mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-15 20:53:58 +00:00
1864 lines
50 KiB
HTML
1864 lines
50 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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<meta name="description" content="Freqtrade is a free and open source crypto trading bot written in Python, designed to support all major exchanges and be controlled via Telegram or builtin Web UI">
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<link rel="canonical" href="https://www.freqtrade.io/en/stable/includes/protections/">
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<link rel="icon" href="../../images/logo.png">
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<meta name="generator" content="mkdocs-1.6.1, mkdocs-material-9.5.42">
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<title>Protections - Freqtrade</title>
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<link rel="stylesheet" href="../../assets/stylesheets/main.0253249f.min.css">
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<link rel="stylesheet" href="../../assets/stylesheets/palette.06af60db.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_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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<script id="__analytics">function __md_analytics(){function e(){dataLayer.push(arguments)}window.dataLayer=window.dataLayer||[],e("js",new Date),e("config","G-VH170LG9M5"),document.addEventListener("DOMContentLoaded",(function(){document.forms.search&&document.forms.search.query.addEventListener("blur",(function(){this.value&&e("event","search",{search_term:this.value})}));document$.subscribe((function(){var t=document.forms.feedback;if(void 0!==t)for(var a of t.querySelectorAll("[type=submit]"))a.addEventListener("click",(function(a){a.preventDefault();var n=document.location.pathname,d=this.getAttribute("data-md-value");e("event","feedback",{page:n,data:d}),t.firstElementChild.disabled=!0;var r=t.querySelector(".md-feedback__note [data-md-value='"+d+"']");r&&(r.hidden=!1)})),t.hidden=!1})),location$.subscribe((function(t){e("config","G-VH170LG9M5",{page_path:t.pathname})}))}));var t=document.createElement("script");t.async=!0,t.src="https://www.googletagmanager.com/gtag/js?id=G-VH170LG9M5",document.getElementById("__analytics").insertAdjacentElement("afterEnd",t)}</script>
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<script>"undefined"!=typeof __md_analytics&&__md_analytics()</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="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 data-md-component="announce">
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<div data-md-color-scheme="default" data-md-component="outdated" hidden>
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<img src="../../images/logo.png" alt="logo">
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</a>
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M3 6h18v2H3zm0 5h18v2H3zm0 5h18v2H3z"/></svg>
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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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<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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<form class="md-header__option" data-md-component="palette">
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</form>
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<script>var palette=__md_get("__palette");if(palette&&palette.color){if("(prefers-color-scheme)"===palette.color.media){var media=matchMedia("(prefers-color-scheme: light)"),input=document.querySelector(media.matches?"[data-md-color-media='(prefers-color-scheme: light)']":"[data-md-color-media='(prefers-color-scheme: dark)']");palette.color.media=input.getAttribute("data-md-color-media"),palette.color.scheme=input.getAttribute("data-md-color-scheme"),palette.color.primary=input.getAttribute("data-md-color-primary"),palette.color.accent=input.getAttribute("data-md-color-accent")}for(var[key,value]of Object.entries(palette.color))document.body.setAttribute("data-md-color-"+key,value)}</script>
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M18 16.08c-.76 0-1.44.3-1.96.77L8.91 12.7c.05-.23.09-.46.09-.7s-.04-.47-.09-.7l7.05-4.11c.54.5 1.25.81 2.04.81a3 3 0 0 0 3-3 3 3 0 0 0-3-3 3 3 0 0 0-3 3c0 .24.04.47.09.7L8.04 9.81C7.5 9.31 6.79 9 6 9a3 3 0 0 0-3 3 3 3 0 0 0 3 3c.79 0 1.5-.31 2.04-.81l7.12 4.15c-.05.21-.08.43-.08.66 0 1.61 1.31 2.91 2.92 2.91s2.92-1.3 2.92-2.91A2.92 2.92 0 0 0 18 16.08"/></svg>
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</a>
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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 12z"/></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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<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 6.6.0 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 2024 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 0-40.81"/></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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<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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<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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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 448 512"><!--! Font Awesome Free 6.6.0 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 2024 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 0-40.81"/></svg>
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</div>
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<div class="md-source__repository">
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GitHub
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</a>
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</div>
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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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<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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<span class="md-ellipsis">
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Installation
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<span class="md-nav__icon md-icon"></span>
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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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<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 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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</a>
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</nav>
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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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<span class="md-ellipsis">
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Freqtrade Basics
