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fix: correct parameter naming
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@@ -72,7 +72,7 @@ def protections(self):
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`MaxDrawdown` calculates the maximum relative drawdown using the account's equity curve within the `lookback_period` in minutes (or in candles when using `lookback_period_candles`).
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It evaluates the portfolio's peak-to-trough declines by considering the starting balance and the cumulative profit of all trades within the window. If the observed drawdown exceeds `max_allowed_drawdown`, trading will stop for `stop_duration` after the last trade - assuming that the bot needs some time to let markets recover.
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The default calculation method is the sum-of-profit-ratios method (`method: "ratios"`) for backward compatibility. To use the standard peak-to-trough equity drawdown (recommended), set `method: "equity"`.
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The default calculation method is the sum-of-profit-ratios method (`calculation_mode: "ratios"`) for backward compatibility. To use the standard peak-to-trough equity drawdown (recommended), set `calculation_mode: "equity"`.
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The below sample stops trading for 12 candles if max-drawdown is > 20% considering all pairs - with a minimum of `trade_limit` trades - within the last 48 candles. If desired, `lookback_period` and/or `stop_duration` can be used.
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@@ -22,6 +22,7 @@ class MaxDrawdown(IProtection):
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self._trade_limit = protection_config.get("trade_limit", 1)
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self._max_allowed_drawdown = protection_config.get("max_allowed_drawdown", 0.0)
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self._calculation_mode = protection_config.get("calculation_mode", "ratios")
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# TODO: Implement checks to limit max_drawdown to sensible values
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def short_desc(self) -> str:
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@@ -61,11 +62,8 @@ class MaxDrawdown(IProtection):
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if trade.close_date_utc <= look_back_until
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)
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# Get calculation mode
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method = self._protection_config.get("method", "ratios")
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try:
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if method == "equity":
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if self._calculation_mode == "equity":
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# Standard equity-based drawdown
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trades_df = pd.DataFrame(
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[
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