diff --git a/docs/includes/protections.md b/docs/includes/protections.md index f2cb32fc0..70e309ebf 100644 --- a/docs/includes/protections.md +++ b/docs/includes/protections.md @@ -20,15 +20,15 @@ All protection end times are rounded up to the next candle to avoid sudden, unex ### Common settings to all Protections -| Parameter| Description | -|------------|-------------| -| `method` | Protection name to use.
**Datatype:** String, selected from [available Protections](#available-protections) -| `stop_duration_candles` | For how many candles should the lock be set?
**Datatype:** Positive integer (in candles) -| `stop_duration` | how many minutes should protections be locked.
Cannot be used together with `stop_duration_candles`.
**Datatype:** Float (in minutes) -| `lookback_period_candles` | Only trades that completed within the last `lookback_period_candles` candles will be considered. This setting may be ignored by some Protections.
**Datatype:** Positive integer (in candles). -| `lookback_period` | Only trades that completed after `current_time - lookback_period` will be considered.
Cannot be used together with `lookback_period_candles`.
This setting may be ignored by some Protections.
**Datatype:** Float (in minutes) -| `trade_limit` | Number of trades required at minimum (not used by all Protections).
**Datatype:** Positive integer -| `unlock_at` | Time when trading will be unlocked regularly (not used by all Protections).
**Datatype:** string
**Input Format:** "HH:MM" (24-hours) +| Parameter | Description | +| --------- | ---------- | +| `method` | Protection name to use.
**Datatype:** String, selected from [available Protections](#available-protections) | +| `stop_duration_candles` | For how many candles should the lock be set?
**Datatype:** Positive integer (in candles) | +| `stop_duration` | how many minutes should protections be locked.
Cannot be used together with `stop_duration_candles`.
**Datatype:** Float (in minutes) | +| `lookback_period_candles` | Only trades that completed within the last `lookback_period_candles` candles will be considered. This setting may be ignored by some Protections.
**Datatype:** Positive integer (in candles). | +| `lookback_period` | Only trades that completed after `current_time - lookback_period` will be considered.
Cannot be used together with `lookback_period_candles`.
This setting may be ignored by some Protections.
**Datatype:** Float (in minutes) | +| `trade_limit` | Number of trades required at minimum (not used by all Protections).
**Datatype:** Positive integer | +| `unlock_at` | Time when trading will be unlocked regularly (not used by all Protections).
**Datatype:** string
**Input Format:** "HH:MM" (24-hours) | !!! Note "Durations" Durations (`stop_duration*` and `lookback_period*` can be defined in either minutes or candles). @@ -69,7 +69,8 @@ def protections(self): #### MaxDrawdown -The `MaxDrawdown` protection evaluates trades that closed within the current `lookback_period` (or `lookback_period_candles`). It supports 2 calculation modes: +The `MaxDrawdown` protection evaluates trades that closed within the current `lookback_period` (or `lookback_period_candles`). +It supports 2 calculation modes: - `calculation_mode: "ratios"` (default): Legacy approximation based on cumulative profit ratios. - `calculation_mode: "equity"`: Standard peak-to-trough drawdown on the account equity curve, using starting balance and cumulative absolute profit. @@ -170,11 +171,11 @@ class AwesomeStrategy(IStrategy) }, { "method": "MaxDrawdown", + "calculation_mode": "equity", "lookback_period_candles": 48, "trade_limit": 20, "stop_duration_candles": 4, - "max_allowed_drawdown": 0.2, - "calculation_mode": "equity" + "max_allowed_drawdown": 0.2 }, { "method": "StoplossGuard",