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@@ -2638,23 +2638,23 @@ You may also use something like <code>.*DOWN/BTC</code> or <code>.*UP/BTC</code>
<p>By default, the <code>StaticPairList</code> method is used, which uses a statically defined pair whitelist from the configuration. The pairlist also supports wildcards (in regex-style) - so <code>.*/BTC</code> will include all pairs with BTC as a stake.</p>
<p>It uses configuration from <code>exchange.pair_whitelist</code> and <code>exchange.pair_blacklist</code>, which in the below example, will trade BTC/USDT and ETH/USDT - and will prevent BNB/USDT trading.</p>
<p>Both <code>pair_*list</code> parameters support regex - so values like <code>.*/USDT</code> would enable trading all pairs that are not in the blacklist.</p>
<p><code>json
"exchange": {
"name": "...",
// ...
"pair_whitelist": [
"BTC/USDT",
"ETH/USDT",
// ...
],
"pair_blacklist": [
"BNB/USDT",
// ...
]
},
"pairlists": [
{"method": "StaticPairList"}
],</code></p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;exchange&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;name&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;...&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="c1">// ... </span>
<span class="w"> </span><span class="nt">&quot;pair_whitelist&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="s2">&quot;BTC/USDT&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="s2">&quot;ETH/USDT&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="c1">// ...</span>
<span class="w"> </span><span class="p">],</span>
<span class="w"> </span><span class="nt">&quot;pair_blacklist&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="s2">&quot;BNB/USDT&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="c1">// ...</span>
<span class="w"> </span><span class="p">]</span>
<span class="p">},</span>
<span class="nt">&quot;pairlists&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="p">{</span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;StaticPairList&quot;</span><span class="p">}</span>
<span class="p">],</span>
</code></pre></div>
<p>By default, only currently enabled pairs are allowed.
To skip pair validation against active markets, set <code>"allow_inactive": true</code> within the <code>StaticPairList</code> configuration.
This can be useful for backtesting expired pairs (like quarterly spot-markets).</p>
@@ -2670,33 +2670,33 @@ Filtering instances (not the first position in the list) will not apply any cach
<ul>
<li>The <code>quoteVolume</code> is the amount of quote (stake) currency traded (bought or sold) in last 24 hours.</li>
</ul>
<p><code>json
"pairlists": [
{
"method": "VolumePairList",
"number_assets": 20,
"sort_key": "quoteVolume",
"min_value": 0,
"max_value": 8000000,
"refresh_period": 1800
}
],</code></p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;pairlists&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;VolumePairList&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;number_assets&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">20</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;sort_key&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;quoteVolume&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;min_value&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">0</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;max_value&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">8000000</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;refresh_period&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">1800</span>
<span class="w"> </span><span class="p">}</span>
<span class="p">],</span>
</code></pre></div>
<p>You can define a minimum volume with <code>min_value</code> - which will filter out pairs with a volume lower than the specified value in the specified timerange.
In addition to that, you can also define a maximum volume with <code>max_value</code> - which will filter out pairs with a volume higher than the specified value in the specified timerange.</p>
<h5 id="volumepairlist-advanced-mode">VolumePairList Advanced mode<a class="headerlink" href="#volumepairlist-advanced-mode" title="Permanent link">&para;</a></h5>
<p><code>VolumePairList</code> can also operate in an advanced mode to build volume over a given timerange of specified candle size. It utilizes exchange historical candle data, builds a typical price (calculated by (open+high+low)/3) and multiplies the typical price with every candle's volume. The sum is the <code>quoteVolume</code> over the given range. This allows different scenarios, for a more smoothened volume, when using longer ranges with larger candle sizes, or the opposite when using a short range with small candles.</p>
<p>For convenience <code>lookback_days</code> can be specified, which will imply that 1d candles will be used for the lookback. In the example below the pairlist would be created based on the last 7 days:</p>
<p><code>json
"pairlists": [
{
"method": "VolumePairList",
"number_assets": 20,
"sort_key": "quoteVolume",
"min_value": 0,
"refresh_period": 86400,
"lookback_days": 7
}
],</code></p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;pairlists&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;VolumePairList&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;number_assets&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">20</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;sort_key&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;quoteVolume&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;min_value&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">0</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;refresh_period&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">86400</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;lookback_days&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">7</span>
<span class="w"> </span><span class="p">}</span>
<span class="p">],</span>
</code></pre></div>
<div class="admonition warning">
<p class="admonition-title">Range look back and refresh period</p>
<p>When used in conjunction with <code>lookback_days</code> and <code>lookback_timeframe</code> the <code>refresh_period</code> can not be smaller than the candle size in seconds. As this will result in unnecessary requests to the exchanges API.</p>
@@ -2710,31 +2710,31 @@ In addition to that, you can also define a maximum volume with <code>max_value</
<p>On some exchanges (like Gemini), regular VolumePairList does not work as the api does not natively provide 24h volume. This can be worked around by using candle data to build the volume.
