side: str,
**kwargs,
) -> bool:
- open_trade_count = Trade.get_open_trade_count()
- if open_trade_count >= self.config.get("max_open_trades"):
+ if Trade.get_open_trade_count() >= self.config.get("max_open_trades"):
return False
max_open_trades_per_side = self.max_open_trades_per_side()
if max_open_trades_per_side >= 0:
last_candle_natr = last_candle["natr_label_period_candles"]
if isna(last_candle_natr) or last_candle_natr < 0:
return False
- entry_natr_ratio = self.get_entry_natr_ratio(pair)
- price_deviation = last_candle_natr * entry_natr_ratio
+ lower_bound = 0
+ upper_bound = 0
+ price_deviation = last_candle_natr * self.get_entry_natr_ratio(pair)
if side == "long":
lower_bound = last_candle_low * (1 - price_deviation)
upper_bound = last_candle_close * (1 + price_deviation)