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1207 lines
24 KiB
HTML
1207 lines
24 KiB
HTML
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<!doctype html>
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<html lang="en" class="no-js">
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<head>
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<meta charset="utf-8">
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<meta name="viewport" content="width=device-width,initial-scale=1">
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<link rel="prev" href="../windows_installation/">
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<link rel="next" href="../configuration/">
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<meta name="generator" content="mkdocs-1.6.0, mkdocs-material-9.5.30">
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<title>Freqtrade Basics - Freqtrade</title>
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<link rel="stylesheet" href="../assets/stylesheets/main.3cba04c6.min.css">
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<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">
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<style>:root{--md-text-font:"Roboto";--md-code-font:"Roboto Mono"}</style>
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<link rel="stylesheet" href="../stylesheets/ft.extra.css">
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<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>
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</head>
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<body dir="ltr" data-md-color-scheme="default" data-md-color-primary="blue-grey" data-md-color-accent="tear">
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<input class="md-toggle" data-md-toggle="drawer" type="checkbox" id="__drawer" autocomplete="off">
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<input class="md-toggle" data-md-toggle="search" type="checkbox" id="__search" autocomplete="off">
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<label class="md-overlay" for="__drawer"></label>
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<div data-md-component="skip">
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<a href="#freqtrade-basics" class="md-skip">
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Skip to content
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</a>
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</div>
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<div data-md-component="announce">
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</div>
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<div data-md-color-scheme="default" data-md-component="outdated" hidden>
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</div>
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<header class="md-header md-header--shadow" data-md-component="header">
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<nav class="md-header__inner md-grid" aria-label="Header">
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<a href=".." title="Freqtrade" class="md-header__button md-logo" aria-label="Freqtrade" data-md-component="logo">
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<img src="../images/logo.png" alt="logo">
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</a>
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<label class="md-header__button md-icon" for="__drawer">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M3 6h18v2H3V6m0 5h18v2H3v-2m0 5h18v2H3v-2Z"/></svg>
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</label>
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<div class="md-header__title" data-md-component="header-title">
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<div class="md-header__ellipsis">
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<div class="md-header__topic">
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<span class="md-ellipsis">
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Freqtrade
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</span>
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</div>
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<div class="md-header__topic" data-md-component="header-topic">
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<span class="md-ellipsis">
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Freqtrade Basics
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</span>
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</div>
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</div>
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</div>
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<label class="md-header__button md-icon" for="__search">
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<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>
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</label>
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<div class="md-search" data-md-component="search" role="dialog">
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<label class="md-search__overlay" for="__search"></label>
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<div class="md-search__inner" role="search">
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<form class="md-search__form" name="search">
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<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>
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<label class="md-search__icon md-icon" for="__search">
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<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>
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<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>
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</label>
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<nav class="md-search__options" aria-label="Search">
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<button type="reset" class="md-search__icon md-icon" title="Clear" aria-label="Clear" tabindex="-1">
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<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>
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</button>
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</nav>
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</form>
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<div class="md-search__output">
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<div class="md-search__scrollwrap" tabindex="0" data-md-scrollfix>
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<div class="md-search-result" data-md-component="search-result">
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<div class="md-search-result__meta">
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Initializing search
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</div>
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<ol class="md-search-result__list" role="presentation"></ol>
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</div>
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</div>
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</div>
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</div>
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</div>
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</nav>
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</header>
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<div class="md-container" data-md-component="container">
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<main class="md-main" data-md-component="main">
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<div class="md-main__inner md-grid">
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<div class="md-sidebar md-sidebar--primary" data-md-component="sidebar" data-md-type="navigation" >
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<div class="md-sidebar__scrollwrap">
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<nav class="md-nav md-nav--primary" aria-label="Navigation" data-md-level="0">
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<label class="md-nav__title" for="__drawer">
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<a href=".." title="Freqtrade" class="md-nav__button md-logo" aria-label="Freqtrade" data-md-component="logo">
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<img src="../images/logo.png" alt="logo">
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</a>
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Freqtrade
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</label>
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<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item">
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<a href=".." class="md-nav__link">
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<span class="md-ellipsis">
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Home
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../docker_quickstart/" class="md-nav__link">
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<span class="md-ellipsis">
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Quickstart with Docker
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</span>
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</a>
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</li>
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<li class="md-nav__item md-nav__item--nested">
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<label class="md-nav__link" for="__nav_3" id="__nav_3_label" tabindex="0">
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<span class="md-ellipsis">
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Installation
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</span>
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<span class="md-nav__icon md-icon"></span>
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</label>
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<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_3_label" aria-expanded="false">
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<label class="md-nav__title" for="__nav_3">
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<span class="md-nav__icon md-icon"></span>
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Installation
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</label>
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<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item">
