Amend some additions from #288
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@@ -23,14 +23,15 @@ class VolatilitySystem(IStrategy):
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Volatility System strategy.
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Based on https://www.tradingview.com/script/3hhs0XbR/
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Leverage is optional but the lower the better to limit liquidations
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"""
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can_short: bool = True
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can_short = True
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minimal_roi = {
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"0": 100
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}
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stoploss = -0.10
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stoploss = -1
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# Optimal ticker interval for the strategy
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timeframe = '1h'
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@@ -131,9 +132,26 @@ class VolatilitySystem(IStrategy):
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# Only enlarge position on new signal.
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if (
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last_candle[signal_name] == 1
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and previous_candle[signal_name] != 1
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and previous_candle[signal_name] != 1
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and trade.nr_of_successful_entries < 2
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and trade.orders[-1].order_date_utc < prior_date
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):
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return trade.stake_amount
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return None
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def leverage(self, pair: str, current_time: datetime, current_rate: float,
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proposed_leverage: float, max_leverage: float, side: str,
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**kwargs) -> float:
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"""
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Customize leverage for each new trade. This method is only called in futures mode.
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:param pair: Pair that's currently analyzed
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:param current_time: datetime object, containing the current datetime
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:param current_rate: Rate, calculated based on pricing settings in exit_pricing.
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:param proposed_leverage: A leverage proposed by the bot.
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:param max_leverage: Max leverage allowed on this pair
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:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
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:param side: 'long' or 'short' - indicating the direction of the proposed trade
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:return: A leverage amount, which is between 1.0 and max_leverage.
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"""
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return 2.0
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