diff --git a/docs/bot-basics.md b/docs/bot-basics.md index 9fdbdc8a8..1acbca565 100644 --- a/docs/bot-basics.md +++ b/docs/bot-basics.md @@ -34,7 +34,6 @@ By default, loop runs every few seconds (`internals.process_throttle_secs`) and * Check timeouts for open orders. * Calls `check_entry_timeout()` strategy callback for open entry orders. * Calls `check_exit_timeout()` strategy callback for open exit orders. -* Check readjustment request for open orders. * Calls `adjust_entry_price()` strategy callback for open entry orders. * Verifies existing positions and eventually places exit orders. * Considers stoploss, ROI and exit-signal, `custom_exit()` and `custom_stoploss()`. @@ -60,6 +59,7 @@ This loop will be repeated again and again until the bot is stopped. * Calculate entry / exit signals (calls `populate_entry_trend()` and `populate_exit_trend()` once per pair). * Loops per candle simulating entry and exit points. * Check for Order timeouts, either via the `unfilledtimeout` configuration, or via `check_entry_timeout()` / `check_exit_timeout()` strategy callbacks. + * Calls `adjust_entry_price()` strategy callback for open entry orders. * Check for trade entry signals (`enter_long` / `enter_short` columns). * Confirm trade entry / exits (calls `confirm_trade_entry()` and `confirm_trade_exit()` if implemented in the strategy). * Call `custom_entry_price()` (if implemented in the strategy) to determine entry price (Prices are moved to be within the opening candle). diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md index 750d5fbd0..ab67a3c26 100644 --- a/docs/strategy-callbacks.md +++ b/docs/strategy-callbacks.md @@ -765,7 +765,7 @@ class AwesomeStrategy(IStrategy): """ # Limit orders to use and follow SMA200 as price target for the first 10 minutes since entry trigger for BTC/USDT pair. if pair == 'BTC/USDT' and entry_tag == 'long_sma200' and side == 'long' and (current_time - timedelta(minutes=10) > trade.open_date_utc: - # just cancel the order if it has been filled more than half of the ammount + # just cancel the order if it has been filled more than half of the amount if order.filled > order.remaining: return None else: diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 86dcb1094..45300b744 100755 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -934,7 +934,7 @@ class Backtesting: else: del trade.orders[trade.orders.index(order)] - # place new order if None was not returned + # place new order if result was not None if requested_rate: self._enter_trade(pair=trade.pair, row=row, trade=trade, requested_rate=requested_rate,