@ -8,13 +8,14 @@ Protections will protect your strategy from unexpected events and market conditi
#### Stoploss Guard
`StoplossGuard` selects all trades within a `lookback_period` (in minutes), and determines if the amount of trades that resulted in stoploss are above `trade_limit` - in which case it will stop trading until this condition is no longer true.
`StoplossGuard` selects all trades within a `lookback_period` (in minutes), and determines if the amount of trades that resulted in stoploss are above `trade_limit` - in which case trading will stop for `stop_duration`.
```json
"protections": [{
"method": "StoplossGuard",
"lookback_period": 60,
"trade_limit": 4
"trade_limit": 4,
"stop_duration": 60
}],
```
@ -27,25 +28,72 @@ Protections will protect your strategy from unexpected events and market conditi
If that ratio is below `required_profit`, that pair will be locked for `stop_duration` (in minutes).
```json
"protections": [{
"protections": [
{
"method": "LowProfitpairs",
"lookback_period": 60,
"trade_limit": 4,
"stop_duration": 60,
"required_profit": 0.02
}],
}
],
```
#### Cooldown Period
`CooldownPeriod` locks a pair for `stop_duration` (in minutes) after selling, avoiding a re-entry for this pair for `stop_duration` minutes.
```json
"protections": [
{
"method": "CooldownPeriod",
"stop_duration": 60
}
],
```
!!! Note:
This Protection applies only at pair-level, and will never lock all pairs globally.
### Full example of Protections
The below example stops trading if more than 4 stoploss occur within a 1 hour (60 minute) limit.
All protections can be combined at will, also with different parameters, creating a increasing wall for under-performing pairs.
All protections are evaluated in the sequence they are defined.
The below example:
* stops trading if more than 4 stoploss occur for all pairs within a 1 hour (60 minute) limit (`StoplossGuard`).
* Locks each pair after selling for an additional 10 minutes (`CooldownPeriod`), giving other pairs a chance to get filled.
* Locks all pairs that had 4 Trades within the last 6 hours with a combined profit ratio of below 0.02 (<2%).(`LowProfitpairs`)
* Locks all pairs for 120 minutes that had a profit of below 0.01 (<1%)withinthelast24h(`60*24 =1440`),aminimumof7trades