INTERFACE_VERSION = 3
def version(self) -> str:
- return "3.3.98"
+ return "3.3.99"
timeframe = "5m"
"stoploss_on_exchange_limit_ratio": 0.99,
}
+ position_adjustment_enable = True
+
+ # {stage: (natr_ratio_percent, stake_percent)}
+ partial_exit_stages: dict[int, tuple[float, float]] = {
+ 0: (0.4, 0.35),
+ 1: (0.7, 0.75),
+ 2: (0.9, 0.5),
+ }
+
timeframe_minutes = timeframe_to_minutes(timeframe)
minimal_roi = {str(timeframe_minutes * 864): -1}
leverage=trade.leverage,
)
+ def adjust_trade_position(
+ self,
+ trade: Trade,
+ current_time: datetime.datetime,
+ current_rate: float,
+ current_profit: float,
+ min_stake: float,
+ max_stake: float,
+ current_entry_rate: float,
+ current_exit_rate: float,
+ current_entry_profit: float,
+ current_exit_profit: float,
+ **kwargs,
+ ) -> Optional[float] | tuple[Optional[float], Optional[str]]:
+ if trade.has_open_orders:
+ return None
+
+ exit_stage: int = trade.get_custom_data("exit_stage", 0)
+ if exit_stage not in self.partial_exit_stages:
+ return None
+
+ df, _ = self.dp.get_analyzed_dataframe(
+ trade.pair, timeframe=self.config.get("timeframe")
+ )
+ if df.empty:
+ return None
+
+ natr_ratio_percent, stake_percent = self.partial_exit_stages[exit_stage]
+
+ take_profit_distance = self.get_take_profit_distance(
+ df, trade, natr_ratio_percent
+ )
+ if isna(take_profit_distance) or take_profit_distance <= 0:
+ return None
+
+ take_profit_price = (
+ trade.open_rate + (-1 if trade.is_short else 1) * take_profit_distance
+ )
+ previous_take_profit_price = trade.get_custom_data("take_profit_price", None)
+ if (
+ previous_take_profit_price is None
+ or previous_take_profit_price != take_profit_price
+ ):
+ trade.set_custom_data(key="take_profit_price", value=take_profit_price)
+
+ trade_partial_exit = (trade.is_short and current_rate <= take_profit_price) or (
+ not trade.is_short and current_rate >= take_profit_price
+ )
+ if not trade_partial_exit:
+ self.throttle_callback(
+ pair=trade.pair,
+ current_time=current_time,
+ callback=lambda: logger.info(
+ f"Trade {trade.trade_direction} for {trade.pair}: open price {trade.open_rate}, current price {current_rate}, partial exit stage {exit_stage} price {take_profit_price}"
+ ),
+ )
+ if trade_partial_exit:
+ trade_stake_amount = trade.stake_amount * stake_percent
+ trade.set_custom_data(key="exit_stage", value=exit_stage + 1)
+ return (
+ -trade_stake_amount,
+ f"take_profit_{trade.trade_direction}_{exit_stage}",
+ )
+
+ return None
+
def custom_exit(
self,
pair: str,
):
return "maxima_detected_long"
- take_profit_distance = self.get_take_profit_distance(df, trade, 0.7)
+ start_partial_exit_stage = list(self.partial_exit_stages.keys())[0]
+ end_partial_exit_stage = list(self.partial_exit_stages.keys())[-1]
+ final_exit_stage = end_partial_exit_stage + 1
+ exit_stage: int = trade.get_custom_data("exit_stage", 0)
+ if self.position_adjustment_enable:
+ if exit_stage == start_partial_exit_stage:
+ return None
+ secure_take_profit_distance = self.get_take_profit_distance(
+ df,
+ trade,
+ min(
+ self.config.get("exit_pricing", {}).get(
+ "trade_secure_percent", 0.2
+ ),
+ self.partial_exit_stages[start_partial_exit_stage][0] * 0.95,
+ ),
+ )
+ if isna(secure_take_profit_distance) or secure_take_profit_distance <= 0:
+ return None
+ secure_take_profit_price = (
+ trade.open_rate
+ + (-1 if trade.is_short else 1) * secure_take_profit_distance
+ )
+ secure_trade_exit = (
+ trade.is_short and current_rate <= secure_take_profit_price
+ ) or (not trade.is_short and current_rate >= secure_take_profit_price)
+ if not secure_trade_exit:
+ self.throttle_callback(
+ pair=pair,
+ current_time=current_time,
+ callback=lambda: logger.info(
+ f"Trade {trade.trade_direction} for {pair}: open price {trade.open_rate}, current price {current_rate}, secure final exit stage {final_exit_stage} price {secure_take_profit_price}"
+ ),
+ )
+ if secure_trade_exit:
+ trade.set_custom_data(
+ key="take_profit_price", value=secure_take_profit_price
+ )
+ if exit_stage < final_exit_stage:
+ trade.set_custom_data(key="exit_stage", value=final_exit_stage)
+ return f"secure_take_profit_{trade.trade_direction}_{final_exit_stage}"
+ if exit_stage == final_exit_stage:
+ natr_ratio_percent = 1.0
+ else:
+ return None
+ else:
+ if start_partial_exit_stage <= exit_stage <= end_partial_exit_stage:
+ trade.set_custom_data(key="exit_stage", value=final_exit_stage)
+ natr_ratio_percent = 0.7
+
+ take_profit_distance = self.get_take_profit_distance(
+ df, trade, natr_ratio_percent
+ )
if isna(take_profit_distance) or take_profit_distance <= 0:
return None
take_profit_price = (
trade.open_rate + (-1 if trade.is_short else 1) * take_profit_distance
)
- trade.set_custom_data(key="take_profit_price", value=take_profit_price)
- self.throttle_callback(
- pair=pair,
- current_time=current_time,
- callback=lambda: logger.info(
- f"Trade {trade.trade_direction} for {pair}: open price {trade.open_rate}, current price {current_rate}, TP price {take_profit_price}"
- ),
+ previous_take_profit_price = trade.get_custom_data("take_profit_price", None)
+ if (
+ previous_take_profit_price is None
+ or previous_take_profit_price != take_profit_price
+ ):
+ trade.set_custom_data(key="take_profit_price", value=take_profit_price)
+ trade_exit = (trade.is_short and current_rate <= take_profit_price) or (
+ not trade.is_short and current_rate >= take_profit_price
)
- if trade.is_short:
- if current_rate <= take_profit_price:
- return "take_profit_short"
- else:
- if current_rate >= take_profit_price:
- return "take_profit_long"
+ if not trade_exit:
+ self.throttle_callback(
+ pair=pair,
+ current_time=current_time,
+ callback=lambda: logger.info(
+ f"Trade {trade.trade_direction} for {pair}: open price {trade.open_rate}, current price {current_rate}, final exit stage {final_exit_stage} price {take_profit_price}"
+ ),
+ )
+ if trade_exit:
+ return f"take_profit_{trade.trade_direction}_{final_exit_stage}"
+
+ return None
def confirm_trade_entry(
self,
repositories / freqai-strategies.git / commitdiff
