mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-15 12:43:56 +00:00
1222 lines
35 KiB
HTML
1222 lines
35 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="canonical" href="https://www.freqtrade.io/2022.3/includes/protections/">
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<link rel="icon" href="../../images/logo.png">
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<meta name="generator" content="mkdocs-1.2.3, mkdocs-material-8.2.5">
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<title>Protections - Freqtrade</title>
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<link rel="stylesheet" href="../../assets/stylesheets/main.2d9f7617.min.css">
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<link rel="stylesheet" href="../../assets/stylesheets/palette.e6a45f82.min.css">
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<link rel="preconnect" href="https://fonts.gstatic.com" crossorigin>
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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_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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<script>var palette=__md_get("__palette");if(palette&&"object"==typeof palette.color)for(var key of Object.keys(palette.color))document.body.setAttribute("data-md-color-"+key,palette.color[key])</script>
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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="#protections" 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-component="outdated" hidden>
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<aside class="md-banner md-banner--warning">
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</aside>
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</div>
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<header class="md-header" 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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Protections
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</span>
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</div>
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</div>
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</div>
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<form class="md-header__option" data-md-component="palette">
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<input class="md-option" data-md-color-media="" data-md-color-scheme="default" data-md-color-primary="blue-grey" data-md-color-accent="tear" aria-label="Switch to dark mode" type="radio" name="__palette" id="__palette_1">
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<label class="md-header__button md-icon" title="Switch to dark mode" for="__palette_2" hidden>
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M17 6H7c-3.31 0-6 2.69-6 6s2.69 6 6 6h10c3.31 0 6-2.69 6-6s-2.69-6-6-6zm0 10H7c-2.21 0-4-1.79-4-4s1.79-4 4-4h10c2.21 0 4 1.79 4 4s-1.79 4-4 4zM7 9c-1.66 0-3 1.34-3 3s1.34 3 3 3 3-1.34 3-3-1.34-3-3-3z"/></svg>
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</label>
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<input class="md-option" data-md-color-media="" data-md-color-scheme="slate" data-md-color-primary="blue-grey" data-md-color-accent="tear" aria-label="Switch to light mode" type="radio" name="__palette" id="__palette_2">
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<label class="md-header__button md-icon" title="Switch to light mode" for="__palette_1" hidden>
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M17 7H7a5 5 0 0 0-5 5 5 5 0 0 0 5 5h10a5 5 0 0 0 5-5 5 5 0 0 0-5-5m0 8a3 3 0 0 1-3-3 3 3 0 0 1 3-3 3 3 0 0 1 3 3 3 3 0 0 1-3 3z"/></svg>
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</label>
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</form>
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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" 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" 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"></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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<div class="md-header__source">
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<a href="https://github.com/freqtrade/freqtrade/" title="Go to repository" class="md-source" data-md-component="source">
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<div class="md-source__icon md-icon">
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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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</div>
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<div class="md-source__repository">
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GitHub
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</div>
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</a>
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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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<!-- Main navigation -->
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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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<div id="widget-wrapper">
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</div>
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<div class="md-sidebar__inner">
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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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<div class="md-nav__source">
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<a href="https://github.com/freqtrade/freqtrade/" title="Go to repository" class="md-source" data-md-component="source">
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<div class="md-source__icon md-icon">
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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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</div>
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<div class="md-source__repository">
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GitHub
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</div>
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</a>
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</div>
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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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Home
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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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Quickstart with Docker
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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_3" type="checkbox" id="__nav_3" >
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<label class="md-nav__link" for="__nav_3">
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Installation
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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="Installation" data-md-level="1">