To roughly simulate 24h volume, you can use the following configuration.
Please note that These pairlists will only refresh once per day.</p>
<p><code>json
"pairlists": [
{
"method": "VolumePairList",
"number_assets": 20,
"sort_key": "quoteVolume",
"min_value": 0,
"refresh_period": 86400,
"lookback_days": 1
}
],</code></p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;pairlists&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;VolumePairList&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;number_assets&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">20</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;sort_key&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;quoteVolume&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;min_value&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">0</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;refresh_period&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">86400</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;lookback_days&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">1</span>
<span class="w"> </span><span class="p">}</span>
<span class="p">],</span>
</code></pre></div>
</details>
<p>More sophisticated approach can be used, by using <code>lookback_timeframe</code> for candle size and <code>lookback_period</code> which specifies the amount of candles. This example will build the volume pairs based on a rolling period of 3 days of 1h candles:</p>
<p><code>json
"pairlists": [
{
"method": "VolumePairList",
"number_assets": 20,
"sort_key": "quoteVolume",
"min_value": 0,
"refresh_period": 3600,
"lookback_timeframe": "1h",
"lookback_period": 72
}
],</code></p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;pairlists&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;VolumePairList&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;number_assets&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">20</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;sort_key&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;quoteVolume&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;min_value&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">0</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;refresh_period&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">3600</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;lookback_timeframe&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;1h&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;lookback_period&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">72</span>
<span class="w"> </span><span class="p">}</span>
<span class="p">],</span>
</code></pre></div>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p><code>VolumePairList</code> does not support backtesting mode.</p>
@@ -2758,45 +2758,45 @@ The percentage change is calculated as the change in price over the last 24 hour
<details class="note">
<summary>Unsupported exchanges</summary>
<p>On some exchanges (like HTX), regular PercentChangePairList does not work as the api does not natively provide 24h percent change in price. This can be worked around by using candle data to calculate the percentage change. To roughly simulate 24h percent change, you can use the following configuration. Please note that these pairlists will only refresh once per day.
<code>json
"pairlists": [
{
"method": "PercentChangePairList",
"number_assets": 20,
"min_value": 0,
"refresh_period": 86400,
"lookback_days": 1
}
],</code></p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;pairlists&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;PercentChangePairList&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;number_assets&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">20</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;min_value&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">0</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;refresh_period&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">86400</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;lookback_days&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">1</span>
<span class="w"> </span><span class="p">}</span>
<span class="p">],</span>
</code></pre></div></p>
</details>
<p><strong>Example Configuration to Read from Ticker</strong></p>
<p><code>json
"pairlists": [
{
"method": "PercentChangePairList",
"number_assets": 15,
"min_value": -10,
"max_value": 50
}
],</code></p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;pairlists&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;PercentChangePairList&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;number_assets&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">15</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;min_value&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">-10</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;max_value&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">50</span>
<span class="w"> </span><span class="p">}</span>
<span class="p">],</span>
</code></pre></div>
<p>In this configuration:</p>
<ol>
<li>The top 15 pairs are selected based on the highest percentage change in price over the last 24 hours.</li>
<li>Only pairs with a percentage change between -10% and 50% are considered.</li>
</ol>
<p><strong>Example Configuration to Read from Candles</strong></p>
<p><code>json
"pairlists": [
{
"method": "PercentChangePairList",
"number_assets": 15,
"sort_key": "percentage",
"min_value": 0,
"refresh_period": 3600,
"lookback_timeframe": "1h",
"lookback_period": 72
}
],</code></p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;pairlists&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;PercentChangePairList&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;number_assets&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">15</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;sort_key&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;percentage&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;min_value&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">0</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;refresh_period&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">3600</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;lookback_timeframe&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;1h&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;lookback_period&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">72</span>
<span class="w"> </span><span class="p">}</span>
<span class="p">],</span>
</code></pre></div>
<p>This example builds the percent change pairs based on a rolling period of 3 days of 1-hour candles by using <code>lookback_timeframe</code> for candle size and <code>lookback_period</code> which specifies the number of candles.</p>
<p>The percent change in price is calculated using the following formula, which expresses the percentage difference between the current candle's close price and the previous candle's close price, as defined by the specified timeframe and lookback period:</p>
<div class="arithmatex">\[ Percent Change = (\frac{Current Close - Previous Close}{Previous Close}) * 100 \]</div>
@@ -2817,14 +2817,14 @@ The percentage change is calculated as the change in price over the last 24 hour
<p><a href="../producer-consumer/">Consumer mode</a> is required for this pairlist to work.</p>
<p>The pairlist will perform a check on active pairs against the current exchange configuration to avoid attempting to trade on invalid markets.</p>
<p>You can limit the length of the pairlist with the optional parameter <code>number_assets</code>. Using <code>"number_assets"=0</code> or omitting this key will result in the reuse of all producer pairs valid for the current setup.</p>
<p><code>json
"pairlists": [
{
"method": "ProducerPairList",
"number_assets": 5,
"producer_name": "default",
}
],</code></p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;pairlists&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;ProducerPairList&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;number_assets&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">5</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;producer_name&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;default&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="p">}</span>
<span class="p">],</span>
</code></pre></div>
<div class="admonition tip">
<p class="admonition-title">Combining pairlists</p>
<p>This pairlist can be combined with all other pairlists and filters for further pairlist reduction, and can also act as an "additional" pairlist, on top of already defined pairs.