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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="../../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 class="md-nav__item">
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<a href="../../strategy-101/" class="md-nav__link">
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<span class="md-ellipsis">
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Strategy Quickstart
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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">
|
|
Strategy Customization
|
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</span>
|
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|
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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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|
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|
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<span class="md-ellipsis">
|
|
Strategy Callbacks
|
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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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|
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<span class="md-ellipsis">
|
|
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="../../plugins/" class="md-nav__link">
|
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|
|
|
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<span class="md-ellipsis">
|
|
Plugins
|
|
</span>
|
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|
|
|
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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">
|
|
Start the bot
|
|
</span>
|
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|
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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_12" >
|
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|
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|
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<label class="md-nav__link" for="__nav_12" id="__nav_12_label" tabindex="0">
|
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|
|
|
|
<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_12_label" aria-expanded="false">
|
|
<label class="md-nav__title" for="__nav_12">
|
|
<span class="md-nav__icon md-icon"></span>
|
|
Control the bot
|
|
</label>
|
|
<ul class="md-nav__list" data-md-scrollfix>
|
|
|
|
|
|
|
|
|
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|
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|
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<li class="md-nav__item">
|
|
<a href="../../telegram-usage/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Telegram
|
|
</span>
|
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|
|
|
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</a>
|
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</li>
|
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|
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<li class="md-nav__item">
|
|
<a href="../../freq-ui/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
freqUI
|
|
</span>
|
|
|
|
|
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</a>
|
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</li>
|
|
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<li class="md-nav__item">
|
|
<a href="../../rest-api/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
REST API
|
|
</span>
|
|
|
|
|
|
</a>
|
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</li>
|
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|
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<li class="md-nav__item">
|
|
<a href="../../webhook-config/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Web Hook
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
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|
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</ul>
|
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</nav>
|
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</li>
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|
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<li class="md-nav__item">
|
|
<a href="../../data-download/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Data Downloading
|
|
</span>
|
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|
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</a>
|
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</li>
|
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|
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<li class="md-nav__item">
|
|
<a href="../../backtesting/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Backtesting
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
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|
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<li class="md-nav__item">
|
|
<a href="../../hyperopt/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Hyperopt
|
|
</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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|
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<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_16" >
|
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|
|
|
|
<label class="md-nav__link" for="__nav_16" id="__nav_16_label" tabindex="0">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
FreqAI
|
|
</span>
|
|
|
|
|
|
<span class="md-nav__icon md-icon"></span>
|
|
</label>
|
|
|
|
<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_16_label" aria-expanded="false">
|
|
<label class="md-nav__title" for="__nav_16">
|
|
<span class="md-nav__icon md-icon"></span>
|
|
FreqAI
|
|
</label>
|
|
<ul class="md-nav__list" data-md-scrollfix>
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
<li class="md-nav__item">
|
|
<a href="../../freqai/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Introduction
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
|
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|
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<li class="md-nav__item">
|
|
<a href="../../freqai-configuration/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Configuration
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
|
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|
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<li class="md-nav__item">
|
|
<a href="../../freqai-parameter-table/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Parameter table
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
|
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|
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<li class="md-nav__item">
|
|
<a href="../../freqai-feature-engineering/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Feature engineering
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