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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="../../installation/" class="md-nav__link">
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Linux/MacOS/Raspberry
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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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Windows
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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="../../bot-basics/" class="md-nav__link">
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Freqtrade Basics
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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="../../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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</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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Telegram
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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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REST API & FreqUI
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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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Web Hook
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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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Data Downloading
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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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Backtesting
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</a>
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</li>
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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>Protections</h1>
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<h2 id="protections">Protections<a class="headerlink" href="#protections" title="Permanent link">¶</a></h2>
|
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<div class="admonition warning">
|
|
<p class="admonition-title">Beta feature</p>
|
|
<p>This feature is still in it's testing phase. Should you notice something you think is wrong please let us know via Discord or via Github Issue.</p>
|
|
</div>
|
|
<p>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.</p>
|
|
<div class="admonition note">
|
|
<p class="admonition-title">Note</p>
|
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<p>Not all Protections will work for all strategies, and parameters will need to be tuned for your strategy to improve performance. </p>
|
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</div>
|
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<div class="admonition tip">
|
|
<p class="admonition-title">Tip</p>
|
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<p>Each Protection can be configured multiple times with different parameters, to allow different levels of protection (short-term / long-term).</p>
|
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</div>
|
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<div class="admonition note">
|
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<p class="admonition-title">Backtesting</p>
|
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<p>Protections are supported by backtesting and hyperopt, but must be explicitly enabled by using the <code>--enable-protections</code> flag.</p>
|
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</div>
|
|
<div class="admonition warning">
|
|
<p class="admonition-title">Setting protections from the configuration</p>
|
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<p>Setting protections from the configuration via <code>"protections": [],</code> key should be considered deprecated and will be removed in a future version.
|
|
It is also no longer guaranteed that your protections apply to the strategy in cases where the strategy defines <a href="hyperopt.md#optimizing-protections">protections as property</a>.</p>
|
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</div>
|
|
<h3 id="available-protections">Available Protections<a class="headerlink" href="#available-protections" title="Permanent link">¶</a></h3>
|
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<ul>
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<li><a href="#stoploss-guard"><code>StoplossGuard</code></a> Stop trading if a certain amount of stoploss occurred within a certain time window.</li>
|
|
<li><a href="#maxdrawdown"><code>MaxDrawdown</code></a> Stop trading if max-drawdown is reached.</li>
|
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<li><a href="#low-profit-pairs"><code>LowProfitPairs</code></a> Lock pairs with low profits</li>
|
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<li><a href="#cooldown-period"><code>CooldownPeriod</code></a> Don't enter a trade right after selling a trade.</li>
|
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</ul>
|
|
<h3 id="common-settings-to-all-protections">Common settings to all Protections<a class="headerlink" href="#common-settings-to-all-protections" title="Permanent link">¶</a></h3>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Parameter</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
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<tr>
|
|
<td><code>method</code></td>
|
|
<td>Protection name to use. <br> <strong>Datatype:</strong> String, selected from <a href="#available-protections">available Protections</a></td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>stop_duration_candles</code></td>
|
|
<td>For how many candles should the lock be set? <br> <strong>Datatype:</strong> Positive integer (in candles)</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>stop_duration</code></td>
|
|
<td>how many minutes should protections be locked. <br>Cannot be used together with <code>stop_duration_candles</code>. <br> <strong>Datatype:</strong> Float (in minutes)</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>lookback_period_candles</code></td>
|
|
<td>Only trades that completed within the last <code>lookback_period_candles</code> candles will be considered. This setting may be ignored by some Protections. <br> <strong>Datatype:</strong> Positive integer (in candles).</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>lookback_period</code></td>
|
|
<td>Only trades that completed after <code>current_time - lookback_period</code> will be considered. <br>Cannot be used together with <code>lookback_period_candles</code>. <br>This setting may be ignored by some Protections. <br> <strong>Datatype:</strong> Float (in minutes)</td>
|
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</tr>
|
|
<tr>
|
|
<td><code>trade_limit</code></td>
|
|
<td>Number of trades required at minimum (not used by all Protections). <br> <strong>Datatype:</strong> Positive integer</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
<div class="admonition note">
|
|
<p class="admonition-title">Durations</p>
|
|
<p>Durations (<code>stop_duration*</code> and <code>lookback_period*</code> can be defined in either minutes or candles).
