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Add adjustment order tagging in strategy callbacks docs

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Matthias
2024-01-30 07:20:39 +01:00
parent 6806fab1b5
commit 0fa0f49b75
1 changed files with 6 additions and 3 deletions
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docs/strategy-callbacks.md
+6 -3
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@@ -767,6 +767,7 @@ This callback is **not** called when there is an open order (either buy or sell)
`adjust_trade_position()` is called very frequently for the duration of a trade, so you must keep your implementation as performant as possible. `adjust_trade_position()` is called very frequently for the duration of a trade, so you must keep your implementation as performant as possible.
Position adjustments will always be applied in the direction of the trade, so a positive value will always increase your position (negative values will decrease your position), no matter if it's a long or short trade. Position adjustments will always be applied in the direction of the trade, so a positive value will always increase your position (negative values will decrease your position), no matter if it's a long or short trade.
Adjustment orders can be assigned with a tag by returning a 2 element Tuple, with the first element being the adjustment amount, and the 2nd element the tag (e.g. `return 250, 'increase_favorable_conditions'`).
Modifications to leverage are not possible, and the stake-amount returned is assumed to be before applying leverage. Modifications to leverage are not possible, and the stake-amount returned is assumed to be before applying leverage.
@@ -833,7 +834,8 @@ class DigDeeperStrategy(IStrategy):
min_stake: Optional[float], max_stake: float, min_stake: Optional[float], max_stake: float,
current_entry_rate: float, current_exit_rate: float, current_entry_rate: float, current_exit_rate: float,
current_entry_profit: float, current_exit_profit: float, current_entry_profit: float, current_exit_profit: float,
**kwargs) -> Optional[float]: **kwargs
) -> Union[Optional[float], Tuple[Optional[float], Optional[str]]]:
""" """
Custom trade adjustment logic, returning the stake amount that a trade should be Custom trade adjustment logic, returning the stake amount that a trade should be
increased or decreased. increased or decreased.
@@ -859,11 +861,12 @@ class DigDeeperStrategy(IStrategy):
:return float: Stake amount to adjust your trade, :return float: Stake amount to adjust your trade,
Positive values to increase position, Negative values to decrease position. Positive values to increase position, Negative values to decrease position.
Return None for no action. Return None for no action.
Optionally, return a tuple with a 2nd element with an order reason
""" """
if current_profit > 0.05 and trade.nr_of_successful_exits == 0: if current_profit > 0.05 and trade.nr_of_successful_exits == 0:
# Take half of the profit at +5% # Take half of the profit at +5%
return -(trade.stake_amount / 2) return -(trade.stake_amount / 2), 'half_profit_5%'
if current_profit > -0.05: if current_profit > -0.05:
return None return None
@@ -891,7 +894,7 @@ class DigDeeperStrategy(IStrategy):
stake_amount = filled_entries[0].stake_amount stake_amount = filled_entries[0].stake_amount
# This then calculates current safety order size # This then calculates current safety order size
stake_amount = stake_amount * (1 + (count_of_entries * 0.25)) stake_amount = stake_amount * (1 + (count_of_entries * 0.25))
return stake_amount return stake_amount, '1/3rd_increase'
except Exception as exception: except Exception as exception:
return None return None