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|
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<li class="md-nav__item">
|
|
<a href="../../freqai-running/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Running FreqAI
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
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|
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<li class="md-nav__item">
|
|
<a href="../../freqai-reinforcement-learning/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Reinforcement Learning
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
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|
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<li class="md-nav__item">
|
|
<a href="../../freqai-developers/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Developer guide
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
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|
|
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|
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</ul>
|
|
</nav>
|
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</li>
|
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|
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<li class="md-nav__item">
|
|
<a href="../../leverage/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Short / Leverage
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
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|
|
<li class="md-nav__item">
|
|
<a href="../../utils/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Utility Sub-commands
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
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|
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<li class="md-nav__item">
|
|
<a href="../../plotting/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Plotting
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
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|
|
<li class="md-nav__item">
|
|
<a href="../../exchanges/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Exchange-specific Notes
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
|
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<li class="md-nav__item md-nav__item--nested">
|
|
|
|
|
|
|
|
<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_21" >
|
|
|
|
|
|
<label class="md-nav__link" for="__nav_21" id="__nav_21_label" tabindex="0">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Data Analysis
|
|
</span>
|
|
|
|
|
|
<span class="md-nav__icon md-icon"></span>
|
|
</label>
|
|
|
|
<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_21_label" aria-expanded="false">
|
|
<label class="md-nav__title" for="__nav_21">
|
|
<span class="md-nav__icon md-icon"></span>
|
|
Data Analysis
|
|
</label>
|
|
<ul class="md-nav__list" data-md-scrollfix>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../../data-analysis/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Jupyter Notebooks
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
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|
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|
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|
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|
|
<li class="md-nav__item">
|
|
<a href="../../strategy_analysis_example/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Strategy analysis
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
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|
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|
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|
|
<li class="md-nav__item">
|
|
<a href="../../advanced-backtesting/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Backtest analysis
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
</ul>
|
|
</nav>
|
|
|
|
</li>
|
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|
|
<li class="md-nav__item md-nav__item--nested">
|
|
|
|
|
|
|
|
<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_22" >
|
|
|
|
|
|
<label class="md-nav__link" for="__nav_22" id="__nav_22_label" tabindex="0">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Advanced Topics
|
|
</span>
|
|
|
|
|
|
<span class="md-nav__icon md-icon"></span>
|
|
</label>
|
|
|
|
<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_22_label" aria-expanded="false">
|
|
<label class="md-nav__title" for="__nav_22">
|
|
<span class="md-nav__icon md-icon"></span>
|
|
Advanced Topics
|
|
</label>
|
|
<ul class="md-nav__list" data-md-scrollfix>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../../advanced-setup/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Advanced Post-installation Tasks
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
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|
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|
|
<li class="md-nav__item">
|
|
<a href="../../trade-object/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Trade Object
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
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|
|
<li class="md-nav__item">
|
|
<a href="../../lookahead-analysis/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Lookahead analysis
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
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|
|
<li class="md-nav__item">
|
|
<a href="../../recursive-analysis/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Recursive analysis
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
|
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|
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|
|
<li class="md-nav__item">
|
|
<a href="../../strategy-advanced/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Advanced Strategy
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
|
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|
|
<li class="md-nav__item">
|
|
<a href="../../advanced-hyperopt/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Advanced Hyperopt
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
|
|
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|
|
<li class="md-nav__item">
|
|
<a href="../../advanced-orderflow/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Orderflow
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
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|
<li class="md-nav__item">
|
|
<a href="../../producer-consumer/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Producer/Consumer mode
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
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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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<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 tip">
|
|
<p class="admonition-title">Usage tips</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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<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">
