static Stop Loss
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#trailing-stop-loss" class="md-nav__link">
<span class="md-ellipsis">
Trailing Stop Loss
</span>
</a>
<nav class="md-nav" aria-label="Trailing Stop Loss">
<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#custom-positive-loss" class="md-nav__link">
<span class="md-ellipsis">
Custom positive loss
</span>
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="#changing-stoploss-on-open-trades" class="md-nav__link">
<span class="md-ellipsis">
Changing stoploss on open trades
</span>
</a>
<nav class="md-nav" aria-label="Changing stoploss on open trades">
<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#limitations" class="md-nav__link">
<span class="md-ellipsis">
Limitations
</span>
</a>
</li>
</ul>
</nav>
</li>
</ul>
</nav>
</div>
</div>
</div>
<div class="md-content" data-md-component="content">
<article class="md-content__inner md-typeset">
<h1 id="stop-loss">Stop Loss<a class="headerlink" href="#stop-loss" title="Permanent link">&para;</a></h1>
<p>The <code>stoploss</code> configuration parameter is loss in percentage that should trigger a sale.
For example, value <code>-0.10</code> will cause immediate sell if the profit dips below -10% for a given trade. This parameter is optional.</p>
<p>Most of the strategy files already include the optimal <code>stoploss</code>
value. This parameter is optional. If you use it in the configuration file, it will take over the
<code>stoploss</code> value from the strategy file.</p>
<h2 id="stop-loss-support">Stop Loss support<a class="headerlink" href="#stop-loss-support" title="Permanent link">&para;</a></h2>
<p>At this stage the bot contains the following stoploss support modes:</p>
<ol>
<li>static stop loss, defined in either the strategy or configuration.</li>
<li>trailing stop loss, defined in the configuration.</li>
<li>trailing stop loss, custom positive loss, defined in configuration.</li>
</ol>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>All stoploss properties can be configured in either Strategy or configuration. Configuration values override strategy values.</p>
</div>
<p>Those stoploss modes can be <em>on exchange</em> or <em>off exchange</em>. If the stoploss is <em>on exchange</em> it means a stoploss limit order is placed on the exchange immediately after buy order happens successfuly. This will protect you against sudden crashes in market as the order will be in the queue immediately and if market goes down then the order has more chance of being fulfilled.</p>
<p>In case of stoploss on exchange there is another parameter called <code>stoploss_on_exchange_interval</code>. This configures the interval in seconds at which the bot will check the stoploss and update it if necessary. As an example in case of trailing stoploss if the order is on the exchange and the market is going up then the bot automatically cancels the previous stoploss order and put a new one with a stop value higher than previous one. It is clear that the bot cannot do it every 5 seconds otherwise it gets banned. So this parameter will tell the bot how often it should update the stoploss order. The default value is 60 (1 minute).</p>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>Stoploss on exchange is only supported for Binance as of now.</p>
</div>
<h2 id="static-stop-loss">Static Stop Loss<a class="headerlink" href="#static-stop-loss" title="Permanent link">&para;</a></h2>
<p>This is very simple, basically you define a stop loss of x in your strategy file or alternative in the configuration, which
will overwrite the strategy definition. This will basically try to sell your asset, the second the loss exceeds the defined loss.</p>
<h2 id="trailing-stop-loss">Trailing Stop Loss<a class="headerlink" href="#trailing-stop-loss" title="Permanent link">&para;</a></h2>
<p>The initial value for this stop loss, is defined in your strategy or configuration. Just as you would define your Stop Loss normally.