@@ -2834,21 +2834,21 @@ Obviously in complex such configurations, the Producer may not provide data for
<h4 id="remotepairlist">RemotePairList<a class="headerlink" href="#remotepairlist" title="Permanent link">&para;</a></h4>
<p>It allows the user to fetch a pairlist from a remote server or a locally stored json file within the freqtrade directory, enabling dynamic updates and customization of the trading pairlist.</p>
<p>The RemotePairList is defined in the pairlists section of the configuration settings. It uses the following configuration options:</p>
<p><code>json
"pairlists": [
{
"method": "RemotePairList",
"mode": "whitelist",
"processing_mode": "filter",
"pairlist_url": "https://example.com/pairlist",
"number_assets": 10,
"refresh_period": 1800,
"keep_pairlist_on_failure": true,
"read_timeout": 60,
"bearer_token": "my-bearer-token",
"save_to_file": "user_data/filename.json"
}
]</code></p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;pairlists&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;RemotePairList&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;mode&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;whitelist&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;processing_mode&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;filter&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;pairlist_url&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;https://example.com/pairlist&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;number_assets&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">10</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;refresh_period&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">1800</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;keep_pairlist_on_failure&quot;</span><span class="p">:</span><span class="w"> </span><span class="kc">true</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;read_timeout&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">60</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;bearer_token&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;my-bearer-token&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;save_to_file&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;user_data/filename.json&quot;</span><span class="w"> </span>
<span class="w"> </span><span class="p">}</span>
<span class="p">]</span>
</code></pre></div>
<p>The optional <code>mode</code> option specifies if the pairlist should be used as a <code>blacklist</code> or as a <code>whitelist</code>. The default value is "whitelist".</p>
<p>The optional <code>processing_mode</code> option in the RemotePairList configuration determines how the retrieved pairlist is processed. It can have two values: "filter" or "append". The default value is "filter".</p>
<p>The optional <code>number_assets</code> option in the RemotePairList configuration determines how many pairs will be returned if used in whitelist <code>mode</code>. By default, all pairs will be returned. In blacklist <code>mode</code>, this option will be ignored.</p>
@@ -2859,38 +2859,38 @@ Obviously in complex such configurations, the Producer may not provide data for
<details class="example">
<summary>Multi bot with shared pairlist example</summary>
<p><code>save_to_file</code> can be used to save the pairlist to a file with Bot1:</p>
<p><code>json
"pairlists": [
{
"method": "RemotePairList",
"mode": "whitelist",
"pairlist_url": "https://example.com/pairlist",
"number_assets": 10,
"refresh_period": 1800,
"keep_pairlist_on_failure": true,
"read_timeout": 60,
"save_to_file": "user_data/filename.json"
}
]</code></p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;pairlists&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;RemotePairList&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;mode&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;whitelist&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;pairlist_url&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;https://example.com/pairlist&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;number_assets&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">10</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;refresh_period&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">1800</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;keep_pairlist_on_failure&quot;</span><span class="p">:</span><span class="w"> </span><span class="kc">true</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;read_timeout&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">60</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;save_to_file&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;user_data/filename.json&quot;</span><span class="w"> </span>
<span class="w"> </span><span class="p">}</span>
<span class="p">]</span>
</code></pre></div>
<p>This saved pairlist file can be loaded by Bot2, or any additional bot with this configuration:</p>
<p><code>json
"pairlists": [
{
"method": "RemotePairList",
"mode": "whitelist",
"pairlist_url": "file:///user_data/filename.json",
"number_assets": 10,
"refresh_period": 10,
"keep_pairlist_on_failure": true,
}
]</code> </p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;pairlists&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;RemotePairList&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;mode&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;whitelist&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;pairlist_url&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;file:///user_data/filename.json&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;number_assets&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">10</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;refresh_period&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">10</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;keep_pairlist_on_failure&quot;</span><span class="p">:</span><span class="w"> </span><span class="kc">true</span><span class="p">,</span>
<span class="w"> </span><span class="p">}</span>
<span class="p">]</span>
</code></pre></div>
</details>
<p>The user is responsible for providing a server or local file that returns a JSON object with the following structure:</p>
<p><code>json
{
"pairs": ["XRP/USDT", "ETH/USDT", "LTC/USDT"],
"refresh_period": 1800
}</code></p>
<div class="highlight"><pre><span></span><code><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;pairs&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span><span class="s2">&quot;XRP/USDT&quot;</span><span class="p">,</span><span class="w"> </span><span class="s2">&quot;ETH/USDT&quot;</span><span class="p">,</span><span class="w"> </span><span class="s2">&quot;LTC/USDT&quot;</span><span class="p">],</span>