|
|
<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>
|
|
<h3 id="available-protections">Available Protections<a class="headerlink" href="#available-protections" title="Permanent link">¶</a></h3>
|
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<ul>
|
|
<li><a href="#stoploss-guard"><code>StoplossGuard</code></a> Stop trading if a certain amount of stoploss occurred within a certain time window.</li>
|
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<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>
|
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<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>
|
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<table>
|
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<thead>
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<tr>
|
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<th>Parameter</th>
|
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<th>Description</th>
|
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</tr>
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</thead>
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<tbody>
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<tr>
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<td><code>method</code></td>
|
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<td>Protection name to use. <br> <strong>Datatype:</strong> String, selected from <a href="#available-protections">available Protections</a></td>
|
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</tr>
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<tr>
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<td><code>stop_duration_candles</code></td>
|
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<td>For how many candles should the lock be set? <br> <strong>Datatype:</strong> Positive integer (in candles)</td>
|
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</tr>
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<tr>
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<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>
|
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</tr>
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<tr>
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<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>
|
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</tr>
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<tr>
|
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<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>
|
|
</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>
|
|
<tr>
|
|
<td><code>unlock_at</code></td>
|
|
<td>Time when trading will be unlocked regularly (not used by all Protections). <br> <strong>Datatype:</strong> string <br><strong>Input Format:</strong> "HH:MM" (24-hours)</td>
|
|
</tr>
|
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</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>, or until the set time when using <code>unlock_at</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>Similarly, this protection will by default look at all trades (long and short). For futures bots, setting <code>only_per_side</code> will make the bot only consider one side, and will then only lock this one side, allowing for example shorts to continue after a series of long stoplosses.</p>
|
|
<p><code>required_profit</code> will determine the required relative profit (or loss) for stoplosses to consider. This should normally not be set and defaults to 0.0 - which means all losing stoplosses will be triggering a block.</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>
|
|
<div class="highlight"><pre><span></span><code><span class="nd">@property</span>
|
|
<span class="k">def</span> <span class="nf">protections</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
|
|
<span class="k">return</span> <span class="p">[</span>
|
|
<span class="p">{</span>
|
|
<span class="s2">"method"</span><span class="p">:</span> <span class="s2">"StoplossGuard"</span><span class="p">,</span>
|
|
<span class="s2">"lookback_period_candles"</span><span class="p">:</span> <span class="mi">24</span><span class="p">,</span>
|
|
<span class="s2">"trade_limit"</span><span class="p">:</span> <span class="mi">4</span><span class="p">,</span>
|
|
<span class="s2">"stop_duration_candles"</span><span class="p">:</span> <span class="mi">4</span><span class="p">,</span>
|
|
<span class="s2">"required_profit"</span><span class="p">:</span> <span class="mf">0.0</span><span class="p">,</span>
|
|
<span class="s2">"only_per_pair"</span><span class="p">:</span> <span class="kc">False</span><span class="p">,</span>
|
|
<span class="s2">"only_per_side"</span><span class="p">:</span> <span class="kc">False</span>
|
|
<span class="p">}</span>
|
|
<span class="p">]</span>
|
|
</code></pre></div>
|
|
<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>
|
|
<div class="highlight"><pre><span></span><code><span class="nd">@property</span>
|
|
<span class="k">def</span> <span class="nf">protections</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
|
|
<span class="k">return</span> <span class="p">[</span>
|
|
<span class="p">{</span>
|
|
<span class="s2">"method"</span><span class="p">:</span> <span class="s2">"MaxDrawdown"</span><span class="p">,</span>
|
|
<span class="s2">"lookback_period_candles"</span><span class="p">:</span> <span class="mi">48</span><span class="p">,</span>
|
|
<span class="s2">"trade_limit"</span><span class="p">:</span> <span class="mi">20</span><span class="p">,</span>
|
|
<span class="s2">"stop_duration_candles"</span><span class="p">:</span> <span class="mi">12</span><span class="p">,</span>
|
|
<span class="s2">"max_allowed_drawdown"</span><span class="p">:</span> <span class="mf">0.2</span>
|
|
<span class="p">},</span>
|
|
<span class="p">]</span>
|
|
</code></pre></div>
|
|
<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>, or until the set time when using <code>unlock_at</code>).</p>
|
|
<p>For futures bots, setting <code>only_per_side</code> will make the bot only consider one side, and will then only lock this one side, allowing for example shorts to continue after a series of long losses.</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>
|
|
<div class="highlight"><pre><span></span><code><span class="nd">@property</span>
|
|
<span class="k">def</span> <span class="nf">protections</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
|
|
<span class="k">return</span> <span class="p">[</span>
|
|
<span class="p">{</span>
|
|
<span class="s2">"method"</span><span class="p">:</span> <span class="s2">"LowProfitPairs"</span><span class="p">,</span>
|
|
<span class="s2">"lookback_period_candles"</span><span class="p">:</span> <span class="mi">6</span><span class="p">,</span>
|
|
