mirror of
https://github.com/freqtrade/freqtrade.git
synced 2026-02-22 20:31:30 +00:00
@@ -547,7 +547,7 @@ is automatically cancelled by the exchange.
|
||||
**PO (Post only):**
|
||||
|
||||
Post only order. The order is either placed as a maker order, or it is canceled.
|
||||
This means the order must be placed on orderbook for at at least time in an unfilled state.
|
||||
This means the order must be placed on orderbook for at least time in an unfilled state.
|
||||
|
||||
#### time_in_force config
|
||||
|
||||
|
||||
@@ -261,7 +261,7 @@ For that reason, they must implement the following methods:
|
||||
|
||||
The `until` portion should be calculated using the provided `calculate_lock_end()` method.
|
||||
|
||||
All Protections should use `"stop_duration"` / `"stop_duration_candles"` to define how long a a pair (or all pairs) should be locked.
|
||||
All Protections should use `"stop_duration"` / `"stop_duration_candles"` to define how long a pair (or all pairs) should be locked.
|
||||
The content of this is made available as `self._stop_duration` to the each Protection.
|
||||
|
||||
If your protection requires a look-back period, please use `"lookback_period"` / `"lockback_period_candles"` to keep all protections aligned.
|
||||
|
||||
@@ -137,7 +137,7 @@ $$ R = \frac{\text{average_profit}}{\text{average_loss}} = \frac{\mu_{win}}{\mu_
|
||||
|
||||
### Expectancy
|
||||
|
||||
By combining the Win Rate $W$ and and the Risk Reward ratio $R$ to create an expectancy ratio $E$. A expectance ratio is the expected return of the investment made in a trade. We can compute the value of $E$ as follows:
|
||||
By combining the Win Rate $W$ and the Risk Reward ratio $R$ to create an expectancy ratio $E$. A expectance ratio is the expected return of the investment made in a trade. We can compute the value of $E$ as follows:
|
||||
|
||||
$$E = R * W - L$$
|
||||
|
||||
|
||||
Reference in New Issue
Block a user