<span class="w"> </span><span class="nt">&quot;refresh_period&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">1800</span>
<span class="p">}</span>
</code></pre></div>
<p>The <code>pairs</code> property should contain a list of strings with the trading pairs to be used by the bot. The <code>refresh_period</code> property is optional and specifies the number of seconds that the pairlist should be cached before being refreshed.</p>
<p>The optional <code>keep_pairlist_on_failure</code> specifies whether the previous received pairlist should be used if the remote server is not reachable or returns an error. The default value is true.</p>
<p>The optional <code>read_timeout</code> specifies the maximum amount of time (in seconds) to wait for a response from the remote source, The default value is 60.</p>
@@ -2901,17 +2901,17 @@ Obviously in complex such configurations, the Producer may not provide data for
</div>
<h4 id="marketcappairlist">MarketCapPairList<a class="headerlink" href="#marketcappairlist" title="Permanent link">&para;</a></h4>
<p><code>MarketCapPairList</code> employs sorting/filtering of pairs by their marketcap rank based of CoinGecko. The returned pairlist will be sorted based of their marketcap ranks if used in whitelist <code>mode</code>.</p>
<p><code>json
"pairlists": [
{
"method": "MarketCapPairList",
"number_assets": 20,
"max_rank": 50,
"refresh_period": 86400,
"mode": "whitelist",
"categories": ["layer-1"]
}
]</code></p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;pairlists&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;MarketCapPairList&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;number_assets&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">20</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;max_rank&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">50</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;refresh_period&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">86400</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;mode&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;whitelist&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;categories&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span><span class="s2">&quot;layer-1&quot;</span><span class="p">]</span>
<span class="w"> </span><span class="p">}</span>
<span class="p">]</span>
</code></pre></div>
<p><code>number_assets</code> defines the maximum number of pairs returned by the pairlist if used in whitelist <code>mode</code>. In blacklist <code>mode</code>, this setting will be ignored.</p>
<p><code>max_rank</code> will determine the maximum rank used in creating/filtering the pairlist. It's expected that some coins within the top <code>max_rank</code> marketcap will not be included in the resulting pairlist since not all pairs will have active trading pairs in your preferred market/stake/exchange combination.<br />
While using a <code>max_rank</code> bigger than 250 is supported, it's not recommended, as it'll cause multiple API calls to CoinGecko, which can lead to rate limit issues.</p>
@@ -2959,15 +2959,15 @@ be caught out buying before the pair has finished dropping in price.</p>
<p>Offsets an incoming pairlist by a given <code>offset</code> value.</p>
<p>As an example it can be used in conjunction with <code>VolumeFilter</code> to remove the top X volume pairs. Or to split a larger pairlist on two bot instances.</p>
<p>Example to remove the first 10 pairs from the pairlist, and takes the next 20 (taking items 10-30 of the initial list):</p>
<p><code>json
"pairlists": [
// ...
{
"method": "OffsetFilter",
"offset": 10,
"number_assets": 20
}
],</code></p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;pairlists&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="c1">// ...</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;OffsetFilter&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;offset&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">10</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;number_assets&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">20</span>
<span class="w"> </span><span class="p">}</span>
<span class="p">],</span>
</code></pre></div>
<div class="admonition warning">
<p class="admonition-title">Warning</p>
<p>When <code>OffsetFilter</code> is used to split a larger pairlist among multiple bots in combination with <code>VolumeFilter</code>
@@ -2991,15 +2991,15 @@ Not defining this parameter (or setting it to 0) will use all-time performance.<
<p>The optional <code>min_profit</code> (as ratio -&gt; a setting of <code>0.01</code> corresponds to 1%) parameter defines the minimum profit a pair must have to be considered.
Pairs below this level will be filtered out.
Using this parameter without <code>minutes</code> is highly discouraged, as it can lead to an empty pairlist without a way to recover.</p>
<p><code>json
"pairlists": [
// ...
{
"method": "PerformanceFilter",
"minutes": 1440, // rolling 24h
"min_profit": 0.01 // minimal profit 1%
}
],</code></p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;pairlists&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="c1">// ...</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;PerformanceFilter&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;minutes&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">1440</span><span class="p">,</span><span class="w"> </span><span class="c1">// rolling 24h</span>
<span class="w"> </span><span class="nt">&quot;min_profit&quot;</span><span class="p">:</span><span class="w"> </span><span class="mf">0.01</span><span class="w"> </span><span class="c1">// minimal profit 1%</span>
<span class="w"> </span><span class="p">}</span>
<span class="p">],</span>
</code></pre></div>
<p>As this Filter uses past performance of the bot, it'll have some startup-period - and should only be used after the bot has a few 100 trades in the database.</p>
<div class="admonition warning">
<p class="admonition-title">Backtesting</p>
@@ -3045,13 +3045,12 @@ This option is disabled by default, and will only apply if set to &gt; 0.</p>
<p>Shuffles (randomizes) pairs in the pairlist. It can be used for preventing the bot from trading some of the pairs more frequently then others when you want all pairs be treated with the same priority.</p>
<p>By default, ShuffleFilter will shuffle pairs once per candle.