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<a href="../docker/" class="md-nav__link">
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<span class="md-ellipsis">
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Docker without docker-compose
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../installation/" class="md-nav__link">
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<span class="md-ellipsis">
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Linux/MacOS/Raspberry
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../windows_installation/" class="md-nav__link">
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<span class="md-ellipsis">
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Windows
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</span>
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</a>
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</li>
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</ul>
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</nav>
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</li>
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<li class="md-nav__item md-nav__item--active">
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<input class="md-nav__toggle md-toggle" type="checkbox" id="__toc">
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<label class="md-nav__link md-nav__link--active" for="__toc">
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<span class="md-ellipsis">
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Freqtrade Basics
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</span>
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<span class="md-nav__icon md-icon"></span>
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</label>
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<a href="./" class="md-nav__link md-nav__link--active">
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<span class="md-ellipsis">
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Freqtrade Basics
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</span>
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</a>
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<nav class="md-nav md-nav--secondary" aria-label="Table of contents">
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<label class="md-nav__title" for="__toc">
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<span class="md-nav__icon md-icon"></span>
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Table of contents
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</label>
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<ul class="md-nav__list" data-md-component="toc" data-md-scrollfix>
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<li class="md-nav__item">
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<a href="#freqtrade-terminology" class="md-nav__link">
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<span class="md-ellipsis">
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Freqtrade terminology
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="#fee-handling" class="md-nav__link">
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<span class="md-ellipsis">
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Fee handling
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="#bot-execution-logic" class="md-nav__link">
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<span class="md-ellipsis">
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Bot execution logic
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="#backtesting-hyperopt-execution-logic" class="md-nav__link">
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<span class="md-ellipsis">
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Backtesting / Hyperopt execution logic
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</span>
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</a>
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</li>
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</ul>
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</nav>
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</li>
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<li class="md-nav__item">
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<a href="../configuration/" class="md-nav__link">
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<span class="md-ellipsis">
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Configuration
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../strategy-customization/" class="md-nav__link">
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<span class="md-ellipsis">
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Strategy Customization
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../stoploss/" class="md-nav__link">
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<span class="md-ellipsis">
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Stoploss
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../bot-usage/" class="md-nav__link">
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<span class="md-ellipsis">
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Start the bot
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</span>
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</a>
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</li>
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<li class="md-nav__item md-nav__item--nested">
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<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_9" >
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<label class="md-nav__link" for="__nav_9" id="__nav_9_label" tabindex="0">
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<span class="md-ellipsis">
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Control the bot
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</span>
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<span class="md-nav__icon md-icon"></span>
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</label>
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<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_9_label" aria-expanded="false">
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<label class="md-nav__title" for="__nav_9">
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<span class="md-nav__icon md-icon"></span>
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Control the bot
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</label>
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<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item">
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<a href="../telegram-usage/" class="md-nav__link">
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<span class="md-ellipsis">
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Telegram
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../webhook-config/" class="md-nav__link">
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<span class="md-ellipsis">
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Web Hook
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../rest-api/" class="md-nav__link">
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<span class="md-ellipsis">
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REST API
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</span>
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</a>
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</li>
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</ul>
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</nav>
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</li>
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<li class="md-nav__item">
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<a href="../data-download/" class="md-nav__link">
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<span class="md-ellipsis">
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Data Downloading
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../backtesting/" class="md-nav__link">
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<span class="md-ellipsis">
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Backtesting
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<h1 id="freqtrade-basics">Freqtrade basics<a class="headerlink" href="#freqtrade-basics" title="Permanent link">¶</a></h1>
|
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<p>This page provides you some basic concepts on how Freqtrade works and operates.</p>
|
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<h2 id="freqtrade-terminology">Freqtrade terminology<a class="headerlink" href="#freqtrade-terminology" title="Permanent link">¶</a></h2>
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<ul>
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<li>Trade: Open position.</li>
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<li>Open Order: Order which is currently placed on the exchange, and is not yet complete.</li>
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<li>Pair: Tradable pair, usually in the format of Quote/Base (e.g. XRP/USDT).</li>
|
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<li>Timeframe: Candle length to use (e.g. <code>"5m"</code>, <code>"1h"</code>, ...).</li>
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<li>Indicators: Technical indicators (SMA, EMA, RSI, ...).</li>
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<li>Limit order: Limit orders which execute at the defined limit price or better.</li>
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<li>Market order: Guaranteed to fill, may move price depending on the order size.</li>
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</ul>
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<h2 id="fee-handling">Fee handling<a class="headerlink" href="#fee-handling" title="Permanent link">¶</a></h2>
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<p>All profit calculations of Freqtrade include fees. For Backtesting / Hyperopt / Dry-run modes, the exchange default fee is used (lowest tier on the exchange). For live operations, fees are used as applied by the exchange (this includes BNB rebates etc.).</p>
|
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<h2 id="bot-execution-logic">Bot execution logic<a class="headerlink" href="#bot-execution-logic" title="Permanent link">¶</a></h2>
|
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<p>Starting freqtrade in dry-run or live mode (using <code>freqtrade trade</code>) will start the bot and start the bot iteration loop.