|
|
For more flexibility when testing different timeframes, all below examples will use the "candle" definition.</p>
|
|
</div>
|
|
<h4 id="stoploss-guard">Stoploss Guard<a class="headerlink" href="#stoploss-guard" title="Permanent link">¶</a></h4>
|
|
<p><code>StoplossGuard</code> selects all trades within <code>lookback_period</code> in minutes (or in candles when using <code>lookback_period_candles</code>).
|
|
If <code>trade_limit</code> or more trades resulted in stoploss, trading will stop for <code>stop_duration</code> in minutes (or in candles when using <code>stop_duration_candles</code>).</p>
|
|
<p>This applies across all pairs, unless <code>only_per_pair</code> is set to true, which will then only look at one pair at a time.</p>
|
|
<p>The below example stops trading for all pairs for 4 candles after the last trade if the bot hit stoploss 4 times within the last 24 candles.</p>
|
|
<p><code>python
|
|
@property
|
|
def protections(self):
|
|
return [
|
|
{
|
|
"method": "StoplossGuard",
|
|
"lookback_period_candles": 24,
|
|
"trade_limit": 4,
|
|
"stop_duration_candles": 4,
|
|
"only_per_pair": False
|
|
}
|
|
]</code></p>
|
|
<div class="admonition note">
|
|
<p class="admonition-title">Note</p>
|
|
<p><code>StoplossGuard</code> considers all trades with the results <code>"stop_loss"</code>, <code>"stoploss_on_exchange"</code> and <code>"trailing_stop_loss"</code> if the resulting profit was negative.
|
|
<code>trade_limit</code> and <code>lookback_period</code> will need to be tuned for your strategy.</p>
|
|
</div>
|
|
<h4 id="maxdrawdown">MaxDrawdown<a class="headerlink" href="#maxdrawdown" title="Permanent link">¶</a></h4>
|
|
<p><code>MaxDrawdown</code> uses all trades within <code>lookback_period</code> in minutes (or in candles when using <code>lookback_period_candles</code>) to determine the maximum drawdown. If the drawdown is below <code>max_allowed_drawdown</code>, trading will stop for <code>stop_duration</code> in minutes (or in candles when using <code>stop_duration_candles</code>) after the last trade - assuming that the bot needs some time to let markets recover.</p>
|
|
<p>The below sample stops trading for 12 candles if max-drawdown is > 20% considering all pairs - with a minimum of <code>trade_limit</code> trades - within the last 48 candles. If desired, <code>lookback_period</code> and/or <code>stop_duration</code> can be used.</p>
|
|
<p><code>python
|
|
@property
|
|
def protections(self):
|
|
return [
|
|
{
|
|
"method": "MaxDrawdown",
|
|
"lookback_period_candles": 48,
|
|
"trade_limit": 20,
|
|
"stop_duration_candles": 12,
|
|
"max_allowed_drawdown": 0.2
|
|
},
|
|
]</code></p>
|
|
<h4 id="low-profit-pairs">Low Profit Pairs<a class="headerlink" href="#low-profit-pairs" title="Permanent link">¶</a></h4>
|
|
<p><code>LowProfitPairs</code> uses all trades for a pair within <code>lookback_period</code> in minutes (or in candles when using <code>lookback_period_candles</code>) to determine the overall profit ratio.