To shuffle on every iteration, set <code>"shuffle_frequency"</code> to <code>"iteration"</code> instead of the default of <code>"candle"</code>.</p>
<p>``` json
{
"method": "ShuffleFilter",
"shuffle_frequency": "candle",
"seed": 42
}</p>
<p>```</p>
<div class="highlight"><pre><span></span><code><span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;ShuffleFilter&quot;</span><span class="p">,</span><span class="w"> </span>
<span class="w"> </span><span class="nt">&quot;shuffle_frequency&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;candle&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;seed&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">42</span>
<span class="w"> </span><span class="p">}</span>
</code></pre></div>
<div class="admonition tip">
<p class="admonition-title">Tip</p>
<p>You may set the <code>seed</code> value for this Pairlist to obtain reproducible results, which can be useful for repeated backtesting sessions. If <code>seed</code> is not set, the pairs are shuffled in the non-repeatable random order. ShuffleFilter will automatically detect runmodes and apply the <code>seed</code> only for backtesting modes - if a <code>seed</code> value is set.</p>
@@ -3064,16 +3063,16 @@ To shuffle on every iteration, set <code>"shuffle_frequency"</code> to <code>"it
<p>Removes pairs where the difference between lowest low and highest high over <code>lookback_days</code> days is below <code>min_rate_of_change</code> or above <code>max_rate_of_change</code>. Since this is a filter that requires additional data, the results are cached for <code>refresh_period</code>.</p>
<p>In the below example:
If the trading range over the last 10 days is &lt;1% or &gt;99%, remove the pair from the whitelist.</p>
<p><code>json
"pairlists": [
{
"method": "RangeStabilityFilter",
"lookback_days": 10,
"min_rate_of_change": 0.01,
"max_rate_of_change": 0.99,
"refresh_period": 86400
}
]</code></p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;pairlists&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;RangeStabilityFilter&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;lookback_days&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">10</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;min_rate_of_change&quot;</span><span class="p">:</span><span class="w"> </span><span class="mf">0.01</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;max_rate_of_change&quot;</span><span class="p">:</span><span class="w"> </span><span class="mf">0.99</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;refresh_period&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">86400</span>
<span class="w"> </span><span class="p">}</span>
<span class="p">]</span>
</code></pre></div>
<p>Adding <code>"sort_direction": "asc"</code> or <code>"sort_direction": "desc"</code> enables sorting for this pairlist.</p>
<div class="admonition tip">
<p class="admonition-title">Tip</p>
@@ -3086,53 +3085,53 @@ Additionally, it can also be used to automatically remove pairs with extreme hig
<p>This filter can be used to narrow down your pairs to a certain volatility or avoid very volatile pairs.</p>
<p>In the below example:
If the volatility over the last 10 days is not in the range of 0.05-0.50, remove the pair from the whitelist. The filter is applied every 24h.</p>
<p><code>json
"pairlists": [
{
"method": "VolatilityFilter",
"lookback_days": 10,
"min_volatility": 0.05,
"max_volatility": 0.50,
"refresh_period": 86400
}
]</code></p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;pairlists&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;VolatilityFilter&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;lookback_days&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">10</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;min_volatility&quot;</span><span class="p">:</span><span class="w"> </span><span class="mf">0.05</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;max_volatility&quot;</span><span class="p">:</span><span class="w"> </span><span class="mf">0.50</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;refresh_period&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">86400</span>
<span class="w"> </span><span class="p">}</span>
<span class="p">]</span>
</code></pre></div>
<p>Adding <code>"sort_direction": "asc"</code> or <code>"sort_direction": "desc"</code> enables sorting mode for this pairlist.</p>
<h3 id="full-example-of-pairlist-handlers">Full example of Pairlist Handlers<a class="headerlink" href="#full-example-of-pairlist-handlers" title="Permanent link">&para;</a></h3>
<p>The below example blacklists <code>BNB/BTC</code>, uses <code>VolumePairList</code> with <code>20</code> assets, sorting pairs by <code>quoteVolume</code>, then filter future delisted pairs using <a href="#delistfilter"><code>DelistFilter</code></a> and <a href="#agefilter"><code>AgeFilter</code></a> to remove pairs that are listed less than 10 days ago. After that <a href="#precisionfilter"><code>PrecisionFilter</code></a> and <a href="#pricefilter"><code>PriceFilter</code></a> are applied, filtering all assets where 1 price unit is &gt; 1%. Then the <a href="#spreadfilter"><code>SpreadFilter</code></a> and <a href="#volatilityfilter"><code>VolatilityFilter</code></a> are applied and pairs are finally shuffled with the random seed set to some predefined value.</p>
<p><code>json
"exchange": {
"pair_whitelist": [],
"pair_blacklist": ["BNB/BTC"]
},
"pairlists": [
{
"method": "VolumePairList",
"number_assets": 20,
"sort_key": "quoteVolume"
},
{
"method": "DelistFilter",
"max_days_from_now": 0,
},
{"method": "AgeFilter", "min_days_listed": 10},
{"method": "PrecisionFilter"},
{"method": "PriceFilter", "low_price_ratio": 0.01},
{"method": "SpreadFilter", "max_spread_ratio": 0.005},
{
"method": "RangeStabilityFilter",
"lookback_days": 10,
"min_rate_of_change": 0.01,
