Add sell_profit_offset parameter

Allows defining positive offsets before enabling the sell signal

config_full.json.example

@@ -42,6 +42,7 @@
         "order_book_max": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
+        "sell_profit_offset": 0.0,
         "ignore_roi_if_buy_signal": false
     },
     "order_types": {

docs/configuration.md

@@ -72,7 +72,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `ask_strategy.order_book_min` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
 | `ask_strategy.order_book_max` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
 | `ask_strategy.use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
-| `ask_strategy.sell_profit_only` | Wait until the bot makes a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
+| `ask_strategy.sell_profit_only` | Wait until the bot reaches `ask_strategy.sell_profit_offset` before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
+| `ask_strategy.sell_profit_offset` | Sell-signal is only active above this value. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
 | `ask_strategy.ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict
 | `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict

freqtrade/constants.py

@@ -154,6 +154,7 @@ CONF_SCHEMA = {
                 'order_book_max': {'type': 'integer', 'minimum': 1, 'maximum': 50},
                 'use_sell_signal': {'type': 'boolean'},
                 'sell_profit_only': {'type': 'boolean'},
+                'sell_profit_offset': {'type': 'number', 'minimum': 0.0},
                 'ignore_roi_if_buy_signal': {'type': 'boolean'}
             }
         },

freqtrade/optimize/optimize_reports.py

@@ -299,6 +299,7 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
             'minimal_roi': config['minimal_roi'],
             'use_sell_signal': config['ask_strategy']['use_sell_signal'],
             'sell_profit_only': config['ask_strategy']['sell_profit_only'],
+            'sell_profit_offset': config['ask_strategy']['sell_profit_offset'],
             'ignore_roi_if_buy_signal': config['ask_strategy']['ignore_roi_if_buy_signal'],
             **daily_stats,
         }

freqtrade/resolvers/strategy_resolver.py

@@ -79,6 +79,7 @@ class StrategyResolver(IResolver):
                       ("use_sell_signal",                 True,        'ask_strategy'),
                       ("sell_profit_only",                False,       'ask_strategy'),
                       ("ignore_roi_if_buy_signal",        False,       'ask_strategy'),
+                      ("sell_profit_offset",              0.0,         'ask_strategy'),
                       ("disable_dataframe_checks",        False,       None),
                       ]
         for attribute, default, subkey in attributes:

freqtrade/strategy/interface.py

@@ -505,18 +505,19 @@ class IStrategy(ABC):
         # Set current rate to high for backtesting sell
         current_rate = high or rate
         current_profit = trade.calc_profit_ratio(current_rate)
-        config_ask_strategy = self.config.get('ask_strategy', {})
+        ask_strategy = self.config.get('ask_strategy', {})
 
         # if buy signal and ignore_roi is set, we don't need to evaluate min_roi.
-        roi_reached = (not (buy and config_ask_strategy.get('ignore_roi_if_buy_signal', False))
+        roi_reached = (not (buy and ask_strategy.get('ignore_roi_if_buy_signal', False))
                        and self.min_roi_reached(trade=trade, current_profit=current_profit,
                                                 current_time=date))
 
-        if config_ask_strategy.get('sell_profit_only', False) and trade.calc_profit(rate=rate) <= 0:
+        if (ask_strategy.get('sell_profit_only', False)
+                and trade.calc_profit(rate=rate) <= ask_strategy.get('sell_profit_offset', 0)):
             # Negative profits and sell_profit_only - ignore sell signal
             sell_signal = False
         else:
-            sell_signal = sell and not buy and config_ask_strategy.get('use_sell_signal', True)
+            sell_signal = sell and not buy and ask_strategy.get('use_sell_signal', True)
             # TODO: return here if sell-signal should be favored over ROI
 
         # Start evaluations