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1157 lines
31 KiB
HTML
1157 lines
31 KiB
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Freqtrade
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Freqtrade Basics
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GitHub
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Freqtrade
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 448 512"><!--! Font Awesome Free 6.0.0 by @fontawesome - https://fontawesome.com License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License) Copyright 2022 Fonticons, Inc.--><path d="M439.55 236.05 244 40.45a28.87 28.87 0 0 0-40.81 0l-40.66 40.63 51.52 51.52c27.06-9.14 52.68 16.77 43.39 43.68l49.66 49.66c34.23-11.8 61.18 31 35.47 56.69-26.49 26.49-70.21-2.87-56-37.34L240.22 199v121.85c25.3 12.54 22.26 41.85 9.08 55a34.34 34.34 0 0 1-48.55 0c-17.57-17.6-11.07-46.91 11.25-56v-123c-20.8-8.51-24.6-30.74-18.64-45L142.57 101 8.45 235.14a28.86 28.86 0 0 0 0 40.81l195.61 195.6a28.86 28.86 0 0 0 40.8 0l194.69-194.69a28.86 28.86 0 0 0 0-40.81z"/></svg>
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GitHub
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Home
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<a href="../docker_quickstart/" class="md-nav__link">
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Quickstart with Docker
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Installation
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<a href="../installation/" class="md-nav__link">
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Linux/MacOS/Raspberry
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</a>
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<a href="../windows_installation/" class="md-nav__link">
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Windows
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</a>
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</ul>
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</nav>
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<label class="md-nav__link md-nav__link--active" for="__toc">
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Freqtrade Basics
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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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Freqtrade Basics
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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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Freqtrade terminology
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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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Fee handling
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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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Bot execution logic
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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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Backtesting / Hyperopt execution logic
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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 class="md-nav__item">
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<a href="../configuration/" class="md-nav__link">
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Configuration
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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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Strategy Customization
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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-callbacks/" class="md-nav__link">
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Strategy Callbacks
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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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Stoploss
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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="../plugins/" class="md-nav__link">
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Plugins
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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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Start the bot
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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" data-md-toggle="__nav_11" type="checkbox" id="__nav_11" >
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<label class="md-nav__link" for="__nav_11">
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Control the bot
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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" aria-label="Control the bot" data-md-level="1">
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<label class="md-nav__title" for="__nav_11">
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<span class="md-nav__icon md-icon"></span>
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Control the bot