"refresh_period": 86400
},
{
"method": "VolatilityFilter",
"lookback_days": 10,
"min_volatility": 0.05,
"max_volatility": 0.50,
"refresh_period": 86400
},
{"method": "ShuffleFilter", "seed": 42}
],</code></p>
<div class="highlight"><pre><span></span><code><span class="nt">&quot;exchange&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;pair_whitelist&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[],</span>
<span class="w"> </span><span class="nt">&quot;pair_blacklist&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span><span class="s2">&quot;BNB/BTC&quot;</span><span class="p">]</span>
<span class="p">},</span>
<span class="nt">&quot;pairlists&quot;</span><span class="p">:</span><span class="w"> </span><span class="p">[</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;VolumePairList&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;number_assets&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">20</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;sort_key&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;quoteVolume&quot;</span>
<span class="w"> </span><span class="p">},</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;DelistFilter&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;max_days_from_now&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">0</span><span class="p">,</span>
<span class="w"> </span><span class="p">},</span>
<span class="w"> </span><span class="p">{</span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;AgeFilter&quot;</span><span class="p">,</span><span class="w"> </span><span class="nt">&quot;min_days_listed&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">10</span><span class="p">},</span>
<span class="w"> </span><span class="p">{</span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;PrecisionFilter&quot;</span><span class="p">},</span>
<span class="w"> </span><span class="p">{</span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;PriceFilter&quot;</span><span class="p">,</span><span class="w"> </span><span class="nt">&quot;low_price_ratio&quot;</span><span class="p">:</span><span class="w"> </span><span class="mf">0.01</span><span class="p">},</span>
<span class="w"> </span><span class="p">{</span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;SpreadFilter&quot;</span><span class="p">,</span><span class="w"> </span><span class="nt">&quot;max_spread_ratio&quot;</span><span class="p">:</span><span class="w"> </span><span class="mf">0.005</span><span class="p">},</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;RangeStabilityFilter&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;lookback_days&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">10</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;min_rate_of_change&quot;</span><span class="p">:</span><span class="w"> </span><span class="mf">0.01</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;refresh_period&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">86400</span>
<span class="w"> </span><span class="p">},</span>
<span class="w"> </span><span class="p">{</span>
<span class="w"> </span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;VolatilityFilter&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;lookback_days&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">10</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;min_volatility&quot;</span><span class="p">:</span><span class="w"> </span><span class="mf">0.05</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;max_volatility&quot;</span><span class="p">:</span><span class="w"> </span><span class="mf">0.50</span><span class="p">,</span>
<span class="w"> </span><span class="nt">&quot;refresh_period&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">86400</span>
<span class="w"> </span><span class="p">},</span>
<span class="w"> </span><span class="p">{</span><span class="nt">&quot;method&quot;</span><span class="p">:</span><span class="w"> </span><span class="s2">&quot;ShuffleFilter&quot;</span><span class="p">,</span><span class="w"> </span><span class="nt">&quot;seed&quot;</span><span class="p">:</span><span class="w"> </span><span class="mi">42</span><span class="p">}</span>
<span class="p">],</span>
</code></pre></div>
<h2 id="protections">Protections<a class="headerlink" href="#protections" title="Permanent link">&para;</a></h2>
<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>
@@ -3203,20 +3202,20 @@ If <code>trade_limit</code> or more trades resulted in stoploss, trading will st
<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>
<p><code>python
@property
def protections(self):
return [
{
"method": "StoplossGuard",
"lookback_period_candles": 24,
"trade_limit": 4,
"stop_duration_candles": 4,
"required_profit": 0.0,
"only_per_pair": False,
"only_per_side": False
}
]</code></p>
<div class="highlight"><pre><span></span><code><span class="nd">@property</span>
<span class="k">def</span><span class="w"> </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">&quot;method&quot;</span><span class="p">:</span> <span class="s2">&quot;StoplossGuard&quot;</span><span class="p">,</span>
<span class="s2">&quot;lookback_period_candles&quot;</span><span class="p">:</span> <span class="mi">24</span><span class="p">,</span>
<span class="s2">&quot;trade_limit&quot;</span><span class="p">:</span> <span class="mi">4</span><span class="p">,</span>
<span class="s2">&quot;stop_duration_candles&quot;</span><span class="p">:</span> <span class="mi">4</span><span class="p">,</span>
<span class="s2">&quot;required_profit&quot;</span><span class="p">:</span> <span class="mf">0.0</span><span class="p">,</span>
<span class="s2">&quot;only_per_pair&quot;</span><span class="p">:</span> <span class="kc">False</span><span class="p">,</span>
<span class="s2">&quot;only_per_side&quot;</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.