To enable this Feauture all you have to do is to define the configuration element:</p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;trailing_stop&quot;</span><span class="w"> </span><span class="p">:</span><span class="w"> </span><span class="err">True</span>
</code></pre></div>
<p>This will now activate an algorithm, which automatically moves your stop loss up every time the price of your asset increases.</p>
<p>For example, simplified math,</p>
<ul>
<li>you buy an asset at a price of 100$</li>
<li>your stop loss is defined at 2%</li>
<li>which means your stop loss, gets triggered once your asset dropped below 98$</li>
<li>assuming your asset now increases to 102$</li>
<li>your stop loss, will now be 2% of 102$ or 99.96$</li>
<li>now your asset drops in value to 101<span class="arithmatex"><span class="MathJax_Preview">, your stop loss, will still be 99.96</span><script type="math/tex">, your stop loss, will still be 99.96</script></span></li>
</ul>
<p>basically what this means is that your stop loss will be adjusted to be always be 2% of the highest observed price</p>
<h3 id="custom-positive-loss">Custom positive loss<a class="headerlink" href="#custom-positive-loss" title="Permanent link">&para;</a></h3>
<p>Due to demand, it is possible to have a default stop loss, when you are in the red with your buy, but once your profit surpasses a certain percentage,
the system will utilize a new stop loss, which can be a different value. For example your default stop loss is 5%, but once you have 1.1% profit,
it will be changed to be only a 1% stop loss, which trails the green candles until it goes below them.</p>
<p>Both values can be configured in the main configuration file and requires <code>"trailing_stop": true</code> to be set to true.</p>
<div class="highlight"><pre><span></span><code><span class="w"> </span><span class="nt">&quot;trailing_stop_positive&quot;</span><span class="p">:</span><span class="w"> </span><span class="mf">0.01</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;trailing_stop_positive_offset&quot;</span><span class="p">:</span><span class="w"> </span><span class="mf">0.011</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;trailing_only_offset_is_reached&quot;</span><span class="p">:</span><span class="w"> </span><span class="kc">false</span>
</code></pre></div>
<p>The 0.01 would translate to a 1% stop loss, once you hit 1.1% profit.</p>
<p>You should also make sure to have this value (<code>trailing_stop_positive_offset</code>) lower than your minimal ROI, otherwise minimal ROI will apply first and sell your trade.</p>
<p>If <code>"trailing_only_offset_is_reached": true</code> then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured<code>stoploss</code>.</p>
<h2 id="changing-stoploss-on-open-trades">Changing stoploss on open trades<a class="headerlink" href="#changing-stoploss-on-open-trades" title="Permanent link">&para;</a></h2>
<p>A stoploss on an open trade can be changed by changing the value in the configuration or strategy and use the <code>/reload_conf</code> command (alternatively, completely stopping and restarting the bot also works).</p>
<p>The new stoploss value will be applied to open trades (and corresponding log-messages will be generated).</p>
<h3 id="limitations">Limitations<a class="headerlink" href="#limitations" title="Permanent link">&para;</a></h3>
<p>Stoploss values cannot be changed if <code>trailing_stop</code> is enabled and the stoploss has already been adjusted, or if <a href="../edge/">Edge</a> is enabled (since Edge would recalculate stoploss based on the current market situation).</p>
</article>
</div>
<script>var target=document.getElementById(location.hash.slice(1));target&&target.name&&(target.checked=target.name.startsWith("__tabbed_"))</script>
</div>
</main>
<footer class="md-footer">
<div class="md-footer-meta md-typeset">
<div class="md-footer-meta__inner md-grid">
<div class="md-copyright">
Made with
<a href="https://squidfunk.github.io/mkdocs-material/" target="_blank" rel="noopener">
Material for MkDocs
</a>
</div>
</div>
</div>
</footer>
</div>
<div class="md-dialog" data-md-component="dialog">
<div class="md-dialog__inner md-typeset"></div>
</div>
<script id="__config" type="application/json">{"base": "..", "features": [], "search": "../assets/javascripts/workers/search.b8dbb3d2.min.js", "translations": {"clipboard.copied": "Copied to clipboard", "clipboard.copy": "Copy to clipboard", "search.result.more.one": "1 more on this page", "search.result.more.other": "# more on this page", "search.result.none": "No matching documents", "search.result.one": "1 matching document", "search.result.other": "# matching documents", "search.result.placeholder": "Type to start searching", "search.result.term.missing": "Missing", "select.version": "Select version"}, "version": {"provider": "mike"}}</script>
<script src="../assets/javascripts/bundle.fe8b6f2b.min.js"></script>
</body>
</html>
Reference in New Issue View Git Blame Copy Permalink