|
|
If that ratio is below <code>required_profit</code>, that pair will be locked for <code>stop_duration</code> in minutes (or in candles when using <code>stop_duration_candles</code>).</p>
|
|
<p>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 candles.</p>
|
|
<p><code>python
|
|
@property
|
|
def protections(self):
|
|
return [
|
|
{
|
|
"method": "LowProfitPairs",
|
|
"lookback_period_candles": 6,
|
|
"trade_limit": 2,
|
|
"stop_duration": 60,
|
|
"required_profit": 0.02
|
|
}
|
|
]</code></p>
|
|
<h4 id="cooldown-period">Cooldown Period<a class="headerlink" href="#cooldown-period" title="Permanent link">¶</a></h4>
|
|
<p><code>CooldownPeriod</code> locks a pair for <code>stop_duration</code> in minutes (or in candles when using <code>stop_duration_candles</code>) after selling, avoiding a re-entry for this pair for <code>stop_duration</code> minutes.</p>
|
|
<p>The below example will stop trading a pair for 2 candles after closing a trade, allowing this pair to "cool down".</p>
|
|
<p><code>python
|
|
@property
|
|
def protections(self):
|
|
return [
|
|
{
|
|
"method": "CooldownPeriod",
|
|
"stop_duration_candles": 2
|
|
}
|
|
]</code></p>
|
|
<div class="admonition note">
|
|
<p class="admonition-title">Note</p>
|
|
<p>This Protection applies only at pair-level, and will never lock all pairs globally.
|
|
This Protection does not consider <code>lookback_period</code> as it only looks at the latest trade.</p>
|
|
</div>
|
|
<h3 id="full-example-of-protections">Full example of Protections<a class="headerlink" href="#full-example-of-protections" title="Permanent link">¶</a></h3>
|
|
<p>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.</p>
|
|
<p>The below example assumes a timeframe of 1 hour:</p>
|
|
<ul>
|
|
<li>Locks each pair after selling for an additional 5 candles (<code>CooldownPeriod</code>), giving other pairs a chance to get filled.</li>
|
|
<li>Stops trading for 4 hours (<code>4 * 1h candles</code>) if the last 2 days (<code>48 * 1h candles</code>) had 20 trades, which caused a max-drawdown of more than 20%. (<code>MaxDrawdown</code>).</li>
|
|
<li>Stops trading if more than 4 stoploss occur for all pairs within a 1 day (<code>24 * 1h candles</code>) limit (<code>StoplossGuard</code>).</li>
|
|
<li>Locks all pairs that had 4 Trades within the last 6 hours (<code>6 * 1h candles</code>) with a combined profit ratio of below 0.02 (<2%) (<code>LowProfitPairs</code>).</li>
|
|
<li>Locks all pairs for 2 candles that had a profit of below 0.01 (<1%) within the last 24h (<code>24 * 1h candles</code>), a minimum of 4 trades.</li>
|
|
</ul>
|
|
<p>``` python
|
|
from freqtrade.strategy import IStrategy</p>
|
|
<p>class AwesomeStrategy(IStrategy)
|
|
timeframe = '1h'</p>
|
|
<div class="codehilite"><pre><span></span><code>@property
|
|
def protections(self):
|
|
return [
|
|
{
|
|
"method": "CooldownPeriod",
|
|
"stop_duration_candles": 5
|
|
},
|
|
{
|
|
"method": "MaxDrawdown",
|
|
"lookback_period_candles": 48,
|
|
"trade_limit": 20,
|
|
"stop_duration_candles": 4,
|
|
"max_allowed_drawdown": 0.2
|
|
},
|
|
{
|
|
"method": "StoplossGuard",
|
|
"lookback_period_candles": 24,
|
|
"trade_limit": 4,
|
|
"stop_duration_candles": 2,
|
|
"only_per_pair": False
|
|
},
|
|
{
|
|
"method": "LowProfitPairs",
|
|
"lookback_period_candles": 6,
|
|
"trade_limit": 2,
|
|
"stop_duration_candles": 60,
|
|
"required_profit": 0.02
|
|
},
|
|
{
|
|
"method": "LowProfitPairs",
|
|
"lookback_period_candles": 24,
|
|
"trade_limit": 4,
|
|
"stop_duration_candles": 2,
|
|
"required_profit": 0.01
|
|
}
|
|
]
|
|
# ...
|
|
</code></pre></div>
|
|
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|
<p>```</p>
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