@@ -3233,49 +3232,49 @@ It supports 2 calculation modes:</p>
<p>For new setups, <code>calculation_mode: "equity"</code> is recommended. Prefer <code>calculation_mode: "ratios"</code> only when you intentionally rely on legacy behavior, especially with fixed stake amount configurations where ratio-based behavior is easier to reason about.</p>
<p>If the observed drawdown exceeds <code>max_allowed_drawdown</code>, trading will stop for <code>stop_duration</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 &gt; 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>
<p><code>python
@property
def protections(self):
return [
{
"method": "MaxDrawdown",
"calculation_mode": "equity",
"lookback_period_candles": 48,
"trade_limit": 20,
"stop_duration_candles": 12,
"max_allowed_drawdown": 0.2
},
]</code></p>
<div class="highlight"><pre><span></span><code><span class="nd">@property</span>
<span class="k">def</span><span class="w"> </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">&quot;method&quot;</span><span class="p">:</span> <span class="s2">&quot;MaxDrawdown&quot;</span><span class="p">,</span>
<span class="s2">&quot;calculation_mode&quot;</span><span class="p">:</span> <span class="s2">&quot;equity&quot;</span><span class="p">,</span>
<span class="s2">&quot;lookback_period_candles&quot;</span><span class="p">:</span> <span class="mi">48</span><span class="p">,</span>
<span class="s2">&quot;trade_limit&quot;</span><span class="p">:</span> <span class="mi">20</span><span class="p">,</span>
<span class="s2">&quot;stop_duration_candles&quot;</span><span class="p">:</span> <span class="mi">12</span><span class="p">,</span>
<span class="s2">&quot;max_allowed_drawdown&quot;</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">&para;</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>
<p><code>python
@property
def protections(self):
return [
{
"method": "LowProfitPairs",
"lookback_period_candles": 6,
"trade_limit": 2,
"stop_duration": 60,
"required_profit": 0.02,
"only_per_pair": False,
}
]</code></p>
<div class="highlight"><pre><span></span><code><span class="nd">@property</span>
<span class="k">def</span><span class="w"> </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">&quot;method&quot;</span><span class="p">:</span> <span class="s2">&quot;LowProfitPairs&quot;</span><span class="p">,</span>
<span class="s2">&quot;lookback_period_candles&quot;</span><span class="p">:</span> <span class="mi">6</span><span class="p">,</span>
<span class="s2">&quot;trade_limit&quot;</span><span class="p">:</span> <span class="mi">2</span><span class="p">,</span>
<span class="s2">&quot;stop_duration&quot;</span><span class="p">:</span> <span class="mi">60</span><span class="p">,</span>
<span class="s2">&quot;required_profit&quot;</span><span class="p">:</span> <span class="mf">0.02</span><span class="p">,</span>
<span class="s2">&quot;only_per_pair&quot;</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">&para;</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>
<p><code>python
@property
def protections(self):
return [
{
"method": "CooldownPeriod",
"stop_duration_candles": 2
}
]</code></p>
<div class="highlight"><pre><span></span><code><span class="nd">@property</span>
<span class="k">def</span><span class="w"> </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">&quot;method&quot;</span><span class="p">:</span> <span class="s2">&quot;CooldownPeriod&quot;</span><span class="p">,</span>
<span class="s2">&quot;stop_duration_candles&quot;</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.
@@ -3292,51 +3291,50 @@ All protections are evaluated in the sequence they are defined.</p>
<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 (&lt;2%) (<code>LowProfitPairs</code>).</li>
<li>Locks all pairs for 2 candles that had a profit of below 0.01 (&lt;1%) within the last 24h (<code>24 * 1h candles</code>), a minimum of 4 trades.</li>
</ul>
<p>``` python
from freqtrade.strategy import IStrategy</p>
<p>class AwesomeStrategy(IStrategy)
timeframe = '1h'</p>
<div class="codehilite"><pre><span></span><code>@property
def protections(self):
return [
{
&quot;method&quot;: &quot;CooldownPeriod&quot;,
&quot;stop_duration_candles&quot;: 5
},
{
&quot;method&quot;: &quot;MaxDrawdown&quot;,
&quot;calculation_mode&quot;: &quot;equity&quot;,
&quot;lookback_period_candles&quot;: 48,
&quot;trade_limit&quot;: 20,
&quot;stop_duration_candles&quot;: 4,
&quot;max_allowed_drawdown&quot;: 0.2
},
{
&quot;method&quot;: &quot;StoplossGuard&quot;,
&quot;lookback_period_candles&quot;: 24,
&quot;trade_limit&quot;: 4,
&quot;stop_duration_candles&quot;: 2,
&quot;only_per_pair&quot;: False
},
{
&quot;method&quot;: &quot;LowProfitPairs&quot;,
&quot;lookback_period_candles&quot;: 6,
&quot;trade_limit&quot;: 2,
&quot;stop_duration_candles&quot;: 60,
&quot;required_profit&quot;: 0.02
},
{
&quot;method&quot;: &quot;LowProfitPairs&quot;,
&quot;lookback_period_candles&quot;: 24,
&quot;trade_limit&quot;: 4,
&quot;stop_duration_candles&quot;: 2,
&quot;required_profit&quot;: 0.01
}
]