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M20.71 7.04c.39-.39.39-1.04 0-1.41l-2.34-2.34c-.37-.39-1.02-.39-1.41 0l-1.84 1.83 3.75 3.75M3 17.25V21h3.75L17.81 9.93l-3.75-3.75L3 17.25z"/></svg>
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<h1 id="freqtrade-basics">Freqtrade basics<a class="headerlink" href="#freqtrade-basics" title="Permanent link">¶</a></h1>
|
|
<p>This page provides you some basic concepts on how Freqtrade works and operates.</p>
|
|
<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><strong>Strategy</strong>: Your trading strategy, telling the bot what to do.</li>
|
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<li><strong>Trade</strong>: Open position.</li>
|
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<li><strong>Open Order</strong>: Order which is currently placed on the exchange, and is not yet complete.</li>
|
|
<li><strong>Pair</strong>: Tradable pair, usually in the format of Base/Quote (e.g. XRP/USDT).</li>
|
|
<li><strong>Timeframe</strong>: Candle length to use (e.g. <code>"5m"</code>, <code>"1h"</code>, ...).</li>
|
|
<li><strong>Indicators</strong>: Technical indicators (SMA, EMA, RSI, ...).</li>
|
|
<li><strong>Limit order</strong>: Limit orders which execute at the defined limit price or better.</li>
|
|
<li><strong>Market order</strong>: Guaranteed to fill, may move price depending on the order size.</li>
|
|
</ul>
|
|
<h2 id="fee-handling">Fee handling<a class="headerlink" href="#fee-handling" title="Permanent link">¶</a></h2>
|
|
<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>
|
|
<h2 id="bot-execution-logic">Bot execution logic<a class="headerlink" href="#bot-execution-logic" title="Permanent link">¶</a></h2>
|
|
<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>
|
|
<ul>
|
|
<li>Fetch open trades from persistence.</li>
|
|
<li>Calculate current list of tradable pairs.</li>
|
|
<li>Download OHLCV data for the pairlist including all <a href="../strategy-customization/#get-data-for-non-tradeable-pairs">informative pairs</a><br />
|
|
This step is only executed once per Candle to avoid unnecessary network traffic.</li>
|
|
<li>Call <code>bot_loop_start()</code> strategy callback.</li>
|
|
<li>Analyze strategy per pair.<ul>
|
|
<li>Call <code>populate_indicators()</code></li>
|
|
<li>Call <code>populate_buy_trend()</code></li>
|
|
<li>Call <code>populate_sell_trend()</code></li>
|
|
</ul>
|
|
</li>
|
|
<li>Check timeouts for open orders.<ul>
|
|
<li>Calls <code>check_buy_timeout()</code> strategy callback for open buy orders.</li>
|
|
<li>Calls <code>check_sell_timeout()</code> strategy callback for open sell orders.</li>
|
|
</ul>
|
|
</li>
|
|
<li>Verifies existing positions and eventually places sell orders.<ul>
|
|
<li>Considers stoploss, ROI and sell-signal, <code>custom_sell()</code> and <code>custom_stoploss()</code>.</li>
|
|
<li>Determine sell-price based on <code>ask_strategy</code> configuration setting or by using the <code>custom_exit_price()</code> callback.</li>
|
|
<li>Before a sell order is placed, <code>confirm_trade_exit()</code> strategy callback is called.</li>
|
|
</ul>
|
|
</li>
|
|
<li>Check position adjustments for open trades if enabled by calling <code>adjust_trade_position()</code> and place additional order if required.</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, or by using the <code>custom_entry_price()</code> callback.</li>
|
|
<li>Determine stake size by calling the <code>custom_stake_amount()</code> callback.</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>Calls <code>bot_loop_start()</code> once.</li>
|
|
<li>Calculate indicators (calls <code>populate_indicators()</code> once per pair).</li>
|
|
<li>Calculate buy / sell signals (calls <code>populate_buy_trend()</code> and <code>populate_sell_trend()</code> once per pair).</li>
|
|
<li>Loops per candle simulating entry and exit points.<ul>
|
|
<li>Confirm trade buy / sell (calls <code>confirm_trade_entry()</code> and <code>confirm_trade_exit()</code> if implemented in the strategy).</li>
|
|
<li>Call <code>custom_entry_price()</code> (if implemented in the strategy) to determine entry price (Prices are moved to be within the opening candle).</li>
|
|
<li>Determine stake size by calling the <code>custom_stake_amount()</code> callback.</li>
|
|
<li>Check position adjustments for open trades if enabled and call <code>adjust_trade_position()</code> to determine if an additional order is requested.</li>
|
|
<li>Call <code>custom_stoploss()</code> and <code>custom_sell()</code> to find custom exit points.</li>
|
|
<li>For sells based on sell-signal and custom-sell: Call <code>custom_exit_price()</code> to determine exit price (Prices are moved to be within the closing candle).</li>
|
|
<li>Check for Order timeouts, either via the <code>unfilledtimeout</code> configuration, or via <code>check_buy_timeout()</code> / <code>check_sell_timeout()</code> strategy callbacks.</li>
|
|
</ul>
|
|
</li>
|
|
<li>Generate backtest report output</li>
|
|
</ul>
|
|
<div class="admonition note">
|
|
<p class="admonition-title">Note</p>
|
|
<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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</div>
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