From 3629892fc35fec3b6daaa2938371d4c1614cbe32 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 20 Feb 2021 19:37:38 +0100 Subject: [PATCH] Stoploss-guard should use the trade_limit or more fix #4404 --- docs/includes/protections.md | 4 +++- freqtrade/plugins/protections/stoploss_guard.py | 12 ++++++------ tests/plugins/test_protections.py | 4 ++-- 3 files changed, 11 insertions(+), 9 deletions(-) diff --git a/docs/includes/protections.md b/docs/includes/protections.md index de34383ac..6bc57153e 100644 --- a/docs/includes/protections.md +++ b/docs/includes/protections.md @@ -40,7 +40,9 @@ All protection end times are rounded up to the next candle to avoid sudden, unex #### Stoploss Guard -`StoplossGuard` selects all trades within `lookback_period` in minutes (or in candles when using `lookback_period_candles`), and determines if the amount of trades that resulted in stoploss are above `trade_limit` - in which case trading will stop for `stop_duration` in minutes (or in candles when using `stop_duration_candles`). +`StoplossGuard` selects all trades within `lookback_period` in minutes (or in candles when using `lookback_period_candles`). +If `trade_limit` or more trades resulted in stoploss, trading will stop for `stop_duration` in minutes (or in candles when using `stop_duration_candles`). + This applies across all pairs, unless `only_per_pair` is set to true, which will then only look at one pair at a time. 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. diff --git a/freqtrade/plugins/protections/stoploss_guard.py b/freqtrade/plugins/protections/stoploss_guard.py index 92fae54cb..5a9b9ddd0 100644 --- a/freqtrade/plugins/protections/stoploss_guard.py +++ b/freqtrade/plugins/protections/stoploss_guard.py @@ -58,13 +58,13 @@ class StoplossGuard(IProtection): SellType.STOPLOSS_ON_EXCHANGE.value) and trade.close_profit < 0)] - if len(trades) > self._trade_limit: - self.log_once(f"Trading stopped due to {self._trade_limit} " - f"stoplosses within {self._lookback_period} minutes.", logger.info) - until = self.calculate_lock_end(trades, self._stop_duration) - return True, until, self._reason() + if len(trades) < self._trade_limit: + return False, None, None - return False, None, None + self.log_once(f"Trading stopped due to {self._trade_limit} " + f"stoplosses within {self._lookback_period} minutes.", logger.info) + until = self.calculate_lock_end(trades, self._stop_duration) + return True, until, self._reason() def global_stop(self, date_now: datetime) -> ProtectionReturn: """ diff --git a/tests/plugins/test_protections.py b/tests/plugins/test_protections.py index e36900a96..2e42c1be4 100644 --- a/tests/plugins/test_protections.py +++ b/tests/plugins/test_protections.py @@ -83,7 +83,7 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog): "method": "StoplossGuard", "lookback_period": 60, "stop_duration": 40, - "trade_limit": 2 + "trade_limit": 3 }] freqtrade = get_patched_freqtradebot(mocker, default_conf) message = r"Trading stopped due to .*" @@ -136,7 +136,7 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair default_conf['protections'] = [{ "method": "StoplossGuard", "lookback_period": 60, - "trade_limit": 1, + "trade_limit": 2, "stop_duration": 60, "only_per_pair": only_per_pair }]