|
|
By default, loop runs every few seconds (<code>internals.process_throttle_secs</code>) and does roughly the following in the following sequence:</p>
|
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<ul>
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<li>Fetch open trades from persistence.</li>
|
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<li>Calculate current list of tradable pairs.</li>
|
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<li>Download ohlcv data for the pairlist including all <a href="../strategy-customization/#get-data-for-non-tradeable-pairs">informative pairs</a><br />
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This step is only executed once per Candle to avoid unnecessary network traffic.</li>
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<li>Call <code>bot_loop_start()</code> strategy callback.</li>
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<li>Analyze strategy per pair.<ul>
|
|
<li>Call <code>populate_indicators()</code></li>
|
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<li>Call <code>populate_buy_trend()</code></li>
|
|
<li>Call <code>populate_sell_trend()</code></li>
|
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</ul>
|
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</li>
|
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<li>Check timeouts for open orders.<ul>
|
|
<li>Calls <code>check_buy_timeout()</code> strategy callback for open buy orders.</li>
|
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<li>Calls <code>check_sell_timeout()</code> strategy callback for open sell orders.</li>
|
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</ul>
|
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</li>
|
|
<li>Verifies existing positions and eventually places sell orders.<ul>
|
|
<li>Considers stoploss, ROI and sell-signal.</li>
|
|
<li>Determine sell-price based on <code>ask_strategy</code> configuration setting.</li>
|
|
<li>Before a sell order is placed, <code>confirm_trade_exit()</code> strategy callback is called.</li>
|
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</ul>
|
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</li>
|
|
<li>Check if trade-slots are still available (if <code>max_open_trades</code> is reached).</li>
|
|
<li>Verifies buy signal trying to enter new positions.<ul>
|
|
<li>Determine buy-price based on <code>bid_strategy</code> configuration setting.</li>
|
|
<li>Before a buy order is placed, <code>confirm_trade_entry()</code> strategy callback is called.</li>
|
|
</ul>
|
|
</li>
|
|
</ul>
|
|
<p>This loop will be repeated again and again until the bot is stopped.</p>
|
|
<h2 id="backtesting-hyperopt-execution-logic">Backtesting / Hyperopt execution logic<a class="headerlink" href="#backtesting-hyperopt-execution-logic" title="Permanent link">¶</a></h2>
|
|
<p><a href="../backtesting/">backtesting</a> or <a href="../hyperopt/">hyperopt</a> do only part of the above logic, since most of the trading operations are fully simulated.</p>
|
|
<ul>
|
|
<li>Load historic data for configured pairlist.</li>
|
|
<li>Calculate indicators (calls <code>populate_indicators()</code>).</li>
|
|
<li>Calls <code>populate_buy_trend()</code> and <code>populate_sell_trend()</code></li>
|
|
<li>Loops per candle simulating entry and exit points.</li>
|
|
<li>Generate backtest report output</li>
|
|
</ul>
|
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<div class="admonition note">
|
|
<p class="admonition-title">Note</p>
|
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<p>Both Backtesting and Hyperopt include exchange default Fees in the calculation. Custom fees can be passed to backtesting / hyperopt by specifying the <code>--fee</code> argument.</p>
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