# ...
</code></pre></div>
<div class="highlight"><pre><span></span><code><span class="kn">from</span><span class="w"> </span><span class="nn">freqtrade.strategy</span><span class="w"> </span><span class="kn">import</span> <span class="n">IStrategy</span>
<p>```</p>
<span class="k">class</span><span class="w"> </span><span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">)</span>
<span class="n">timeframe</span> <span class="o">=</span> <span class="s1">&#39;1h&#39;</span>
<span class="nd">@property</span>
<span class="k">def</span><span class="w"> </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">&quot;method&quot;</span><span class="p">:</span> <span class="s2">&quot;CooldownPeriod&quot;</span><span class="p">,</span>
<span class="s2">&quot;stop_duration_candles&quot;</span><span class="p">:</span> <span class="mi">5</span>
<span class="p">},</span>
<span class="p">{</span>
<span class="s2">&quot;method&quot;</span><span class="p">:</span> <span class="s2">&quot;MaxDrawdown&quot;</span><span class="p">,</span>
<span class="s2">&quot;calculation_mode&quot;</span><span class="p">:</span> <span class="s2">&quot;equity&quot;</span><span class="p">,</span>
<span class="s2">&quot;lookback_period_candles&quot;</span><span class="p">:</span> <span class="mi">48</span><span class="p">,</span>
<span class="s2">&quot;trade_limit&quot;</span><span class="p">:</span> <span class="mi">20</span><span class="p">,</span>
<span class="s2">&quot;stop_duration_candles&quot;</span><span class="p">:</span> <span class="mi">4</span><span class="p">,</span>
<span class="s2">&quot;max_allowed_drawdown&quot;</span><span class="p">:</span> <span class="mf">0.2</span>
<span class="p">},</span>
<span class="p">{</span>
<span class="s2">&quot;method&quot;</span><span class="p">:</span> <span class="s2">&quot;StoplossGuard&quot;</span><span class="p">,</span>
<span class="s2">&quot;lookback_period_candles&quot;</span><span class="p">:</span> <span class="mi">24</span><span class="p">,</span>
<span class="s2">&quot;trade_limit&quot;</span><span class="p">:</span> <span class="mi">4</span><span class="p">,</span>
<span class="s2">&quot;stop_duration_candles&quot;</span><span class="p">:</span> <span class="mi">2</span><span class="p">,</span>
<span class="s2">&quot;only_per_pair&quot;</span><span class="p">:</span> <span class="kc">False</span>
<span class="p">},</span>
<span class="p">{</span>
<span class="s2">&quot;method&quot;</span><span class="p">:</span> <span class="s2">&quot;LowProfitPairs&quot;</span><span class="p">,</span>
<span class="s2">&quot;lookback_period_candles&quot;</span><span class="p">:</span> <span class="mi">6</span><span class="p">,</span>
<span class="s2">&quot;trade_limit&quot;</span><span class="p">:</span> <span class="mi">2</span><span class="p">,</span>
<span class="s2">&quot;stop_duration_candles&quot;</span><span class="p">:</span> <span class="mi">60</span><span class="p">,</span>
<span class="s2">&quot;required_profit&quot;</span><span class="p">:</span> <span class="mf">0.02</span>
<span class="p">},</span>
<span class="p">{</span>
<span class="s2">&quot;method&quot;</span><span class="p">:</span> <span class="s2">&quot;LowProfitPairs&quot;</span><span class="p">,</span>
<span class="s2">&quot;lookback_period_candles&quot;</span><span class="p">:</span> <span class="mi">24</span><span class="p">,</span>
<span class="s2">&quot;trade_limit&quot;</span><span class="p">:</span> <span class="mi">4</span><span class="p">,</span>
<span class="s2">&quot;stop_duration_candles&quot;</span><span class="p">:</span> <span class="mi">2</span><span class="p">,</span>
<span class="s2">&quot;required_profit&quot;</span><span class="p">:</span> <span class="mf">0.01</span>
<span class="p">}</span>
<span class="p">]</span>
<span class="c1"># ...</span>
</code></pre></div>