mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-13 03:33:55 +00:00
160 lines
6.4 KiB
Markdown
160 lines
6.4 KiB
Markdown
## Protections
|
|
|
|
!!! Warning "Beta feature"
|
|
This feature is still in it's testing phase. Should you notice something you think is wrong please let us know via Discord, Slack or via Issue.
|
|
|
|
Protections will protect your strategy from unexpected events and market conditions by temporarily stop trading for either one pair, or for all pairs.
|
|
All protection end times are rounded up to the next candle to avoid sudden, unexpected intra-candle buys.
|
|
|
|
!!! Note
|
|
Not all Protections will work for all strategies, and parameters will need to be tuned for your strategy.
|
|
|
|
!!! Tip
|
|
Each Protection can be configured multiple times with different parameters, to allow different levels of protection (short-term / long-term).
|
|
|
|
### Available Protections
|
|
|
|
* [`StoplossGuard`](#stoploss-guard) Stop trading if a certain amount of stoploss occurred within a certain time window.
|
|
* [`MaxDrawdown`](#maxdrawdown) Stop trading if max-drawdown is reached.
|
|
* [`LowProfitPairs`](#low-profit-pairs) Lock pairs with low profits
|
|
* [`CooldownPeriod`](#cooldown-period) Don't enter a trade right after selling a trade.
|
|
|
|
### Common settings to all Protections
|
|
|
|
| Parameter| Description |
|
|
|------------|-------------|
|
|
| method | Protection name to use. <br> **Datatype:** String, selected from [available Protections](#available-protections)
|
|
| stop_duration_candles | For how many candles should the lock be set? <br> **Datatype:** Positive integer (in candles)
|
|
| stop_duration | how many minutes should protections be locked. <br>Cannot be used together with `stop_duration_candles`. <br> **Datatype:** Float (in minutes)
|
|
| `lookback_period_candles` | Only trades that completed within the last `lookback_period_candles` candles will be considered. This setting may be ignored by some Protections. <br> **Datatype:** Positive integer (in candles).
|
|
| lookback_period | Only trades that completed after `current_time - lookback_period` will be considered. <br>Cannot be used together with `lookback_period_candles`. <br>This setting may be ignored by some Protections. <br> **Datatype:** Float (in minutes)
|
|
| trade_limit | Number of trades required at minimum (not used by all Protections). <br> **Datatype:** Positive integer
|
|
|
|
#### Stoploss Guard
|
|
|
|
`StoplossGuard` selects all trades within `lookback_period` (in minutes), and determines if the amount of trades that resulted in stoploss are above `trade_limit` - in which case trading will stop for `stop_duration`.
|
|
This applies across all pairs, unless `only_per_pair` is set to true, which will then only look at one pair at a time.
|
|
|
|
The below example stops trading for all pairs for 2 hours (120min) after the last trade if the bot hit stoploss 4 times within the last 24h.
|
|
|
|
```json
|
|
"protections": [
|
|
{
|
|
"method": "StoplossGuard",
|
|
"lookback_period": 1440,
|
|
"trade_limit": 4,
|
|
"stop_duration": 120,
|
|
"only_per_pair": false
|
|
}
|
|
],
|
|
```
|
|
|
|
!!! Note
|
|
`StoplossGuard` considers all trades with the results `"stop_loss"` and `"trailing_stop_loss"` if the resulting profit was negative.
|
|
`trade_limit` and `lookback_period` will need to be tuned for your strategy.
|
|
|
|
#### MaxDrawdown
|
|
|
|
`MaxDrawdown` uses all trades within `lookback_period` (in minutes) to determine the maximum drawdown. If the drawdown is below `max_allowed_drawdown`, trading will stop for `stop_duration` (in minutes) after the last trade - assuming that the bot needs some time to let markets recover.
|
|
|
|
The below sample stops trading for 12 hours (720min) if max-drawdown is > 20% considering all trades within the last 2 days (2880min).