<span class="s2">"trade_limit"</span><span class="p">:</span> <span class="mi">2</span><span class="p">,</span>
|
|
<span class="s2">"stop_duration"</span><span class="p">:</span> <span class="mi">60</span><span class="p">,</span>
|
|
<span class="s2">"required_profit"</span><span class="p">:</span> <span class="mf">0.02</span><span class="p">,</span>
|
|
<span class="s2">"only_per_pair"</span><span class="p">:</span> <span class="kc">False</span><span class="p">,</span>
|
|
<span class="p">}</span>
|
|
<span class="p">]</span>
|
|
</code></pre></div>
|
|
<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>, or until the set time when using <code>unlock_at</code>) after exiting, 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>
|
|
<div class="highlight"><pre><span></span><code><span class="nd">@property</span>
|
|
<span class="k">def</span> <span class="nf">protections</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
|
|
<span class="k">return</span> <span class="p">[</span>
|
|
<span class="p">{</span>
|
|
<span class="s2">"method"</span><span class="p">:</span> <span class="s2">"CooldownPeriod"</span><span class="p">,</span>
|
|
<span class="s2">"stop_duration_candles"</span><span class="p">:</span> <span class="mi">2</span>
|
|
<span class="p">}</span>
|
|
<span class="p">]</span>
|
|
</code></pre></div>
|
|
<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 2 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>
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<div class="highlight"><pre><span></span><code><span class="kn">from</span> <span class="nn">freqtrade.strategy</span> <span class="kn">import</span> <span class="n">IStrategy</span>
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<span class="k">class</span> <span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">)</span>
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<span class="n">timeframe</span> <span class="o">=</span> <span class="s1">'1h'</span>
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<span class="nd">@property</span>
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<span class="k">def</span> <span class="nf">protections</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
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<span class="k">return</span> <span class="p">[</span>
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<span class="p">{</span>
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<span class="s2">"method"</span><span class="p">:</span> <span class="s2">"CooldownPeriod"</span><span class="p">,</span>
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<span class="s2">"stop_duration_candles"</span><span class="p">:</span> <span class="mi">5</span>
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<span class="p">},</span>
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<span class="p">{</span>
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<span class="s2">"method"</span><span class="p">:</span> <span class="s2">"MaxDrawdown"</span><span class="p">,</span>
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<span class="s2">"lookback_period_candles"</span><span class="p">:</span> <span class="mi">48</span><span class="p">,</span>
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<span class="s2">"trade_limit"</span><span class="p">:</span> <span class="mi">20</span><span class="p">,</span>
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<span class="s2">"stop_duration_candles"</span><span class="p">:</span> <span class="mi">4</span><span class="p">,</span>
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<span class="s2">"max_allowed_drawdown"</span><span class="p">:</span> <span class="mf">0.2</span>
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<span class="p">},</span>
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<span class="p">{</span>
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<span class="s2">"method"</span><span class="p">:</span> <span class="s2">"StoplossGuard"</span><span class="p">,</span>
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<span class="s2">"lookback_period_candles"</span><span class="p">:</span> <span class="mi">24</span><span class="p">,</span>
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<span class="s2">"trade_limit"</span><span class="p">:</span> <span class="mi">4</span><span class="p">,</span>
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<span class="s2">"stop_duration_candles"</span><span class="p">:</span> <span class="mi">2</span><span class="p">,</span>
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<span class="s2">"only_per_pair"</span><span class="p">:</span> <span class="kc">False</span>
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<span class="p">},</span>
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<span class="p">{</span>
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|
<span class="s2">"method"</span><span class="p">:</span> <span class="s2">"LowProfitPairs"</span><span class="p">,</span>
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<span class="s2">"lookback_period_candles"</span><span class="p">:</span> <span class="mi">6</span><span class="p">,</span>
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|
<span class="s2">"trade_limit"</span><span class="p">:</span> <span class="mi">2</span><span class="p">,</span>
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<span class="s2">"stop_duration_candles"</span><span class="p">:</span> <span class="mi">60</span><span class="p">,</span>
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<span class="s2">"required_profit"</span><span class="p">:</span> <span class="mf">0.02</span>
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<span class="p">},</span>
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|
<span class="p">{</span>
|
|
<span class="s2">"method"</span><span class="p">:</span> <span class="s2">"LowProfitPairs"</span><span class="p">,</span>
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|
<span class="s2">"lookback_period_candles"</span><span class="p">:</span> <span class="mi">24</span><span class="p">,</span>
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|
<span class="s2">"trade_limit"</span><span class="p">:</span> <span class="mi">4</span><span class="p">,</span>
|
|
<span class="s2">"stop_duration_candles"</span><span class="p">:</span> <span class="mi">2</span><span class="p">,</span>
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|
<span class="s2">"required_profit"</span><span class="p">:</span> <span class="mf">0.01</span>
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<span class="p">}</span>
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<span class="p">]</span>
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<span class="c1"># ...</span>
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</code></pre></div>
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