Introduce max_drawdown protection

This commit is contained in:
Matthias
2020-11-30 08:05:48 +01:00
parent 9d6f3a89ef
commit 089c463cfb
5 changed files with 92 additions and 7 deletions

View File

@@ -27,7 +27,7 @@ AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
'AgeFilter', 'PerformanceFilter', 'PrecisionFilter',
'PriceFilter', 'RangeStabilityFilter', 'ShuffleFilter',
'SpreadFilter']
AVAILABLE_PROTECTIONS = ['StoplossGuard', 'CooldownPeriod', 'LowProfitPairs']
AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
DRY_RUN_WALLET = 1000
DATETIME_PRINT_FORMAT = '%Y-%m-%d %H:%M:%S'