|
|
|
|
```json
|
|
"protections": [
|
|
{
|
|
"method": "MaxDrawdown",
|
|
"lookback_period": 2880,
|
|
"trade_limit": 20,
|
|
"stop_duration": 720,
|
|
"max_allowed_drawdown": 0.2
|
|
},
|
|
],
|
|
|
|
```
|
|
|
|
#### Low Profit Pairs
|
|
|
|
`LowProfitPairs` uses all trades for a pair within `lookback_period` (in minutes) to determine the overall profit ratio.
|
|
If that ratio is below `required_profit`, that pair will be locked for `stop_duration` (in minutes).
|
|
|
|
The below example will stop trading a pair for 60 minutes if the pair does not have a required profit of 2% (and a minimum of 2 trades) within the last 6 hours (360min).
|
|
|
|
```json
|
|
"protections": [
|
|
{
|
|
"method": "LowProfitPairs",
|
|
"lookback_period": 360,
|
|
"trade_limit": 2,
|
|
"stop_duration": 60,
|
|
"required_profit": 0.02
|
|
}
|
|
],
|
|
```
|
|
|
|
#### Cooldown Period
|
|
|
|
`CooldownPeriod` locks a pair for `stop_duration` (in minutes) after selling, avoiding a re-entry for this pair for `stop_duration` minutes.
|
|
|
|
```json
|
|
"protections": [
|
|
{
|
|
"method": "CooldownPeriod",
|
|
"stop_duration": 60
|
|
}
|
|
],
|
|
```
|
|
|
|
!!! Note
|
|
This Protection applies only at pair-level, and will never lock all pairs globally.
|
|
This Protection does not consider `lookback_period` as it only looks at the latest trade.
|
|
|
|
### Full example of Protections
|
|
|
|
All protections can be combined at will, also with different parameters, creating a increasing wall for under-performing pairs.
|
|
All protections are evaluated in the sequence they are defined.
|
|
|
|
The below example:
|
|
|
|
* Locks each pair after selling for an additional 10 minutes (`CooldownPeriod`), giving other pairs a chance to get filled.
|
|
* Stops trading if the last 2 days had 20 trades, which caused a max-drawdown of more than 20%. (`MaxDrawdown`).
|
|
* Stops trading if more than 4 stoploss occur for all pairs within a 1 day (1440min) limit (`StoplossGuard`).
|
|
* Locks all pairs that had 4 Trades within the last 6 hours (`60 * 6 = 360`) with a combined profit ratio of below 0.02 (<2%) (`LowProfitPairs`).
|
|
* Locks all pairs for 120 minutes that had a profit of below 0.01 (<1%) within the last 24h (`60 * 24 = 1440`), a minimum of 4 trades.
|
|
|
|
```json
|
|
"protections": [
|
|
{
|
|
"method": "CooldownPeriod",
|
|
"stop_duration": 10
|
|
},
|
|
{
|
|
"method": "MaxDrawdown",
|
|
"lookback_period": 2880,
|
|
"trade_limit": 20,
|
|
"stop_duration": 720,
|
|
"max_allowed_drawdown": 0.2
|
|
},
|
|
{
|
|
"method": "StoplossGuard",
|
|
"lookback_period": 1440,
|
|
"trade_limit": 4,
|
|
"stop_duration": 120,
|
|
"only_per_pair": false
|
|
},
|
|
{
|
|
"method": "LowProfitPairs",
|
|
"lookback_period": 360,
|
|
"trade_limit": 2,
|
|
"stop_duration": 60,
|
|
"required_profit": 0.02
|
|
},
|
|
{
|
|
"method": "LowProfitPairs",
|
|
"lookback_period": 1440,
|
|
"trade_limit": 4,
|
|
"stop_duration": 120,
|
|
"required_profit": 0.01
|
|
}
|
|
],
|
|
```
|